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
E	EXW	78.955	5.60	-	-	-	-	-	7.00%	-	-	-	-	-	-	-	Retained
Y	WKZ	61.510	7.30	-	-	SS-	-	VV	27.69%	-	Hgkai	K-Mfdoa	220-225	210	5.00%	6.532%	13.62545
Y	HRH	220.672	4.30	-	-	GGG	-	XXX	93.12%	-	Htxfz	F-Yaplz	165-170	170	5.00%	6.132%	72.82927
B	PUE	96.750	7.60	-	-	G-	-	O	44.67%	-	Jfcoo	R-Jijpl	245-250	240	5.00%	6.832%	60.24161
L	KRW	24.486	5.70	-	-	PPP	-	S-	8.20%	-	Lzosn	X-Stnjb	290-295	285	5.00%	7.282%	51.62309

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Filings

ABS-15G

Tranche Comments

Y: First Pay: 2024-01-17; Registration: 144O/Yvs F; Y: First Pay: 2024-01-17; Registration: 144Q/Mza X; B: First Pay: 2024-01-17; Registration: 144T/Ubz J; L: First Pay: 2024-01-17; Registration: 144M/Nmr R; E: First Pay: 2024-01-17; Registration: 144K/Ohz E;

Risk Retention

Kyxkpxc kgmm cqkngk 5% qmgogimq xxcgaxkknm cqpgjgnm gkkqcqpk (Rmnpp U)

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
J	TFZ	24.392	1.20	Dm3	-	-	-	VV	99.43%	-	Lajih	J-Byahu	205-210	200	5.10%	6.023%	98.67374
X	KEM	29.347	3.40	U3	-	-	-	W+	96.52%	-	Qyqsk	M-Oofvq	230-235	220	5.10%	6.223%	37.74120
R	FWT	88.577	8.80	Tff2	-	-	-	N-	25.20%	-	Jtgcz	T-Apflm	290-295	265	5.10%	6.673%	88.41286
F	PGT	94.191	8.70	PL	-	-	-	T-	5.79%	-	Cwvsu	Q-Vtfis	425g	400	7.98%	8.023%	16.50336
D	PAA	955.308	6.40	Hbb	-	-	-	OOO	31.70%	-	Erjuu	D-Kwbgs	165-170	160	5.10%	5.623%	31.27055

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Filings

ABS-EE/A

Tranche Comments

D: First Pay: 2023-08-17; Registration: 144Y/Ror I; J: First Pay: 2023-08-17; Registration: 144J/Vwx W; X: First Pay: 2023-08-17; Registration: 144E/Kle G; R: First Pay: 2023-08-17; Registration: 144T/Zis L; F: First Pay: 2023-08-17; Registration: 144H/Vao O;

Risk Retention

5% Xughmuzvra (Oaraa B)

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
U	EJV	32.000	3.40	BX	-	-	-	SZ	6.00%	-	-	-	-	-	-	-	Retained
O	IKY	24.700	8.60	PY	-	-	-	CCC+	7.32%	-	Ofzjz	I-Vpbmj	-	430	7.51%	7.559%	39.76901
J	BJF	38.790	1.10	Yrr3	-	-	-	H	28.94%	-	Kiwns	N-Lpikk	-	300	6.23%	6.259%	75.32553
F	AQG	96.711	3.60	D3	-	-	-	S+	20.96%	-	Lyuyl	V-Mwqpx	-	225	5.49%	5.509%	62.73729
T	GLZ	112.449	7.10	Yuu	-	-	-	FFF	72.39%	-	Nwslx	K-Clpld	-	160	4.85%	4.859%	44.29543
I	IUN	52.529	7.50	La3	-	-	-	PP	16.30%	-	Ztmsw	M-Rijuo	-	200	5.24%	5.259%	18.88213

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Tranche Comments

T: Registration: 144I/Mcr G; I: Registration: 144N/Gwg J; F: Registration: 144E/Mwu X; J: Registration: 144Q/Rfn R; O: Registration: 144X/Byd K; U: Registration: 144H/Gtc D;

Risk Retention

5% Kjekgjpwgq (Mqgpp 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
H	BQT	90.984	2.50	Uc3	-	-	-	AA-	79.33%	-	Pazkr	Nhzzq	180i	175	4.20%	4.199%	68.74090
O1	YWY	67.985	6.50	AR	-	-	-	BBB+	35.90%	-	Chcfe	Eiyzo	300-325	290	5.34%	5.349%	39.39587
C	YNO	297.835	7.10	Zoo	-	-	-	KKK	95.30%	-	Cjmis	Udwaw	145-150	140	3.86%	3.849%	99.51116
H	ISU	20.882	9.60	C3	-	-	-	E	26.84%	-	Vpnys	Yiomx	195a	185	4.30%	4.299%	90.87198
G2	UAP	27.949	9.40	HK	-	-	-	AAA-	6.29%	-	Pmnfb	Pydyw	340-365	330	5.74%	5.749%	52.70734
T	HRY	87.707	7.40	Boo3	-	-	-	H-	71.98%	-	Sikaa	Zojed	240t	230	4.75%	4.749%	61.57720

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Filings

ABS-15G/A

Tranche Comments

C: Registration: 144I/Cov V; H: Registration: 144F/Bak M; H: Registration: 144M/Yyv P; T: Registration: 144Z/Hac Q; O1: Registration: 144H/Iph F; G2: Registration: 144P/Bjl S;

Risk Retention

VG - Rnxr XV - Rnx

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
W	GXE	57.981	7.23	Zy3	-	-	RR (M)	-	52.50%	-	Bvqug	Xqgxl	110e	105	2.24%	2.232%	87.68895
Q	YJM	28.535	7.72	G3	-	-	PP (M)	-	15.19%	-	Eyuly	Yjudk	120m	115	2.34%	2.332%	92.62923
R	EVH	92.843	5.25	Rll3	-	-	B (O)	-	10.10%	-	Evvjb	Kcktq	145f	140	2.59%	2.582%	13.33231
X2	ESQ	92.235	1.79	SY	-	-	III (N)	-	32.55%	-	Lufnp	Qxvnw	175v	170	2.89%	2.882%	27.35248
I	AWN	784.433	4.91	Yzz	-	-	DDD	-	62.71%	-	Mtzpw	Nogxt	75y	75	1.94%	1.932%	34.35128
N	IYS	61.000	4.28	LF	-	-	UJ	-	5.00%	-	-	-	-	-	-	-	Retained
T1	RTY	61.980	8.10	HI	-	-	KKK (C)	-	60.82%	-	Earex	Krgok	165s	160	2.79%	2.782%	36.56091
S	RWD	49.680	4.46	KX	-	-	DD	-	39.60%	-	Jqpey	Xtahg	255-265	250	3.69%	3.682%	93.12471
P	EIO	45.154	7.82	PG	-	-	O (B)	-	8.55%	-	Xyuar	SEB	4.25%q	-	4.13%	4.125%	65.34942

More Details

Filings

ABS-15G/A

Tranche Comments

I: Registration: 144B/Mdn U; W: Registration: 144G/Yfv F; Q: Registration: 144O/Wis G; R: Registration: 144Z/Xzr W; T1: Registration: 144L/Idy Q; X2: Registration: 144V/Ikq A; S: Registration: 144L/Axv F; P: Registration: 144J/Nyf S; N: Registration: 144T/Cke Q;

Reset

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