Saluda Grade Alternative Mortgage Trust (GRADE) 2021-MF1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD320.0002.75-----21.18%-Fixed---2.81%2.750%99.99968
A-2USD52.0002.75-----8.37%-Fixed---3.85%3.850%100.00000
CUSD34.000--------Variable------
A-IO-SUSD406.000--------Fixed---0.200%-Retained
Tranche Comments
A-1: First Pay: 2021-12-25; Registration: 144A/Reg S; A-2: First Pay: 2021-12-25; Registration: 144A/Reg S; C: First Pay: 2021-12-25; Registration: 144A/Reg S; A-IO-S: First Pay: 2021-12-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR, 1% CDR, 25% severity to call
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