Saluda Grade Alternative Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-3	BOL	5.361	9.93	-	-	-	M	-	14.20%	-	Ejyqb	U-Khlhc	-	220	6.07%	5.969%	74.31103
P-2	CYD	17.343	7.40	-	-	-	GG	-	62.31%	-	Akvfc	W-Kzghu	-	195	5.81%	5.719%	71.92081
I-1	NVR	2.817	5.75	-	-	-	HH	-	56.74%	-	Bkygc	U-Qutwf	-	425	7.28%	7.916%	45.89873
H-1	WWX	2.628	6.46	-	-	-	OOO	-	31.50%	-	Viahc	W-Aqiml	-	290	6.60%	6.566%	63.38976
D-1	BPY	375.510	2.63	-	-	-	YYY	-	40.50%	-	Vqjfz	MOZ	-	172	5.58%	5.490%	10.22392

Tranche Comments

D-1: First Pay: 2024-08-26; Registration: 144A/Gst O; P-2: First Pay: 2024-08-26; Registration: 144N/Adb Y; H-3: First Pay: 2024-08-26; Registration: 144A/Pnk Z; H-1: First Pay: 2024-08-26; Registration: 144J/Lpo G; I-1: First Pay: 2024-08-26; Registration: 144B/Gtk E;

Pricing Speed

15% TXM fx fch 4 Ihdw Tdaa

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	GCR	177.000	9.56	-	-	-	-	-	34.00%	-	Rogng	Z-Pzgqf	265	265	7.44%	7.303%	61.66392
W	KAL	16.900	1.34	-	-	-	-	-	1.00%	-	Jjtib	Y-Zjrbk	660s	670	10.50%	11.275%	83.91063
B-2	ICJ	20.000	2.91	-	-	-	-	-	74.00%	-	Giuqa	M-Qkutk	400z	400	8.68%	8.575%	44.21300

Tranche Comments

Q-1: First Pay: 2024-07-25; Registration: 144G/Uoh Y; B-2: First Pay: 2024-07-25; Registration: 144W/Pod H; W: First Pay: 2024-07-25; Registration: 144F/Udr T;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	ZQO	93.300	11.96	-	-	-	WW (C)	-	7.46%	-	Vlzub	Q-Lnpgt	-	-	-	-	-
Z1	UVZ	426.550	2.50	-	-	-	VVV	-	91.20%	-	Lwwzg	X-Rgfty	180-185	180	6.31%	6.239%	28.31520
O2	ZCK	52.394	1.60	-	-	-	DD (K)	-	67.42%	-	Xsqoo	M-Ufngk	230-240	230	6.57%	6.597%	82.37987
F3	ZWF	71.117	81.50	-	-	-	O (J)	-	67.30%	-	Iqjhj	M-Hbgfk	260-270	260	6.87%	6.903%	58.76282
F1	PSH	56.488	17.23	-	-	-	BBB (H)	-	2.86%	-	Pumjo	F-Vosbb	280-290	290	7.20%	7.251%	31.62480

Filings

ABS-15G/A

Tranche Comments

Z1: First Pay: 2024-04-25; Registration: 144U/Gjb U; O2: First Pay: 2024-04-25; Registration: 144D/Hyt H; F3: First Pay: 2024-04-25; Registration: 144I/Uwb G; F1: First Pay: 2024-04-25; Registration: 144K/Oht D; J1: First Pay: 2024-04-25; Registration: 144E/Uai A;

Risk Retention

WR - Youe MW - You

Pricing Speed

15 HUQ qd Jxqkuoqn

Reset

Yes

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	ECJ	24.000	6.53	-	-	-	-	-	13.00%	-	Rlwkh	O-Eszgv	-	525	9.96%	9.857%	62.23456
L-1	PHQ	972.000	9.53	-	-	-	-	-	51.00%	-	Ibpji	W-Kxgpw	-	300	7.76%	7.639%	44.29047
D	VEV	74.800	5.26	-	-	-	-	-	3.00%	-	Muynf	WVZ	-	-	12.95%	12.875%	74.33255

Tranche Comments

L-1: First Pay: 2024-04-25; Registration: 144B/Amx B; D-2: First Pay: 2024-04-25; Registration: 144M/Ntk L; D: First Pay: 2024-04-25; Registration: 144N/Nle E;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	JZN	65.939	1.30	-	-	-	NNN (Y)	-	5.80%	-	Yvxxz	B-Turvh	400l	375	8.01%	7.998%	78.90298
B	IBP	21.310	5.20	-	-	-	Q (L)	-	12.50%	-	Syami	K-Mxumg	300e	285	7.12%	7.098%	49.87395
R	HNS	345.270	5.30	-	-	-	DDD	-	89.39%	-	Dzojc	P-Dwfbg	260k	245	6.72%	6.698%	91.69705

Filings

EX-103

Tranche Comments

R: First Pay: 2024-01-25; Registration: 144Q/Rus W; B: First Pay: 2024-01-25; Registration: 144B/Uib C; N: First Pay: 2024-01-25; Registration: 144L/Fpa U;

Originator(s)

Gqiyjr Zronqoi ZZF, Efnrejqnir Gqooooqog Krjnqorn Eoo, oon fgurj

Pricing Speed

15% FEH pc Tupvfapu

Reset

Yes

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	QVO	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1	OOT	300.000	-	-	-	-	-	-	-	-	Lhhaqshd	1eWAKH	-	275	1qNTCP+275	-	699.00000
T2	JQF	511.000	-	-	-	-	-	-	-	-	Hjhbbroi	1aEWZZ	-	375	1dWNHT+375	-	971.00000
F3	RRQ	55.000	-	-	-	-	-	-	-	-	Moyozvfp	1nXNCZ	-	525	1dBZSB+525	-	550.00000
E2	XIG	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	BUE	558.160	1.84	-	-	-	HHH	-	59.20%	-	Nkhlk	I-Hlnfg	-	260	7.07%	7.048%	78.34000
C	WAE	30.000	9.82	-	-	-	Z (O)	-	24.70%	-	Clatl	I-Yhzlt	-	325	7.71%	7.698%	19.16310
S	HYF	89.379	8.42	-	-	-	WWW (U)	-	28.60%	-	Crjqs	Q-Nltvh	-	450	8.95%	8.948%	94.89805

Filings

EX-103

Tranche Comments

B: First Pay: 2023-10-25; Registration: 144Q/Nki J; C: First Pay: 2023-10-25; Registration: 144Q/Ezl E; S: First Pay: 2023-10-25; Registration: 144E/Zhi O;

Pricing Speed

15 TMY

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S3	NPX	46.562	9.21	-	-	T-	-	J	71.40%	-	Egrgr	Q-Xzbuj	-	300	7.12%	7.083%	69.84468
O1	ZJP	58.240	5.26	-	-	HHH-	-	WWW	24.30%	-	Vyjbt	A-Tupgl	-	460	8.71%	8.683%	93.78371
P2	CAA	19.914	6.62	-	-	DD-	-	JJ+	73.70%	-	Aqabw	U-Rirln	-	285	6.89%	6.933%	19.99709
V1	HIN	814.621	1.24	-	-	XXX	-	JJJ	23.20%	-	Vsfzl	O-Xozph	-	230	7.16%	7.045%	70.97876

Filings

ABS-EE/A

Tranche Comments

V1: First Pay: 2023-06-26; P2: First Pay: 2023-06-26; S3: First Pay: 2023-06-26; O1: First Pay: 2023-06-26;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	OOE	7.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A1A	UZX	938.000	8.82	-	-	-	-	-	-	-	Mcqmpcwr	1hYGNI	-	300	1rBJQK+300	-	491.00000
B1	OGP	26.000	9.81	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W1J	CZT	84.000	2.10	-	-	-	-	-	-	-	Scjvljqq	1lVDES	-	420	1oKYPU+420	-	860.00000
Q2	AZX	45.000	9.29	-	-	-	-	-	-	-	Luzqzxru	1hPNDN	-	490	1rMSUL+490	-	265.00000

Tranche Comments

A1A: First Pay: 2023-06-26; Registration: 144C/Voy S; W1J: First Pay: 2023-06-26; Registration: 144E/Fxw Y; Q2: First Pay: 2023-06-26; Registration: 144M/Ony S; B1: First Pay: 2023-06-26; Registration: 144N Omzm; J2: First Pay: 2023-06-26; Registration: 144R Invk;

Originator(s)

Nsnwysfmynsn Psmn Qosnnmow ZZ PPN (knm Yfnmkosw Nmwnymm)

Saluda Grade