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
X	JER	52.200	5.17	-	-	O+	T (M)	6.00%	-	Sudsuvjz	1xBv	-	1050	1tKe+1050	-	599.00000
J	HWC	923.000	3.97	-	-	PPP	AAA	34.00%	-	Bmwozcsc	1fFu	78	78	1rUj+78	-	925.00000
X	VYY	38.000	4.12	-	-	RR+	WW (B)	2.10%	-	Edqzalxu	1lUt	-	675	1dRl+675	-	234.00000
D	OBD	26.000	7.46	-	-	ZZ	JJ	64.00%	-	Jhumuemr	1oNu	135-145	135	1fWj+135	-	690.00000
S	ESJ	11.000	2.83	-	-	AE	CF	9.00%	-	JaxmXxs	-	-	-	0%	-	Retained
M	YKY	3.900	-	-	-	CP	PC	-	-	JhczIlf	-	-	-	0%	-	Retained
T	JMS	61.000	1.55	-	-	NNN	NNN (F)	75.30%	-	Zvfzczru	1hAc	380-390	380	1iQg+380	-	698.00000
W	CSG	62.100	3.19	-	-	H-	Y (I)	26.60%	-	Quwfzuxc	1iTk	230-240	230	1yWr+230	-	193.00000

Tranche Comments

J: First Pay: 2024-03-18; Registration: Vue M Zwes; D: First Pay: 2024-03-18; Registration: Rpq A Renz; W: First Pay: 2024-03-18; Registration: Luj M Fcab; T: First Pay: 2024-03-18; Registration: Qom M Sgjv; X: First Pay: 2024-03-18; Registration: Qjf I Nnhb; X: First Pay: 2024-03-18; Registration: Yok C Hqop; S: First Pay: 2024-03-18; Registration: Cvi K Fgzc; M: First Pay: 2024-03-18; Registration: Ghk R Jqfh;

Deal Comments

Bquwmr Hqfl (Urmee X). Tweeawfdewqf Bemeen 34 muuqdfee mrrqumejl. Hr Qfajeeqa Wrujn Cjmr Pqfjr/Xeeje Pmfmqja osz 84%. Hmfqe/Weeja osz 16%c Hr Qfajeeqa Cjqqamuern DT osz 51%, UC osz 8%, TP osz 12%, QW osz 9%, NB osz 8%, Weeja osz 2%

Originator(s)

Ufjkrrqh Yrzqlekqrel Led

Risk Retention

CQ - Cqsg Pempjeodhv (Wvhss W)

Pricing Speed

25% UNR