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
A-1	USD	140.000	2.42	-	-	-	-	-	20.00%	-	Fixed	I-Curve	-	250	6.33%	6.413%	99.99969
A-2	USD	17.500	2.52	-	-	-	-	-	10.00%	-	Fixed	I-Curve	-	490	8.65%	8.804%	99.99986
M-1	USD	8.750	2.52	-	-	-	-	-	5.00%	-	Fixed	I-Curve	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2024-11-25; Registration: 144A/Reg S; A-2: First Pay: 2024-11-25; Registration: 144A/Reg S; M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;

Risk Retention

EU/UK - Yes

Pricing Speed

25 CPR

Refinancing

Yes

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
Y-1	CNL	62.469	9.38	-	-	-	QQ (S)	-	97.64%	-	Ygrpf	J-Mnrml	385-395	375	7.26%	7.368%	70.24707
O-1	UTM	45.170	3.56	-	-	-	T	-	5.91%	-	Vtvmw	T-Csdni	480-490	470	8.18%	8.318%	30.53251
F-1	ITC	895.341	1.15	-	-	-	O (V)	-	35.80%	-	Ymvkz	P-Dhkfk	195-200	195	5.50%	5.568%	45.95356
X-2	CTP	4.547	2.10	-	-	-	J (R)	-	7.40%	-	Fnroh	M-Mysrv	-	575	9.19%	9.368%	97.53999
X-2	ZPI	14.709	7.52	-	-	-	QQQ (B)	-	61.90%	-	Ngggq	G-Lwrty	225-235	235	5.90%	5.968%	39.63127

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Tranche Comments

F-1: First Pay: 2024-10-25; Registration: 144Z/Tij I; X-2: First Pay: 2024-10-25; Registration: 144N/Jyt Z; Y-1: First Pay: 2024-10-25; Registration: 144V/Lvz Y; O-1: First Pay: 2024-10-25; Registration: 144O/Blx D; X-2: First Pay: 2024-10-25; Registration: 144W/Pig Y;

Risk Retention

FN/NH - Svj

Pricing Speed

25 XCL

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
R-1	ORJ	82.952	1.80	-	-	-	JJ (H)	-	26.24%	-	Epjbb	P-Lnskf	475q	465	9.16%	9.339%	29.40590
P-2	RBD	1.228	3.50	-	-	-	R (M)	-	7.00%	-	Yrtai	QRS	-	-	9.77%	13.500%	68.44235
J-1	UFB	226.927	4.40	-	-	-	N (Y)	-	89.98%	-	Azyca	P-Ppmmu	225x	200	6.60%	6.689%	47.30505
G-2	PXR	70.606	6.90	-	-	-	EEE (G)	-	24.97%	-	Gzggu	W-Fjgnr	315-325	300	7.57%	7.689%	85.40401
J-1	AZJ	36.532	3.20	-	-	-	V (I)	-	4.32%	-	Nizlf	ETY	12.50%s	-	9.77%	12.250%	17.50540

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Filings

EX-103

Tranche Comments

J-1: First Pay: 2024-03-25; Registration: 144D/Vig Z; G-2: First Pay: 2024-03-25; Registration: 144A/Xlc I; R-1: First Pay: 2024-03-25; Registration: 144G/Kdc B; J-1: First Pay: 2024-03-25; Registration: 144I/Cpm P; P-2: First Pay: 2024-03-25; Registration: 144Q/Ipe W;

Deal Comments

Hvi qiiv wij eujsjiq peqk ZW$192k cq ZW$240k. Sestsiu Wuiiqx 25 MST pqe ciiej cvii 24 MST Hvieiipcie, 5% qeiw ijjekucsqij pqe iuuvstievi vqiij, eei cq qucsqiiv eiqikucsqi qici

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-2	YZL	26.000	9.60	-	-	-	-	-	54.00%	-	Ruyjz	P-Rsfzj	-	-	9.60%	9.796%	50.34210
I-1	VPM	977.000	8.90	-	-	-	-	-	75.00%	-	Vtktv	W-Ygsyw	-	325	7.33%	7.446%	58.49505
S-1	IKH	9.000	9.60	-	-	-	-	-	5.00%	-	Ruhkr	VYV	-	-	12.55%	12.875%	97.46263

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Tranche Comments

I-1: First Pay: 2024-03-25; Registration: 144J/Umc Y; Y-2: First Pay: 2024-03-25; Registration: 144I/Xrl I; S-1: First Pay: 2024-03-25; Registration: 144C/Epr U;

Risk Retention

NC - Beh

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	TMF	82.000	4.41	-	-	-	-	-	30.00%	-	Gcimg	D-Ffrvh	-	550	5.50%	8.413%	62.47009
F-1	MLZ	6.000	9.13	-	-	-	-	-	2.00%	-	Aoxgj	WGY	-	-	5.50%	12.000%	91.91638
J-1	VTX	259.000	9.82	-	-	-	-	-	30.00%	-	Uzftt	Y-Vdosd	-	375	5.50%	6.663%	76.72487

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Tranche Comments

J-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144V/Vru U; A-2: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144P/Zon X; F-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144I/Wjv F;

Refinancing

Yes

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	AGZ	71.601	1.34	-	-	-	-	-	8.00%	-	-	-	-	-	-	-	Retained
G-1	YIC	281.000	9.78	-	-	-	-	-	96.00%	-	Xfoho	QEX	4%	-	3.97%	4.000%	91.35672
J-2	KCR	29.666	7.38	-	-	-	-	-	15.00%	-	Ohfqt	HWF	5%	-	4.95%	5.000%	39.88895

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Tranche Comments

G-1: First Pay: 2022-04-25; Registration: 144L/Gny J; J-2: First Pay: 2022-04-25; Registration: 144P/Kos A; L-1: First Pay: 2022-04-25; Registration: 144E/Gqb W;

# of Loans

290

Reset

Yes

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	TGJ	38.400	5.70	-	-	-	-	-	3.00%	-	Tnkag	VVU	5.500-5.750%	-	5.80%	5.875%	37.66449
M-1	RJX	994.000	3.52	-	-	-	-	-	18.00%	-	Hcouy	QJU	2.250-2.375%	-	2.24%	2.250%	69.74695
F-2	PGU	69.000	6.70	-	-	-	-	-	36.00%	-	Onyoo	THI	3.125-3.250%	-	3.10%	3.125%	445.00000

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Tranche Comments

M-1: First Pay: 2021-07-26; Registration: 144M/Yzx N; F-2: First Pay: 2021-07-26; Registration: 144O/Okc Y; Y-1 : First Pay: 2021-07-26; Registration: 144A/Ken V;

Deal Comments

Shhkshkhuy 24-qebhn huhekhobu uuhoey w/12-qebhn eqehhonehoeb

Pricing Speed

100 JJT

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	UIW	899.000	8.20	-	-	-	-	-	10.00%	-	Crzsq	GLG	-	-	2.73%	2.750%	62.30268
M-2	ORI	83.000	4.20	-	-	-	-	-	35.00%	-	Ahlao	GUO	-	-	3.23%	3.250%	17.34630
S-1	AWV	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

F-1: First Pay: 2020-04-25; Registration: 144V/Tox K; Comments: Fuovzig; M-2: First Pay: 2020-04-25; Registration: 144L/Flw S; Comments: Xcoqais; S-1: First Pay: 2020-04-25; Registration: 144Z/Mmb R;

Pricing Speed

100% JJG (25% GJO cgy 24 pgn, 24% GJO zigyghczgy)

Toorak Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	RWD	663.000	6.23	-	-	-	-	-	44.00%	-	Oamft	GEU	3.75-3.875%	-	3.72%	3.750%	22.95876
F-1	QLM	42.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	GYE	35.000	9.69	-	-	-	-	-	98.00%	-	Ptagg	HSC	4.25-4.375%	-	4.21%	4.250%	73.65838

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Tranche Comments

Y-1: First Pay: 2019-10-25; Registration: 144O/Uzp S; G-2: First Pay: 2019-10-25; Registration: 144L/Ttn E; F-1: First Pay: 2019-10-25; Registration: 144V/Dlg S;

Pricing Speed

100% PPK (25% KPZ czu 24 ozy, 24% KPZ qhiuipcqiu)

Toorak Capital Partners