2024-CES1

Saluda Grade Alternative Mortgage Trust (GRADE) 2024-CES1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2	CKO	66.254	5.20	-	-	-	CC (L)	-	11.60%	-	Inlag	P-Vdawf	230-240	230	6.57%	6.597%	44.68256
G1	RPT	77.826	22.90	-	-	-	YYY (X)	-	2.89%	-	Lqhml	J-Yxmxn	280-290	290	7.20%	7.251%	53.17230
A3	QYA	23.287	60.70	-	-	-	X (I)	-	99.50%	-	Yftst	F-Rwzqe	260-270	260	6.87%	6.903%	29.31582
H1	WEE	22.274	67.58	-	-	-	EE (A)	-	9.36%	-	Pckie	R-Bsmbe	-	-	-	-	-
X1	BTP	432.550	6.10	-	-	-	ZZZ	-	28.80%	-	Obljx	A-Pfsbz	180-185	180	6.31%	6.239%	16.95595

Filings

ABS-15G

Tranche Comments

X1: First Pay: 2024-04-25; Registration: 144V/Uex F; G2: First Pay: 2024-04-25; Registration: 144F/Ayw M; A3: First Pay: 2024-04-25; Registration: 144F/Kho Y; G1: First Pay: 2024-04-25; Registration: 144Q/Dpq M; H1: First Pay: 2024-04-25; Registration: 144Q/Rsc G;

Risk Retention

RD - Ugde MR - Ugd

Pricing Speed

15 ZCI hw Lrhubbhr