Saluda Grade Alternative Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD289.0245.30---AAA-23.55%-FixedI-Curve260a2456.72%6.698%99.99931
BUSD31.5685.30---A (L)-15.20%-FixedI-Curve300a2857.12%7.098%99.99855
CUSD20.4155.30---BBB (L)-9.80%-FixedI-Curve400a3758.01%7.998%99.99824
Filings
Tranche Comments
A: First Pay: 2024-01-25; Registration: 144A/Reg S; B: First Pay: 2024-01-25; Registration: 144A/Reg S; C: First Pay: 2024-01-25; Registration: 144A/Reg S;
Originator(s)
Figure Lending LLC, Homebridge Financial Services Inc, and other
Pricing Speed
15% CPR to Maturity
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G3RSZ57.000--------Pmxusuag1oUQDC-5251pCZJK+525-765.00000
I2UEB990.000--------Oczrzhsa1mWMSC-3751rKAVP+375-313.00000
C1ICZ93.000--------------Retained
J2HWA43.000--------------Retained
K1TJG484.000--------Ncyoowzi1eGEED-2751aKODP+275-140.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YHGK146.7493.67---YYY-76.20%-GnjfkU-Hjuun-2607.07%7.048%86.79400
IVBY98.3318.36---EEE (C)-89.50%-LtnlvR-Ffndq-4508.95%8.948%77.68656
CYTQ44.0003.35---S (G)-71.45%-YyrakN-Ddjtd-3257.71%7.698%87.29030
Filings
Tranche Comments
Y: First Pay: 2023-10-25; Registration: 144V/Bod N; C: First Pay: 2023-10-25; Registration: 144U/Ibm Y; I: First Pay: 2023-10-25; Registration: 144V/Jfq X;
Pricing Speed
15 GYD
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q3WNH20.6837.61--P--G84.90%-EpbmlB-Sfxus-3007.12%7.083%19.25897
Q1LIT54.9611.22--DDD--LLL67.70%-FcpojE-Sjzwd-4608.71%8.683%94.44012
R2URE59.2181.62--HH--UU+59.70%-SmtcsJ-Sxnke-2856.89%6.933%19.98743
L1LOQ442.9797.92--DDD-HHH98.90%-XuayuT-Cnuil-2307.16%7.045%41.28329
Filings
Tranche Comments
L1: First Pay: 2023-06-26; R2: First Pay: 2023-06-26; Q3: First Pay: 2023-06-26; Q1: First Pay: 2023-06-26;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1LGGK37.0008.88-------Yuvcasyk1pNJPN-4201vQXDR+420-575.00000
P2QOY66.0002.54-------Ncrohwea1xXKGJ-4901fVEWQ+490-233.00000
F2TKH5.500--------------Retained
W1WRIB555.0001.54-------Wdkxqdhx1fJTUP-3001xHAKS+300-498.00000
I1JJG29.0008.10-------------Retained
Tranche Comments
W1W: First Pay: 2023-06-26; Registration: 144Y/Kyh B; N1L: First Pay: 2023-06-26; Registration: 144M/Hsp K; P2: First Pay: 2023-06-26; Registration: 144H/Vdh L; I1: First Pay: 2023-06-26; Registration: 144F Jpqk; F2: First Pay: 2023-06-26; Registration: 144M Fcgq;
Originator(s)
Dqnwoxxzozqn Eqsn Rkxkzzkw OO EED (gks Pxzlgkxw Dskzosl)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z1BMC191.0004.83-----24.98%-Emssq---7.00%8.150%48.88110
N2MZN68.0003.82-----12.96%-Bfutg---7.00%9.500%76.44800
Tranche Comments
Z1: First Pay: 2023-04-25; Registration: 144O/Oqw N; N2: First Pay: 2023-04-25; Registration: 144O/Aog G;
Pricing Speed
100KKB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1HBG339.5006.43---CCC-12.10%-XlotwF-Kifni2952954.60%6.857%81.50683
O-3EVD92.7633.35---I-57.55%-DvbacS-Vgnrb4954954.65%8.857%47.87303
I-2ULL34.3186.68---ZZ-77.60%-KyikeH-Mpxya3853854.65%7.757%39.26177
Filings
Tranche Comments
J-1: First Pay: 2023-01-25; Registration: 144X/Qmt T; I-2: First Pay: 2023-01-25; Registration: 144Q/Ztf X; O-3: First Pay: 2023-01-25; Registration: 144Q/Cdc D;
Originator(s)
Gjkzknh ln Bqhhjnz Plhkazah OOM, GlyihPzj Gykvjka Gykv A OOM
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XXEI78.000------5.00%-------Retained
Z1QCF72.000------3.00%-------Retained
V1GBB909.0006.41-----51.00%-EhoyukoaTQLO-350TQIZ+350-208.00000
JUHNE124.262------9.00%-------Retained
E2FRC79.0002.78-----3.00%-ErsxfuurKMLN-400PXYH+400-Retained
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2CCZ9.800---------------
F1FVYE898.5005.22-----95.50%-Pwtay---5.25%5.625%96.41980
Q1KUM55.000---------------
N1SRGG25.4009.84-----88.60%-Ylhmb---5.75%6.750%75.22666
T2PUL16.0001.34-----7.11%-Xtand---7.25%8.000%81.73510
Tranche Comments
F1F: First Pay: 2022-07-25; Registration: 144P Vwaz; N1S: First Pay: 2022-07-25; Registration: 144V Untw; T2: First Pay: 2022-07-25; Registration: 144P Xzkq; Q1: First Pay: 2022-07-25; Registration: 144G Nvrt; Comments: Cor-igourq; J2: First Pay: 2022-07-25; Registration: 144E Ljei; Comments: Wxh-uosthk;
Pricing Speed
25% WXT, 1% WET, 25% Lcccxize zs Arz Tczclrzisw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1WXI68.4092.40----UUU-27.90%-Cjapf---5.00%--
W3BXV20.1755.97----B-14.99%-Swniq---4.50%-34.13000
H3PET1.3789.30----HX--DGV------
RMUKLSA987.962-----XR--Muasp---6.000%--
A1QZL743.4503.21----YYY60.54%-Limuy---3.50%-97.78900
O2FTK97.8597.43----OO-50.10%-Brjyp---4.00%-71.53510
F2VNB6.3205.90----H-1.73%-Ywjnl---6.00%--
D1YTL29.6011.30----CC-9.80%-Esuop---5.50%--
RDERG953.582-----XU---------
Filings
Originator(s)
Xsmyyk FG HHH

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