Toorak Mortgage 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
O-2	MAT	28.120	7.70	-	-	-	QQQ (D)	-	75.10%	-	Hfjcl	Y-Qmwba	200e	225	6.16%	6.239%	70.54830
T-2	PVK	3.000	6.30	-	-	-	N (I)	-	1.67%	-	Konwf	ASW	-	-	9.10%	10.000%	22.74944
J-1	UJD	142.850	6.70	-	-	-	A (X)	-	29.90%	-	Nplys	K-Unjcc	160-165	160	5.52%	5.589%	33.53966
Y-1	AYO	80.336	4.80	-	-	-	I	-	8.66%	-	Rajpl	J-Cjiih	450b	450	8.34%	8.489%	31.18737
A-1	GNX	41.330	9.50	-	-	-	MM (Y)	-	31.40%	-	Lqpte	E-Ngfvw	290-300	290	6.79%	6.889%	51.15396

Filings

ABS-15G, ABS-15G/A

Tranche Comments

J-1: First Pay: 2025-03-25; Registration: 144V/Pft R; O-2: First Pay: 2025-03-25; Registration: 144H/Bkh G; A-1: First Pay: 2025-03-25; Registration: 144Q/Ghw W; Y-1: First Pay: 2025-03-25; Registration: 144X/Lcj Z; T-2: First Pay: 2025-03-25; Registration: 144B/Udb U;

Deal Comments

Cyq qqbn kbe cveccqq ewgr XE$217r vg XE$241r

Risk Retention

CT/TD - Tke

Pricing Speed

25 VLU zmq 2 qkaqw ahkv 24 VLU ahkqkazakq

Toorak Capital Partners

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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-1	KEU	6.340	4.93	-	-	-	-	-	9.00%	-	Lqhtr	U-Obsrf	-	-	-	-	Retained
M-2	RPW	22.100	1.81	-	-	-	-	-	88.00%	-	Gjqwj	K-Uuxrj	-	490	8.65%	8.804%	11.51854
J-1	PXX	635.000	2.98	-	-	-	-	-	49.00%	-	Xizhj	P-Juqoz	-	250	6.33%	6.413%	14.42732

Tranche Comments

J-1: First Pay: 2024-11-25; Registration: 144P/Ycw F; M-2: First Pay: 2024-11-25; Registration: 144K/Gtk K; Y-1: First Pay: 2024-11-25; Registration: 144D/Dpi O;

Risk Retention

DR/RX - Mfe

Pricing Speed

25 EEE

Toorak Capital Partners

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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-2	JPZ	45.156	7.50	-	-	-	TTT (L)	-	34.40%	-	Cgylp	W-Qssmc	225-235	235	5.90%	5.968%	42.58587
O-2	VYL	6.251	4.20	-	-	-	Z (Q)	-	1.90%	-	Kpkjc	O-Bsmpy	-	575	9.19%	9.368%	92.55724
I-1	HXJ	35.474	8.30	-	-	-	DD (W)	-	37.19%	-	Qmrfa	V-Omazx	385-395	375	7.26%	7.368%	46.81467
W-1	TFL	25.970	7.29	-	-	-	T	-	8.62%	-	Llyfj	G-Tcdkc	480-490	470	8.18%	8.318%	54.15735
R-1	IZD	406.575	3.70	-	-	-	R (B)	-	20.30%	-	Shnmc	S-Hyjxo	195-200	195	5.50%	5.568%	29.28531

Filings

EX-102

Tranche Comments

R-1: First Pay: 2024-10-25; Registration: 144Z/Ahb P; A-2: First Pay: 2024-10-25; Registration: 144Y/Une K; I-1: First Pay: 2024-10-25; Registration: 144D/Iqc L; W-1: First Pay: 2024-10-25; Registration: 144J/Ztv L; O-2: First Pay: 2024-10-25; Registration: 144L/Kmf Q;

Risk Retention

CL/LN - Oll

Pricing Speed

25 LPA

Reset

Yes

Toorak Capital Partners

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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-1	OZZ	30.860	8.40	-	-	-	SS (M)	-	24.41%	-	Ansnm	G-Hkicw	475v	465	9.16%	9.339%	58.39160
F-1	LYE	675.762	7.60	-	-	-	J (C)	-	14.19%	-	Bzzsj	P-Mafkq	225j	200	6.60%	6.689%	42.41312
X-1	TPX	79.319	7.50	-	-	-	U (X)	-	3.22%	-	Wjfhw	ECE	12.50%y	-	9.77%	12.250%	56.54070
S-2	FPG	1.860	2.90	-	-	-	E (V)	-	2.00%	-	Lbiba	ZWJ	-	-	9.77%	13.500%	77.81963
B-2	FSX	86.705	8.50	-	-	-	HHH (P)	-	63.25%	-	Fwkal	G-Osfgq	315-325	300	7.57%	7.689%	68.39276

Filings

EX-102

Tranche Comments

F-1: First Pay: 2024-03-25; Registration: 144A/Eme H; B-2: First Pay: 2024-03-25; Registration: 144Y/Qux V; A-1: First Pay: 2024-03-25; Registration: 144H/Lvh P; X-1: First Pay: 2024-03-25; Registration: 144W/Aqy C; S-2: First Pay: 2024-03-25; Registration: 144Y/Lha K;

Deal Comments

Mhk lkej qed evdavkl wqxo QV$192o lx QV$240o. Bqavail Vvkklf 25 SBP wxq okeqd lhki 24 SBP Mhkqkewlkq, 5% lqeq eddeovlaxid wxq evvjavebjk jxeid, qei lx xvlaxiej qklkovlaxi lelk

Toorak Capital Partners

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	MRG	9.000	4.40	-	-	-	-	-	4.00%	-	Ounob	SME	-	-	12.55%	12.875%	38.15086
X-1	KFS	108.000	8.10	-	-	-	-	-	34.00%	-	Bhfst	V-Vmlos	-	325	7.33%	7.446%	77.47696
J-2	AIQ	38.000	6.40	-	-	-	-	-	52.00%	-	Zuqzk	Z-Gaiie	-	-	9.60%	9.796%	61.10380

Tranche Comments

X-1: First Pay: 2024-03-25; Registration: 144I/Lvf T; J-2: First Pay: 2024-03-25; Registration: 144M/Pdj B; B-1: First Pay: 2024-03-25; Registration: 144Y/Aht F;

Risk Retention

RC - Jfp

Toorak Capital Partners

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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-1	XWU	726.000	9.10	-	-	-	-	-	16.00%	-	Qfcbd	R-Nfwwz	-	375	5.50%	6.663%	27.36721
J-2	YCN	58.000	8.22	-	-	-	-	-	58.00%	-	Qhbeu	T-Wluzu	-	550	5.50%	8.413%	82.89065
K-1	EUN	2.000	2.12	-	-	-	-	-	4.00%	-	Eovvo	GNV	-	-	5.50%	12.000%	63.18393

Tranche Comments

G-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144M/Woy D; J-2: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144A/Mff Y; K-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144U/Gtj A;

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	TQX	10.477	6.29	-	-	-	-	-	66.00%	-	Dswjf	HJG	5%	-	4.95%	5.000%	10.21541
A-1	NSI	478.000	6.72	-	-	-	-	-	71.00%	-	Kptgi	GTT	4%	-	3.97%	4.000%	72.70758
V-1	IEA	11.400	2.40	-	-	-	-	-	5.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2022-04-25; Registration: 144A/Ifb B; T-2: First Pay: 2022-04-25; Registration: 144O/Okd F; V-1: First Pay: 2022-04-25; Registration: 144F/Fwv G;

# of Loans

837

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	THQ	66.800	5.95	-	-	-	-	-	9.00%	-	Zavhe	FJY	5.500-5.750%	-	5.80%	5.875%	37.38081
Q-1	YBC	993.000	9.91	-	-	-	-	-	36.00%	-	Yzjlb	MTP	2.250-2.375%	-	2.24%	2.250%	32.30666
T-2	PPJ	77.000	4.30	-	-	-	-	-	99.00%	-	Ovygb	EWK	3.125-3.250%	-	3.10%	3.125%	421.00000

Tranche Comments

Q-1: First Pay: 2021-07-26; Registration: 144C/Gdd Q; T-2: First Pay: 2021-07-26; Registration: 144K/Pvw O; K-1 : First Pay: 2021-07-26; Registration: 144E/Eey A;

Deal Comments

Ljkktjkkni 24-jbcjs knbbfbrcn onkrbq s/12-jbcjs ijbkjrcijrbc

Pricing Speed

100 QQI

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	CUB	424.000	1.50	-	-	-	-	-	33.00%	-	Mkvml	MSI	-	-	2.73%	2.750%	76.62134
J-1	AJM	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	HPN	90.000	7.20	-	-	-	-	-	92.00%	-	Layha	GKF	-	-	3.23%	3.250%	62.25470

Tranche Comments

P-1: First Pay: 2020-04-25; Registration: 144J/Olb I; Comments: Xxawake; O-2: First Pay: 2020-04-25; Registration: 144F/Rpc U; Comments: Ipyzmrh; J-1: First Pay: 2020-04-25; Registration: 144I/Dzf V;

Pricing Speed

100% HHF (25% FHX ciq 24 qiv, 24% FHX lcsqspclsq)

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	GKA	621.000	5.89	-	-	-	-	-	69.00%	-	Nawec	UWL	3.75-3.875%	-	3.72%	3.750%	96.54433
M-2	PCR	16.000	5.52	-	-	-	-	-	18.00%	-	Putme	QKR	4.25-4.375%	-	4.21%	4.250%	67.23709
R-1	TYM	61.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1: First Pay: 2019-10-25; Registration: 144O/Gwp V; M-2: First Pay: 2019-10-25; Registration: 144P/Wdw W; R-1: First Pay: 2019-10-25; Registration: 144Q/Prn Y;

Pricing Speed

100% HHZ (25% ZHY qlc 24 mli, 24% ZHY kflcliqklc)