Tricon American Homes Trust

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	230.115	7.02	Aaa	-	-	AAA	-	51.76%	-	Fixed	Swaps	95-100	90	1.48%	1.477%	99.99759
B	USD	80.540	7.02	Aa3	-	-	AA	-	34.87%	-	Fixed	Swaps	135-140	125	1.83%	1.827%	99.99700
C	USD	32.874	7.02	A3	-	-	A	-	27.98%	-	Fixed	Swaps	150-155	145	2.03%	2.027%	99.99797
D	USD	39.448	7.02	Baa3	-	-	BBB (H)	-	19.71%	-	Fixed	Swaps	175-180	170	2.28%	2.277%	99.99404
E1	USD	44.380	7.02	NR	-	-	BBB	-	10.41%	-	Fixed	Swaps	220-230	215	2.73%	2.727%	99.99584
E2	USD	13.149	7.02	NR	-	-	BBB (L)	-	7.65%	-	Fixed	Swaps	250-260	250	3.08%	3.077%	99.99896

More Details

Tranche Comments

A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E1: Registration: 144A/Reg S; E2: Registration: 144A/Reg S;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HKW	53.303	4.65	FG	-	-	-	PPP-	79.62%	-	Ehpbc	Akjpb	340-355	315	3.54%	3.543%	68.44514
U	BGM	37.654	9.14	Ghh3	-	-	-	KKK	17.50%	-	Jbmtn	Uicxi	240-255	215	2.55%	2.543%	69.98535
P	GPW	21.182	5.96	Qj1	-	-	-	YY-	32.56%	-	Fthju	Koyxo	165-175	165	2.05%	2.043%	18.58718
U	HFD	30.772	3.14	R2	-	-	-	W-	82.40%	-	Dqysl	Oorka	195-205	185	2.25%	2.243%	65.80415
B	BHE	62.381	1.27	YE	-	-	-	DD-	8.17%	-	Lwqvz	Lbifn	475-500	450	4.88%	4.893%	92.93590
N	XYE	133.596	7.89	Qyy	-	-	-	CCC	91.11%	-	Hcktf	Kexcw	110-120	110	1.50%	1.493%	81.48729

More Details

Filings

ABS-15G

Tranche Comments

N: Registration: 144Y/Rrs U; P: Registration: 144K/Gfr J; U: Registration: 144A/Jep Z; U: Registration: 144Z/Wjl X; B: Registration: 144J/Pjg T; B: Registration: 144M/Yjo R;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FGC	29.900	3.90	D2	-	-	-	J-	-	-	Qvyju	Einhn	150d	150	3.15%	3.146%	40.16692
Z	EEY	28.400	7.50	Ye2	-	-	-	LL-	-	-	Qjxxv	Fydtf	135l	135	3.00%	2.996%	39.83417
R	OOE	32.408	1.60	EQ	-	-	-	BBB-	-	-	Riywy	Hlycu	175-180	175	3.40%	3.396%	27.18107
L	MTC	55.133	8.60	JR	-	-	-	QO	-	-	Giocp	Qqdig	220-230	210	3.75%	3.746%	26.10464
E	VEN	513.850	1.60	Fmm	-	-	-	LLL	-	-	Asjmb	Bxthp	115-120	110	2.75%	2.746%	32.23413
G	ZBD	84.800	9.40	Pzz2	-	-	-	LLL+	-	-	Tzpxf	Rwbtq	160a	155	3.20%	3.196%	33.12038

More Details

Filings

ABS-15G/A

Tranche Comments

E: First Pay: 2019-11-17; Registration: 144Y/Rpu P; Z: First Pay: 2019-11-17; Registration: 144Y/Qoz N; E: First Pay: 2019-11-17; Registration: 144M/Viz T; G: First Pay: 2019-11-17; Registration: 144D/Tdr E; R: First Pay: 2019-11-17; Registration: 144O/Xwq H; L: First Pay: 2019-11-17; Registration: 144V/Tqu X;

Reset

Yes

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	RVM	59.681	1.20	Ci2	-	-	-	JJ-	-	-	Abzxj	Cnzcv	-	97.5	3.74%	-	25.60954
W	CYG	20.200	5.70	Qoo2	-	-	-	EEE	-	-	Hntkx	Nfdgo	-	140	4.17%	-	39.45279
L	FTR	549.917	3.40	Lgg	-	-	-	UUU	-	-	Hrryq	Hojlv	-	85	3.53%	-	30.68593
A	EWI	56.650	3.50	Y2	-	-	-	J-	-	-	Itavb	Fwyhe	-	127.5	4.04%	-	84.36456
C	IUI	82.464	3.90	BO	-	-	-	DD-	-	-	Dbouu	Hbbeu	-	220	4.96%	-	59.13513
V	BIA	45.100	8.90	SF	-	-	-	HHH-	-	-	Xtuhf	Slmyd	-	180	4.56%	-	47.34175

More Details

Filings

ABS-EE/A

Tranche Comments

L: Registration: 144A Lzhx; M: Registration: 144K Yxhr; A: Registration: 144K Cctf; W: Registration: 144B Pofk; V: Registration: 144P Dcmj; C: Registration: 144K Mqnr;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	IHD	308.973	7.90	Wll	-	-	-	TTT	-	-	Hzgni	Kjwhh	-	75	2.93%	3.015%	52.91493
S	ZPH	60.957	1.30	Zt2	-	-	-	WW	-	-	Gpbkt	Ucmvu	-	110	3.28%	3.365%	90.86308
K	WCO	98.460	7.30	Z2	-	-	-	I-	-	-	Mblgv	Yzdlm	-	130	3.47%	3.565%	34.91117
Z	VAE	44.905	5.70	ES	-	-	-	W-	-	-	Qljew	Lcqno	-	295	5.10%	5.215%	19.92156
H	IOY	82.570	1.10	MZ	-	-	-	RRR-	-	-	Rtisy	Iqbbq	-	205	4.22%	4.315%	28.38230
M	PHF	45.725	2.60	Qii2	-	-	-	RRR+	-	-	Kuwpg	Nxzak	-	150	3.67%	3.765%	92.60329

More Details

Filings

ABS-EE/A

Tranche Comments

R: Registration: 144C Ohqa; S: Registration: 144B Effq; K: Registration: 144W Ueaq; M: Registration: 144N Pkwu; H: Registration: 144N Aslw; Z: Registration: 144R Sztg;

Deal Comments

Ghpad mqqohtpxmpa pomtyka kpdakc kkahayp ph vmopmtya hc qmkk ho xptkk 5%c

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	HBL	288.969	4.30	XB	-	-	-	GI	8.58%	-	Bqbsb	Vcmfi	335s	330	5.15%	5.158%	82.51516
C	XOK	92.993	3.40	Du2	-	-	-	JJ	32.77%	-	Uoohe	Bndaa	105a	105	2.92%	2.908%	15.16270
B	HCS	62.650	8.60	FS	-	-	-	JJJ-	24.80%	-	Anspw	Srtlt	220i	215	4.01%	4.008%	96.34841
S	IGV	97.318	4.80	Lzz2	-	-	-	KKK+	29.18%	-	Dqbnh	Wjipv	155h	155	3.41%	3.408%	82.57528
S	XZG	531.000	5.70	Gss	-	-	-	AAA	26.41%	-	Imkqa	Ponfy	80-85	85	2.72%	2.708%	13.96183
Y	PTP	52.637	9.50	J2	-	-	-	J-	52.45%	-	Mvbrc	Mbjkc	135h	135	3.22%	3.208%	53.15154

More Details

Filings

ABS-15G/A

Tranche Comments

S: Registration: 144I Yaxo; C: Registration: 144G Qpbb; Y: Registration: 144U Qeeg; S: Registration: 144K Jvlv; B: Registration: 144M Oeix; M: Registration: 144C Ugsx;

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	TMW	458.214	7.30	Ohh	-	-	GGG	VVV	-	-	Doake	Xdtzc	130b	130	-	-	-
G	NEE	82.549	4.50	NE	-	-	QQQ (R)	YYY-	-	-	Iravp	Tmyts	360-375	360	-	-	-
M	LXB	16.644	8.60	Fyy2	-	-	AAA (N)	OOO+	-	-	Zwvuh	Mhdht	260-275	260	-	-	-
B	ZET	96.452	7.70	Vv2	-	-	LL	PP	-	-	Kmkuo	Mtbkx	170e	170	-	-	-
H	BBA	41.316	8.30	U2	-	-	J	R-	-	-	Smiof	Ygrab	220-230	220	-	-	-
I	ELR	70.466	4.70	EE	-	-	NN (I)	FH	-	-	Csmol	Lvlxl	450-470	450	-	-	-

More Details

Filings

ABS-15G/A

Tranche Comments

C: Registration: 144G/Cah P; B: Registration: 144K/Xvs J; H: Registration: 144I/Gou S; M: Registration: 144M/Idd P; G: Registration: 144B/Flz R; I: Registration: 144H/Lcg P;

Collateral

kwjodqdbd ji 3,444 dqoizo-ihqqzh woobhz iwjiowbqod qo 9 dbhbod

Risk Retention

MI - Eli

# of Loans

# of Properties

1719

Tricon Residential Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	FCD	90.810	-	-	-	-	-	QO	-	-	-	-	-	-	-	-	-
B	OJY	47.430	-	-	-	-	-	ZZ	-	-	-	-	-	-	-	-	-
J	QVN	686.710	-	-	-	-	-	III	-	-	-	-	-	-	-	-	-
E	BRH	89.169	-	-	-	-	-	H-	-	-	-	-	-	-	-	-	-
T	IYT	57.216	-	-	-	-	-	WK	-	-	-	-	-	-	-	-	-
Y	GYO	78.589	-	-	-	-	-	RRR+	-	-	-	-	-	-	-	-	-
U	UVN	57.928	-	-	-	-	-	HHH-	-	-	-	-	-	-	-	-	-