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)

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
W	LPS	28.620	1.48	2.00	KR	-	-	-	H-	24.58%	-	Ifcduipj	1fT	325z	325	1lB+325	-	548.00000
M	FGI	81.472	7.13	5.10	YW	-	-	-	PPP-	10.40%	-	Ysdwbtnl	1tV	500d	500	1bV+500	-	514.00000
P	BKL	23.186	9.90	2.58	FB	-	-	-	HH-	15.63%	-	Bkewajhx	1hH	285q	285	1yC+285	-	701.00000
Z	YUH	43.885	4.46	7.00	EZ	-	-	-	KKK	34.84%	-	Seyyvdxw	1zQ	400o	400	1iB+400	-	215.00000
W	JTZ	90.833	2.91	9.86	CR	-	-	-	BB-	45.41%	-	-	-	-	-	-	-	Retained
J	OAM	51.364	7.60	6.64	UL	-	-	-	D-	26.49%	-	-	-	-	-	-	-	Retained
E	HET	668.841	3.11	6.62	Aww	-	-	-	KKK	98.61%	-	Pmmumzje	1kI	180d	180	1wM+180	-	670.00000
Q-Z	YBB	64.650	5.64	6.36	ZO	-	-	-	DDD	27.17%	-	Rpvumxip	1bC	225x	225	1uH+225	-	515.00000
AH	WKX	73.580	-	-	TI	-	-	-	TU	3.00%	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

E: Registration: 144T/Nwz K; Q-Z: Registration: 144Z/Gxu P; P: Registration: 144L/Oqd C; W: Registration: 144F/Epv P; Z: Registration: 144V/Wtj Y; M: Registration: 144W/Rqg V; W: Registration: 144V/Jii M; J: Registration: 144E/Tva H; AH: Registration: 144L/Rob P;

# 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
C	HFX	13.200	8.25	2.62	FK	-	-	-	C-	42.00%	-	Xyfqjbij	1zU	200	200	1cV+200	-	446.00000
I	MXP	69.896	3.57	6.80	IF	-	-	-	MMM	67.39%	-	Qvyppqlj	1gL	220	220	1tS+220	-	865.00000
K-B	ZWI	29.000	4.45	9.26	AU	-	-	-	NNN	21.69%	-	Lqulpfbx	1vH	135	135	1kU+135	-	277.00000
B	WGF	15.275	4.55	7.56	ZX	-	-	-	BB-	89.20%	-	Xpjxloaa	1dM	165	165	1sP+165	-	693.00000
U	QSF	10.191	5.60	2.63	YQ	-	-	-	ZZZ-	73.00%	-	Mbqsuzlr	1oY	275	275	1yU+275	-	333.00000
I	BAS	345.656	6.40	5.36	Dmm	-	-	-	KKK	29.20%	-	Smrjtoet	1uK	102	102	1sL+102	-	420.00000

More Details

Filings

ABS-15G

Tranche Comments

I: Registration: 144Q/Tzt J; K-B: Registration: 144Z/Ncy N; B: Registration: 144W/Kuz B; C: Registration: 144Q/Nqx O; I: Registration: 144O/Aee U; U: Registration: 144Z/Xje K;

# of Properties

WA Seasoning (Months)

WA U/W NOI Debt Yield

6.2%

Reset

Yes