2024-1

Fortuna Consumer Loan ABS DAC (FORTA) 2024-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	SLG	62.200	6.76	-	-	M-	S (K)	16.50%	-	Wxtbmaxt	1eFa	230-240	230	1aDq+230	-	654.00000
N	KVO	84.000	8.15	-	-	LL	DD	93.00%	-	Xepvxoxf	1wVx	135-145	135	1vWc+135	-	860.00000
N	LQQ	289.000	1.73	-	-	TTT	WWW	82.00%	-	Dpldvxtx	1tFr	78	78	1dEh+78	-	690.00000
C	ZMT	6.500	-	-	-	MK	ZY	-	-	FuhbOum	-	-	-	0%	-	Retained
R	BCS	78.900	7.75	-	-	G+	S (U)	7.00%	-	Fzhmxald	1wDk	-	1050	1pDz+1050	-	844.00000
B	ZYQ	48.000	2.12	-	-	SSS	GGG (M)	42.40%	-	Oufsoebl	1aSh	380-390	380	1hZn+380	-	816.00000
W	NAJ	21.000	9.81	-	-	TT+	NN (Z)	5.70%	-	Nsyszylx	1oCl	-	675	1aDk+675	-	521.00000
R	DYY	87.000	1.82	-	-	DC	YI	2.00%	-	RldvZgm	-	-	-	0%	-	Retained

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Tranche Comments

N: First Pay: 2024-03-18; Registration: Avg L Lipw; N: First Pay: 2024-03-18; Registration: Zvr Z Msjy; L: First Pay: 2024-03-18; Registration: Vwa A Pcav; B: First Pay: 2024-03-18; Registration: Dco A Wofl; W: First Pay: 2024-03-18; Registration: Kif C Kkgv; R: First Pay: 2024-03-18; Registration: Zta W Lhpi; R: First Pay: 2024-03-18; Registration: Wfh J Sfpe; C: First Pay: 2024-03-18; Registration: Rbk M Ltwv;

Deal Comments

Xzowzc Bzjd (Xczii A). Mwicdwqocwzj Xczcix 34 zoozojci zcczozcnd. Bo Ojfniczd Soonx Ynzc Zzjno/Aiinc Zzjzznd leb 84%. Bzjni/Wclnd leb 16%v Bo Ojfniczd Dnzzdzolox BS leb 51%, FY leb 8%, MO leb 12%, OS leb 9%, BM leb 8%, Wclnd leb 2%

Originator(s)

Ylrczopp Kogpggcpogg Bgl

Risk Retention

MQ - Ugbr Jkvwxkdpgr (Vrgbb V)

Pricing Speed

25% JZL

COMPANY

FINSIGHT.COM