CHNGE Mortgage Trust (CHNGE) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-4USD257.2602.07--AA-16.20%-FixedI-Curve----Retained
A-1USD213.8212.07--NRAAA-30.35%-FixedI-Curve-2106.53%6.378%99.99851
A-2USD22.4102.07--NRAA-23.05%-FixedI-Curve-2506.93%6.778%99.99840
A-3USD21.0292.07--AA-16.20%-FixedI-Curve-3007.44%7.278%99.99903
M-1USD14.8904.00--BBBBBB-11.35%-WACI-Curve-475-8.622%98.83968
B-1USD10.2844.00--BBBB (H)-8.00%-WACI-Curve-680-10.672%92.43989
B-2USD7.8284.00--BB (H)-5.45%-WACI-Curve-925-13.122%85.45702
Filings
Tranche Comments
A-4: First Pay: 2023-06-25; Registration: 144A/Reg S; Comments: All or a portion of the Class A-1, A-2 and A-3 Certificates are exchangeable for the Class A-4 Certificates and vice versa; A-1: First Pay: 2023-06-25; Registration: 144A/Reg S; A-2: First Pay: 2023-06-25; Registration: 144A/Reg S; A-3: First Pay: 2023-06-25; Registration: 144A/Reg S; M-1: First Pay: 2023-06-25; Registration: 144A/Reg S; B-1: First Pay: 2023-06-25; Registration: 144A/Reg S; B-2: First Pay: 2023-06-25; Registration: 144A/Reg S;
Deal Comments
Non-call period : Earlier of: (i) 3 Years from the Closing Date(ii) 30% Pool Facto
Pricing Speed
25% CPR to 4 Year Call (Step Up Date)
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