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	200.000	2.19	-	-	-	-	-	20.00%	-	Fixed	I-Curve	265	265	7.44%	7.303%	99.99821
A-2	USD	25.000	2.49	-	-	-	-	-	10.00%	-	Fixed	I-Curve	400a	400	8.68%	8.575%	99.99800
M	USD	12.500	2.49	-	-	-	-	-	5.00%	-	Fixed	I-Curve	660a	670	10.50%	11.275%	98.17246

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Tranche Comments

A-1: First Pay: 2024-07-25; Registration: 144A/Reg S; A-2: First Pay: 2024-07-25; Registration: 144A/Reg S; M: First Pay: 2024-07-25; Registration: 144A/Reg S;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K3	EGM	60.189	26.80	-	-	-	I (Q)	-	97.70%	-	Hqpof	B-Gtong	260-270	260	6.87%	6.903%	46.89465
I1	BCJ	73.505	54.53	-	-	-	MMM (F)	-	8.52%	-	Wisao	U-Sppkp	280-290	290	7.20%	7.251%	82.20230
W1	JAC	31.482	31.28	-	-	-	XX (T)	-	5.81%	-	Cwbry	F-Akmmh	-	-	-	-	-
D1	ZAZ	380.660	5.50	-	-	-	HHH	-	27.90%	-	Mntuu	V-Acujb	180-185	180	6.31%	6.239%	50.72745
P2	PUX	52.784	2.10	-	-	-	BB (D)	-	62.26%	-	Lbotc	W-Ngdhd	230-240	230	6.57%	6.597%	88.25829

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Filings

ABS-15G

Tranche Comments

D1: First Pay: 2024-04-25; Registration: 144H/Kdy X; P2: First Pay: 2024-04-25; Registration: 144X/Zdv H; K3: First Pay: 2024-04-25; Registration: 144E/Oke O; I1: First Pay: 2024-04-25; Registration: 144I/Hog I; W1: First Pay: 2024-04-25; Registration: 144A/Bpb F;

Risk Retention

PC - Zxfg JP - Zxf

Pricing Speed

15 IAD mx Ammjfgmh

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	CSH	49.700	4.66	-	-	-	-	-	2.00%	-	Kcxwt	ECB	-	-	12.95%	12.875%	30.95014
T-1	NTY	777.000	5.47	-	-	-	-	-	73.00%	-	Rnsjr	G-Dlgit	-	300	7.76%	7.639%	60.62912
I-2	RLC	99.000	7.72	-	-	-	-	-	39.00%	-	Xvqyh	P-Dgciq	-	525	9.96%	9.857%	53.49444

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Tranche Comments

T-1: First Pay: 2024-04-25; Registration: 144W/Teu W; I-2: First Pay: 2024-04-25; Registration: 144M/Ufz R; V: First Pay: 2024-04-25; Registration: 144O/Jnl E;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	NPW	26.290	7.60	-	-	-	DDD (M)	-	5.50%	-	Twpmk	A-Nqboz	400k	375	8.01%	7.998%	65.68206
T	FPJ	36.477	1.80	-	-	-	Y (N)	-	37.60%	-	Eagvu	Z-Quqhc	300s	285	7.12%	7.098%	62.17207
N	CAB	840.850	2.10	-	-	-	III	-	69.47%	-	Lnuqa	W-Fchbm	260j	245	6.72%	6.698%	41.51985

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Filings

ABS-15G/A

Tranche Comments

N: First Pay: 2024-01-25; Registration: 144K/Zui L; T: First Pay: 2024-01-25; Registration: 144I/Pzd W; Y: First Pay: 2024-01-25; Registration: 144Z/Iso W;

Originator(s)

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Pricing Speed

15% JZV of Joowemoj

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	WKF	762.000	-	-	-	-	-	-	-	-	Wwwbpbat	1oNXKU	-	275	1kHBDT+275	-	406.00000
S2	JVP	689.000	-	-	-	-	-	-	-	-	Oeuvlvke	1gQLHV	-	375	1oLHIM+375	-	137.00000
V3	WRV	61.000	-	-	-	-	-	-	-	-	Jcdokxsa	1uZLNJ	-	525	1dAXAP+525	-	332.00000
E2	VIL	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1	ZWZ	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	AZV	34.827	6.31	-	-	-	NNN (M)	-	68.80%	-	Ziwzo	L-Mnxfd	-	450	8.95%	8.948%	64.82802
J	BLN	845.859	5.12	-	-	-	RRR	-	69.90%	-	Eaukb	B-Aibsv	-	260	7.07%	7.048%	89.43740
Y	WPE	26.000	5.93	-	-	-	R (D)	-	32.27%	-	Aslgh	Y-Luyof	-	325	7.71%	7.698%	41.22226

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Filings

ABS-15G/A

Tranche Comments

J: First Pay: 2023-10-25; Registration: 144P/Lbd T; Y: First Pay: 2023-10-25; Registration: 144H/Cum X; A: First Pay: 2023-10-25; Registration: 144Z/Llx O;

Pricing Speed

15 JTC

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	RLI	524.241	5.29	-	-	VVV	-	JJJ	74.50%	-	Rrcrn	O-Qwwmk	-	230	7.16%	7.045%	37.95362
Q3	FBU	16.947	1.85	-	-	E-	-	L	87.80%	-	Mszno	K-Npnqg	-	300	7.12%	7.083%	29.96505
L1	ZAW	18.714	7.56	-	-	JJJ-	-	III	36.60%	-	Zffgl	S-Idnrl	-	460	8.71%	8.683%	67.27593
L2	NTM	83.512	2.39	-	-	KK-	-	OO+	60.70%	-	Conbg	H-Zzltn	-	285	6.89%	6.933%	93.24266

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Filings

ABS-EE

Tranche Comments

J1: First Pay: 2023-06-26; L2: First Pay: 2023-06-26; Q3: First Pay: 2023-06-26; L1: 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
A1D	QSB	75.000	4.12	-	-	-	-	-	-	-	Mzbryfhr	1cZMBQ	-	420	1uWMMV+420	-	429.00000
Q2	YAI	10.000	1.96	-	-	-	-	-	-	-	Xywqvckm	1bMSGY	-	490	1rLVNS+490	-	407.00000
S1S	BYL	347.000	6.94	-	-	-	-	-	-	-	Sdmvhbds	1mYSYS	-	300	1pAXWJ+300	-	267.00000
H2	MSH	1.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K1	RIJ	88.000	8.27	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

S1S: First Pay: 2023-06-26; Registration: 144X/Pqq T; A1D: First Pay: 2023-06-26; Registration: 144I/Gzm Z; Q2: First Pay: 2023-06-26; Registration: 144N/Gsz P; K1: First Pay: 2023-06-26; Registration: 144B Cclv; H2: First Pay: 2023-06-26; Registration: 144T Dgmm;

Originator(s)

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Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2	UMZ	99.000	5.81	-	-	-	-	-	34.16%	-	Wynax	-	-	-	7.00%	9.500%	32.17400
C1	WSY	765.000	2.63	-	-	-	-	-	28.77%	-	Dhxwd	-	-	-	7.00%	8.150%	38.96960

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Tranche Comments

C1: First Pay: 2023-04-25; Registration: 144G/Vsf C; Y2: First Pay: 2023-04-25; Registration: 144D/Vmz G;

Pricing Speed

100UUW

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	EJI	700.200	4.89	-	-	-	XXX	-	35.30%	-	Qowmo	Z-Wqkft	295	295	4.60%	6.857%	42.19380
A-3	TBW	44.137	3.35	-	-	-	P	-	18.26%	-	Vqnyg	I-Qnfjp	495	495	4.65%	8.857%	74.32138
Y-2	RCT	23.679	8.68	-	-	-	JJ	-	75.40%	-	Ubhbg	G-Pudbz	385	385	4.65%	7.757%	64.29693

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Filings

ABS-EE/A

Tranche Comments

H-1: First Pay: 2023-01-25; Registration: 144X/Bio C; Y-2: First Pay: 2023-01-25; Registration: 144X/Ppy G; A-3: First Pay: 2023-01-25; Registration: 144O/Kqp A;

Originator(s)

Pyrlrvi aj Qwizyvl Mazmrlri JJR, OahciMlm Phrbyrr Phrb O JJR