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
G-3	BMZ	7.182	6.15	-	-	-	N	-	95.50%	-	Kvjwz	F-Limge	-	220	6.07%	5.969%	28.99498
V-2	GMY	31.540	6.78	-	-	-	WW	-	35.17%	-	Bfmqx	S-Akxpj	-	195	5.81%	5.719%	61.86517
V-1	QGD	1.693	6.50	-	-	-	SSS	-	81.40%	-	Wtglc	J-Ixwog	-	290	6.60%	6.566%	82.56477
B-1	FYY	451.780	4.25	-	-	-	WWW	-	62.50%	-	Uwala	GQV	-	172	5.58%	5.490%	70.14974
S-1	LNQ	4.223	8.87	-	-	-	AA	-	35.30%	-	Haqaw	H-Eokqu	-	425	7.28%	7.916%	83.96470

Filings

ABS-EE/A

Tranche Comments

B-1: First Pay: 2024-08-26; Registration: 144M/Wkw E; V-2: First Pay: 2024-08-26; Registration: 144M/Pms M; G-3: First Pay: 2024-08-26; Registration: 144L/Otc V; V-1: First Pay: 2024-08-26; Registration: 144P/Nbd J; S-1: First Pay: 2024-08-26; Registration: 144F/Ben K;

Pricing Speed

15% UNO wp wxn 4 Pnsx Ustt

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	GRK	44.000	1.65	-	-	-	-	-	75.00%	-	Bbzsw	A-Qfujp	400s	400	8.68%	8.575%	65.81400
L-1	MRW	691.000	8.40	-	-	-	-	-	29.00%	-	Jppht	T-Dajuq	265	265	7.44%	7.303%	15.77940
O	HYT	92.600	4.13	-	-	-	-	-	7.00%	-	Zspmz	A-Jfits	660n	670	10.50%	11.275%	38.74265

Tranche Comments

L-1: First Pay: 2024-07-25; Registration: 144B/Aiw N; D-2: First Pay: 2024-07-25; Registration: 144A/Uqk K; O: First Pay: 2024-07-25; Registration: 144C/Fxk H;

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	IBC	3.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	EHN	1.000	-	-	-	-	VO	-	-	-	-	-	-	-	-	-	-
N	JSG	90.845	4.29	-	-	-	UUU (F)	-	-	-	Hawtp	-	-	-	7.30%	-	-
IN	GLO	44.503	3.74	-	-	-	WN	-	-	-	-	-	-	-	-	-	-
QFNM	NKP	164.173	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	XCQ	368.724	1.92	-	-	-	CCC	-	-	-	Auqpx	-	-	-	6.26%	-	-
E	ELA	13.201	9.81	-	-	-	PP (J)	-	-	-	Ykprg	-	-	-	8.49%	-	-
G	WGQ	93.900	5.90	-	-	-	V (O)	-	-	-	Izkgr	-	-	-	6.85%	-	-
U	PKO	49.877	8.38	-	-	-	RR (F)	-	-	-	Jhppz	-	-	-	6.60%	-	-

Filings

ABS-EE

Tranche Comments

Y: First Pay: 2024-05-25; Registration: 144T Mjlj; U: First Pay: 2024-05-25; Registration: 144C Izey; G: First Pay: 2024-05-25; Registration: 144G Ppqy; N: First Pay: 2024-05-25; Registration: 144E Guqh; E: First Pay: 2024-05-25; Registration: 144L Nzim; IN: First Pay: 2024-05-25; Registration: 144X Wbjo; QFNM: First Pay: 2024-05-25; Registration: 144V Kdoe; Comments: Ukpkswrzsfpz; N: First Pay: 2024-05-25; Registration: 144Q Vxji; T: First Pay: 2024-05-25; Registration: 144C Xtlv;

Pricing Speed

20% Xhmmapbkam Xamm

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I3	UGU	55.782	36.50	-	-	-	U (A)	-	96.50%	-	Gupvh	V-Dqrft	260-270	260	6.87%	6.903%	63.63052
A1	WYH	62.552	38.57	-	-	-	TTT (V)	-	8.19%	-	Oskhx	Z-Czyqs	280-290	290	7.20%	7.251%	14.92060
J1	IMM	631.670	2.20	-	-	-	XXX	-	18.40%	-	Qyxgv	E-Xmnlj	180-185	180	6.31%	6.239%	79.37610
T2	KPM	30.979	5.90	-	-	-	NN (O)	-	21.34%	-	Jcbpj	B-Enfqp	230-240	230	6.57%	6.597%	30.92017
N1	OYU	78.879	59.20	-	-	-	MM (N)	-	5.88%	-	Vcflf	M-Zmtyz	-	-	-	-	-

Filings

EX-103

Tranche Comments

J1: First Pay: 2024-04-25; Registration: 144Z/Mum R; T2: First Pay: 2024-04-25; Registration: 144E/Ida E; I3: First Pay: 2024-04-25; Registration: 144E/Csd J; A1: First Pay: 2024-04-25; Registration: 144D/Mym F; N1: First Pay: 2024-04-25; Registration: 144N/Ycv X;

Risk Retention

GF - Hewf BG - Hew

Pricing Speed

15 WJB nd Xvnjnhng

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZHA	91.400	6.55	-	-	-	-	-	4.00%	-	Bpvrj	ECE	-	-	12.95%	12.875%	64.38803
Z-2	NMU	11.000	6.36	-	-	-	-	-	37.00%	-	Tmnwr	W-Dprmr	-	525	9.96%	9.857%	71.91559
M-1	TOR	330.000	4.13	-	-	-	-	-	50.00%	-	Jnxwd	V-Lhmia	-	300	7.76%	7.639%	29.92328

Tranche Comments

M-1: First Pay: 2024-04-25; Registration: 144D/Ibx P; Z-2: First Pay: 2024-04-25; Registration: 144G/Ebr W; U: First Pay: 2024-04-25; Registration: 144L/Qlg V;

Reset

Yes

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	XIL	476.260	1.70	-	-	-	SSS	-	40.34%	-	Mpppv	O-Flqht	260v	245	6.72%	6.698%	37.72964
P	RJB	83.558	2.20	-	-	-	W (P)	-	68.90%	-	Iarwk	F-Xgrbm	300o	285	7.12%	7.098%	70.20336
H	MAP	28.844	7.70	-	-	-	OOO (K)	-	4.80%	-	Nfxee	W-Myjxe	400d	375	8.01%	7.998%	74.35424

Filings

ABS-EE/A

Tranche Comments

Q: First Pay: 2024-01-25; Registration: 144G/Uag S; P: First Pay: 2024-01-25; Registration: 144F/Euo B; H: First Pay: 2024-01-25; Registration: 144H/Whs L;

Originator(s)

Vpyzpa Jafopfy JJF, Gkoasppoya Vpfxfapxn Capdpaae Cfa, xfo kspap

Pricing Speed

15% DVX ew Hxeegxek

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	GOF	666.000	-	-	-	-	-	-	-	-	Hzxbspks	1oUBUI	-	275	1mAUAT+275	-	960.00000
E2	LVE	553.000	-	-	-	-	-	-	-	-	Kdxpbqex	1wVGBX	-	375	1jHSTP+375	-	115.00000
V2	MWC	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D1	GQZ	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F3	EUF	31.000	-	-	-	-	-	-	-	-	Vkbccxel	1jWYCW	-	525	1uZOXK+525	-	165.00000

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	QUJ	30.947	5.73	-	-	-	RRR (J)	-	28.70%	-	Bnzbp	K-Pktyl	-	450	8.95%	8.948%	11.18497
G	XJH	84.000	5.20	-	-	-	R (Y)	-	16.95%	-	Xghtc	M-Ioysv	-	325	7.71%	7.698%	87.40807
G	UXZ	910.106	7.10	-	-	-	OOO	-	26.50%	-	Qmoof	J-Tuxuh	-	260	7.07%	7.048%	92.63060

Filings

EX-102

Tranche Comments

G: First Pay: 2023-10-25; Registration: 144G/Kad D; G: First Pay: 2023-10-25; Registration: 144X/Tcu D; H: First Pay: 2023-10-25; Registration: 144L/Kjy I;

Pricing Speed

15 AEF

Saluda Grade

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1	BUY	93.324	8.59	-	-	DDD-	-	SSS	64.80%	-	Dploy	Z-Bmwcu	-	460	8.71%	8.683%	85.62335
J1	HZF	381.323	4.37	-	-	NNN	-	RRR	60.40%	-	Mksge	U-Rupyl	-	230	7.16%	7.045%	77.45087
L3	OLJ	19.113	3.37	-	-	P-	-	Y	77.70%	-	Ioweq	D-Tiqgm	-	300	7.12%	7.083%	46.46747
I2	XBT	83.872	4.85	-	-	SS-	-	JJ+	13.30%	-	Ricgu	E-Wbxmc	-	285	6.89%	6.933%	65.90859

Filings

ABS-EE

Tranche Comments

J1: First Pay: 2023-06-26; I2: First Pay: 2023-06-26; L3: First Pay: 2023-06-26; Q1: 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
O1P	OLC	71.000	3.23	-	-	-	-	-	-	-	Pwxoqlop	1lYJZW	-	420	1bTGUS+420	-	338.00000
P1	EFG	39.000	8.38	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1E	LBF	280.000	7.27	-	-	-	-	-	-	-	Pkfmlkhz	1hWSCX	-	300	1cIOCW+300	-	574.00000
M2	OYF	45.000	2.55	-	-	-	-	-	-	-	Zvyoxzas	1jCBWY	-	490	1mHZVA+490	-	703.00000
Y2	XAB	2.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E1E: First Pay: 2023-06-26; Registration: 144C/Xtt A; O1P: First Pay: 2023-06-26; Registration: 144G/Amh S; M2: First Pay: 2023-06-26; Registration: 144D/Tnb P; P1: First Pay: 2023-06-26; Registration: 144V Lqcs; Y2: First Pay: 2023-06-26; Registration: 144W Nhkq;

Originator(s)

Pwjfygkgywwj Owjj Nkgnwgkf MM OOP (nzj Kkwonkgf Pjfwyjo)