2024-2

Fortuna Consumer Loan ABS DAC (FORTA) 2024-2

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	XMT	62.800	8.41	-	-	HH	VV (Q)	5.30%	-	Dsljuunf	1wMz	-	410	1sBs+410	-	593.00000
H	NYO	2.500	-	-	-	ND	XO	-	-	YbeiIkv	-	-	-	0.000%	-	Retained
U	THX	77.000	9.79	-	-	YY-	SS	47.70%	-	Hzczbtjg	1pEl	130	130	1yDf+130	-	406.00000
N	BFV	10.300	2.77	-	-	O-	Q (B)	63.00%	-	Ybkvjcww	1bAn	165	165	1rQx+165	-	876.00000
D	AXP	6.600	9.43	-	-	K+	Z	5.00%	-	Yayksmal	1jWp	-	550	1yMk+550	-	940.00000
J	NMZ	688.500	3.71	-	-	AAA	PPP	59.60%	-	Ecsialwi	1nYf	72	72	1yJo+72	-	598.00000
X	KOI	96.000	5.72	-	-	YYY-	PPP (F)	8.00%	-	Icykdacb	1eNp	190-195	190	1rEr+190	-	351.00000
L	OKB	30.000	4.24	-	-	NF	AV	9.00%	-	Gpqlseeu	1iGk	-	1050	1vPu+1050	-	889.00000

Tranche Comments

J: First Pay: 2024-11-18; Registration: Nxx G Qmew; U: First Pay: 2024-11-18; Registration: Wwv J Wafc; N: First Pay: 2024-11-18; Registration: Rbc R Eaxh; X: First Pay: 2024-11-18; Registration: Qrt F Kpaw; Y: First Pay: 2024-11-18; Registration: Wbg U Jhcb; D: First Pay: 2024-11-18; Registration: Lcq M Yofs; L: First Pay: 2024-11-18; Registration: Fba N Shif; H: First Pay: 2024-11-18; Registration: Ewv C Ihun;

Originator(s)

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Risk Retention

XZ - Slb

Pricing Speed

25% ULC