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
J	GQH	21.000	1.27	-	-	TTT	BBB (N)	59.50%	-	Ixjlxcjk	1yPd	Rnk cn Wno 400h	380-390	380	1eAy+380	-	951.00000
P	QIA	45.400	8.28	-	-	Q+	R (W)	6.00%	-	Axyqysjq	1nHz	-	-	1050	1vUw+1050	-	277.00000
E	ZFL	8.500	-	-	-	TV	NI	-	-	GfcjLac	-	-	-	-	0%	-	Retained
J	XTY	18.500	9.40	-	-	J-	S (P)	31.20%	-	Emucisiy	1nAl	Dzv wx Xzme 200a	230-240	230	1rOh+230	-	267.00000
W	IOO	33.000	3.39	-	-	HG	NN	2.00%	-	FxhkSkc	-	-	-	-	0%	-	Retained
O	SKW	823.000	3.58	-	-	RRR	PPP	54.00%	-	Rbbpztvp	1xVl	Sbr 80v	78	78	1mSr+78	-	333.00000
S	ZZX	23.000	5.92	-	-	FF	JJ	61.00%	-	Xtkzutwa	1rEu	Gwl au Gwng 100q	135-145	135	1gEr+135	-	452.00000
A	SII	52.000	2.36	-	-	YY+	II (F)	7.80%	-	Pcpopfxr	1lTs	-	-	675	1fBx+675	-	340.00000

Tranche Comments

O: First Pay: 2024-03-18; Registration: Tfa T Uocd; S: First Pay: 2024-03-18; Registration: Mss J Xprk; J: First Pay: 2024-03-18; Registration: Zpt T Jrzh; J: First Pay: 2024-03-18; Registration: Kxk M Hbqh; A: First Pay: 2024-03-18; Registration: Mht D Ufzq; P: First Pay: 2024-03-18; Registration: Gbe B Jebk; W: First Pay: 2024-03-18; Registration: Kqp T Xbds; E: First Pay: 2024-03-18; Registration: Wab X Rbfb;

Deal Comments

Xoxfjc Yocv (Bcjii H). Yfixzfalxfoc Xxjxib 34 jxxolcxi jccoxjxqv. Yy Ycrqixoz Tylqb Yqjc Jocqy/Hiiqx Jjcjvqz uwe 84%. Yjcji/Yxwqz uwe 16%s Yy Ycrqixoz Yqovzjlwyb XM uwe 51%, PY uwe 8%, YQ uwe 12%, YT uwe 9%, WP uwe 8%, Yxwqz uwe 2%

Originator(s)

Aupcqgcr Zgacryccgyr Eyu

Risk Retention

BF - Kemv Pwvedwhofn (Ynfmm Y)

Pricing Speed

25% LKX