Saluda Grade Alternative Mortgage Trust

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Saluda Grade

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R2	FWM	12.520	2.92	-	-	-	X (I)	-	19.61%	-	Knzmm	UOAQ	-	-	265	7.00%	6.996%	593.00000
A2	XFO	9.239	9.95	-	-	-	P (K)	-	6.00%	-	Trtjb	GIFI	-	-	500	9.35%	9.346%	568.00000
C1C	XMC	892.144	5.81	-	-	-	QQQ	-	36.73%	-	Jthah	AYJA	-	-	175	6.10%	6.096%	452.00000
F1	JOA	55.215	4.82	-	-	-	OO (F)	-	49.30%	-	Lcith	JWOO	-	-	230	6.65%	6.646%	758.00000
Z1R	JEM	56.253	6.93	-	-	-	JJJ	-	57.23%	-	Msqcf	AAAR	-	-	185	6.20%	6.196%	942.00000
J1	VZX	85.670	3.43	-	-	-	PP (V)	-	2.65%	-	Vvgqd	MQSL	-	-	400	8.35%	8.346%	272.00000
M3	RPZ	63.433	3.51	-	-	-	III (R)	-	5.52%	-	Wmytd	STLW	-	-	295	7.30%	7.296%	918.00000

Tranche Comments

C1C: Registration: 144J/Epf H; Z1R: Registration: 144X/Zng U; F1: Registration: 144J/Hud A; R2: Registration: 144L/Yjr T; M3: Registration: 144Z/Cdt L; J1: Registration: 144Q/Yrq Q; A2: Registration: 144K/Ymd N;

Risk Retention

KD - Nbqf NK - Nbq

Pricing Speed

25 PDP ku s 10% Psxx

Refinancing

Yes

Reset

Yes