2022-1

Fortuna Consumer Loan ABS DAC (FORTA) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Auxmoney

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X	WZL	8.000	9.74	-	-	Z-	F (L)	6.50%	-	Brxohayi	1oQj	-	-	-	1bIh+700	-	Retained
Y	BUZ	2.700	-	-	-	OZ	LLL	-	-	Tyqbxyhb	1cJu	-	-	-	1aLp+750	-	Retained
B	OAC	44.500	7.37	-	-	UU	AA	6.00%	-	Qkflxool	1qMz	-	-	-	1rRw+500	-	42.00000
Q	VEW	90.500	4.67	-	-	H-	V	38.50%	-	Gxjzefyl	1pHl	-	-	-	1gXw+225	-	66.31000
F	PTK	40.500	8.27	-	-	AAA-	SSS	41.80%	-	Jsqftsel	1rLn	-	-	-	1bKb+325	-	73.10000
Q	TBW	922.600	9.50	-	-	CCC	KKK	11.00%	-	Gkxejqnt	1xAr	-	-	-	1xTz+75	-	27.32700
J	YFU	14.000	2.69	-	-	OY	KL	6.00%	-	Fcxod	CXV	-	-	-	8.50%	-	Retained
S	QZZ	20.400	1.97	-	-	BB	MM (V)	86.00%	-	Pyxfprly	1eCd	-	-	-	1wFa+180	-	81.79000

Tranche Comments

Q: First Pay: 2022-06-20; Registration: Usr F Cxjx; S: First Pay: 2022-06-20; Registration: Nmi Y Kwuq; Q: First Pay: 2022-06-20; Registration: Mps I Eiqs; F: First Pay: 2022-06-20; Registration: Jfk N Xqte; B: First Pay: 2022-06-20; Registration: Kis Z Koxm; X: First Pay: 2022-06-20; Registration: Wzu K Luvu; J: First Pay: 2022-06-20; Registration: Vsq U Nbxv; Y: First Pay: 2022-06-20; Registration: Bks J Lebu;

Originator(s)

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Risk Retention

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