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KLA
Annual Report 2018

KLAC · NASDAQ Technology
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FY2018 Annual Report · KLA
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KKR Real Estate 
Finance Trust Inc.

NYSE:  KREF

KKRREIT.COM

20 18
A NNUA L
REPORT

KKR REAL ESTATE FINANCE TRUST INC.

BOARD OF DIRECTORS

EXECUTIVE OFFICERS

AVAILABLE INFORMATION

We make available free of charge under 
the Investor Relations section of our 
website, www.kkrreit.com, filings we 
make with the Securities and Exchange 
Commission and other information 
about the Company. Filings we make 
with the Securities and Exchange 
Commission may also be accessed free 
of charge on the Securities and 
Exchange Commission?s publicly 
available website, www.sec.gov.

INVESTOR RELATIONS

Sasha Hamilton
Phone: 212-401-0447
sasha.hamilton@kkr.com 

Michael Shapiro
Phone: 646-901-5920
michael.shapiro@kkr.com

Ralph F. Rosenberg
Chairman of the Board of Directors, 
KKR Real Estate Finance Trust Inc.; 
Member and Global Head of Real Estate, 
KKR & Co. Inc.

Terrance R. Ahern
Co-Founder and Chief Executive Officer, 
The Townsend Group

R. Craig Blanchard
Managing Director, Makena Capital 
Management

Irene M. Esteves
Former Chief Financial Officer, 
Time Warner Cable, Inc.

Todd A. Fisher
Former Member and Global Chief 
Administrator Officer, KKR & Co. Inc.

Jonathan A. Langer
Founder and Managing Member, 
Fireside Investments LLC

Paula Madoff
Advisor, Goldman, Sachs and Co.

Deborah H. McAneny
Former Chief Operating Officer, 
Benchmark Senior Living, LLC

Christen E.J. Lee
Co-Chief Executive Officer and 
Co-President 

Matthew A. Salem
Co-Chief Executive Officer and 
Co-President 

W. Patrick Mattson 
Chief Operating Officer

Mostafa Nagaty
Chief Financial Officer

HEADQUARTERS

KKR Real Estate Finance Trust Inc.
9 West 57th Street
Suite 4200
New York, NY 10019
Phone: 212-750-8300
www.kkrreit.com

STOCK TRANSFER AGENT

American Stock Transfer & Trust 
Company, LLC
6201 15th Avenue
Brooklyn, NY 11219
Phone: 800-937-5449
www.amstock.com 

INDEPENDENT REGISTERED 
PUBLIC ACCOUNTING FIRM

Deloitte & Touche LLP
30 Rockefeller Plaza
New York, NY 10112
Phone:  212-492-4000
www.deloitte.com

KKR Real Estate Finance Trust Inc (NYSE: KREF) is a real estate finance company 
focusing primarily on originating and acquiring floating rate senior loans secured by 
institutional-quality commercial real estate ("CRE") properties that are owned and 
operated by experienced and well-capitalized sponsors and located in liquid markets 
with strong underlying fundamentals.  

LOAN PORTFOLIO HIGHLIGHTS
AS OF DECEMBER 31, 2018

$4.1 BN

Commercial Real 
Estate Portfolio

Investment  Type1

CMBS
1%

Mezz
1%

Senior Loans
98%

Interest Rate Type

Fixed
2%

Floating
98%

Property Type2

Industrial
3%

Retail
3%

Hospitality
4%

Condo 
(Residential)
4%

Office
44%

Multifamily
42%

1   Senior loans include senior mortgages and similar credit quality loans, including related contiguous junior participations in senior loans where KREF has financed a loan with 
structural leverage through the non-recourse sale of a corresponding first mortgage.
2  Excludes CMBS B-Pieces.

Dear Fellow Shareholders

CHRIS LEE & MATT SALEM

2018 was a milestone year for KKR Real Estate Finance Trust Inc. (?KREF? 
or the ?Company?). It marked our first full calendar year as a public 
company and our fourth full year of operations as KKR?s first dedicated real 
estate credit strategy. During this time, we have established KREF as a 
leading provider of transitional commercial real estate loans. Our 
solutions-oriented and relationship driven approach, combined with our 
favorable cost of capital, has resonated with the borrowing community and 
allowed us to originate over $5 billion of loans since inception. In 2018, we 
had a record origination year; we built a defensive and diversified portfolio; 
we diversified our liabilities; and we provided our shareholders with an 
attractive risk adjusted return. We are thankful for your partnership and are 
pleased to share some of our 2018 accomplishments with you.

GROWING, DEFENSIVELY POSITIONED 
PORTFOLIO

We increased loan originations by 84% in 2018 to a 
record $2.7 billion, resulting in an outstanding 
funded portfolio of $4.1 billion as of year-end. Our 
portfolio growth and strong origination pace in 2018 
was driven by our direct relationships with owners 
and operators of real estate and our improved brand 
awareness. In this competitive market, we 
differentiated ourselves through non-economic 
variables like speed, certainty and creativity. We also 
developed a reputation in the market as a 
responsive partner to our sponsor clients through 
our thoughtful approach to the closing and 
subsequent asset management processes, which 
drove significant repeat lending opportunities across 
our business. Over half of our 2018 volume came 
from repeat sponsors.  

Our focus has remained on capital preservation. 
Given our belief that we are in the later stages of 
the current real estate cycle, we continued our 
conservative investment strategy and concentrated 
primarily on the light-transitional segment of the 
large-loan market. Focusing here has allowed us to 
lend in situations where the underlying collateral is 
in liquid markets and owned by experienced and 
reputable sponsors. Our two largest property-type 
exposures are office and multifamily, representing a 
collective 86% of the portfolio. Further, we did not 
make any new retail or construction loans in 2018, 
demonstrating our more conservative bias. Our 
portfolio is 100% performing, and the credit quality 
of our assets remains excellent with an average 
loan-to-value and risk-weighting of 69% and 2.9, 
respectively.

S&P 500

NYSE:

management. We are extremely pleased with the 
quality of our team and believe we are well 
positioned to continue to grow our portfolio and risk 
manage it effectively as we scale the business.

LOOKING AHEAD

We believe that the future for KREF is bright. 
Commercial real estate fundamentals in most 
markets and asset classes in the United States 
remain healthy with strong demand drivers.  Capital 
flows into real estate have created a healthy 
equilibrium in the real estate capital markets. The 
market continues to offer us opportunities to invest 
at attractive risk adjusted returns where we can 
align incentives with our borrowers and dictate 
attractive loan terms and covenants. 

We are encouraged by our forward pipeline and the 
opportunity to continue making attractive 
investments and scaling our investment portfolio 
throughout the remainder of 2019. We are 
committed to a disciplined growth strategy and 
intend to be good stewards of capital, while taking 
advantage of opportunities when we can accretively 
grow our equity base.  

We are proud of our business and the team.  On 
behalf of the management team, the Board of 
Directors and the entire real estate business at KKR, 
thank you for your support. We look forward to 
seeing many of you in 2019.

Sincerely,

Chris Lee
Co-Chief Executive Officer 
and Co-President

Matt Salem
Co-Chief Executive Officer 
and Co-President

DIFFERENTIATED LIABILITY STRUCTURE

At the beginning of 2018, we embarked on a 
strategic initiative to diversify our funding sources 
and focused on obtaining more non-mark-to-market 
financing sources. With the help of KKR Capital 
Markets, we have exceeded our expectations.  We 
created a differentiated, attractively priced $1.0 
billion non-mark-to-market facility, another $200 
million non-mark-to-market facility and issued a 
$1.0 billion collateralized loan obligation, one of the 
largest managed deals in the commercial real estate 
space in over a decade. These attractively priced 
and well-structured liabilities allow us to compete 
for the highest quality lending opportunities and 
increase the durability of our balance sheet. As of 
year-end, 60% of our outstanding borrowings were 
non-mark-to-market compared to 13% at year-end 
2017. This is another example of our emphasis on 
safety and durability on both the right and left side 
of the balance sheet. 

THE ?K? IN KREF 

Our affiliation with KKR, one of the largest global 
asset managers, provides us with significant 
competitive advantages. First, KKR?s 35% 
ownership stake in KREF gives us a significant 
alignment of interest.  Second, KREF?s affiliation 
with KKR has given us differentiated access to the 
equity and debt capital markets, providing us with 
an attractive cost of capital.  This cost of capital has 
allowed us to originate more defensive credits while 
driving an attractive return on equity to our 
shareholders.  Third, our adjacency to KKR?s real 
estate private equity business and a market-leading 
real estate securities business, with combined $6.3 
billion of assets under management, provides us 
significant access to meaningful market information 
and relationships that help drive better decision 
making across our business.  Lastly, KKR?s brand 
and culture allow us to attract some of the best 
talent in the market as we continue to invest in our 
team. We increased the number of investment 
professionals in KKR?s Real Estate Credit business 
to 18 people today from 13 at the time of our IPO 
and recently added a head of credit asset 

[THIS PAGE INTENTIONALLY LEFT BLANK]

 
 
 
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 10-K*

ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2018
TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from ________________ to ________________

Commission File Number: 001-38082

KKR Real Estate Finance Trust Inc.

(Exact name of registrant as specified in its charter)

Maryland
(State or other jurisdiction of incorporation or organization)
9 West 57th Street, Suite 4200
New York, NY
(Address of principal executive offices)

47-2009094
(I.R.S. Employer Identification No.)

10019

(Zip Code)

(212) 750-8300
(Registrant’s telephone number, including area code)
Securities registered pursuant to Section 12(b) of the Act

Title of each class
Common stock, par value $0.01 per share

Name of each exchange on which registered
New York Stock Exchange

Securities registered pursuant to Section 12(g) of the Act: None

Indicate by check mark if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. 

Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act. 

 Yes 

 Yes 

 No

 No

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during 
the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for 
the past 90 days. 

 Yes 

 No

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of 
 No
Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). 

 Yes 

Indicate by check mark if disclosure of delinquent filers pursuant to Item 405 of Regulation S K is not contained herein, and will not be contained, to the best 
of registrant’s knowledge, in definitive proxy or information statements incorporated by reference in Part III of this Form 10 K or any amendment to this 
Form 10 K. 

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company or an 
emerging growth company. See the definitions of "large accelerated filer," "accelerated filer," "smaller reporting company" and "emerging growth company" in 
Rule 12b-2 of the Exchange Act.

Large accelerated filer 
Non-accelerated filer  

Accelerated filer 
Smaller reporting company 
Emerging growth company 

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or 
revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. 

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). 

 Yes 

 No

The aggregate market value of the registrant's common stock held by non-affiliates was approximately $298.0 million as of June 30, 2018 (the last business day 
of the registrant's most recently completed second fiscal quarter) based on the closing sale price on the New York Stock Exchange on that date.

The number of shares of the registrant's common stock, par value $0.01 per share, outstanding as of February 20, 2019 was 57,383,408.

Portions of the definitive proxy statement to be filed with the Securities and Exchange Commission ("SEC") pursuant to Regulation 14A relating to the 
registrant's Annual Meeting of Shareholders, to be held on April 26, 2019, will be incorporated by reference in this Form 10-K in response to Items 10, 11, 12, 
13 and 14 of Part III. The definitive proxy statement will be filed with the SEC no later than 120 after the registrant's fiscal year end.

DOCUMENTS INCORPORATED BY REFERENCE

*Incorporates changes as reflected in Form 10-K/A filed on February 21, 2019.

 
KKR REAL ESTATE FINANCE TRUST INC.
FORM 10-K
FOR THE YEAR ENDED DECEMBER 31, 2018 
INDEX

PART I.

ITEM 1.

BUSINESS

ITEM 1A.

RISK FACTORS

ITEM 1B.

UNRESOLVED STAFF COMMENTS

ITEM 2.

PROPERTIES

ITEM 3.

LEGAL PROCEEDINGS

ITEM 4.

MINE SAFETY DISCLOSURES

PART 11.

ITEM 5.

MARKET FOR REGISTRANT'S COMMON EQUITY AND RELATED STOCKHOLDER MATTERS

ITEM 6.

SELECTED FINANCIAL DATA

ITEM 7.

MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

INTRODUCTION

2018 HIGHLIGHTS

KEY FINANCIAL MEASURE S AND INDICATORS

OUR PORTFOLIO

RESULTS OF OPERATIONS

LIQUIDITY AND CAPITAL RESOURCES

CONTRACTUAL OBLIGATIONS AND COMMITMENTS

SUBSEQUENT EVENTS

OFF-BALANCE SHEET ARRANGEMENTS

CRITICAL ACCOUNTING POLICIES AND USE OF ESTIMATES

RECENT ACCOUNTING PRONOUNCEMENTS

ITEM 7A.

QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

ITEM 8.

FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA

ITEM 9.

CHANGES IN AND DISAGREEMENTS WITH ACOUNTANTS ON ACCOUNTING AND FINANCIAL DISCLOSURE

ITEM 9A.

CONTROLS AND PROCEDURES

ITEM 9B.

OTHER INFORMATION

PART III.

ITEM 10.

DIRECTORS, EXECUTIVE OFFICERS AND CORPORATE GOVERNANCE

ITEM 11.

EXECUTIVE COMPENSATION

ITEM 12.

SECURITY OWNERSHIP OF CERTAIN BENEFICIAL OWNERS AND MANAGEMENT AND RELATED 
STOCKHOLDER MATTERS

ITEM 13.

CERTAIN RELATIONSHIPS AND RELATED TRANSACTIONS AND DIRECTOR INDEPENDENCE

ITEM 14.

PRINCIPAL ACCOUNTANT FEES AND SERVICES

PART IV.

ITEM 15.

EXHIBITS, FINANCIAL STATEMENT SCHEDULES

ITEM 16.

FORM 10-K SUMMARY

SIGNATURES

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CAUTIONARY NOTE REGARDING FORWARD-LOOKING STATEMENTS

This Annual Report on Form 10-K contains forward-looking statements within the meaning of Section 27A of the Securities 
Act of 1933, as amended (the "Securities Act”), and Section 21E of the Securities Exchange Act of 1934, as amended (the 
“Exchange Act”), which reflect our current views with respect to, among other things, our operations and financial 
performance.  You can identify these forward-looking statements by the use of words such as "outlook," "believe," "expect," 
"potential," "continue," "may," "should," "seek," "approximately," "predict," "intend," "will," "plan," "estimate," "anticipate," 
the negative version of these words, other comparable words or other statements that do not relate strictly to historical or factual 
matters. By their nature, forward-looking statements speak only as of the date they are made, are not statements of historical 
fact or guarantees of future performance and are subject to risks, uncertainties, assumptions or changes in circumstances that 
are difficult to predict or quantify. Our expectations, beliefs and projections are expressed in good faith and we believe there is 
a reasonable basis for them. However, there can be no assurance that management's expectations, beliefs and projections will 
result or be achieved and actual results may vary materially from what is expressed in or indicated by the forward-looking 
statements.

There are a number of risks, uncertainties and other important factors that could cause our actual results to differ materially 
from the forward-looking statements contained in this Annual Report on Form 10-K. Such risks, uncertainties and other 
important factors include, among others, the risks, uncertainties and factors set forth under Part I, Item 1A. "Risk Factors" in 
this Annual Report on Form 10-K. Such risks and uncertainties include, but are not limited to, the following:

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

the general political, economic and competitive conditions in the United States and in any foreign jurisdictions in 
which we invest; 

the level and volatility of prevailing interest rates and credit spreads; 

adverse changes in the real estate and real estate capital markets; 

general volatility of the securities markets in which we participate; 

changes in our business, investment strategies or target assets; 

difficulty in obtaining financing or raising capital; 

adverse legislative or regulatory developments;

reductions in the yield on our investments and increases in the cost of our financing; 

acts of God such as hurricanes, earthquakes and other natural disasters, acts of war and/or terrorism and other events 
that may cause unanticipated and uninsured performance declines and/or losses to us or the owners and operators of 
the real estate securing our investments; 

deterioration in the performance of properties securing our investments that may cause deterioration in the 
performance of our investments and, potentially, principal losses to us; 

defaults by borrowers in paying debt service on outstanding indebtedness; 

the adequacy of collateral securing our investments and declines in the fair value of our investments; 

adverse developments in the availability of desirable investment opportunities whether they are due to competition, 
regulation or otherwise; 

difficulty in successfully managing our growth, including integrating new assets into our existing systems; 

the cost of operating our platform, including, but not limited to, the cost of operating a real estate investment platform 
and the cost of operating as a publicly traded company; 

• 

the availability of qualified personnel and our relationship with our Manager;

• 

• 

• 

subsidiaries of KKR & Co. Inc. control us and KKR's interests may conflict with those of our stockholders in the 
future; 

our qualification as a real estate investment trust ("REIT") for U.S. federal income tax purposes and our exclusion 
from registration under the Investment Company Act of 1940, as amended (the "Investment Company Act"); and

authoritative accounting principles generally accepted in the United States of America ("GAAP") or policy changes 
from such standard-setting bodies such as the Financial Accounting Standards Board (the "FASB"), the Securities and 
Exchange Commission (the "SEC"), the Internal Revenue Service (the "IRS"), the New York Stock Exchange (the 
"NYSE") and other authorities that we are subject to, as well as their counterparts in any foreign jurisdictions where 
we might do business.

There may be other factors that may cause our actual results to differ materially from the forward-looking statements, including 
factors set forth under Part I, Item 1A. "Risk Factors" and Part II, Item 7. "Management's Discussion and Analysis of Financial 
Condition and Results of Operations" of this Annual Report on Form 10-K, as such factors may be updated from time to time in 
our other periodic filings with the SEC, which are accessible on the SEC's website at www.sec.gov and on the investor relations 
section of our website at www.kkrreit.com. You should evaluate all forward-looking statements made in this Annual Report on 
Form 10-K in the context of these risks and uncertainties.

We caution you that the risks, uncertainties and other factors referenced above may not contain all of the risks, uncertainties and 
other factors that are important to you. In addition, we cannot assure you that we will realize the results, benefits or 
developments that we expect or anticipate or, even if substantially realized, that they will result in the consequences or affect us 
or our business in the way expected. All forward-looking statements in this Annual Report on Form 10-K apply only as of the 
date made and are expressly qualified in their entirety by the cautionary statements included in this Annual Report on Form 10-
K and in other filings we make with the SEC. We undertake no obligation to publicly update or revise any forward-looking 
statements to reflect subsequent events or circumstances, except as required by law.

Except where the context requires otherwise, the terms "Company," "we," "us," "our" and "KREF" refer to KKR Real Estate 
Finance Trust Inc., a Maryland corporation, and its subsidiaries; "Manager" refers to KKR Real Estate Finance Manager LLC, a 
Delaware limited liability company, our external manager; and "KKR" refers to KKR & Co. Inc., a Delaware corporation, and 
its subsidiaries.

PART I. 

ITEM 1. BUSINESS

Our Company

KREF is a real estate finance company that focuses primarily on originating and acquiring senior loans secured by institutional-
quality commercial real estate ("CRE") properties that are owned and operated by experienced and well-capitalized sponsors 
and located in liquid markets with strong underlying fundamentals. Our target assets also include mezzanine loans, preferred 
equity and other debt-oriented instruments with these characteristics. Our investment objective is capital preservation and the 
generation of attractive risk-adjusted returns for our stockholders over the long term, primarily through dividends.

We began our investment activities in October 2014 with an initial commitment of $400.0 million from KKR. We raised an 
additional $438.1 million in equity commitments from third-party investors and certain current and former employees of, and 
consultants to, KKR that brought our total committed capital base to $838.1 million, which was fully drawn prior to our initial 
public offering ("IPO") that generated net proceeds of $225.9 million on May 5, 2017. We had a book value of  $1,132.3 
million as of December 31, 2018 and established a portfolio of diversified investments, consisting of performing senior loans, 
mezzanine loans, preferred equity and commercial mortgage-backed securities ("CMBS") B-Pieces, which had a value of 
$4,133.5 million. 

We are organized as a holding company externally managed by our Manager, an indirect subsidiary of KKR & Co. Inc., and 
operate our business primarily through various subsidiaries in a single segment that originates, acquires, and finances our target 
assets.

We conduct our operations as a REIT for federal income tax purposes while seeking to avoid registration under the Investment 
Company Act of 1940, as amended, (the "Investment Company Act"). We generally will not be subject to U.S. federal income 
taxes on the portion of our annual net taxable income that we distribute to stockholders if we maintain our qualification as a 
REIT.

We are traded on the NYSE under the symbol “KREF.” We were incorporated in Maryland on October 2, 2014, and our 
principal executive offices are located at 9 West 57th Street, New York, New York.

Our Manager and KKR

We are externally managed by our Manager, an indirect subsidiary of KKR & Co. Inc. ("KKR"), a leading global investment 
firm with a 40-year history of leadership, innovation and investment excellence. KKR manages multiple alternative asset 
classes including private equity, energy, infrastructure, real estate, and credit, with strategic manager partnerships that manage 
hedge funds. KKR is listed on the NYSE (NYSE: KKR) and reported $194.7 billion of assets under management ("AUM") as 
of December 31, 2018. KKR's "One-Firm" culture encourages collaboration and leveraging resources and relationships across 
KKR to help find creative solutions for clients seeking capital and strategic partnerships. We believe our Manager's relationship 
with KKR and its differentiated global investment management platform provides us with significant advantages in sourcing, 
evaluating, underwriting and managing our investments.

In connection with the performance of its duties, our Manager benefits from the resources, relationships and expertise of KKR's 
real estate group ("KKR Real Estate"), which provides equity and debt capital across a variety of real estate sectors and 
strategies. Established in 2011 under the leadership of Ralph F. Rosenberg, Global Head of KKR Real Estate and Chairman of 
our board of directors, KKR Real Estate had $6.3 billion of AUM as of December 31, 2018. Mr. Rosenberg, who has 30 years 
of real estate equity and debt transaction experience, is supported at KKR Real Estate by a team of approximately 70 dedicated 
professionals across nine offices globally. We believe that KKR Real Estate's global relationships with property owners, 
managers, lenders, brokers and advisors and real-time knowledge derived from its broadly diversified real estate holdings 
provide our Manager with access to sourcing channels as well as operational and strategic insights to help our Manager 
evaluate and monitor individual investment opportunities. Additionally, our Manager leverages the proprietary information 
available to us through KKR's global investment platforms to conduct thorough underwriting and due diligence and develop a 
deeper understanding of the opportunities, risks and challenges of the investments that we review. Further, our Manager 
benefits from KKR Credit & Markets, comprised of a team of over 36 investment professionals that advise KKR's investment 
teams and portfolio companies on executing equity and debt capital markets solutions.

Our Manager is led by an experienced team of senior real estate investment professionals, including Christen E.J. Lee and 
Matthew A. Salem, our Co-Chief Executive Officers and Co-Presidents, and W. Patrick Mattson, our Chief Operating Officer, 

1

who collectively average over 19 years of CRE experience. Our Manager's senior leadership team is supported by 14 other 
investment professionals with significant expertise in executing our investment strategy. Our Manager's investment committee, 
which is comprised of Messrs. Rosenberg, Lee, Salem, Mattson, Roger Morales, Head of KKR's Real Estate Acquisitions 
Americas, Justin Pattner, Head of KKR's Real Estate Equity Americas and Billy Butcher, Chief Operating Officer of KKR's 
Global Real Estate, advises and consults with our Manager and its investment professionals with respect to our investment 
strategy, portfolio construction, financing and investment guidelines and risk management and approves all of our investments. 

Our Investment Strategy

Our investment strategy is to originate or acquire senior loans collateralized by institutional-quality CRE assets that are owned 
and operated by experienced and well-capitalized sponsors and located in liquid markets with strong underlying fundamentals. 
We also intend to invest in mezzanine loans, preferred equity and other debt-oriented instruments with these characteristics. 
Through our Manager, we have access to KKR's integrated, global real estate investment platform and its established sourcing, 
underwriting and structuring capabilities to develop our own view on value and evaluate and structure credit risk from an 
owner's and a lender's perspective. In addition, we believe that we benefit from our access to KKR's global network and real 
estate and other investment holdings, which provide our Manager with access to information and market data that is not 
available to many of our competitors. In many instances, we are able to make investments where we believe we have a 
sourcing, underwriting or execution advantage by leveraging the KKR brand, industry knowledge and proprietary relationships. 

We pursue opportunities for which we believe that we are lending at a substantial discount to our Manager's view of intrinsic 
real estate value, which our Manager substantiates through an independent assessment of value. We also seek investment 
opportunities where there is the potential to increase the value of the underlying loan collateral through improving property 
management or implementing strategic capital improvement initiatives, and as such, focus on lending to sponsors with histories 
of successful execution in their respective asset classes or markets. Additionally, we endeavor to make loans with covenants 
and structural features that align the incentives of us and our borrowers to the extent that the operating performance of the 
underlying collateral deteriorates.

Our financing strategy and investment process are discussed in more detail in "—Our Financing Strategy" and "—Investment 
Guidelines" below.

Our Target Assets

Our target assets primarily include senior loans, as well as mezzanine loans, preferred equity and other debt-oriented 
investments:

• 

Senior Loans—We focus on originating and acquiring senior loans that are backed by CRE properties. These loans are 
secured by real estate and evidenced by a first-priority mortgage. The loans may vary in duration, bear interest at a 
fixed or floating rate and amortize, and typically require a balloon payment of principal at maturity, but are typically 
anticipated to be floating rate and shorter-term duration. These investments may include whole loans or pari passu 
participations within such senior loans. 

•  Mezzanine Loans—We may syndicate senior participations in our originated senior loans to other investors and retain 

a subordinated debt position for our portfolio, typically a mezzanine loan. We may also directly originate or acquire 
mezzanine loans. These are loans (including pari passu participations in such loans) made to the owner of a mortgage 
borrower and secured by a pledge of equity interests in the mortgage borrower. These loans are subordinate to a senior 
loan, but senior to the owner's equity. These loans may be tranched into senior and junior mezzanine loans, with the 
junior mezzanine lenders secured by a pledge of the equity interests in the more senior mezzanine borrower. The 
mezzanine lender typically has additional rights as compared to the more senior lenders, including the right to cure 
defaults under the senior loan and any senior mezzanine loan and purchase the senior loan and any senior mezzanine 
loan, in each case under certain circumstances following a default on the senior loan. Following a default on a 
mezzanine loan, and subject to negotiated terms with the mortgage lender or other mezzanine lenders, the mezzanine 
lender generally has the right to foreclose on its equity interest and become the owner of the property, directly or 
indirectly, subject to the lien of the senior loan and any other debt senior to it including any outstanding senior 
mezzanine loans.

•  Preferred Equity—We may make investments that are subordinate to any mortgage or mezzanine loan, but senior to 
the common equity of the mortgage borrower or owner of a mortgage borrower, as applicable. Preferred equity 
investments typically pay a preferred return from the investment's cash flow rather than interest payments and often 
have the right for such preferred return to accrue if there is insufficient cash flow for current payment. These interests 

2

are not secured by the underlying real estate, but upon the occurrence of a default, the preferred equity provider 
typically has the right to effect a change of control with respect to the ownership of the property. 

•  CMBS B-Pieces (New Issue)—We may also make investments that consist of below investment-grade bonds 

comprising some or all of the BB-rated, B-rated and unrated tranches of a CMBS securitization pool. The underlying 
loans are typically aggregated into a pool and sold as securities to different investors. Under the pooling and servicing 
agreements that govern these pools, the loans are administered by a trustee and servicers, who act on behalf of all 
investors and distribute the underlying cash flows to the different classes of securities in accordance with their 
seniority. The below-investment grade securities that comprise each CMBS B-Piece have generally in the past been 
acquired in aggregate. Due to their first loss position, these investments are typically offered at a discount to par. 
These investments typically carry a 10-year weighted average life due to prepayment restrictions. We generally intend 
to hold these investments through maturity, but may, from time to time, opportunistically sell positions should 
liquidity become available or be required. Under the risk retention rules under the Dodd-Frank Wall Street Reform and 
Consumer Protection Act (the "Dodd-Frank Act") that went into effect in December 2016, CMBS B-Piece investments 
may also include BBB-rated securities and are subject to certain additional restrictions that, among other things, 
prohibit hedging CMBS B-Pieces or selling CMBS B-Pieces for a period of at least five years from the date the 
investment was made. We currently make CMBS B-Piece investments indirectly through our investment in an 
aggregator vehicle alongside KKR Real Estate Credit Opportunity Partners L.P. ("RECOP"), a KKR-managed 
investment fund. See Part II, Item 7. "Management's Discussion and Analysis of Financial Condition and Results of 
Operations—Our Portfolio." 

•  Other Real Estate Securities—We may make investments in real estate that take the form of CMBS (other than CMBS 

B-Pieces) or Collateralized Loan Obligations ("CLO") that are collateralized by pools of real estate debt instruments, 
often senior loans. We may also acquire the debt securities of other REITs or other entities engaged in real estate 
operating or financing activities, but generally not for the purpose of exercising control over such entities.

Our Portfolio

We began operations in October 2014 and have established a portfolio of diversified investments, consisting of performing 
senior loans, mezzanine loans and CMBS B-Pieces, which had a value of $4,133.5 million as of December 31, 2018, a 98% 
increase compared to 2017. We believe our current portfolio, comprised of target assets representative of our investment 
philosophy, validates our ability to execute on our stated market opportunity and investment strategy, including lending against 
high-quality real estate in liquid markets with strong fundamentals to experienced and well-capitalized sponsors. As we 
continue to scale our portfolio, we expect that our originations will continue to be heavily weighted toward floating-rate loans. 
We expect the majority of our future investment activity to focus on originating floating-rate senior loans that we finance with 
our repurchase facilities, asset based financing, term loan financing and collateralized loan obligations, with a secondary focus 
on originating floating-rate loans for which we syndicate a senior position and retain a subordinated interest for our portfolio. 
As of December 31, 2018, our portfolio had experienced no impairments and did not contain any legacy assets that were 
originated prior to October 2014. As of December 31, 2018, all of our investments were located in the United States. 

3

The following charts illustrate the growth in our portfolio, origination volume, average loan size originated, net income and 
book value, as well as the compound annual growth rate ("CAGR") over the years ended December 31, 2016, 2017 and 2018 
(dollars in millions):

Total Portfolio

Total Loan Originations

$841

2016

+392%

$2,083

2017

CAGR
+122%

$4,134

2018

+406%

$2,729 

$540 

2016

$1,483 

2017

CAGR
+125%

2018

$87 

2018

Average Loan Size Originated

Net Income

$108 

2016

+33%

$124 

$144 

2017
CAGR
+15%

2018

$31 

2016

+180%

$59 

2017
CAGR
+67%

Book Value

+128%

$1,059 

$1,132 

$498 

2016

2017

CAGR
+51%

2018

4

The map below illustrates the geographic distribution of the properties securing our loan portfolio as of December 31, 2018:

Geography

The following charts illustrate the diversification of our portfolio, based on type of investment, interest rate, underlying 
property type, geographic location, vintage and loan to value as of December 31, 2018:

Investment Type

Interest Rate Type

Property Type(A)

CMBS
1%

Mezz
1%

Senior Loans
98%

Geography(A)

Other
19%

PA
5%

MN
6%

WA
8%

CA
9%

GA
11%

NY
30%

FL
11%

Fixed
2%

Floating
98%

Vintage(A)

2015
3%

2014
<1%

2016
9%

2017
27%

2018
60%

Industrial
3%

Retail
3%

Hospitality
4%

Condo 
(Residential)
4%

Office
44%

Multifamily
42%

LTV(B)

0-60%
9%

75-80%
16%

70-75%
31%

60-65%
20%

65-70%
24%

The charts above are based on total assets. Total assets reflect (i) the principal amount of our senior and mezzanine loans; and (ii) the cost basis of our CMBS 
B-Pieces, net of variable interest entity ("VIE") liabilities. In accordance with GAAP, we carry our CMBS B-Piece investments at fair value. In April 2018, we 
sold our controlling beneficial interest in four of our five CMBS trusts for net proceeds of $112.7 million and recognized a gain of $13.0 million. During the 
year ended December 31, 2018, we had a $2.6 million unrealized loss on the remaining CMBS investment. 

(A) 

Excludes CMBS B-Pieces. Our CMBS B-Piece portfolio diversification is as follows and is inclusive of our $29.6 million investment in RECOP, an 
unconsolidated VIE of which KREF is not the primary beneficiary: 

• 

• 

Property Type:  Office (28.4%), Retail (24.8%) Hospitality (15.3%), and Other (31.5%). As of December 31, 2018, no other individual 
property type comprised more than 10% of our total CMBS B Piece portfolio.

Geography:  California (23.0%), New York (12.5%) Texas (8.5%) and Other (56.0%). As of December 31, 2018, no other individual 
geography comprised more than 5% of our total CMBS B Piece portfolio.

• 

Vintage:  2015 (19.6%), 2016 (10.2%), and 2017 (70.2%).

(B) 

LTV is generally based on the initial loan amount divided by the as-is appraised value as of the date the loan was originated.

5

Our senior loans had a weighted average loan to value ratio ("LTV") of 68% as of December 31, 2018, and we have focused 
our portfolio on senior positions in the capital structure where the sponsor has meaningful cash or imputed equity subordinated 
to our position to provide what we believe is downside protection in the event of credit impairment at the asset level. As of 
December 31, 2018, we maintained a controlling position in all of our senior loans and subordinate debt positions (subject to 
the terms of our master repurchase agreements, as applicable).

For additional information regarding our portfolio as of December 31, 2018, see Part II, Item 7. "Management's Discussion and 
Analysis of Financial Condition and Results of Operations." 

Our Financing Strategy

We raise capital through offerings of our equity and debt securities to fund future investments. During the year ended 
December 31, 2018, we completed two underwritten public offerings of 9.5 million shares of our common stock, of which 4.0 
million shares were secondary shares sold by certain of our shareholders. The 5.5 million of primary shares issued and sold by 
us provided us with net proceeds of $107.7 million. We also issued $143.8 million aggregate principal amount of 6.125% senior 
convertible notes due May 2023 ("Convertible Notes").

In addition, as part of our portfolio financing strategy, we may use both direct and structural leverage. Our use of direct 
leverage includes the utilization of repurchase facilities, asset specific financing, term loan financing, collateralized loan 
obligations, and revolving credit agreements. Asset based financing, term loan financing and collateralized loan obligations 
provide us with non-mark-to-market financing source which reduces our exposure to market fluctuations. In addition, we may 
use structural leverage by syndicating senior mortgage interests in our originated senior loans to other investors and creating 
subordinated interest that we retain for our portfolio. When utilizing structural leverage, our retained interest is generally a 
mezzanine loan, secured by a pledge of 100% of the equity ownership interests in the owner of the real property and is 
generally not subject to recourse. Our retained interest when utilizing structural leverage is subordinate to the lien of the third-
party lender that owns the senior interest.

During the year ended December 31, 2018, we, (i) issued a $1.0 billion managed collateralized loan obligation ("CLO"), 
providing $810.0 million of non-mark-to-market portfolio financing, (ii) entered into a $1.0 billion non-recourse term loan 
facility providing non-mark-to-market asset based financing, (iii) added a $200.0 million asset based financing facility on a 
non-mark to market basis with partial recourse, (iv) increased the size of our repurchase agreements by adding $250.0 million 
of capacity and (v) replaced our $75.0 million revolving credit facility with a new $100.0 million unsecured corporate 
revolving credit facility. The following table details our outstanding financing arrangements as of December 31, 2018 (amounts 
in thousands):

Master repurchase agreements

Asset specific financing

Term loan financing

Revolving credit agreements

Collateralized loan obligations

Loan participations sold

Non-consolidated senior interests

Total portfolio financing

Portfolio Financing
Outstanding
Principal Balance

Maximum Capacity

$

1,157,261

$

60,000

748,414

—

810,000

85,880

67,155

2,000,000

200,000

1,000,000

100,000

810,000

85,880

67,155

$

2,928,710

$

4,263,035

6

The following chart illustrates our progress in diversifying our financing sources and expanding our non-mark-to-market 
financing sources to reduce our exposure to market volatility:

Term Credit 
Facilities
40%

Asset Specific 
Financing
2%

Senior Loan 
Interests
5%

Collateralized 
Loan Obligation
28%

Term Loan 
Facility
26%

Non-Mark-
to-Market
60%

Financing Risk Management

The amount of leverage employed on our assets will depend on our Manager's assessment of the credit, liquidity, price 
volatility and other risks of those assets and the financing counterparties and availability of particular types of financing at any 
given time.

We plan to maintain leverage levels appropriate to our specific portfolio.  On average, we are targeting a leverage ratio on our 
senior loans of 3.5-to-1 on a debt to equity basis, as compared to our total leverage ratio of 2.6-to-1 as of December 31, 2018. 
We will endeavor to match the terms and indices of our assets and liabilities and will also seek to minimize the risks associated 
with mark-to-market and recourse borrowing.

Investment Guidelines

Under the management agreement with our Manager, our Manager is required to manage our business in accordance with 
certain investment guidelines, which include:

• 

• 

• 

• 

• 

• 

seeking to invest our capital in a broad range of investments in or relating to CRE debt; 

not making investments that would cause us to fail to qualify as a REIT for U.S. federal income tax purposes; 

not making investments that would cause us or any of our subsidiaries to be required to be registered as an investment 
company under the Investment Company Act; 

allowing allocation of investment opportunities sourced by our Manager to one or more KKR funds advised by our 
Manager or its affiliates in addition to us, in accordance with the allocation policy then in effect, as applied by our 
Manager in a fair and equitable manner; 

prior to the deployment of capital into investments, causing our capital to be invested in any short-term investments in 
money market funds, bank accounts, overnight repurchase agreements with primary federal reserve bank dealers 
collateralized by direct U.S. government obligations and other instruments or investments reasonably determined by 
our Manager to be of high quality; and

investing not more than 25% of our "equity" in any individual investment without the approval of a majority of our 
board of directors or a duly constituted committee of our board of directors (it being understood, however, that for 
purposes of the foregoing concentration limit, in the case of any investment that is comprised (whether through a 
structured investment vehicle or other arrangement) of securities, instruments or assets of multiple portfolio issuers, 
such investment for purposes of the foregoing limitation will be deemed to be multiple investments in such underlying 
securities, instruments and assets and not such particular vehicle, product or other arrangement in which they are 
aggregated).

7

Impact of Rising Interest Rates

Generally, our business model is such that rising interest rates will result in an increase to our earnings and dividend yield. As 
of December 31, 2018, 98.0% of our investments by total assets earned interest over a floating-rate index and of those 
investments that were financed, all were financed with liabilities that pay interest over a floating-rate index, which resulted in a 
positive correlation to rising interest rates for our company.

Additionally, floating-rate senior loans typically have lower interest rate sensitivity and less susceptibility to price declines than 
fixed-rate investments when short-term rates rise. As a result, we believe that our investment strategy, which is primarily 
focused on originating or acquiring LIBOR-based senior loans, strategically positions our portfolio to earn attractive risk-
adjusted yields in a rising interest rate environment. Furthermore, 80% of our senior loans by current principal amount 
outstanding have a LIBOR floor in place greater than 0.50%.

With respect to our fixed-rate exposure in our portfolio, an increase in long-term interest rates could have a negative impact on 
the market value of those investments. Several factors would impact the ultimate market value, including but not limited to, the 
remaining duration, underlying LTV and credit profile today, credit spreads and other factors.

With respect to our fixed-rate CMBS portfolio, rising interest rates could have a negative effect on the value of the securities in 
our portfolio. Our CMBS securities are purchased at a substantial discount to their face amount and are much more sensitive to 
changes in the underlying credit of the securities and credit spreads than to fluctuations in interest rates. However, an increase 
in long-term rates, with other factors held constant, may have a negative impact on the market value of the CMBS portfolio.

The following chart illustrates the sensitivity of our net interest income to changes in LIBOR (dollars in millions):

$20.0

$15.0

$10.0

$5.0

$0.0

-$5.0

Net Interest Income Sensitivity to LIBOR(1)

$17.7

$13.3

$8.9

$4.4

-1.00%
-1.00%

-0.50%
-0.50%

0.50%

1.00%

1.50%

2.00%

-$4.4

-$10.0

-$7.9

(1) 

As of December 31, 2018. Assumes loans are drawn up to maximum approved advance rate based on current principal amount outstanding as of 
December 31, 2018.

For a further discussion, see Part II, Item 7. "Management's Discussion and Analysis of Financial Condition and Results of 
Operations—Quantitative and Qualitative Disclosures About Market Risk—Interest Rate Risk."

Taxation of the Company

We elected to be treated as a REIT for U.S. federal income tax purposes commencing with our taxable year ended 
December 31, 2014 and expect to continue to operate so as to qualify as a REIT. So long as we qualify as a REIT, we generally 
will not be subject to U.S. federal income tax on net taxable income that we distribute annually to our stockholders. In order to 
qualify as a REIT for U.S. federal income tax purposes, we must continually satisfy tests concerning, among other things, the 
real estate qualification of sources of our income, the composition and values of our assets, the amounts we distribute to our 
stockholders and the diversity of ownership of our stock. In order to comply with REIT requirements, we may need to forego 

8

otherwise attractive opportunities and limit our expansion opportunities and limit the manner in which we conduct our 
operations.

See Part I, Item 1A. "Risk Factors—Risks Related to our REIT Status and Certain Other Tax Considerations."

Competition

We are engaged in a competitive business. In our lending and investing activities, we compete for opportunities with a variety 
of institutional lenders and investors, including other REITs, specialty finance companies, public and private funds (including 
funds that KKR or its affiliates may in the future sponsor, advise and/or manage), commercial and investment banks, 
commercial finance and insurance companies and other financial institutions. Several other REITs have raised, or are expected 
to raise, significant amounts of capital, and may have investment objectives that overlap with ours, which may create additional 
competition for lending and investment opportunities. Some competitors may have a lower cost of funds and access to funding 
sources that are not available to us. Many of our competitors are not subject to the operating constraints associated with REIT 
rule compliance or maintenance of an exclusion from registration under the Investment Company Act. In addition, some of our 
competitors may have higher risk tolerances or different risk assessments, which could allow them to consider a wider variety 
of loans and investments, offer more attractive pricing or other terms and establish more relationships than us. Furthermore, 
competition for originations of and investments in our target assets may lead to the yields of such assets decreasing, which may 
further limit our ability to generate satisfactory returns.

In addition, changes in the financial regulatory regime could decrease the current restrictions on banks and other financial 
institutions and allow them to compete with us for investment opportunities that were previously not available to them. See Part 
I, Item 1A. "Risk Factors—Risks Related to Our Company—Changes in laws or regulations governing our operations, changes 
in the interpretation thereof or newly enacted laws or regulations and any failure by us to comply with these laws or 
regulations, could require changes to certain of our business practices, negatively impact our operations, cash flow or financial 
condition, impose additional costs on us, subject us to increased competition or otherwise adversely affect our business."

We believe access to our Manager's and KKR's professionals and their industry expertise and relationships provide us with 
competitive advantages in assessing risks and determining appropriate pricing for potential investments. We believe these 
relationships will enable us to compete more effectively for attractive investment opportunities. However, we may not be able 
to achieve our business goals or expectations due to the competitive risks that we face. For additional information concerning 
these competitive risks, see Part I, Item 1A. "Risk Factors—Risks Related to Our Lending and Investment Activities—We 
operate in a competitive market for lending and investment opportunities, and competition may limit our ability to originate or 
acquire desirable loans and investments or dispose of assets we target and could also affect the yields of these assets and have a 
material adverse effect on our business, financial condition and results of operations."

Employees

We do not have any employees. We are externally managed by our Manager pursuant to the management agreement between 
our Manager and us. Our executive officers are employees of our Manager or one or more of its affiliates. See "—Our Manager 
and KKR."

Additional Information Available

Our website address is www.kkrreit.com. Information on our website is not incorporated by reference herein and is not a part of 
this Annual Report on Form 10-K. We make available free of charge on our website or provide a link on our website to our 
Annual Report on Form 10-K, Quarterly Reports on Form 10-Q and Current Reports on Form 8-K, and any amendments to 
those reports filed or furnished pursuant to Section 13(a) or 15(d) of the Exchange Act, as soon as reasonably practicable after 
those reports are electronically filed with, or furnished to, the SEC. To access these filings, go to the “Investor Relations” page 
on our website, then click on “SEC Filings”. Our SEC filings are also available to the public from the SEC’s internet site at 
http://www.sec.gov. From time to time, we may use our website at www.kkrreit.com as a channel of distribution of material 
information. Financial and other material information regarding our company is routinely posted and accessible on our website. 
In addition, you may automatically receive e-mail alerts and other information about our company by enrolling your e-mail 
address by visiting the “E-mail Alerts” section of the “Investor Relations” page on our website. 

9

ITEM 1A. RISK FACTORS

The following risks could materially and adversely affect our business, financial condition, and results of operations, and the 
trading price of our common stock could decline. These risk factors do not identify all risks that we face, and our operations 
could also be affected by factors that are not presently known to us or that we currently consider to be immaterial to our 
operations. Due to risks and uncertainties, known and unknown, our past financial results may not be a reliable indicator of 
future performance, and historical trends should not be used to anticipate results or trends in future periods. Refer also to the 
other information set forth in this Annual Report on Form 10-K, including “Management’s Discussion and Analysis of 
Financial Condition and Results of Operations” and our financial statements and the related notes thereto.

Risks Related to Our Lending and Investment Activities

We operate in a competitive market for lending and investment opportunities, and competition may limit our ability to 
originate or acquire desirable loans and investments or dispose of assets we target and could also affect the yields of these 
assets and have a material adverse effect on our business, financial condition and results of operations.

A number of entities compete with us to make the types of loans and investments we seek to originate or acquire. Our 
profitability depends, in large part, on our ability to originate or acquire target assets on attractive terms. In originating or 
acquiring target assets, we compete with a variety of institutional lenders and investors, including other REITs, specialty 
finance companies, public and private funds (including funds that KKR or its affiliates may in the future sponsor, advise and/or 
manage), commercial and investment banks, commercial finance and insurance companies and other financial institutions. 
Several other REITs have raised, or are expected to raise, significant amounts of capital, and may have investment objectives 
that overlap with ours, which may create additional competition for lending and investment opportunities. Some competitors 
may have a lower cost of funds and access to funding sources that are not available to us, such as the U.S. government. Many 
of our competitors are not subject to the operating constraints associated with REIT rule compliance or maintenance of an 
exclusion from registration under the Investment Company Act. In addition, some of our competitors may have higher risk 
tolerances or different risk assessments, which could allow them to consider a wider variety of loans and investments, offer 
more attractive pricing or other terms and establish more relationships than us. Furthermore, competition for originations of and 
investments in our target assets may lead to the yields of such assets decreasing, which may further limit our ability to generate 
satisfactory returns. In addition, changes in the financial regulatory regime resulting from the current administration could 
decrease the current restrictions on banks and other financial institutions and allow them to compete with us for investment 
opportunities that were previously not available to them. "—Risks Related to Our Company—Changes in laws or regulations 
governing our operations, changes in the interpretation thereof or newly enacted laws or regulations and any failure by us to 
comply with these laws or regulations, could require changes to certain of our business practices, negatively impact our 
operations, cash flow or financial condition, impose additional costs on us, subject us to increased competition or otherwise 
adversely affect our business."

As a result of this competition, desirable loans and investments in our target assets may be limited in the future and we may not 
be able to take advantage of attractive lending and investment opportunities from time to time. We can provide no assurance 
that we will be able to identify and originate loans or make investments that are consistent with our investment objectives. We 
cannot assure you that the competitive pressures we face will not have a material adverse effect on our business, financial 
condition and results of operations.

In addition, our investment strategy with respect to certain types of investments may depend, in part, on our ability to enter into 
satisfactory relationships with joint ventures, operating partners and/or strategic co-investors. There can be no assurance that 
current relationships with such parties will continue (whether on currently applicable terms or otherwise) or that we will be able 
to establish relationships with other such persons in the future if desired and on terms favorable to us.

Our loans and investments expose us to risks associated with debt-oriented real estate investments generally.

We seek to invest primarily in debt investments in or relating to real estate assets. Any deterioration of real estate fundamentals 
generally, and in the United States in particular, could negatively impact our performance, increase the default risk applicable to 
borrowers, and/or make it relatively more difficult for us to generate attractive risk-adjusted returns. Changes in general 
economic conditions will affect the creditworthiness of borrowers and/or the value of underlying real estate collateral relating 
to our investments and may include economic and/or market fluctuations, changes in environmental, zoning and other laws, 
casualty or condemnation losses, regulatory limitations on rents, decreases in property values, changes in the appeal of 
properties to tenants, changes in supply and demand of real estate products, fluctuations in real estate fundamentals (including 
average occupancy and room rates for hotel properties), energy and supply shortages, various uninsured or uninsurable risks, 
natural disasters, terrorism, acts of war, changes in government regulations (such as rent control), political and legislative 

10

uncertainty, changes in real property tax rates and operating expenses, changes in interest rates, changes in the availability of 
debt financing and/or mortgage funds which may render the sale or refinancing of properties difficult or impracticable, 
increased mortgage defaults, increases in borrowing rates, negative developments in the economy that depress travel activity, 
adverse changes in demand and/or real estate values generally and other factors that are beyond our control.

We cannot predict the degree to which economic conditions generally, and the conditions for real estate debt investing in 
particular, will improve or decline. Any declines in the performance of the U.S. and global economies or in the real estate debt 
markets could have a material adverse effect on our business, financial condition, and results of operations. 

CMBS B-Pieces, mezzanine loans, preferred equity and other investments that are subordinated or otherwise junior in an 
issuer's capital structure and that involve privately negotiated structures expose us to greater risk of loss.

We invest in debt instruments (including CMBS B-Pieces) and preferred equity that are subordinated or otherwise junior in an 
issuer's capital structure and that involve privately negotiated structures. Our investments in subordinated debt and mezzanine 
tranches of a borrower's capital structure and our remedies with respect thereto, including the ability to foreclose on any 
collateral securing such investments, are subject to the rights of any senior creditors and, to the extent applicable, contractual 
intercreditor and/or participation agreement provisions. Significant losses related to such loans or investments could adversely 
affect our results of operations and financial condition.

Investments in subordinated debt involve greater credit risk of default than the senior classes of the issue or series. As a result, 
with respect to our investments in CMBS B-Pieces, mezzanine loans and other subordinated debt, we would potentially receive 
payments or interest distributions after, and must bear the effects of losses or defaults on the senior debt (including underlying 
senior loans, senior mezzanine loans, B-Notes, preferred equity or senior CMBS bonds, as applicable) before, the holders of 
other more senior tranches of debt instruments with respect to such issuer. As the terms of such loans and investments are 
subject to contractual relationships among lenders, co-lending agents and others, they can vary significantly in their structural 
characteristics and other risks.

Mezzanine loans are by their nature structurally subordinated to more senior property-level financings. If a borrower defaults 
on our mezzanine loan or on debt senior to our loan, or if the borrower is in bankruptcy, our mezzanine loan will be satisfied 
only after the property-level debt and other senior debt is paid in full. In addition, mezzanine loans may have higher loan-to-
value ratios than conventional mortgage loans, resulting in less equity in the property and increasing the risk of loss of 
principal. As a result, a partial loss in the value of the underlying collateral can result in a total loss of the value of the 
mezzanine loan. Moreover, even if we are able to foreclose on the underlying collateral following a default on a mezzanine 
loan, we would be substituted for the defaulting borrower and, to the extent income generated on the underlying property is 
insufficient to meet outstanding debt obligations on the property, may need to commit substantial additional capital and/or 
deliver a replacement guarantee by a creditworthy entity, which could include us, to stabilize the property and prevent 
additional defaults to lenders with existing liens on the property. Significant losses related to our CMBS B-Pieces and 
mezzanine loans would result in operating losses for us and may limit our ability to make distributions to our stockholders.  

Investments in preferred equity involve a greater risk of loss than conventional debt financing due to a variety of factors, 
including their non-collateralized nature and subordinated ranking to other loans and liabilities of the entity in which such 
preferred equity is held. Accordingly, if the issuer defaults on our investment, we would only be able to proceed against such 
entity in accordance with the terms of the preferred equity, and not against any property owned by such entity. Furthermore, in 
the event of bankruptcy or foreclosure, we would only be able to recoup our investment after all lenders to, and other creditors 
of, such entity are paid in full. As a result, we may lose all or a significant part of our investment, which could result in 
significant losses.

In addition, our investments in senior loans may be effectively subordinated to the extent we borrow under a warehouse loan 
(which can be in the form of a repurchase agreement) or similar facility and pledge the senior loan as collateral. Under these 
arrangements, the lender has a right to repayment of the borrowed amount before we can collect on the value of the senior loan, 
and therefore if the value of the pledged senior loan decreases below the amount we have borrowed, we would experience a 
loss.

We may not have control over certain of our loans and investments.

Our ability to manage our portfolio of loans and investments may be limited by the form in which they are made. In certain 
situations, we may:

11

• 

• 
• 

• 

acquire investments subject to rights of senior classes, special servicers or collateral managers under intercreditor, 
servicing agreements or securitization documents; 

pledge our investments as collateral for financing arrangements; 
acquire only a minority and/or a non-controlling participation in an underlying investment; 

co-invest with others through partnerships, joint ventures or other entities, thereby acquiring non-controlling interests; 
or 

• 

rely on independent third-party management or servicing with respect to the management of an asset.

Therefore, we may not be able to exercise control over all aspects of our loans or investments. Such financial assets may 
involve risks not present in investments where senior creditors, junior creditors, servicers or third-party controlling investors 
are not involved. Our rights to control the process following a borrower default may be subject to the rights of senior or junior 
creditors or servicers whose interests may not be aligned with ours. A partner or co-venturer may have financial difficulties 
resulting in a negative impact on such asset, may have economic or business interests or goals that are inconsistent with ours, or 
may be in a position to take action contrary to our investment objectives. In addition, we will generally pay all or a portion of 
the expenses relating to our joint ventures and we may, in certain circumstances, be liable for the actions of our partners or co-
venturers.

CRE-related investments that are secured, directly or indirectly, by real property are subject to delinquency, foreclosure and 
loss, which could result in losses to us.

CRE debt instruments (e.g., mortgages, mezzanine loans and preferred equity) that are secured by commercial property are 
subject to risks of delinquency and foreclosure and risks of loss that are greater than similar risks associated with loans made on 
the security of single-family residential property. The ability of a borrower to repay a loan secured by an income-producing 
property typically is dependent primarily upon the successful operation of the property rather than upon the existence of 
independent income or assets of the borrower. If the net operating income of the property is reduced, the borrower's ability to 
repay the loan may be impaired. Net operating income of an income-producing property can be affected by, among other 
things:

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

tenant mix and tenant bankruptcies; 

success of tenant businesses; 

property management decisions, including with respect to capital improvements, particularly in older building 
structures; 

property location and condition; 

competition from other properties offering the same or similar services; 

changes in laws that increase operating expenses or limit rents that may be charged; 

any liabilities relating to environmental matters at the property; 

changes in national, regional or local economic conditions and/or specific industry segments; 

declines in national, regional or local real estate values; 

declines in national, regional or local rental or occupancy rates; 

changes in interest rates and in the state of the credit and securitization markets and the debt and equity capital 
markets, including diminished availability or lack of debt financing for CRE; 

changes in real estate tax rates and other operating expenses; 

changes in governmental rules, regulations and fiscal policies, including income tax regulations and environmental 
legislation; 

12

 
• 

acts of God, terrorism, social unrest and civil disturbances, which may decrease the availability of or increase the cost 
of insurance or result in uninsured losses; and 

• 

adverse changes in zoning laws.

In addition, we are exposed to the risk of judicial proceedings with our borrowers and entities in which we invest, including 
bankruptcy or other litigation, as a strategy to avoid foreclosure or enforcement of other rights by us as a lender or investor. In 
the event that any of the properties or entities underlying or collateralizing our loans or investments experiences any of the 
foregoing events or occurrences, the value of, and return on, such investments could decline and could adversely affect our 
results of operations and financial condition.

Fluctuations in interest rates and credit spreads could reduce our ability to generate income on our loans and other 
investments, which could lead to a significant decrease in our results of operations, cash flows and the market value of our 
investments. 

Our primary interest rate exposures relate to the yield on our loans and other investments and the financing cost of our debt, as 
well as any interest rate swaps that we utilize for hedging purposes. Changes in interest rates and credit spreads will affect our 
net income from loans and other investments, which is the difference between the interest and related income earned on 
interest-earning investments and the interest and related expense incurred in financing these investments. Interest rate and 
credit spread fluctuations resulting in our interest and related expense exceeding interest and related income would result in 
operating losses for us. Changes in the level of interest rates and credit spreads may also affect our ability to make loans or 
investments and the value of our loans and investments. Increases in interest rates and credit spreads may also negatively affect 
demand for loans and could result in higher borrower default rates.

Our operating results depend, in part, on differences between the income earned on our investments, net of credit losses, and 
our financing costs. The yields we earn on our floating-rate assets and our borrowing costs tend to move in the same direction 
in response to changes in interest rates. However, one can rise or fall faster than the other, causing our net interest margin to 
expand or contract. In addition, we could experience reductions in the yield on our investments and an increase in the cost of 
our financing. Although we seek to match the terms of our liabilities to the expected lives of loans that we acquire or originate, 
circumstances may arise in which our liabilities are shorter in duration than our assets, resulting in their adjusting faster in 
response to changes in interest rates. For any period during which our investments are not match-funded, the income earned on 
such investments may respond more slowly to interest rate fluctuations than the cost of our borrowings. Consequently, changes 
in interest rates, particularly short-term interest rates, may immediately and significantly decrease our results of operations and 
cash flows and the market value of our investments. In addition, unless we enter into hedging or similar transactions with 
respect to the portion of our assets that we fund using our balance sheet, returns we achieve on such assets will generally 
increase as interest rates for those assets rise and decrease as interest rates for those assets decline.

Loans on properties in transition will involve a greater risk of loss than conventional mortgage loans.

We have in the past and may in the future invest in transitional loans to borrowers who are typically seeking short-term capital 
to be used in an acquisition or rehabilitation of a property. The typical borrower under a transitional loan has usually identified 
an undervalued asset that has been under-managed and/or is located in a recovering market. If the market in which the asset is 
located fails to improve according to the borrower's projections, or if the borrower fails to improve the quality of the asset's 
management and/or the value of the asset, the borrower may not receive a sufficient return on the asset to satisfy the transitional 
loan, and we bear the risk that we may not recover some or all of our investment.

Furthermore, the renovation, refurbishment or expansion of a property by a borrower involves risks of cost overruns and 
noncompletion. Estimates of the costs of improvements to bring an acquired property up to standards established for the market 
position intended for that property may prove inaccurate. Other risks may include rehabilitation costs exceeding original 
estimates, possibly making a project uneconomical, environmental risks, delays in legal and other approvals (e.g., for 
condominiums) and rehabilitation and subsequent leasing of the property not being completed on schedule. If such renovation 
is not completed in a timely manner, or if it costs more than expected, the borrower may experience a prolonged reduction of 
net operating income and may not be able to make payments on our investment on a timely basis or at all, which could result in 
significant losses.

In addition, borrowers usually use the proceeds of a conventional mortgage to repay a transitional loan. Transitional loans 
therefore are subject to risks of a borrower's inability to obtain permanent financing to repay the transitional loan. In the event 
of any default under transitional loans that may be held by us, we bear the risk of loss of principal and non-payment of interest 
13

and fees to the extent of any deficiency between the value of the mortgage collateral and the principal amount and unpaid 
interest of the transitional loan. To the extent we suffer such losses with respect to these transitional loans, it could adversely 
affect our results of operations and financial condition.

Prepayment rates may adversely affect the value of our portfolio of assets.

Generally, our borrowers may repay their loans prior to their stated final maturities. In periods of declining interest rates and/or 
credit spreads, prepayment rates on loans generally increase. If general interest rates or credit spreads decline at the same time, 
the proceeds of such prepayments received during such periods are likely to be reinvested by us in assets yielding less than the 
yields on the assets that were prepaid. We may not be able to reinvest the principal repaid at the same or higher yield of the 
original investment. In addition, the value of our assets may be affected by prepayment rates on loans. If we originate or 
acquire mortgage-related securities or a pool of mortgage securities, we anticipate that the underlying mortgages will prepay at 
a projected rate generating an expected yield. If we purchase assets at a premium to par value, when borrowers prepay their 
loans faster than expected, the corresponding prepayments on the mortgage-related securities may reduce the expected yield on 
such securities because we will have to amortize the related premium on an accelerated basis. Conversely, if we purchase assets 
at a discount to par value, when borrowers prepay their loans slower than expected, the decrease in corresponding prepayments 
on the mortgage-related securities may reduce the expected yield on such securities because we will not be able to accrete the 
related discount as quickly as originally anticipated. In addition, as a result of the risk of prepayment, the market value of the 
prepaid assets may benefit less than other fixed income securities from declining interest rates. 

Prepayment rates on loans may be affected by a number of factors including, but not limited to, the then-current level of 
interest rates and credit spreads, fluctuations in asset values, the availability of mortgage credit, the relative economic vitality of 
the area in which the related properties are located, the servicing of the loans, possible changes in tax laws, other opportunities 
for investment, and other economic, social, geographic, demographic and legal factors and other factors beyond our control. 
Consequently, such prepayment rates cannot be predicted with certainty and no strategy can completely insulate us from 
prepayment or other such risks. 

Difficulty in redeploying the proceeds from repayments of our existing loans and investments may cause our financial 
performance and returns to investors to suffer.

In light of our investment strategy and the need to be able to deploy capital quickly to capitalize on potential investment 
opportunities, we may from time to time maintain cash pending deployment into investments, which may at times be 
significant. Such cash may be held in an account of ours for the benefit of stockholders or may be invested in money market 
accounts or other similar temporary investments. While the duration of such holding period is expected to be relatively short, in 
the event we are unable to find suitable investments, such cash positions may be maintained for longer periods. It is not 
anticipated that the temporary investment of such cash into money market accounts or other similar temporary investments 
pending deployment into investments will generate significant interest, and such low interest payments on the temporarily 
invested cash may adversely affect our financial performance and returns to investors.

The due diligence process that our Manager undertakes in regard to investment opportunities may not reveal all facts that 
may be relevant in connection with an investment and if our Manager incorrectly evaluates the risks of our investments, we 
may experience losses.

Before making investments for us, our Manager conducts due diligence that it deems reasonable and appropriate based on the 
facts and circumstances relevant to each potential investment. When conducting diligence, our Manager may be required to 
evaluate important and complex business, financial, tax, accounting, environmental and legal issues. Outside consultants, legal 
advisors, accountants and investment banks may be involved in the due diligence process in varying degrees depending on the 
type of potential investment. Our Manager's loss estimates may not prove accurate, as actual results may vary from estimates. If 
our Manager underestimates the asset-level losses relative to the price we pay for a particular investment, we may experience 
losses with respect to such investment.

In addition, it is difficult for real estate debt investors in certain circumstances to receive full transparency with respect to 
underlying investments because transactions are often effectuated on an indirect basis through pools or conduit vehicles rather 
than directly with the borrower. Loan structures or the terms of investments may make it difficult for us to monitor and evaluate 
investments. Therefore, we cannot assure you that our Manager will have knowledge of all information that may adversely 
affect such investment.

14

Investments may be concentrated in terms of geography, asset types and sponsors, which could subject us to increased risk 
of loss.

We are not required to observe specific diversification criteria, except as may be set forth in the investment guidelines adopted 
by our board of directors. Therefore, our investments in our target assets may at times be concentrated in certain property types 
that may be subject to higher risk of default or foreclosure, or secured by properties concentrated in a limited number of 
geographic locations.

To the extent that our assets are concentrated in any one region, sponsor or type of asset, economic and business downturns 
generally relating to such type of asset, sponsor or region may result in defaults on a number of our investments within a short 
time period, which could adversely affect our results of operations and financial condition. In addition, because of asset 
concentrations, even modest changes in the value of the underlying real estate assets could have a significant impact on the 
value of our investment. As a result of any high levels of concentration, any adverse economic, political or other conditions that 
disproportionately affects those geographic areas or asset classes could have a magnified adverse effect on our results of 
operations and financial condition, and the value of our stockholders' investments could vary more widely than if we invested 
in a more diverse portfolio of loans.

Our investments in CMBS and other similarly structured finance investments would, as well as those we structure, sponsor 
or arrange, pose additional risks, including the risks of the securitization process, the risk that we will not be able to recover 
some or all of our investment, the possibility that the CMBS market will be significantly affected by current or future 
regulation and the risk that we will not be able to hedge or transfer our CMBS B-Piece investments for a significant period 
of time.

We have invested and may from time to time invest in pools or tranches of CMBS and other similar securities. The collateral 
underlying CMBS generally consists of commercial mortgages or real property that have a multifamily or commercial use, 
such as retail space, office buildings, warehouse property and hotels. CMBS have been issued in a variety of issuances, with 
varying structures including senior and subordinated classes. Our investments in CMBS are subject to losses. In general, losses 
on a mortgaged property securing a senior loan included in a securitization will be borne first by the equity holder of the 
property, then by a cash reserve fund or letter of credit, if any, then by the holder of a mezzanine loan or B-Note, if any, then by 
the "first loss" subordinated security holder (generally, the B-Piece buyer) and then by the holder of a higher-rated security. In 
the event of default and the exhaustion of any equity support, reserve fund, letter of credit, mezzanine loans or B-Notes, and 
any classes of securities junior to those in which we invest, we will not be able to recover some or all of our investment in the 
securities we purchase. There can be no assurance that our CMBS underwriting practices will yield their desired results and 
there can be no assurance that we will be able to effectively achieve our investment objective or that projected returns will be 
achieved.

In addition, the CMBS market may be significantly affected by current or future regulation. The risk retention rules under the 
Dodd-Frank Act, which generally require a sponsor of a CMBS transaction to retain, directly or indirectly, at least 5% of the 
credit risk of the securitized assets collateralizing the CMBS, went into effect in December 2016. The impact of these 
requirements on the CMBS securitization market generally are uncertain and may result in many CMBS market participants 
ceasing origination of and investment in CMBS, a lack of liquidity in the CMBS market and increased costs in CMBS 
transactions. As a result, there may be little or no CMBS investment opportunities available to us and any opportunities that are 
available may be less attractive than CMBS opportunities prior to the effectiveness of the risk retention rules. The rules may 
also negatively affect the market value of our current CMBS holdings as well as the larger commercial real estate debt markets.

If we invest in a CMBS B-Piece because a sponsor of a CMBS utilizes us as an eligible third-party purchaser to satisfy the risk 
retention rules under the Dodd-Frank Act, we will be required to meet certain conditions, including holding the related CMBS 
B-Piece, without transferring or hedging the CMBS B-Piece, for a significant period of time (at least five years), which could 
prevent us from mitigating losses on the CMBS B-Piece. Even if we seek to transfer the CMBS B-Piece after five years, any 
subsequent purchaser of the CMBS B-Piece will be required to satisfy the same conditions that we were required to satisfy 
when we acquired the interest from the CMBS sponsor. Accordingly, no assurance can be given that any secondary market 
liquidity will exist for such CMBS B-Pieces.

We currently expect to make our CMBS B-Piece investments indirectly through our investment in an aggregator vehicle 
alongside RECOP, a KKR-managed investment fund. See "—Risks Related to Our Relationship with Our Manager and Its 
Affiliates—There are various conflicts of interest in our relationship with KKR, including with our Manager and in the 
allocation of investment opportunities to KKR investment vehicles and us, which could result in decisions that are not in the 
best interests of our stockholders" and Part II, Item 7. "Management's Discussion and Analysis of Financial Condition and 
Results of Operations—Our Portfolio."

15

We may need to foreclose on certain of the loans we originate or acquire, which could result in losses that harm our results 
of operations and financial condition.

We may find it necessary or desirable to foreclose on certain of the loans we originate or acquire, and the foreclosure process 
may be lengthy and expensive. If we foreclose on an asset, we may take title to the property securing that asset, and if we do 
not or cannot sell the property, we would then come to own and operate it as “real estate owned.” Owning and operating real 
property involves risks that are different (and in many ways more significant) than the risks faced in owning an asset secured 
by that property. In addition, the liquidation proceeds upon sale of the underlying real estate may not be sufficient to recover 
our cost basis in the loan, resulting in a loss to us. 

Whether or not we have participated in the negotiation of the terms of any such loans, we cannot assure you as to the adequacy 
of the protection of the terms of the applicable loan, including the validity or enforceability of the loan and the maintenance of 
the anticipated priority and perfection of the applicable security interests. Furthermore, claims may be asserted by lenders or 
borrowers that might interfere with enforcement of our rights. Borrowers may resist foreclosure actions by asserting numerous 
claims, counterclaims and defenses against us, including, without limitation, lender liability claims and defenses, even when the 
assertions may have no basis in fact, in an effort to prolong the foreclosure action and seek to force the lender into a 
modification of the loan or a favorable buy-out of the borrower's position in the loan. In some states, foreclosure actions can 
take several years or more to litigate. At any time prior to or during the foreclosure proceedings, the borrower may file for 
bankruptcy, which would have the effect of staying the foreclosure actions and further delaying the foreclosure process and 
potentially resulting in a reduction or discharge of a borrower's debt. Foreclosure may create a negative public perception of the 
related property, resulting in a diminution of its value. Even if we are successful in foreclosing on a loan, the liquidation 
proceeds upon sale of the underlying real estate may not be sufficient to recover our cost basis in the loan, resulting in a loss. 
Furthermore, any costs or delays involved in the foreclosure of the loan or a liquidation of the underlying property will further 
reduce the net proceeds and, thus, increase any such loss to us.

We may be subject to lender liability claims, and if we are held liable under such claims, we could be subject to losses.

In recent years, a number of judicial decisions have upheld the right of borrowers to sue lending institutions on the basis of 
various evolving legal theories, collectively termed "lender liability." Generally, lender liability is founded on the premise that a 
lender has either violated a duty, whether implied or contractual, of good faith and fair dealing owed to the borrower or has 
assumed a degree of control over the borrower resulting in the creation of a fiduciary duty owed to the borrower or its other 
creditors or stockholders. No assurance can be given that such claims will not arise or that we will not be subject to significant 
liability if a claim of this type did arise.

Any distressed loans or investments we make, or loans and investments that later become distressed, may subject us to losses 
and other risks relating to bankruptcy proceedings.

While our investment strategy focuses primarily on investments in "performing" real estate-related interests, our investment 
program may include making distressed investments from time to time (e.g., investments in defaulted, out-of-favor or 
distressed loans and debt securities) or may involve investments that become "non-performing" following our acquisition 
thereof. Certain of our investments may, therefore, include specific securities of companies that typically are highly leveraged, 
with significant burdens on cash flow and, therefore, involve a high degree of risk of substantial or total losses on our 
investments and in certain circumstances, may become subject to certain additional potential liabilities that may exceed the 
value of our original investment therein. For example, under certain circumstances, a lender who has inappropriately exercised 
control over the management and policies of a debtor may have its claims subordinated or disallowed or may be found liable 
for damages suffered by parties as a result of such actions.

During an economic downturn or recession, securities of financially troubled or operationally troubled issuers are more likely 
to go into default than securities of other issuers. Securities of financially troubled issuers and operationally troubled issuers are 
less liquid and more volatile than securities of companies not experiencing financial difficulties. The market prices of such 
securities are subject to erratic and abrupt market movements and the spread between bid and ask prices may be greater than 
normally expected. Investment in the securities of financially troubled issuers and operationally troubled issuers involves a high 
degree of credit and market risk.

In certain limited cases (e.g., in connection with a workout, restructuring and/or foreclosing proceedings involving one or more 
of our debt investments), the success of our investment strategy with respect thereto will depend, in part, on our ability to 
effectuate loan modifications and/or restructures. The activity of identifying and implementing any such restructuring programs 
entails a high degree of uncertainty. There can be no assurance that we will be able to successfully identify and implement such 
16

restructuring programs. Further, such modifications and/or restructuring may entail, among other things, a substantial reduction 
in the interest rate and a substantial writedown of the principal of such loan, debt securities or other interests. However, even if 
a restructuring were successfully accomplished, a risk exists that, upon maturity of such real estate loan, debt securities or other 
interests replacement "takeout" financing will not be available.

These financial difficulties may never be overcome and may cause borrowers to become subject to bankruptcy or other similar 
administrative and operating proceedings. There is a possibility that we may incur substantial or total losses on our investments 
and in certain circumstances, become subject to certain additional potential liabilities that may exceed the value of our original 
investment therein. For example, under certain circumstances, a lender who has inappropriately exercised control over the 
management and policies of a debtor may have its claims subordinated or disallowed or may be found liable for damages 
suffered by parties as a result of such actions. In any reorganization or liquidation proceeding relating to our investments, we 
may lose our entire investment, may be required to accept cash or securities with a value less than our original investment and/
or may be required to accept payment over an extended period of time. In addition, under certain circumstances, payments to us 
and distributions by us to the stockholders may be reclaimed if any such payment or distribution is later determined to have 
been a fraudulent conveyance, preferential payment or similar transaction under applicable bankruptcy and insolvency laws. 
Furthermore, bankruptcy laws and similar laws applicable to administrative proceedings may delay our ability to realize value 
on collateral for loan positions held by us or may adversely affect the priority of such loans through doctrines such as equitable 
subordination or may result in a restructure of the debt through principles such as the "cramdown" provisions of the bankruptcy 
laws.

A prolonged economic slowdown, a lengthy or severe recession or declining real estate values could impair our investments 
and harm its operations.

We believe the risks associated with our business will be more severe during periods of economic slowdown or recession if 
these periods are accompanied by declining real estate values.  Declining real estate values will likely reduce the level of new 
mortgage and other real estate related loan originations since borrowers often use appreciation in the value of their existing 
properties to support the purchase or investment in additional properties.  Borrowers may also be less able to pay principal and 
interest on our loans if the value of real estate weakens.  Further, declining real estate values significantly increase the 
likelihood that we will incur losses on its loans in the event of default because the value of our collateral may be insufficient to 
cover its cost on the loan.  Any sustained period of increased payment delinquencies, foreclosures or losses could adversely 
affect our Manager’s ability to invest in, sell and securitize loans, which would materially and adversely affect our results of 
operations, financial condition, liquidity and business and our ability to pay dividends to stockholders.

We may experience a decline in the fair value of our assets.

A decline in the fair value of our assets may require us to recognize an “other-than-temporary” impairment against such assets 
under GAAP if we were to determine that, with respect to any assets in unrealized loss positions, we do not have the ability and 
intent to hold such assets to maturity or for a period of time sufficient to allow for recovery to the original acquisition cost of 
such assets. If such a determination were to be made, we would recognize unrealized losses through earnings and write down 
the amortized cost of such assets to a new cost basis, based on the fair value of such assets on the date they are considered to be 
other-than-temporarily impaired. Such impairment charges reflect non-cash losses at the time of recognition; subsequent 
disposition or sale of such assets could further affect our future losses or gains, as they are based on the difference between the 
sale price received and adjusted amortized cost of such assets at the time of sale. If we experience a decline in the fair value of 
our assets, it could adversely affect our results of operations and financial condition.

Some of our portfolio investments may be recorded at fair value and, as a result, there will be uncertainty as to the value of 
these investments.

Some or all of our portfolio investments may be in the form of positions or securities that are not publicly traded and are 
recorded at their estimated fair value. The fair value of investments that are not publicly traded may not be readily 
determinable. Our Manager will value these investments at fair value which may include unobservable inputs. Because such 
valuations are subjective, the fair value of certain of our assets may fluctuate over short periods of time and our Manager’s 
determinations of fair value may differ materially from the values that would have been used if a ready market for these 
securities existed. Our results of operations and financial condition could be adversely affected if our Manager’s determinations 
regarding the fair value of these investments were materially higher than the values that we ultimately realize upon their 
disposal.

17

We may invest in derivative instruments, which would subject us to increased risk of loss.

Subject to maintaining our qualification as a REIT, we may also invest in, or use as part of our investment strategy, certain 
derivative instruments, including swaps, futures, forwards and options. Generally, a derivative is a financial contract the value 
of which depends upon, or is derived from, the value of an underlying asset, reference rate or index and may relate to individual 
debt or equity instruments, interest rates, currencies or currency exchange rates, commodities, related indices or other assets. 
The gross returns to be exchanged or swapped between the parties under a derivative instrument are generally calculated with 
respect to a “notional amount,” which may be significantly greater than the amount of cash or assets required to establish or 
maintain the derivative position. Accordingly, trading in derivative instruments can result in large amounts of leverage, which 
may magnify the gains and losses experienced by us in respect of derivative instruments and may result in a loss of capital that 
is more exaggerated than would have resulted from an investment that did not involve the use of leverage inherent in the 
derivative contract. 

While the judicious use of derivative instruments can be beneficial, such instruments involve risks different from, and, in 
certain cases, greater than, the risks presented by more traditional investments. Many of the derivative instruments used by us 
will be privately negotiated in over-the-counter (“OTC”) markets. Such derivatives are highly specialized instruments that 
require investment techniques and risk analyses different from those associated with equities and bonds. The use of derivative 
instruments also requires an understanding not only of the underlying asset, reference rate or index but also of the derivative 
itself, without the benefit of observing the performance of the derivative under all possible market conditions. The use of 
derivative instruments may also require us to sell or purchase portfolio securities at inopportune times or for prices below or 
above the current market values, may limit the amount of appreciation we can realize on an investment or may cause us to hold 
a security that it might otherwise want to sell. We may also have to defer closing out certain derivative positions to avoid 
adverse tax consequences and there may be situations in which derivative instruments are not elected that result in losses 
greater than if such instruments had been used. Furthermore, amounts paid by us as premiums and cash or other assets held in 
margin accounts with respect to our derivative instruments would not be available to us for other investment purposes, which 
may result in lost opportunities for gain.

Investing in derivative instruments may present various additional market and counterparty-related risks including, but not 
limited to:
• 

Lack of Liquidity: Derivative instruments, especially when purchased in large amounts, may not be liquid in all 
circumstances, so that in volatile markets we may not be able to close out a position without incurring a loss. Although 
both OTC and exchange-traded derivative markets may experience the lack of liquidity, OTC non-standardized 
derivative transactions are generally less liquid than exchange-traded instruments, particularly because participants in 
OTC markets are not required to make continuous markets in the contracts they trade.

•  Volatility: The prices of derivative instruments, including swaps, futures, forwards and options, are highly volatile and 
such instruments may subject us to significant losses. The value of such derivatives also depends upon the price of the 
underlying asset, reference rate or index, which may also be subject to volatility. In addition, actual or implied daily 
limits on price fluctuations and speculative position limits on the exchanges or OTC markets in which we may 
conduct our transactions in derivative instruments may prevent prompt liquidation of positions, subjecting us to the 
potential of greater losses. Derivative instruments that may be purchased or sold by us may include instruments not 
traded on an exchange. The risk of nonperformance by the obligor on such an instrument may be greater and the ease 
with which we can dispose of or enter into closing transactions with respect to such an instrument may be less than in 
the case of an exchange-traded instrument. In addition, significant disparities may exist between “bid” and “asked” 
prices for derivative instruments that are traded OTC and not on an exchange. Such OTC derivatives are also typically 
not subject to the same type of investor protections or governmental regulation as exchange traded instruments.

• 

Imperfect Correlation: When used for hedging purposes, an imperfect or variable degree of correlation between price 
movements of the derivative instrument and the underlying asset, reference rate or index sought to be hedged may 
prevent us from achieving the intended hedging effect or expose us to the risk of loss. The imperfect correlation 
between the value of a derivative and the underlying assets may result in losses on the derivative transaction that are 
greater than the gain in the value of the underlying assets in our portfolio.

•  Valuation Risk: The derivative instruments used by us may be difficult to value or involve the risk of mispricing or 

improper valuation, especially where the markets for such derivatives instruments are illiquid and/or such derivatives 
involve complex structures, or where there is imperfect correlation between the value of the derivative instrument and 
the underlying asset, reference rate or index.

18

•  Counterparty Risk: Derivative instruments also involve exposure to counterparty risk, since contract performance 

depends in part on the financial condition of the counterparty. See “-Risks Related to Our Financing and Hedging -We 
will be subject to counterparty risk associated with any hedging activities.”

Additionally, our Manager may cause us to take advantage of investment opportunities with respect to derivative instruments 
that are neither presently contemplated nor currently available, but which may be developed in the future, to the extent such 
opportunities are both consistent with our investment objectives and legally permissible. Any such investments may expose us 
to unique and presently indeterminate risks, the impact of which may not be capable of determination until such instruments are 
developed and/or our Manager determines to make such an investment on our behalf.

Transactions denominated in foreign currencies may subject us to foreign currency risks.

Although we have not done so to date, we may originate, invest in or acquire assets denominated in foreign currencies, which 
may expose us to foreign currency risk. As a result, a change in foreign currency exchange rates may have an adverse impact 
on the valuation of our assets, as well as our income and distributions. Any such changes in foreign currency exchange rates 
may impact the measurement of such assets or income for the purposes of the REIT tests and may affect the amounts available 
for payment of dividends on our common stock. See "—Risks Related to Our REIT Status and Certain Other Tax 
Considerations."

Loans or investments involving international real estate-related assets are subject to special risks that we may not manage 
effectively, which could have a material adverse effect on our results of operations and our ability to make distributions to 
our stockholders.

Our investment guidelines permit investments in non-U.S. assets, subject to the same guidelines as investments in U.S. assets. 
To the extent that we invest in non-U.S. real estate-related assets, we may be subject to certain risks associated with 
international investments generally, including, among others:

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

• 

currency exchange matters, including fluctuations in currency exchange rates and costs associated with conversion of 
investment principal and income from one currency to another; 

less developed or efficient financial markets than in the United States, which may lead to potential price volatility and 
relative illiquidity; 

the burdens of complying with international regulatory requirements and prohibitions that differ between jurisdictions; 

changes in laws or clarifications to existing laws that could impact our tax treaty positions, which could adversely 
impact the returns on our investments; 

a less developed legal or regulatory environment, differences in the legal and regulatory environment or enhanced 
legal and regulatory compliance; 

political hostility to investments by foreign investors; 

higher inflation rates; 

higher transaction costs; 

difficulty enforcing contractual obligations; 

fewer investor protections; 

potentially adverse tax consequences; or 

other economic and political risks.

If any of the foregoing risks were to materialize, they could adversely affect our results of operations and financial condition.

19

 
 
 
The lack of liquidity in certain of our target assets may adversely affect our business.

The illiquidity of some or all of our investments may make it difficult for us to sell such investments if the need or desire arises. 
In addition, certain of our investments may become less liquid after investment as a result of periods of delinquencies, defaults 
or turbulent market conditions, which may make it more difficult for us to dispose of such assets at advantageous times or in a 
timely manner. Moreover, many of our investments will not be registered under the relevant securities laws, resulting in 
prohibitions on their transfer, sale, pledge or their disposition except in transactions that are exempt from registration 
requirements or are otherwise in accordance with such laws. As a result, many of our investments are expected to be illiquid, 
and if we are required to liquidate all or a portion of our portfolio quickly, we may realize significantly less than the value at 
which we previously recorded our investments. Further, we may face other restrictions on our ability to liquidate an investment 
to the extent that we or our Manager has or could be attributed as having material, non-public information regarding such 
business entity. As a result, our ability to vary our portfolio in response to changes in economic or other conditions may be 
relatively limited, which could adversely affect our results of operations and financial condition.

We have utilized and may utilize in the future non-recourse long-term securitizations to finance our loans and investments, 
which may expose us to risks that could result in losses.

We have utilized and may utilize in the future, non-recourse securitizations of certain of our portfolio investments to generate 
cash for funding new loans and investments and other purposes. These transactions generally involve us creating a special-
purpose vehicle, contributing a pool of our assets to the entity, and selling interests in the entity on a non-recourse basis to 
purchasers (whom we would expect to be willing to accept a lower interest rate to invest in investment-grade loan pools). We 
would expect to retain all or a portion of the equity and potentially other tranches in the securitized pool of loans or 
investments. In addition, we have retained in the past and may in the future retain a pari passu participation in the securitized 
pool of loans. 

Prior to any such financing, we may use short-term facilities to finance the acquisition of securities until a sufficient quantity of 
investments had been accumulated, at which time we would refinance these facilities through a securitization, such as a CMBS, 
or issuance of CLOs, or the private placement of loan participations or other long-term financing. As a result, we would be 
subject to the risk that we would not be able to acquire, during the period that our short-term facilities are available, a sufficient 
amount of eligible investments to maximize the efficiency of a CMBS, CLO or private placement issuance. We also would be 
subject to the risk that we would not be able to obtain short-term credit facilities or would not be able to renew any short-term 
credit facilities after they expire should we find it necessary to extend our short-term credit facilities to allow more time to seek 
and acquire the necessary eligible investments for a long-term financing. The inability to consummate securitizations of our 
portfolio to finance our loans and investments on a long-term basis could require us to seek other forms of potentially less 
attractive financing or to liquidate assets at an inopportune time or price, which could adversely affect our performance and our 
ability to grow our business. Moreover, conditions in the capital markets, including volatility and disruption in the capital and 
credit markets, may not permit a non-recourse securitization at any particular time or may make the issuance of any such 
securitization less attractive to us even when we do have sufficient eligible assets. We may also suffer losses if the value of the 
mortgage loans we acquire declines prior to securitization. Declines in the value of a mortgage loan can be due to, among other 
things, changes in interest rates and changes in the credit quality of the loan. In addition, we may suffer a loss due to the 
incurrence of transaction costs related to executing these transactions. To the extent that we incur a loss executing or 
participating in future securitizations for the reasons described above or for other reasons, it could materially and adversely 
impact our business and financial condition.

In addition, the securitization of our portfolio might magnify our exposure to losses because any equity interest we retain in the 
issuing entity would be subordinate to the notes issued to investors and we would, therefore, absorb all of the losses sustained 
with respect to a securitized pool of assets before the owners of the notes experience any losses. The inability to securitize our 
portfolio may hurt our performance and our ability to grow our business. At the same time, the securitization of our loans or 
investments might expose us to losses, as the residual loans or investments in which we do not sell interests will tend to be 
riskier and more likely to generate losses. Moreover, the Dodd-Frank Act contains a risk retention requirement for all asset-
backed securities, which requires both public and private securitizers to retain not less than 5% of the credit risk of the assets 
collateralizing any asset-backed security issuance. Significant restrictions exist, and additional restrictions may be added in the 
future, regarding who may hold risk retention interests, the structure of the entities that hold risk retention interests and when 
and how such risk retention interests may be transferred. Therefore such risk retention interests will generally be illiquid. As a 
result of the risk retention requirements, we have and may in the future be required to purchase and retain certain interests in a 
securitization into which we sell mortgage loans and/or when we act as issuer, may be required to sell certain interests in a 
securitization at prices below levels that such interests have historically yielded and/or may be required to enter into certain 
arrangements related to risk retention that we have not historically been required to enter into. Accordingly, the risk retention 
rules may increase our potential liabilities and/or reduce our potential profits in connection with securitization of mortgage 

20

loans. It is likely, therefore, that these risk retention rules will increase the administrative and operational costs of asset 
securitizations.

Risks Related to Our Company

Our investment strategy may be changed without stockholder consent.

While we primarily seek to make real estate-related debt investments, our Manager may otherwise implement on our behalf 
strategies or discretionary approaches it believes from time to time may be best suited to prevailing market conditions in 
furtherance of that purpose, subject to the supervision and direction of our board of directors and the limitations set forth in our 
organizational documents and governing agreements. There can be no assurance that our Manager will be successful in 
implementing any particular investment strategy. Our Manager may change our investment strategy or asset allocation at any 
time without the consent of stockholders, which could result in our Manager making investments that are different from, and 
possibly riskier than, the investments described in this Annual Report on Form 10-K. A change in our investment strategy may 
also increase our exposure to interest rate and real estate market fluctuations and could adversely affect our results of 
operations and financial condition.

Accounting rules for certain of our transactions are highly complex and involve significant judgment and assumptions, 
which could impact our ability to timely prepare consolidated financial statements. 

Accounting rules for loan impairment, transfers of financial assets, securitization transactions, consolidation of VIEs, loan loss 
reserves and other aspects of our operations are highly complex and involve significant judgment and assumptions. These 
complexities could lead to a delay in preparation of financial information and the delivery of this information to our 
stockholders. Changes in accounting interpretations or assumptions could also impact our consolidated financial statements and 
our ability to timely prepare our consolidated financial statements. Our inability to timely prepare our consolidated financial 
statements in the future would likely have a significant adverse effect on our stock price.

Provisions for loan losses are difficult to estimate.

Our provision for loan losses is evaluated on a quarterly basis. The determination of our provision for loan losses requires us to 
make certain estimates and judgments, which may be difficult to determine. Our estimates and judgments are based on a 
number of factors, including projected cash flow from the collateral securing our loans, debt structure, including the availability 
of reserves and recourse guarantees, likelihood of repayment in full at the maturity of a loan, potential for refinancing and 
expected market discount rates for varying property types, all of which remain uncertain and are subjective. Our estimates and 
judgments may not be correct and, therefore, our results of operations and financial condition could be severely impacted.

In addition, in June 2016, the FASB, issued Accounting Standards Update 2016-13, “Financial Instruments-Credit Losses, 
Measurement of Credit Losses on Financial Instruments (Topic 326),” which replaces the current “incurred loss” model for 
recognizing credit losses with an “expected loss” model referred to as the Current Expected Credit Loss model, or CECL. 
Under the CECL model, which will become effective for us for fiscal years beginning after December 15, 2019 and for interim 
periods within those fiscal years, we will be required to present certain financial assets carried at amortized cost, such as loans 
held for investment, at the net amount expected to be collected. The measurement of expected credit losses is to be based on 
information about past events, including historical experience, current conditions, and reasonable and supportable forecasts that 
affect the collectability of the reported amount. This measurement will take place at the time the financial asset is first added to 
the balance sheet and updated quarterly thereafter. This differs significantly from the “incurred loss” model required under 
current GAAP, which delays recognition until it is probable a loss has been incurred. Accordingly, we expect that the adoption 
of the CECL model will materially affect how we determine our allowance for loan losses and could require us to significantly 
increase our allowance and recognize provisions for loan losses earlier in the lending cycle. Moreover, the CECL model may 
create more volatility in the level of our allowance for loan losses. If we are required to materially increase our level of 
allowance for loan losses for any reason, such increase could adversely affect our business, financial condition and results of 
operations.

Operational risks may disrupt our business, result in losses or limit our growth.

We rely heavily on KKR's financial, accounting, communications and other data processing systems. Such systems may fail to 
operate properly or become disabled as a result of tampering or a breach of the network security systems or otherwise. In 
addition, such systems are from time to time subject to cyberattacks. Breaches of our network security systems could involve 
attacks that are intended to obtain unauthorized access to our proprietary information, destroy data or disable, degrade or 
sabotage our systems, often through the introduction of computer viruses, cyberattacks and other means and could originate 

21

from a wide variety of sources, including unknown third parties outside the firm. We and our Manager's employees have been 
and expect to continue to be the target of fraudulent calls, emails and other forms of activities. The costs related to cyber or 
other security threats or disruptions may not be fully insured or indemnified by other means. In addition, cybersecurity has 
become a top priority for regulators around the world, and some jurisdictions have enacted laws requiring companies to notify 
individuals of data security breaches involving certain types of personal data. Although KKR takes various measures to ensure 
the integrity of such systems, there can be no assurance that these measures will provide protection. If such systems are 
compromised, do not operate properly or are disabled, or if we fail to comply with the relevant laws and regulations, we could 
suffer financial loss, a disruption of our businesses, liability to investors, regulatory intervention or reputational damage.

In addition, we are highly dependent on information systems and technology. Our information systems and technology may not 
continue to be able to accommodate our growth, and the cost of maintaining such systems may increase from its current level. 
Such a failure to accommodate growth, or an increase in costs related to such information systems, could have a material 
adverse effect on us.

Furthermore, we depend on our headquarters in New York City, where most of our Manager's personnel are located, for the 
continued operation of our business. A disaster or a disruption in the infrastructure that supports our business, including a 
disruption involving electronic communications or other services used by us or third parties with whom we conduct business, 
or directly affecting our headquarters, could have a material adverse impact on our ability to continue to operate our business 
without interruption. KKR's disaster recovery programs may not be sufficient to mitigate the harm that may result from such a 
disaster or disruption. In addition, insurance and other safeguards might only partially reimburse us for our losses, if at all.

Finally, we rely on third-party service providers for certain aspects of our business, including for certain information systems, 
technology and administration. Any interruption or deterioration in the performance of these third parties or failures of their 
information systems and technology could impair the quality of our operations and could affect our reputation and hence 
adversely affect our business.

All of our assets may be subject to recourse.

All of our assets, including any investments made by us and any funds held by us, may be available to satisfy all of our 
liabilities and other obligations. If we become subject to a liability, parties seeking to have the liability satisfied may have 
recourse to our assets generally and not be limited to any particular asset, such as the asset representing the investment giving 
rise to the liability.

State licensing requirements will cause us to incur expenses and our failure to be properly licensed may have a material 
adverse effect on us and our operations.

Nonbank companies are generally required to hold licenses in a number of U.S. states to conduct lending activities. State 
licensing statutes vary from state to state and prescribe or impose various recordkeeping requirements; restrictions on loan 
origination and servicing practices, including limits on finance charges and the type, amount and manner of charging fees; 
disclosure requirements; requirements that licensees submit to periodic examination; surety bond and minimum specified net 
worth requirements; periodic financial reporting requirements; notification requirements for changes in principal officers, stock 
ownership or corporate control; restrictions on advertising; and requirements that loan forms be submitted for review. 
Obtaining and maintaining licenses will cause us to incur expenses and failure to be properly licensed under state law or 
otherwise may have a material adverse effect on us and our operations.

Avoiding the need to register under the Investment Company Act imposes significant limits on our operations. Your 
investment return may be reduced if we are required to register as an investment company under the Investment Company 
Act.

We currently conduct, and intend to continue to conduct, our operations so that we are not required to register as an investment 
company under the Investment Company Act. We believe we are not an investment company under Section 3(a)(1)(A) of the 
Investment Company Act because we do not engage primarily, or hold ourselves out as being engaged primarily, in the business 
of investing, reinvesting or trading in securities. In addition, we intend to conduct our operations so that we do not come within 
the definition of an investment company under Section 3(a)(1)(C) of the Investment Company Act because less than 40% of 
our total assets on an unconsolidated basis will consist of "investment securities" (the "40% test"). Excluded from the term 
"investment securities" (as that term is defined in the Investment Company Act) are securities issued by majority-owned 
subsidiaries that are themselves not investment companies and are not relying on the exclusion from the definition of 
investment company set forth in Section 3(c)(1) or Section 3(c)(7) of the Investment Company Act.

22

To avoid the need to register as an investment company, the securities issued to us by any wholly owned or majority-owned 
subsidiaries that we may form in the future that are excluded from the definition of investment company under Section 3(c)(1) 
or Section 3(c)(7) of the Investment Company Act, together with any other investment securities we may own, may not have a 
value in excess of 40% of the value of our total assets on an unconsolidated basis. We will monitor our holdings to ensure 
ongoing compliance with this test, but there can be no assurance that we will be able to avoid the need to register as an 
investment company. The 40% test limits the types of businesses in which we may engage through our subsidiaries. In addition, 
the assets we and our subsidiaries may originate or acquire are limited by the provisions of the Investment Company Act and 
the rules and regulations promulgated under the Investment Company Act, which may adversely affect our business.

We hold our assets primarily through direct or indirect wholly owned or majority-owned subsidiaries, certain of which are 
excluded from the definition of investment company pursuant to Section 3(c)(5)(C) of the Investment Company Act. To qualify 
for the exclusion pursuant to Section 3(c)(5)(C) based on positions set forth by the staff of the SEC, each such subsidiary 
generally is required to hold at least (i) 55% of its assets in "qualifying" real estate assets and (ii) at least 80% of its assets in 
"qualifying" real estate assets and real estate-related assets. For our subsidiaries that maintain this exclusion or another 
exclusion or exception under the Investment Company Act (other than Section 3(c)(1) or Section 3(c)(7) thereof), our interests 
in these subsidiaries do not and will not constitute "investment securities."

As a consequence of our seeking to avoid the need to register under the Investment Company Act on an ongoing basis, we and/
or our subsidiaries may be restricted from making certain investments or may structure investments in a manner that would be 
less advantageous to us than would be the case in the absence of such requirements. In particular, a change in the value of any 
of our assets could negatively affect our ability to avoid the need to register under the Investment Company Act and cause the 
need for a restructuring of our investment portfolio. For example, these restrictions may limit our and our subsidiaries' ability to 
invest directly in mortgage-backed securities that represent less than the entire ownership in a pool of senior loans, debt and 
equity tranches of securitizations and certain asset-backed securities, non-controlling equity interests in real estate companies 
or in assets not related to real estate; however, we and our subsidiaries may invest in such securities to a certain extent. In 
addition, seeking to avoid the need to register under the Investment Company Act may cause us and/or our subsidiaries to 
acquire or hold additional assets that we might not otherwise have acquired or held or dispose of investments that we and/or our 
subsidiaries might not have otherwise disposed of, which could result in higher costs or lower proceeds to us than we would 
have paid or received if we were not seeking to comply with such requirements. Thus, avoiding registration under the 
Investment Company Act may hinder our ability to operate solely on the basis of maximizing profits.

We will determine whether an entity is a majority-owned subsidiary of our company. The Investment Company Act defines a 
majority-owned subsidiary of a person as a company 50% or more of the outstanding voting securities of which are owned by 
such person, or by another company which is a majority-owned subsidiary of such person. The Investment Company Act 
defines voting securities as any security presently entitling the owner or holder thereof to vote for the election of directors of a 
company. We treat entities in which we own at least a majority of the outstanding voting securities as majority-owned 
subsidiaries for purposes of the 40% test. We have not requested that the SEC or its staff approve our treatment of any entity as 
a majority-owned subsidiary, and neither has done so. If the SEC or its staff were to disagree with our treatment of one or more 
subsidiary entities as majority-owned subsidiaries, we may need to adjust our strategy and our assets in order to continue to 
pass the 40% test. Any adjustment in our strategy or assets could have a material adverse effect on us.

We classify our assets for purposes of certain of our subsidiaries' Section 3(c)(5)(C) exclusion from the Investment Company 
Act based upon no-action positions taken by the SEC staff and interpretive guidance provided by the SEC and its staff. Based 
on such guidance, to qualify for the exclusion pursuant to Section 3(c)(5)(C), each such subsidiary generally is required to hold 
at least (i) 55% of its assets in "qualifying" real estate assets and (ii) 80% of its assets in "qualifying" real estate assets and real 
estate-related assets. "Qualifying" real estate assets for this purpose include senior loans, certain B-Notes and certain mezzanine 
loans that satisfy various conditions as set forth in SEC staff no-action letters and other guidance, and other assets that the SEC 
staff in various no-action letters and other guidance has determined are the functional equivalent of senior loans for the 
purposes of the Investment Company Act. We treat as real estate-related assets B-Notes and mezzanine loans that do not satisfy 
the conditions set forth in the relevant SEC staff no-action letters and other guidance, and debt and equity securities of 
companies primarily engaged in real estate businesses. Unless a relevant SEC no action letter or other guidance applies, we 
expect to treat preferred equity interests as real estate-related assets.The SEC has not published guidance with respect to the 
treatment of CMBS for purposes of the Section 3(c)(5)(C) exclusion. Unless the SEC or its staff issues guidance with respect to 
CMBS, we intend to treat CMBS as a real estate-related asset. These no-action positions are based on specific factual situations 
that may be substantially different from the factual situations we and our subsidiaries may face, and a number of these no-
action positions were issued more than twenty years ago. There may be no guidance from the SEC staff that applies directly to 
our factual situations and as a result we may have to apply SEC staff guidance that relates to other factual situations by analogy. 
No assurance can be given that the SEC or its staff will concur with our classification of our assets. In addition, the SEC or its 
staff may, in the future, issue further guidance that may require us to re-classify our assets for purposes of the Investment 

23

Company Act, including for purposes of our subsidiaries' compliance with the exclusion provided in Section 3(c)(5)(C) of the 
Investment Company Act. There is no guarantee that we will be able to adjust our assets in the manner required to avoid the 
need to register under the Investment Company Act and any adjustment in our strategy or assets could have a material adverse 
effect on us.

To the extent that the SEC or its staff provide more specific guidance regarding any of the matters bearing upon the definition 
of investment company and the exemptions to that definition, we may be required to adjust our strategy accordingly. On 
August 31, 2011, the SEC issued a concept release and request for comments regarding the Section 3(c)(5)(C) exclusion 
(Release No. IC-29778) in which it contemplated the possibility of issuing new rules or providing new interpretations of the 
exemption that might, among other things, define the phrase "liens on and other interests in real estate" or consider sources of 
income in determining a company's "primary business." Any additional guidance from the SEC or its staff could provide 
additional flexibility to us, or it could further inhibit our ability to pursue the strategies we have chosen.

There can be no assurance that we and our subsidiaries will be able to successfully avoid operating as an unregistered 
investment company. If it were established that we were an unregistered investment company, there would be a risk that we 
would be subject to monetary penalties and injunctive relief in an action brought by the SEC, that we would be unable to 
enforce contracts with third parties, that third parties could seek to obtain rescission of transactions undertaken during the 
period it was established that we were an unregistered investment company, and that we would be subject to limitations on 
corporate leverage that would have an adverse impact on our investment returns.

If we were required to register as an investment company under the Investment Company Act, we would become subject to 
substantial regulation with respect to our capital structure (including our ability to use borrowings), management, operations, 
transactions with affiliated persons (as defined in the Investment Company Act) and portfolio composition, including disclosure 
requirements and restrictions with respect to diversification and industry concentration and other matters. Compliance with the 
Investment Company Act would, accordingly, limit our ability to make certain investments and require us to significantly 
restructure our business plan, which could materially adversely affect our ability to pay distributions to our stockholders.

Changes in laws or regulations governing our operations, changes in the interpretation thereof or newly enacted laws or 
regulations and any failure by us to comply with these laws or regulations, could require changes to certain of our business 
practices, negatively impact our operations, cash flow or financial condition, impose additional costs on us, subject us to 
increased competition or otherwise adversely affect our business.

The laws and regulations governing our operations, as well as their interpretation, may change from time to time, and new laws 
and regulations may be enacted. Accordingly, any change in these laws or regulations, changes in their interpretation, or newly 
enacted laws or regulations and any failure by us to comply with these laws or regulations, could require changes to certain of 
our business practices, negatively impact our operations, cash flow or financial condition, impose additional costs on us or 
otherwise adversely affect our business. For example, from time to time the market for real estate debt transactions has been 
adversely affected by a decrease in the availability of senior and subordinated financing for transactions, in part in response to 
regulatory pressures on providers of financing to reduce or eliminate their exposure to such transactions. Furthermore, if 
regulatory capital requirements—whether under the Dodd-Frank Act, Basel III (i.e., the framework for a comprehensive set of 
capital and liquidity standards for internationally active banking organizations, which was adopted in June 2011 by the Basel 
Committee on Banking Supervision, an international body comprised of senior representatives of bank supervisory authorities 
and central banks from 27 countries, including the United States) or other regulatory action—are imposed on private lenders 
that provide us with funds, or were to be imposed on us, they or we may be required to limit, or increase the cost of, financing 
they provide to us or that we provide to others. Among other things, this could potentially increase our financing costs, reduce 
our ability to originate or acquire loans and reduce our liquidity or require us to sell assets at an inopportune time or price.

Various laws and regulations currently exist that restrict the investment activities of banks and certain other financial 
institutions but do not apply to us, which we believe creates opportunities for us to participate in certain investments that are 
not available to these more regulated institutions. However, following the U.S. Presidential election in November 2016, there 
have been several indications that the administration will seek to deregulate the financial industry, including by amending the 
Dodd-Frank Act, which may decrease the restrictions on banks and other financial institutions and allow them to compete with 
us for investment opportunities that were previously not available to them. See "—Risks Related to Our Lending and 
Investment Activities—We operate in a competitive market for lending and investment opportunities, and competition may 
limit our ability to originate or acquire desirable loans and investments or dispose of assets we target and could also affect the 
yields of these assets and have a material adverse effect on our business, financial condition and results of operations."

There has been increasing commentary amongst regulators and intergovernmental institutions on the role of nonbank 
institutions in providing credit and, particularly, so-called "shadow banking," a term generally taken to refer to credit 

24

intermediation involving entities and activities outside the regulated banking system. For example, in August 2013, the 
Financial Stability Board issued a policy framework for strengthening oversight and regulation of "shadow banking" entities. 
The report outlined initial steps to define the scope of the shadow banking system and proposed general governing principles 
for a monitoring and regulatory framework. A number of other regulators, such as the Federal Reserve, and international 
organizations, such as the International Organization of Securities Commissions, are studying the shadow banking system. At 
this time, it is too early to assess whether any rules or regulations will be proposed or to what extent any finalized rules or 
regulations will have on the nonbank lending market. If rules or regulations were to extend to us or our affiliates the regulatory 
and supervisory requirements, such as capital and liquidity standards, currently applicable to banks, then the regulatory and 
operating costs associated therewith could adversely impact the implementation of our investment strategy and our returns. In 
an extreme eventuality, it is possible that such regulations could render the continued operation of our company unviable.

In the United States, the process established by the Dodd-Frank Act for designation of systemically important nonbank firms 
has provided a means for ensuring that the perimeter of prudential regulation can be extended as appropriate to cover large 
shadow banking institutions. The Dodd-Frank Act established the Financial Stability Oversight Council (the "FSOC"), which is 
comprised of representatives of all the major U.S. financial regulators, to act as the financial system's systemic risk regulator. 
The FSOC has the authority to review the activities of nonbank financial companies predominantly engaged in financial 
activities and designate those companies determined to be "systemically important" for supervision by the Federal Reserve. 
Such designation is applicable to companies where material distress could pose risk to the financial stability of the United 
States. On December 18, 2014, the FSOC released a notice seeking public comment on the potential risks posed by aspects of 
the asset management industry, including whether asset management products and activities may pose potential risks to the 
U.S. financial system in the areas of liquidity and redemptions, leverage, operational functions, and resolution, or in other 
areas. On April 18, 2016, the FSOC released an update on its multi-year review of asset management products and activities 
and created an interagency working group to assess potential risks associated with certain leveraged funds. While it cannot be 
known at this time whether any regulation will be implemented or what form it will take, increased regulation of nonbank 
credit extension could negatively impact our operations, cash flows or financial condition, impose additional costs on us, 
intensify the regulatory supervision of us or otherwise adversely affect our business.

Changes in laws or regulations governing the operations of borrowers could affect our returns with respect to those 
borrowers.

Government counterparties or agencies may have the discretion to change or increase regulation of a borrower's operations, or 
implement laws or regulations affecting a borrower's operations, separate from any contractual rights it may have. A borrower 
could also be materially and adversely affected as a result of statutory or regulatory changes or judicial or administrative 
interpretations of existing laws and regulations that impose more comprehensive or stringent requirements on such company. 
Governments have considerable discretion in implementing regulations, including, for example, the possible imposition or 
increase of taxes on income earned by a borrower or gains recognized by us on our investment in such borrower, that could 
impact a borrower's business as well as our return on our investment with respect to such borrower.

We are subject to risks from litigation filed by or against us.

Legal or governmental proceedings brought by or on behalf of third parties may adversely affect our financial results. Our 
investment activities may include activities that are hostile in nature and will subject it to the risks of becoming involved in 
such proceedings. The expense of defending claims against us and paying any amounts pursuant to settlements or judgments 
would be borne by us and would reduce net assets. Our Manager will be indemnified by us in connection with such 
proceedings, subject to certain conditions. Similarly, we may from time to time institute legal proceedings on behalf of 
ourselves or others, the ultimate outcome of which could cause us to incur substantial damages and expenses, which could have 
a material adverse effect on our business.

The obligations associated with being a public company require significant resources and attention from our Manager's 
senior management team.

As a public company with listed equity securities, we must comply with laws, regulations and requirements, including the 
requirements of the Exchange Act, certain corporate governance provisions of the Sarbanes-Oxley Act of 2002 (the "Sarbanes-
Oxley Act"), related regulations of the SEC and requirements of the NYSE, with which we were not required to comply as a 
private company. The Exchange Act requires that we file annual, quarterly and current reports with respect to our business and 
financial condition. The Sarbanes-Oxley Act requires, among other things, that we establish and maintain effective internal 
controls and procedures for financial reporting. These reporting and other obligations place significant demands on our 
Manager's senior management team, administrative, operational and accounting resources and cause us to incur significant 
expenses. We may need to upgrade our systems or create new systems, implement additional financial and other controls, 

25

reporting systems and procedures, and create or outsource an internal audit function. If we are unable to accomplish these 
objectives in a timely and effective fashion, our ability to comply with the financial reporting requirements and other rules that 
apply to reporting companies could be impaired.

If we are unable to implement and maintain effective internal controls over financial reporting in the future, investors may 
lose confidence in the accuracy and completeness of our financial reports and the market price of our common stock may 
be negatively affected.

As a public company, we are required to maintain internal controls over financial reporting and to report any material 
weaknesses in such internal controls. In addition, beginning with this annual report on Form 10-K, we are required to furnish a 
report by management on the effectiveness of our internal controls over financial reporting, pursuant to Section 404 of the 
Sarbanes-Oxley Act. Once we are no longer an emerging growth company, our independent registered public accounting firm 
will be required to formally attest to the effectiveness of our internal controls over financial reporting on an annual basis. The 
process of designing, implementing and testing the internal controls over financial reporting required to comply with this 
obligation is time consuming, costly and complicated. If we identify material weaknesses in our internal controls over financial 
reporting, if we are unable to comply with the requirements of Section 404 of the Sarbanes-Oxley Act in a timely manner or to 
assert that our internal controls over financial reporting is effective or if, once we are no longer an emerging growth company, 
our independent registered public accounting firm is unable to express an opinion as to the effectiveness of our internal controls 
over financial reporting, investors may lose confidence in the accuracy and completeness of our financial reports and the 
market price of our common stock could be negatively affected. We could also become subject to investigations by the stock 
exchange on which our securities are listed, the SEC or other regulatory authorities, which could require additional financial 
and management resources.

We are an "emerging growth company," and we cannot be certain if the reduced reporting requirements applicable to 
emerging growth companies will make our common stock less attractive to investors.

We are an "emerging growth company" as defined in Section 2(a) of the Securities Act, as modified by the JOBS Act. We 
currently take advantage of exemptions from various reporting requirements that are applicable to other public companies that 
are not emerging growth companies, including but not limited to, not being required to comply with the auditor attestation 
requirements of Section 404 of the Sarbanes-Oxley Act, reduced disclosure obligations regarding executive compensation in 
our periodic reports and proxy statements and exemptions from the requirements of holding a nonbinding advisory vote on 
executive compensation and stockholder approval of any golden parachute payments not previously approved. We could be an 
emerging growth company for up to five years, although circumstances could cause us to lose that status earlier, including if we 
have more than $1.07 billion (as may be adjusted for inflation) in annual revenues as of the end of our fiscal year, we have 
more than $700.0 million in market value of our stock held by non-affiliates as of the end of our second fiscal quarter or we 
issue more than $1.0 billion of non-convertible debt over a three-year period. We cannot predict if investors will find our 
common stock less attractive because we may rely on these exemptions. If some investors find our common stock less 
attractive as a result, there may be a less active trading market for our common stock and our per share trading price may be 
adversely affected and more volatile.

Risks Related to Our Financing and Hedging

Our indebtedness may subject us to increased risk of loss and could adversely affect our results of operations and financial 
condition.

We currently have outstanding indebtedness and, subject to market conditions and availability, we may incur a significant 
amount of additional debt through bank credit facilities (including term loans and revolving facilities), warehouse facilities and 
structured financing arrangements, public and private debt issuances (including through securitizations) and derivative 
instruments, in addition to transaction or asset-specific funding arrangements and additional repurchase agreements. We may 
also issue debt or equity securities to fund our growth. The percentage of leverage we employ will vary depending on our 
available capital, our ability to obtain and access financing arrangements with lenders, the type of asset we are funding, 
whether the financing is recourse or non-recourse, debt restrictions contained in those financing arrangements and the lenders' 
and rating agencies' estimate of the stability of our investment portfolio's cash flow. We may significantly increase the amount 
of leverage we utilize at any time without approval of our board of directors. In addition, we may leverage individual assets at 
substantially higher levels. Incurring substantial debt could subject us to many risks that, if realized, would materially and 
adversely affect us, including the risk that:

• 

our cash flow from operations may be insufficient to make required payments of principal of and interest on our debt 
or we may fail to comply with covenants contained in our debt agreements, which is likely to result in (1) acceleration 

26

of such debt (and any other debt containing a cross-default or cross-acceleration provision), which we then may be 
unable to repay from internal funds or to refinance on favorable terms, or at all, (2) our inability to borrow undrawn 
amounts under our financing arrangements, even if we are current in payments on borrowings under those 
arrangements, which would result in a decrease in our liquidity, and/or (3) the loss of some or all of our collateral 
assets to foreclosure or sale; 

• 

our debt may increase our vulnerability to adverse economic and industry conditions with no assurance that 
investment yields will increase in an amount sufficient to offset the higher financing costs; 

•  we may be required to dedicate a substantial portion of our cash flow from operations to payments on our debt, 
thereby reducing funds available for operations, future business opportunities, stockholder distributions or other 
purposes; and 

•  we may not be able to refinance any debt that matures prior to the maturity (or realization) of an underlying 

investment it was used to finance on favorable terms or at all.

There can be no assurance that a leveraging strategy will be successful, and such strategy may subject us to increased risk of 
loss and could adversely affect our results of operations and financial condition.

We leverage certain of our target assets, which may adversely affect our return on our investments and may reduce cash 
available for distribution.

We leverage certain of our target assets through borrowings under our repurchase agreements. Leverage can enhance our 
potential returns but can also exacerbate losses. The return on our investments and cash available for distribution to 
stockholders may be reduced if market conditions cause the cost of our financing to increase relative to the income that can be 
derived from the assets acquired, which could adversely affect the price of our common stock. In addition, our debt service 
payments will reduce cash flow available for distributions to stockholders. As a borrower, we are also subject to the risk that we 
may not be able to meet our debt service obligations. To the extent that we cannot meet our debt service obligations, we risk the 
loss of some or all of our assets to foreclosure or sale to satisfy our debt obligations.

The utilization of any of our repurchase facilities is subject to the pre-approval of the lender.

We utilize repurchase agreements to finance the purchase of certain investments. In order for us to borrow funds under a 
repurchase agreement, our lender must have the right to review the potential assets for which we are seeking financing and 
approve such assets in its sole discretion. Accordingly, we may be unable to obtain the consent of a lender to finance an 
investment and alternate sources of financing for such asset may not exist.

Our master repurchase agreements impose, and additional lending facilities may impose, restrictive covenants, which would 
restrict our flexibility to determine our operating policies and investment strategy and to conduct our business.

We borrow funds under master repurchase agreements with various counterparties. The documents that govern these master 
repurchase agreements and the related guarantees contain, and additional lending facilities may contain, customary affirmative 
and negative covenants, including financial covenants applicable to us that may restrict our flexibility to determine our 
operating policies and investment strategy. In particular, our master repurchase agreements require us to maintain a certain 
amount of cash or set aside assets sufficient to maintain a specified liquidity position that would allow us to satisfy our 
collateral obligations. As a result, we may not be able to leverage our assets as fully as we would otherwise choose, which 
could reduce our return on assets. If we are unable to meet these collateral obligations, our financial condition and prospects 
could deteriorate rapidly. If we fail to meet or satisfy any of these covenants, we would be in default under these agreements, 
and our lenders could elect to declare outstanding amounts due and payable, terminate their commitments, require the posting 
of additional collateral and enforce their interests against existing collateral. We may also be subject to cross-default and 
acceleration rights in our other debt facilities. Further, this could also make it difficult for us to satisfy the requirements 
necessary to maintain our qualification as a REIT for U.S. federal income tax purposes or to avoid our registration under the 
Investment Company Act. Our master repurchase agreements also grant certain consent rights to the lenders thereunder which 
give them the right to consent to certain modifications to the pledged collateral. This could limit our ability to manage a 
pledged investment in a way that we think would provide the best outcome for our stockholders.

These types of financing arrangements also involve the risk that the market value of the assets pledged or sold by us to the 
provider of the financing may decline in value, in which case the lender or counterparty may require us to provide additional 

27

collateral or lead to margin calls that may require us to repay all or a portion of the funds advanced. We may not have the funds 
available to repay our debt at that time, which would likely result in defaults unless we are able to raise the funds from 
alternative sources including by selling assets at a time when we might not otherwise choose to do so, which we may not be 
able to achieve on favorable terms or at all. Posting additional margin would reduce our cash available to make other, higher 
yielding investments (thereby decreasing our return on equity). If we cannot meet these requirements, the lender or 
counterparty could accelerate our indebtedness, increase the interest rate on advanced funds and terminate our ability to borrow 
funds from it, which could materially and adversely affect our financial condition and ability to implement our investment 
strategy. In the case of repurchase transactions, if the value of the underlying security has declined as of the end of that term, or 
if we default on our obligations under the repurchase agreement, we will likely incur a loss on our repurchase transactions.

We depend on repurchase agreements, and may depend on bank credit facilities, warehouse facilities and structured 
financing arrangements, public and private debt issuances (including through securitizations) and derivative instruments, 
in addition to transaction or asset-specific funding arrangements and other sources of financing to execute our business 
plan, and our inability to access funding could have a material adverse effect on our results of operations, financial 
condition and business.

Our ability to fund our investments may be impacted by our ability to secure bank credit facilities (including term loans and 
revolving facilities), warehouse facilities and structured financing arrangements, public and private debt issuances (including 
through securitizations) and derivative instruments, in addition to transaction or asset-specific funding arrangements and 
additional repurchase agreements on acceptable terms. We may also rely on short-term financing that would be especially 
exposed to changes in availability. Our access to sources of financing will depend upon a number of factors, over which we 
have little or no control, including:

• 

• 

• 

• 

• 

general economic or market conditions; 

the market's view of the quality of our assets; 

the market's perception of our growth potential; 

our current and potential future earnings and cash distributions; and 

the market price of the shares of our common stock.

We may need to periodically access the capital markets to raise cash to fund new investments. Unfavorable economic or capital 
market conditions may increase our funding costs, limit our access to the capital markets or could result in a decision by our 
potential lenders not to extend credit. An inability to successfully access the capital markets could limit our ability to grow our 
business and fully execute our business strategy and could decrease our earnings and liquidity. In addition, any dislocation or 
weakness in the capital and credit markets could adversely affect our lenders and could cause one or more of our lenders to be 
unwilling or unable to provide us with financing or to increase the costs of that financing. In addition, as regulatory capital 
requirements imposed on our lenders are increased, they may be required to limit, or increase the cost of, financing they 
provide to us. In general, this could potentially increase our financing costs and reduce our liquidity or require us to sell assets 
at an inopportune time or price. We cannot provide any assurance that we will be able to obtain any such financing on favorable 
terms or at all.

Interest rate fluctuations could increase our financing costs, which could lead to a significant decrease in our results of 
operations, cash flows and the market value of our investments.

To the extent that our financing costs are determined by reference to floating rates, such as LIBOR or a Treasury index, the 
amount of such costs will depend on the level and movement of interest rates. In a period of rising interest rates, our interest 
expense on floating-rate debt would increase, while any additional interest income we earn on our floating-rate investments 
may be subject to caps and may not compensate for such increase in interest expense. At the same time, the interest income we 
earn on our fixed-rate investments would not change, the duration and weighted average life of our fixed-rate investments 
would increase and the market value of our fixed-rate investments would decrease. Similarly, in a period of declining interest 
rates, our interest income on floating-rate investments would decrease, while any decrease in the interest we are charged on our 
floating-rate debt may be subject to floors and may not compensate for such decrease in interest income and interest we are 
charged on our fixed-rate debt would not change. Any such scenario could adversely affect our results of operations and 
financial condition.

28

 
Changes in the method for determining LIBOR or a replacement of LIBOR may affect the value of the financial obligations 
to be held or issued by us that are linked to LIBOR and could affect our results of operations or financial condition.

Regulators and law-enforcement agencies from a number of governments, including entities in the United States, Japan, 
Canada and the United Kingdom, have been conducting civil and criminal investigations into whether the banks that 
contributed to the British Bankers’ Association, or the BBA, in connection with the calculation of daily LIBOR may have 
underreported or otherwise manipulated or attempted to manipulate LIBOR. Several financial institutions have reached 
settlements with the U.S. Commodity Futures Trading Commission, the U.S. Department of Justice Fraud Section and the U.K. 
Financial Services Authority in connection with investigations by such authorities into submissions made by such financial 
institutions to the bodies that set LIBOR and other interbank offered rates. In such settlements, such financial institutions 
admitted to submitting rates to the BBA that were lower than the actual rates at which such financial institutions could borrow 
funds from other banks. Additional investigations remain ongoing with respect to other major banks and no assurance can be 
made that there will not be further admissions or findings of rate setting manipulation or that improper manipulation of LIBOR 
or other similar inter-bank lending rates will not occur in the future.

Based on a review conducted by the Financial Conduct Authority of the U.K., or the FCA, and a consultation conducted by the 
European Commission, proposals have been made for governance and institutional reform, regulation, technical changes and 
contingency planning. In particular: (a) new legislation has been enacted in the United Kingdom pursuant to which LIBOR 
submissions and administration are now “regulated activities” and manipulation of LIBOR has been brought within the scope 
of the market abuse regime; (b) legislation has been proposed which if implemented would, among other things, alter the 
manner in which LIBOR is determined, compel more banks to provide LIBOR submissions, and require these submissions to 
be based on actual transaction data; and (c) LIBOR rates for certain currencies and maturities are no longer published daily. In 
addition, pursuant to authorization from the FCA, ICE Benchmark Administration Limited (formerly NYSE Euronext Rate 
Administration Limited), or the IBA, took over the administration of LIBOR from the BBA on February 1, 2014. Any new 
administrator of LIBOR may make methodological changes to the way in which LIBOR is calculated or may alter, discontinue 
or suspend calculation or dissemination of LIBOR.

In a speech on July 27, 2017, Andrew Bailey, the Chief Executive of the FCA, announced the FCA’s intention to cease 
sustaining LIBOR after 2021. The FCA has statutory powers to require panel banks to contribute to LIBOR where necessary. 
The FCA has decided not to ask, or to require, that panel banks continue to submit contributions to LIBOR beyond the end of 
2021. The FCA has indicated that it expects that the current panel banks will voluntarily sustain LIBOR until the end of 2021. 
The FCA’s intention is that after 2021, it will no longer be necessary for the FCA to ask, or to require, banks to submit 
contributions to LIBOR. The FCA does not intend to sustain LIBOR through using its influence or legal powers beyond that 
date. It is possible that the IBA and the panel banks could continue to produce LIBOR on the current basis after 2021, if they 
are willing and able to do so, but we cannot make assurances that LIBOR will survive in its current form, or at all.  The Federal 
Reserve, in conjunction with the Alternative Reference Rates Committee, a steering committee comprised of large U.S. 
financial institutions, is considering replacing U.S.-dollar LIBOR with the Secured Overnight Financing Rate, or SOFR, a new 
index calculated by short-term repurchase agreements, backed by Treasury securities. Although there have been a few issuances 
utilizing SOFR or the Sterling Over Night Index Average, an alternative reference rate that is based on transactions, it is 
unknown whether these alternative reference rates will attain market acceptance as replacements for LIBOR.

We cannot predict the effect of the FCA’s decision not to sustain LIBOR, or, if changes are ultimately made to LIBOR, the 
effect of those changes. Any such changes, reforms or replacements relating to LIBOR could increase our interest expense and 
could have an adverse impact on the market for or value of any LIBOR-linked securities, loans, derivatives and other financial 
obligations or extensions of credit held by or due to us or on our overall financial condition or results of operations.

We are subject to counterparty risk associated with our debt obligations.

Our counterparties for critical financial relationships may include both domestic and international financial institutions. These 
institutions could be severely impacted by credit market turmoil, changes in legislation, allegations of civil or criminal 
wrongdoing and may as a result experience financial or other pressures. In addition, if a lender or counterparty files for 
bankruptcy or becomes insolvent, our borrowings under financing agreements with them may become subject to bankruptcy or 
insolvency proceedings, thus depriving us, at least temporarily, of the benefit of these assets. Such an event could restrict our 
access to financing and increase our cost of capital. If any of our counterparties were to limit or cease operation, it could lead to 
financial losses for us.

29

 
We may utilize a wide variety of derivative financial instruments for risk management purposes, the use of which may entail 
greater than ordinary investment risks.

While not anticipated to be a meaningful component of our investment strategy, we may, subject to maintaining our 
qualification as a REIT, utilize a wide variety of derivative financial instruments for risk management purposes, the use of 
which is a highly specialized activity that may entail greater than ordinary investment risks. Any such hedging transactions may 
not be effective in mitigating risk in all market conditions or against all types of risk (including unidentified or unanticipated 
risks), thereby resulting in losses to us. Engaging in hedging transactions may result in a poorer overall performance for us than 
if we had not engaged in any such hedging transaction, and our Manager may not be able to effectively hedge against, or 
accurately anticipate, certain risks that may adversely affect our investment portfolio. In addition, our investment portfolio will 
always be exposed to certain risks that cannot be fully or effectively hedged, such as credit risk relating both to particular 
securities and counterparties.

Hedging may adversely affect our earnings, which could reduce our cash available for distribution to stockholders.

Subject to maintaining our qualification as a REIT, we may pursue various hedging strategies to seek to reduce our exposure to 
adverse changes in interest rates and fluctuations in currencies. Our hedging activity will vary in scope based on the level and 
volatility of interest rates, exchange rates, the type of assets held and other changing market conditions. Interest rate and 
currency hedging may fail to protect or could adversely affect us because, among other things:

• 

• 

• 

• 

• 

interest, currency and/or credit hedging can be expensive and may result in us generating less net income; 

available interest or currency rate hedges may not correspond directly with the interest rate or currency risk for which 
protection is sought; 

due to a credit loss, prepayment or asset sale, the duration of the hedge may not match the duration of the related asset 
or liability; 

the amount of income that a REIT may earn from hedging transactions (other than hedging transactions that satisfy 
certain requirements of the Internal Revenue Code of 1986, as amended (the "Code") or that are done through a 
taxable REIT subsidiary) to offset interest rate losses is limited by U.S. federal income tax provisions governing 
REITs;

the credit quality of the hedging counterparty owing money on the hedge may be downgraded to such an extent that it 
impairs our ability to sell or assign our side of the hedging transaction; 

•  we may fail to recalculate, readjust and execute hedges in an efficient manner; and 

• 

legal, tax and regulatory changes could occur and may adversely affect our ability to pursue hedging strategies and/or 
increase the costs of implementing such strategies.

Any hedging activity in which we engage may materially and adversely affect our results of operations and cash flows. 
Therefore, while we may enter into such transactions seeking to reduce risks, unanticipated changes in interest rates, credit 
spreads or currencies may result in poorer overall investment performance than if we had not engaged in any such hedging 
transactions. In addition, the degree of correlation between price movements of the instruments used in a hedging strategy and 
price movements in the portfolio positions or liabilities being hedged may vary materially. Moreover, for a variety of reasons, 
we may not seek to establish a perfect correlation between such hedging instruments and the portfolio positions or liabilities 
being hedged. Any such imperfect correlation may prevent us from achieving the intended hedge and expose us to risk of loss.

In addition, some hedging instruments involve additional risk because they are not traded on regulated exchanges, guaranteed 
by an exchange or its clearing house, or regulated by any U.S. or foreign governmental authorities. Consequently, we cannot 
assure you that a liquid secondary market will exist for hedging instruments purchased or sold, and we may be required to 
maintain a position until exercise or expiration, which could result in significant losses. In addition, certain regulatory 
requirements with respect to derivatives, including record keeping, financial responsibility or segregation of customer funds 
and positions are still under development and could impact our hedging transactions and how we and our counterparty must 
manage such transactions.

30

We are subject to counterparty risk associated with any hedging activities.

We are subject to credit risk with respect to the counterparties to derivative contracts (whether a clearing corporation in the case 
of exchange-traded instruments or to our hedge counterparty in the case of OTC instruments). If a counterparty becomes 
bankrupt or otherwise fails to perform its obligations under a derivative contract due to financial difficulties, we may 
experience significant delays in obtaining any recovery under the derivative contract in a dissolution, assignment for the benefit 
of creditors, liquidation, winding-up, bankruptcy, or other analogous proceeding. In the event of the insolvency of a 
counterparty to a derivative transaction, the derivative transaction would typically be terminated at its fair market value. If we 
are owed this fair market value in the termination of the derivative transaction and our claim is unsecured, we will be treated as 
a general creditor of such counterparty, and will not have any claim with respect to the underlying security. We may obtain only 
a limited recovery or may obtain no recovery in such circumstances. In addition, the business failure of a hedging counterparty 
with whom we enter into a hedging transaction will most likely result in its default, which may result in the loss of unrealized 
profits and force us to cover our commitments, if any, at the then current market price.

Currently, certain categories of interest rate and credit default swaps are subject to mandatory clearing, and more are expected 
to be cleared in the future. The counterparty risk for cleared derivatives is generally lower than for uncleared OTC derivative 
transactions because generally a clearing organization becomes substituted for each counterparty to a cleared derivative 
contract and, in effect, guarantees the parties' performance under the contract as each party to a trade looks only to the clearing 
house for performance of financial obligations. However, there can be no assurance that a clearing house, or its members, will 
satisfy the clearing house's obligations to us. Counterparty risk with respect to certain exchange-traded and OTC derivatives 
may be further complicated by recently enacted U.S. financial reform legislation.

We may enter into hedging transactions that could expose us to contingent liabilities in the future.

Subject to maintaining our qualification as a REIT, part of our investment strategy may involve entering into hedging 
transactions that could require us to fund cash payments in certain circumstances (such as the early termination of the hedging 
instrument caused by an event of default or other early termination event, or the decision by a counterparty to request margin 
securities it is contractually owed under the terms of the hedging instrument). The amount due with respect to an early 
termination would generally be equal to the unrealized loss of such open transaction positions with the respective counterparty 
and could also include other fees and charges. These economic losses will be reflected in our results of operations, and our 
ability to fund these obligations will depend on the liquidity of our assets and access to capital at the time, and the need to fund 
these obligations could adversely affect our results of operations and financial condition.

If we enter into certain hedging transactions or otherwise invest in certain derivative instruments, failure to obtain and 
maintain an exemption from being regulated as a commodity pool operator by our Manager could subject us to additional 
regulation and compliance requirements which could materially adversely affect our business and financial condition.

The Commodity Exchange Act of 1936, as amended, and rules promulgated thereunder (the "CFTC Rules") by the U.S. 
Commodity Futures Trading Commission (the "CFTC") establish a comprehensive regulatory framework for certain derivative 
instruments, including swaps, futures and foreign exchange derivatives ("Regulated CFTC Instruments"). Under this regulatory 
framework, mortgage real estate investment trusts ("mREITs") that trade in Regulated CFTC Instruments are considered 
"commodity pools" and the operators of such mREITs would be considered "commodity pool operators" ("CPOs"). Absent an 
exemption, a CPO of an mREIT must register with the CFTC and become subject to CFTC Rules applicable to registered 
CPOs, including with respect to disclosure, reporting, recordkeeping and business conduct in respect of the mREIT. We may 
from time to time, directly or indirectly, invest in Regulated CFTC Instruments, which may subject us to oversight by the 
CFTC.

Our Manager has qualified for the exemption from the CPO registration requirement in respect of our company pursuant to the 
no-action relief issued by the CFTC staff to operators of qualifying mREITs and has filed a notice of exemption with the CFTC. 
Our Manager qualifies for the exemption in respect of our company on the basis that we identify as a "mortgage REIT" for U.S. 
federal income tax purposes and our trading in Regulated CFTC Instruments does not exceed a certain de minimis threshold 
identified in the no-action relief. Subject to any amendments to CFTC Rules or the position of the CFTC staff, including the 
continuing availability of the mREIT no-action relief, our Manager will seek to either comply with CFTC Rules without relying 
on any exemption from CPO registration or rely on other exemptions (which may prevent us from trading in Regulated CFTC 
Instruments in order to satisfy the conditions for the relevant exemption).

The CFTC has substantial enforcement power with respect to violations of the laws over which it has jurisdiction, including 
anti-fraud and anti-manipulation provisions. Among other things, the CFTC may suspend or revoke the registration of a person 
who fails to comply, prohibit such a person from trading or doing business with registered entities, impose civil money 

31

penalties, require restitution and seek fines or imprisonment for criminal violations. Additionally, a private right of action exists 
against those who violate the laws over which the CFTC has jurisdiction or who willfully aid, abet, counsel, induce or procure 
a violation of those laws. In the event we fail to receive interpretive relief from the CFTC on this matter, are unable to claim an 
exemption from registration and fail to comply with the regulatory requirements of these new rules, we may be unable to use 
certain types of hedging instruments or we may be subject to significant fines, penalties and other civil or governmental actions 
or proceedings, any of which could adversely affect our results of operations and financial condition.

Risks Related to Our Relationship with Our Manager and Its Affiliates

We depend on our Manager and its personnel for our success. We may not find a suitable replacement for our Manager if 
the management agreement is terminated, or if key personnel cease to be employed by our Manager and its affiliates or 
otherwise become unavailable to us.

We do not have any employees and are externally managed and advised by our Manager, an indirect subsidiary of KKR. Our 
Manager has significant discretion as to the implementation of our investment and operating policies and strategies. 
Accordingly, our success depends on the efforts, experience, diligence, skill and network of business contacts of the officers 
and key personnel of our Manager and its affiliates. Our Manager is managed by senior professionals of KKR Real Estate. 
These individuals evaluate, negotiate, execute and monitor our loans and investments and advise us regarding maintenance of 
our qualification as a REIT and exclusion from registration under the Investment Company Act; therefore, our success will 
depend on their skill and management expertise and continued service with our Manager and its affiliates. Furthermore, there is 
increasing competition among financial sponsors, investment banks and other real estate debt investors for hiring and retaining 
qualified investment professionals and there can be no assurance that such professionals will continue to be associated with us, 
our Manager or its affiliates or that any replacements will perform well. The departure of any of the officers or key personnel of 
our Manager and its affiliates could have a material adverse effect on our performance.

In addition, we can offer no assurance that our Manager will remain our investment manager or that we will continue to have 
access to our Manager's officers and key personnel. The current term of the management agreement extends to October 8, 2019 
and will be automatically renewed for additional one-year terms thereafter; provided, however, that our Manager may terminate 
the management agreement annually upon 180 days' prior notice. If the management agreement is terminated and no suitable 
replacement is found to manage us, we may not be able to execute our business plan.

Termination of the management agreement would be costly.

Termination of the management agreement without cause will be difficult and costly. The management agreement may be 
terminated upon the affirmative vote of at least two-thirds of our independent directors, based upon (1) unsatisfactory 
performance by our Manager that is materially detrimental to us and our subsidiaries taken as a whole or (2) our determination 
that the management fee and incentive fee payable to our Manager are not fair, subject to our Manager's right to prevent any 
termination due to unfair fees by accepting a reduction of management and/or incentive fees agreed to by at least two-thirds of 
our independent directors. We must provide our Manager 180 days' written notice of any termination. Additionally, upon such a 
termination, or if we materially breach the management agreement and our Manager terminates the management agreement, the 
management agreement provides that we will pay our Manager a termination fee equal to three times the sum of the average 
annual management fee and the average annual incentive fee, in each case earned by our Manager during the 24-month period 
immediately preceding the most recently completed calendar quarter prior to the date of termination. These provisions increase 
the cost to us of terminating the management agreement and adversely affect our ability to terminate the management 
agreement without cause.

Our Manager's liability is limited under the management agreement and we have agreed to indemnify our Manager against 
certain liabilities.

Pursuant to the management agreement, our Manager does not assume any responsibility other than to render the services 
called for thereunder in good faith and is not responsible for any action of our board of directors in following or declining to 
follow any advice or recommendations of our Manager, including as set forth in the investment guidelines of the management 
agreement. Under the terms of the management agreement, our Manager and its affiliates and their respective directors, 
officers, employees, managers, trustees, control persons, partners, equityholders and stockholders are not liable to us, our 
directors, stockholders or any subsidiary of ours, or their directors, officers, employees or stockholders for any acts or 
omissions performed in accordance with and pursuant to the management agreement, whether by or through attempted piercing 
of the corporate veil, by or through a claim, by the enforcement of any judgment or assessment or by any legal or equitable 
proceeding, or by virtue of any statute, regulation or other applicable law, or otherwise, except by reason of acts or omissions 
constituting bad faith, willful misconduct, gross negligence, or reckless disregard of their duties under the management 

32

agreement. We have agreed to indemnify our Manager and its affiliates and their respective directors, officers, employees and 
stockholders with respect to all expenses, losses, damages, liabilities, demands, charges and claims arising from acts or 
omissions of our Manager not constituting bad faith, fraud, willful misconduct, gross negligence, or reckless disregard of 
duties, performed or not performed in good faith in accordance with and pursuant to the management agreement. As a result, 
we could experience poor performance or losses for which our Manager would not be liable.

The historical returns generated by funds managed by affiliates of our Manager should not be considered indicative of our 
future results or of any returns expected on an investment in shares of our common stock.

The past performance of vehicles and funds advised by affiliates of our Manager, as well as KKR's and its affiliates' other 
investment funds, vehicles and accounts, is not predictive of our performance, in particular because the investment objectives 
of such other funds, vehicles and accounts differ from our investment objectives. Investors should not assume that they will 
experience returns, if any, comparable to those experienced by investors in such vehicles. Moreover, we and the other vehicles 
advised by affiliates of our Manager are different in several respects, including:

• 

• 

• 

asset or instrument types targeted may differ; 

our use of leverage and hedging strategies may differ; 

our fee structures differ; 

•  we may not acquire or sell assets at similar times; and 

• 

the other vehicles advised by affiliates of our Manager have operated under market conditions that may differ 
materially from market conditions that will exist at the time we make investments.

Our Manager has limited experience managing a REIT and avoiding registration under the Investment Company Act.

Our Manager has limited experience managing a portfolio of assets under guidelines designed to allow us to remain qualified as 
a REIT and to avoid our registration under the Investment Company Act, which may hinder its ability to achieve our 
investment objectives. Even though our Manager will be overseen by KKR, our investment focus, qualification as a REIT and 
exclusion from registration under the Investment Company Act is different from those of other entities that are or have been 
managed by investment professionals associated with such affiliates. In addition, maintaining our REIT qualification and 
exclusion from registration under the Investment Company Act will limit the types of investments we are able to make. If our 
Manager is unable to achieve our investment strategy and invest in our target assets as expected, our results of operations and 
financial condition could be adversely affected. We can offer no assurance that our Manager will be able to replicate the 
historical success of its affiliates or their management teams' success, and our Manager's investment returns could be 
substantially lower than the returns achieved by those funds.

Our Manager's fee structure may not create proper incentives or may induce our Manager and its affiliates to make certain 
loans or investments, including speculative investments, which increase the risk of our loan and investment portfolio.

We pay our Manager base management fees regardless of the performance of our portfolio. Our Manager's entitlement to base 
management fees, which are not based upon performance metrics or goals, might reduce its incentive to devote its time and 
effort to seeking loans and investments that provide attractive risk-adjusted returns for our portfolio. Because the base 
management fees are also based in part on our outstanding equity, our Manager may also be incentivized to advance strategies 
that increase our equity, and there may be circumstances where increasing our equity will not optimize the returns for our 
stockholders. Consequently, we are required to pay our Manager base management fees in a particular period despite 
experiencing a net loss or a decline in the value of our portfolio during that period.

In addition, our Manager has the ability to earn incentive fees each quarter based on our earnings, which may create an 
incentive for our Manager to invest in assets with higher yield potential, which are generally riskier or more speculative, or sell 
an asset prematurely for a gain, in an effort to increase our short-term net income and thereby increase the incentive fees to 
which it is entitled. If our interests and those of our Manager are not aligned, the execution of our business plan and our results 
of operations could be adversely affected, which could adversely affect our results of operations and financial condition.

33

There are various conflicts of interest in our relationship with KKR, including with our Manager and in the allocation of 
investment opportunities to KKR investment vehicles and us, which could result in decisions that are not in the best interests 
of our stockholders.

We are subject to conflicts of interest arising out of our relationship with KKR, including our Manager and its affiliates. Until 
such time as (1) KKR and its affiliates cease to own at least 25% of the outstanding shares of our common stock, (2) KKR 
REFT Asset Holdings LLC ("KKR REFT Asset Holdings") elects to convert the share of our special voting preferred stock into 
one share of our common stock or (3) beneficial and/or record ownership of the share of our special voting preferred stock is 
transferred to any person other than KKR or its affiliates, the share of our special voting preferred stock gives KKR REFT 
Asset Holdings the right, solely with respect to the election of members of our board of directors, to vote the number of votes 
necessary to equal a majority of the votes entitled to be cast in an election of directors and thereby control our policy and 
operations. In addition, pursuant to our stockholders agreement, so long as KKR REFT Asset Holdings and its affiliates own at 
least 25% of the outstanding shares of our common stock, KKR REFT Asset Holdings will have the right to nominate at least 
half of the directors to our board of directors. In addition, we are managed by our Manager, a KKR affiliate, and our executive 
officers are employees of our Manager or one or more of its affiliates. There is no guarantee that the policies and procedures 
adopted by us, the terms and conditions of the management agreement or the policies and procedures adopted by our Manager, 
KKR and their affiliates, will enable us to identify, adequately address or mitigate these conflicts of interest.

Some examples of conflicts of interest that may arise by virtue of our relationship with our Manager and KKR include:

•  Fees and expenses.  KKR may earn fees and/or other compensation from us, our holding vehicles and other entities 
through which we invest, and, in connection with equity investments made by us, if any, entities in which we invest 
("portfolio entities"). In particular, KKR has in the past and may in the future act as underwriter or placement agent in 
connection with an offering of securities or instruments by us and other entities in which we invest and may also 
provide syndication services to such entities, including in respect of co-investments in transactions in which we 
participate. The fee potential inherent in a particular investment or transaction could be viewed as an incentive for our 
Manager to seek to refer, allocate or recommend an investment or transaction to us. In addition, we or our portfolio 
entities may engage consultants, including KKR Capstone, a group of entities that are not KKR affiliates or 
subsidiaries but operate under several consulting agreements with KKR, and our Manager's network of senior 
advisors, industry advisors and real estate consultants. We will directly bear, or indirectly bear through portfolio 
entities, the cost of operating and consulting services provided by these consultants. While our Manager believes that 
the fees, reimbursable expenses and other compensation paid to these consultants are reasonable and generally at 
market rates for the relevant activities, such compensation is not negotiated at arm's length and from time to time may 
be in excess of fees, reimbursable expenses or other compensation that may be charged by comparable third parties. In 
addition, we may provide loans or otherwise invest alongside one or more KKR investment vehicles or with KKR 
(investing for their own account) and other co-investors. We and KKR investment vehicles may also pursue similar 
real estate credit investment strategies. Our Manager and KKR will determine, in their sole discretion, the appropriate 
allocation of investment-related expenses, including broken deal expenses incurred in respect of unconsummated 
investments and expenses more generally relating to a particular investment strategy, among the funds, vehicles and 
accounts participating or that would have participated in such investments or that otherwise participate in the relevant 
investment strategy, as applicable, which may result in us bearing more or less of these expenses than other 
participants or potential participants in the relevant investments.

•  KKR's investment advisory and proprietary activities.  KKR may make strategic investments or enter into transactions 
for operational funding purposes, which, in each case, will be investments or transactions that are not offered to us, 
and also may make opportunistic investments pursuant to investment strategies that mirror, or are similar to in whole 
or in part, investment strategies implemented by us and KKR on behalf of itself and KKR investment vehicles. 
Therefore, KKR and its affiliates may compete with, and have interests adverse to us. The existence of KKR, its 
affiliates and KKR investment vehicles investing in the same or similar investments that may be made by us could, 
among other adverse consequences, affect the terms of loans and other investments pursued by us and the demand for 
such financing. In such circumstances, KKR's interest in maximizing the investment return of its proprietary entities 
creates a conflict of interest in that our Manager may be motivated to allocate more attractive investments to the 
proprietary entities under its management and allocate less attractive investments to us. Similarly, KKR may be 
motivated to allocate scarce investment opportunities to the proprietary entities under its management rather than to 
us. Additionally, KKR has in the past given and is expected to continue to give advice or take action (including 
entering into short sales or other "opposite way trading" activities) with respect to the investments held by, and 
transactions of, KKR investment vehicles or proprietary entities of KKR that are different from or otherwise 
inconsistent with, the advice given or timing or nature of any action taken with respect to the investments held by us 
and our transactions. Additionally, the investment programs employed by KKR for KKR investment vehicles or 
34

proprietary entities of KKR could conflict with the transactions and strategies employed by our Manager in managing 
our company. Where our company, proprietary entities of KKR and KKR investment vehicles have provided financing 
to the same borrower, their interests may be in conflict irrespective of whether their investments are at different levels 
of the capital structure. 

•  Other KKR activities.  Conflicts of interest may arise in allocating time, services or resources among our investment 
activities, KKR investment vehicles, KKR, other entities affiliated with KKR and the senior officers of KKR. 
Although members of the KKR Real Estate team intend to devote such time as may be necessary to conduct our 
business affairs in an appropriate manner, our Manager and KKR will continue to devote the resources necessary to 
manage the investment activities of KKR, KKR investment vehicles, other entities affiliated with KKR and the 
executives of KKR and, therefore, conflicts may arise in the allocation of time, services and resources. KKR is not 
precluded from conducting activities unrelated to us. In addition, KKR may expand the range of services that it 
provides over time. Except as and to the extent expressly provided in the management agreement with our Manager, 
our Manager and KKR will not be restricted in the scope of their business or in the performance of any such services 
(whether now offered or undertaken in the future) even if such activities could give rise to conflicts of interest.

•  No assurance of ability to participate in investment opportunities.  As indicated above, certain KKR investment 

vehicles, including any seed investments, do and may in the future pursue the same investment opportunities as us. 
Subject to our organizational documents and governing agreements, KKR has sole discretion to determine the manner 
in which investment opportunities are allocated between us, KKR and KKR investment vehicles. This allocation 
presents inherent conflicts of interest where demand exceeds available supply. As a result, our share of investment 
opportunities may be materially affected by competition from KKR investment vehicles and from proprietary entities 
of KKR. The conflicts inherent in making such allocation decisions may not always be resolved to our advantage. 
Generally, and subject to our organizational documents and governing agreements, our Manager will allocate 
investment opportunities between us and KKR investment vehicles in a manner that is consistent with an allocation 
methodology established by our Manager reasonably designed to help ensure allocations of opportunities are made 
over time on a fair and equitable basis. However, we will not necessarily have any priority in respect of any category 
of investments, and the allocation of investment opportunities in accordance with our Manager's allocation 
methodology may result in us being allocated less than a pro rata share of an investment opportunity or none of such 
opportunity. For example, on January 10, 2017 we made a $40.0 million commitment to an aggregator vehicle 
alongside RECOP, a KKR-managed investment fund. During the aggregator vehicle's investment period, investment 
opportunities available to KKR that fall within the primary investment strategy of acquiring newly issued CMBS B-
Pieces will be shared pro rata between such aggregator vehicle and another KKR aggregator vehicle based on capital 
commitments. In respect of investments that are within the vehicles' investment objective but outside the primary 
investment strategy that are suitable for us or other KKR investment vehicles, KKR will allocate such opportunities 
among the aggregators, us and such other KKR investment vehicles in their sole discretion. For more information, see 
Part II, Item 7. "Management's Discussion and Analysis of Financial Condition and Results of Operations—Our 
Portfolio." In addition, certain KKR investment vehicles have priority investment rights to certain investment 
opportunities that may be suitable for us, and such vehicles with priority investment rights could be established by 
KKR in the future. These include, but are not limited to, KKR's special situations, mezzanine and real estate funds. 

•  Duties owed to KKR investment vehicles.  KKR, including our Manager, may structure an investment as a result of 
which one or more KKR investment vehicles are offered the opportunity to participate in the same or separate debt 
tranche of an investment allocated to us. As advisor to such KKR investment vehicles, KKR, including our Manager, 
may owe a fiduciary or other duty to the KKR investment vehicles and may face a conflict of interest in respect of the 
advice they give to, or the decisions made with regard to, us and such KKR investment vehicles. 

•  Co-investments.  We may co-invest together with KKR investment vehicles and/or KKR proprietary balance sheet 

entities in some or all of our investment opportunities. KKR may also offer co-investment opportunities to vehicles in 
which KKR personnel, non-employee consultants and other associated persons of KKR or any of its affiliate entities 
may invest and to third-party co-investors. In such circumstances, the size of the investment opportunity otherwise 
available to us may be less than it would otherwise have been, and we may participate in such opportunities on 
different and potentially less favorable economic terms than such parties if our Manager deems such participation as 
being otherwise in our best interests. Furthermore, when KKR proprietary entities or KKR investment vehicles have 
interests or requirements that do not align with our interests, including differing liquidity needs or desired investment 
horizons, conflicts may arise in the manner in which any voting or control rights are exercised with respect to the 
relevant investment, potentially resulting in an adverse impact on us. Generally, such transactions are not required to 
be presented to our board of directors for approval, and there can be no assurances that any conflicts will be resolved 
in our favor.

35

• 

Investments in which KKR and/or KKR investment vehicles have a different principal interest.  Without the approval of 
KKR's global conflicts and compliance committee, we will not acquire a controlling interest in any class or tranche of 
debt securities of any borrower in which KKR or any KKR investment vehicle has a pre-existing controlling equity 
interest (excluding any investments shared by us and such parties upon initial investment or any related follow-on 
investment). However, in circumstances where KKR's global conflicts and compliance committee approves a 
transaction of this type, approval by our board of directors is generally not required, and our interests and those of 
KKR or such KKR investment vehicle may not always be aligned, which may give rise to actual or potential conflicts 
of interest and actions taken for us may be adverse to KKR or such KKR investment vehicle, or vice versa. 

•  Competing interests; allocation of resources.   KKR may make investments on behalf of itself and/or KKR investment 
vehicles that are competitive with our investments. In providing advice and recommendations to, or with respect to, 
such investments and in dealing in such investments on behalf of such KKR investment vehicles or KKR, to the extent 
permitted by law, KKR will not take into consideration our interests or our Manager's investments. Accordingly, such 
advice, recommendations and dealings may result in adverse consequences to us and our investments. Conflicts of 
interest may also arise with respect to the allocation of our Manager's time and resources between our investments and 
other investments. In addition, conflicts of interest may arise where KKR personnel and non-employee consultants 
serve as directors or interim executives of, or otherwise are associated with, our portfolio entities (e.g., if the entity is 
in financial difficulty) or entities that are competitors of certain of our portfolio entities. 

• 

Information sharing.  Although we have leveraged, and plan to continue to leverage KKR's firm-wide resources to 
help source, conduct due diligence on, structure, syndicate and create value for our investments, the information-
sharing policies and procedures of KKR relating to confidential information and the information barrier between the 
public and private side of KKR, as well as certain legal and contractual and tax constraints, could significantly limit 
our ability to do so. In addition, in providing services in respect of our investments and other investments, our 
Manager may come into possession of information that it is prohibited from acting on (including on our behalf) or 
disclosing as a result of applicable confidentiality requirements or applicable law, even though such action or 
disclosure would be in our interests. Furthermore, to the extent not restricted by confidentiality requirements or 
applicable law, KKR may apply experience and information gained in providing services to our investments to provide 
services to competing investments of KKR investment vehicles, which may have adverse consequences for us or our 
investments. 

•  Other affiliate transactions.  We may borrow money from multiple lenders, including KKR. Although our Manager 
will approve such transactions only on terms, including the consideration to be paid, that are determined by our 
Manager in good faith to be appropriate for us, it is possible that the interests of such affiliated lender could be in 
conflict with ours and the interests of our stockholders. KKR may also, on our behalf, effect transactions, including 
transactions in the secondary markets where KKR is also acting as a broker or other advisor on the other side of the 
same transaction. Notwithstanding that KKR may not receive commissions from such agency cross-transactions, it 
may nonetheless have a potential conflict of interest with respect to us and the other parties to those transactions to the 
extent it receives commissions or other compensation from such other parties.

•  KKR stakes in third-party hedge fund managers.  KKR has stakes in third-party hedge fund managers. Funds and 

accounts managed by such third-party managers and underlying portfolio funds and accounts may invest in securities 
or other financial instruments of companies in which we may also have an interest, or in competitors of ours or our 
investments. Actions taken by any of these third-party hedge fund managers in respect of any of the foregoing may 
adversely impact our company. 

• 

Transactions with any KKR fund or affiliate.   Pursuant to the terms of the management agreement, and subject to 
applicable law, our Manager will not consummate on our behalf any transaction that involves (i) the sale of any 
investment to or (ii) the acquisition of any investment from KKR, any KKR fund or any of their affiliates unless such 
transaction (A) is on terms no less favorable to us than could have been obtained on an arm's length basis from an 
unrelated third party and (B) has been approved in advance by a majority of our independent directors. Although our 
Manager will seek to resolve any conflicts of interest in a fair and equitable manner in accordance with the allocation 
policy and its prevailing policies and procedures with respect to conflicts resolution among KKR funds generally, only 
those transactions set forth in this paragraph will be required to be presented for approval by the independent directors. 

•  Management agreement.  The management agreement was negotiated between related parties and its terms, including 
fees payable to our Manager, may not be as favorable to us as if they had been negotiated with an unaffiliated third 

36

party. In addition, we may choose not to enforce, or to enforce less vigorously, our rights under the management 
agreement because of our desire to maintain an ongoing relationship with our Manager. 

• 

Service providers.  Certain advisors and other service providers, or their affiliates (including accountants, 
administrators, lenders, bankers, brokers, attorneys, consultants and investment or commercial banking firms), to us 
and our investments may also provide goods or services to or have business, personal, political, financial or other 
relationships with KKR (including our Manager). Such advisors and service providers may be investors in KKR 
investment vehicles, sources of investment opportunities for KKR, our company or KKR investment vehicles or may 
otherwise be co-investors with or counterparties to transactions involving the foregoing. These relationships may 
influence our Manager in deciding whether to select or recommend such a service provider to perform services for us 
or a borrower (the cost of which will generally be borne directly or indirectly by us or such borrower, as applicable).

Our Manager manages our portfolio pursuant to very broad investment guidelines and is not required to seek the approval 
of our board of directors for each investment, financing, asset allocation or hedging decision made by it, which may result 
in riskier loans and investments and which could adversely affect our results of operations and financial condition.

Our Manager is authorized to follow very broad investment guidelines that provide it with broad discretion over investment, 
financing, asset allocation and hedging decisions. Our board of directors will periodically review our investment guidelines and 
our loan and investment portfolio but will not, and will not be required to, review and approve in advance all of our proposed 
loans and investments or our Manager's financing, asset allocation or hedging decisions. In addition, in conducting periodic 
reviews, our directors may rely primarily on information provided to them by our Manager or its affiliates. Subject to 
maintaining our REIT qualification and our exclusion from registration under the Investment Company Act, our Manager has 
significant latitude within the broad investment guidelines in determining the types of loans and investments it makes for us, 
and how such loans and investments are financing or hedged, which could result in investment returns that are substantially 
below expectations or that result in losses, which could adversely affect our results of operations and financial condition.

We do not own the KKR name, but we will use it as part of our corporate name pursuant to a license agreement with KKR. 
Use of the name by other parties or the termination of our license agreement may harm our business.

We entered into a license agreement with KKR pursuant to which it granted us a fully paid-up, royalty-free, non-exclusive 
license to use the name "KKR Real Estate Finance Trust Inc." and the ticker symbol "KREF". Under this agreement, we have a 
right to use this name and ticker symbol for so long as our Manager (or another affiliate of KKR) serves as our Manager 
pursuant to the management agreement and our Manager (or another managing entity) remains an affiliate of KKR under the 
license agreement. The license agreement may also be earlier terminated by either party as a result of certain breaches or for 
convenience upon 90 days' prior written notice. KKR and its affiliates retain the right to continue using the "KKR" name. We 
are also unable to preclude KKR and its affiliates from licensing or transferring ownership of the "KKR" name to third parties, 
some of whom may compete with us. Consequently, we are unable to prevent any damage to goodwill that may occur as a 
result of the activities of KKR or others. Furthermore, in the event that the license agreement is terminated, we will be required 
to change our name and ticker symbol and cease using the "KKR" name. Any of these events could disrupt our recognition in 
the marketplace, damage any goodwill we may have generated and otherwise harm our business.

Risks Related to Our REIT Status and Certain Other Tax Considerations

If we do not maintain our qualification as a REIT, we will be subject to tax as a regular corporation and could face a 
substantial tax liability.

We expect to continue to operate so as to qualify as a REIT under the Code. However, qualification as a REIT involves the 
application of highly technical and complex Code provisions for which only a limited number of judicial or administrative 
interpretations exist. Our continued qualification as a REIT will depend on our continuing ability to meet various requirements 
concerning, among other things, our sources of income, the nature of our investments, the amounts we distribute to our 
stockholders and the ownership of our stock. Notwithstanding the availability of cure provisions in the Code, various 
compliance requirements could be failed and could jeopardize our REIT status. Furthermore, new tax legislation, administrative 
guidance or court decisions, in each instance potentially with retroactive effect, could make it more difficult or impossible for 
us to continue to qualify as a REIT. If we fail to qualify as a REIT in any tax year, then:

•  we would be taxed as a regular domestic corporation, which under current laws, among other things, means being 

unable to deduct distributions to stockholders in computing taxable income and being subject to U.S. federal income 
tax on taxable income at regular corporate income tax rates 

37

• 

• 

any resulting tax liability could be substantial and could have a material adverse effect on our book value; 

unless we were entitled to relief under applicable statutory provisions, we would be required to pay taxes as described 
above, and thus, our cash available for distribution to stockholders would be reduced for each of the years during 
which we do not qualify as a REIT and for which we had taxable income; and

•  we generally would not be eligible to elect to be taxed as a REIT for the subsequent four full taxable years.

Even if we maintain our qualification as a REIT, we may incur tax liabilities that would reduce our cash available for 
distribution to stockholders.

Even if we maintain our qualification as a REIT, we may become subject to U.S. federal income taxes and related state and 
local taxes. For example, net income from the sale of properties that are "dealer" properties sold by a REIT (a "prohibited 
transaction" under the Code) will be subject to a 100% tax. We may not make sufficient distributions to avoid excise taxes 
applicable to REITs. Similarly, if we were to fail an income or asset test (and did not lose our REIT status because such failure 
was due to reasonable cause and not willful neglect), we would have to pay a penalty tax, which could be material. We also 
may decide to retain net capital gain we earn from the sale or other disposition of our investments and pay income tax directly 
on such income. In that event, our stockholders would be treated as if they earned that income and paid the tax on it directly. 
However, stockholders that are tax-exempt, such as charities or qualified pension plans, would have no benefit from their 
deemed payment of such tax liability unless they file U.S. federal income tax returns and seek a refund of such tax on such 
return. We also may be subject to state and local taxes on our income or property, including franchise, payroll, mortgage 
recording and transfer taxes, either directly or at the level of the other companies through which we indirectly own assets. For 
example, our taxable REIT subsidiaries are subject to full U.S. federal, state, local and foreign corporate-level income taxes. 
Any taxes we pay directly or indirectly will reduce our cash available for distribution to stockholders.

Complying with REIT requirements may cause us to forego otherwise attractive opportunities and limit our expansion 
opportunities.

In order to qualify as a REIT for U.S. federal income tax purposes, we must continually satisfy tests concerning, among other 
things, our sources of income, the nature of our investments in real estate and related assets, the amounts we distribute to our 
stockholders and the ownership of our stock. We may also be required to make distributions to stockholders at disadvantageous 
times or when we do not have funds readily available for distribution. Thus, compliance with REIT requirements may hinder 
our ability to operate solely on the basis of maximizing profits.

Complying with REIT requirements may force us to liquidate or restructure otherwise attractive investments.

In order to qualify as a REIT, we must also ensure that at the end of each calendar quarter, at least 75% of the value of our 
assets consists of cash, cash items, government securities and qualified REIT real estate assets. The remainder of our 
investments in securities cannot include more than 10% of the outstanding voting securities of any one issuer or 10% of the 
total value of the outstanding securities of any one issuer unless we and such issuer jointly elect for such issuer to be treated as 
a taxable REIT subsidiary under the Code. The total value of all of our investments in taxable REIT subsidiaries cannot exceed 
20% of the value of our total assets. In addition, no more than 5% of the value of our assets can consist of the securities of any 
one issuer other than a taxable REIT subsidiary, and no more than 25% of our assets can consist of debt of "publicly offered" 
REITs (i.e., REITs that are required to file annual and periodic reports with the SEC under the Exchange Act) that is not 
secured by real property or interests in real property. If we fail to comply with these requirements, we must dispose of a portion 
of our assets or otherwise come into compliance within 30 days after the end of the calendar quarter in order to avoid losing our 
REIT status and suffering adverse tax consequences. As a result, we may be required to liquidate or restructure otherwise 
attractive investments. These actions could have the effect of reducing our income and amounts available for distribution to our 
stockholders.

Complying with REIT requirements may limit our ability to hedge effectively and may cause us to incur tax liabilities.

The REIT provisions of the Code substantially limit our ability to hedge liabilities and assets. Any income from a properly 
identified hedging transaction we enter into to manage risk of interest rate changes with respect to borrowings made or to be 
made to acquire or carry real estate assets or to manage risk of currency fluctuations with respect to our REIT qualifying 
income, or to offset any such hedging transaction, does not constitute "gross income" for purposes of the 75% or 95% gross 
income tests that we must satisfy in order to maintain our qualification as a REIT. To the extent that we enter into other types of 
hedging transactions, the income from those transactions is likely to be treated as non-qualifying income for purposes of both 
of these gross income tests. As a result of these rules, we intend to limit our use of advantageous hedging techniques or 

38

implement those hedges through a taxable REIT subsidiary. This could increase the cost of our hedging activities because our 
taxable REIT subsidiaries would be subject to tax on gains or expose us to greater risks associated with changes in interest rates 
than we would otherwise want to bear. In addition, losses in our taxable REIT subsidiaries generally will not provide any tax 
benefit, except for being carried forward against future taxable income in the taxable REIT subsidiaries.

Our charter does not permit any person (including certain entities treated as individuals for this purpose) to own more than 
9.8% of any class or series of our outstanding capital stock, and attempts to acquire shares of any class or series of our 
capital stock in excess of this 9.8% limit would not be effective without an exemption from those prohibitions by our board 
of directors.

To maintain our qualification as a REIT, not more than 50% in value of our outstanding capital stock may be owned, directly or 
indirectly, by five or fewer individuals (as defined in the Code to include certain entities). Our charter provides that no person 
may beneficially or constructively own more than 9.8% in value or in number of shares, whichever is more restrictive, of any 
class or series of our outstanding capital stock, provided that KKR and certain of its affiliates are excluded from this limitation. 
Our board of directors, in its sole discretion, may exempt (prospectively or retroactively) a person from this limitation if it 
obtains such representations, covenants and undertakings as it deems appropriate to conclude that granting the exemption will 
not cause us to lose our status as a REIT. The constructive ownership rules under the Code and our charter are complex and 
may cause shares of our outstanding stock owned by a group of related individuals or entities to be deemed to be constructively 
owned by one individual. As a result, the acquisition of less than 9.8% of any class or series of our outstanding capital stock by 
an individual or entity could cause an individual to own constructively in excess of 9.8% of such class or series of our 
outstanding capital stock, and thus violate the ownership limit. Any attempted transfer of our capital stock that, if effective, 
would result in a violation of the ownership limit, will cause the number of shares causing the violation to automatically be 
transferred to a trust for the exclusive benefit of one or more charitable beneficiaries designated by us and the intended 
transferee will acquire no rights in the shares. Despite these restrictions, it is possible that there could be five or fewer 
individuals who own more than 50% in value of our outstanding capital stock, which could cause us to fail to continue to 
qualify as a REIT. In addition, there can be no assurance that our board of directors, as permitted in our charter, will not 
decrease this ownership limit in the future (provided, however, that a decreased stock ownership limit will not be effective for 
any person whose ownership of our stock is in excess of the decreased ownership limit until such person's ownership 
percentage of our stock equals or falls below the decreased ownership limit).

The ownership limit could have the effect of discouraging a takeover or other transaction in which holders of our common 
stock might receive a premium for their shares over the then prevailing market price or which holders might believe to be 
otherwise in their best interests (and even if such change in control would not reasonably jeopardize our REIT status). The 
exemptions to the ownership limit granted to date may limit our board of directors' power to increase the ownership limit or 
grant further exemptions in the future.

We may choose to make distributions in the form of shares of our own stock, in which case stockholders may be required to 
pay income taxes without receiving any cash dividends.

In connection with our qualification as a REIT, we are required to annually distribute to our stockholders at least 90% of our 
REIT taxable income (which does not equal net income, as calculated in accordance with GAAP), determined without regard to 
the deduction for dividends paid and excluding net capital gain. To satisfy this requirement, we may make distributions that are 
payable in cash and/or shares of our common stock at the election of each stockholder. As a publicly offered REIT, as long as at 
least 20% of the total dividend is available in cash and certain other requirements are satisfied, the IRS will treat the stock 
distribution as a dividend (to the extent applicable rules treat such distribution as being made out of our earnings and profits). 
Taxable stockholders receiving such distributions will be required to include the full amount of such distributions as ordinary 
dividend income to the extent of our current or accumulated earnings and profits, as determined for U.S. federal income tax 
purposes. As a result, U.S. holders may be required to pay income taxes with respect to such distributions in excess of the cash 
portion of the distribution received. Accordingly, U.S. holders receiving a distribution of our shares may be required to sell 
shares received in such distribution or may be required to sell other stock or assets owned by them, at a time that may be 
disadvantageous, in order to satisfy any tax imposed on such distribution. If a U.S. holder sells the stock that it receives as part 
of the distribution in order to pay this tax, the sales proceeds may be less than the amount it must include in income with 
respect to the distribution, depending on the value of our shares at the time of the sale. Furthermore, with respect to certain non-
U.S. holders, we may be required to withhold U.S. tax with respect to such distribution, including in respect of all or a portion 
of such distribution that is payable in stock, by withholding or disposing of part of the shares included in such distribution and 
using the proceeds of such disposition to satisfy the withholding tax imposed. In addition, if a significant number of our 
stockholders determine to sell shares of our common stock in order to pay taxes owed on dividend income, such sale may put 
downward pressure on the market price of our common stock.

39

Dividends payable by REITs do not qualify for the reduced tax rates available for some dividends.

The maximum U.S. federal income tax rate applicable to qualified dividend income payable to certain non-corporate U.S. 
holders is 20%. Dividends payable by REITs, however, generally are not eligible for the reduced qualified dividend rates. For 
taxable years before January 1, 2026, however, non-corporate taxpayers may deduct up to 20% of certain pass-through business 
income, including “qualified REIT dividends” (generally, dividends received by a REIT shareholder that are not designated as 
capital gain dividends or qualified dividend income), subject to certain limitations, resulting in an effective maximum U.S. 
federal income tax rate of 29.6% on such income. Although the reduced U.S. federal income tax rate applicable to qualified 
dividend income does not adversely affect the taxation of REITs or dividends payable by REITs, the more favorable rates 
applicable to regular corporate qualified dividends and the reduced corporate tax rate (currently 21%) could cause certain non-
corporate investors to perceive investments in REITs to be relatively less attractive than investments in the stocks of non-REIT 
corporations that pay dividends, which could adversely affect the value of the shares of REITs, including our common stock. 

Our taxable income may be greater than our cash flow available for distribution, including as a result of our investments in 
certain debt instruments, causing us to recognize "phantom income" for U.S. federal income tax purposes, and certain 
modifications of debt instruments by us could cause the modified debt to not qualify as a good REIT asset, thereby 
jeopardizing our REIT qualification.

To qualify as a REIT, we generally must distribute annually to our stockholders at least 90% of our net taxable income, 
determined without regard to the dividends-paid deduction and excluding net capital gains. We will be subject to regular 
corporate income taxes on any undistributed REIT taxable income each year, including net capital gains. Additionally, we will 
be subject to a 4% nondeductible excise tax on any amount by which distributions paid by us in any calendar year are less than 
the sum of 85% of our ordinary income, 95% of our capital gain net income and 100% of our undistributed income from 
previous years.

Our taxable income may substantially exceed our net income as determined based on GAAP, or differences in timing between 
the recognition of taxable income and the actual receipt of cash may occur. For example, we may acquire assets, including debt 
securities requiring us to accrue OID or recognize market discount income, that generate taxable income in excess of economic 
income or in advance of the corresponding cash flow from the assets referred to as "phantom income," and this may be more 
likely under the new rules regarding the timing of income on such assets that applied beginning in 2018 (or, with respect to debt 
securities with OID, apply beginning in 2019). In addition, if a borrower with respect to a particular debt instrument encounters 
financial difficulty rendering it unable to pay stated interest as due, we may nonetheless be required to continue to recognize 
the unpaid interest as taxable income with the effect that we will recognize income but will not have a corresponding amount of 
cash available for distribution to our stockholders. Finally, we may be required under the terms of indebtedness that we incur to 
use cash received from interest payments to make principal payments on that indebtedness, with the effect of recognizing 
income but not having a corresponding amount of cash available for distribution to our stockholders. Also, in certain 
circumstances, our ability to deduct interest expenses for U.S. federal income tax purposes may be limited. 

As a result of the foregoing, we may generate less cash flow than taxable income in a particular year and find it difficult or 
impossible to meet the REIT distribution requirements in certain circumstances. In such circumstances, we may be required to 
(a) sell assets in adverse market conditions, (b) borrow on unfavorable terms, (c) distribute amounts that would otherwise be 
used for future acquisitions or used to repay debt, or (d) make a taxable distribution of our common stock as part of a 
distribution in which stockholders may elect to receive shares of our common stock or (subject to a limit measured as a 
percentage of the total distribution) cash, in order to comply with the REIT distribution requirements.

We may agree to modify the terms of distressed and other debt instruments that we hold. If the amendments to the outstanding 
debt are "significant modifications" under the applicable U.S. Treasury regulations, the modified debt may be considered to 
have been reissued to us in a debt-for-debt taxable exchange with the borrower. In certain circumstances, this deemed 
reissuance may prevent the modified debt from qualifying as a good REIT asset if the underlying security has declined in value 
and could cause us to recognize income to the extent the principal amount of the modified debt exceeds our adjusted tax basis 
in the unmodified debt.

The failure of a mezzanine loan to qualify as a real estate asset could adversely affect our ability to qualify as a REIT.

We originate and acquire mezzanine loans, for which the IRS has provided a safe harbor but not rules of substantive law. 
Pursuant to the safe harbor, if a mezzanine loan meets certain requirements, it will be treated by the IRS as a real estate asset 
for purposes of the REIT asset tests, and interest derived from the mezzanine loan will be treated as qualifying mortgage 
interest for purposes of the REIT 75% income test. Our mezzanine loans typically do not meet all of the requirements of this 
safe harbor. In the event we own a mezzanine loan that does not meet the safe harbor, the IRS could challenge such loan's 

40

treatment as a real estate asset for purposes of the REIT asset and income tests and, if such a challenge were sustained, we 
could fail to qualify as a REIT, unless we are able to qualify for a statutory REIT "savings" provision, which may require us to 
pay a significant penalty tax to maintain our REIT qualification.

Our investments in certain loans may require us to make estimates about the fair value of land improvements that may be 
challenged by the IRS.

We have invested and may invest in mortgage loans and mezzanine loans in which the underlying real property was under 
construction.  Such mortgage loans (and mezzanine loans, to the extent they are otherwise qualifying) generally will be treated 
as real estate assets for purposes of the REIT asset tests, and interest derived from such loans will be treated as qualifying 
mortgage interest for purposes of the REIT 75% income test, provided that the “loan value” of the real property securing the 
loan is equal to or greater than the highest outstanding principal amount of the loan during any taxable year. With respect to 
construction loans, the value of the real property securing the loan is the fair value of the land plus the reasonably estimated 
cost of improvements or developments (other than personal property) that secure the loan and that are to be constructed from 
the proceeds of the loan.  The IRS could challenge our estimates as to the loan value of the real property associated with such 
construction loans.  If such a challenge were sustained and all or a portion of the loan was not treated as a real estate asset, we 
could fail to qualify as a REIT, unless we are able to qualify for a statutory REIT “savings” provision, which may require us to 
pay a significant penalty tax to maintain our REIT qualification.

We may fail to qualify as a REIT if the IRS successfully challenges our characterization for U.S. federal income tax 
purposes of our mezzanine loans or preferred equity investments.

We have invested and may invest in the future in preferred equity investments and mezzanine loans. There is limited case law 
and administrative guidance addressing whether instruments similar to our mezzanine loans and preferred equity investments 
will be treated as equity or debt for U.S. federal income tax purposes. We typically do not anticipate obtaining private letter 
rulings from the IRS or opinions of counsel on the characterization of those investments for U.S. federal income tax purposes. 
If the IRS successfully recharacterizes a mezzanine loan or preferred equity investment as equity for U.S. federal income tax 
purposes, we would be treated as owning the assets held by the partnership or limited liability company that issued the security 
and we would be treated as receiving our proportionate share of the income of that entity. If that partnership or limited liability 
company owned nonqualifying assets or earned nonqualifying income, we may not be able to satisfy all of the REIT income or 
asset tests. Alternatively, if we are treating a mezzanine loan or preferred equity investment as equity for U.S. federal income 
tax purposes and the IRS successfully recharacterizes the investment as debt, then that investment may be treated as a 
nonqualifying asset for purposes of the 75% asset test and as producing nonqualifying income for 75% gross income test. In 
addition, such an investment may be subject to the 10% value test and the 5% asset tests. Accordingly, we could fail to qualify 
as a REIT if the IRS successfully challenges our characterization of our mezzanine loans or preferred equity investments for 
U.S. federal income tax purposes unless we are able to qualify for a statutory REIT "savings" provision, which may require us 
to pay a significant penalty tax to maintain our REIT qualification.

The tax on prohibited transactions will limit our ability to engage in transactions, including certain methods of securitizing 
or syndicating mortgage loans that would be treated as sales for U.S. federal income tax purposes.

A REIT's net income from prohibited transactions is subject to a 100% tax with no offset for losses. In general, prohibited 
transactions are sales or other dispositions of property, other than foreclosure property, but including mortgage loans, held 
primarily for sale to customers in the ordinary course of business. We might be subject to this tax if we dispose of, securitize or 
syndicate loans in a manner that was treated as a sale of the loans, if we frequently buy and sell securities in a manner that is 
treated as dealer activity with respect to such securities for U.S. federal income tax purposes. Therefore, in order to avoid the 
prohibited transactions tax, we may choose to engage in certain sales of assets through a taxable REIT subsidiary and not at the 
REIT level, and may limit the structures we utilize for our securitization transactions, even though the sales or structures might 
otherwise be beneficial to us.

The failure of assets subject to repurchase agreements to qualify as real estate assets could adversely affect our ability to 
qualify as a REIT.

We have entered into financing arrangements that are structured as sale and repurchase agreements pursuant to which we 
nominally sell certain of our assets to a counterparty and simultaneously enter into an agreement to repurchase these assets at a 
later date in exchange for a purchase price. Economically, these agreements are financings that are secured by the assets sold 
pursuant thereto. We believe that we are treated for REIT asset and income test purposes as the owner of the assets that are the 
subject of such sale and repurchase agreements notwithstanding that such agreements may transfer record ownership of the 

41

assets to the counterparty during the term of the agreement. It is possible, however, that the IRS could assert that we do not own 
the assets during the term of the related sale and repurchase agreement, in which case we could fail to qualify as a REIT.

Liquidation of assets may jeopardize our REIT qualification.

To qualify as a REIT, we must comply with requirements regarding our assets and our sources of income. If we are compelled 
to liquidate our investments to repay obligations to our lenders, we may be unable to comply with these requirements, 
ultimately jeopardizing our qualification as a REIT, or we may be subject to a 100% tax on any resultant gain if we sell assets 
that are treated as dealer property or inventory.

Certain financing activities may subject us to U.S. federal income tax and could have negative tax consequences for our 
stockholders.

We may enter into securitization transactions and other financing transactions that could result in us, or a portion of our assets, 
being treated as a taxable mortgage pool for U.S. federal income tax purposes. If we enter into such a transaction in the future, 
we could be taxable at the highest corporate income tax rate on a portion of the income arising from a taxable mortgage pool, 
referred to as "excess inclusion income," that is allocable to the percentage of our shares held in record name by disqualified 
organizations (generally tax-exempt entities that are exempt from the tax on unrelated business taxable income, such as state 
pension plans and charitable remainder trusts and government entities). In that case, we could reduce distributions to such 
stockholders by the amount of tax paid by us that is attributable to such stockholder's ownership.

If we were to realize excess inclusion income, IRS guidance indicates that the excess inclusion income would be allocated 
among our stockholders in proportion to the dividends paid. Excess inclusion income cannot be offset by losses of a 
stockholder. If the stockholder is a tax-exempt entity and not a disqualified organization, then this income would be fully 
taxable as unrelated business taxable income under Section 512 of the Code. If the stockholder is a foreign person, it would be 
subject to U.S. federal income tax at the maximum tax rate and withholding will be required on this income without reduction 
or exemption pursuant to any otherwise applicable income tax treaty.

Our qualification as a REIT may be dependent on the accuracy of legal opinions or advice rendered or given or statements 
by the issuers of assets that we acquire, and the inaccuracy of any such opinions, advice or statements may adversely affect 
our REIT qualification and result in significant corporate-level tax.

When purchasing securities, we may rely on opinions or advice of counsel for the issuer of such securities, or statements made 
in related offering documents, for purposes of determining whether such securities represent debt or equity securities for U.S. 
federal income tax purposes, the value of such securities, and also to what extent those securities constitute qualified real estate 
assets for purposes of the REIT asset tests and produce income that qualifies under the 75% gross income test. The inaccuracy 
of any such opinions, advice or statements may adversely affect our ability to qualify as a REIT and result in significant 
corporate-level tax.

Any taxable REIT subsidiaries owned by us are subject to corporate-level taxes and our dealings with our taxable REIT 
subsidiaries may be subject to 100% excise tax.

A REIT may own up to 100% of the stock of one or more taxable REIT subsidiaries. Both the subsidiary and the REIT must 
jointly elect to treat the subsidiary as a taxable REIT subsidiary. A corporation of which a taxable REIT subsidiary directly or 
indirectly owns more than 35% of the voting power or value of the stock will automatically be treated as a taxable REIT 
subsidiary. Overall, no more than 20% of the gross value of a REIT's assets may consist of stock or securities of one or more 
taxable REIT subsidiaries. In addition, the taxable REIT subsidiary rules limit the deductibility of interest paid or accrued by a 
taxable REIT subsidiary to its parent REIT to assure that the taxable REIT subsidiary is subject to an appropriate level of 
corporate taxation. The rules also impose a 100% excise tax on certain transactions between a taxable REIT subsidiary and its 
parent REIT that are not conducted on an arm's length basis.

Domestic taxable REIT subsidiaries that we own or may form will pay U.S. federal, state and local income tax on their taxable 
income, and their after-tax net income will be available for distribution to us but will not be required to be distributed to us, 
unless necessary to maintain our REIT qualification. In certain circumstances, the ability of our taxable REIT subsidiaries to 
deduct interest expenses for U.S. federal income tax purposes may be limited. While we plan to monitor the aggregate value of 
the securities of our taxable REIT subsidiaries and intend to conduct our affairs so that such securities will represent less than 
20% of the value of our total assets, there can be no assurance that we will be able to comply with the taxable REIT subsidiary 
limitation or avoid the application of the 100% excise tax discussed above in all market conditions.

42

We may be subject to adverse legislative or regulatory tax changes that could increase our tax liability, reduce our operating 
flexibility and reduce the price of our common stock.

In recent years, numerous legislative, judicial and administrative changes have been made in the provisions of U.S. federal 
income tax laws applicable to investments similar to an investment in shares of our common stock. The changes under the Tax 
Cuts and Jobs Act (“TCJA”) significantly changed the U.S. federal income tax laws applicable to businesses and their owners, 
including REITs and their stockholders. Additional, technical corrections or other amendments to the TCJA or administrative 
guidance interpreting the TCJA may be forthcoming at any time. We cannot predict the long-term effect of the TCJA or any 
future law changes on REITs and their stockholders.

Any such changes could have an adverse effect on an investment in our shares or on the market value or the resale potential of 
our assets. You are urged to consult with your tax advisor with respect to the impact of recent legislation on your investment in 
our shares and the status of legislative, regulatory or administrative developments and proposals and their potential effect on an 
investment in our shares. Although REITs generally receive certain tax advantages compared to entities taxed as regular 
corporations, it is possible that the TCJA and future legislation would result in a REIT having fewer tax advantages, and it 
could become more advantageous for a company that invests in real estate to elect to be treated for U.S. federal income tax 
purposes as a corporation. Our charter provides our board of directors with the power, under certain circumstances, to revoke or 
otherwise terminate our REIT election and cause us to be taxed as a regular corporation, without the vote of our stockholders. 
Our board of directors has duties to us and could only cause such changes in our tax treatment if it determines in good faith that 
such changes are in the best interest of our company.

Risks Related to Ownership of Our Common Stock

KKR controls us and its interests may conflict with ours or those of our stockholders in the future.

As of December 31, 2018, KKR and its affiliates beneficially owned shares of our common stock providing them with an 
aggregate 38% of the total voting power of our company. Furthermore, until such time as (1) KKR and its affiliates cease to 
own at least 25% of the outstanding shares of our common stock, (2) KKR REFT Asset Holdings elects to convert the share of 
our special voting preferred stock into one share of our common stock or (3) beneficial and/or record ownership of the share of 
our special voting preferred stock is transferred to any person other than KKR or its affiliates, the share of our special voting 
preferred stock gives KKR REFT Asset Holdings the right, solely with respect to the election of members of our board of 
directors, to vote the number of votes necessary to equal a majority of the votes entitled to be cast in an election of directors 
and thereby control our policy and operations. In addition, pursuant to our stockholders agreement, so long as KKR REFT 
Asset Holdings and its affiliates own at least 25% of the outstanding shares of our common stock, KKR REFT Asset Holdings 
will have the right to nominate at least half of the directors to our board of directors. See "—Risks Related to Our Relationship 
with Our Manager and Its Affiliates."

By virtue of KKR's stock ownership and voting power, in addition to its board designation rights, KKR has the power to 
significantly influence our business and affairs and is able to influence the outcome of matters required to be submitted to 
stockholders for approval, including the election of our directors, amendments to our charter, mergers or sales of assets. The 
influence exerted by KKR over our business and affairs might not be consistent with the interests of some or all of our 
stockholders. In addition, the concentration of ownership in our officers or directors or stockholders associated with them may 
have the effect of delaying or preventing a change in control of our company, including transactions that would be in the best 
interests of our stockholders and would result in receipt of a premium to the price of our shares of common stock (and even if 
such change in control would not reasonably jeopardize our qualification as a REIT), and might negatively affect the market 
price of our common stock.

We are a "controlled company" within the meaning of the rules of the NYSE and, as a result, will qualify for, and rely on, 
exemptions from certain corporate governance requirements. You will not have the same protections afforded to 
stockholders of companies that are subject to such requirements.

KKR and its affiliates control a majority of the combined voting power of all classes of our stock entitled to vote generally in 
the election of directors. As a result, we will be a "controlled company" within the meaning of the corporate governance 
standards of the NYSE. Under these rules, a company of which more than 50% of the voting power in the election of directors 
is held by an individual, group or another company is a "controlled company" and may elect not to comply with certain 
corporate governance requirements. For example, controlled companies:

• 

are not required to have a board of directors that is comprised of a majority of "independent directors," as defined 
under the rules of such exchange; 

43

• 

• 

are not required to have a compensation committee that is comprised entirely of independent directors; and 

are not required to have a nominating and corporate governance committee that is comprised entirely of independent 
directors.

We intend to utilize these exemptions. Accordingly, for so long as we utilize these exemptions, you will not have the same 
protections afforded to stockholders of companies that are subject to all of the corporate governance requirements of the NYSE.

Certain of our pre-IPO stockholders also hold interests in our Manager, which may influence the incentives that such pre-
IPO stockholders have with respect to matters between us and our Manager and such interest may not be consistent with the 
interest of some or all of our stockholders

Certain of our pre-IPO stockholders collectively hold, as of December 31, 2018, a 29.2% interest in our Manager through their 
ownership of a class of non-voting limited liability company interests in our Manager (the "Non-Voting Manager Units"). This 
interest means that these pre-IPO stockholders indirectly share in the fees paid by us to our Manager, which may influence the 
incentives that such stockholders have with respect to matters between us and our Manager and which interests may not be 
consistent with our interests of some or all of our stockholders.

Provisions of our charter and bylaws and Maryland law may deter takeover attempts, which may limit the opportunity of our 
stockholders to sell their shares at a favorable price.

Some of the provisions of Maryland law and our charter and bylaws discussed below could make it more difficult for a third 
party to acquire us, even if doing so might be beneficial to our stockholders by providing them with the opportunity to sell their 
shares at a premium to the then current market price.

Issuance of stock without stockholder approval.    Our charter authorizes our board of directors, without stockholder approval, 
to authorize the issuance of up to 300,000,000 shares of common stock and up to 50,000,000 shares of preferred stock, one 
share of special voting preferred stock and one share of special non-voting preferred stock. Our charter also authorizes our 
board of directors, without stockholder approval, to classify or reclassify any unissued shares of common stock and preferred 
stock into other classes or series of stock and to amend our charter to increase or decrease the aggregate number of shares of 
stock or the number of shares of stock of any class or series that are authorized by the charter to be issued. Preferred stock may 
be issued in one or more classes or series, the terms of which may be determined by our board of directors without further 
action by stockholders. Prior to issuance of any such class or series, our board of directors will set the terms of any such class 
or series, including the preferences, conversion or other rights, voting powers, restrictions, limitations as to dividends or other 
distributions, qualifications and terms and conditions of redemption. The issuance of any preferred stock could materially 
adversely affect the rights of holders of common stock and, therefore, could reduce the value of the common stock. In addition, 
specific rights granted to future holders of our preferred stock could be used to restrict our ability to merge with, or sell assets 
to, a third party. The power of our board of directors to cause us to issue preferred stock could, in certain circumstances, make 
it more difficult, delay, discourage, prevent or make it more costly to acquire or effect a change in control, thereby preserving 
the current stockholders' control.

Advance notice bylaw.    Our bylaws contain advance notice procedures for the introduction by a stockholder of new business 
and the nomination of directors by a stockholder. These provisions could, in certain circumstances, discourage proxy contests 
and make it more difficult for you and other stockholders to elect stockholder-nominated directors and to propose and, 
consequently, approve stockholder proposals opposed by management.

Maryland takeover statutes.    We are subject to the Maryland Business Combination Act, which could delay or prevent an 
unsolicited takeover of us. The statute substantially restricts the power of third parties who acquire, or seek to acquire, control 
of us without the approval of our board of directors to complete mergers and other business combinations even if such 
transaction would be beneficial to stockholders. "Business combinations" between such a third-party acquirer or its affiliate and 
us are prohibited for five years after the most recent date on which the acquirer becomes an "interested stockholder." An 
"interested stockholder" is defined as any person who beneficially owns 10% or more of the voting power of our outstanding 
voting stock or an affiliate or associate of ours who, at any time within the two-year period immediately prior to the date in 
question, was the beneficial owner of 10% or more of the voting power of our then outstanding stock. If our board of directors 
approved in advance the transaction that would otherwise give rise to the acquirer attaining such status, the acquirer would not 
become an interested stockholder and, as a result, it could enter into a business combination with us. Our board of directors 
may, however, provide that its approval is subject to compliance, at or after the time of approval, with any terms and conditions 

44

determined by it. Even after the lapse of the five-year prohibition period, any business combination with an interested 
stockholder must be recommended by our board of directors and approved by the affirmative vote of at least:

• 

• 

80% of the votes entitled to be cast by stockholders; and 

two-thirds of the votes entitled to be cast by stockholders other than the interested stockholder and affiliates and 
associates thereof.

The super-majority vote requirements do not apply if, among other considerations, the transaction complies with a minimum 
price and form of consideration requirements prescribed by the statute. The statute permits various exemptions from its 
provisions, including business combinations that are exempted by the board of directors prior to the time that an interested 
stockholder becomes an interested stockholder. Our board of directors has by resolution exempted business combinations 
between us and any other person, provided that such business combination is first approved by our board of directors.

The Maryland Control Share Acquisition Act of the Maryland General Corporation Law provides that a holder of control shares 
of a Maryland corporation acquired in a control share acquisition has no voting rights with respect to the control shares except 
to the extent approved by a vote of two-thirds of the votes entitled to be cast on the matter. Shares owned by the acquiror, by 
officers or by employees who are directors of the corporation are excluded from shares entitled to vote on the matter. Control 
shares are voting shares of stock that, if aggregated with all other shares of stock owned by the acquiror or in respect of which 
the acquiror is able to exercise or direct the exercise of voting power (except solely by virtue of a revocable proxy), would 
entitle the acquiror to exercise voting power in electing directors within one of the following ranges of voting power:

• 

• 

• 

one-tenth or more but less than one-third; 

one-third or more but less than a majority; or 

a majority or more of all voting power.

Control shares do not include shares the acquiror is then entitled to vote as a result of having previously obtained stockholder 
approval or shares acquired directly from the corporation. A control share acquisition means the acquisition of issued and 
outstanding control shares, subject to certain exceptions.

A person who has made or proposes to make a control share acquisition may compel the board of directors of the corporation to 
call a special meeting of stockholders to be held within 50 days of demand to consider the voting rights of the shares. The right 
to compel the calling of a special meeting is subject to the satisfaction of certain conditions, including an undertaking to pay the 
expenses of the meeting. If no request for a meeting is made, the corporation may itself present the question at any stockholders 
meeting.

If voting rights are not approved at the meeting or if the acquiror does not deliver an acquiring person statement as required by 
the statute, then the corporation may, subject to certain limitations and conditions, redeem for fair value any or all of the control 
shares, except those for which voting rights have previously been approved. Fair value is determined, without regard to the 
absence of voting rights for the control shares, as of the date of any meeting of stockholders at which the voting rights of the 
shares are considered and not approved or, if no meeting is held, as of the date of the last control share acquisition by the 
acquiror. If voting rights for control shares are approved at a stockholders meeting and the acquiror becomes entitled to 
exercise or direct the exercise of a majority of the voting power, all other stockholders may exercise appraisal rights. The fair 
value of the shares as determined for purposes of appraisal rights may not be less than the highest price per share paid by the 
acquiror in the control share acquisition.

The control share acquisition statute does not apply to (a) shares acquired in a merger, consolidation or share exchange if the 
corporation is a party to the transaction or (b) acquisitions approved or exempted by the charter or bylaws of the corporation.

Our bylaws contain a provision exempting any acquisition of our stock by any person from the foregoing provisions on control 
shares, which may be amended by our board of directors. In the event that our bylaws are amended to modify or eliminate this 
provision, acquisitions of our common stock may constitute a control share acquisition.

The Maryland Unsolicited Takeovers Act ("MUTA") permits the board of directors of a Maryland corporation with at least 
three independent directors and a class of stock registered under the Exchange Act, without stockholder approval and 
notwithstanding any contrary provision in its charter or bylaws, to implement certain takeover defenses, including adopting a 
classified board, increasing the vote required to remove a director or providing that each vacancy on the board of directors may 
45

be filled only by a majority of the remaining directors in office, even if the remaining directors do not constitute a quorum. 
These provisions could have the effect of limiting or precluding a third party from making an unsolicited acquisition proposal 
for our company or of delaying, deferring or preventing a change in control under circumstances that otherwise could provide 
the holders of shares of our common stock with the opportunity to realize a premium over the then current market price. Our 
charter contains a provision whereby we have elected to be subject to the provisions of MUTA relating to the filling of 
vacancies on our board of directors. 

In addition, our charter includes certain limitations on the ownership and transfer of our common stock. See "—Risks Related 
to Our REIT Status and Certain Other Tax Items—Our charter does not permit any person (including certain entities treated as 
individuals for this purpose) to own more than 9.8% of any class or series of our outstanding capital stock, and attempts to 
acquire shares of any class or series of our capital stock in excess of this 9.8% limit would not be effective without a prior 
exemption from those prohibitions by our board of directors."

Our rights and the rights of our stockholders to take action against our directors and officers are limited, which could limit 
your recourse in the event of actions not in your best interests.

Our charter limits the liability of our present and former directors and officers to us and our stockholders for money damages to 
the maximum extent permitted by Maryland law. Under Maryland law, our present and former directors and officers will not 
have any liability to us and our stockholders for money damages other than liability resulting from:

• 

• 

actual receipt of an improper benefit or profit in money, property or services; or 

active and deliberate dishonesty by the director or officer that was established by a final judgment as being material to 
the cause of action adjudicated.

Our charter authorizes us to indemnify our present and former directors and officers for actions taken by them in those 
capacities to the maximum extent permitted by Maryland law. Our bylaws require us to indemnify each present and former 
director or officer, to the maximum extent permitted by Maryland law, in the defense of any proceeding to which he or she is 
made, or threatened to be made, a party by reason of his or her service to us. In addition, we may be obligated to pay or 
reimburse the defense costs incurred by our present and former directors and officers without requiring a preliminary 
determination of their ultimate entitlement to indemnification. 

Our charter contains provisions that make removal of our directors difficult, which could make it difficult for our 
stockholders to effect changes to our management.

Our charter provides that, subject to the rights of any series of preferred stock, a director may be removed only for cause upon 
the affirmative vote of at least two-thirds of the votes entitled to be cast generally in the election of directors. Under our charter, 
cause means conviction of a felony or a final judgment of a court of competent jurisdiction holding that a director caused 
demonstrable, material harm to our company through bad faith or active and deliberate dishonesty. Vacancies may be filled 
only by a majority of the remaining directors in office, even if less than a quorum. These requirements make it more difficult to 
change our management by removing and replacing directors and may prevent a change in control of our company that is in the 
best interests of our stockholders.

Our charter contains provisions that are designed to reduce or eliminate duties of KKR and its affiliates and our directors 
with respect to corporate opportunities and competitive activities.

Our charter contains provisions designed to reduce or eliminate duties of KKR and its affiliates and of our directors or any 
person our directors control to refrain from competing with us or to present to us business opportunities that otherwise may 
exist in the absence of such charter provisions. Under our charter, KKR and its affiliates and our directors or any person our 
directors control will not be obligated to present to us opportunities unless those opportunities are expressly offered to such 
person in his or her capacity as a director or officer of our company and those persons will be able to engage in competing 
activities without any restriction imposed as a result of KKR's or its affiliates' status as a stockholder or KKR affiliates' status as 
officers or directors of our company.

We have not established a minimum distribution payment level and we cannot assure you of our ability to pay distributions 
in the future.

We are generally required to distribute to our stockholders at least 90% of our REIT taxable income, determined without regard 
to the deduction for dividends paid and excluding net capital gain, each year for us to qualify as a REIT under the Code, which 
46

requirement we currently intend to satisfy through quarterly distributions of all or substantially all of our net taxable income in 
such year, subject to certain adjustments. Although we intend to make regular quarterly distributions to holders of our common 
stock and we currently expect to distribute substantially all of our net taxable income to our stockholders on an annual basis, 
we have not established a minimum distribution payment level and our ability to pay distributions may be adversely affected by 
a number of factors, including the risk factors described in this Annual Report on Form 10-K. Any distributions we make to our 
stockholders will be at the discretion of our board of directors and will depend on our earnings, financial condition, liquidity, 
debt covenants, maintenance of our REIT qualification, applicable law and such other factors as our board of directors may 
deem relevant from time to time. We believe that a change in any one of the following factors could adversely affect our results 
of operations and impair our ability to pay distributions to our stockholders:

• 

our ability to make profitable investments; 

•  margin calls or other expenses that reduce our cash flow; 

• 

• 

defaults in our asset portfolio or decreases in the value of our portfolio; and 

the fact that anticipated operating expense levels may not prove accurate, as actual results may vary from estimates.

As a result, no assurance can be given that the level of any distributions we make to our stockholders will achieve a market 
yield or increase or even be maintained over time, any of which could materially and adversely affect the market price of our 
common stock. We may use net operating losses, to the extent available and subject to certain limitations, carried forward to 
offset future net taxable income, and therefore reduce our dividend requirements. In addition, some of our distributions may 
include a return of capital, which would reduce the amount of capital available to operate our business.

In addition, distributions that we make to our stockholders will generally be taxable to our stockholders as ordinary income. 
REIT dividends (other than capital gain dividends) received by non-corporate stockholders may be eligible for a 20% 
reduction. However, a portion of our distributions may be designated by us as long-term capital gains to the extent that they are 
attributable to capital gain income recognized by us or may constitute a return of capital to the extent that they exceed our 
earnings and profits as determined for U.S. federal income tax purposes. A return of capital is not taxable, but has the effect of 
reducing the basis of a stockholder's investment in our common stock.

47

ITEM 1B. UNRESOLVED STAFF COMMENTS

None.

ITEM 2. PROPERTIES

Our principal executive offices are located in leased office space at 9 West 57th Street, New York, New York. We do not own 
any real property. We consider these facilities to be suitable and adequate for the management and operations of our business.

ITEM 3. LEGAL PROCEEDINGS

From time to time, we may be involved in various claims and legal actions arising in the ordinary course of business. As of 
December 31, 2018, we were not involved in any material legal proceedings.

ITEM 4. MINE SAFETY DISCLOSURES

Not applicable.

48

PART II.

ITEM 5. MARKET FOR REGISTRANT'S COMMON EQUITY AND RELATED STOCKHOLDER MATTERS

On May 5, 2017, our common stock began trading on the NYSE under the symbol “KREF.” As of February 15, 2019, there 
were 37 holders of record of our common stock. This does not include the number of stockholders that hold shares in “street 
name” through banks or broker-dealers.

Dividends

We intend to make regular quarterly distributions to holders of our common stock. U.S. federal income tax law generally 
requires that a REIT distribute annually at least 90% of its REIT taxable income, determined without regard to the deduction 
for dividends paid and excluding net capital gains, and that it pay tax at regular corporate rates to the extent that it annually 
distributes less than 100% of its REIT taxable income, as adjusted. We currently expect to distribute substantially all of our net 
taxable income to our stockholders on an annual basis.

Any distributions we make to our stockholders will be at the discretion of our board of directors and will depend on our 
earnings, financial condition, liquidity, debt covenants, maintenance of our REIT qualification, applicable law and such other 
factors as our board of directors may deem relevant from time to time. Our earnings, financial condition and liquidity will be 
affected by various factors, including the net interest and other income from our portfolio, our operating expenses and any other 
expenditures.

To the extent that in respect of any calendar year, cash available for distribution is less than our REIT taxable income, 
determined without regard to the deduction for dividends paid and excluding net capital gain, we could be required to sell 
assets or borrow funds to make cash distributions or make a portion of the required distribution in the form of a taxable stock 
distribution or distribution of debt securities.  For more information regarding risk factors that could materially adversely affect 
our actual results of operations, see Part I. Item IA. “Risk Factors.”

The following table sets forth the dividends declared during each calendar quarter for 2018 and 2017: 

Declaration Date

Record Date

Payment Date

Per Share

2017

February 3, 2017

February 3, 2017

April 18, 2017

June 14, 2017

September 14, 2017

December 14, 2017

2018

March 12, 2018

May 7, 2018

September 11, 2018

December 17, 2018

April 18, 2017

June 30, 2017

September 30, 2017

December 29, 2017

March 29, 2018

June 29, 2018

September 28, 2018

December 28, 2018

February 3, 2017

April 18, 2017

July 14, 2017

October 12, 2017

January 12, 2018

April 13, 2018

July 13, 2018

October 12, 2018

January 11, 2019

0.35

0.28

0.25

0.37

0.37

0.40

0.43

0.43

0.43

49

Stockholder Return Performance

The following graph is a comparison of the cumulative total stockholder return on shares of our common stock, the Russell 
2000 Index (the “Russell 2000”), and the Bloomberg REIT Mortgage Index, a published industry index, from May 5, 2017 (the 
date our common stock began trading on the NYSE) to December 31, 2018. The graph assumes that $100 was invested on May 
5, 2017 in our common stock, the Russell 2000 and the Bloomberg REIT Mortgage Index and that all dividends were 
reinvested without the payment of any commissions. There can be no assurance that the performance of our shares will 
continue in line with the same or similar trends depicted in the graph below.

Total Return Performance

KKR Real Estate Finance Trust, Inc.

Russell 2000

Bloomberg REIT Mortgage Index

$120

$115

$110

$105

$100

$95

$90

KKR Real Estate Finance Trust, Inc.

Russell 2000

Bloomberg REIT Mortgage Index

Equity Compensation Plan Information

5/5/2017

Period Ending

12/31/2017

12/31/2018

100.0

100.0

100.0

102.3

111.6

107.8

106.4

99.3

105.9

The following table summarizes information, as of December 31, 2018, relating to our equity compensation plans pursuant to 
which shares of our common stock or other equity securities may be granted from time to time:

Number of securities 
to be issued upon 
exercise of 
outstanding options, 
warrants, and rights(1)

Weighted-average 
exercise price of 
outstanding options, 
warrants and rights(2)

Number of securities
remaining available
for future issuance
under equity
compensation plans
(excluding securities
reflected in column 1)

459,179

—

459,179

$

$

—

—

—

3,947,449

—

3,947,449

Plan Category

Equity compensation plans approved by security holders

Equity compensation plans not approved by security holders

Total

(1) 

(2) 

Reflects the aggregate number of equity-based awards granted under our Amended and Restated KKR Real Estate Finance Trust Inc. 2016 Omnibus 
Incentive Plan that remained outstanding as of December 31, 2018. All of these awards were in the form of restricted stock units.
Restricted stock units are not exercisable for consideration.

50

Issuer Purchases of Equity Securities

In May 2018, our board of directors approved a share repurchase program, effective June 12, 2018. The share repurchase 
program permits us to repurchase up to $100.0 million of our common stock during the period from June 13, 2018 through June 
30, 2019. Of this total authorized amount, $50.0 million is covered by a pre-set trading plan meeting the requirements of Rule 
10b5-1 under the Exchange Act and currently provides for repurchases of our common stock when the market price per share 
of our common stock is below the lesser of (i) book value per share (calculated in accordance with GAAP as of the end of the 
most recent quarterly period for which financial statements are available) and (ii) $19.50 per share, and the remaining $50.0 
million may be used for repurchases in the open market, or pursuant to pre-set trading plans meeting the requirements of Rule 
10b5-1 under the Exchange Act, or in privately negotiated transactions, or otherwise. As of December 31, 2018, $31.6 million 
remained available for repurchases under our existing 10b5-1 plan.

The following table sets forth information regarding purchases of shares of our common stock by us or on our behalf during the 
three months ended December 31, 2018:

Period Beginning

Period Ending

October 1, 2018

October 31, 2018

November 1, 2018

November 30, 2018

December 1, 2018

December 31, 2018

Total/Average

Total number of 
shares purchased

Average price 
paid per share

Total number of 
shares purchased 
as part of publicly 
announced 
program

Amounts paid for 
shares purchased 
as part of publicly 
announced 
program

Approximate 
dollar value of 
shares that may 
yet be purchased 
under the 
program

414

$

—

925,959

926,373

$

19.50

—

19.12

19.12

723,921

$

8,000

$

723,921

1,649,880

$

—

17,700,000

17,708,000

99,303,000

99,303,000

81,603,000

51

ITEM 6. SELECTED FINANCIAL DATA

The following table sets forth our selected consolidated financial data as of the dates and for the periods indicated. The selected 
consolidated financial data as of December 31, 2018, 2017, 2016 and 2015 and for the years then ended was derived from our 
audited consolidated financial statements.

The selected consolidated financial data should be read in conjunction with Part II, Item 7. "Management's Discussion and 
Analysis of Financial Condition and Results of Operations" and our consolidated financial statements and related notes thereto 
included within Part II, Item 8 "Financial Statements and Supplementary 
Data."

(in thousands, except ratio, share, and per share data)

2018

2017

2016

2015

Year Ended December 31,

Operating Data:
Net Interest Income

Interest income

Interest expense

Total net interest income

Other Income

Total Net Revenue
Operating Expenses

Income (Loss) Before Income Taxes, Noncontrolling Interests and Preferred Dividends

Income tax (benefit) expense

Net Income (Loss)

Redeemable Noncontrolling Interests in Income (Loss) of Consolidated Joint Venture

Noncontrolling Interests in Income (Loss) of Consolidated Joint Venture

Net Income (Loss) Attributable to KKR Real Estate Finance Trust Inc. and Subsidiaries

Preferred Stock Dividends and Redemption Value Adjustment

Net Income (Loss) Attributable to Common Stockholders

Per Share Data:

Net Income (Loss) Per Share of Common Stock

Basic

Diluted

Weighted Average Number of Shares of Common Stock Outstanding

Basic

Diluted

Dividends declared per share of common stock(A)
Shares of common stock issued and outstanding at period end
Book value per share of common stock(B)
Share price(C)
Price to book(D)
Dividend yield(E)
Leverage ratio(F)
Balance Sheet Data (at period end):
Total assets(G)
Secured financing agreements, net

Collateralized loan obligations, net

Convertible notes, net

Redeemable noncontrolling interests in equity of consolidated joint venture

Redeemable preferred stock

Preferred stock

Total KKR Real Estate Finance Trust Inc. stockholders' equity

Noncontrolling interest in equity of consolidated joint venture
Total equity(H)

$

183,575

$

85,017

98,558

20,093

118,651
28,914

89,737

(70)

89,807

63

—

89,744

2,451

83,145

21,224

61,921

17,688

79,609
18,428

61,181

1,102

60,079

216

801

59,062

244

$

32,659

$

7,432

25,227

15,968

41,195
8,569

32,626

354

32,272

302

813

31,157

16

$

$

$

$

$

$

87,293

$

58,818

$

31,141

$

$

$

$

$

$

1.58

1.58

55,136,548

55,171,061

1.69

57,596,217

19.66

19.15

0.97

8.98%

2.6

1.30

1.30

45,320,358

45,321,360

1.62

53,685,440

19.73

20.01

1.01

7.40%

1.0

$

$

$

$

1.61

1.61

19,299,597

19,299,597

1.22

24,158,392

20.60

$

$

$

$

n.a.

n.a.

n.a.

0.7

$

4,151,590

$

2,137,967

$

951,829

$

964,800

439,144

1,951,049

800,346

137,688

—

2,846

—

—

—

3,090

949

—

1,132,342

1,059,145

—

—

$

1,135,188

$

1,063,184

$

508,067

$

—

—

3,030

—

125

497,698

7,339

12,536

554

11,982

10,328

22,310
4,745

17,565

393

17,172

272

137

16,763

15

16,748

1.95

1.95

8,605,876

8,605,876

0.73

13,636,416

20.78

n.a.

n.a.

n.a.

0.3

420,090

122,133

—

—

4,643

—

125

281,460

4,914

291,017

(A) 
(B) 

(C) 
(D) 

(E) 

Equal to dividends declared on shares of common stock divided by the shares outstanding as of the dividend record date. 
Book value per share as of December 31, 2018, includes the impact of the cumulative non-cash redemption value adjustments to our redeemable 
Special Non-Voting Preferred Stock (“SNVPS”) and the initial value of the SNVPS, which reduced our book value per share by $0.05 as of 
December 31, 2018.
Represents the closing price of our common stock reported on the NYSE on the last trading day of the fiscal year.
Represents the closing price of our common stock reported on the NYSE on the last trading day at each period end divided by the book value per 
share at each period end.
Represents the annualized fourth quarter dividend divided by the closing stock price on the last trading day of the fiscal year.

52

(F) 

(G)  
(H) 

Represents (i) total outstanding secured debt agreements, convertible notes, loan participations sold, collateralized loan obligations and non-
consolidated senior interests, less cash, to (ii) total stockholders’ equity, at each period end.
Includes senior loans held in VIEs, net of VIE liabilities. 
Represents (i) temporary equity, which includes redeemable noncontrolling interests in equity of consolidated joint venture and redeemable 
preferred stock, and (ii) permanent equity, which includes total KKR Real Estate Finance Trust Inc. stockholders' equity and noncontrolling interests 
in equity of consolidated joint venture.

53

ITEM 7. MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF 
OPERATIONS 

The following discussion should be read in conjunction with the consolidated financial statements and notes thereto appearing 
elsewhere in this Annual Report on Form 10-K. The historical consolidated financial data discussed below reflects the 
historical results and financial position of KREF. In addition, this discussion and analysis contains forward-looking statements 
and involves numerous risks and uncertainties, including those described under “Cautionary Note Regarding Forward-Looking 
Statements," and Part I, Item 1A. "Risk Factors" in this Annual Report on Form 10-K. Actual results may differ materially from 
those contained in any forward-looking statements.

Introduction

KKR Real Estate Finance Trust Inc. is a real estate finance company that focuses primarily on originating and acquiring senior 
loans secured by CRE assets. We are externally managed by KKR Real Estate Finance Manager LLC, an indirect subsidiary of 
KKR, and are a REIT traded on the NYSE under the symbol “KREF.” We are headquartered in New York City.

We conduct our operations as a REIT for U.S. federal income tax purposes. We generally will not be subject to U.S. federal 
income taxes on our taxable income to the extent that we annually distribute all of our net taxable income to stockholders and 
maintain our qualification as a REIT. We also operate our business in a manner that permits us to avoid registration under the 
Investment Company Act. We are organized as a holding company and conduct our business primarily through our various 
subsidiaries.

2018 Highlights

Operating Results:

•  Net Income Attributable to Common Stockholders of $87.3 million, or $1.58 per basic and diluted share of common 

stock, increased 48% and $0.28, respectively, compared to 2017.

•  Net Core Earnings of $100.0 million, or $1.81 per basic and diluted share of common stock, increased 80% and $0.59 

respectively, compared to 2017.

•  Declared dividends of $1.69 per common share. The fourth quarter dividend of $0.43 per common share produced an 

annualized yield of 8.75% on our December 31, 2018 book value.

Investment Activity:

•  Originated 19 floating-rate senior loans totaling $2.7 billion of commitments, of which $2.4 billion was funded as of 
December 31, 2018. Average loan size increased by $20.1 million to $143.6 million, a 16% increase over 2017.

•  Current portfolio of $4.1 billion is 100% performing and 98% floating-rate with a weighted average LTV of 68% as of 

December 31, 2018. Current portfolio increased 98% over 2017.
Sold four CMBS B-piece investments and recognized a $13.0 million gain.

• 

Portfolio Financing:

• 

• 

Increased our borrowing capacity to $4.1 billion as of December 31, 2018, compared to $1.8 billion as of December 
31, 2017.
Increased our non-mark-to-market financing to $1.8 billion as of December 31, 2018, representing 60% of our total 
asset based financing.

•  Entered into a $1.0 billion non-recourse term loan facility providing non-mark-to-market asset based financing.
Issued a $1.0 billion managed collateralized loan obligation, providing $810.0 million of non-mark-to-market 
• 
portfolio financing.

•  Entered into a $200.0 million asset based financing facility providing non-mark-to-market financing.

Capital Markets Activity:

Issued $143.8 million aggregate principal amount of 6.125% convertible senior notes due May 2023.

• 
•  Completed an underwritten public offering of 5.0 million primary shares of our common stock in August, providing 

$98.3 million in net proceeds. 

•  Completed an underwritten public offering of 4.5 million shares of our common stock, consisting of 0.5 million 
primary shares issued and sold by KREF and 4.0 million secondary shares sold by certain of the Company’s 
shareholders in November, providing $9.4 million in net proceeds to KREF.

•  Repurchased 1,623,482 shares of our common stock for approximately $31.3 million at a weighted average price of 

$19.30 per share.

•  Our book value was $1.1 billion as of December 31, 2018, a 7% increase over 2017.

54

Key Financial Measures and Indicators

As a real estate finance company, we believe the key financial measures and indicators for our business are earnings per share, 
dividends declared, Core Earnings, Net Core Earnings and book value per share.

Earnings Per Share and Dividends Declared

The following table sets forth the calculation of basic and diluted net income per share and dividends declared per share 
(amounts in thousands, except share and per share data):

Net income(A)

Weighted-average number of shares of common stock outstanding

Basic

Diluted

Net income per share, basic

Net income per share, diluted
Dividends declared per share(B)

Three Months
Ended December 31,

Year Ended December 31,

2018

2018

2017

$

$

$

$

19,709

$

87,293

$

58,818

58,178,944

58,253,821

55,136,548

55,171,061

45,320,358

45,321,360

0.34

0.34

0.43

$

$

$

1.58

1.58

1.69

$

$

$

1.30

1.30

1.62

(A)  
(B) 

Represents net income attributable to common stockholders.
During February 2017, we declared a dividend of $0.35 per share of common stock paid on February 3, 2017 to shareholders of record 
on February 3, 2017 related to income generated during the three months ended December 31, 2016.

Core Earnings and Net Core Earnings

We use Core Earnings and Net Core Earnings to evaluate our performance excluding the effects of certain transactions and 
GAAP adjustments we believe are not necessarily indicative of our current loan activity and operations. Core Earnings and Net 
Core Earnings are measures that are not prepared in accordance with GAAP. We define Core Earnings as net income (loss) 
attributable to our stockholders or, without duplication, owners of our subsidiaries, computed in accordance with GAAP, 
including realized losses not otherwise included in GAAP net income (loss) and excluding (i) non-cash equity compensation 
expense, (ii) the incentive compensation payable to our Manager, (iii) depreciation and amortization, (iv) any unrealized gains 
or losses or other similar non-cash items that are included in net income for the applicable reporting period, regardless of 
whether such items are included in other comprehensive income or loss, or in net income, and (v) one-time events pursuant to 
changes in GAAP and certain material non-cash income or expense items after discussions between our Manager and our board 
of directors (and subject to the approval by a majority of our independent directors). The exclusion of depreciation and 
amortization from the calculation of Core Earnings only applies to debt investments related to real estate to the extent we 
foreclose upon the property or properties underlying such debt investments. Net Core Earnings is Core Earnings less incentive 
compensation payable to our Manager. 

We believe providing Core Earnings and Net Core Earnings on a supplemental basis to our net income as determined in 
accordance with GAAP is helpful to stockholders in assessing the overall performance of our business. Core Earnings and Net 
Core Earnings should not be considered as a substitute for GAAP net income. We caution readers that our methodology for 
calculating Core Earnings and Net Core Earnings may differ from the methodologies employed by other REITs to calculate the 
same or similar supplemental performance measures, and as a result, our Core Earnings and Net Core Earnings may not be 
comparable to similar measures presented by other REITs.

We also use Core Earnings to determine the management and incentive fees we pay our Manager. For its services to KREF, our 
Manager is entitled to a quarterly management fee equal to the greater of $62,500 or 0.375% of a weighted average adjusted 
equity and quarterly incentive compensation equal to 20.0% of the excess of (a) the trailing 12-month Core Earnings over (b) 
7.0% of the trailing 12-month weighted average adjusted equity (“Hurdle Rate”), less incentive compensation KREF already 
paid to the Manager with respect to the first three calendar quarters of such trailing 12-month period.  The quarterly incentive 
compensation is calculated and paid in arrears with a three-month lag. During the year ended December 31, 2018, the Company 
incurred $4.8 million of incentive fees payable to the Manager, of which $2.4 million, or $0.04 per share, was related to the 
gain recognized as a result of the April 2018 CMBS sale, see Note 8 to our consolidated financial statements included in this 
Form 10-K.

55

The following tables provide a reconciliation of GAAP net income attributable to common stockholders to Core Earnings and 
Net Core Earnings (amounts in thousands, except share and per share data):

Net Income (Loss) Attributable to Common Stockholders

$

19,709

$

87,293

$

58,818

Three Months
Ended
December 31, 2018

Year Ended December 31,

2018

2017

Adjustments

Non-cash equity compensation expense

Incentive compensation to affiliate

Depreciation and amortization
Unrealized (gains) or losses(A)

Non-cash convertible notes discount amortization
Reversal of previously unrealized gain now realized(B)

Core Earnings(C)

Incentive compensation to affiliate

Net Core Earnings

Weighted average number of shares of common stock outstanding

  Basic

  Diluted

Core Earnings per Diluted Weighted Average Share

Net Core Earnings per Diluted Weighted Average Share

387

1,470

—

1,980

91

—

23,637

1,470

1,973

4,756

—

(1,370)

224

11,900

104,776

4,756

22,167

$

100,020

$

65

—

—

(3,375)

—

—

55,508

—

55,508

58,178,944

58,253,821

55,136,548

55,171,061

0.41

0.38

$

$

1.90

1.81

$

$

45,320,358

45,321,360

1.22

1.22

$

$

$

(A) 

(B) 

(C) 

Includes $1.6 million, $1.6 million and $0.0 million non-cash redemption value adjustment of our Special Non-Voting Preferred Stock for the three 
months ended December 31, 2018, the year ended December 31, 2018, and the year ended December 31, 2017, respectively. 
Includes $5.5 million and $6.4 million of unrealized gains related to the first quarter of 2018 and to prior periods, respectively, that were realized 
during the three months ended June 30, 2018.
Excludes $0.2 million, $1.8 million and $4.0 million, or $0.00, $0.03 and $0.09 per diluted weighted average share outstanding, of net original issue 
discount on CMBS B-Pieces accreted as a component of taxable income during the three months ended December 31, 2018, year ended December 
31, 2018 and 2017, respectively. 

Book Value per Share

We believe that book value per share is helpful to stockholders in evaluating the growth of our company as we have scaled our 
equity capital base and continue to invest in our target assets. The following table calculates our book value per share of 
common stock (amounts in thousands, except share and per share data):

KKR Real Estate Finance Trust Inc. stockholders' equity

Shares of common stock issued and outstanding at period end

Book value per share of common stock

December 31, 2018

December 31, 2017

$

$

1,132,342

57,596,217

19.66

$

$

1,059,145

53,685,440

19.73

Book value per share includes the impact of a $1.9 million non-cash redemption value adjustment to our redeemable Special 
Non-Voting Preferred Stock (“SNVPS”) and the initial value of the SNVPS of $0.9 million (collectively referred to as “SNVPS 
Cumulative Impact”), which reduced our book value per share by $0.05 as of December 31, 2018. Upon redemption of the 
SNVPS, our book value will increase as a result of a one-time gain, thus substantially eliminating the SNVPS Cumulative 
Impact on our book value. See Note 9 —Equity, to our consolidated financial statements included in this Form 10-K, for 
detailed discussion of the SNVPS.

56

Our Portfolio

We have established a portfolio of diversified investments, consisting of performing senior loans, mezzanine loans and CMBS 
B-Pieces, which had a value of $4,133.5 million as of December 31, 2018. 

As we continue to scale our portfolio, we expect that our originations will continue to be heavily weighted toward floating-rate 
loans. As of December 31, 2018, 99% of our loans by total loan exposure earned a floating rate of interest. We expect the 
majority of our future investment activity to focus on originating floating-rate senior loans that we finance with our repurchase 
and other term financing facilities, with a secondary focus on originating floating-rate loans for which we syndicate a senior 
position and retain a subordinated interest for our portfolio. As of December 31, 2018, our portfolio had experienced no 
impairments and did not contain any legacy assets that were originated prior to October 2014. As of December 31, 2018, all of 
our investments were located in the United States. The following charts illustrate the diversification of our portfolio, based on 
type of investment, interest rate, underlying property type and geographic location, as of December 31, 2018: 

Investment Type

Interest Rate Type

Property Type(A)

CMBS
1%

Mezz
1%

Senior Loans
98%

Geography(A)

Other
19%

PA
5%

MN
6%

WA
8%

CA
9%

GA
11%

NY
30%

FL
11%

Fixed
2%

Floating
98%

Vintage(A)

2015
3%

2014
<1%

2016
9%

2017
27%

2018
60%

Industrial
3%

Retail
3%

Hospitality
4%

Condo 
(Residential)
4%

Office
44%

Multifamily
42%

LTV(B)

0-60%
9%

75-80%
16%

70-75%
31%

60-65%
20%

65-70%
24%

The charts above are based on total assets. Total assets reflect (i) the principal amount of our senior and mezzanine loans; and (ii) the cost basis of our CMBS 
B-Pieces, net of VIE liabilities. In accordance with GAAP, we carry our CMBS B-Piece investments at fair value. In April 2018, we sold our controlling 
beneficial interest in four of our five CMBS trusts for net proceeds of $112.7 million. During the year ended December 31, 2018, we had a $2.6 million 
unrealized loss on the remaining CMBS investment. 

(A) 

Excludes CMBS B-Pieces. Our CMBS B-Piece portfolio diversification is as follows and is inclusive of our $29.6 million investment in RECOP: 

• 

• 

Property Type:  Office (28.4%), Retail (24.8%) Hospitality (15.3%), and Other (31.5%). As of December 31, 2018, no other individual 
property type comprised more than 10% of our total CMBS B Piece portfolio.

Geography:  California (23.0%), New York (12.5%)  Texas (8.5%) and Other (56.0%). As of December 31, 2018, no other individual 
geography comprised more than 5% of our total CMBS B Piece portfolio.

• 

Vintage:  2015 (19.6%), 2016 (10.2%), and 2017 (70.2%).

(B) 

LTV is generally based on the initial loan amount divided by the as-is appraised value as of the date the loan was originated.

57

The following table details our quarterly loan activity (dollars in thousands): 

Loan originations
Loan fundings(A)
Loan repayments(B)

Net fundings

Loan participations sold

Non-consolidated senior interest

Three Months Ended

Year Ended

March 31,
2018

June 30, 2018

September 30,
2018

December 31,
2018

December 31,
2018

December 31,
2017

$

$

$

$

411,425

421,056

(35,000)

386,056

—

—

728,713

590,441

(14,503)

575,938

—

—

$

$

680,500

698,047

$

$

907,982

855,369

$

$

2,728,620

2,564,913

$

$

1,476,075

1,294,700

(281,436)

416,611

(110,840)

744,529

(441,779)

(68,015)

2,123,134

1,226,685

—

—

—

—

—

—

(81,472)

(60,991)

Total activity

$

386,056

$

575,938

$

416,611

$

744,529

$

2,123,134

$

1,084,222

(A) 
(B) 

Includes initial funding of new loans and additional fundings made under existing loans. Excludes fundings on loan participations sold.
Includes 100.0% of the proceeds from the repayment of one of the mezannine loans held within our commercial mezzanine loan joint venture during 
the year ended December 31, 2018.

The following table details overall statistics for our loan portfolio as of December 31, 2018 (dollars in thousands): 

Balance Sheet 
Portfolio

Total Loan
Portfolio

Floating Rate Loans

Fixed Rate Loans

Total Loan Exposure(A)

Number of loans

Principal balance

Carrying value
Unfunded loan commitments(B)
Weighted-average cash coupon(C)
Weighted-average all-in yield(C)
Weighted-average maximum maturity (years)(D)
LTV(E)

$

$

$

41

4,026,713

4,001,820

419,485

$

$

$

41

4,093,868

4,068,975

419,485

$

$

$

6.0%

6.5%

3.7

68%

6.0%

6.5%

3.7

69%

35

4,067,638

4,042,745

419,485

$

$

$

L + 3.5%

L + 3.9%

3.7

68%

6

26,230

26,230

—

10.6%

11.4%

5.2

72%

(A)  

(B)  

(C)  

(D)  

(E)  

In certain instances, we finance our loans through the non-recourse sale of a senior interest that is not included in our condensed consolidated 
financial statements. Total loan exposure includes the entire loan we originated and financed, including $67.2 million of such non-consolidated 
interests that are not included within our balance sheet portfolio.
Unfunded commitments will primarily be funded to finance property improvements or lease-related expenditures by the borrowers. These future 
commitments will be funded over the term of each loan, subject in certain cases to an expiration date.
As of December 31, 2018, 100.0% of floating rate loans by principal balance are indexed to one-month USD LIBOR. In addition to cash 
coupon, all-in yield includes the amortization of deferred origination fees, loan origination costs and purchase discounts. Cash coupon and all-
in yield for the total portfolio assume applicable floating benchmark rates as of December 31, 2018. L = one-month USD LIBOR rate; spot rate of 
2.50% included in portfolio-wide averages represented as fixed rates. 
Maximum maturity assumes all extension options are exercised by the borrower; however, our loans may be repaid prior to such date. As of 
December 31, 2018, based on total loan exposure, 75.7% of our loans were subject to yield maintenance or other prepayment restrictions and 24.3% 
were open to repayment by the borrower without penalty. 
Based on LTV as of the dates loans were originated or acquired by us.

58

The table below sets forth additional information relating to our portfolio as of December 31, 2018 (dollars in millions): 

Investment(A)

Senior Loans(G)

Investment 
Date

Committed 
Principal 
Amount

Current 
Principal 
Amount

Net 
Equity(B)

Location

Property 
Type

Coupon(C)(D)

Max 
Remaining 
Term 
(Years)(C)(E)

LTV(C)(F)

1 Senior Loan

2 Senior Loan

3 Senior Loan

4 Senior Loan

5 Senior Loan

6 Senior Loan

7 Senior Loan

8 Senior Loan

9 Senior Loan

10 Senior Loan

11 Senior Loan

12 Senior Loan

13 Senior Loan

14 Senior Loan

15 Senior Loan

16 Senior Loan

17 Senior Loan

18 Senior Loan

19 Senior Loan

20 Senior Loan

21 Senior Loan

22 Senior Loan

23 Senior Loan

24 Senior Loan

25 Senior Loan

26 Senior Loan

27 Senior Loan

28 Senior Loan

29 Senior Loan

30 Senior Loan

31 Senior Loan

32 Senior Loan

33 Senior Loan

34 Senior Loan

5/9/2018

$

350.0

$

255.2

$

151.5

Queens, NY

Office

   L + 3.3%

7/31/2018

8/4/2017

12/20/2018

5/23/2018

11/13/2017

9/13/2018

9/9/2016

6/19/2018

12/5/2018

4/11/2017

10/26/2015

10/23/2017

11/9/2018

11/7/2018

3/30/2017

8/15/2017

9/14/2016

11/20/2018

9/7/2018

3/8/2018

3/29/2018

2/28/2017

8/4/2017

3/20/2018

3/28/2018

10/30/2018

1/16/2018

7/21/2017

10/7/2016

7/24/2018

5/12/2017

5/19/2016

10/9/2018

341.0

239.2

234.5

213.7

181.8

172.0

168.0

165.0

163.0

162.1

155.0

150.0

150.0

135.0

132.3

119.0

103.5

103.5

93.0

89.0

86.0

85.9

81.0

80.7

80.0

77.0

75.5

75.1

74.5

74.5

61.9

55.0

45.0

335.5

170.7

182.2

195.4

159.2

162.1

159.5

143.1

148.0

140.8

125.0

147.8

140.0

122.0

116.5

99.8

96.8

81.8

93.0

87.1

86.0

82.9

81.0

80.7

71.1

77.0

70.3

62.3

73.2

69.3

56.3

53.9

42.0

82.0

Atlanta, GA /
Tampa, FL

59.4

New York, NY

Multifamily

L + 3.2

Condo
(Residential)

L + 4.8

43.2

New York, NY

Multifamily

L + 3.6

32.3

Boston, MA

Office

41.1 Minneapolis, MN

Office

36.5

Seattle, WA

41.7

San Diego, CA

Office

Office

26.4

Philadelphia, PA

Office

L + 2.4

L + 3.8

L + 3.7

L + 4.2

L + 2.5

20.6

New York, NY

Multifamily

L + 2.6

40.7

Irvine, CA

49.4

Portland, OR

Office

Retail

L + 3.9

L + 5.5

39.7

North Bergen, NJ

Multifamily

L + 4.3

Hospitality

L + 2.9

Multifamily

L + 2.9

27.3

52.7

Fort Lauderdale,
FL
West Palm Beach,
FL

35.2

Brooklyn, NY

13.8

Atlanta, GA

Office

Office

23.8

Crystal City, VA

Office

L + 4.4

L + 3.0

L + 4.5

20.9

San Diego, CA

Multifamily

L + 3.2

58.5

Seattle, WA

Multifamily

L + 2.6

14.4 Westbury, NY

Multifamily

L + 3.1

14.1

New York, NY

Multifamily

L + 2.6

15.7

Denver, CO

Multifamily

L + 3.8

17.3

Denver, CO

Multifamily

L + 4.0

18.6

Seattle, WA

Office

L + 3.6

12.0

Orlando, FL

Multifamily

L + 2.8

12.5

Philadelphia, PA

Multifamily

L + 2.7

14.9

St Paul, MN

Office

13.5

Queens, NY

Industrial

L + 3.6

L + 3.7

15.8

New York, NY

Multifamily

L + 4.4

34.8

Atlanta, GA

Industrial

14.2

Atlanta, GA

12.0

Nashville, TN

Office

Office

L + 2.7

L + 4.0

L + 4.3

7.8

Queens, NY

Multifamily

L + 2.8

Total/Weighted Average Senior Loans 
Unlevered

Mezzanine Loans

$

4,572.7

$

4,067.6

$

1,114.4

   L + 3.5%

1-6 Other Mezzanine Loans

Various(H)

26.2

26.2

26.2

Various

Various

10.6

Total/Weighted Average Mezzanine Loans 
Unlevered

$

26.2

$

26.2

$

26.2

CMBS B-Pieces

1 CMBS B-Piece

2 CMBS B-Piece

3 RECOP(I)

2/10/2016

$

— $

— $

5/21/2015

2/13/2017

34.9

40.0

34.9

29.6

6.9

3.1

Various

Various

29.6

Various

Various

Various

Various

Total/Weighted Average CMBS B-Pieces 
Unlevered

$

74.9

$

64.6

$

39.6

10.6%

1.4%

3.0

4.6

3.9%

59

4.4

4.6

1.6

5.0

4.4

3.9

4.8

2.8

4.5

4.9

3.3

1.8

3.8

4.9

4.9

3.3

3.7

2.8

4.9

4.7

4.3

4.3

3.2

3.6

4.3

4.3

4.9

4.1

3.6

2.8

4.6

3.4

3.0

4.9

4.0

6.4

6.4

7.3

6.6

9.9

9.2

71 %

75

62

70

69

75

65

71

71

67

62

61

57

62

73

68

66

59

74

79

69

48

75

73

65

70

73

73

72

68

74

71

70

70

68%

72

72%

64 %

65

58

60%

 * 
(A) 
(B) 

(C) 

(D) 
(E) 
(F) 

(G) 

(H) 
(I) 

Numbers presented may not foot due to rounding.
Our total portfolio represents the current principal amount on senior and mezzanine loans and the net equity of our CMBS B-Piece investments. 
Net equity reflects (i) the amortized cost basis of our loans, net of borrowings; (ii) the cost basis of our CMBS B-Pieces, net of VIE liabilities; and (iii) the cost basis of 
our investment in RECOP.
Weighted average is weighted by current principal amount for our senior and mezzanine loans and by net equity for our CMBS B-Pieces. Weighted average coupon 
calculation includes one-month USD LIBOR for floating-rate mezzanine loans. 
L = one-month USD LIBOR rate; spot rate of 2.50% included in portfolio-wide averages represented as fixed rates. 
Max remaining term (years) assumes all extension options are exercised, if applicable. 
For senior loans, loan-to-value ratio ("LTV") is based on the initial loan amount divided by the as-is appraised value as of the date the loan was originated; for Senior 
Loan 3, LTV is based on the current principal amount divided by the adjusted appraised gross sellout value net of sales cost; for Senior Loan 4, LTV is based on the initial 
loan amount divided by the appraised bulk sale value assuming a condo-conversion and no renovation; for mezzanine loans, LTV is based on the current balance of the 
whole loan dividend by the as-is appraised value as of the date the loan was originated; for CMBS B-Pieces, LTV is based on the weighted average LTV of the 
underlying loan pool at issuance. 
Senior loans include senior mortgages and similar credit quality investments, including junior participations in our originated senior loans for which we have syndicated 
the senior participations and retained the junior participations for our portfolio. 
Includes investments ranging from December 8, 2014 through November 30, 2015.
Represents our investment in an aggregator vehicle alongside RECOP that invests in CMBS. Committed principal represents our total commitment to the aggregator 
vehicle whereas current principal represents the current funded amount.

Portfolio Surveillance and Credit Quality

Senior and Mezzanine Loans 

Our Manager actively manages our portfolio and assesses the risk of any loan impairment by quarterly evaluating the 
performance of the underlying property, the valuation of comparable assets as well as the financial wherewithal of the 
associated borrower. Our loan documents generally give us the right to receive regular property, borrower and guarantor 
financial statements; approve annual budgets and tenant leases; and enforce loan covenants and remedies. In addition, our 
Manager evaluates the macroeconomic environment, prevailing real estate fundamentals and micro-market dynamics where the 
underlying property is located. Through site inspections, local market experts and various data sources, as part of its risk 
assessment, our Manager monitors criteria such as new supply and tenant demand, market occupancy and rental rate trends, and 
capitalization rates and valuation trends.

In addition to ongoing asset management, our Manager performs a quarterly review of our portfolio whereby each loan is 
assigned a risk rating of 1 through 5, from lowest risk to highest risk. Our Manager is responsible for reviewing, assigning and 
updating the risk ratings for each loan on a quarterly basis. The risk ratings are based on many factors, including, but not 
limited to, underlying real estate performance and asset value, values of comparable properties, durability and quality of 
property cash flows, sponsor experience and financial wherewithal, and the existence of a risk-mitigating loan structure. 
Additional key considerations include LTVs, debt service coverage ratios, real estate and credit market dynamics, and risk of 
default or principal loss. Based on a five-point scale, our loans are rated "1" through "5," from less risk to greater risk, which 
ratings are defined as follows:

1—Very Low Risk—The underlying property performance has surpassed underwritten expectations, and the sponsor’s 
business plan is generally complete. The property demonstrates stabilized occupancy and/or rental rates resulting in 
strong current cash flow and/or a very low LTV (<65%). At the level of performance, it is very likely that the 
underlying loan can be refinanced easily in the period’s prevailing capital market conditions.

2—Low Risk—The underlying property performance has matched or exceeded underwritten expectations, and the 
sponsor’s business plan may be ahead of schedule or has achieved some or many of the major milestones from a risk 
mitigation perspective. The property has achieved improving occupancy at market rents, resulting in sufficient current 
cash flow and/or a low LTV (65%-70%). Operating trends are favorable, and the underlying loan can be refinanced in 
today’s prevailing capital market conditions. The sponsor/manager is well capitalized or has demonstrated a history of 
success in owning or operating similar real estate.

3—Average Risk—The underlying property performance is in-line with underwritten expectations, or the sponsor may 
be in the early stages of executing its business plan. Current cash flow supports debt service payments, or there is an 
ample interest reserve or loan structure in place to provide the sponsor time to execute the value-improvement plan. 
The property exhibits a moderate LTV (<75%). Loan structure appropriately mitigates additional risks. The sponsor/
manager has a stable credit history and experience owning or operating similar real estate.

4—High Risk/Potential for Loss: A loan that has a risk of realizing a principal loss. The underlying property 
performance is behind underwritten expectations, or the sponsor is behind schedule in executing its business plan. The 
underlying market fundamentals may have deteriorated, comparable property valuations may be declining or property 
occupancy has been volatile, resulting in current cash flow that may not support debt service payments. The loan 

60

1

2

3

4

5

1

2

3

4

5

exhibits a high LTV (>80%), and the loan covenants are unlikely to fully mitigate some risks. Interest payments may 
come from an interest reserve or sponsor equity.

5—Impaired/Loss Likely: A loan that has a very high risk of realizing a principal loss or has otherwise incurred a 
principal loss. The underlying property performance is significantly behind underwritten expectations, the sponsor has 
failed to execute its business plan and/or the sponsor has missed interest payments. The market fundamentals have 
deteriorated, or property performance has unexpectedly declined or valuations for comparable properties have declined 
meaningfully since loan origination. Current cash flow does not support debt service payments. With the current 
capital structure, the sponsor might not be incentivized to protect its equity without a restructuring of the loan. The 
loan exhibits a very high LTV (>90%), and default may be imminent.

(dollars in thousands)

Risk Rating

Number of Loans

December 31, 2018

Net Book Value

Total Loan Exposure(A)

— $

— $

(dollars in thousands)

Risk Rating

Number of Loans

September 30, 2018

Net Book Value

Total Loan Exposure(A)

— $

— $

$

4,001,820

$

4,093,868

8

33

—

—

41

8

27

—

—

35

466,742

3,535,078

—

—

446,525

2,815,353

—

—

—

468,860

3,625,008

—

—

—

448,821

2,899,972

—

—

$

3,261,878

$

3,348,793

(A) 

In certain instances, we finance our loans through the non-recourse sale of a senior interest that is not included in our condensed consolidated 
financial statements. Total loan exposure includes the entire loan we originated and financed, including $67.2 million and $66.6 million of such non-
consolidated interests as of December 31, 2018 and September 30, 2018, respectively.

As of December 31, 2018, the average risk rating of KREF's portfolio was 2.9 (Average Risk), weighted by investment carrying 
value, with 100% of commercial mortgage loans held-for-investment, rated 3 (Average Risk) or better by our Manager as 
compared to 2.9 (Average Risk) as of December 31, 2017. As of December 31, 2018, September 30, 2018 and December 31, 
2017, no investments were rated 5 (Impaired/Loss Likely). 

CMBS B-Piece Investments 

Our Manager has processes and procedures in place to monitor and assess the credit quality of our CMBS B-Piece investments 
and promote the regular and active management of these investments. This includes reviewing the performance of the real 
estate assets underlying the loans that collateralize the investments and determining the impact of such performance on the 
credit and return profile of the investments. Our Manager holds monthly surveillance calls with the special servicer of our 
CMBS B-Piece investments to monitor the performance of our portfolio and discuss issues associated with the loans underlying 
our CMBS B-Piece investments. At each meeting, our Manager is provided with a due diligence submission for each loan 
underlying our CMBS B-Piece investments, which includes both property- and loan-level information. These meetings assist 
our Manager in monitoring our portfolio, identifying any potential loan issues, determining if a re-underwriting of any loan is 
warranted and examining the timing and severity of any potential losses or impairments.

Valuations for our CMBS B-Piece investments are prepared using inputs from an independent valuation firm and confirmed by 
our Manager via quotes from two or more broker-dealers that actively make markets in CMBS. As part of the quarterly 
valuation process, our Manager also reviews pricing indications for comparable CMBS and monitors the credit metrics of the 
loans that collateralize our CMBS B-Piece investments.

As of December 31, 2018, one underlying loan representing 1.89% of one of the CMBS pools was delinquent greater than 60 
days.

61

Portfolio Financing

Our portfolio financing arrangements include master repurchase agreements, asset specific financing, term loan financing, 
revolving credit agreements, collateralized loan obligations, loan participations sold and non-consolidated senior interests.

In 2018, the Company significantly diversified its financing sources, especially those sources that provide non-mark-to-market 
financing, reducing our exposure to market volatility. Our non-mark-to-market financing as of December 31, 2018 represented 
60% of our portfolio financing based on outstanding principal balance, primarily as a result of our asset based financing, term 
loan facility and collateralized loan obligations.

The following table summarizes our portfolio financing (dollars in thousands):

Master repurchase agreements

Asset specific financing

Term loan financing

Revolving credit agreements

Collateralized loan obligations

Loan participations sold

Non-consolidated senior interests

Total portfolio financing

Secured Financing Agreements

Portfolio Financing Outstanding Principal Balance

December 31, 2018

December 31, 2017

1,157,261

$

964,800

60,000

748,414

—

810,000

85,880

67,155

2,928,710

$

—

—

—

—

82,000

62,952

1,109,752

$

$

The following table details our secured financing agreements (dollars in thousands):

Lender

Master Repurchase Agreements

Wells Fargo

Goldman Sachs
Morgan Stanley(D)

Asset Specific Financing

BMO Facility

Term Loan Facility

Maximum
Facility Size(A)

Collateral
Assets(B)

Secured Financing Borrowings

Potential(C)

Outstanding

Available

December 31, 2018

$

$

1,000,000

$

735,750

$

551,812

$

512,298

$

400,000

600,000

200,000

1,000,000

465,764

448,444

81,779

941,905

354,110

310,090

65,423

782,051

342,368

302,595

60,000

748,414

3,200,000

$

2,673,642

$

2,063,486

$

1,965,675

$

39,514

11,742

7,495

5,423

33,637

97,811

(A)  

(B)  
(C)  

(D) 

Maximum facility size represents the largest amount of borrowings available under a given facility once sufficient collateral assets have been 
approved by the lender and pledged by us.
Represents the principal balance of the collateral assets.
Potential borrowings represents the total amount we could draw under each facility based on collateral already approved and pledged. When 
undrawn, these amounts are available to us under the terms of each credit facility.
The maximum facility size can be further increased to $750.0 million upon our request and subject to customary conditions. 

Master Repurchase Agreements

Currently, our primary source of financing is our master repurchase facilities, which we use to finance the origination of senior 
loans. After a mortgage asset is identified by us, the lender agrees to advance a certain percentage of the face value of the 
mortgage to us in exchange for a secured interest in the mortgage.

Repurchase agreements effectively allow us to borrow against loans, participations and securities that we own in an amount 
generally equal to (i) the market value of such loans, participations and/or securities multiplied by (ii) the applicable advance 
rate. Under these agreements, we sell our loans, participations and securities to a counterparty and agree to repurchase the same 
loans and securities from the counterparty at a price equal to the original sales price plus an interest factor. The transaction is 

62

treated as a secured loan from the financial institution for GAAP purposes. During the term of a repurchase agreement, we 
receive the principal and interest on the related loans, participations and securities and pay interest to the lender under the 
master repurchase agreement. At any point in time, the amounts and the cost of our repurchase borrowings will be based upon 
the assets being financed—higher risk assets will result in lower advance rates (i.e., levels of leverage) at higher borrowing 
costs and vice versa. In addition, these facilities include various financial covenants and limited recourse guarantees, including 
those described below.

Each of our existing master repurchase facilities includes "credit mark" features. "Credit mark" provisions in repurchase 
facilities are designed to keep the lenders' credit exposure constant as a percentage of the underlying collateral value of the 
assets pledged as security to them. If the underlying collateral value decreases, the gross amount of leverage available to us will 
be reduced as our assets are marked to market, which would reduce our liquidity. The lender under the applicable repurchase 
facility sets the valuation and any revaluation of the collateral assets in its sole, good faith discretion. As a contractual matter, 
the lender has the right to reset the value of the assets at any time based on then-current market conditions, but the market 
convention is to reassess valuations on a monthly, quarterly and annual basis using the financial information delivered pursuant 
to the facility documentation regarding the real property, borrower and guarantor under such underlying loans. Generally, if the 
lender determines (subject to certain conditions) that the market value of the collateral in a repurchase transaction has decreased 
by more than a defined minimum amount, the lender may require us to provide additional collateral or lead to margin calls that 
may require us to repay all or a portion of the funds advanced. We closely monitor our liquidity and intend to maintain 
sufficient liquidity on our balance sheet in order to meet any margin calls in the event of any significant decreases in asset 
values. As of December 31, 2018 and December 31, 2017, the weighted average haircut under our repurchase agreements was 
25.8% and 32.9%, respectively (or 23.4% and 27.3%, respectively, if we had borrowed the maximum amount approved by its 
repurchase agreement counterparties as of such dates). In addition, our existing master repurchase facilities are not entirely 
term-matched financings and may mature before our CRE debt investments that represent underlying collateral to those 
financings. As we negotiate renewals and extensions of these liabilities, we may experience lower advance rates and higher 
pricing under the renewed or extended agreements.

Asset Specific Financing

In August 2018, KREF entered into a $200.0 million loan financing facility with BMO Harris Bank (“BMO Facility”). The 
facility provides asset-based financing on a non-mark-to-market basis with matched-term up to five years with partial recourse 
to KREF. As of December 31, 2018, there was $60.0 million outstanding on this facility. In connection with this facility, and in 
consideration for structuring and sourcing this arrangement, KREF will pay KKR Capital Markets ("KCM"), an affiliate of the 
Manager, a structuring fee equal to 0.35% of the respective committed loan advances under the agreement.

Term Loan Financing

In connection with our efforts to diversify our financing sources, further expand our non-mark-to-market borrowing base and 
reduce our exposure to market volatility, we entered into a term loan financing agreement in April 2018 with third party lenders 
for an initial borrowing capacity of $200.0 million that was increased to $1,000.0 million as of December 31, 2018 (“Term 
Loan Facility”). The facility provides us with asset-based financing on a non-mark-to-market basis with matched term up to 
five years and is non-recourse to the Company.  Borrowings under the facility are collateralized by senior loans, held-for-
investment, and bear interest equal to one-month LIBOR plus a margin. As of December 31, 2018, the weighted average 
margin and interest rate on the facility were 1.4% and 3.9%, respectively. KREF will pay KCM a structuring fee equal 
to 0.75% of the respective committed loan advances.

 The following table summarizes our borrowings under the Term Loan Facility (dollars in thousands):

Term Loan Facility

Count

Outstanding Face 
Amount

Carrying Value

Wtd. Avg. Yield/
Cost(A)

Guarantee(B)

Wtd. Avg. Term(C)

Collateral assets

Financing provided

10

n.a.

$

941,905

$

748,414

933,179

742,959

L + 3.1%

L + 1.8%

n.a.

n.a.

August 2023

August 2023

December 31, 2018

(A)  

(B) 
(C) 

Floating rate loans and related liabilities are indexed to one-month LIBOR. The Company's net interest rate exposure is in direct proportion to its 
interest in the net assets indexed to that rate. In addition to cash coupon, yield/cost includes the amortization of deferred origination/financing costs.
Financing under the Term Loan Facility is non-recourse to the Company.
The weighted-average term is determined using the maximum maturity date of the corresponding loans, assuming all extension options are 
exercised by the borrower.

63

Revolving Credit Agreement

In December 2018, the Company entered into a $100.0 million unsecured corporate revolving credit facility (“Revolver”) 
administered by Morgan Stanley Senior Funding, Inc. (“Morgan Stanley Senior Funding”). We may use our Revolver as a 
source of financing, which is designed to provide short-term liquidity to purchase loans or other eligible assets, pay operating 
expenses, and borrow amounts for general corporate purposes. Borrowings under the Revolver are full recourse to certain 
guarantor wholly-owned subsidiaries of the Company. Borrowings under the Revolver bear interest at a per annum rate equal to 
the sum of (i) a floating rate index and (ii) a fixed margin. There were no borrowings outstanding under the Revolver as of 
December 31, 2018.

Collateralized Loan Obligations 

In November 2018, the Company financed a pool of loan participations (“Loan Participations”) from our existing loan portfolio 
through a managed collateralized loan obligation ("CLO" or "KREF 2018-FL1"). The CLO provides the Company with match-
term financing on a non-mark-to-market and non-recourse basis. The CLO has a two-year reinvestment feature that allows 
principal proceeds of the collateral assets to be reinvested in qualifying replacement assets, subject to the satisfaction of certain 
conditions set forth in the indenture. 

The following table outlines KREF 2018-FL1 collateral assets and respective borrowing as of December 31, 2018.

Collateralized Loan Obligation
Collateral assets(A)

Financing provided

December 31, 2018

Count

Face Amount

  Carrying Value

Wtd. Avg.
Yield/Cost(B)

  Wtd. Avg. Term(C)

24

1

$

1,000,000   $

1,000,000  

L + 3.5%

  December 2022

810,000  

800,346  

L + 1.8%

June 2036

(A) 

(B) 
(C) 

Represents 24.8% of the face amount of the Company's senior loans as of December 31, 2018. As of December 31, 2018, 100% of the Company's 
loans financed through the CLO are floating rate loans.
Yield is based on cash coupon. Financing cost includes amortization of deferred financing costs incurred in connection with the CLO.
Loan term represents weighted-average final maturity, assuming extension options are exercised by the borrower. Repayments of CLO notes are 
dependent on timing of related collateral loan asset repayments post reinvestment period. The term of the CLO notes represents the rated final 
distribution date. 

Loan Participations Sold

In connection with our investments in senior loans, we finance certain investments through the syndication of a non-recourse, 
or limited-recourse, loan participation to an unaffiliated third party. Our presentation of the senior loan and related financing 
involved in the syndication depends upon whether GAAP recognized the transaction as a sale, though such differences in 
presentation do not generally impact our net stockholders’ equity or net income aside from timing differences in the recognition 
of certain transaction costs.

To the extent that GAAP recognizes a sale resulting from the syndication, we derecognize the participation in the senior loan 
that we sold and continue to carry the retained portion of the loan as an investment. While we do not generally expect to 
recognize a material gain or loss on these sales, we would realize a gain or loss in an amount equal to the difference between 
the net proceeds received from the third party purchaser and our carrying value of the loan participation we sold at time of sale.  
Furthermore, we recognize interest income only on the portion of the senior loan that we retain as a result of the sale.

To the extent that GAAP does not recognize a sale resulting from the syndication, we do not derecognize the participation in the 
senior loan that we sold. Instead, we recognize a loan participation sold liability in an amount equal to the principal of the loan 
participation syndicated less any unamortized discounts or financing costs resulting from the syndication.  We continue to 
recognize interest income on the entire senior loan, including the interest attributable to the loan participation sold, as well as 
interest expense on the loan participation sold liability.

64

 
 
 
 
The following table details our loan participations sold (dollars in thousands):

Loan Participations Sold

Total loan
Senior participation(C)

December 31, 2018

Count

1

1

Principal 
Balance

Carrying 
Value

Yield/Cost(A)

Guarantee(B)

Term

$

99,757

$

85,880

99,368

85,465

L + 3.0%

L + 1.8%

n.a.

n.a.

September 2022

September 2022

(A)  

(B) 

(C) 

Our floating rate loans and related liabilities were indexed to one-month LIBOR. Our net interest rate exposure is in direct proportion to our net 
assets.
As of December 31, 2018, our loan participation sold was subject to partial recourse of $10.0 million, which amount may be reduced to zero upon 
achievement of certain property performance metrics.
During the year ended December 31, 2018, we recorded $3.3 million of interest income and $3.3 million of interest expense related to the loan 
participation we sold, but continue to consolidate under GAAP.

Non-Consolidated Senior Interests

In certain instances, we finance our loans through the non-recourse sale of a senior loan interest that is not included in our 
condensed consolidated financial statements. These non-consolidated senior interests provide structural leverage for our net 
investments, which are reflected in the form of mezzanine loans or other subordinate interests on our balance sheets and in our 
statements of income. 

The following table details the subordinate interests retained on our balance sheet and the related non-consolidated senior 
interests as of December 31, 2018 (dollars in thousands):

Non-Consolidated Senior Interests

Total loan

Senior participation

Count

1

1

Principal 
Balance

Carrying 
Value

$

82,905

67,155

n.a.

n.a.

Yield/Cost(A)

Guarantee

L + 3.8%

L + 2.1%

n.a.

n.a.

Term

March 2022

March 2022

December 31, 2018

(A)  

Our floating rate loans and related liabilities were indexed to one-month LIBOR. Our net interest rate exposure is in direct proportion to our net 
assets. 

Convertible Notes

We may issue convertible debt to take advantage of favorable market conditions. In May 2018, we issued $143.75 million of 
6.125% Convertible Notes due on May 15, 2023. The Notes bear interest at a rate of 6.125% per year, payable semi-annually in 
arrears on May 15 and November 15 of each year, beginning on November 15, 2018. The Convertible Notes mature on May 15, 
2023, unless earlier repurchased or converted. Refer to Notes 2 and 6 to our consolidated financial statements for additional 
discussion of our Convertible Notes.

Borrowing Activities

The following tables provide additional information regarding our borrowings (dollars in thousands):

Wells Fargo

Goldman Sachs

Morgan Stanley

BMO Facility

Revolver

Term Loan Facility

Total/Weighted Average

Outstanding Face 
Amount at 
December 31, 2018

Average Daily 
Amount 
Outstanding(A)

512,298

$

605,034

$

342,368

302,595

60,000

—

748,414

1,965,675

$

182,535

455,533

63,036

—

528,871

1,639,377

$

$

Year Ended

December 31, 2018

Maximum Amount 
Outstanding

Weighted Average 
Daily Interest Rate

791,297

342,368

564,525

115,040

—

782,483

3.9%

4.1

4.2

3.9

—

3.6

3.9%

(A)  

Represents the average for the period the debt was outstanding.

65

Wells Fargo

Goldman Sachs

Morgan Stanley

BMO Facility

Barclays

Revolver

Term Loan Facility

Average Daily Amount Outstanding(A)

Three Months Ended

December 31, 2018

September 30, 2018

June 30, 2018

March 31, 2018

$

676,384

$

639,568

$

599,425

$

263,936

446,823

63,036

—

—

235,135

429,275

—

—

—

160,091

498,467

—

—

—

681,673

550,307

325,961

502,467

68,250

447,869

—

—

—

—

(A)  

Represents the average for the period the debt was outstanding.

Covenants—Each of our repurchase facilities contains customary terms and conditions for repurchase facilities of this type, 
including, but not limited to, negative covenants relating to restrictions on our operations with respect to our status as a REIT, 
and financial covenants, such as:

• 
• 

• 
• 

an interest income to interest expense ratio covenant (1.5 to 1.0); 
a minimum consolidated tangible net worth covenant (75.0% of the aggregate net cash proceeds of any equity 
issuances made and any capital contributions received by us and KKR Real Estate Finance Holdings L.P. (our 
"Operating Partnership") or approximately $800.0 million; 
a cash liquidity covenant (the greater of $10.0 million or 5.0% of our recourse indebtedness);
a total indebtedness covenant (75.0% of our total assets, net of VIE liabilities);

As of December 31, 2018, we were in compliance with the covenants of our repurchase facilities. 

Guarantees—In connection with each master repurchase agreement, our Operating Partnership has entered into a limited 
guarantee in favor of each lender, under which our Operating Partnership guarantees the obligations of the borrower under the 
respective master repurchase agreement (i) in the case of certain defaults, up to a maximum liability of 25.0% of the then-
outstanding repurchase price of the eligible loans, participations or securities, as applicable, or (ii) up to a maximum liability of 
100.0% in the case of certain "bad boy" defaults. The borrower in each case is a special purpose subsidiary of the Company. 
With respect to our secured revolving credit facility, the amounts borrowed are full recourse to us.

66

Results of Operations

The following table summarizes the changes in our results of operations for the year ended December 31, 2018, 2017 and 2016 
(dollars in thousands, except per share data): 

Net Interest Income

Interest income

Interest expense

Total net interest income

Other Income

For the Year Ended
December 31,

Increase (Decrease)

For the Year Ended
December 31,

Increase (Decrease)

2018

2017

Dollars

Percentage

2017

2016

Dollars

Percentage

$

183,575

$

83,145

$

100,430

120.8 % $

83,145

$

32,659

$

50,486

154.6 %

85,017

98,558

21,224

61,921

63,793

36,637

300.6

59.2

21,224

61,921

7,432

25,227

13,792

36,694

185.6

145.5

Realized gain on sale of investments

13,000

—

13,000

100.0

—

285

(285)

(100.0)

Change in net assets related to CMBS consolidated
variable interest entities

Income from equity method investments

Other income

2,588

3,065

1,440

Total other income (loss)

20,093

17,688

15,845

(13,257)

875

968

4,936

13,492

—

2,190

472

2,405

2,876

2,854

4,756

(83.7)

250.3

48.8

13.6

58.3

21.2

100.0

56.9

18,428

10,486

61,181

1,102

60,079

216

801

28,556

46.7

(1,172)

(106.4)

29,728

49.5

(153)

(70.8)

(801)

(100.0)

2.5

100.0

336.0

10.8

117.4

127.4

15,845

15,461

875

968

—

222

384

875

746

17,688

15,968

1,720

4,936

13,492

—

18,428

61,181

1,102

60,079

216

801

2,270

5,934

365

8,569

2,666

7,558

(365)

(100.0)

9,859

115.1

32,626

28,555

354

748

32,272

27,807

87.5

211.3

86.2

302

813

(86)

(28.5)

(12)

(1.5)

7,812

16,346

4,756

28,914

89,737

(70)

89,807

63

—

89,744

59,062

30,682

51.9

59,062

31,157

27,905

89.6

2,451

244

2,207

904.5

244

16

228

1,425.0

$

87,293

$

58,818

$

28,475

48.4% $

58,818

$

31,141

$

27,677

88.9 %

Operating Expenses

General and administrative

Management fees to affiliate

Incentive compensation to affiliate

Total operating expenses

Income (Loss) Before Income Taxes,
Noncontrolling Interests and Preferred Dividends

Income tax (benefit) expense

Net Income (Loss)

Redeemable Noncontrolling Interests in Income
(Loss) of Consolidated Joint Venture

Noncontrolling Interests in Income (Loss) of
Consolidated Joint Venture

Net Income (Loss) Attributable to KKR Real
Estate Finance Trust Inc. and Subsidiaries

Preferred Stock Dividends and Redemption Value
Adjustment

Net Income (Loss) Attributable to Common
Stockholders

Net Income (Loss) Per Share of Common Stock

Basic

Diluted

Dividends Declared per Share of Common Stock

$

$

$

1.58

1.58

1.69

$

$

$

1.30

1.30

1.62

$

$

$

0.28

0.28

0.07

21.5 % $

1.30

21.5 % $

1.30

4.3 % $

1.62

$

$

$

1.61

1.61

1.22

$

$

$

(0.31)

(19.3)%

(0.31)

(19.3)%

0.40

32.8 %

Year Ended December 31, 2018 Compared to Year Ended December 31, 2017

Net Interest Income

Net interest income increased $36.6 million during the year ended December 31, 2018, compared to the year ended 
December 31, 2017. The increase was primarily due to the increase in the weighted-average principal balance of our loan 
portfolio by $1.6 billion for the year ended December 31, 2018, compared to the year ended December 31, 2017, as a result of 
our continuing capital deployment and scaling our portfolio. We also recognized $3.0 million of nonrecurring prepayment fee 
income during the year ended December 31, 2018, compared to $1.1 million during the year ended December 31, 2017. Interest 
income also included $10.5 million in amortization of net deferred loan fees and origination discounts during the year ended 
December 31, 2018, compared to $3.6 million during the year ended December 31, 2017. The increase in interest income was 
partially offset by an increase in interest expense incurred on our secured financing agreements as we increased our financing 

67

sources and borrowings to fund loan originations, the weighted-average principal balance of our borrowings increased by $1.1 
billion for the year ended December 31, 2018, compared to the year ended December 31, 2017. 

Other Income

Total other income increased $2.4 million during the year ended December 31, 2018, compared to the year ended December 31, 
2017, primarily attributable to a $2.1 million increase in income from equity method investment as we continued to fund the 
existing commitment to RECOP during 2018. Additionally, income on CMBS B- Pieces decreased by $13.3 million, partially 
offset by a $13.0 million realized gain from the sale of CMBS B-Pieces in May 2018. 

Operating Expenses

Total operating expenses increased $10.5 million during the year ended December 31, 2018, compared to the year ended 
December 31, 2017.  This increase is primarily due to $4.8 million of incentive compensation recorded during year ended 
December 31, 2018, while the Company did not generate incentive fees during the year ended December 31, 2017. 
Additionally, the increase in total operating expenses is attributed to (i) increased management fees of $2.9 million during the 
year ended December 31, 2018, compared to the year ended December 31, 2017, primarily resulting from an increase in our 
equity from public offerings of 5.5 million of our common shares in 2018 (ii) increase in our stock-based compensation of $1.9 
million during the year ended December 31, 2018, compared to the year ended December 31, 2017, and (iii) an additional $0.9 
million of general and administrative expenses during the year ended December 31, 2018, primarily consisting of legal, audit, 
insurance, information technology, and other increased costs as we continue to scaled our portfolio operations. 

The following tables provide additional information regarding total operating expenses (dollars in thousands):

Three Months Ended

March 31, 2018

June 30, 2018

September 30, 2018

December 31, 2018

December 31, 2017

Professional services

$

Operating and other costs

Stock-based compensation

Total general and administrative
expenses

Management fees to affiliate

Incentive compensation to affiliate

$

713

932

1,018

2,663

3,939

—

$

959

454

273

1,686

3,913

—

$

666

692

295

1,653

4,164

3,286

$

604

819

387

1,810

4,330

1,470

Total operating expenses

$

6,602

$

5,599

$

9,103

$

7,610

$

838

819

25

1,682

3,979

—

5,661

Year Ended December 31, 2017 Compared to Year Ended December 31, 2016

Net Interest Income

Compared to the year ended December 31, 2016, net interest income increased $36.7 million during the year ended 
December 31, 2017. The increase was primarily due to the increase in the weighted-average principal balance of our loan 
portfolio by $0.7 billion for the year ended December 31, 2017, compared to the year ended December 31, 2016, as a result of 
our continuing capital deployment and scaling our portfolio. In addition, interest income included $3.6 million in amortization 
of net deferred loan fees and origination discounts during the year ended December 31, 2017, compared to $1.0 million during 
the year ended December 31, 2016. During the year ended December 31, 2017, loan and preferred interest repayments of $70.9 
million partially offset the increase in interest income by $3.5 million compared to the year ended December 31, 2016. The 
increase in interest income in the year ended December 31, 2017 was partially offset by an increase in interest expense incurred 
on our secured financing agreements as we increased our borrowings to fund loan originations.

Other Income

Total other income increased $1.7 million during the year ended December 31, 2017 as compared to the year ended 
December 31, 2016, primarily attributable to a $0.9 million increase in income from equity method investments in which we 
entered during the year ended December 31, 2017, a $0.7 million increase in other income, and a $0.4 million increase from 
income on our purchase of a CMBS B-Piece during the year ended December 31, 2016. We realized a $0.3 million gain on the 
sale of an investment during the year ended December 31, 2016, but did not realize a gain or loss on the sale of investments in 
the year ended December 31, 2017, which partially offset the increase in other income.

68

Operating Expenses

Total operating expenses increased $9.9 million during the year ended December 31, 2017, as compared to the year ended 
December 31, 2016. This increase is primarily attributed to increased management fees of $7.6 million, resulting from an 
increase in our equity from the private placement of our common stock and our IPO, as well as an additional $2.7 million of 
general and administrative expenses during the year ended December 31, 2017, primarily consisting of legal, audit, insurance, 
information technology, and other increased costs as we scaled our portfolio and became a public company. This increase was 
partially offset by decreased incentive compensation expense payable to our Manager resulting from the time required to invest 
our proceeds received from equity issuances.

69

Liquidity and Capital Resources 

Overview

Our primary liquidity needs include: our ongoing commitments to repay the principal and interest on our borrowings and pay 
other financing costs; financing our assets; meeting future funding obligations; making distributions to our stockholders; 
funding our operations, which includes making payments to our Manager in accordance with the management agreement; and 
satisfying other general business needs.

Our primary sources of liquidity and capital sources from our inception through December 31, 2018, have been derived from: 
$1,168.6 million in net proceeds from equity issuances; $1,217.3 million in net advances from our repurchase facilities; $800.3 
million in net proceeds from collateralized loan obligations; $152.4 million in proceeds from syndicated financing; $138.7 
million in net proceeds from issuance of convertible notes; and cash flows from operations. We may seek additional sources of 
liquidity from repurchase facilities, syndicated financing, other borrowings (including borrowings not related to a specific 
investment) and future offerings of equity and debt securities. In addition, we may apply our existing cash and cash equivalents 
and cash flows from operations to any liquidity needs. As of December 31, 2018, our cash and cash equivalents were $86.5 
million. 

See Notes 4, 5, 6, 7 and 9 to our condensed consolidated financial statements for additional details regarding our secured 
financing agreements, collateralized loan obligations, convertible notes, loan participation sold and stock issuances. 

Debt-to-Equity Ratio and Total Leverage Ratio

The following table presents our debt-to-equity ratio and total leverage ratio:

Debt-to-equity ratio(A)
Total leverage ratio(B)

December 31, 2018

December 31, 2017

1.1x

2.6x

0.8x

1.0x

(A)  

(B) 

Represents (i) total outstanding secured debt agreements (excluding non-recourse term loan facility) and convertible notes, less cash to (ii) total 
stockholders’ equity, in each case, at period end.
Represents (i) total outstanding secured debt agreements, convertible notes, loan participations sold, non-consolidated senior interests, and 
collateralized loan obligation, less cash to (ii) total stockholders’ equity, in each case, at period end.

Sources of Liquidity

Our primary sources of liquidity include cash and cash equivalents and available borrowings under our secured financing 
agreements. Amounts available under these sources as of the date presented are summarized in the following table (dollars in 
thousands):

Cash and cash equivalents

Available borrowings under master repurchase agreements

Available borrowings under asset specific financing

Available borrowings under revolving credit agreements

Available borrowings under term loan financing facility
Loan principal payments receivable, net(A)

December 31, 2018

December 31, 2017

$

$

86,531

$

58,751

5,423

100,000

33,637

—

284,342

$

103,120

65,555

—

75,000

—

4,557

248,232

(A)  

Represents loan principal paid by the borrower to our third-party servicer, but not yet received by us as of December 31, 2018 and December 31, 
2017. We generally receive these loan principal repayments from our third-party servicer in the following month's remittance, net of amounts we 
repay under our financing agreements.

In addition to our primary sources of liquidity, we have access to further liquidity through public offerings of debt and equity 
securities. Our existing loan portfolio also provides us with liquidity as loans are repaid or sold, in whole or in part, and the 
proceeds from repayment become available for us to invest.

70

Cash Flows

The following table sets forth changes in cash and cash equivalents for the years ended December 31, 2018, 2017, and 2016 
(dollars in thousands):

Cash Flows From Operating Activities

Cash Flows From Investing Activities

Cash Flows From Financing Activities

Net Increase (Decrease) in Cash, Cash Equivalents, and Restricted Cash

Cash Flows from Operating Activities

For the Year Ended December 31,

2018

2017

2016

$

$

76,830

$

53,801

$

(1,997,213)

(1,083,677)

1,903,394

1,037,050

(16,989)

$

7,174

$

25,406

(456,448)

500,602

69,560

Our cash flows from operating activities were primarily driven by our net interest income, which is driven by the income 
generated by our investments less financing costs. The following table sets forth interest received by, and paid for, our 
investments for the years ended December 31, 2018, 2017 and 2016 (dollars in thousands):

Interest Received:

Senior and mezzanine loans

CMBS B-Pieces

Preferred equity interest

Interest Paid:

Borrowings secured by senior loans

Net interest collections

For the Year Ended December 31,

2018

2017

2016

$

157,626

$

69,835

$

6,004

—

163,630

12,660

1,986

84,481

66,775

17,322

$

96,855

$

67,159

$

25,327

11,787

2,182

39,296

5,546

33,750

Our net interest collections were partially offset by cash used to pay management and incentive fees, as follows (dollars in 
thousands):

Management Fees to affiliate

Incentive Fees to affiliate

Net decrease in cash and cash equivalents

Cash Flows from Investing Activities

For the Year Ended December 31,

2018

2017

2016

$

$

15,773

$

11,317

$

4,756

—

20,529

$

11,317

$

5,082

496

5,578

Our cash flows from investing activities were primarily driven by cash outflows to fund new loan originations and our 
commitments under existing loan investments. During the year ended December 31, 2018, we funded $2,540.7 million of 
senior loans and received $446.3 million of principal repayments on certain loans. We also made a net investment in CMBS, 
held through an equity method investee, of $15.6 million. In April 2018, we sold four of our five CMBS trusts for net proceeds 
of $112.7 million.  During the year ended December 31, 2017, we funded or purchased $1,201.8 million of senior and 
mezzanine loans, received $61.0 million from the sale of a commercial mortgage loan and received $70.9 million of principal 
repayments on certain mezzanine loans, and our preferred equity interests. We also made a net investment in CMBS, held 
through an equity method investee, of $13.8 million. During the year ended December 31, 2016, we funded or 
purchased $448.3 million, $36.4 million and $10.2 million of senior and mezzanine loans, CMBS and preferred equity 
interests, respectively, and we received $7.4 million and $31.5 million of principal repayments and sales proceeds on certain 
mezzanine loans, respectively.

71

Cash Flows from Financing Activities

Our cash flows from financing activities were primarily driven by proceeds from borrowings under repurchase agreements and 
other financing arrangements of $2,311.1 million and $810.0 million from the issuance of our collateralized loan obligation 
during the year ended December 31, 2018.  Additionally, we completed a $143.8 million Convertible Notes offering and two 
common stock public offerings which resulted in net proceeds of $139.4 million and $108.2 million, respectively, during the 
year ended December 31, 2018. These inflows were partially offset by principal repayments of $1,314.8 million on borrowings 
under secured financing agreements and payments of $89.2 million in dividends during the year ended December 31, 2018. 
During the years ended December 31, 2017 and 2016, our cash flows from financing activities were primarily driven by 
proceeds from borrowings under repurchase agreements of $984.2 million and $520.4 million, respectively, as well as net 
proceeds from the issuance of our common stock of $581.3 million and $210.0 million, respectively. During the years 
ended December 31, 2017 and 2016, we made principal payments on our repurchase agreements of $460.4 million and $198.7 
million, respectively. As a result of the payment of common and preferred stock dividends, our cash flows from financing 
activities decreased by $50.7 million and $21.9 million during the years ended December 31, 2017 and 2016, respectively.

72

Contractual Obligations and Commitments 

The following table presents our contractual obligations and commitments (including interest payments) as of December 31, 
2018 (dollars in thousands): 

Total

Less than 1 year

1 to 3 years

3 to 5 years

Thereafter

Recourse Obligations:

Master Repurchase Facilities(A)

Wells Fargo

Goldman Sachs

Morgan Stanley

Asset Specific Financing

BMO Facility

Total secured financing agreements

Convertible Notes
Future funding obligations(B)
RECOP commitment(C)
Revolver(D)

Total recourse obligations

Non-Recourse Obligations:

Collateralized Loan Obligations

Term Loan Financing

CMBS(E)

Total

$

577,816

$

21,819

$

43,699

$

512,298

$

387,304

344,780

67,357

1,377,257

178,993

419,485

10,389

—

14,965

14,049

2,450

53,283

8,805

218,132

10,389

—

372,339

330,731

64,907

811,676

17,633

201,353

—

—

—

—

—

512,298

152,555

—

—

—

1,986,124

290,609

1,030,662

664,853

—

—

—

—

—

—

—

—

—

—

970,267

835,773

1,364,415

32,036

29,093

59,386

64,159

806,680

168,423

32,036

—

121,858

842,036

—

1,014,748

$

5,156,579

$

411,124

$

2,069,924

$

818,747

$

1,856,784

(A) 

(B) 

(C) 
(D) 
(E) 

The allocation of repurchase facilities is based on the current maturity date of each individual borrowing under the facilities. The amounts include 
the related future interest payment obligations, which are estimated by assuming the amounts outstanding under our repurchase facilities and the 
interest rates in effect as of December 31, 2018 will remain constant into the future. This is only an estimate, as actual amounts borrowed and rates 
may vary over time. Amounts borrowed are subject to a maximum 25.0% recourse limit.
We have future funding obligations related to our investments in senior loans. These future funding obligations primarily relate to construction 
projects, capital improvements, tenant improvements and leasing commissions. Generally, funding obligations are subject to certain conditions that 
must be met, such as customary construction draw certifications, minimum debt service coverage ratios, minimal debt yield tests, or executions of 
new leases before advances are made to the borrower. As such, the allocation of our future funding obligations is based on the earlier of the 
expected funding or commitment expiration date.
Amounts committed to invest in an aggregator vehicle alongside RECOP, which has a two-year investment period ending April 2019.
Any amounts borrowed unsecured and full recourse to certain subsidiaries of KREF.
Amounts relate to VIE liabilities that represent securities not beneficially owned by our stockholders.

We are required to pay our Manager a base management fee, an incentive fee and reimbursements for certain expenses pursuant 
to our management agreement. The table above does not include the amounts payable to our Manager under our management 
agreement as they are not fixed and determinable. See Note 12 to our consolidated financial statements included in this Form 
10-K for additional terms and details of the fees payable under our management agreement.

As a REIT, we generally must distribute substantially all of our REIT taxable income, determined without regard to the 
deduction for dividends paid and excluding net capital gains, to stockholders in the form of dividends to comply with the REIT 
provisions of the Code. Our taxable income does not necessarily equal our net income as calculated in accordance with GAAP, 
or our Core Earnings as described above under " — Key Financial Measures and Indicators — Core Earnings and Net Core 
Earnings."

Subsequent Events

Our subsequent events are detailed in Note 15 to our consolidated financial statements

73

Off-Balance Sheet Arrangements

As described in Note 7 to our consolidated financial statements, we have off-balance sheet arrangements related to VIEs that 
we account for using the equity method of accounting and in which we hold an economic interest or have a capital 
commitment. Our maximum risk of loss associated with our interests in these VIEs is limited to the carrying value of our 
investment in the entity and any unfunded capital commitments. As of December 31, 2018, we held $30.7 million of interests in 
such entities, which does not include a remaining commitment of $10.4 million to RECOP that we are required to fund when 
called. 

74

Critical Accounting Policies and Use of Estimates

Our consolidated financial statements are prepared in accordance with GAAP, which requires the use of estimates and 
assumptions that involve the exercise of judgment and use of assumptions as to future uncertainties. Accounting estimates and 
assumptions discussed in this section are those that we consider to be the most critical to understanding our financial statements 
because they involve significant judgments and uncertainties that could affect our reported assets and liabilities, as well as our 
reported revenue and expenses. All of these estimates reflect our best judgment about current, and for some estimates, future 
economic and market conditions and their effects based on information available as of the date of the financial statements. If 
conditions change from those expected, it is possible that the judgments and estimates described below could change, which 
may result in a change in our interest income recognition, allowance for loan losses, tax liability, future impairment of our 
investments, and valuation of our investment portfolio, among other effects. We believe that the following accounting policies 
are among the most important to the portrayal of our financial condition and results of operations and require the most difficult, 
subjective or complex judgments:

Interest Income Recognition

In estimating interest income, we make a number of assumptions that are subject to uncertainties and contingencies, including 
interest rate and timing of principal payments. Loans where we expect to collect all contractually required principal and interest 
payments are considered performing loans. We accrue interest income on performing loans based on the outstanding principal 
amount and contractual terms of the loan. Interest income also includes origination discount and direct loan origination costs for 
loans that we originate, but where we did not elect the fair value option, as a yield adjustment using the effective interest 
method over the loan term. We expense origination discount and direct loan origination costs for loans acquired but not 
originated by us, as well as loans for which we elected the fair value option, as incurred. We also include income, including the 
amortization of premiums and discounts, arising from our preferred interests in joint ventures held-to-maturity.

We consider loans to be past due when a monthly payment is due and unpaid for 60 days or more. Loans are placed on 
nonaccrual status and considered non-performing when full payment of principal and interest is in doubt, which generally 
occurs when principal or interest is 120 days or more past due unless the loan is both well secured and in the process of 
collection. We may return a loan to accrual status when repayment of principal and interest is reasonably assured under the 
terms of the restructured loan. We did not hold any loans that we placed on nonaccrual status or otherwise considered past due 
during the years ended December 31, 2018, 2017 or 2016. 

Allowance for Loan Losses

We originate and purchase CRE debt and related instruments generally to be held as long-term investments at amortized cost. 
We perform a quarterly evaluation of loans classified as held-for-investment for impairment on a loan-by-loan basis. If we deem 
that it is probable that we will be unable to collect all amounts owed according to the contractual terms of a loan, impairment of 
that loan is indicated. If we consider a loan to be impaired, we establish an allowance for loan losses, through a valuation 
provision in earnings that reduces carrying value of the loan to the present value of expected future cash flows discounted at the 
loan's contractual effective rate or the fair value of the collateral, if repayment is expected solely from the collateral. Significant 
judgment is required in determining impairment and in estimating the resulting loss allowance, and actual losses, if any, could 
materially differ from those estimates.

We perform a quarterly review of our portfolio. In conjunction with this review, we assess the risk factors of each loan, 
including, without limitation, LTV, debt yield, property type, geographic and local market dynamics, physical condition, cash 
flow volatility, leasing and tenant profile, loan structure and exit plan, and project sponsorship. Considering these factors, we 
rate our loans based on a five-point scale, "1" though "5", from less risk to greater risk, which ratings are defined as follows:

1—Very Low Risk—The underlying property performance has surpassed underwritten expectations, and the sponsor’s 
business plan is generally complete. The property demonstrates stabilized occupancy and/or rental rates resulting in 
strong current cash flow and/or a very low LTV (<65%). At the level of performance, it is very likely that the 
underlying loan can be refinanced easily in the period’s prevailing capital market conditions.

2—Low Risk—The underlying property performance has matched or exceeded underwritten expectations, and the 
sponsor’s business plan may be ahead of schedule or has achieved some or many of the major milestones from a risk 
mitigation perspective. The property has achieved improving occupancy at market rents, resulting in sufficient current 
cash flow and/or a low LTV (65%-70%). Operating trends are favorable, and the underlying loan can be refinanced in 
today’s prevailing capital market conditions. The sponsor/manager is well capitalized or has demonstrated a history of 
success in owning or operating similar real estate.

75

3—Average Risk—The underlying property performance is in-line with underwritten expectations, or the sponsor may 
be in the early stages of executing its business plan. Current cash flow supports debt service payments, or there is an 
ample interest reserve or loan structure in place to provide the sponsor time to execute the value-improvement plan. 
The property exhibits a moderate LTV (<75%). Loan structure appropriately mitigates additional risks. The sponsor/
manager has a stable credit history and experience owning or operating similar real estate.

4—High Risk/Potential for Loss: A loan that has a risk of realizing a principal loss. The underlying property 
performance is behind underwritten expectations, or the sponsor is behind schedule in executing its business plan. The 
underlying market fundamentals may have deteriorated, comparable property valuations may be declining or property 
occupancy has been volatile, resulting in current cash flow that may not support debt service payments. The loan 
exhibits a high LTV (>80%), and the loan covenants are unlikely to fully mitigate some risks. Interest payments may 
come from an interest reserve or sponsor equity.

5—Impaired/Loss Likely: A loan that has a very high risk of realizing a principal loss or has otherwise incurred a 
principal loss. The underlying property performance is significantly behind underwritten expectations, the sponsor has 
failed to execute its business plan and/or the sponsor has missed interest payments. The market fundamentals have 
deteriorated, or property performance has unexpectedly declined or valuations for comparable properties have declined 
meaningfully since loan origination. Current cash flow does not support debt service payments. With the current 
capital structure, the sponsor might not be incentivized to protect its equity without a restructuring of the loan. The 
loan exhibits a very high LTV (>90%), and default may be imminent.

Income Taxes

We elected to be taxed as a REIT under the U.S. federal income tax laws beginning with our taxable year ended December 31, 
2014. We believe that we have operated in a manner qualifying us as a REIT since our election and intend to continue to do so. 
Accordingly, we do not believe we will be subject to U.S. federal income tax on the portion of our net taxable income that is 
distributed to our stockholders as long as certain asset, income and share ownership tests are met.

If we fail to qualify as a REIT in any taxable year, we generally will not be permitted to qualify for treatment as a REIT for U.S. 
federal income tax purposes for the four taxable years following the year during which qualification is lost. We may also be 
subject to state or local income or franchise taxes as we consolidate subsidiaries that incur state and local income taxes, based 
on the tax jurisdiction in which each subsidiary operates.

As of December 31, 2018 and 2017, we did not have any material deferred tax assets or liabilities arising from future tax 
consequences attributable to differences between the carrying amounts of existing assets and liabilities in accordance with 
GAAP and their respective tax bases. In addition, we recognize tax benefits for uncertain tax positions only if it is more likely 
than not that the position is sustainable based on its technical merits. Interest and penalties on uncertain tax positions are 
included as a component of the provision for income taxes in our consolidated statements of income. As of December 31, 2018 
and 2017, we did not have any material uncertain tax positions.

76

Recent Accounting Pronouncements

For a discussion of recently issued accounting pronouncements, see Note 2 to our consolidated financial statements included in 
this Form 10-K.

77

ITEM 7A. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We seek to manage our risks related to the credit quality of our assets, interest rates, liquidity, prepayment rates and market 
value, while at the same time seeking to provide an opportunity to stockholders to realize attractive risk-adjusted returns. While 
risks are inherent in any business enterprise, we seek to quantify and justify risks in light of available returns and to maintain 
capital levels consistent with the risks we undertake.

Credit Risk

Our investments are subject to credit risk, including the risk of default. The performance and value of our investments depend 
upon the sponsors' ability to operate the properties that serve as our collateral so that they produce cash flows adequate to pay 
interest and principal due to us. To monitor this risk, our Manager reviews our investment portfolio and is in regular contact 
with the sponsors, monitoring performance of the collateral and enforcing our rights as necessary.

Credit Yield Risk

Credit yields measure the return demanded on financial instruments by the lending market based on their risk of default. 
Increasing supply of credit-sensitive financial instruments and reduced demand will generally cause the market to require a 
higher yield on such financial instruments, resulting in a lower price for the financial instruments we hold.

As of December 31, 2018, a 100 basis point increase in credit yields would decrease our net book value by approximately 
$0.4 million, and a 100 basis point decrease in credit yields would increase our net book value by approximately $0.4 million, 
based on the investments we held on that date.  

Interest Rate Risk

Generally, the composition of our investments is such that rising interest rates will increase our net income, while declining 
interest rates will decrease net income. As of December 31, 2018, 98.0% of our investments by total assets earned a floating 
rate of interest. The remaining 2.0% of our investments earned a fixed rate of interest. If interest rates were to decline, the value 
of these fixed-rate investments may increase and if interest rates were to increase, the value of these fixed-rate investments may 
fall; however, the interest income generated by these investments would not be affected by market interest rates. The interest 
rates we pay under our current repurchase agreements are floating rate. Accordingly, our interest expense will generally 
increase as interest rates increase and decrease as interest rates decrease. 

As of December 31, 2018, a 50 basis point increase in short-term interest rates, based on a shift in the yield curve, would 
increase our cash flows by approximately $4.4 million during the 2018 fiscal year, whereas a 50 basis point decrease in short-
term interest rates would decrease our cash flows by approximately $4.4 million during the 2018 fiscal year, based on the net 
floating-rate exposure of the investments we held on that date.

Prepayment Risk

Prepayment risk is the risk that principal will be repaid at an earlier date than anticipated, potentially causing the return on 
certain investments to be less than expected. As we receive prepayments of principal on our assets, any premiums paid on such 
assets are amortized against interest income. In general, an increase in prepayment rates accelerates the amortization of 
purchase premiums, thereby reducing the interest income earned on the assets. Conversely, discounts on such assets are 
accreted into interest income. In general, an increase in prepayment rates accelerates the accretion of purchase discounts, 
thereby increasing the interest income earned on the assets. Additionally, we may not be able to reinvest the principal repaid at 
the same or higher yield of the original investment.

Financing Risk

We finance our target assets using our repurchase facilities our Term Loan Financing, Asset Based Financing, collateralized 
loan obligations and through syndicating senior participations in our originated senior loans. Over time, as market conditions 
change, we may use other forms of leverage in addition to these methods of financing. Weakness or volatility in the financial 
markets, the commercial real estate and mortgage markets or the economy generally could adversely affect one or more of our 
lenders or potential lenders and could cause one or more of our lenders or potential lenders to be unwilling or unable to provide 
us with financing, or to decrease the amount of our available financing through a market to market, or to increase the costs of 
that financing.

78

Real Estate Risk

The market values of commercial mortgage assets are subject to volatility and may be adversely affected by a number of 
factors, including, but not limited to, national, regional and local economic conditions (which may be adversely affected by 
industry slowdowns and other factors); local real estate conditions; changes or continued weakness in specific industry 
segments; construction quality, age and design; demographic factors; and retroactive changes to building or similar codes. In 
addition, decreases in property values reduce the value of the collateral and the potential proceeds available to a borrower to 
repay the underlying loans, which could also cause us to suffer losses.

79

ITEM 8. FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA

INDEX TO CONSOLIDATED FINANCIAL STATEMENTS AND SCHEDULE

Report of Independent Registered Public Accounting Firm

Consolidated Balance Sheets as of December 31, 2018 and 2017

Consolidated Statements of Income for the Years Ended December 31, 2018, 2017, and 2016

Consolidated Statements of Changes in Equity for the Years Ended December 31, 2018, 2017, and 2016

Consolidated Statements of Cash Flows for the Years Ended December 31, 2018, 2017, and 2016

Notes to Consolidated Financial Statements

Note 1. Business and Organization   

Note 2. Summary of Significant Accounting Policies

Note 3. Commercial Mortgage Loans

Note 4. Debt Obligations

Note 5. Collateralized Loan Obligation

Note 6. Convertible Notes, Net

Note 7. Loan Participations Sold

Note 8. Variable Interest Entities

Note 9. Equity

Note 10. Stock-based Compensation

Note 11. Commitments and Contingencies

Note 12. Related Party Transactions

Note 13. Fair Value of Financial Instruments

Note 14. Income Taxes

Note 15. Subsequent Events

Note 16. Summary Quarterly Consolidated Financial Information (Unaudited)

Schedule IV - Mortgage Loans on Real Estate

81

82

83

84

85

87

87

87

97

99

103

104

105

106

108

112

114

115

117

119

120

121

123

80

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the shareholders and the Board of Directors of
KKR Real Estate Finance Trust Inc. 
New York, NY

Opinion on the Financial Statements 

We have audited the accompanying consolidated balance sheets of KKR Real Estate Finance Trust Inc. and subsidiaries (the 
"Company") as of December 31, 2018 and 2017, the related consolidated statements of income, changes in equity and cash flows, 
for each of the three years in the period ended December 31, 2018, and the related notes and schedule IV in Item 8 (collectively 
referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial 
position of the Company as of December 31, 2018 and 2017, and the results of its operations and its cash flows for each of the 
three years in the period ended December 31, 2018, in conformity with accounting principles generally accepted in the United 
States of America.

Basis for Opinion 

These financial statements are the responsibility of the Company's management. Our responsibility is to express an opinion on the 
Company's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting 
Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Company in accordance with 
the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the 
PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the 
audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error 
or fraud. The Company is not required to have, nor were we engaged to perform, an audit of its internal control over financial 
reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting but not for 
the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, 
we express no such opinion.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due 
to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, 
evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting 
principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial 
statements. We believe that our audits provide a reasonable basis for our opinion.

/s/ DELOITTE & TOUCHE LLP 

New York, NY 
February 20, 2019 

We have served as the Company's auditor since 2016.

81

KKR Real Estate Finance Trust Inc. and Subsidiaries 

Consolidated Balance Sheets
(Amounts in thousands, except share and per share data)

Assets

Cash and cash equivalents

Restricted cash

Commercial mortgage loans, held-for-investment, net

Equity method investments, at fair value

Accrued interest receivable

Other assets

Commercial mortgage loans held in variable interest entities, at fair value

Total Assets

Liabilities and Equity
Liabilities

Secured financing agreements, net

Collateralized loan obligation, net

Convertible notes, net

Loan participations sold, net

Accounts payable, accrued expenses and other liabilities

Dividends payable

Accrued interest payable

Due to affiliates

Variable interest entity liabilities, at fair value

Total Liabilities

Commitments and Contingencies (Note 11)

Temporary Equity

Redeemable noncontrolling interests in equity of consolidated joint venture

Redeemable preferred stock

Permanent Equity

Preferred stock, 50,000,000 authorized (1 share with par value of $0.01 issued
and outstanding as of December 31, 2018 and 2017)

Common stock, 300,000,000 authorized (57,596,217 and 53,685,440 shares with
par value of $0.01 issued and outstanding as of December 31, 2018 and
December 31, 2017, respectively)

Additional paid-in capital

(Accumulated deficit) Retained earnings
Repurchased stock, 1,649,880 and 26,398 shares repurchased as of December 31,
2018 and December 31, 2017, respectively

Total KKR Real Estate Finance Trust Inc. stockholders’ equity

Total Permanent Equity

Total Liabilities and Equity

See Notes to Consolidated Financial Statements.

82

December 31, 2018

December 31, 2017

$

$

$

86,531

$

—

4,001,820

30,734

16,178

3,596

1,092,986

5,231,845

$

103,120

400

1,888,510

14,390

8,423

7,239

5,372,811

7,394,893

1,951,049

$

964,800

800,346

137,688

85,465

4,529

25,097

7,516

4,712

1,080,255

4,096,657

—

2,846

—

576

1,163,845

(225)

(31,854)

1,132,342

1,132,342

$

5,231,845

$

—

—

81,472

2,465

19,981

1,623

4,442

5,256,926

6,331,709

3,090

949

—

537

1,052,851

6,280

(523)

1,059,145

1,059,145

7,394,893

KKR Real Estate Finance Trust Inc. and Subsidiaries 

Consolidated Statements of Income
(Amounts in thousands, except share and per share data)

Year Ended December 31,

2018

2017

2016

$

183,575

$

83,145

$

Net Interest Income

Interest income

Interest expense

Total net interest income

Other Income

Realized gain on sale of investments

Change in net assets related to CMBS consolidated variable interest entities

Income from equity method investments

Other income

Total other income (loss)

Operating Expenses

General and administrative

Management fees to affiliate

Incentive compensation to affiliate

Total operating expenses

Income (Loss) Before Income Taxes, Noncontrolling Interests and Preferred
Dividends

Income tax (benefit) expense

Net Income (Loss)

Redeemable Noncontrolling Interests in Income (Loss) of Consolidated Joint Venture

Noncontrolling Interests in Income (Loss) of Consolidated Joint Venture

Net Income (Loss) Attributable to KKR Real Estate Finance Trust Inc. and
Subsidiaries

Preferred Stock Dividends and Redemption Value Adjustment

Net Income (Loss) Attributable to Common Stockholders

Net Income (Loss) Per Share of Common Stock

Basic

Diluted

Weighted Average Number of Shares of Common Stock Outstanding

Basic

Diluted

85,017

98,558

13,000

2,588

3,065

1,440

20,093

7,812

16,346

4,756

28,914

89,737

(70)

89,807

63

—

89,744

2,451

21,224

61,921

—

15,845

875

968

32,659

7,432

25,227

285

15,461

—

222

17,688

15,968

4,936

13,492

—

18,428

61,181

1,102

60,079

216

801

59,062

244

2,270

5,934

365

8,569

32,626

354

32,272

302

813

31,157

16

$

$

$

87,293

$

58,818

$

31,141

1.58

1.58

$

$

1.30

1.30

$

$

1.61

1.61

55,136,548

45,320,358

19,299,597

55,171,061

45,321,360

19,299,597

Dividends Declared per Share of Common Stock

$

1.69

$

1.62

$

1.22

See Notes to Consolidated Financial Statements.

83

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*

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
KKR Real Estate Finance Trust Inc. and Subsidiaries 

Consolidated Statements of Cash Flows
(Amounts in thousands)

Cash Flows From Operating Activities

Net income (loss)
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating 
activities:

Amortization of deferred debt issuance costs and discounts

Accretion of net deferred loan fees and discounts

Interest paid-in-kind

Change in non-cash net assets of consolidated variable interest entities

(Gain) on sale of investment securities

(Gain) on sale of commercial mortgage loans, held-for-sale

(Income) from equity method investments

Stock-based compensation expense

Origination and purchase of commercial loans, held-for-sale

Proceeds from sale of commercial loans, held-for-sale

Changes in operating assets and liabilities:

Accrued interest receivable, net

Other assets

Due to affiliates

Accounts payable, accrued expenses and other liabilities

Accrued interest payable

Net cash provided by (used in) operating activities

Cash Flows From Investing Activities

Proceeds from sales of commercial mortgage-backed securities

Proceeds from sale of commercial mortgage loans

Proceeds from principal repayments of commercial mortgage loans, held-for-investment
Proceeds from principal repayments of preferred interest in joint venture, held-to-
maturity
Origination of commercial mortgage loans, held-for-investment

For the Year Ended December 31,

2018

2017

2016

$

89,807

$

60,079

$

32,272

8,590

(10,524)

—

2,564

(13,000)

—

(1,406)

1,973

—

—

(6,914)

(1,708)

(1,231)

2,786

5,893

76,830

112,747

—

446,336

—

3,142

(3,588)

(864)

(3,375)

—

—

(875)

65

(91,475)

91,467

(5,453)

2,792

2,714

(1,858)

1,030

53,801

—

60,991

33,609

37,310

2,044

(1,021)

(1,799)

(3,363)

—

(285)

—

—

—

—

(1,647)

4,826

(398)

(5,677)

454

25,406

—

31,539

7,403

—

(2,540,685)

(1,201,778)

(448,344)

Investment in commercial mortgage-backed securities, equity method investee

(15,611)

Proceeds from commercial mortgage-backed securities, equity method investee

Purchases of commercial mortgage-backed securities

Investment in preferred interest in joint venture

Purchases of other capitalized assets

—

—

—

—

(33,588)

19,779

—

—

—

—

—

(36,351)

(10,240)

(455)

Net cash provided by (used in) investing activities

(1,997,213)

(1,083,677)

(456,448)

See Notes to Consolidated Financial Statements.

85

KKR Real Estate Finance Trust Inc. and Subsidiaries 

Consolidated Statements of Cash Flows
(Amounts in thousands)

Cash Flows From Financing Activities

Proceeds from borrowings under secured financing agreements

2,311,140

984,197

520,408

For the Year Ended December 31,

2018

2017

2016

Proceeds from issuance of collateralized loan obligation

Net proceeds from issuance of convertible notes

Proceeds from issuances of common stock

Proceeds from noncontrolling interest contributions

Redemption of preferred stock

Payments of common stock dividends

Payments of preferred stock dividends

810,000

139,438

109,500

—

—

(88,847)

(386)

—

—

—

—

581,255

210,004

—

(125)

(50,579)

(137)

2,049

—

(21,908)

(16)

Principal repayments on borrowings under secured financing agreements

(1,314,812)

(460,432)

(198,726)

Payments of debt and collateralized debt obligation issuance costs

Payments of stock issuance costs

Payments of redeemable noncontrolling interest distributions and redemptions

Payments of noncontrolling interest distributions

Payments to reacquire common stock

Tax withholding on stock-based compensation

(26,418)

(1,324)

(3,153)

—

(31,347)

(397)

(3,412)

(4,898)

(156)

(8,140)

(523)

—

(4,652)

(4,205)

(1,915)

(437)

—

—

Net cash provided by (used in) financing activities

1,903,394

1,037,050

500,602

Net Increase (Decrease) in Cash, Cash Equivalents, and Restricted Cash

Cash, Cash Equivalents, and Restricted Cash at Beginning of Period

Cash, Cash Equivalents, and Restricted Cash at End of Period

Supplemental Disclosure of Cash Flow Information

Cash paid during the period for interest

Cash paid during the period for income taxes

Supplemental Schedule of Non-Cash Investing and Financing Activities

Dividend declared, not yet paid

Loan Principal Payments Held by Servicer

Loan Participations Sold, Net (Note 7)

Funding of commercial loans, held for investment

Deconsolidation of variable interest entities (assets and liabilities)

Consolidation of variable interest entities (incremental assets and liabilities)

See Notes to Consolidated Financial Statements.

(16,989)

103,520

7,174

96,346

86,531

$

103,520

$

69,560

26,786

96,346

66,775

$

17,322

$

755

806

5,546

521

$

$

$

25,097

$

19,981

$

—

3,881

(3,881)

4,048,378

—

4,557

81,467

(81,467)

—

—

—

—

—

—

—

940,806

86

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 1. Business and Organization

KKR Real Estate Finance Trust Inc. (together with its consolidated subsidiaries, referred to throughout this report as the 
"Company", "KREF", "we", "us" and "our") is a Maryland corporation that was formed and commenced operations on October 
2, 2014 as a mortgage "real estate investment trust" ("REIT") that focuses primarily on originating and acquiring senior loans 
secured by commercial real estate assets. 

KREF has elected and intends to maintain its qualification to be taxed as a REIT under the requirements of the Internal 
Revenue Code of 1986, as amended (the "Internal Revenue Code"), for U.S. federal income tax purposes. As such, KREF will 
generally not be subject to U.S. federal income tax on that portion of its income that it distributes to stockholders if it distributes 
at least 90% of its REIT taxable income, determined without regard to the deduction for dividends paid and excluding any net 
capital gains. See Note 14 regarding taxes applicable to KREF.

KREF is externally managed by KKR Real Estate Finance Manager LLC ("Manager"), an indirect subsidiary of KKR & Co. 
Inc. (together with its subsidiaries, "KKR"), through a management agreement ("Management Agreement") pursuant to which 
the Manager provides a management team and other professionals who are responsible for implementing KREF’s business 
strategy, subject to the supervision of KREF’s board of directors. For its services, the Manager is entitled to management fees 
and incentive compensation, both defined in, and in accordance with the terms of, the Management Agreement (Note 12). 

As of December 31, 2018, KKR beneficially owned 22,008,616 shares of KREF's common stock, of which 2,008,616 shares 
were held by KKR on behalf of a third-party investor.

As of December 31, 2018, KREF's principal business activities related to the origination and purchase of credit investments 
related to commercial real estate. Management assesses performance of KREF's current portfolio of leveraged and unleveraged 
commercial mortgage loans and commercial mortgage-backed securities ("CMBS") as a whole and makes operating decisions 
accordingly. As a result, management presents KREF's operations within a single reporting segment.

Note 2. Summary of Significant Accounting Policies

Basis of Presentation — The accompanying consolidated financial statements and related notes of KREF are prepared in 
accordance with accounting principles generally accepted in the United States of America ("GAAP"). The consolidated 
financial statements include the accounts of KREF and its consolidated subsidiaries, and all intercompany transactions and 
balances have been eliminated. 

Consolidation — KREF consolidates those entities for which (i) it controls significant operating, financial and investing 
decisions of the entity or (ii) management determines that KREF is the primary beneficiary of entities deemed to be variable 
interest entities ("VIEs"). 

Variable Interest Entities — VIEs are defined as entities in which equity investors do not have an interest with the 
characteristics of a controlling financial interest or do not have sufficient equity at risk for the entity to finance its activities 
without additional subordinated financial support from other parties. A VIE is required to be consolidated only by its primary 
beneficiary, which is defined as the party that has the power to direct the activities of the VIE that most significantly impact its 
economic performance and that has the obligation to absorb losses of, or the right to receive benefits from, the VIE that could 
be potentially significant to the VIE (Note 8).

To assess whether KREF has the power to direct the activities of a VIE that most significantly impact the VIE’s economic 
performance, KREF considers all the facts and circumstances, including its role in establishing the VIE and its ongoing rights 
and responsibilities. This assessment includes, first, identifying the activities that most significantly impact the VIE’s economic 
performance; and second, identifying which party, if any, has power to direct those activities. To assess whether KREF has the 
obligation to absorb losses of, or the right to receive benefits from, the VIE that could potentially be significant to the VIE, 
KREF considers all of its economic interests and applies judgment in determining whether these interests, in the aggregate, are 
considered potentially significant to the VIE.

87

 
KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Collateralized Loan Obligation — KREF consolidates a collateralized loan obligation that closed in November 2018 (“KREF 
2018-FL1” or “CLO”) (Note 5). Management determined that the CLO Issuers, wholly owned subsidiaries of KREF, were VIEs 
and that KREF was the primary beneficiary. KREF is the primary beneficiary of the VIEs since it has the ability to control the 
most significant activities of the CLO Issuers through ownership of non-investment grade rated subordinated controlling 
tranches, the obligation to absorb losses, and the right to receive benefits, that could potentially be significant to these entities. 
As a result, KREF consolidates the CLO Issuers.

The collateral assets of the CLO, comprised of a pool of loan participations (Note 5) are included in “Commercial mortgage 
loans, held-for-investment, net” on the accompanying Consolidated Balance Sheets. The liabilities of KREF's consolidated 
CLO Issuers consist solely of obligations to the senior CLO noteholders, excluding subordinated CLO tranches held by KREF 
as such interests are eliminated in consolidation, are presented in “Collateralized loan obligations, net” in the accompanying 
Consolidated Balance Sheets. The collateral assets of the CLO can only be used to settle the obligations of the consolidated 
CLO. The interest income from the CLO collateral assets and the interest expense on the CLO liabilities are presented on a 
gross basis in “Interest Income” and “Interest expense”, respectively, in KREF's Consolidated Statements of Income.

CMBS — KREF consolidates those trusts that issue beneficial ownership interests in mortgage loans secured by commercial 
real estate (commonly known as CMBS) when KREF holds a variable interest in, and management considers KREF to be the 
primary beneficiary of, those trusts. Management believes the performance of the assets that underlie CMBS issuances most 
significantly impacts the economic performance of the trust, and the primary beneficiary is generally the entity that conducts 
activities that most significantly impact the performance of the underlying assets. In particular, the most subordinate tranches of 
CMBS expose the holder to the greater variability of economic performance when compared to more senior tranches since the 
subordinate tranches absorb a disproportionately higher amount of the credit risk related to the underlying assets. Generally, a 
trust designates the most junior subordinate tranche outstanding as the controlling class, which entitles the holder of the 
controlling class to unilaterally appoint and remove the special servicer for the trust. The special servicer is responsible for the 
servicing and administration of delinquent and nonperforming loans as well as real estate owned ("REO") properties held as 
collateral delivered on foreclosed loans. While the special servicer cannot prevent losses, its services to the trust are designed to 
mitigate credit losses to holders of the CMBS.

For the trusts that KREF consolidates, KREF holds non-investment grade rated and unrated tranches that represent the most 
subordinated tranches of the CMBS issued by those trusts, which include the controlling class. As the holder of the most 
subordinate tranche, KREF is in a first loss position and has the right to receive benefits. As the holder of the controlling class, 
KREF has the ability to unilaterally appoint and remove the special servicer for the trust. In these cases, management considers 
KREF to be the primary beneficiary and consolidates the CMBS trusts.

For VIEs in which management determines KREF is the primary beneficiary, all of the underlying assets, liabilities and equity 
of the trusts are recorded on KREF's books, and the initial investment, along with any associated unrealized holding gains and 
losses, are eliminated in consolidation. Similarly, the interest income earned from these trusts is eliminated in consolidation. 

Management elected the fair value option for KREF's initial and subsequent recognition of the assets and liabilities of KREF's 
consolidated CMBS VIEs in order to provide users of the financial statements with better information regarding the effects of 
credit risk and other market factors on the CMBS beneficially held by KREF's stockholders. Since the changes in fair value 
include the interest income and interest expense associated with these CMBS VIEs, management does not consider the separate 
presentation of the components of fair value changes to be relevant. Management has elected to present these items in aggregate 
as "Other Income — Change in net assets related to CMBS consolidated variable interest entities" in the accompanying 
Consolidated Statements of Income; the residual difference between the fair value of the trusts' assets and liabilities represents 
KREF's beneficial interest in the CMBS VIEs. 

Management separately presents the assets and liabilities of KREF's consolidated VIEs as individual line items on KREF's 
Consolidated Balance Sheets for entities in which the VIEs assets can only be used to settle the VIE’s obligations. The liabilities 
of KREF's consolidated VIEs consist solely of obligations to the CMBS holders of the consolidated trusts, excluding CMBS 
held by KREF as such interests are eliminated in consolidation, and the interest accrued thereon, presented as "Liabilities — 
Variable interest entity liabilities, at fair value." The assets of KREF's consolidated VIEs consist principally of commercial 
mortgage loans and the interest accrued thereon, and are likewise presented as a single line item entitled "Assets — 
Commercial mortgage loans held in variable interest entities, at fair value."

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KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Assets of a CMBS trust, as a whole, can only be used to settle the obligations of the consolidated CMBS VIE. The assets of 
KREF's CMBS VIEs are not individually accessible by, and obligations of the CMBS VIEs are not recourse to, the 
bondholders.

REO assets generally represent a small percentage of the overall asset pool of a CMBS trust. No REO existed in KREF's 
consolidated VIE assets as of December 31, 2018. KREF derives the fair value of its Level 3 CMBS VIE assets from its Level 3 
CMBS VIE liabilities, which management considers to possess more observable market value data than the CMBS VIE assets. 
See "— Fair Value — Valuation of CMBS Consolidated VIEs" for additional discussion regarding management's valuation of 
consolidated CMBS VIEs. 

Commercial Mezzanine Loan Joint Venture - KREF consolidated a joint venture that held a portion of KREF's investments in 
commercial mezzanine loans (“Mezzanine JV”), and in which a third-party owned a 5.0% redeemable noncontrolling interest 
("Mezzanine JV Redeemable Noncontrolling Interest”) (Note 7 ). Management determined the joint venture to be a VIE as the 
owners of the redeemable noncontrolling interest did not have substantive participating or kick-out rights. KREF owned 95.0% 
of the equity interests in the joint venture and participated in the profits and losses. Management considered KREF to be the 
primary beneficiary of the joint venture as KREF held decision-making power over the activities that most significantly impact 
the economic performance of the joint venture. In June 2018, KREF acquired the 5.0% Mezzanine JV Redeemable 
Noncontrolling Interest for its carrying value of $1.3 million. 

Noncontrolling Interests — Noncontrolling interests represent the ownership interests in certain consolidated subsidiaries held 
by entities or persons other than KREF. Those noncontrolling interests that allow the holder to redeem before liquidation or 
termination of the entity that issued those interests are considered redeemable noncontrolling interests.

The redeemable noncontrolling interests issued by subsidiaries of KREF are subject to certain restrictions and require KREF to 
transfer assets or issue equity to satisfy the redemption. As KREF does not control the circumstances under which the 
noncontrolling interests may redeem their interests, management considers these redeemable noncontrolling interests as 
temporary equity, presented as "Temporary Equity — Redeemable noncontrolling interests in equity of consolidated joint 
venture" in the accompanying Consolidated Balance Sheets and their share of "Net Income (Loss)" as "Redeemable 
Noncontrolling Interests in Income (Loss) of Consolidated Joint Venture" in the Consolidated Statements of Income. 
KREF recorded the redeemable noncontrolling interests at fair value upon issuance by subsidiaries of KREF, and adjusts the 
carrying value of such interests to equal their respective redemption values at each subsequent reporting period date 
if KREF determines the noncontrolling interests are redeemable or probable to become redeemable. 

KREF determined that the Special Non-Voting Preferred Stock (“SNVPS”) became redeemable in the second quarter of 2018. 
As a result, KREF adjusted the carrying value of the SNVPS to its redemption value of $2.8 million as of December 31, 2018. 
Accordingly, KREF recorded a $1.9 million non-cash redemption value adjustment to the SNVPS (“SNVPS Redemption Value 
Adjustment”) during the year ended December 31, 2018. Such adjustment is treated similar to a dividend on preferred stock for 
GAAP purposes, accordingly, the SNVPS Redemption Value Adjustment is therefore deducted from “Net Income (loss) 
Attributable to KKR Real Estate Finance Trust Inc. and Subsidiaries” to arrive at “Net Income (Loss) Attributable to Common 
Stockholders” on KREF's Consolidated Statements of Income.

Equity method investments, at fair value— Investments are accounted for under the equity method when KREF has significant 
influence over the operations of an investee, but KREF does not consolidate that investment. Equity method investments, for 
which management has not elected a fair value option, are initially recorded at cost and subsequently adjusted for KREF's share 
of net income or loss and cash contributions and distributions each period.

Management determined that KREF's investment in the Manager is an interest in a VIE as KREF did not have substantive 
participating or kick-out rights. KREF does not have the power to direct activities and the obligation to absorb losses of the 
Manager that could be significant to the Manager. KREF accounts for its investment in the Manager using the equity method 
since KREF is not the primary beneficiary of the Manager (Note 7).

Management determined that its investment in an aggregator vehicle alongside KKR Real Estate Credit Opportunity Partners 
L.P. ("RECOP") is an interest in a VIE, however KREF is not the primary beneficiary and does not have substantive 
participating or kick-out rights. Management elected the fair value option for KREF's investment in RECOP. KREF records its 
share of net asset value in RECOP as “Equity method investments, at fair value” in its Consolidated Balance Sheets and its 

89

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

share of unrealized gains or losses in "Income from equity method investments" in its Consolidated Statements of Income (Note 
7).

Use of Estimates — The preparation of consolidated financial statements in conformity with GAAP requires management to 
make estimates and assumptions that affect the reported amounts of assets and liabilities, the disclosure of contingent assets and 
liabilities at the date of the consolidated financial statements and the reported amounts of revenue and expenses during the 
reporting period. Management makes subjective estimates to project cash flows KREF expects to receive on its investments in 
loans and securities as well as the related market discount rates, which significantly impacts the interest income, impairments, 
allowance for loan loss and fair values recorded or disclosed. Actual results could differ from those estimates.

Fair Value — GAAP requires the categorization of the fair value of financial instruments into three broad levels that form a 
hierarchy based on the transparency of inputs to the valuation.

Level 1  -  Inputs are unadjusted, quoted prices in active markets for identical assets or liabilities at the measurement date. 

Level 2  -  Inputs are other than quoted prices that are observable for the asset or liability, either directly or indirectly. Level 2 
inputs include quoted prices for similar instruments in active markets, and inputs other than quoted prices that are 
observable for the asset or liability. 

Level 3  -  Inputs are unobservable for the asset or liability, and include situations where there is little, if any, market activity 

for the asset or liability.

KREF follows this hierarchy for its financial instruments. The classifications are based on the lowest level of input that is 
significant to the fair value measurement.

Estimates of fair value for cash and cash equivalents, restricted cash, and convertible notes are measured using observable, 
quoted market prices, or Level 1 inputs. 

Valuation Process — The Manager reviews the valuation of Level 3 financial instruments as part of KKR's quarterly process. 
As of December 31, 2018, KKR’s valuation process for Level 3 measurements, as described below, subjected valuations to the 
review and oversight of various committees. KKR has a global valuation committee assisted by the asset class-specific 
valuation committees, including a real estate valuation committee that reviews and approves all preliminary Level 3 valuations 
for real estate assets, including the financial instruments held by KREF. The global valuation committee is responsible for 
coordinating and implementing KKR’s valuation process to ensure consistency in the application of valuation principles across 
portfolio investments and between periods. All Level 3 valuations are also subject to approval by the global valuation 
committee.

Valuation of Commercial Mortgage Loans and Participation Sold — Management generally considers KREF's commercial 
mortgage loans Level 3 assets in the fair value hierarchy as such assets are illiquid, structured investments that are specific to 
the property and its operating performance. These loans are valued using a discounted cash flow model using discount rates 
derived from observable market data applied to the capital structure of the respective sponsor and estimated property value. On 
a quarterly basis, management engages an independent valuation firm to express an opinion on the fair value of each loan 
categorized as a Level 3 asset in the form of a range. Management selects a value within the range provided by the independent 
valuation firm to assess the reasonableness of the fair value as determined by management. In the event that management's 
estimate of fair value differs from the opinion of fair value provided by the independent valuation firm, KREF ultimately relies 
solely upon the valuation prepared by the investment personnel of the Manager.

Valuation of CLO Consolidated VIEs — Management estimates the fair value of the CLO liabilities using market comparables. 
As of December 31, 2018, the principal balance of the CLO liabilities approximate their fair value as current borrowing spreads 
reflect market terms.

Valuation of CMBS Consolidated VIEs — Management categorizes the financial assets and liabilities of the CMBS trusts that 
KREF consolidates as Level 3 assets and liabilities in the fair value hierarchy and has elected the fair value option for financial 
assets and liabilities of each CMBS trust. Management has adopted the measurement alternative included in Accounting 
Standards Update ("ASU") No. 2014-13, Measuring the Financial Assets and the Financial Liabilities of a Consolidated 
Collateralized Financing Entity ("ASU 2014-13"). Pursuant to ASU 2014-13, management measures both the financial assets 

90

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

and financial liabilities of the CMBS trusts consolidated by KREF using the fair value of the financial liabilities, which 
management considers more observable than the fair value of the financial assets. As a result, KREF presents the CMBS issued 
by the consolidated trust, but not beneficially owned by KREF's stockholders, as financial liabilities in KREF's consolidated 
financial statements, measured at their estimated fair value; KREF measures the financial assets as the total estimated fair value 
of the CMBS issued by the consolidated trust, regardless of whether such CMBS represent interests beneficially owned by 
KREF's stockholders. Under the measurement alternative prescribed by ASU 2014-13, KREF's "Net Income (Loss)" reflects the 
economic interests in the consolidated CMBS beneficially owned by KREF's stockholders, presented as "Change in net assets 
related to CMBS consolidated variable interest entities" in the Consolidated Statements of Income, which includes applicable 
(i) changes in the fair value of CMBS beneficially owned by KREF, (ii) interest and servicing fees earned from the CMBS trust 
and (iii) other residual returns or losses of the CMBS trust, if any (Note 7).

Management categorizes the commercial mezzanine loans held by separate joint ventures, VIEs consolidated by KREF as 
primary beneficiary, as Level 3 assets in the fair value hierarchy as such assets are illiquid, structured instruments that are 
specific to the properties and their corresponding operating performance (Note 13).

Other Valuation Matters — For Level 3 financial assets originated, or otherwise acquired, and financial liabilities assumed 
during the calendar month immediately preceding a quarter end that were conducted in an orderly transaction with an unrelated 
party, management generally believes that the transaction price provides the most observable indication of fair value given the 
illiquid nature of these financial instruments, unless management is aware of any circumstances that may cause a material 
change in the fair value through the remainder of the reporting period. For instance, significant changes to the underlying 
property or its planned operations may cause material changes in the fair value of commercial mortgage loans acquired, or 
originated, by KREF. 

KREF’s determination of fair value is based upon the best information available for a given circumstance and may incorporate 
assumptions that are management’s best estimates after consideration of a variety of internal and external factors. When an 
independent valuation firm expresses an opinion on the fair value of a financial instrument in the form of a range, management 
selects a value within the range provided by the independent valuation firm, generally the midpoint, to assess the 
reasonableness of management’s estimated fair value for that financial instrument.

See Note 13 for additional information regarding the valuation of KREF's financial assets and liabilities.

Sales of Financial Assets and Financing Agreements — KREF will, from time to time, sell loans, securities and other assets 
as well as finance assets in the form of secured borrowings. In each case, management evaluates whether the transaction 
constitutes a sale through legal isolation of the transferred financial asset from KREF, the ability of the transferee to pledge or 
exchange the transferred asset without constraint and the transfer of control of the transferred asset. For transfers that constitute 
sales, KREF (i) recognizes the financial assets it retains and liabilities it has incurred, if any, (ii) derecognizes the financial 
assets it has sold, and derecognizes liabilities when extinguished and (iii) recognizes a realized gain, or loss, based upon the 
excess, or deficient, proceeds received over the carrying value of the transferred asset. KREF does not recognize a gain, or loss, 
on interests retained, if any, where management elected the fair value option prior to sale.

Balance Sheet Measurement

Cash and Cash Equivalents and Restricted Cash — KREF considers cash equivalents as highly liquid short-term investments 
with maturities of 90 days or less when purchased. Substantially all amounts on deposit with major financial institutions exceed 
insured limits. 

KREF must also maintain sufficient cash and cash equivalents to satisfy liquidity covenants related to its secured financing 
agreements. However, such amounts are not restricted from use in KREF's current operations, and KREF does not present these 
cash and cash equivalents as restricted. As of December 31, 2018 and December 31, 2017, KREF was required to maintain 
unrestricted cash and cash equivalents of at least $15.2 million and $12.1 million, respectively, to satisfy its liquidity covenants 
(Note 4).

Commercial Mortgage Loans Held For Investment and Provision for Loan Losses — KREF recognizes its investments in 
commercial mortgage loans based on management's intent, and KREF's ability, to hold those investments through their 
contractual maturity. Management classifies those loans that management does not intend to sell in the foreseeable future, and 
KREF is able to hold until maturity, as held-for-investment. Loans that are held for investment are carried at their aggregate 

91

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

outstanding face amount, net of applicable (i) unamortized origination or acquisition premiums and discounts, (ii) unamortized 
deferred nonrefundable fees and other direct loan origination costs, (iii) allowance for loan losses and (iv) charge-offs or write-
downs of impaired loans. If a loan is determined to be impaired, management writes down the loan through a charge to the 
provision for loan losses. See "—Expense Recognition — Loan Impairment— Commercial Mortgage Loans, Held-For-
Investment" for additional discussion regarding management’s determination for loan losses. KREF applies the interest method 
to amortize origination or acquisition premiums and discounts and deferred nonrefundable fees or other direct loan origination 
costs, or on a straight line basis when it approximates the interest method. Loans for which management elects the fair value 
option at the time of origination, or acquisition, are carried at fair value on a recurring basis (Note 3).

Commercial Mortgage Loans Held For Sale — Loans that KREF originates, or acquires, which KREF is unable to hold, or 
management intends to sell or otherwise dispose of, in the foreseeable future are classified as held for sale and are carried at the 
lower of amortized cost or fair value. 

Secured Financing Agreements — KREF's secured financing agreements, including Term Loan Financings, are treated as 
collateralized financing transactions and consist of floating rate, uncommitted repurchase facilities and Term Loan Financing 
arrangements carried at their contractual amounts, net of unamortized debt issuance costs (Note 4). 

Convertible Notes, Net — KREF accounts for its convertible debt with a cash conversion feature in accordance with ASC 
470-20 “Debt with Conversion and Other Options” which requires the liability and equity components of convertible debt 
instruments that may be settled in cash upon conversion, including partial cash settlement, to be separately accounted for in a 
manner that reflects the issuer’s nonconvertible debt borrowing rate. The initial proceeds from the sale of convertible notes are 
allocated between a liability component and an equity component in a manner that reflects interest expense at the rate of similar 
nonconvertible debt that could have been issued at such time. The equity component represents the excess initial proceeds 
received over the fair value of the liability component of the notes as of the date of issuance. KREF measured the estimated fair 
value of the debt component of the convertible notes due May 15, 2023 (“Convertible Notes”) as of the issuance date based on 
KREF’s nonconvertible debt borrowing rate. The equity component of the Convertible Notes is reflected within additional paid-
in capital on our Consolidated Balance Sheets, and the resulting debt discount is amortized over the period during which such 
Convertible Notes are expected to be outstanding (through the maturity date) as additional non-cash interest expense using the 
interest method, or on a straight line basis when it approximates the interest method. The additional non-cash interest expense 
attributable to such convertible notes will increase in subsequent periods through the maturity date as the notes accrete to their 
par value over the same period (Note 5).

Loan Participations Sold, Net — In connection with its investments in senior loans, KREF finances certain investments through 
the syndication of non-recourse, or limited-recourse, loan participation to unaffiliated third parties. KREF’s presentation of the 
senior loan and related financing involved in the syndication depends upon whether GAAP recognized the transaction as a sale, 
though such differences in presentation do not generally impact KREF’s net stockholders’ equity or net income aside from 
timing differences in the recognition of certain transaction costs.

To the extent that GAAP recognizes a sale resulting from the syndication, KREF derecognizes the participation in the senior 
loan that KREF sold and continues to carry the retained portion of the loan as an investment. While KREF does not generally 
expect to recognize a material gain or loss on these sales, KREF would realize a gain or loss in an amount equal to the 
difference between the net proceeds received from the third party purchaser and its carrying value of the loan participation that 
KREF sold at time of sale. Furthermore, KREF recognizes interest income only on the portion of the senior loan that it retains 
as a result of the sale.

To the extent that GAAP does not recognize a sale resulting from the syndication, KREF does not derecognize the participation 
in the senior loan that it sold. Instead, KREF recognizes a loan participation sold liability in an amount equal to the principal of 
the loan participation syndicated less any unamortized discounts or financing costs resulting from the syndication. KREF 
continues to recognize interest income on the entire senior loan, including the interest attributable to the loan participation sold, 
as well as interest expense on the loan participation sold liability (Note 6).

Other Assets and Accounts Payable, Accrued Expenses and Other Liabilities — As of December 31, 2018, other assets 
primarily consisted of $1.4 million of deferred financing costs related to KREF's new unsecured corporate revolving credit 
facility (Note 4) and $1.3 million of collateralized loan obligations interest receivable on collateral assets held by a third-party 
servicer as of December 31, 2018. As of December 31, 2017, other assets included a $4.6 million loan principal payment 
receivable from a third-party servicer and $2.1 million of deferred debt issuance costs related to credit facilities, net of 

92

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

$0.5 million accumulated amortization. As of December 31, 2018, accounts payable, accrued expenses and other liabilities 
mainly consisted of $2.0 million of accrued share buybacks and $1.0 million of accrued deferred financing costs and offering 
costs. As of December 31, 2017, accounts payable, accrued expenses and other liabilities included $1.6 million of 
miscellaneous accounts payable and accrued expenses. 

Special Non-Voting Preferred Stock ("SNVPS") — Equity instruments that are redeemable for cash or other assets are classified 
as temporary equity if the instrument is redeemable, at the option of the holder, at a fixed or determinable price on a fixed or 
determinable date or upon the occurrence of an event that is not solely within the control of the issuer. Redeemable equity 
instruments are initially carried at the fair value of the equity instrument at the issuance date, which is subsequently adjusted at 
each balance sheet date if the instrument is currently redeemable or probable of becoming redeemable. KREF accounted for 
the SNVPS as redeemable preferred stock since a third party holds a redemption option, exercisable after May 5, 2018, and 
such redemption is not solely within KREF's control. The SNVPS became redeemable in the second quarter of 2018, 
accordingly, KREF adjusted the carrying value of the SNVPS to its redemption value of $2.8 million as of December 31, 2018. 
KREF presents the SNVPS as “Temporary Equity — Redeemable preferred stock” in the accompanying Consolidated Balance 
Sheets (Note 8).

Income Recognition

Interest Income — Loans where management expects to collect all contractually required principal and interest payments are 
considered performing loans. KREF accrues interest income on performing loans based on the outstanding principal amount 
and contractual terms of the loan. Interest income also includes origination fees and direct loan origination costs for loans that 
KREF originates, but where management did not elect the fair value option, as a yield adjustment using the interest method 
over the loan term, or on a straight line basis when it approximates the interest method. KREF expenses origination fees and 
direct loan origination costs for loans acquired, but not originated, by KREF as well as loans for which management elected the 
fair value option, as incurred. 

Realized Gain (Loss) on Sale of Investments — KREF recognizes the excess, or deficiency, of net proceeds received, less the 
net carrying value of such investments, as realized gains or losses, respectively. KREF reverses cumulative, unrealized gains or 
losses previously reported in its Consolidated Statements of Income with respect to the investment sold at the time of sale.

Expense Recognition 

Loan Impairment — KREF holds commercial mortgage loans for both investment and sale, which management periodically 
evaluates for impairment. 

Commercial Mortgage Loans, Held-For-Investment — For each loan in KREF's portfolio, management performs a quarterly 
evaluation of impairment indicators of loans classified as held for investment using applicable loan, property, market and 
sponsor information obtained from borrowers, loan servicers and local market participants. Such indicators may include the net 
present value of the underlying collateral, property operating cash flows, the sponsor’s financial wherewithal and competency 
in managing the property, macroeconomic trends, and property submarket-specific economic factors. The evaluation of these 
indicators of impairment requires significant judgment by management to determine whether failure to collect contractual 
amounts is probable. 

If management deems that it is probable that KREF will be unable to collect all amounts owed according to the contractual 
terms of a loan, impairment of that loan is indicated. If management considers a loan to be impaired, management establishes 
an allowance for loan losses, through a valuation provision in earnings, which reduces the carrying value of the loan to the 
present value of expected future cash flows discounted at the loan’s contractual effective rate or the fair value of the collateral, 
if repayment is expected solely from the collateral. Significant judgment is required in determining impairment and in 
estimating the resulting loss allowance, and actual losses, if any, could materially differ from those estimates.

Management considers loans to be past due when a monthly payment is due and unpaid for 60 days or more. Loans are placed 
on nonaccrual status and considered non-performing when full payment of principal and interest is in doubt, which generally 
occurs when principal or interest is 120 days or more past due unless the loan is both well secured and in the process of 
collection. Management may return a loan to accrual status when repayment of principal and interest is reasonably assured 
under the terms of the restructured loan. As of December 31, 2018, KREF did not hold any loans that management placed on 
nonaccrual status or otherwise considered past due. 

93

 
KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

In addition to reviewing commercial mortgage loans held-for-investment for impairment, the Manager evaluates KREF's 
commercial mortgage loans to determine if an allowance for loan loss should be established. In conjunction with this review, 
the Manager assesses the risk factors of each loan, and assigns a risk rating based on a variety of factors, including, without 
limitation, underlying real estate performance and asset value, values of comparable properties, durability and quality of 
property cash flows, sponsor experience and financial wherewithal, and the existence of a risk-mitigating loan structure. 
Additional key considerations include loan-to-value ratios, debt service coverage ratios, loan structure, real estate and credit 
market dynamics, and risk of default or principal loss. Based on a five-point scale, KREF's loans are rated "1" through "5," 
from less risk to greater risk, which ratings are defined as follows:

1—Very Low Risk—The underlying property performance has surpassed underwritten expectations, and the sponsor’s 
business plan is generally complete. The property demonstrates stabilized occupancy and/or rental rates resulting in 
strong current cash flow and/or a very low loan-to-value ratio (<65%). At the level of performance, it is very likely 
that the underlying loan can be refinanced easily in the period’s prevailing capital market conditions.

2—Low Risk—The underlying property performance has matched or exceeded underwritten expectations, and the 
sponsor’s business plan may be ahead of schedule or has achieved some or many of the major milestones from a risk 
mitigation perspective. The property has achieved improving occupancy at market rents, resulting in sufficient current 
cash flow and/or a low loan-to-value ratio (65%-70%). Operating trends are favorable, and the underlying loan can be 
refinanced in today’s prevailing capital market conditions. The sponsor/manager is well capitalized or has 
demonstrated a history of success in owning or operating similar real estate.

3—Average Risk—The underlying property performance is in-line with underwritten expectations, or the sponsor may 
be in the early stages of executing its business plan. Current cash flow supports debt service payments, or there is an 
ample interest reserve or loan structure in place to provide the sponsor time to execute the value-improvement plan. 
The property exhibits a moderate loan-to-value ratio (<75%). Loan structure appropriately mitigates additional risks. 
The sponsor/manager has a stable credit history and experience owning or operating similar real estate.

4—High Risk/Potential for Loss: A loan that has a risk of realizing a principal loss. The underlying property 
performance is behind underwritten expectations, or the sponsor is behind schedule in executing its business plan. The 
underlying market fundamentals may have deteriorated, comparable property valuations may be declining or property 
occupancy has been volatile, resulting in current cash flow that may not support debt service payments. The loan 
exhibits a high loan-to-value ratio (>80%), and the loan covenants are unlikely to fully mitigate some risks. Interest 
payments may come from an interest reserve or sponsor equity.

5—Impaired/Loss Likely: A loan that has a very high risk of realizing a principal loss or has otherwise incurred a 
principal loss. The underlying property performance is significantly behind underwritten expectations, the sponsor has 
failed to execute its business plan and/or the sponsor has missed interest payments. The market fundamentals have 
deteriorated, or property performance has unexpectedly declined or valuations for comparable properties have declined 
meaningfully since loan origination. Current cash flow does not support debt service payments. With the current 
capital structure, the sponsor might not be incentivized to protect its equity without a restructuring of the loan. The 
loan exhibits a very high loan-to-value ratio (>90%), and default may be imminent.

Commercial Mortgage Loans, Held-For-Sale — For commercial mortgage loans held-for-sale, KREF applies the lower of cost 
or fair value accounting and may be required, from time to time, to record a nonrecurring fair value adjustment.

Interest Expense — Management expenses contractual interest due in accordance with KREF's financing agreements as 
incurred. 

Deferred Debt Issuance Costs — Management capitalizes and amortizes deferred financing costs incurred in connection with 
financing arrangements over their respective expected term using the interest method, or on a straight line basis when it 
approximates the interest method. KREF presents such expensed amounts, as well as deferred amounts written off, as additional 
interest expense in its Consolidated Statements of Income.

General and Administrative Expenses — Management expenses general and administrative costs, including legal, diligence and 
audit fees; information technology costs; insurance premiums; and other costs as incurred.

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KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Management and Incentive Compensation to Affiliate — Management expenses compensation earned by the Manager on a 
quarterly basis in accordance with the Management Agreement (Note 11).

Income Taxes — Certain activities of KREF are conducted through joint ventures that are formed as limited liability companies, 
taxed as partnerships, and consolidated by KREF. Some of these joint ventures are subject to state and local income taxes, 
based on the tax jurisdictions in which they operate. In addition, certain activities of KREF are conducted through taxable REIT 
subsidiaries consolidated by KREF. Taxable REIT subsidiaries are subject to federal, state and local income taxes (Note 14). 

As of December 31, 2018 and December 31, 2017, KREF did not have any material deferred tax assets or liabilities arising 
from future tax consequences attributable to differences between the carrying amounts of existing assets and liabilities in 
accordance with GAAP and their respective tax bases.

KREF recognizes tax benefits for uncertain tax positions only if it is more likely than not that the position is sustainable based 
on its technical merits. Interest and penalties on uncertain tax positions are included as a component of the provision for income 
taxes in KREF's Consolidated Statements of Income. As of December 31, 2018, KREF did not have any material uncertain tax 
positions.

Stock-Based Compensation

KREF's stock-based compensation consists of awards issued to employees of the Manager or its affiliates that vest over the life 
of the awards, as well as restricted stock units issued to certain members of KREF's board of directors. The Company early 
adopted ASU No. 2018-07, Improvement to Nonemployee Share-based Payment Accounting upon its issuance in June 2018. 
Accordingly, the Company recognizes the compensation cost of stock-based awards to employees of the Manager or its 
affiliates on a straight-line basis over the awards’ term at their grant date fair value.

Upon the adoption of ASU 2016-09, Improvements to Employee Share-Based Payment Accounting (Topic 718), KREF elected 
to account for forfeitures as they occur. Refer to Note 10 for additional information. 

Earnings per Share

Diluted earnings per share, or Diluted EPS, is determined using the treasury stock method, and is based on the net earnings 
attributable to common stockholders, including restricted stock units, divided by the weighted-average number of shares of 
common stock, including restricted stock units. Refer to Note 8 for additional discussion of earnings per share.

KREF presents basic and diluted earnings per share ("EPS"). Basic EPS, or Net Income (Loss) Per Share of Common Stock, 
Basic, is calculated by dividing Net Income (Loss) Attributable to Common Stockholders by the Basic Weighted Average 
Number of Shares of Common Stock Outstanding, for the period. 

Diluted EPS, or Net Income (Loss) Per Share of Common Stock, Diluted, is calculated by starting with Basic EPS and adding 
the weighted average dilutive shares issuable from restricted stock units, computed using the treasury stock method, to the 
weighted average common shares outstanding in the denominator. 

Recent Accounting Pronouncements 

Revenue from Contracts with Customers

In May 2014, the Financial Accounting Standards Board ("FASB") issued ASU No. 2014-09, Revenues from Contracts with 
Customers (Topic 606). The standard’s core principle is that a company will recognize revenue when it transfers promised 
goods or services to customers in an amount that reflects the consideration to which it expects to be entitled in exchange for 
those goods or services. In doing so, companies will need to use more judgment and make more estimates than under current 
guidance. These may include identifying performance obligations in the contract, estimating the amount of variable 
consideration to include in the transaction price and allocating the transaction price to each separate performance obligation. In 
adopting ASU 2014-09, entities have the option of using either a full retrospective or a modified approach to adopt the guidance 
in the ASU. KREF has adopted the modified approach. The adoption of this ASU beginning in the first quarter of 2018 did not 
have a material impact on the Company's consolidated financial statements.

95

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Financial Instruments

In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments - Overall (Subtopic 825-10) - Recognition and 
Measurement of Financial Assets and Financial Liabilities. The standard: (i) requires that certain equity investments be 
measured at fair value, and modifies the assessment of impairment for certain other equity investments, (ii) changes certain 
disclosure requirements related to the fair value of financial instruments measured at amortized cost, (iii) changes certain 
disclosure requirements related to liabilities measured at fair value, (iv) requires separate presentation of financial assets and 
financial liabilities by measurement category and form of financial asset, and (v) clarifies that an entity should evaluate the 
need for a valuation allowance on a deferred tax asset related to available-for-sale securities in combination with the entity’s 
other deferred tax assets. An entity should apply ASU No. 2016-01 by means of a cumulative-effect adjustment to the balance 
sheet as of the beginning of the fiscal year of adoption. The adoption of ASU No. 2016-01 beginning in the first quarter of 2018 
did not have a material impact on the Company's consolidated financial statements.

Credit Losses

In June 2016, the FASB issued ASU No. 2016-13, Financial Instruments - Credit Losses. The standard amends the existing 
credit loss model to reflect a reporting entity's current estimate of all expected credit losses and requires a financial asset (or a 
group of financial assets) measured at amortized cost basis to be presented at a net amount expected to be collected through 
deduction of an allowance for credit losses from the amortized cost basis of the financial asset(s). ASU No. 2016-13 is effective 
for KREF in the first quarter of 2020. Early adoption is permitted beginning in the first quarter of 2019. While KREF is 
currently evaluating the impact that ASU 2016-13 will have on KREF's consolidated financial statements, we expect that the 
adoption will result in an increased amount of provisions for potential loan losses as well as the recognition of such provisions 
earlier in the credit cycle. KREF currently does not have any provision for loan losses recorded on the consolidated financial 
statements.

Share-based Compensation

In June 2018, the FASB issued ASU No. 2018-07, Improvements to Nonemployee Share-Based Payment Accounting. The 
standard aligns the measurement and classification guidance for share-based payments to nonemployees with the guidance for 
share-based payments to employees, with certain exceptions. Under the guidance, the measurement of equity-classified 
nonemployee awards will be fixed at the grant date. ASU No. 2018-07 is effective for public companies in the first quarter of 
2019 with early adoption permitted. KREF early adopted this ASU upon its issuance to simplify its accounting for share-based 
payments to employees of the Manager or its affiliates. The adoption of this ASU did not have a material impact on the 
Company's consolidated financial statements.

Fair Value Measurement

In August 2018, the FASB issued ASU No. 2018-13, which changes the fair value measurement disclosure requirements. The 
ASU eliminates, amends and adds disclosure requirements for fair value measurements. The guidance is effective for fiscal 
periods beginning after December 15, 2019. KREF has elected to early adopt ASU 2018-13 in its entirety as of 2018. Such 
adoption did not have a material impact on KREF's consolidated financial statements.

96

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 3. Commercial Mortgage Loans

The following table summarizes KREF's investments in commercial mortgage loans as of December 31, 2018 and 
December 31, 2017:

Loan Type

Outstanding 
Face Amount

Carrying 
Value

Loan 
Count

Floating Rate 
Loan %(A)

Coupon(A)

Life 
(Years)(B)

Weighted Average

December 31, 2018

Loans held-for-investment

Senior loans(C)
Mezzanine loans(D)

December 31, 2017

Loans held-for-investment

Senior loans(C)
Mezzanine loans(D)

$

$

$

$

3,970,856

$ 3,946,086

55,857

55,734

4,026,713

$ 4,001,820

1,794,963

$ 1,782,054

106,730

106,456

1,901,693

$ 1,888,510

33

8

41

18

10

28

100.0%

53.0

99.3%

100.0%

75.4

98.6%

6.0%

12.0

6.0%

5.8%

11.3

6.1%

3.7

4.1

3.7

3.7

3.7

3.7

(A) 

(B) 

(C) 

(D) 

Average weighted by outstanding face amount of loan. Weighted average coupon assumes applicable one-month LIBOR rates of 2.50% and 1.56% 
as of December 31, 2018 and December 31, 2017, respectively. 
The weighted average life of each loan is based on the expected timing of the receipt of contractual cash flows assuming all extension options are 
exercised by the borrower. 
Senior loans may include accommodation mezzanine loans in connection with the senior mortgage financing. Also, includes loan participations sold 
with a face amount of $85.9 million and $82.0 million, and a carrying value of $85.6 million and $81.5 million as of December 31, 2018 and 
December 31, 2017, respectively. Includes CLO loan participations of $1.0 billion as of December 31, 2018.
In June 2018, KREF acquired the 5.0% redeemable noncontrolling interest in the Mezzanine JV that held six commercial mezzanine loans, held-for-
investment, with a $26.2 million outstanding face amount and carrying value as of December 31, 2018. The Mezzanine JV held seven commercial 
mezzanine loans, held-for-investment, with a $61.2 million outstanding face amount and carrying value as of December 31, 2017.

Activity — For the years ended December 31, 2018 and 2017, the loan portfolio activity was as follows:

Held-for-Investment

Held-for-Sale

Total

Balance at December 31, 2016
Purchases and originations, net(A)
Transfer to held-for-investment(B)
Proceeds from principal repayments(C)

Proceeds from principal repaid upon loan sale
Accretion of loan discount and other amortization, net(D)

Balance at December 31, 2017

Purchases and originations, net(A)

Proceeds from principal repayments
Accretion of loan discount and other amortization, net(D)

Balance at December 31, 2018

$

$

$

674,596

$

1,201,778

107,814

(38,166)

(60,991)

3,479

26,230

$

91,475

(107,814)

—

(10,000)

109

1,888,510

$

— $

2,544,565

(441,779)

10,524

—

—

—

4,001,820

$

— $

700,826

1,293,253

—

(38,166)

(70,991)

3,588

1,888,510

2,544,565

(441,779)

10,524

4,001,820

(A) 
(B) 

(C) 
(D) 

Net of applicable premiums, discounts and deferred loan origination costs.
Non-cash transfer of commercial mortgage loans, as management no longer intends to sell, and has the ability to hold-to-maturity, the loans 
originally placed for sale as well as loan participations sold that did not qualify for sale treatment in accordance with GAAP. 
Includes $4.6 million of loan principal payments receivable from KREF's third-party servicer.
Includes accretion of applicable discounts and deferred loan origination costs.

As of December 31, 2018 and December 31, 2017, there was $24.9 million and $13.2 million, respectively, of unamortized 
deferred loan fees and discounts included in commercial mortgage loans, held-for-investment, net on the Consolidated Balance 
Sheets.

97

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Loan Risk Ratings — As further described in Note 2, our Manager evaluates KREF's commercial mortgage loan portfolio on a 
quarterly basis. In conjunction with the quarterly commercial mortgage loan portfolio review, KREF's Manager assesses the 
risk factors of each loan, and assigns a risk rating based on a variety of factors. Loans are rated “1” (very low risk) through “5” 
Impaired/Loss Likely), which ratings are defined in Note 2. The following table allocates the principal balance and net book 
value of the loan portfolio based on KREF's internal risk ratings:

December 31, 2018

December 31, 2017

Risk Rating

Number of 
Loans

Net Book Value

Total Loan 
Exposure(A)

Risk Rating

Number of 
Loans

Net Book Value

Total Loan 
Exposure(A)

1

2

3

4

5

— $

— $

—

8

33

—

—

41

466,742

3,535,078

468,860

3,625,008

—

—

—

—

$

4,001,820

$

4,093,868

1

2

3

4

5

— $

— $

—

4

23

1

—

28

155,092

1,717,000

16,418

—

156,123

1,792,022

16,500

—

$

1,888,510

$

1,964,645

(A) 

In certain instances, we finance our loans through the non-recourse sale of a senior interest that is not included in our consolidated financial 
statements. Total loan exposure includes the entire loan we originated and financed, including $67.2 million and $63.0 million of such non-
consolidated interests as of December 31, 2018 and December 31, 2017, respectively.

As of December 31, 2018, the average risk rating of KREF's portfolio was 2.9 (Average Risk), weighted by investment carrying 
value, with 100.0% of commercial mortgage loans held-for-investment, rated 3 (Average Risk) or better by KREF's Manager as 
compared to 2.9 (Average Risk) as of December 31, 2017. 

Concentration of Credit Risk — The following tables present the geographies and property types of collateral underlying 
KREF's commercial mortgage loans as a percentage of the loans' carrying values, net of noncontrolling interests:

December 31, 2018

December 31, 2017

December 31, 2018

December 31, 2017

44.6%

41.0

4.3

3.7

3.3

3.1

41.7%

24.7

10.8

2.2

6.8

13.8

100.0%

100.0%

Geography

New York

Florida

Georgia

California

Washington

Minnesota

Massachusetts

New Jersey

Pennsylvania

Oregon

Washington D.C.

Colorado

Philadelphia

Tennessee

Texas

Hawaii

Illinois

Other U.S.

Total

30.3%

11.3

11.1

9.7

8.3

5.7

4.9

3.7

3.5

3.1

2.4

2.4

1.9

1.3

0.1

—

—

0.3

Collateral Property Type

29.3%

Office

Multifamily

Condo (Residential)

Hospitality

Industrial

Retail

Total

2.2

11.0

14.9

—

7.0

—

7.1

—

6.3

4.2

5.1

—

2.8

3.4

5.3

0.9

0.5

100.0%

100.0%

98

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 4. Debt Obligations 

The following table summarizes KREF's secured master repurchase agreements and other financing arrangements in place as of 
December 31, 2018 and December 31, 2017: 

December 31, 2018

Facility

Collateral

December 31,
2017

Facility

Weighted 
Average(B)

Month 
Issued

Outstanding 
Face 
Amount

Carrying 
Value(A)

Maximum 
Facility 
Size

Final 
Stated 
Maturity

Funding 
Cost

Life 
(Years)

Outstanding 
Face 
Amount

Amortized 
Cost Basis

Carrying 
Value

Weighted 
Average 
Life 
(Years)(C)

Carrying 
Value(A)

Master Repurchase Agreements(D)

Wells Fargo(E)

Oct 2015

$

512,298

$

508,523

$ 1,000,000

Nov 2023

4.5%

1.5

$

735,750

$

730,103

$ 730,103

3.6

$

482,146

Morgan Stanley(F)

Dec 2016

302,595

300,081

600,000

Dec 2021

Goldman Sachs(G)

Sep 2016

342,368

340,671

400,000

Oct 2020

5.1

4.8

1.2

1.4

448,444

445,974

445,974

465,764

461,565

461,565

2.7

4.5

421,904

60,750

Asset Specific Financing

BMO Facility(H)

Aug 2018

60,000

58,815

200,000

n.a

4.7

4.6

81,779

80,949

80,949

4.9

Revolving Credit Agreement

Barclays(I)

Revolver(J)

May 2017

n.a

n.a

n.a

n.a

Dec 2018

—

—

100,000

Dec 2023

Total / Weighted Average

$

1,217,261

$ 1,208,090

$ 2,300,000

—

0.7

4.7%

0.0

0.0

1.6

n.a

n.a

n.a

n.a

n.a

n.a

n.a

n.a

—

—

—

$

964,800

(A) 
(B) 
(C) 
(D) 

(E) 

(F) 

(G) 

(H) 

(I) 

(J) 

Net of $9.2 million and $4.5 million unamortized debt issuance costs as of December 31, 2018 and December 31, 2017, respectively.
Average weighted by the outstanding face amount of borrowings.
Average based on the fully extended loan maturity, weighted by the outstanding face amount of the collateral.
Borrowings under these repurchase agreements are collateralized by senior loans, held-for-investment, and bear interest equal to the sum of (i) a 
floating rate index, equal to one-month LIBOR, subject to certain floors of not less than zero, or an index approximating LIBOR, and (ii) a margin, 
based on the collateral. As of December 31, 2018 and December 31, 2017, the percentage of the outstanding face amount of the collateral sold and 
not borrowed under these repurchase agreements, or average "haircut" weighted by outstanding face amount of collateral, was 25.8% and 32.9%, 
respectively (or 23.4% and 27.3%, respectively, if KREF had borrowed the maximum amount approved by its repurchase agreement counterparties 
as of such dates).
In November 2018, KREF and Wells Fargo Bank, National Association (“Wells Fargo”) amended the September 2018 amended and restated master 
repurchase agreement to extend the facility maturity date. The current stated maturity date is November 2021, which does not reflect two, twelve-
month facility term extensions available to KREF, which is contingent upon certain covenants and thresholds. In September 2018, KREF and Wells 
Fargo amended the master repurchase agreement to increase the maximum facility size from $750.0 million to $1,000.0 million. As of December 31, 
2018, the collateral-based margin was between 1.50% and 2.15%.
In November 2017, KREF and Morgan Stanley Bank, N.A. ("Morgan Stanley") amended and restated the master repurchase agreement to extend the 
facility maturity date and to increase the maximum facility size from $500.0 million to $600.0 million and, subject to customary conditions, permits 
KREF to request the facility be further increased to $750.0 million. The current stated maturity of the facility is December 2020, which does not 
reflect one, twelve-month facility term extension available to KREF, which is contingent upon certain covenants and thresholds and, even if such 
covenants and thresholds are satisfied, is at the sole discretion of Morgan Stanley. As of December 31, 2018, the collateral-based margin was 
between 2.00% and 2.45%. 
In October 2018, KREF and Goldman Sachs Bank USA (“Goldman Sachs”) amended the July 2018 amended and restated master repurchase 
agreement to modify certain terms and provisions. The amended and restated facility includes a $400.0 million term facility with a maturity of 
October 2020. As of December 31, 2018, the collateral-based margin was between 1.70% and 2.00%.
In August 2018, KREF entered into a $200.0 million loan financing facility with BMO Harris Bank ("BMO Facility"). The facility provides asset-
based financing on a non-mark to market basis with matched-term up to five years with partial recourse to KREF. As of December 31, 2018, the 
collateral-based margin was 1.7%.
In December 2018, KREF terminated the $75.0 million corporate secured revolving credit facility administered by Barclays Bank PLC  
("Barclays"). In connection with the termination of the facility, KREF recognized $0.7 million of previously unrecognized deferred financing costs. 
In December 2018, KREF entered into a $100.0 million unsecured corporate revolving credit facility (“Revolver”) administered by Morgan Stanley 
Senior Funding, Inc. (“Morgan Stanley Senior Funding”). The lenders under the facility are Morgan Stanley Senior Funding and Goldman Sachs, 
each with a $50.0 million commitment. The current stated maturity of the facility is December 2023. Borrowings under the facility bear interest at a 
per annum rate equal to the sum of (i) a floating rate index and (ii) a fixed margin. Amounts borrowed under this facility are full recourse to certain 
subsidiaries of KREF. As of December 31, 2018, the carrying value excluded $1.4 million unamortized debt issuance costs presented as " — Other 
assets" in KREF's Consolidated Balance Sheets.

The preceding table excludes loan participations sold (Note 7).

99

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

As of December 31, 2018 and December 31, 2017, KREF had outstanding repurchase agreements where the amount at risk 
with any individual counterparty, or group of related counterparties, exceeded 10.0% of KREF’s stockholders' equity. The 
amount at risk under repurchase agreements is the net counterparty exposure, defined as the excess of the carrying amount (or 
market value, if higher than the carrying amount) of the assets sold under agreement to repurchase, including accrued interest 
plus any cash or other assets on deposit to secure the repurchase obligation, over the amount of the repurchase liability, adjusted 
for accrued interest. The following table summarizes certain characteristics of KREF's repurchase agreements where the 
amount at risk with any individual counterparty, or group of related counterparties, exceeded 10.0% of KREF’s stockholders' 
equity as of December 31, 2018 and December 31, 2017:

December 31, 2018

Wells Fargo

Morgan Stanley

Goldman Sachs Bank USA

Total / Weighted Average

December 31, 2017

Wells Fargo

Morgan Stanley

Total / Weighted Average

Outstanding Face 
Amount

Net Counterparty 
Exposure

Percent of 
Stockholders' Equity

Weighted Average Life 
(Years)(A)

$

$

$

$

512,298

$

302,595

342,368

1,157,261

485,250

423,347

908,597

$

$

$

223,780

145,066

122,461

491,307

203,303

251,463

454,766

19.8%

12.8

10.8%

43.7%

19.2%

23.7

42.9%

1.5

1.2

1.4

1.4

1.6

2.0

1.8

(A) 

Average weighted by the outstanding face amount of borrowings under the secured financing agreement.

Debt obligations included in the tables above are obligations of KREF’s consolidated subsidiaries, which own the related 
collateral, and such collateral is generally not available to other creditors of KREF. In particular, holders of CMBS, including 
KREF, are unable to directly own the mortgages, properties or other collateral held by the issuing trusts that KREF present as 
"Assets — Commercial mortgage loans held in variable interest entities, at fair value" in its Consolidated Balance Sheets. 

While KREF is generally not required to post margin under repurchase agreement terms for changes in general capital market 
conditions such as changes in credit spreads or interest rates, KREF may be required to post margin for changes in conditions 
specific to loans that serve as collateral for those repurchase agreements. Such changes may include declines in the appraised 
value of property that secures a loan or a negative change in the borrower's ability or willingness to repay a loan. To the extent 
that KREF is required to post margin, KREF's liquidity could be significantly impacted. Both KREF and its lenders work 
cooperatively to monitor the performance of the properties and operations related to KREF's loan investments to mitigate 
investment-specific credit risks. Additionally, KREF incorporates terms in the loans it originates to further mitigate risks related 
to loan nonperformance.

100

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Term Loan Financing

In April 2018, KREF, through its consolidated subsidiaries, entered into a term loan financing agreement (“Term Loan 
Facility”) with third party lenders for an initial borrowing capacity of $200.0 million that was subsequently increased to $1.0 
billion as of December 31, 2018. The facility provides asset-based financing on a non-mark-to-market basis with matched term 
up to five years and is non-recourse to KREF.  Borrowings under the facility are collateralized by senior loans, held-for-
investment, and bear interest equal to one-month LIBOR plus a margin. As of December 31, 2018, the weighted average margin 
and interest rate on the facility were 1.4% and 3.9%, respectively. The following table summarizes our borrowings under the 
Term Loan Facility:

Term Loan Facility

Count

Outstanding Face 
Amount

Carrying Value

Wtd. Avg. Yield/
Cost(A)

Guarantee(B)

Wtd. Avg. Term(C)

Collateral assets

Financing provided

10

1

$

941,905

$

748,414

933,179

742,959

L + 3.1%

L + 1.8%

n.a.

n.a.

August 2023

August 2023

December 31, 2018

(A)  

(B) 
(C) 

Floating rate loans and related liabilities are indexed to one-month LIBOR. KREF's net interest rate exposure is in direct proportion to its interest in   
the net assets indexed to that rate. In addition to cash coupon, yield/cost includes the amortization of deferred origination/financing costs.
Financing under the Term Loan Facility is non-recourse to KREF.
The weighted-average term is determined using the maximum maturity date of the corresponding loans, assuming all extension options are exercised 
by the borrower.

Activity — For the years ended December 31, 2018 and 2017, the activity related to the carrying value of KREF’s secured 
financing agreements, Asset Specific Financing and Term Loan Financing were as follows:

Balance at December 31, 2016

Principal borrowings

Principal repayments

Deferred debt issuance costs

Amortization of deferred debt issuance costs
Other(A)

Balance as of December 31, 2017

Principal borrowings

Principal repayments/ sales/ deconsolidation

Deferred debt issuance costs

Amortization of deferred debt issuance costs

Balance as of December 31, 2018

$

$

$

439,144

984,197

(460,432)

(1,468)

2,548

811

964,800

2,311,140

(1,314,812)

(15,324)

5,245

1,951,049

(A) 

Amounts principally consist of changes in accrued interest payable and cost adjustments.

Maturities — KREF’s secured financing agreements, term loan financing and other consolidated debt obligations in place as of 
December 31, 2018 had current contractual maturities as follows:

Year

2019

2020

2021

2022

Nonrecourse

Recourse(A)

Total

— $

360,655

$

81,528

666,886

—

698,947

—

157,659

360,655

780,475

666,886

157,659

748,414

$

1,217,261

$

1,965,675

$

$

(A) 

Amounts borrowed subject to a maximum 25.0% recourse limit.

101

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Covenants — KREF is required to comply with customary loan covenants and event of default provisions related to its secured 
financing agreements and Revolver, including, but not limited to, negative covenants relating to restrictions on operations with 
respect to KREF’s status as a REIT, and financial covenants. Such financial covenants include an interest income to interest 
expense ratio covenant (1.5 to 1.0); a minimum consolidated tangible net worth covenant (75.0% of the aggregate cash 
proceeds of any equity issuances made and any capital contributions received by KREF and certain subsidiaries or $800.0 
million depending upon the facility); a cash liquidity covenant (the greater of $10.0 million or 5.0% of KREF's recourse 
indebtedness); and a total indebtedness covenant (75.0% of KREF's total assets, net of VIE liabilities and non-recourse 
indebtedness). As of December 31, 2018 and December 31, 2017, KREF was in compliance with its financial loan covenants.

102

Note 5. Collateralized Loan Obligation 

In November 2018, KREF financed a pool of loan participations (“Loan Participations”) from our existing loan portfolio 
through a managed CLO. KREF 2018-FL1 provides KREF with match-term financing on a non-mark-to-market and non-
recourse basis. KREF 2018-FL1 has a two-year reinvestment feature that allows principal proceeds of the collateral assets to be 
reinvested in qualifying replacement assets, subject to the satisfaction of certain conditions set forth in the indenture. KREF did 
not utilize the reinvestment feature in 2018.

The following table outlines KREF 2018-FL1 collateral assets and respective borrowing as of December 31, 2018.

Collateralized Loan 
Obligation
Collateral assets(A)

Financing provided

Count

Face Amount

Carrying Value

Wtd. Avg.
Yield/Cost(B)

  Wtd. Avg. Term(C)

24

1

$

1,000,000   $

1,000,000  

L + 3.5%

December 2022

810,000  

800,346  

L + 1.8%

June 2036

(A) 

(B) 
(C) 

Represents 24.8% of the face amount of KREF's commercial mortgage loans as of December 31, 2018. As of December 31, 2018, 100% of KREF 
loans financed through the CLO are floating rate loans.
Yield is based on cash coupon. Financing cost includes amortization of deferred financing costs incurred in connection with the CLO.
Loan term represents weighted-average final maturity, assuming extension options are exercised by the borrower. Repayments of CLO notes are 
dependent on timing of related collateral loan asset repayments post reinvestment period. The term of the CLO notes represents the rated final 
distribution date. 

The following table presents the KREF 2018-FL1 Assets and Liabilities included in KREF’s Consolidated Balance Sheet:

Assets

Cash

Commercial mortgage loans, held-for-investment, net

Accrued interest receivable

Other assets

Total

Liabilities

Collateralized loan obligation, net

Accrued interest payable

Accounts payable, accrued expenses and other liabilities

Total

December 31, 2018

—

1,000,000

4,263

1,295

1,005,558

800,346

3,341

314

804,001

$

$

$

The following table presents the components of net interest income of KREF 2018-FL1 included in KREF’s Consolidated 
Statement of Income:

Net Interest Income

  Interest income

  Interest expense(A)

    Net interest income

Year Ended December 31,

2018

$

$

5,553

3,640

1,913

(A) 

Includes $0.3 million of deferred financing costs amortization for the year ended December 31, 2018. KREF's unamortized deferred financing costs 
related to KREF 2018-FL1 were $9.7 million as of December 31, 2018.

103

 
 
 
 
 
 
KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 6. Convertible Notes, Net 

In May 2018, the Company issued $143.75 million of 6.125% convertible senior notes due on May 15, 2023 (the "Convertible 
Notes"). The Convertible Notes bear interest at a rate of 6.125% per year, payable semi-annually in arrears on May 15 and 
November 15 of each year, beginning on November 15, 2018. The Convertible Notes mature on May 15, 2023, unless earlier 
repurchased or converted. The Convertible Notes’ issuance costs of $5.1 million are amortized through interest expense over 
the life of the Convertible Notes. 

The initial conversion rate for the Convertible Notes is 43.9386 shares of KREF’s common stock per $1,000 principal amount 
of Notes, which is equivalent to an initial conversion price of approximately $22.76 per share of KREF’s common stock, which 
represents a 10% conversion premium over the last reported sale price of $20.69 per share of KREF’s common stock on the 
New York Stock Exchange on May 15, 2018. The conversion rate is subject to adjustment under certain circumstances. In 
addition, upon a make-whole fundamental change as defined within the indenture governing the Convertible Notes, the 
Company will, under certain circumstances, increase the applicable conversion rate for a holder that elects to convert its Notes 
in connection with such make-whole fundamental change. Prior to February 15, 2023, the Convertible Notes will be convertible 
only upon satisfaction of certain conditions and during certain periods, and thereafter, at any time until the close of business on 
the second scheduled trading day immediately preceding the maturity date. KREF will satisfy any conversion elections by 
paying or delivering, as the case may be, cash, shares of KREF’s common stock or a combination of cash and shares of KREF’s 
common stock, at its election. KREF has the intent and ability to settle the Convertible Notes in cash and, as a result, the 
Convertible Notes did not have an impact on our diluted earnings per share.

Upon the issuance of the Convertible Notes, the Company recorded a $1.8 million discount based on the implied value of the 
conversion option and an assumed effective interest rate of 6.50%, as well as $5.1 million of initial issuance costs, inclusive of 
the $0.8 million paid to an affiliate of KREF (Note 12). Inclusive of the amortization of this discount and the issuance costs, 
KREF’s total cost of the May 2018 Convertible Notes issuance is 6.92% per annum. 

The following table details our interest expense related to the Convertible Notes: 

Cash coupon

Discount and issuance cost amortization

Total interest expense

Year Ended December 31,

2018

$

$

5,454

861

6,315

The following table details the net book value of our Convertible Notes on our Consolidated Balance Sheet: 

Face value

Deferred financing costs

Unamortized discount

Net book value

December 31, 2018

143,750

(4,486)

(1,576)

137,688

$

$

Accrued interest payable for the Convertible Notes was $1.1 million as of December 31, 2018. Refer to Note 2 for additional 
discussion of our accounting policies for the Convertible Notes. 

104

 
KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 7. Loan Participations Sold 

KREF finances certain investments through the syndication of a non-recourse, or limited-recourse, loan participation to 
unaffiliated third parties. The following table summarizes the loan participation sold liabilities that KREF recognized since the 
corresponding syndications of the participations in the senior loans were not treated as sales:

Loan Participations Sold

Total loan
Senior participation(C)

Loan Participations Sold

Total loan
Senior participation(C)

December 31, 2018

Principal 
Balance

Carrying Value

Yield/Cost(A)

Guarantee(B)

Term

$

99,757

$

85,880

99,368

85,465

L + 3.0%

L + 1.8%

n.a.

n.a.

September 2022

September 2022

December 31, 2017

Principal 
Balance

Carrying Value

Yield/Cost(A)

Guarantee(B)

Term

$

95,920

$

82,000

94,755

81,472

L + 3.0%

L + 1.8%

n.a.

n.a.

September 2022

September 2022

Count

1

1

Count

1

1

(A)  

(B) 

(C) 

Floating rate loans and related liabilities are indexed to one-month LIBOR. KREF's net interest rate exposure is in direct proportion to its interest in 
the net assets of the senior loan.
As of December 31, 2018 and 2017, the loan participation sold was subject to partial recourse of $10.0 million, which amount may be reduced to 
zero upon achievement of certain property performance metrics.
During the years ended December 31, 2018 and 2017, KREF recorded $3.3 million and $0.0 million of interest income and $3.3 million and $0.0 
million of interest expense, respectively, related to the loan participation KREF sold, but continue to consolidate under GAAP.

105

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 8. Variable Interest Entities 

CMBS — KREF beneficially owned CMBS with an unpaid principal balance and fair value of $34.9 million and $12.5 million, 
respectively, as of December 31, 2018. KREF beneficially owned CMBS with an unpaid principal balance and fair value of 
$309.2 million and $114.9 million, respectively, as of December 31, 2017.

In April 2018, KREF sold its controlling beneficial interest in four of the five CMBS trusts held for $112.7 million for a gain of 
$13.0 million, which is included in "Other Income — Realized gain on sale of investments" in the accompanying Consolidated 
Statements of Income. The initial cost basis of the CMBS trusts sold was $94.4 million and the fair value as of December 31, 
2017 was $99.7 million.

KREF was required to consolidate each of the CMBS trusts acquired from the date of acquisition through the date of sale since 
KREF retained the controlling class and management determined KREF was the primary beneficiary of those trusts. Further, 
management irrevocably elected the fair value option for each of the trusts and carries the fair values of the trust's(s') assets and 
liabilities at fair value in its Consolidated Balance Sheets; recognizes changes in the trust's(s') net assets, including fair value 
adjustments and net interest earned, in its Consolidated Statements of Income; and records cash interest received from the 
trusts, net of cash interest paid to CMBS not beneficially owned by KREF, as operating cash flows. 

The following table presents the KREF recognized Trust's(s') Assets and Liabilities:

Trusts' Assets
Commercial mortgage loans held in variable interest entities, at fair value(A)

$

Accrued interest receivable

Trusts' Liabilities
Variable interest entity liabilities, at fair value(B)

Accrued interest payable

(A) 
(B) 

Includes accrued interest receivable.
Includes accrued interest payable.

December 31, 2018

December 31, 2017

1,092,986

$

4,005

1,080,255

3,818

5,372,811

19,740

5,256,926

18,661

The following table presents "Other Income — Change in net assets related to consolidated variable interest entities":

Net interest earned

Unrealized gain (loss)

Change in net assets related to consolidated variable interest entities

Year Ended December 31,

2018

2017

2016

$

$

5,152

$

(2,564)

12,470

3,375

2,588

$

15,845

$

12,098

3,363

15,461

See Note 13 for additional information regarding the valuation of financial assets and liabilities held by KREF's consolidated 
VIEs.

106

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Concentration of Credit Risk — The following tables present the geographies and property types of collateral underlying the 
CMBS trusts consolidated by KREF, as a percentage of the collateral unpaid principal balance and weighted by the fair value of 
the CMBS tranches beneficially owned by KREF's stockholders:

December 31, 2018

December 31, 2017

December 31, 2018

December 31, 2017

Geography

California

Texas

New York

Missouri

Pennsylvania

Florida

Massachusetts*

Illinois

Georgia

New Hampshire*

Delaware*

Virginia*

Other U.S.

Total

Collateral Property Type

33.4%

11.1

23.2% Retail

12.7

Office

8.3

5.4

5.1

4.2

3.6

2.7

2.6

2.4

1.9

1.7

Hospitality

Multifamily

Industrial/ Flex

Self Storage

Mixed Use

Mobile Home

Other

9.1

4.6

4.5

5.5

1.7

7.1

2.9

1.0

1.3

1.2

17.6

100.0%

25.2

100.0%

28.3%

27.4

13.0

9.9

9.6

5.7

3.9

1.7

0.5

25.2%

26.4

15.0

10.6

9.6

3.0

6.9

2.7

0.6

100.0%

100.0%

* Presented within Other U.S. as of December 31, 2017

Collateralized Loan Obligation — KREF is the primary beneficiary of a collateralized loan obligation consolidated as a VIE 
that closed in November 2018 (Note 5). Management considers CLO Issuers, wholly-owned subsidiaries of KREF, to be the 
primary beneficiary as the CLO Issuers have the ability to control the most significant activities of the CLO, the obligation to 
absorb losses, and the right to receive benefits of the CLO through the subordinate interests the CLO Issuers own. 

Commercial Mezzanine Loan Joint Venture — KREF held a 95.0% interest, and was the primary beneficiary of, a joint 
venture consolidated as a VIE that invested in commercial mezzanine loans (Note 3). Management considered KREF to be the 
primary beneficiary of the joint venture as KREF held decision-making power over the activities that most significantly impact 
the economic performance of the joint venture. In June 2018, KREF acquired the Mezzanine JV Redeemable Noncontrolling 
Interest for its carrying value of $1.3 million. As of December 31, 2018, the joint venture is no longer a VIE.

Equity method investments, at fair value —  KREF holds two investments in entities that it records using the equity method. 

As of December 31, 2018, KREF held a 3.5% interest in RECOP, an unconsolidated VIE of which KREF is not the primary 
beneficiary.  The aggregator vehicle in which KREF invests is controlled and advised by affiliates of the Manager. RECOP 
intends to primarily acquire junior tranches of CMBS newly issued by third parties but may also make purchases on the 
secondary market. KREF will not pay any fees to RECOP, but KREF bears its pro rata share of RECOP's expenses. KREF 
reported its share of the net asset value of RECOP in its Consolidated Balance Sheets, presented as “Equity method 
investments, at fair value” and its share of net income, presented as “Income from equity method investments” in the 
Consolidated Statement of Income.

As of December 31, 2018, the non-voting limited liability company interests issued by the Manager, a VIE, and held by a 
Taxable REIT Subsidiary ("TRS") of KREF for the benefit of the holder of the SNVPS represented 4.7% of the Manager’s 
outstanding limited liability company interests (Note 9). KREF reported its allocable percentage of the assets and liabilities of 
the Manager in its Consolidated Balance Sheets, presented as “Equity method investments, at fair value” and its share of net 
income, presented as “Income from equity method investments” in the Consolidated Statement of Income.

107

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 9. Equity 

Authorized Capital — On October 2, 2014, KREF's board of directors authorized KREF to issue up to 350,000,000 shares of 
stock, at $0.01 par value per share, consisting of 300,000,000 shares of common stock and 50,000,000 shares of preferred stock, 
subject to certain restrictions on transfer and ownership of shares. Restrictions placed on the transfer and ownership of shares 
relate to KREF's REIT qualification requirements.

Common Stock — As further described below, since December 2015, KREF issued the following shares of common stock:

Pricing Date

As of December 31, 2015

February 2016

May 2016
June 2016(A)

August 2016

As of December 31, 2016

February 2017

April 2017

May 2017- Initial Public Offering

As of December 31, 2017

August 2018

November 2018

As of As of December 31, 2018

Shares Issued

Net Proceeds

13,636,416

$

2,000,000

3,000,138

21,838

5,500,000

24,158,392

7,386,208

10,379,738

11,787,500

53,711,838

5,000,000

500,000

272,728

40,000

57,130

—

109,875

479,733

147,662

207,595

219,356

1,054,346

98,326

9,351

59,211,838

$

1,162,023

(A) 

KREF did not receive any proceeds with respect to 21,838 shares of common stock issued to certain current and former employees of, and non-
employee consultants to, KKR and third-party investors in the private placement completed in March 2016, in accordance with KREF's 
Stockholders Agreement dated as of March 29, 2016.

In March 2016, KREF obtained $277.4 million of capital commitments in connection with the completion of a private 
placement priced at $20.00 per share. Of these capital commitments, $190.1 million consisted of approximately $178.4 million 
from third parties and approximately $11.8 million from certain current and former employees of, and non-employee 
consultants to, KKR. KKR committed a total of $400.0 million and third parties committed a total of $248.0 million subsequent 
to the private placement completion. In connection with the completion of the private placement, KREF formed an advisory 
board consisting of certain third-party investors. The advisory board possessed certain protective approval rights over KREF's 
activities outside its ordinary course of business, including certain business combinations and equity issuances. The advisory 
board dissolved upon KREF's public listing on May 5, 2017.  

In February 2017 and April 2017, KREF called a portion of capital from investors in the private placements closed during the 
year ended December 31, 2016 and issued 7,386,208 and 10,379,738 common shares, at $20.00 per share, for net proceeds of 
$147.7 million and $207.6 million, respectively.

In connection with the capital commitments described above, third-party investors and certain current and former employees of, 
and non-employee consultants to, KKR were allocated non-voting limited liability company interests of the Manager. For each 
$100.0 million shares of KREF’s common stock acquired by investors through the private placement, the investors were 
allocated non-voting limited liability company interests, representing 6.67% of the Manager’s then-outstanding total limited 
liability company interests. Each investor was allocated its pro rata share of the non-voting limited liability company interests 
of the Manager based on the investor’s shares of KREF’s common stock. 

In May 2017, KREF completed its initial public offering of 11,787,500 shares of its common stock at a price to the public of 
$20.50 per share, which included 1,537,500 shares of common stock issued in connection with the underwriters' exercise in full 
of their option to purchase additional shares. The value of KREF's common stock prior to its listing on the New York Stock 
Exchange was based upon its equity value using a combination of net asset value (market) and discounted cash flow (income) 
approaches.

108

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

In August 2018, KREF completed an underwritten public offering of 5,000,000 shares of its common stock at $19.90 per share, 
less applicable transaction costs, resulting in $98.3 million in net proceeds.

In November 2018, KREF completed an underwritten offering of 4,500,000 shares of it's common stock at $20.00 per share, 
consisting of 500,000 shares issued and sold by KREF and 4,000,000 shares sold by pre-initial public offering third-party 
investors, resulting in $9.4 million in net proceeds to KREF.  

As of December 31, 2018, KKR beneficially owned 22,008,616 shares of KREF's common stock, of which 2,008,616 shares 
were held by KKR on behalf of a third-party investor (Note 1).

During the year ended December 31, 2018, 34,259 shares of common stock were issued related to the vesting of restricted stock 
units. Upon any payment of shares as a result of restricted stock unit vesting, the related tax withholding obligation will 
generally be satisfied by the Company, reducing the number of shares to be delivered by a number of shares necessary to satisfy 
the related applicable tax withholding obligation. Refer to Note 10 for further detail.

Share Repurchase Program — KREF adopted a program to repurchase in the open market up to $100.0 million in shares of 
KREF's common stock over the 12 month period commencing in June 2017. Of this amount, a total of $50.0 million was 
covered by a pre-set trading plan meeting the requirements of Rule 10b5-1 under the Exchange Act (the "10b5-1 Plan"), which 
provided for repurchases of KREF's common stock when the market price per share of common stock was below book value 
per share (calculated in accordance with GAAP), with the remaining $50.0 million available at any time during the repurchase 
period. This program expired on June 12, 2018. In May 2018, KREF's board of directors approved a new share repurchase 
program, effective following the expiration of the above-described share repurchase program. The new share repurchase 
program permits KREF to repurchase up to $100.0 million of KREF's common stock during the period from June 13, 2018 
through June 30, 2019. Of this total authorized amount, $50.0 million is covered by a new 10b5-1 Plan that currently provides 
for repurchases of our common stock when the market price per share of our common stock is below the lesser of (i) book value 
per share (calculated in accordance with GAAP as of the end of the most recent quarterly period for which financial statements 
are available) and (ii) $19.50 per share, and the remaining $50.0 million may be used for repurchases in the open market, or 
pursuant to pre-set trading plans meeting the requirements of Rule 10b5-1 under the Exchange Act, or in privately negotiated 
transactions, or otherwise. During the year ended December 31, 2018, KREF repurchased 1,623,482 shares of common stock 
under the 10b5-1 Plans at an average price per share of $19.30 for a total of $31.3 million. As of December 31, 2018, $31.6 
million remained available for repurchases under this existing 10b5-1 Plan.

Of the 59,211,838 common shares KREF issued, there were 57,596,217 common shares outstanding as of December 31, 2018, 
which includes 34,259 shares of common stock delivered in connection with vested restricted stock units and is net of 
1,649,880 common shares repurchased.

109

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Dividends — During the years ended December 31, 2018 and 2017, KREF's board of directors declared the following 
dividends on shares of its common stock and special voting preferred stock:

Declaration Date

Record Date

Payment Date

Per Share

Total

2017

February 3, 2017

February 3, 2017

February 3, 2017

$

0.35

$

Amount

April 18, 2017

June 14, 2017

April 18, 2017

June 30, 2017

April 18, 2017

July 14, 2017

September 14, 2017

September 30, 2017

October 12, 2017

December 14, 2017

December 29, 2017

January 12, 2018

2018

March 12, 2018

May 7, 2018

March 29, 2018

June 29, 2018

April 13, 2018

July 13, 2018

September 11, 2018

September 28, 2018

October 12, 2018

December 17, 2018

December 28, 2018

January 11, 2019

0.28

0.25

0.37

0.37

$

$

0.40

$

0.43

0.43

0.43

$

8,455

8,832

13,428

19,873

19,864

70,452

21,230

22,804

24,951

24,813

93,798

Preferred Stock — On January 23, 2015, KREF issued 125 shares of Series A cumulative, non-voting preferred stock with a 
par value of $0.01 per share and a stated value of $1,000.00 per share ("Series A Preferred Stock") that were senior to common 
stock. Holders of Series A Preferred Stock were entitled to cumulative distributions of 12.5% of the stated value per annum, 
payable semi-annually in arrears on or before June 30 and December 31 of each year, but were unable to convert Series A 
Preferred Stock into common stock or vote on matters brought to KREF's stockholders. In May 2017, KREF redeemed all 125 
issued and outstanding shares of Series A Preferred Stock for $0.1 million, representing the sum of $1,000.00 per share and all 
accrued and unpaid dividends.

Special Voting Preferred Stock — In March 2016, KREF issued one share of special voting preferred stock to KKR Fund 
Holdings L.P. ("KKR Fund Holdings") for $20.00 per share, which KKR Fund Holdings transferred to its subsidiary, KKR 
REFT Asset Holdings LLC. The holder of the special voting preferred stock has special voting rights related to the election of 
members to KREF's board of directors until KKR and its affiliates cease to own at least 25.0% of KREF's issued and 
outstanding common stock (of which 2,008,616 shares were held on behalf of a third-party investor). As of December 31, 2018, 
KKR and its affiliates beneficially owned 22,008,616 shares of KREF's common stock representing 38% of KREF’s issued and 
outstanding common stock. 

Special Non-Voting Preferred Stock — In connection with KREF's existing investors’ subscription for shares of KREF's 
common stock in the private placements prior to the initial public offering of KREF's equity on May 5, 2017, those investors 
were also allocated a class of non-voting limited liability company interest in the Manager ("Non-Voting Manager Units"). In 
February 2017, KREF issued an investor one share of SNVPS, at $0.01 per share, in lieu of that investor receiving Non-Voting 
Manager Units to facilitate compliance by the investor with regulatory requirements applicable to it. The corresponding Non-
Voting Manager Units are held by a wholly-owned TRS of KREF, ("KREF TRS"). All distributions received by KREF TRS 
from these Non-Voting Manager Units are passed through to the investor as preferred distributions on its SNVPS, less 
applicable taxes and withholdings. Except for the Non-Voting Manager Units, an indirect subsidiary of KKR, ("KKR 
Member"), owns and controls the limited liability company interests of the Manager.

Dividends on the SNVPS are payable quarterly, and will accrue whether or not KREF has earnings, there are assets legally 
available for the payment of those dividends or those dividends have been declared. Any dividend payment made on 
the SNVPS shall first be credited against the earliest accumulated but unpaid dividend due with respect to the SNVPS. Upon 
redemption of the SNVPS or liquidation of KREF, the holder of the SNVPS is entitled to payment of $0.01 per share, together 
with any accumulated but unpaid preferred distributions, including respective call or put amounts (as defined), before any 
holder of junior security interests, which includes KREF's common stock. As KREF does not control the circumstances under 
which the holder of the SNVPS may redeem its interests, management considers the SNVPS as temporary equity (Note 2).

110

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

KREF will redeem the SNVPS at the option of the holder. Upon redemption, KREF will pay a price in cash equal to $0.01 per 
share of the SNVPS, together with any accumulated but unpaid preferred distributions, including respective call or put amounts 
(as defined), and the SNVPS will be canceled automatically and cease to be outstanding. Concurrently, upon redemption of the 
SNVPS, KREF TRS will redeem its respective Non-Voting Manager Units from the KKR Member resulting in a one-time gain, 
thus eliminating the historical cumulative impact of the SNVPS redemption value adjustments recorded in our permanent 
equity. 

Earnings per Share — The following table illustrates the computation of basic and diluted earnings per share for the three and 
twelve months ended December 31, 2018, 2017, and 2016: 

Numerator

Net income (loss) attributable to common stockholders

$

87,293

$

58,818

$

31,141

Year Ended December 31,

2018

2017

2016

Denominator

Basic weighted average common shares outstanding

Dilutive restricted stock units

Diluted weighted average common shares outstanding

Net income (loss) attributable to common stockholders, per:

Basic common share

Diluted common share

55,136,548

45,320,358

19,299,597

34,513

1,002

—

55,171,061

45,321,360

19,299,597

$

$

1.58

1.58

$

$

1.30

1.30

$

$

1.61

1.61

111

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 10. Stock-based Compensation 

KREF is externally managed by the Manager and does not currently have any employees. However, as of December 31, 2018, 
the Manager, certain individuals employed by the Manager and affiliates of the Manager, and certain members of KREF's board 
of directors were compensated, in part, through the issuance of stock-based awards. 

As of December 31, 2018, KREF had restricted stock unit (“RSU”) awards outstanding under the KKR Real Estate Finance 
Trust Inc. 2016 Omnibus Incentive Plan that was adopted on February 12, 2016 and amended and restated on November 17, 
2016 (the "Incentive Plan") to certain members of KREF’s board of directors and employees of the Manager or its affiliates, 
none of whom are KREF employees. RSUs awarded to employees of the Manager or its affiliates, generally vest over three 
consecutive one-year periods and awards to certain members of KREF's board of directors vest over a one-year period, pursuant 
to the terms of the respective award agreements and the terms of the Incentive Plan. RSU awards are not entitled to dividends 
until KREF issues shares of its common stock, which are issuable on a one-to-one basis upon the RSU award vesting. 

The following table summarizes the activity in KREF’s outstanding RSUs and the weighted-average grant date fair value per 
RSU:

Unvested as of December 31, 2017

Granted

Vested

Forfeited/ cancelled

Unvested as of December 31, 2018

Restricted Stock Units

Weighted Average Grant 
Date Fair Value Per 
RSU(A)

154,878

$

361,878

(54,037)

(3,540)

459,179

$

18.61

19.03

20.47

20.56

19.33

(A) 

The grant-date fair value is based upon the last sale price of KREF’s common stock at the date of grant.

These RSUs began to vest on April 1, 2018 for certain individuals employed by the Manager and affiliates of the Manager and 
each year thereafter. RSUs awarded to KREF’s board of directors generally vest annually.

KREF expects the unvested RSUs outstanding to vest during the following years: 

Year

2019

2020

2021

Total

Restricted Stock Units

177,194

165,319

116,666

459,179

Upon adoption of ASU No. 2018-07 in June 2018, KREF recognizes the compensation cost of RSUs awarded to employees of 
the Manager, or one or more of its affiliates, on a straight-line basis over the awards’ term at their grant date fair value, 
consistent with the RSUs awarded to certain members of KREF's board of directors.

During the year ended December 31, 2018, 2017 and 2016, KREF recognized $2.0 million, $0.1 million and $0.0 million, 
respectively, of stock-based compensation expense included in “General and administrative” expense in the Consolidated 
Statements of Income. As of December 31, 2018, there was $7.9 million of total unrecognized stock-based compensation 
expense related to unvested share-based compensation arrangements based on the closing price of our common stock on the 
respective grant date and of $20.47 on June 21, 2018, the date of the adoption of ASU No. 2018-07 for grants issued to 
employees of the Manager during 2017. This cost is expected to be recognized over a weighted average period of 1.3 years.

112

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

During the year ended December 31, 2018, KREF delivered 34,259 shares of common stock for 54,037 vested RSUs. Upon any 
payment of shares as a result of restricted stock unit vesting, the related tax withholding obligation is satisfied by KREF 
reducing the number of shares to be delivered by a number of shares necessary to satisfy the applicable tax withholding 
obligation. The amount results in a cash payment related to this tax liability and a corresponding adjustment to additional paid 
in capital on the Consolidated Statements of Changes in Stockholders' Equity. The adjustment was $0.4 million for the year 
ended December 31, 2018, and is included as a reduction of capital related to KREF's equity incentive plan in the Consolidated 
Statements of Changes in Stockholders' Equity.

Refer to Note 12 for additional information regarding the Incentive Plan.

113

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 11. Commitments and Contingencies 

As of December 31, 2018, KREF was subject to the following commitments and contingencies:

Litigation — From time to time, KREF may be involved in various claims and legal actions arising in the ordinary course of 
business. KREF establishes an accrued liability for legal proceedings only when those matters present loss contingencies that 
are both probable and reasonably estimable. 

As of December 31, 2018, KREF was not involved in any material legal proceedings regarding claims or legal actions against 
KREF.

Indemnifications — In the normal course of business, KREF enters into contracts that contain a variety of representations and 
warranties that provide general indemnifications and other indemnities relating to contractual performance. In addition, certain 
of KREF’s subsidiaries have provided certain indemnities relating to environmental and other matters and has provided 
nonrecourse carve-out guarantees for fraud, willful misconduct and other customary wrongful acts, each in connection with the 
financing of certain real estate investments that KREF has made. KREF’s maximum exposure under these arrangements is 
unknown as this would involve future claims that may be made against KREF that have not yet occurred. However, KREF 
expects the risk of material loss to be low.

Capital Commitments — As of December 31, 2018, KREF had future funding requirements of $419.5 million related to its 
investments in commercial mortgage loans. These future funding commitments primarily relate to construction projects, capital 
improvements, tenant improvements and leasing commissions. Generally, funding commitments are subject to certain 
conditions that must be met, such as customary construction draw certifications, minimum credit metrics or executions of new 
leases before advances are made to the borrower.

In January 2017, KREF committed $40.0 million to invest in an aggregator vehicle alongside RECOP. As of December 31, 
2018, KREF had a remaining commitment of $10.4 million to RECOP.

114

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 12. Related Party Transactions 

Management Agreement — The Management Agreement between KREF and the Manager is a three-year agreement that 
provides for automatic one-year renewal periods starting October 8, 2017, subject to certain termination and nonrenewal rights, 
which in the case of KREF are exercisable by a two-thirds vote by the independent directors of KREF's board of directors. If 
the independent directors of KREF's board of directors decline to renew the Management Agreement other than for cause, 
KREF is required to pay the Manager a termination fee equal to three times the total 24-month trailing average annual 
management fee and incentive compensation earned by the Manager through the most recently completed calendar quarter. 

Pursuant to the Management Agreement, the Manager, as agent to KREF and under the supervision of KREF's board of 
directors, manages the investments, subject to investment guidelines approved by KREF's board of directors; financing 
activities; and day-to-day business and affairs of KREF and its subsidiaries.

For its services to KREF, the Manager is entitled to a quarterly management fee equal to the greater of $62,500 or 0.375% of a 
weighted average adjusted equity and quarterly incentive compensation equal to 20.0% of the excess of (a) the trailing 12-
month adjusted earnings over (b) 7.0% of the trailing 12-month weighted average adjusted equity (“Hurdle Rate”), less 
incentive compensation KREF already paid to the Manager with respect to the first three calendar quarters of such trailing 12-
month period. The quarterly incentive compensation is calculated and paid in arrears with a three months lag. During the year 
ended December 31, 2018, KREF incurred $4.8 million of incentive fees to the Manager, of which $2.4 million was attributed 
to the gain recognized as a result of the April 2018 CMBS sale (Note 8). 

Adjusted equity generally represents the proceeds received by KREF and its subsidiaries from equity issuances, without 
duplication and net of offering costs, and adjusted earnings, reduced by distributions, equity repurchases, and incentive 
compensation paid. Adjusted earnings generally represents the net income, or loss, attributable to equity interests in KREF and 
its subsidiaries, without duplication, as well as realized losses not otherwise included in such net income, or loss, excluding 
non-cash equity compensation expense, incentive compensation, depreciation and amortization and unrealized gains or losses, 
from and after the effective date to the end of the most recently completed calendar quarter. KREF's board of directors, after 
majority approval by independent directors, may also exclude one-time events pursuant to changes in GAAP and certain 
material non-cash income or expense items from adjusted earnings. For purposes of calculating incentive compensation, both 
adjusted equity and adjusted earnings exclude the effects of equity issued by KREF and its subsidiaries that provides for fixed 
distributions or other debt characteristics. 

KREF is also required to reimburse the Manager or its affiliates for documented costs and expenses incurred by it and its 
affiliates on behalf of KREF except those specifically required to be borne by the Manager under the Management Agreement. 
The Manager is responsible for, and KREF does not reimburse the Manager or its affiliates for, the expenses related to 
investment personnel of the Manager and its affiliates who provide services to KREF. However, KREF does reimburse the 
Manager for KREF's allocable share of compensation paid to certain of the Manager’s non-investment personnel, based on the 
percentage of time devoted by such personnel to KREF's affairs.

Incentive Plan — KREF's compensation committee or board of directors may administer the Incentive Plan, which provides 
for awards of stock options; stock appreciation rights; restricted stock; RSUs; limited partnership interests of KKR Real Estate 
Finance Holdings L.P. (the "Operating Partnership"), a wholly owned subsidiary of KREF, that are directly or indirectly 
convertible into or exchangeable or redeemable for shares of KREF's common stock pursuant to the limited partnership 
agreement of the Operating Partnership (“OP Interests”); awards payable by (i) delivery of KREF's common stock or other 
equity interests, or (ii) reference to the value of KREF's common stock or other equity interests, including OP Interests; cash-
based awards; or performance compensation awards. 

No more than 7.5% of the issued and outstanding shares of common stock on a fully diluted basis, assuming the exercise of all 
outstanding stock options granted under the Incentive Plan and the conversion of all warrants and convertible securities into 
shares of common stock, or a total of 4,440,887 shares of common stock, will be available for awards under the Incentive Plan. 
In addition, (i) the maximum number of shares of common stock subject to awards granted during a single fiscal year to any 
non-employee director (as defined in the Incentive Plan), taken together with any cash fees paid to such non-employee director 
during the fiscal year, may not exceed $1.0 million and (ii) the maximum amount that can be paid to any participant for a single 
fiscal year during a performance period (or with respect to each single fiscal year if a performance period extends beyond a 
single fiscal year) pursuant to a performance compensation award denominated in cash will be $10.0 million. 

115

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

No awards may be granted under the Incentive Plan on and after February 12, 2026. The Incentive Plan will continue to apply 
to awards granted prior to such date. During the year ended December 31, 2018, KREF granted 361,878 RSUs to KREF's 
directors and employees of the Manger. During the year ended December 31, 2017, KREF granted 154,878 RSUs. As of 
December 31, 2018, 3,947,449 shares of common stock remained available for awards under the Incentive Plan.

Due to Affiliates — The following table contains the amounts presented in KREF's Consolidated Balance Sheets that it owes to 
affiliates: 

Management fees

Expense reimbursements and other

December 31,

2018

December 31,

2017

$

$

4,330

382

4,712

$

$

3,748

694

4,442

Affiliates Expenses — The following table contains the amounts included in KREF's Consolidated Statements of Income that 
arose from transactions with the Manager:

Management fees

Incentive compensation
Expense reimbursements and other(A)

Year Ended December 31,

2018

2017

2016

$

$

16,346

$

13,492

$

4,756

1,184

—

1,561

22,286

$

15,053

$

5,934

365

486

6,785

(A) 

KREF presents these amounts in "Operating Expenses — General and administrative" in its Consolidated Statements of Income. Affiliate expense 
reimbursements presented in the table above exclude the out-of-pocket amounts paid by the Manager to parties unaffiliated with the Manager on 
behalf of KREF, and for which KREF reimburses the Manager in cash. For the years ended December 31, 2018, 2017, and 2016, these cash 
reimbursements totaled $2.7 million, $1.6 million, and $3.0 million, respectively. 

In connection with the Term Loan Facility (Note 4), KREF is obligated to pay KKR Capital Markets ("KCM"), an affiliate of 
the Manager, a structuring fee equal to 0.75% of the respective committed loan advances, as defined. During the year ended 
December 31, 2018, KREF incurred $6.0 million in structuring fees in connection with the facility. Such amount was 
capitalized as deferred financing cost and amortized to interest expense over the life of the facility.

In connection with the BMO Facility, and in consideration for structuring and sourcing this arrangement, KREF will pay KCM, 
a structuring fee equal to 0.35% of the respective committed loan advances under the agreement. During the year ended 
December 31, 2018, KREF incurred $0.4 million in structuring fees in connection with the facility. Such amount was 
capitalized as deferred financing cost and amortized to interest expense over the life of the facility.

In connection with the CLO issuance, and in consideration for its services as the co-placement agent, KREF paid KCM, a $0.9 
million placement agent fee equal to 0.105% of the CLO proceeds. Such amount was capitalized as deferred financing cost and 
amortized to interest expense over the weighted average life of the collateral assets.

During the year ended December 31, 2018, KREF paid KCM $0.8 million in commissions in connection with the issuance of 
the Convertible Notes. Such amount is included in the $5.1 million Convertible Notes’ issuance cost and is amortized to interest 
expense over the life of the Convertible Notes.

In connection with the Revolver, and in consideration for structuring and sourcing this arrangement, KREF will pay KCM, a 
structuring fee equal to 0.75% of the aggregate amount of commitments first made available. During the year ended 
December 31, 2018, KREF incurred $0.8 million in structuring fees in connection with the Revolver. Such amount was 
capitalized as deferred financing cost and amortized to interest expense over the life of the Revolver.

116

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 13. Fair Value of Financial Instruments 

The carrying values and fair values of KREF’s financial assets and liabilities recorded at fair value on a recurring basis, as well 
as other financial instruments not carried at fair value, as of December 31, 2018 were as follows:

Assets

Cash and cash equivalents
Commercial mortgage loans, held-for-investment, net(C)

Equity method investments, at fair value

Commercial mortgage loans held in variable interest
entities, at fair value

Principal 
Balance(A)

Carrying 
Value(B)

Level 1

Level 2

Level 3

Total

Fair Value

$

86,531

$

86,531

$

86,531

$

— $

— $

86,531

4,026,713

4,001,820

30,734

30,734

1,127,926

1,092,986

—

—

—

—

—

—

4,007,316

4,007,316

30,734

30,734

1,092,986

1,092,986

$ 5,271,904

$ 5,212,071

$

86,531

$

— $ 5,131,036

$ 5,217,567

Liabilities

Secured financing agreements, net

Collateralized loan obligation, net

Convertible notes, net

Loan participations sold, net

$ 1,965,675

$ 1,951,049

$

810,000

143,750

85,880

800,346

137,688

85,465

Variable interest entity liabilities, at fair value

1,092,984

1,080,255

— $

—

142,107

—

—

— $ 1,965,675

$ 1,965,675

—

—

—

—

810,000

—

85,295

810,000

142,107

85,295

1,080,255

1,080,255

$ 4,098,289

$ 4,054,803

$

142,107

$

— $ 3,941,225

$ 4,083,332

(A) 
(B) 

(C) 

The principal balance of commercial mortgage loans excludes premiums and unamortized discounts. 
The carrying value of commercial mortgage loans is presented net of $24.9 million unamortized origination discounts and deferred nonrefundable 
fees. The carrying value of secured financing agreements is presented net of $14.6 million unamortized debt issuance costs. The carrying value of 
collateralized loan obligations is presented net of $9.7 million unamortized debt issuance costs.
Includes $1.0 billion of CLO loan participations as of December 31, 2018. Also, includes senior loans for which KREF sold a loan participation that 
was not treated as a sale under GAAP, with a carrying value of $85.6 million and a fair value of $85.3 million as of December 31, 2018.

The carrying values and fair values of KREF’s financial assets recorded at fair value on a recurring basis, as well as other 
financial instruments for which fair value is disclosed, as of December 31, 2017 were as follows:

Principal 
Balance(A)

Carrying 
Value(B)

Level 1

Level 2

Level 3

Total

Fair Value

Assets

Cash and cash equivalents

$

103,120

$

103,120

$

103,120

$

— $

— $

103,120

Restricted cash
Commercial mortgage loans, held-for-investment, net(C)

Equity method investments, at fair value

Commercial mortgage loans held in variable interest
entities, at fair value

400

400

1,901,693

1,888,510

14,390

14,390

5,305,976

5,372,811

400

—

—

—

—

—

—

—

—

400

1,894,870

1,894,870

14,390

14,390

5,372,811

5,372,811

$ 7,325,579

$ 7,379,231

$

103,520

$

— $ 7,282,071

$ 7,385,591

Liabilities

Secured financing agreements, net

$

969,347

$

964,800

$

— $

— $

969,347

$

969,347

Loan participations sold, net

82,000

81,472

Variable interest entity liabilities, at fair value

4,996,817

5,256,926

—

—

—

—

81,836

81,836

5,256,926

5,256,926

$ 6,048,164

$ 6,303,198

$

— $

— $ 6,308,109

$ 6,308,109

(A) 
(B) 

(C) 

The principal balance of commercial mortgage loans excludes premiums and discounts. 
The carrying value of commercial mortgage loans is presented net of $13.2 million origination discounts and deferred nonrefundable fees. The 
carrying value of secured financing agreements is presented net of $4.5 million unamortized debt issuance costs.
Includes senior loans for which KREF sold a loan participation that was not treated as a sale under GAAP, with a carrying value of $81.5 million 
and a fair value of $81.8 million as of December 31, 2017.

117

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

KREF reported the following financial assets and liabilities at fair value on a recurring basis using Level 3 inputs as of 
December 31, 2018. The following table summarizes the changes in these assets and liabilities.

Balance as of December 31, 2016

Gains (losses) included in net income

Unrealized gain (loss) included in change in net assets related to
CMBS consolidated VIEs

Purchases and repayments

Repayments
Other(A)

Balance as of December 31, 2017

Gains (losses) included in net income

Realized gain (loss)

Unrealized gain (loss) included in change in net assets related to
CMBS consolidated VIEs

Purchases and sales/repayments

Sales/Repayments/Deconsolidation

Other(A)

Balance as of December 31, 2018

(A) 

Amounts primarily consist of changes in accrued interest.

$

$

$

Assets

Liabilities

Commercial Mortgage Loans
Held in Variable Interest
Entities, at Fair Value

Variable Interest Entity
Liabilities, at Fair Value

Net

5,426,084

$

5,313,574

$

112,510

(7,567)

(45,562)

(144)

(10,942)

3,375

(45,562)

(144)

—

—

5,372,811

$

5,256,926

$

115,885

13,000

(98,990)

(4,178,118)

(15,717)

1,092,986

$

—

13,000

(96,426)

(2,564)

(4,065,371)

(112,747)

(14,874)

(843)

1,080,255

$

12,731

During the year ended December 31, 2017, KREF contributed $33.6 million, received distributions of $19.8 million and 
recognized income of $0.4 million related to its investment in RECOP. During the year ended December 31, 2018, KREF 
contributed $15.6 million, received distributions of $1.7 million and recognized income of $2.3 million related to its investment 
in RECOP.

The following table contains the Level 3 inputs used to value assets and liabilities on a recurring and nonrecurring basis or 
where KREF discloses fair value as of December 31, 2018:

Assets(C)

Commercial mortgage loans, held-for-
investment, net

Commercial mortgage loans held in variable 
interest entities, at fair value(D)

Liabilities

Secured financing agreements, net
Collateralized loan obligation, net(E)

Loan participations sold, net

Fair Value

Valuation 
Methodologies

Unobservable Inputs(A)

Weighted 
Average(B)

Range

Discounted cash flow

Loan-to-value ratio

60.3%

46.6% - 82.8%

Discount rate

7.3%

2.9% - 13.9%

Discounted cash flow

Yield

8.5%

2.8% - 39.6%

$ 4,007,316

1,092,986

$ 5,100,302

$ 1,965,675 Market comparable

Credit spread

810,000 Market comparable

Credit spread

1.7%

n.a

1.4% - 2.5%

n.a

85,295 Discounted cash flow

Loan-to-value ratio

54.1%

54.1% - 54.1%

Variable interest entity liabilities, at fair value

1,080,255 Discounted cash flow

Yield

$ 3,941,225

Discount rate

3.9%

6.5%

2.9% - 4.9%

2.8% - 16.5%

(A) 
(B) 

An increase (decrease) in the valuation input results in a decrease (increase) in value. 
Represents the average of the input value, weighted by the unpaid principal balance of the financial instrument.

118

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

(C) 

(D) 

(E) 

KREF carries a $30.5 million investment in an aggregator vehicle alongside RECOP (Note 7) at its pro rata share of the aggregator's net asset value, 
which management believes approximates fair value.
Management measures the fair value of "Commercial mortgage loans held in variable interest entities, at fair value" using the fair value of the 
CMBS trust liabilities. The Level 3 inputs presented in the table above reflect the inputs used to value the CMBS trust liabilities, including the 
CMBS beneficially owned by KREF stockholders eliminated in consolidation of the CMBS trusts.
The principal balance of the collateralized loan obligation approximates its fair value as current borrowing spreads reflect market terms.

Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis

Certain assets not measured at fair value on an ongoing basis but subject to fair value adjustments only in certain circumstances, 
such as when there is evidence of impairment, are measured at fair value on a nonrecurring basis. For commercial mortgage 
loans held-for-sale, KREF applies the lower of cost or fair value accounting and may be required, from time to time, to record a 
nonrecurring fair value adjustment. For commercial mortgage loans held-for-investment and preferred interest in joint venture 
held-to-maturity, KREF applies the amortized cost method of accounting, but may be required, from time to time, to record a 
nonrecurring fair value adjustment in the form of a valuation provision or impairment. KREF did not report any significant 
financial assets or liabilities at fair value on a nonrecurring basis as of December 31, 2018 or December 31, 2017.

Assets and Liabilities for Which Fair Value is Only Disclosed

KREF does not carry its secured financing agreements or its CLO at fair value as management did not elect the fair value 
option for these liabilities. As of December 31, 2018, the fair value of KREF's floating rate repurchase facilities and CLO 
approximated their respective outstanding principal balances.

Note 14. Income Taxes 

KREF has elected to be taxed as a REIT under Sections 856 through 860 of the Internal Revenue Code commencing with its 
taxable year ended December 31, 2014. A REIT is generally not subject to U.S. federal and state income tax on that portion of 
its income that is distributed to stockholders if it distributes at least 90% of its REIT taxable income, determined without regard 
to the deduction for dividends paid and excluding any net capital gains. A REIT will also be subject to a nondeductible excise 
tax to the extent certain percentages of its taxable income are not distributed within specified dates. KREF expects to distribute 
100% of its net taxable income for the foreseeable future, while retaining sufficient capital to support its ongoing needs. 

KREF consolidates subsidiaries that incur U.S. federal, state and local income taxes, based on the tax jurisdiction in which each 
subsidiary operates. During each of the years ended December 31, 2018, 2017, and 2016, KREF recorded a current income tax 
benefit/provision of $(0.1) million, $1.1 million, and $0.4 million, respectively, related to operations of its taxable REIT 
subsidiaries and various other state and local taxes. There were no deferred tax assets or liabilities as of December 31, 2018 and 
December 31, 2017.  

As of December 31, 2018, tax years 2015 through 2018 remain subject to examination by taxing authorities. 
Common stock distributions were taxable as follows:

Year

2018

2017

2016

Ordinary Dividends Qualified Dividends

Long Term Capital 
Gain

Return of Capital

87.8%

100.0

100.0

0.6%

—

—

11.7%

—

—

—%

—

—

119

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 15. Subsequent Events

The following events occurred subsequent to December 31, 2018:

Investing Activities

KREF originated the following senior loan:

Description/ Location

Property Type

Month 
Originated

Maximum 
Face 
Amount

Initial Face 
Amount 
Funded

Interest 
Rate(A)

Maturity 
Date(B)

Brooklyn, NY

Hospitality

January 2019

$

76,000

$

76,000

L + 2.9%

February 2024

LTV

69%

(A) 
(B) 

Floating rate based on one-month USD LIBOR.
Maturity date assumes all extension options are exercised, if applicable.

Funding of Previously Closed Loans

KREF funded approximately $28.4 million for previously closed loans.

Loan Repayments

KREF received approximately $297.8 million from loan repayments.

Financing Activities

KREF borrowed $60.0 million and repaid $75.7 million under the BMO Facility and its master repurchase facilities, 
respectively.

Corporate Activities

Dividends

In January 2019, KREF paid $24.8 million in dividends on its common and special voting preferred stock, or $0.43 per share, 
with respect to the fourth quarter of 2018, to stockholders of record on December 28, 2018.

Share Buyback

KREF repurchased 212,809 shares of its common stock for a total of $4.1 million, net of commissions, at a weighted average 
price per share of $19.25.

120

KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Note 16. Summary Quarterly Consolidated Financial Information (Unaudited)

The following tables summarize KREF's quarterly financial data which, in the opinion of management, reflects all adjustments, 
consisting only of normal recurring adjustments, necessary for a fair presentation of KREF's results of operations for the years 
ended December 31, 2018 and 2017:

Net Interest Income

Interest income

Interest expense

Total net interest income

Other Income (Loss)

Operating Expenses

Income (Loss) Before Income Taxes, Noncontrolling 
Interests and Preferred Dividends

Income tax expense (benefit)

Net Income (Loss)

Redeemable Noncontrolling Interests in Income 
(Loss) of Consolidated Joint Venture

Noncontrolling Interests in Income (Loss) of 
Consolidated Joint Venture

Net Income (Loss) Attributable to KKR Real Estate 
Finance Trust Inc. and Subsidiaries

Preferred Stock Dividends and Redemption Value
Adjustment

Net Income (Loss) Attributable to Common 
Stockholders

Net Income (Loss) Per Share of Common Stock, 
basic and diluted

Weighted Average Number of Shares of Common 
Stock Outstanding
    Basic

    Diluted

March 31

June 30

September 30

December 31

December 31, 2018

Quarter Ended

Year Ended

2018

$

31,694

$

40,363

$

51,895

$

59,623

$

183,575

10,690

21,004

9,198

6,602

23,600

175

23,425

34

—

18,798

21,565

7,983

5,599

23,949

(33)

23,982

29

—

23,337

28,558

1,602

9,103

21,057

85

20,972

—

—

32,192

27,431

1,310

7,610

21,131

(297)

21,428

—

—

23,391

23,953

20,972

21,428

111

470

151

1,719

$

$

23,280

0.44

$

$

23,483

0.44

$

$

20,821

0.37

$

$

19,709

0.34

$

$

85,017

98,558

20,093

28,914

89,737

(70)

89,807

63

—

89,744

2,451

87,293

1.58

53,337,915

53,378,467

53,064,585

53,069,866

55,903,126

55,921,655

58,178,944

58,253,821

55,136,548

55,171,061

121

 
KKR Real Estate Finance Trust Inc.
Notes to Consolidated Financial Statements
(dollars in tables in thousands, except per share amounts)

Net Interest Income

Interest income

Interest expense

Total net interest income

Other Income (Loss)

Operating Expenses

Income (Loss) Before Income Taxes, Noncontrolling 
Interests and Preferred Dividends

Income tax expense

Net Income (Loss)

Redeemable Noncontrolling Interests in Income 
(Loss) of Consolidated Joint Venture

Noncontrolling Interests in Income (Loss) of 
Consolidated Joint Venture

Net Income (Loss) Attributable to KKR Real Estate 
Finance Trust Inc. and Subsidiaries
Preferred Stock Dividends

Net Income (Loss) Attributable to Common 
Stockholders

Net Income (Loss) Per Share of Common Stock, 
basic and diluted
Weighted Average Number of Shares of Common 
Stock Outstanding
    Basic

    Diluted

2017

Quarter Ended

March 31

June 30

September 30

December 31

Year Ended
December 31, 2017

$

12,906

$

17,446

$

24,408

$

28,385

$

3,953

8,953

4,790

2,988

10,755

122

10,633

46

210

10,377

13

3,225

14,221

4,780

4,451

14,550

146

14,404

34

214

14,156

75

5,414

18,994

4,317

5,328

17,983

120

17,863

54

377

17,432

93

8,632

19,753

3,801

5,661

17,893

714

17,179

82

—

17,097

63

$

$

10,364

0.39

$

$

14,081

0.30

$

$

17,339

0.32

$

$

17,034

0.32

$

$

83,145

21,224

61,921

17,688

18,428

61,181

1,102

60,079

216

801

59,062

244

58,818

1.30

26,879,428

26,879,428

46,632,975

46,633,248

53,696,967

53,697,041

53,685,440

53,688,027

45,320,358

45,321,360

122

Description/Location
Senior Loans(E)

Senior Loan 1, Atlanta, GA / Tampa, FL

Senior Loan 2, Queens, NY

Senior Loan 3, Boston, MA

Senior Loan 4, New York, NY

Senior Loan 5, New York, NY

Senior Loan 6, Seattle, WA

Senior Loan 7, San Diego, CA

Senior Loan 8, Minneapolis, MN

Senior Loan 9, New York, NY

Senior Loan 10, North Bergen, NJ

Senior Loan 11, Philadelphia, PA

Senior Loan 12, Irvine, CA

Senior Loan 13, Fort Lauderdale, FL

Senior Loan 14, Portland, OR

Senior Loan 15, West Palm Beach, FL

Senior Loan 16, Brooklyn, NY

Senior Loan 17, Crystal City, VA

Senior Loan 18, Seattle, WA

Senior Loan 19, Westbury, NY

Senior Loan 20, New York, NY

Senior Loan 21, Atlanta, GA

Senior Loan 22, San Diego, CA

Senior Loan 23, Denver, CO

Senior Loan 24, Seattle, WA

Senior Loan 25, Philadelphia, PA

Senior Loan 26, New York, NY

Senior Loan 27, Orlando, FL

Senior Loan 28, St Paul, MN

Senior Loan 29, Atlanta, GA

Senior Loan 30, Queens, NY

Senior Loan 31, Atlanta, GA

Senior Loan 32, Nashville, TN

Senior Loan 33, Queens, NY

Mezzanine Loans

Mezzanine Loan 1, Denver, CO

Mezzanine Loan 2, Atlanta, GA

Mezzanine Loan 3, Santa Monica, CA

Mezzanine Loan 4, Various

Mezzanine Loan 5, Ann Arbor, MI

Mezzanine Loan 6, Boca Raton, FL

Mezzanine Loan 7, Fort Lauderdale, FL

Mezzanine Loan 8, Bryan, TX

Schedule IV - Mortgage Loans on Real Estate
December 31, 2018 
(dollars in millions)

Prior 
Liens(A)

Face Amount

Carrying 
Amount

Interest Rate(B)

Payment Terms(C)

Maturity Date(D)

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

$

335.5

$

255.2

195.4

182.2

170.7

162.1

159.5

159.2

148.0

147.8

143.1

140.8

140.0

125.0

122.0

116.5

96.8

93.0

87.1

86.0

85.9

81.8

81.0

80.7

77.0

73.2

71.1

70.3

69.3

62.3

56.3

53.9

42.0

15.8

13.9

5.6

5.5

4.3

4.0

4.0

2.9

333.5

252.9

194.1

179.9

170.4

160.6

159.1

158.4

146.4

147.2

141.9

140.6

139.3

124.4

120.7

115.7

96.5

92.6

86.8

85.5

85.6

80.9

80.6

80.2

76.3

73.0

70.9

69.9

68.8

62.0

56.2

53.5

41.8

15.7

13.8

5.6

5.5

4.3

4.0

4.0

2.9

   L + 3.2%

L + 3.3

L + 2.4

L + 3.6

L + 4.8

L + 3.7

L + 4.2

L + 3.8

L + 2.6

L + 4.3

L + 2.5

L + 3.9

L + 2.9

L + 5.5

L + 2.9

L + 4.4

L + 4.5

L + 2.6

L + 3.1

L + 2.6

L + 1.8

L + 3.2

L + 4.0

L + 3.6

L + 2.7

L + 4.4

L + 2.8

L + 3.6

L + 2.7

L + 3.7

L + 4.0

L + 4.3

L + 2.8

L + 10.8

L + 10.7

10.5

11.0

12.0

10.0

10.0

10.0

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

36 mo I/O / 360 mo
amort

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

I/O

8/7/2023

6/7/2023

6/7/2023

1/7/2024

8/5/2020

10/7/2023

10/5/2021

12/5/2022

12/7/2023

11/5/2022

7/7/2023

5/5/2022

12/7/2023

11/5/2020

11/7/2023

4/5/2022

10/5/2021

9/7/2023

4/7/2023

4/7/2023

9/5/2022

12/7/2023

8/5/2022

4/7/2023

11/7/2023

11/5/2021

4/7/2023

2/5/2023

8/7/2023

8/5/2022

6/2/2022

1/5/2022

11/7/2023

3/5/2022

9/5/2022

12/6/2025

7/6/2025

7/6/2025

12/1/2024

12/1/2024

3/1/2025

(A) 

(B) 
(C) 
(D) 
(E) 

Represents third-party priority liens. Third-party portions of pari-passu participations are not considered priority liens. Additionally, excludes the 
outstanding debt on third-party joint ventures of underlying borrowers.
L = one-month LIBOR rate.
I/O = interest only until final maturity unless otherwise noted
Maturity date assumes all extension options are exercised, if applicable.
Includes senior loans and pari passu participations in senior loans. May include accommodation mezzanine loans in connection with the senior 
mortgage financing

For the activity within our loan portfolio during the year ended December 31, 2018, refer to Note 3 of our consolidated 
financial statements. 

123

ITEM 9. CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS ON ACCOUNTING AND FINANCIAL 
DISCLOSURE

None.

ITEM 9A. CONTROLS AND PROCEDURES

Evaluation of Disclosure Controls and Procedures

We maintain disclosure controls and procedures (as such term is defined in Rules 13a-15(e) and 15d-15(e) under the Exchange 
Act) that are designed to ensure that the information required to be disclosed by us in the reports filed or submitted by us under 
the Exchange Act is recorded, processed, summarized and reported within the time periods specified in the SEC’s rules and 
forms and such information is accumulated and communicated to management, including the Co-Chief Executive Officers and 
the Chief Financial Officer, as appropriate, to allow timely decisions regarding required disclosure. Any controls and 
procedures, no matter how well designed and operated, can provide only reasonable assurances of achieving the desired 
controls.

As of December 31, 2018, we carried out an evaluation, under the supervision and with the participation of our management, 
including the Co-Chief Executive Officers and the Chief Financial Officer, of the effectiveness of the design and operation of 
our disclosure controls and procedures. Based upon that evaluation, our Co-Chief Executive Officers and Chief Financial 
Officer have concluded that, as of December 31, 2018, our disclosure controls and procedures were effective to accomplish 
their objectives at the reasonable assurance level.

Management’s Annual Report on Internal Control Over Financial Reporting 

Our management is responsible for establishing and maintaining adequate internal control over financial reporting as defined in 
Rules 13a-15(f) and 15d-15(f) under the Exchange Act. Our internal control over financial reporting is designed to provide 
reasonable assurance regarding the reliability of financial reporting and the preparation of our consolidated financial statements 
for external purposes in accordance with generally accepted accounting principles. Our internal control over financial reporting 
includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and 
fairly reflect the transactions and dispositions of the assets of KREF, (2) provide reasonable assurance that transactions are 
recorded as necessary to permit preparation of consolidated financial statements in accordance with U.S. generally accepted 
accounting principles, and that our receipts and expenditures are being made only in accordance with authorizations of our 
management and directors, and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized 
acquisition, use or disposition of our assets that could have a material effect on the consolidated financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements in our 
consolidated financial statements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk 
that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or 
procedures may deteriorate.

Under the supervision and with the participation of our management, including our Co-Chief Executive Officers and the Chief 
Financial Officer, we conducted an evaluation of the effectiveness of our internal control over financial reporting using the 
criteria set forth by the Committee of Sponsoring Organizations of the Treadway Commission (COSO) in Internal Control-
Integrated Framework (2013). Based on its evaluation, our management concluded that our internal control over financial 
reporting was effective as of the end of the fiscal year covered by this Annual Report on Form 10-K. 

This Annual Report on Form 10-K does not include an attestation report of KREF’s registered accounting firm due to a 
transition period established by the rules of the SEC for “emerging growth companies.”

Changes in Internal Control Over Financial Reporting

No changes in our internal control over financial reporting (as such term is defined in Rules 13a-15(f) and 15d-15(f) under the 
Securities Exchange Act) occurred during our most recent quarter, that has materially affected, or is reasonably likely to 
materially affect, our internal control over financial reporting.

ITEM 9B. OTHER INFORMATION

None.

124

PART III.

ITEM 10. DIRECTORS, EXECUTIVE OFFICERS AND CORPORATE GOVERNANCE

We have adopted a code of business conduct and ethics (the “Code of Conduct”) that applies to all of our directors, employees 
(if any) and the officers and employees of our Manager and its affiliates who provide services to us, including our principal 
executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. 
Our Code of Conduct, as it relates to employees of KKR, operates in conjunction with, and in addition to, any applicable 
policies of KKR.

Our Code of Conduct is available the Investor Relations section of our website at www.kkrreit.com. We intend to make any 
legally required disclosures regarding amendments to, or waivers of, provisions of our Code of Conduct on our website rather 
than by filing a Current Report on Form 8-K.

The remaining information required by this item is incorporated by reference to the company’s definitive proxy statement to be 
filed not later than April 30, 2019 with the SEC pursuant to Regulation 14A under the Exchange Act.

ITEM 11. EXECUTIVE COMPENSATION

The information required by this item is incorporated by reference to the company’s definitive proxy statement to be filed not 
later than April 30, 2019 with the SEC pursuant to Regulation 14A under the Exchange Act.

ITEM 12. SECURITY OWNERSHIP OF CERTAIN BENEFICIAL OWNERS AND MANAGEMENT AND RELATED 
STOCKHOLDER MATTERS

The information required by this item is incorporated by reference to the company’s definitive proxy statement to be filed not 
later than April 30, 2019 with the SEC pursuant to Regulation 14A under the Exchange Act.

ITEM 13. CERTAIN RELATIONSHIPS AND RELATED TRANSACTIONS AND DIRECTOR INDEPENDENCE

The information required by this item is incorporated by reference to the company’s definitive proxy statement to be filed not 
later than April 30, 2019 with the SEC pursuant to Regulation 14A under the Exchange Act.

ITEM 14. PRINCIPAL ACCOUNTANT FEES AND SERVICES

The information required by this item is incorporated by reference to the company’s definitive proxy statement to be filed not 
later than April 30, 2019 with the SEC pursuant to Regulation 14A under the Exchange Act.

PART IV.

ITEM 15. EXHIBITS, FINANCIAL STATEMENT SCHEDULES 

(a) 

The following documents are filed as part of the Annual Report on Form 10-K.

1. 

Financial Statements

See Item 8 to the Annual Report on Form 10-K.

2. 

Financial Statement Schedules:

See Schedule IV — Mortgage Loans on Real Estate as of December 31, 2018 of the Annual Report on Form 10-K.

3. 

Exhibits:

125

 
 
 
Exhibit
Number

Exhibit Description

3.1

3.2

4.1

4.2

10.1

10.2

10.3

10.4

10.5

10.6

10.7

10.8

10.9

Articles of Restatement of KKR Real Estate Finance Trust Inc., dated as of May 10, 2017 (incorporated by 
reference to Exhibit 3.1 to the Company’s Current Report on Form 8-K (001-38082) filed on May 10, 
2017).

Amended and Restated Bylaws of KKR Real Estate Finance Trust Inc. (incorporated by reference to Exhibit 
3.2 to the Company’s Registration on Form S-11/A (333-217126) filed on April 13, 2017).

Indenture (including form of Note), dated as of May 18, 2018, by and between KKR Real Estate Finance 
Trust Inc. and The Bank of New York Mellon Trust Company, N.A., as trustee (incorporated by reference to 
Exhibit 4.1 to the Company’s Current Report on Form 8-K (001-38082) filed on May 18, 2018).

Indenture, dated as of November 28, 2018, among KREF 2018-FL1 Ltd., KREF 2018-FL1 LLC, KREF 
CLO Loan Seller LLC, Wilmington Trust, National Association, and Wells Fargo Bank, National 
Association (incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K 
(001-38082) filed on November 29, 2018).

Third Amended and Restated Management Agreement, dated as of May 5, 2017, between KKR Real Estate 
Finance Trust Inc. and KKR Real Estate Finance Manager LLC (incorporated by reference to Exhibit 10.2 
to the Company’s Current Report on Form 8-K (001-38082) filed on May 10, 2017).

Stockholders Agreement, dated as of March 29, 2016, among KKR Fund Holdings L.P., the stockholders 
party thereto, KKR Real Estate Finance Trust Inc. and KKR Real Estate Finance Manager LLC 
(incorporated by reference to Exhibit 10.2 to the Company’s Registration on Form S-11 (333-217126) filed 
on April 3, 2017).

First Amendment to the Stockholders Agreement, dated as of September 29, 2016, among KKR Real Estate 
Finance Trust Inc., KKR Real Estate Finance Manager LLC, KKR Fund Holdings L.P. and the stockholders 
party thereto (incorporated by reference to Exhibit 10.3 to the Company’s Registration on Form S-11 
(333-217126) filed on April 3, 2017).

Second Amendment to the Stockholders Agreement, dated as of January 9, 2017, among KKR Real Estate 
Finance Trust Inc., KKR Real Estate Finance Manager LLC, KKR Fund Holdings L.P. and the stockholders 
party thereto (incorporated by reference to Exhibit 10.4 to the Company’s Registration on Form S-11 
(333-217126) filed on April 3, 2017).

Registration Rights Agreement, dated as of March 29, 2016, among KKR Real Estate Finance Trust Inc., 
KKR Fund Holdings L.P. and the other investors party thereto (incorporated by reference to Exhibit 10.5 to 
the Company’s Registration on Form S-11 (333-217126) filed on April 3, 2017).

First Amendment to the Registration Rights Agreement, dated as of September 29, 2016, among KKR Real 
Estate Finance Trust Inc., KKR Fund Holdings L.P. and the other investors party thereto (incorporated by 
reference to Exhibit 10.6 to the Company’s Registration on Form S-11 (333-217126) filed on April 3, 2017).

Loan and Servicing Agreement, dated as of April 11, 2018, among KREF Holdings VII LLC, KREF 
Lending VII LLC, PNC Bank, National Association, Midland Loan Services, a division of PNC Bank, 
National Association, the Initial Lender, and KKR Capital Markets LLC (incorporated by reference to 
Exhibit 10.7 to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018 
(001-38082)).

Master Repurchase and Securities Contract, dated as of October 21, 2015, between KREF Lending I LLC 
and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 10.10 to the Company’s 
Registration on Form S-11 (333-217126) filed on April 3, 2017).

Amendment No. 1 to Master Repurchase and Securities Contract and Omnibus Amendment to Repurchase 
Documents, dated as of February 4, 2016, between KREF Lending I LLC and Wells Fargo Bank, National 
Association (incorporated by reference to Exhibit 10.11 to the Company’s Registration on Form S-11 
(333-217126) filed on April 3, 2017).

126

 
10.10

10.11

10.12

10.13

10.14

10.15

10.16

10.17

10.18

10.19

10.20

10.21

10.22

10.23

Amendment No. 2 to Master Repurchase and Securities Contract, Guarantee Agreement, Servicing 
Agreement and Custodial Agreement, dated as of September 9, 2016, among KREF Lending I LLC, Wells 
Fargo Bank, National Association, KKR Real Estate Finance Holdings, L.P. and Situs Asset 
Management LLC (incorporated by reference to Exhibit 10.12 to the Company’s Registration on Form S-11 
(333-217126) filed on April 3, 2017).

Guarantee Agreement, dated as of October 21, 2015, made by KKR Real Estate Finance Holdings L.P. in 
favor of Wells Fargo Bank, National Association (incorporated by reference to Exhibit 10.13 to the 
Company’s Registration on Form S-11 (333-217126) filed on April 3, 2017).

Limited Guaranty, dated as of September 30, 2016, made by KKR Real Estate Finance Holdings L.P. in 
favor of Goldman Sachs Bank USA (incorporated by reference to Exhibit 10.15 to the Company’s 
Registration on Form S-11 (333-217126) filed on April 3, 2017).

Amendment No. 1 to Master Repurchase and Securities Contract and Omnibus Amendment to Repurchase 
Documents, dated as of February 4, 2016, between KREF Lending I LLC and Wells Fargo Bank, National 
Association (incorporated by reference to Exhibit 10.11 to the Company’s Registration on Form S-11 
(333-217126) filed on April 3, 2017).

Amended & Restated Master Purchaser Agreement, dated as of November 1, 2017, among KREF Lending 
III LLC, KREF Lending III TRS LLC and Goldman Sachs Bank USA (incorporated by reference to Exhibit 
10.1 to the Company’s Quarterly Report on Form 10-Q for the quarterly period ended September 30, 2017 
(001-38082)).

Reaffirmation of Guaranty, dated as of November 1, 2017, made by KKR Real Estate Finance Holdings L.P. 
in favor of Goldman Sachs Bank USA (incorporated by reference to Exhibit 10.2 to the Company’s 
Quarterly Report on Form 10-Q for the quarterly period ended September 30, 2017 (001-38082)).

Master Repurchase and Securities Contract Agreement, dated as of December 6, 2016, between Morgan 
Stanley Bank, N.A. and KREF Lending IV LLC (incorporated by reference to Exhibit 10.16 to the 
Company’s Registration on Form S-11 (333-217126) filed on April 3, 2017).

Omnibus Amendment, dated as of November 10, 2017, to the Master Repurchase and Securities Contract 
Agreement, dated as of December 6, 2016, between Morgan Stanley Bank, N.A. and KREF Lending IV 
LLC (incorporated by reference to Exhibit 10.1 to the Company’s Current Report on Form 8-K (001-38082) 
filed on November 13, 2017).

Guaranty Agreement, dated as of December 6, 2016, made by KKR Real Estate Finance Holdings L.P. in 
favor of Morgan Stanley Bank, N.A. (incorporated by reference to Exhibit 10.20 to the Company’s Annual 
Report on Form 10-K for the year ended December 31, 2017 (001-38082)).

Amended and Restated Master Repurchase and Securities Contract, dated as of April 7, 2017, between 
KREF Lending I LLC and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 
10.20 to the Company’s Registration on Form S-11/A (333-217126) filed on April 13, 2017).

Amendment No. 1 to Amended and Restated Master Repurchase and Securities Contract, dated as of 
September 20, 2017, between KREF Lending I LLC and Wells Fargo Bank, National Association 
(incorporated by reference to Exhibit 10.3 to the Company’s Quarterly Report on Form 10-Q for the 
quarterly period ended September 30, 2017 (001-38082)).

Amendment No. 3 to Guarantee Agreement, dated as of April 7, 2017, between Wells Fargo Bank, National 
Association and KKR Real Estate Finance Holdings L.P. (incorporated by reference to Exhibit 10.21 to the 
Company’s Registration on Form S-11/A (333-217126) filed on April 13, 2017).

Amendment No. 4 to Guarantee Agreement, dated as of December 28, 2018, between Wells Fargo Bank, 
National Association and KKR Real Estate Finance Holdings L.P (incorporated by reference to Exhibit 
10.22 to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

Trademark License Agreement, dated as of May 4, 2017, between Kohlberg Kravis Roberts & Co. L.P. and 
KKR Real Estate Finance Trust Inc. (incorporated by reference to Exhibit 10.1 to the Company’s Current 
Report on Form 8-K (001-38082) filed on May 10, 2017).

127

10.24†

Form of Director and Officer Indemnification Agreement (incorporated by reference to Exhibit 10.19 to the 
Company’s Registration on Form S-11/A (333-217126) filed on April 26, 2017).

10.25†

10.26†

10.27†

21.1

23.1

31.1

31.2

31.3

32.1

32.2

32.3

Amended and Restated KKR Real Estate Finance Trust Inc. 2016 Omnibus Incentive Plan (incorporated by 
reference to Exhibit 10.18 to the Company’s Registration on Form S-11/A (333-217126) filed on April 26, 
2017).

Form of Restricted Stock Unit Grant Notice and Restricted Stock Unit Agreement for Non-Employee 
Directors (incorporated by reference to Exhibit 10.1 to the Company’s Quarterly Report on Form 10-Q for 
the quarterly period ended June 30, 2018 (001-38082)).

Form of Restricted Stock Unit Grant Notice and Restricted Stock Unit Agreement (incorporated by 
reference to Exhibit 10.29 to the Company’s Annual Report on Form 10-K for the year ended December 31, 
2017 (001-38082)).

Subsidiaries of KKR Real Estate Finance Trust Inc. (incorporated by reference to Exhibit 21.1 to the 
Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

Consent of Deloitte & Touche LLP.

Certificate of Christen E.J. Lee, Co-President and Co-Chief Executive Officer, pursuant to Section 302 of 
the Sarbanes-Oxley Act of 2002.

Certificate of Matthew A. Salem, Co-President and Co-Chief Executive Officer, pursuant to Section 302 of 
the Sarbanes-Oxley Act of 2002.

Certificate of Mostafa Nagaty, Chief Financial Officer, pursuant to Section 302 of the Sarbanes-Oxley Act 
of 2002.

Certificate of Christen E.J. Lee, Co-President and Co-Chief Executive Officer, pursuant to Section 18 
U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished 
herewith).

Certificate of Matthew A. Salem, Co-President and Co-Chief Executive Officer, pursuant to Section 18 
U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished 
herewith).

Certificate of Mostafa Nagaty, Chief Financial Officer, pursuant to Section 18 U.S.C. Section 1350, as 
adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith).

101.INS

XBRL Instance Document - the instance document does not appear in the Interactive Data File because its 
XBRL tags are embedded within the Inline XBRL document (incorporated by reference to Exhibit 101.INS 
to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

101.SCH

XBRL Taxonomy Extension Schema Document (incorporated by reference to Exhibit 101.SCH to the 
Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

101.CAL

XBRL Taxonomy Extension Calculation Linkbase Document (incorporated by reference to Exhibit
101.CAL to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018
(001-38082)).

101.DEF

XBRL Taxonomy Extension Definition Linkbase Document (incorporated by reference to Exhibit 101.DEF
to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

101.LAB

XBRL Taxonomy Extension Label Linkbase Document (incorporated by reference to Exhibit 101.LAB to
the Company’s Annual Report on Form 10-K for the year ended December 31, 2018 (001-38082)).

101.PRE

XBRL Taxonomy Extension Presentation Linkbase Document (incorporated by reference to Exhibit
101.PRE to the Company’s Annual Report on Form 10-K for the year ended December 31, 2018
(001-38082)).

128

 
† Management contract or compensatory plan in which directors and/or executive officers are eligible to participate.

Certain agreements and other documents filed as exhibits to this Annual Report on Form 10-K contain representations 

and warranties that the parties thereto made to each other. These representations and warranties have been made solely for the 
benefit of the other parties to such agreements and may have been qualified by certain information that has been disclosed to 
the other parties to such agreements and other documents and that may not be reflected in such agreements and other 
documents. In addition, these representations and warranties may be intended as a way of allocating risks among parties if the 
statements contained therein prove to be incorrect, rather than as actual statements of fact. Accordingly, there can be no reliance 
on any such representations and warranties as characterizations of the actual state of facts. Moreover, information concerning 
the subject matter of any such representations and warranties may have changed since the date of such agreements and other 
documents.

ITEM 16. FORM 10-K SUMMARY

None.

129

                                    
Pursuant to requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this 
report to be signed on its behalf by the undersigned, thereunto duly authorized.

SIGNATURES

Date:

February 20, 2019

Date:

February 20, 2019

KKR REAL ESTATE FINANCE TRUST INC.

By:

By:

/s/ Christen E.J. Lee
Name: 
Title: 
(Co-Principal Executive Officer)

Christen E.J. Lee
Co-Chief Executive Officer and Co-President

/s/ Matthew A. Salem
Name:  Matthew A. Salem
Title: 
(Co-Principal Executive Officer)

Co-Chief Executive Officer and Co-President

Pursuant to the requirements of the Securities Exchange Act of 1934, this report has been signed below by the following 
persons on behalf of the registrant and in the capacities indicated below and on the dates indicated below.

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

Date:

February 20, 2019

By:

By:

By:

By:

By:

By:

By:

By:

By:

By:

By:

/s/ Christen E.J. Lee
Name: 
Title: 
(Co-Principal Executive Officer)

Christen E.J. Lee
Co-Chief Executive Officer and Co-President

/s/ Matthew A. Salem
Name:  Matthew A. Salem
Title: 
(Co-Principal Executive Officer)

Co-Chief Executive Officer and Co-President

/s/ Mostafa Nagaty
Name:  Mostafa Nagaty
Title: 
(Principal Financial and Accounting Officer)

Chief Financial Officer and Treasurer

/s/ Ralph F. Rosenberg
Name: 
Title: 

Ralph F. Rosenberg
Director

/s/ Todd A. Fisher
Name: 
Title: 

Todd A. Fisher
Director

/s/ Terrence R. Ahern
Name: 
Title: 

Terrence R. Ahern
Director

/s/ Jonathan A. Langer
Name: 
Title: 

Jonathan A. Langer
Director

/s/ R. Craig Blanchard
Name: 
Title: 

R. Craig Blanchard
Director

/s/ Deborah H. McAneny
Name: 
Title: 

Deborah H. McAneny
Director

/s/ Irene M. Esteves
Name: 
Title: 

Irene M. Esteves
Director

/s/ Paula Madoff
Name: Paula Madoff
Title: 

Director

130

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KKR Real Estate Finance Trust Inc.
9 West 57th Street
Suite 4200 
New York, New York 10019
www.kkrreit.com

©  2019 Kohlberg Kravis Roberts & Co. L.P.
All Rights Reserved.