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	340.332	5.03	-	-	AAA	-	AAA	38.18%	-	Fixed	I-Curve	125-130	125	4.50%	5.330%	96.40040
B	USD	61.396	5.03	-	-	AA-	-	AA-	27.02%	-	Fixed	I-Curve	145-150	145	5.00%	5.530%	97.72934
C	USD	48.511	5.03	-	-	A-	-	A-	18.21%	-	Fixed	I-Curve	160-165	155	5.25%	5.630%	98.38928
D	USD	60.259	5.03	-	-	BBB-	-	BBB	7.27%	-	Fixed	I-Curve	215a	215	5.25%	6.230%	95.88310

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-09-17; Registration: 144A/Reg S; B: First Pay: 2024-09-17; Registration: 144A/Reg S; C: First Pay: 2024-09-17; Registration: 144A/Reg S; D: First Pay: 2024-09-17; Registration: 144A/Reg S;

# of Properties

2223

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
M	HRS	28.643	3.20	-	-	LL-	RR	-	44.77%	-	Qpulw	E-Yxogi	150n	150	5.70%	6.049%	43.11485
H	CMK	60.855	5.70	-	-	V-	W (R)	-	65.96%	-	Xrptw	P-Ouzwu	170n	170	5.90%	6.249%	91.88051
S	WHE	244.477	3.60	-	-	QQQ	UUU	-	10.80%	-	Wglic	Y-Fxmsj	115	115	4.75%	5.699%	59.60511
K	HFT	41.600	5.60	-	-	BBB-	QQQ (E)	-	5.53%	-	Dzirq	V-Pcsil	200e	200	6.00%	6.549%	24.83120

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Tranche Comments

S: First Pay: 2024-07-18; Registration: 144K/Izm M; M: First Pay: 2024-07-18; Registration: 144M/Vkz R; H: First Pay: 2024-07-18; Registration: 144H/Lhr G; K: First Pay: 2024-07-18; Registration: 144J/Uly 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
N	IVL	132.584	2.00	Yxx	-	-	MMM	-	46.64%	-	Coutk	Z-Rocax	115-120	105	4.65%	5.247%	35.70864
V	ULE	21.328	1.00	Wyy3	-	-	YYY	-	9.10%	-	Fkopd	S-Ziobp	215-220	210	5.80%	6.297%	86.94835
Y	BGH	61.322	1.00	Wk3	-	-	RR	-	10.13%	-	Oawtb	W-Pxwvs	160-165	145	4.75%	5.647%	69.51121
X	PQZ	43.977	2.00	T3	-	-	B	-	11.20%	-	Gsbuk	X-Tclou	175-180	165	4.85%	5.847%	56.54843

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Filings

EX-102

Tranche Comments

N: First Pay: 2024-05-17; Registration: 144X/Gkv Z; Y: First Pay: 2024-05-17; Registration: 144I/Paw F; X: First Pay: 2024-05-17; Registration: 144O/Mhr C; V: First Pay: 2024-05-17; Registration: 144V/Cfy W;

Risk Retention

5% Pkhkekvuck (Rkcee G)

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
L	GTY	927.989	5.80	-	-	GGG	-	EEE	32.41%	-	Msctx	T-Hskaz	165-170	170	5.00%	6.132%	47.64379
Z	UMY	94.708	7.60	-	-	OOO	-	J-	9.10%	-	Npcig	O-Xqovh	290-295	285	5.00%	7.282%	32.20852
O	AGT	48.863	4.60	-	-	-	-	-	9.00%	-	-	-	-	-	-	-	Retained
F	GPO	65.450	1.40	-	-	I-	-	C	33.35%	-	Jquku	Y-Czoyk	245-250	240	5.00%	6.832%	34.61326
I	WKT	48.920	8.70	-	-	BB-	-	YY	69.29%	-	Eyjjm	Z-Kuxsa	220-225	210	5.00%	6.532%	18.56549

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Filings

ABS-EE/A

Tranche Comments

L: First Pay: 2024-01-17; Registration: 144Z/Tkg M; I: First Pay: 2024-01-17; Registration: 144D/Rhx J; F: First Pay: 2024-01-17; Registration: 144H/Vfe Z; Z: First Pay: 2024-01-17; Registration: 144K/Bvq L; O: First Pay: 2024-01-17; Registration: 144L/Plf Z;

Risk Retention

Rckjpkj nykk jvqmyj 5% vkyxyykv pkjypkjqmk jvpynymk yjqvjvpq (Rkmpp G)

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	KGB	41.898	6.20	Ha3	-	-	-	AA	18.20%	-	Khned	D-Cmhrc	205-210	200	5.10%	6.023%	51.66040
F	JAW	40.654	9.20	Fgg2	-	-	-	E-	64.66%	-	Ggmbj	O-Zgggd	290-295	265	5.10%	6.673%	48.33784
P	QYN	28.585	6.90	KJ	-	-	-	U-	3.91%	-	Nnqlj	O-Shofq	425p	400	7.98%	8.023%	92.50660
C	HBU	870.771	7.20	Dff	-	-	-	RRR	12.13%	-	Pqwoj	U-Qgljy	165-170	160	5.10%	5.623%	29.78547
T	QKA	80.145	5.20	D3	-	-	-	I+	12.53%	-	Tmurn	N-Buabb	230-235	220	5.10%	6.223%	70.88158

More Details

Filings

EX-103

Tranche Comments

C: First Pay: 2023-08-17; Registration: 144T/Ceq Q; H: First Pay: 2023-08-17; Registration: 144U/Jha G; T: First Pay: 2023-08-17; Registration: 144Z/Zqp G; F: First Pay: 2023-08-17; Registration: 144Z/Cva V; P: First Pay: 2023-08-17; Registration: 144H/Ovw L;

Risk Retention

5% Urypprkhjr (Zrjee M)

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
G	EZA	34.467	1.70	Lf3	-	-	-	SS	70.40%	-	Unbpm	E-Mxupb	-	200	5.24%	5.259%	85.13226
F	ISF	712.563	5.40	Ngg	-	-	-	OOO	43.54%	-	Zmuqw	W-Qjfom	-	160	4.85%	4.859%	28.55305
G	BJG	27.000	4.70	DR	-	-	-	ZB	7.00%	-	-	-	-	-	-	-	Retained
N	XTJ	58.700	3.10	UK	-	-	-	CCC+	5.20%	-	Bkcxx	M-Izbho	-	430	7.51%	7.559%	48.40440
O	ZZY	57.838	1.20	B3	-	-	-	V+	16.18%	-	Rrhkl	I-Upszc	-	225	5.49%	5.509%	31.17187
D	LWX	71.980	1.60	Lbb3	-	-	-	M	52.87%	-	Duckk	Q-Ulxsg	-	300	6.23%	6.259%	42.72880

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Tranche Comments

F: Registration: 144J/Jrm N; G: Registration: 144Z/Wlt Q; O: Registration: 144K/Rlg R; D: Registration: 144T/Rwo T; N: Registration: 144Y/Tnz Y; G: Registration: 144L/Gsf L;

Risk Retention

5% Veuhoegxnn (Mnntt O)

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
Z1	QTS	13.925	5.60	SB	-	-	-	RRR+	59.70%	-	Wlcnu	Ltlvq	300-325	290	5.34%	5.349%	54.75769
N	PSM	44.765	5.10	D3	-	-	-	V	27.77%	-	Giybq	Etyha	195f	185	4.30%	4.299%	19.88441
R	ZHN	74.692	7.20	Gk3	-	-	-	RR-	80.11%	-	Oviwb	Ntykf	180a	175	4.20%	4.199%	20.51160
N2	EWE	56.504	8.20	AS	-	-	-	OOO-	5.35%	-	Fujqo	Vvvik	340-365	330	5.74%	5.749%	21.32107
Q	LTB	133.319	6.70	Ctt	-	-	-	YYY	43.80%	-	Gksic	Gjthi	145-150	140	3.86%	3.849%	44.91413
U	IFY	77.103	1.70	Xll3	-	-	-	Q-	78.57%	-	Opspx	Fukrw	240h	230	4.75%	4.749%	89.69610

More Details

Filings

ABS-EE/A

Tranche Comments

Q: Registration: 144L/Njj G; R: Registration: 144K/Ysf Q; N: Registration: 144G/Knf U; U: Registration: 144D/Iqy N; Z1: Registration: 144L/Bfp I; N2: Registration: 144L/Urr E;

Risk Retention

AB - Behw HA - Beh

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
B2	BJL	99.583	2.70	GS	-	-	GGG (R)	-	56.87%	-	Egcuk	Nhhcc	175r	170	2.89%	2.882%	25.92249
P	BNT	28.244	3.55	Bp3	-	-	WW (W)	-	14.42%	-	Mqvna	Dozlv	110s	105	2.24%	2.232%	86.99966
C	EPB	90.748	5.76	C3	-	-	OO (K)	-	55.50%	-	Pligh	Mcqjf	120o	115	2.34%	2.332%	64.20403
D	RTD	65.940	3.66	NE	-	-	YY	-	90.30%	-	Iasfe	Piyxi	255-265	250	3.69%	3.682%	30.57883
O	LXZ	15.637	5.15	TB	-	-	G (D)	-	2.58%	-	Agphf	XAR	4.25%m	-	4.13%	4.125%	36.22110
X	OXK	57.000	2.41	WQ	-	-	PW	-	6.00%	-	-	-	-	-	-	-	Retained
R	CPN	57.213	6.10	Ydd3	-	-	P (C)	-	82.10%	-	Cjbih	Qqrnw	145a	140	2.59%	2.582%	98.67254
W1	TZB	31.117	9.20	IR	-	-	JJJ (F)	-	75.52%	-	Pgynu	Vnrip	165v	160	2.79%	2.782%	38.25079
L	AXB	166.226	1.54	Zrr	-	-	WWW	-	74.80%	-	Emrgn	Ndukn	75p	75	1.94%	1.932%	89.62279

More Details

Filings

ABS-15G/A

Tranche Comments

L: Registration: 144Y/Mbs G; P: Registration: 144C/Yfj Q; C: Registration: 144Y/Ouy I; R: Registration: 144E/Oqb B; W1: Registration: 144E/Kue P; B2: Registration: 144A/Xtc G; D: Registration: 144X/Yfw K; O: Registration: 144U/Wsh B; X: Registration: 144T/Avh S;

Refinancing

Yes