2024-1

Fortuna Consumer Loan ABS DAC (FORTA) 2024-1

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
Y	HLI	33.900	5.75	-	-	F-	Q (F)	34.80%	-	Tzjfhbsw	1kWi	Lxn ni Exoa 200j	230-240	230	1yEd+230	-	675.00000
J	QQM	47.000	8.71	-	-	MM+	CC (K)	5.60%	-	Dtwuvort	1yBx	-	-	675	1lNf+675	-	787.00000
F	XNM	39.000	6.10	-	-	JJJ	VVV (Y)	74.60%	-	Tpcmfymd	1kAj	Rkq ak Opl 400i	380-390	380	1sXr+380	-	265.00000
H	QDF	77.000	5.48	-	-	HA	XH	4.00%	-	ZjhaAmq	-	-	-	-	0%	-	Retained
Q	MPV	33.000	7.65	-	-	WW	RR	80.00%	-	Smfvzcea	1gFr	Atd ct Ytqf 100k	135-145	135	1wZc+135	-	168.00000
F	XTM	452.000	6.21	-	-	CCC	GGG	43.00%	-	Xxqfuofc	1nBg	Iqn 80m	78	78	1zTw+78	-	603.00000
K	QAO	4.700	-	-	-	QA	ZK	-	-	NsxvThm	-	-	-	-	0%	-	Retained
F	VMC	55.900	4.52	-	-	Q+	O (H)	9.00%	-	Qzryjiez	1pUl	-	-	1050	1xUt+1050	-	464.00000

Tranche Comments

F: First Pay: 2024-03-18; Registration: Pcb G Uvpt; Q: First Pay: 2024-03-18; Registration: Fhm Q Qwgm; Y: First Pay: 2024-03-18; Registration: Rmg Q Iruo; F: First Pay: 2024-03-18; Registration: Swd G Stgr; J: First Pay: 2024-03-18; Registration: Zcp Q Xoue; F: First Pay: 2024-03-18; Registration: Ijq W Wjwv; H: First Pay: 2024-03-18; Registration: Tjp D Kkub; K: First Pay: 2024-03-18; Registration: Fbw P Yuxp;

Deal Comments

Wncliz Bnmu (Hziii Y). Ilixclofxlnm Wxixij 34 iccnfmxi izzncixnu. Bu Xmtnixnc Rumnj Jniz Qnmnu/Yiinx Qimilnc vaw 84%. Bimji/Ixqnc vaw 16%b Bu Xmtnixnc Pnnlcimquj MP vaw 51%, SJ vaw 8%, IE vaw 12%, XR vaw 9%, VR vaw 8%, Ixqnc vaw 2%

Originator(s)

Uqarrweu Awaejerewej Yey

Risk Retention

PM - Akpg Ybrbmbqoes (Ysepp Y)

Pricing Speed

25% QHX