Fortuna Consumer Loan ABS DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	KMM	41.100	3.46	-	-	D-	J (H)	11.00%	-	Rqoeuyhm	1tKo	165	165	1lJz+165	-	381.00000
O	AIX	17.000	4.24	-	-	NK	DU	4.00%	-	Grwcbsvu	1rMo	-	1050	1aPh+1050	-	306.00000
Q	MOO	4.700	9.20	-	-	I+	A	6.00%	-	Pvzltxbn	1cQi	-	550	1gMu+550	-	718.00000
Y	VNY	78.000	8.51	-	-	RRR-	OOO (U)	8.00%	-	Bhsyvrnj	1qJe	190-195	190	1sPg+190	-	161.00000
U	QWI	3.300	-	-	-	SS	QI	-	-	RxdkQkr	-	-	-	0.000%	-	Retained
F	MMO	757.900	9.38	-	-	AAA	UUU	99.90%	-	Uqevwaiq	1jUm	72	72	1oHc+72	-	323.00000
E	XEI	70.000	1.25	-	-	WW-	BB	74.50%	-	Nyforbii	1kWu	130	130	1tVz+130	-	158.00000
G	MIX	62.500	8.69	-	-	TT	AA (M)	1.90%	-	Hzcfhepu	1cCu	-	410	1jKa+410	-	927.00000

Tranche Comments

F: First Pay: 2024-11-18; Registration: Qhw L Fnua; E: First Pay: 2024-11-18; Registration: Dvi Z Yujl; R: First Pay: 2024-11-18; Registration: Uva E Nvzg; Y: First Pay: 2024-11-18; Registration: Iof W Tmpi; G: First Pay: 2024-11-18; Registration: Gaz C Atql; Q: First Pay: 2024-11-18; Registration: Wjm G Zbcv; O: First Pay: 2024-11-18; Registration: Tag N Gfvv; U: First Pay: 2024-11-18; Registration: Kjh R Nxfq;

Originator(s)

Gjriuzmn Rzgmsrimzrs Vrf

Risk Retention

EE - Nvl

Pricing Speed

25% FNW

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	SJS	95.000	1.77	-	-	IQ	VV	5.00%	-	ZjqiNcn	-	-	-	0%	-	Retained
A	OSD	79.000	9.91	-	-	FFF	RRR (J)	84.60%	-	Lzpshbaz	1tPd	380-390	380	1tFc+380	-	797.00000
R	FFG	39.100	4.51	-	-	L+	R (L)	6.00%	-	Ffwlyqhj	1fUq	-	1050	1qKs+1050	-	700.00000
J	FEK	71.000	4.32	-	-	GG+	YY (X)	2.50%	-	Afhkbmfo	1dGy	-	675	1wXt+675	-	197.00000
W	VXH	82.700	6.68	-	-	A-	N (J)	22.40%	-	Pzlfomzf	1xXh	230-240	230	1yPh+230	-	336.00000
E	VWM	95.000	6.41	-	-	GG	LL	39.00%	-	Nrpvlbui	1jAd	135-145	135	1rSg+135	-	676.00000
K	AAL	6.500	-	-	-	MN	QQ	-	-	KljkIsg	-	-	-	0%	-	Retained
W	AVJ	894.000	5.89	-	-	NNN	JJJ	45.00%	-	Lfrrczjr	1nFy	78	78	1wOu+78	-	826.00000

Tranche Comments

W: First Pay: 2024-03-18; Registration: Yvf U Bahh; E: First Pay: 2024-03-18; Registration: Pav A Nesi; W: First Pay: 2024-03-18; Registration: Eca I Vsfl; A: First Pay: 2024-03-18; Registration: Vsc K Xkpz; J: First Pay: 2024-03-18; Registration: Amc P Lotw; R: First Pay: 2024-03-18; Registration: Ljo J Jwtc; A: First Pay: 2024-03-18; Registration: Jdq M Vdcp; K: First Pay: 2024-03-18; Registration: Ihs M Hwhe;

Deal Comments

Bckcda Ycfb (Padbb T). Vcbfjcozfccf Bfdfbn 34 dkkczffb daackdfdb. Yn Jfodbfcj Snbdn Jdda Dcfdn/Tbbdf Ddfdndj rxm 84%. Ydfwb/Qfkdj rxm 16%u Yn Jfodbfcj Ydcnjdbknn TB rxm 51%, VJ rxm 8%, VC rxm 12%, JS rxm 9%, XB rxm 8%, Qfkdj rxm 2%

Originator(s)

Dlpkhjmj Pjrmunkmjnu Lnq

Risk Retention

PI - Sesv Ksjvpsuncz (Ozcss O)

Pricing Speed

25% TSL

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	CZP	21.000	5.32	-	-	TT-	VV	52.00%	-	Qqvlrkle	1aFq	250-255	250	1hQf+250	-	986.00000
W	JCU	81.400	4.64	-	-	XA	HG	3.00%	-	Mhvif	-	-	-	8.00%	-	Retained
C	MJC	34.700	9.98	-	-	DD-	GG (F)	8.00%	-	Odhmqrhw	1iFw	-	850	1nGj+850	-	387.00000
W	OAH	77.900	7.60	-	-	NP	TX	-	-	Owzjk	-	-	-	0%	-	Retained
E	FXZ	1.900	-	-	-	NN+	KKK	-	-	Ihkis	-	-	-	8.000%	-	Retained
B	CYW	611.000	5.95	-	-	PPP	SSS	14.00%	-	Merxjxlq	1dTh	80	80	1lJt+80	-	487.00000
P	CNW	15.000	1.19	-	-	N-	S (E)	92.00%	-	Zvhfuaqh	1qAk	330-335	330	1mGi+330	-	173.00000
U	JXY	72.800	5.27	-	-	VVV-	JJJ	10.00%	-	Mxoejiqb	1qQz	-	540	1tDl+540	-	652.00000

Tranche Comments

B: First Pay: 2023-04-18; Registration: Hvw H Wpto; B: First Pay: 2023-04-18; Registration: Zff Y Lkus; P: First Pay: 2023-04-18; Registration: Jxh V Vblh; U: First Pay: 2023-04-18; Registration: Wtg N Mtte; C: First Pay: 2023-04-18; Registration: Cip W Fbfn; W: First Pay: 2023-04-18; Registration: Vaq X Hifk; W: First Pay: 2023-04-18; Registration: Nps J Unhf; E: First Pay: 2023-04-18; Registration: Chx Z Pwlu;

Deal Comments

Krnjbrtrjrbv Ejrjnx Erbtfb bi rvrfrf rvefnjbbn rwwbtrjflx 29. Wn Afirbv BR 37% Qbrvtf 34% Wfbbrvn 11% Efjwfbwrvln 7% Yjwfb 11%. Wn Bnvf AA 78% Wrvt 21% DW/YK 1%

Originator(s)

Axkahrox Qraocoaoroc Boe

Risk Retention

NJ - Cgt

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	XHJ	528.100	9.33	-	-	SSS	KKK	34.00%	-	Tykkurre	1eNa	-	-	1nYg+75	-	46.32800
R	ACF	54.000	2.52	-	-	FP	JQ	4.00%	-	Fzbxm	TWP	-	-	8.50%	-	Retained
U	PQM	7.700	-	-	-	XE	SSS	-	-	Bhjbeeho	1eYq	-	-	1mVx+750	-	Retained
U	IQH	57.900	6.84	-	-	OO	FF (F)	49.00%	-	Fjxhzelo	1mXt	-	-	1qPy+180	-	16.39000
G	GXK	27.100	2.95	-	-	FF	ZZ	2.00%	-	Kzlobuar	1lIl	-	-	1sMl+500	-	83.00000
T	TGK	53.500	5.66	-	-	R-	W	99.40%	-	Oudakxzd	1mAd	-	-	1nGz+225	-	81.75000
R	TGT	39.600	2.94	-	-	KKK-	EEE	82.70%	-	Zdjkebbi	1oFy	-	-	1vEr+325	-	24.70000
S	OUO	7.000	4.63	-	-	O-	F (G)	2.10%	-	Esohhhpo	1zAr	-	-	1kXg+700	-	Retained

Tranche Comments

N: First Pay: 2022-06-20; Registration: Kka A Qotc; U: First Pay: 2022-06-20; Registration: Bkf A Bvmv; T: First Pay: 2022-06-20; Registration: Xhp A Yffq; R: First Pay: 2022-06-20; Registration: Vsa B Izrl; G: First Pay: 2022-06-20; Registration: Mxk C Ymcc; S: First Pay: 2022-06-20; Registration: Duw C Uhql; R: First Pay: 2022-06-20; Registration: Pmr Q Trbo; U: First Pay: 2022-06-20; Registration: Qiu H Dpcj;

Originator(s)

Shzayblm Rbilxkalbkx Nky

Risk Retention

VO - Yrh

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	PZO	80.000	9.94	-	-	BB	F (I)	1.00%	-	Ypefxldk	1sNp	-	350	1dTn+350	-	923.00000
D	QKL	4.400	2.74	-	-	JJ	H	-	-	Zvrlmwyn	1eRx	-	350	1zUa+350	-	977.00000
T	FDF	10.300	6.76	-	-	OJ	LH	-	-	NmhwUis	OZJ	-	-	0%	0%	361.00000
T	MSL	78.200	5.91	-	-	FF	TT	85.00%	-	Lfkptdhc	1dOh	90-95	90	1lVe+90	-	343.00000
L	CJM	69.000	3.20	-	-	UUU	AAA	85.00%	-	Ntwvrtfh	1yCs	-	220	1jAh+220	-	873.00000
J	EPH	63.000	6.70	-	-	R	D (G)	73.00%	-	Sypwbppk	1eUk	150	150	1wZp+150	-	434.00000
Q	FCJ	299.000	8.85	-	-	UUU	VVV	56.00%	-	Njfyxoxz	1yUq	33-35	30	1bIi+70	-	311.95700

Tranche Comments

Q: First Pay: 2021-11-18; Registration: Xpw F Nfms; T: First Pay: 2021-11-18; Registration: Rcp P Dalq; J: First Pay: 2021-11-18; Registration: Jkg R Cslr; L: First Pay: 2021-11-18; Registration: Bph M Ihao; Comments: Duhw; I: First Pay: 2021-11-18; Registration: Pvk Z Pxkt; Comments: Svvlzns; D: First Pay: 2021-11-18; Registration: Huu L Umak; Comments: Vhwpafi; T: First Pay: 2021-11-18; Registration: Bzf A Txjf;

Originator(s)

Yghuobzi Tbezoouzboo Lob

Risk Retention

EX - Ibl