Tricon American Homes 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
X	KLH	57.930	5.50	Cl3	-	-	MM	-	12.70%	-	Ugsfh	Rfako	135-140	125	1.83%	1.827%	75.79700
L	PIE	41.359	1.30	O3	-	-	E	-	51.13%	-	Htqei	Wqudx	150-155	145	2.03%	2.027%	10.32160
Q	NGG	54.107	3.40	Imm3	-	-	UUU (I)	-	65.82%	-	Vnmcs	Mdfqj	175-180	170	2.28%	2.277%	33.43720
O	JIN	659.757	7.50	Xbb	-	-	UUU	-	71.51%	-	Ziqlb	Kfqrh	95-100	90	1.48%	1.477%	54.70474
C2	VMD	82.775	4.40	PH	-	-	SSS (U)	-	2.90%	-	Qflyb	Dduvn	250-260	250	3.08%	3.077%	62.47333
D1	PYD	85.990	3.10	MW	-	-	BBB	-	93.11%	-	Dfloz	Kieky	220-230	215	2.73%	2.727%	28.88572

Tranche Comments

O: Registration: 144H/Poa I; X: Registration: 144X/Dzf R; L: Registration: 144G/Ycf P; Q: Registration: 144X/Mud Q; D1: Registration: 144G/Czv L; C2: Registration: 144J/Ovh V;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	RXW	26.690	6.86	MQ	-	-	-	DD-	2.56%	-	Gnjgk	Duedq	475-500	450	4.88%	4.893%	40.53020
Y	WLC	91.499	7.33	Sh1	-	-	-	DD-	48.20%	-	Kzllc	Udtck	165-175	165	2.05%	2.043%	58.98680
J	QAL	43.649	9.26	Iuu3	-	-	-	III	82.60%	-	Amlgc	Kecod	240-255	215	2.55%	2.543%	52.97838
J	CAV	83.587	7.70	M2	-	-	-	V-	21.30%	-	Emxro	Zltfv	195-205	185	2.25%	2.243%	11.28286
L	ICR	58.511	5.23	SX	-	-	-	TTT-	91.75%	-	Ojlit	Knrno	340-355	315	3.54%	3.543%	70.81327
F	PLF	218.191	3.65	Fee	-	-	-	YYY	16.58%	-	Ofvuv	Djyxc	110-120	110	1.50%	1.493%	35.96926

Filings

ABS-EE/A

Tranche Comments

F: Registration: 144J/Lxf T; Y: Registration: 144N/Xxz I; J: Registration: 144V/Dub O; J: Registration: 144J/Alv W; L: Registration: 144E/Ykp B; T: Registration: 144P/Jpx B;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	GOW	899.515	1.40	Cww	-	-	-	SSS	-	-	Usrmr	Sojtr	115-120	110	2.75%	2.746%	16.17568
O	HKT	52.600	1.70	Wcc2	-	-	-	UUU+	-	-	Scsqu	Vccdq	160e	155	3.20%	3.196%	73.89093
D	ZQE	28.500	9.60	Ft2	-	-	-	WW-	-	-	Izvem	Tkxwv	135m	135	3.00%	2.996%	62.50764
G	NBM	68.126	5.20	FO	-	-	-	MMM-	-	-	Mfjjg	Trqls	175-180	175	3.40%	3.396%	83.57465
L	JNF	72.400	8.90	T2	-	-	-	I-	-	-	Ggtpn	Vdcfo	150b	150	3.15%	3.146%	10.72442
B	WFM	23.617	5.70	HK	-	-	-	GL	-	-	Bklbr	Biclr	220-230	210	3.75%	3.746%	27.35194

Filings

ABS-15G/A

Tranche Comments

G: First Pay: 2019-11-17; Registration: 144H/Ywm F; D: First Pay: 2019-11-17; Registration: 144T/Tpb Q; L: First Pay: 2019-11-17; Registration: 144B/Pis S; O: First Pay: 2019-11-17; Registration: 144B/Jbb H; G: First Pay: 2019-11-17; Registration: 144A/Nmu N; B: First Pay: 2019-11-17; Registration: 144O/Xyb U;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	RQR	11.740	4.20	KD	-	-	-	DDD-	-	-	Jsptn	Vvqpo	-	180	4.56%	-	48.22355
X	VNY	602.415	1.30	Uss	-	-	-	UUU	-	-	Bfvze	Ajcyy	-	85	3.53%	-	43.79504
B	JRA	56.693	7.90	Ki2	-	-	-	HH-	-	-	Xjror	Wzref	-	97.5	3.74%	-	38.54576
G	ZNW	98.920	3.40	N2	-	-	-	B-	-	-	Cqbsb	Suqxq	-	127.5	4.04%	-	31.67366
W	XVY	77.600	9.70	Stt2	-	-	-	CCC	-	-	Vkcmj	Xhtbs	-	140	4.17%	-	67.20249
X	ABL	13.416	1.30	IZ	-	-	-	EE-	-	-	Poozs	Fybkq	-	220	4.96%	-	91.80736

Filings

ABS-EE

Tranche Comments

X: Registration: 144M Yxxp; B: Registration: 144U Hexi; G: Registration: 144W Dwhh; W: Registration: 144F Xgpn; B: Registration: 144K Vvha; X: Registration: 144S Xchv;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	TXI	66.200	9.50	L2	-	-	-	M-	-	-	Mspmt	Nqjhh	-	130	3.47%	3.565%	41.59619
J	CZL	11.480	5.60	VY	-	-	-	XXX-	-	-	Gkvhs	Zvzri	-	205	4.22%	4.315%	53.51461
Q	JKL	20.121	5.70	Dll2	-	-	-	GGG+	-	-	Clmcb	Kuqhb	-	150	3.67%	3.765%	64.21291
N	FBN	753.659	5.80	Rqq	-	-	-	AAA	-	-	Rysue	Mntvu	-	75	2.93%	3.015%	11.83273
J	HYG	90.221	8.90	Ct2	-	-	-	BB	-	-	Llxzv	Befuh	-	110	3.28%	3.365%	20.99009
E	TWW	11.606	1.40	KP	-	-	-	N-	-	-	Fmsnx	Zhczc	-	295	5.10%	5.215%	91.77692

Filings

ABS-15G/A

Tranche Comments

N: Registration: 144A Emrc; J: Registration: 144W Gesq; C: Registration: 144L Dsam; Q: Registration: 144K Xuln; J: Registration: 144N Efrd; E: Registration: 144G Nipv;

Deal Comments

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Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	HOZ	60.251	4.60	BW	-	-	-	III-	60.86%	-	Tjlcx	Bnygn	220h	215	4.01%	4.008%	14.54584
Y	WLO	94.462	2.10	Uq2	-	-	-	WW	26.60%	-	Lthbt	Vrqas	105g	105	2.92%	2.908%	37.79590
Z	GRX	831.000	2.30	Ejj	-	-	-	KKK	94.70%	-	Rqzsg	Nwqjr	80-85	85	2.72%	2.708%	76.58389
H	FGE	23.907	4.80	P2	-	-	-	J-	84.37%	-	Ryukd	Exabs	135u	135	3.22%	3.208%	48.77159
N	LNQ	50.668	8.10	Wpp2	-	-	-	YYY+	94.28%	-	Uqatt	Scryv	155q	155	3.41%	3.408%	66.26455
W	ZSJ	485.896	2.70	TN	-	-	-	FM	8.50%	-	Dgbou	Relzn	335p	330	5.15%	5.158%	49.22288

Filings

ABS-EE

Tranche Comments

Z: Registration: 144Y Nsnl; Y: Registration: 144F Yidp; H: Registration: 144Z Veaw; N: Registration: 144Y Aprj; U: Registration: 144N Snoz; W: Registration: 144S Mnkh;

Refinancing

Yes

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	GQW	17.330	7.30	Pr2	-	-	II	TT	-	-	Jyiil	Ptkik	170n	170	-	-	-
H	TPK	33.901	9.20	Qww2	-	-	CCC (W)	PPP+	-	-	Ctsum	Nulur	260-275	260	-	-	-
H	GVA	150.718	2.40	Rii	-	-	PPP	MMM	-	-	Oukwc	Lurtj	130i	130	-	-	-
N	MWX	43.923	1.90	DU	-	-	VVV (K)	III-	-	-	Jbpiv	Nrgnx	360-375	360	-	-	-
I	QQK	48.997	8.60	V2	-	-	T	K-	-	-	Ppzch	Wwimb	220-230	220	-	-	-
L	EEC	33.410	7.50	OZ	-	-	RR (U)	PP	-	-	Czcwe	Ivqtm	450-470	450	-	-	-

Filings

ABS-15G/A

Tranche Comments

H: Registration: 144N/Ree A; B: Registration: 144X/Njt E; I: Registration: 144K/Ysp I; H: Registration: 144F/Hin R; N: Registration: 144Y/Alg N; L: Registration: 144Z/Yzn Z;

Collateral

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Risk Retention

ZU - Yef

# of Loans

# of Properties

9918

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	TZG	46.566	-	-	-	-	-	BBB+	-	-	-	-	-	-	-	-	-
N	FWZ	28.291	-	-	-	-	-	OOO-	-	-	-	-	-	-	-	-	-
J	HOH	64.900	-	-	-	-	-	TR	-	-	-	-	-	-	-	-	-
L	IUH	479.803	-	-	-	-	-	XXX	-	-	-	-	-	-	-	-	-
R	WEL	64.927	-	-	-	-	-	FF	-	-	-	-	-	-	-	-	-
R	LZI	92.780	-	-	-	-	-	Y-	-	-	-	-	-	-	-	-	-
K	KLU	19.285	-	-	-	-	-	TK	-	-	-	-	-	-	-	-	-