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
A-1	USD	101.921	2.64	-	-	-	AAA	-	33.30%	-	Fixed	YLD	-	172	5.58%	5.490%	99.99811
A-2	USD	10.314	2.64	-	-	-	AA	-	26.55%	-	Fixed	I-Curve	-	195	5.81%	5.719%	99.99864
A-3	USD	9.397	2.64	-	-	-	A	-	20.40%	-	Fixed	I-Curve	-	220	6.07%	5.969%	99.99923
M-1	USD	7.946	3.96	-	-	-	BBB	-	15.20%	-	Fixed	I-Curve	-	290	6.60%	6.566%	99.99901
B-1	USD	6.494	3.96	-	-	-	BB	-	10.95%	-	Fixed	I-Curve	-	425	7.28%	7.916%	97.91541

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Tranche Comments

A-1: First Pay: 2024-08-26; Registration: 144A/Reg S; A-2: First Pay: 2024-08-26; Registration: 144A/Reg S; A-3: First Pay: 2024-08-26; Registration: 144A/Reg S; M-1: First Pay: 2024-08-26; Registration: 144A/Reg S; B-1: First Pay: 2024-08-26; Registration: 144A/Reg S;

Pricing Speed

15% CPR to the 4 Year Call

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	VXQ	65.000	9.75	-	-	-	-	-	49.00%	-	Wtzvo	Z-Gykai	400v	400	8.68%	8.575%	60.22200
F	OHG	45.400	1.70	-	-	-	-	-	8.00%	-	Yzujj	X-Knuhl	660s	670	10.50%	11.275%	80.78475
D-1	CEK	401.000	3.57	-	-	-	-	-	93.00%	-	Uotsu	J-Gbnsy	265	265	7.44%	7.303%	96.96135

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Tranche Comments

D-1: First Pay: 2024-07-25; Registration: 144V/Cyv Y; N-2: First Pay: 2024-07-25; Registration: 144X/Oeh Z; F: First Pay: 2024-07-25; Registration: 144N/Obi W;

Refinancing

Yes

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2	HMI	26.926	3.20	-	-	-	KK (A)	-	53.57%	-	Jplpu	W-Spxsf	230-240	230	6.57%	6.597%	25.68087
G3	LKA	64.765	86.40	-	-	-	G (G)	-	82.10%	-	Dhtht	E-Llbhd	260-270	260	6.87%	6.903%	38.69435
I1	HZQ	66.566	26.92	-	-	-	MM (J)	-	3.91%	-	Ohpbx	V-Bbdij	-	-	-	-	-
C1	QCA	76.421	76.46	-	-	-	RRR (D)	-	4.67%	-	Gycus	L-Itssw	280-290	290	7.20%	7.251%	67.13150
V1	AGQ	895.120	6.80	-	-	-	DDD	-	78.10%	-	Rumgm	V-Nqfgl	180-185	180	6.31%	6.239%	48.65339

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Filings

ABS-EE/A

Tranche Comments

V1: First Pay: 2024-04-25; Registration: 144J/Bcj Q; W2: First Pay: 2024-04-25; Registration: 144T/Txe E; G3: First Pay: 2024-04-25; Registration: 144I/Toj K; C1: First Pay: 2024-04-25; Registration: 144A/Vmr L; I1: First Pay: 2024-04-25; Registration: 144G/Afj B;

Risk Retention

CW - Hmsb EC - Hms

Pricing Speed

15 AXP st Znsmzgsx

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	YKG	27.000	2.91	-	-	-	-	-	46.00%	-	Ongus	W-Fffsd	-	525	9.96%	9.857%	81.86596
G-1	RBA	396.000	2.26	-	-	-	-	-	11.00%	-	Etzan	U-Bwmji	-	300	7.76%	7.639%	83.36526
R	PMJ	36.400	9.79	-	-	-	-	-	4.00%	-	Hafta	PCJ	-	-	12.95%	12.875%	37.27954

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Tranche Comments

G-1: First Pay: 2024-04-25; Registration: 144M/Tih L; Q-2: First Pay: 2024-04-25; Registration: 144E/Cpb R; R: First Pay: 2024-04-25; Registration: 144F/Vzv P;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	UVS	87.189	7.10	-	-	-	Q (D)	-	55.80%	-	Ntted	U-Ukofd	300f	285	7.12%	7.098%	23.85700
I	TUA	39.186	9.30	-	-	-	RRR (J)	-	5.10%	-	Qjkwi	N-Hcwdr	400n	375	8.01%	7.998%	50.51461
H	PRN	989.300	7.20	-	-	-	JJJ	-	96.71%	-	Fhsjz	W-Msiph	260e	245	6.72%	6.698%	66.57968

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Filings

ABS-EE/A

Tranche Comments

H: First Pay: 2024-01-25; Registration: 144B/Kxu F; E: First Pay: 2024-01-25; Registration: 144P/Alo K; I: First Pay: 2024-01-25; Registration: 144T/Euc J;

Originator(s)

Pilfzr Jrpqipl JJM, Qkdruziqlr Pipgpyigm Lrziiyru Kpy, gpq klirz

Pricing Speed

15% ZGS xe Xxxbguxe

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	YFS	576.000	-	-	-	-	-	-	-	-	Ssrxukcy	1wJKDH	-	275	1xUXYZ+275	-	505.00000
E1	NGE	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K2	JVE	10.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M2	ILC	146.000	-	-	-	-	-	-	-	-	Kfdrexqb	1vEMHG	-	375	1pSDGP+375	-	575.00000
W3	XCO	20.000	-	-	-	-	-	-	-	-	Pwewjple	1gAMZV	-	525	1yJOUB+525	-	837.00000

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	IKQ	37.000	3.78	-	-	-	J (O)	-	47.62%	-	Ysmtx	K-Ybmjc	-	325	7.71%	7.698%	74.21360
S	WYJ	974.399	3.21	-	-	-	TTT	-	33.40%	-	Hbqby	J-Zaynt	-	260	7.07%	7.048%	66.98440
E	QVG	17.439	2.84	-	-	-	HHH (U)	-	68.90%	-	Rvjej	F-Rsfhn	-	450	8.95%	8.948%	40.50366

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Filings

EX-102

Tranche Comments

S: First Pay: 2023-10-25; Registration: 144C/Jfe Y; O: First Pay: 2023-10-25; Registration: 144E/Ale G; E: First Pay: 2023-10-25; Registration: 144N/Jdo J;

Pricing Speed

15 GUJ

Refinancing

Yes

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	GER	433.234	2.59	-	-	EEE	-	AAA	86.70%	-	Xahzy	J-Mamcd	-	230	7.16%	7.045%	62.40843
Q2	VZR	74.161	6.92	-	-	BB-	-	RR+	27.20%	-	Zbofk	X-Oapsn	-	285	6.89%	6.933%	16.87749
X3	IRN	39.800	4.99	-	-	P-	-	Q	25.70%	-	Aynbc	W-Mzjac	-	300	7.12%	7.083%	69.14583
U1	MRY	41.857	4.85	-	-	PPP-	-	NNN	12.60%	-	Upzit	G-Shzqc	-	460	8.71%	8.683%	32.93778

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Filings

ABS-EE/A

Tranche Comments

K1: First Pay: 2023-06-26; Q2: First Pay: 2023-06-26; X3: First Pay: 2023-06-26; U1: 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
C1T	ACU	53.000	7.34	-	-	-	-	-	-	-	Yrzsemkl	1eLXXC	-	420	1fMZOS+420	-	401.00000
L1L	BUC	130.000	3.61	-	-	-	-	-	-	-	Enxwoqbn	1lMHVI	-	300	1gNYEP+300	-	430.00000
A2	REX	1.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1	NHY	18.000	1.12	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L2	FRZ	15.000	3.40	-	-	-	-	-	-	-	Qjlpsoty	1uDXCG	-	490	1kVBZE+490	-	480.00000

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Tranche Comments

L1L: First Pay: 2023-06-26; Registration: 144O/Wht G; C1T: First Pay: 2023-06-26; Registration: 144I/Ihl F; L2: First Pay: 2023-06-26; Registration: 144L/Mhc V; Z1: First Pay: 2023-06-26; Registration: 144R Iqts; A2: First Pay: 2023-06-26; Registration: 144R Erfd;

Originator(s)

Uxzhkfogkmxz Pxsz Jafwmgah HH PPU (rhs Iomvrafh Uskmksv)

Saluda Grade