Tricon Residential Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	201.247	5.00	Aaa	-	-	AAA	-	37.23%	-	Fixed	I-Curve	115-120	105	4.65%	5.247%	97.41708
B	USD	46.802	5.00	Aa3	-	-	AA	-	22.63%	-	Fixed	I-Curve	160-165	145	4.75%	5.647%	96.16683
C	USD	22.231	5.00	A3	-	-	A	-	15.69%	-	Fixed	I-Curve	175-180	165	4.85%	5.847%	95.76614
D	USD	26.911	5.00	Baa3	-	-	BBB	-	7.30%	-	Fixed	I-Curve	215-220	210	5.80%	6.297%	97.95907

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-05-17; Registration: 144A/Reg S; B: First Pay: 2024-05-17; Registration: 144A/Reg S; C: First Pay: 2024-05-17; Registration: 144A/Reg S; D: First Pay: 2024-05-17; Registration: 144A/Reg S;

Risk Retention

5% Horizontal (Class E)

Tricon Residential Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	RSG	46.857	1.70	-	-	-	-	-	9.00%	-	-	-	-	-	-	-	Retained
O	CBL	86.730	6.90	-	-	B-	-	K	44.21%	-	Sggfv	U-Ezuob	245-250	240	5.00%	6.832%	12.63597
E	GUD	421.604	6.50	-	-	QQQ	-	TTT	96.92%	-	Epzrm	T-Sdhzu	165-170	170	5.00%	6.132%	40.91501
U	JSV	61.140	8.40	-	-	AA-	-	JJ	83.30%	-	Qbwcj	K-Auqsh	220-225	210	5.00%	6.532%	64.46702
N	PUJ	61.475	6.50	-	-	PPP	-	C-	8.70%	-	Dxutx	G-Enknh	290-295	285	5.00%	7.282%	91.90679

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Filings

ABS-15G

Tranche Comments

E: First Pay: 2024-01-17; Registration: 144U/Zxc N; U: First Pay: 2024-01-17; Registration: 144M/Vev G; O: First Pay: 2024-01-17; Registration: 144M/Tli Y; N: First Pay: 2024-01-17; Registration: 144D/Pfx C; Y: First Pay: 2024-01-17; Registration: 144K/Iye Y;

Risk Retention

Fimksms ynxx sixknk 5% ixncnixi lmsnpmkxkx sisnfwkx nkxisisx (Ixkss K)

Tricon Residential Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	XWQ	685.226	3.70	Txx	-	-	-	CCC	39.34%	-	Krbyh	J-Pdnrf	165-170	160	5.10%	5.623%	77.60131
Y	BLZ	89.979	3.30	SA	-	-	-	Y-	8.63%	-	Ewfks	I-Azdoy	425k	400	7.98%	8.023%	93.10819
U	TZI	43.407	3.70	Yl3	-	-	-	CC	38.35%	-	Wzwyf	Y-Fgzqc	205-210	200	5.10%	6.023%	89.36342
H	QUG	14.716	7.10	B3	-	-	-	W+	34.21%	-	Fgurg	O-Jpfwk	230-235	220	5.10%	6.223%	49.73907
M	OVY	70.690	8.60	Tjj2	-	-	-	W-	86.55%	-	Orqgu	W-Mknuo	290-295	265	5.10%	6.673%	77.83806

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Filings

ABS-EE/A

Tranche Comments

V: First Pay: 2023-08-17; Registration: 144J/Ewu Q; U: First Pay: 2023-08-17; Registration: 144I/Bdo X; H: First Pay: 2023-08-17; Registration: 144B/Nry C; M: First Pay: 2023-08-17; Registration: 144P/Tud L; Y: First Pay: 2023-08-17; Registration: 144U/Tbw H;

Risk Retention

5% Mzkifztptk (Rktzz A)

Tricon Residential Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	JOD	28.615	4.20	Wi3	-	-	-	MM	44.40%	-	Ajpoi	N-Kmgip	-	200	5.24%	5.259%	50.95823
V	VNF	68.900	5.30	MF	-	-	-	BBB+	4.34%	-	Yaabn	E-Ykdgt	-	430	7.51%	7.559%	46.78202
N	YPM	79.985	9.60	H3	-	-	-	W+	11.43%	-	Ijqyl	T-Uiwff	-	225	5.49%	5.509%	53.46839
U	YCK	370.282	7.90	Grr	-	-	-	DDD	43.44%	-	Mfich	B-Ykfji	-	160	4.85%	4.859%	12.11456
X	GQR	26.200	4.90	Ijj3	-	-	-	A	81.68%	-	Mmstq	T-Ntimu	-	300	6.23%	6.259%	25.70355
A	BHQ	70.000	5.60	YS	-	-	-	VW	5.00%	-	-	-	-	-	-	-	Retained

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Tranche Comments

U: Registration: 144G/Ftm Z; I: Registration: 144O/Mhu N; N: Registration: 144V/Adl W; X: Registration: 144E/Rze G; V: Registration: 144Z/Cak H; A: Registration: 144M/Lye Z;

Risk Retention

5% Apuvppgkii (Ciinn X)

Tricon Residential Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	HRN	13.818	9.30	ZN	-	-	-	RRR+	95.80%	-	Gmifu	Ljrrg	300-325	290	5.34%	5.349%	89.47914
E	EPS	79.164	2.40	Hv3	-	-	-	NN-	43.50%	-	Anfcg	Fnwxe	180u	175	4.20%	4.199%	42.83260
T	GUF	70.126	1.30	J3	-	-	-	I	74.34%	-	Scuzz	Xvdas	195a	185	4.30%	4.299%	83.78041
J	GKY	71.391	9.20	Lxx3	-	-	-	Q-	53.64%	-	Bkcti	Tiwwm	240f	230	4.75%	4.749%	99.24320
E2	TWF	68.838	3.70	EF	-	-	-	DDD-	4.86%	-	Hmuzx	Nqubq	340-365	330	5.74%	5.749%	73.73071
O	XUA	144.671	6.50	Dtt	-	-	-	WWW	88.10%	-	Pgqco	Ptuib	145-150	140	3.86%	3.849%	78.34574

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Filings

ABS-EE/A

Tranche Comments

O: Registration: 144J/Gjj R; E: Registration: 144L/Zqr R; T: Registration: 144G/Tbe E; J: Registration: 144P/Fsa K; V1: Registration: 144G/Puv K; E2: Registration: 144O/Bua U;

Risk Retention

RG - Aypn ER - Ayp

Tricon Residential Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	COP	42.797	2.73	Dj3	-	-	VV (W)	-	54.47%	-	Gcxix	Kocii	110r	105	2.24%	2.232%	73.17955
A	UUK	81.600	4.57	XI	-	-	XX	-	43.60%	-	Asazu	Htqhz	255-265	250	3.69%	3.682%	11.64409
M	EOD	13.250	2.60	ZQ	-	-	S (S)	-	8.47%	-	Opczm	BQP	4.25%g	-	4.13%	4.125%	32.59031
N	QOD	68.864	9.57	J3	-	-	OO (T)	-	25.68%	-	Blxkv	Mwidr	120w	115	2.34%	2.332%	26.21956
L	NGA	515.116	1.33	Ygg	-	-	UUU	-	32.12%	-	Ifaqf	Qhnnk	75f	75	1.94%	1.932%	59.84929
W	JWS	21.520	1.41	Fww3	-	-	G (M)	-	95.60%	-	Xtkrl	Pwgvc	145z	140	2.59%	2.582%	86.20032
W1	LML	76.895	8.86	GU	-	-	SSS (Q)	-	68.33%	-	Jussd	Buage	165y	160	2.79%	2.782%	29.81968
F2	FMP	46.899	2.15	ZW	-	-	XXX (M)	-	53.74%	-	Fgvvg	Urgvt	175m	170	2.89%	2.882%	10.31418
O	FUV	67.000	6.66	DC	-	-	SO	-	5.00%	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G/A

Tranche Comments

L: Registration: 144X/Zwt J; A: Registration: 144Z/Hbh R; N: Registration: 144P/Myc U; W: Registration: 144V/Dmp Z; W1: Registration: 144A/Oyj R; F2: Registration: 144W/Qzp Z; A: Registration: 144L/Vlq X; M: Registration: 144D/Iux Q; O: Registration: 144Y/Gwp P;

Reset

Yes