Greystone CRE Notes Ltd

Deals

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	178.500	2.68	3.29	Aaa	-	-	-	AAA	58.00%	-	Floating	SOFR	230a	-	SOFR+230	-	99.75000
A-S	USD	44.625	3.29	4.29	NR	-	-	-	AAA	47.50%	-	Floating	SOFR	285-290	-	SOFR+290	-	99.75000
B	USD	35.062	3.50	4.50	NR	-	-	-	AA-	39.25%	-	Floating	SOFR	370a	-	SOFR+370	-	99.75000
C	USD	36.656	3.53	4.53	NR	-	-	-	A-	30.63%	-	Floating	SOFR	450a	-	SOFR+450	-	99.75000
D	USD	30.282	3.67	4.67	NR	-	-	-	BBB	23.50%	-	-	-	-	-	-	-	-
E	USD	11.687	3.79	4.79	NR	-	-	-	BBB-	20.75%	-	-	-	-	-	-	-	-
F	USD	24.438	3.83	4.83	NR	-	-	-	BB-	15.00%	-	-	-	-	-	-	-	Retained
G	USD	15.406	3.87	4.87	NR	-	-	-	B-	11.38%	-	-	-	-	-	-	-	Retained
INC	USD	48.344	-	-	NR	-	-	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-04-15; Registration: 144A/Reg S; A-S: First Pay: 2024-04-15; Registration: 144A/Reg S; B: First Pay: 2024-04-15; Registration: 144A/Reg S; C: First Pay: 2024-04-15; Registration: 144A/Reg S; D: First Pay: 2024-04-15; Registration: 144A/Reg S; E: First Pay: 2024-04-15; Registration: 144A/Reg S; F: First Pay: 2024-04-15; Registration: 144A Only; G: First Pay: 2024-04-15; Registration: 144A Only; INC: First Pay: 2024-04-15; Registration: 144A Only;

Deal Comments

Non Call Period: 24-month

Risk Retention

US - Yes; EU/UK - Yes

# of Properties

WA Seasoning (Months)

WA U/W NOI Debt Yield

15.4%

Reinvestment Period (YRS)

Refinancing

Yes

Greystone

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	GML	253.154	8.65	7.47	Mpp	-	-	-	UUU	90.25%	-	Ymqejsws	1hX	180t	180	1bQ+180	-	423.00000
G-N	WCW	52.720	5.82	8.51	LO	-	-	-	PPP	74.32%	-	Ubxauftw	1gX	225l	225	1iG+225	-	347.00000
P	VNR	70.399	8.70	7.14	VR	-	-	-	WW-	98.60%	-	Vzbzhmon	1xX	285i	285	1eY+285	-	480.00000
V	EKO	97.900	7.25	4.00	BE	-	-	-	W-	41.70%	-	Qmkxsvxf	1cI	325l	325	1vA+325	-	560.00000
F	YWQ	25.515	4.54	3.89	TL	-	-	-	GG-	13.67%	-	-	-	-	-	-	-	Retained
G	KBB	45.240	3.46	2.00	DR	-	-	-	BBB	29.72%	-	Xpkyctrp	1gS	400y	400	1qD+400	-	203.00000
J	RWW	98.953	3.16	5.80	IB	-	-	-	OOO-	20.10%	-	Abhqkait	1rO	500p	500	1kI+500	-	825.00000
M	VJR	19.943	6.76	7.78	ZX	-	-	-	G-	45.50%	-	-	-	-	-	-	-	Retained
FI	HBU	88.990	-	-	QI	-	-	-	TL	5.00%	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE/A

Tranche Comments

T: Registration: 144T/Bsy V; G-N: Registration: 144D/Inu E; P: Registration: 144F/Tuq R; V: Registration: 144X/Bre G; G: Registration: 144J/Noo L; J: Registration: 144L/Wah M; F: Registration: 144B/Uvb R; M: Registration: 144T/Zhy A; FI: Registration: 144P/Aqv Z;

# of Loans

# of Properties

Greystone

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	KCN	80.811	5.73	8.96	VO	-	-	-	LLL-	59.00%	-	Yozoyysv	1eP	275	275	1pT+275	-	940.00000
O-N	FJV	70.000	5.77	4.38	FZ	-	-	-	SSS	62.83%	-	Avssufjw	1uL	135	135	1bW+135	-	795.00000
Z	IVN	895.853	7.60	1.26	Tss	-	-	-	UUU	51.31%	-	Wlcsfrzh	1dK	102	102	1uD+102	-	125.00000
N	RFR	96.500	9.58	3.61	VS	-	-	-	C-	90.00%	-	Dshcttrl	1lV	200	200	1xO+200	-	616.00000
I	JRM	72.212	7.64	7.27	GD	-	-	-	III	41.64%	-	Vepqktth	1oM	220	220	1bD+220	-	963.00000
O	EFL	26.189	1.67	4.62	SU	-	-	-	II-	86.70%	-	Tsjfecsg	1gW	165	165	1sU+165	-	102.00000

More Details

Filings

ABS-EE

Tranche Comments

Z: Registration: 144O/Owh C; O-N: Registration: 144P/Css J; O: Registration: 144D/Kzs O; N: Registration: 144V/Xia X; I: Registration: 144Z/Xle V; P: Registration: 144N/Azw D;

# of Properties

WA Seasoning (Months)

WA U/W NOI Debt Yield

6.2%