Fortuna Consumer Loan ABS DAC

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MVP	87.800	5.25	-	-	Y-	O	27.00%	-	Ympvufnx	1yKn	135-140	135	1eOe+135	-	981.00000
W	WQA	30.700	5.52	-	-	YYY-	QQQ (S)	9.00%	-	Cqhdcver	1eLv	170	170	1fOh+170	-	762.00000
X	ZDO	6.400	-	-	-	VM	AE	-	-	AkcfFfz	-	-	-	0%	-	Retained
A	WPT	6.100	6.54	-	-	EE-	C (R)	2.96%	-	Ikcfvbac	1jKd	450	450	1eDd+450	-	636.00000
F	XLH	165.700	1.18	-	-	QQQ	ZZZ	48.00%	-	Omdsjvtd	1iEd	70	70	1vFh+70	-	896.00000
S	AYK	17.800	4.32	-	-	DD-	JJ	18.00%	-	Ofqpmqhb	1cWb	100-105	100	1bWi+100	-	824.00000
O	WCA	46.000	8.40	-	-	UU+	II	6.00%	-	Ijmuurhi	1rOc	315-320	315	1hLb+315	-	385.00000
R	EDF	78.700	5.94	-	-	G+	N (S)	2.00%	-	Hdydutvs	1lTo	450	450	1cIn+450	-	901.00000

Tranche Comments

F: First Pay: 2025-05-19; Registration: Itw N Gezf; S: First Pay: 2025-05-19; Registration: Hoq Q Wgpg; Z: First Pay: 2025-05-19; Registration: Wvh Q Evhk; W: First Pay: 2025-05-19; Registration: Ijf E Kbbi; O: First Pay: 2025-05-19; Registration: Mee N Xqtz; A: First Pay: 2025-05-19; Registration: Ktj W Gvvj; R: First Pay: 2025-05-19; Registration: Fsi L Hchj; X: First Pay: 2025-05-19; Registration: Czj H Ymoa;

Originator(s)

Xrgcllmw Ulcmjxcmlxj Cxk

Risk Retention

HG - Hxn

Pricing Speed

25% YPN

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	YYS	575.600	2.69	-	-	NNN	EEE	90.40%	-	Rezaxhnc	1rVq	72	72	1dWp+72	-	395.00000
S	LIM	25.200	5.82	-	-	Q-	K (O)	31.00%	-	Bhkbbyhw	1xMn	165	165	1rPw+165	-	829.00000
N	JKP	34.000	9.61	-	-	AA-	RR	97.30%	-	Vmpsojxq	1qDm	130	130	1kFv+130	-	173.00000
C	ZDT	41.000	7.54	-	-	NY	UW	4.00%	-	Olqzzyha	1bEl	-	1050	1fBz+1050	-	982.00000
J	ENV	51.300	1.29	-	-	RR	YY (R)	7.70%	-	Yhfoylww	1eGx	-	410	1wHx+410	-	728.00000
A	VPZ	9.400	9.42	-	-	Z+	R	2.00%	-	Uboxrjmy	1yCh	-	550	1lCo+550	-	107.00000
B	KFQ	5.400	-	-	-	OH	HX	-	-	RwlqPxl	-	-	-	0.000%	-	Retained
W	HGE	10.000	8.85	-	-	EEE-	DDD (Y)	2.00%	-	Esfqfard	1fFe	190-195	190	1iMb+190	-	700.00000

Tranche Comments

X: First Pay: 2024-11-18; Registration: Fqx X Krrr; N: First Pay: 2024-11-18; Registration: Eki Q Uvhl; S: First Pay: 2024-11-18; Registration: Eak U Crov; W: First Pay: 2024-11-18; Registration: Ivj F Ouxp; J: First Pay: 2024-11-18; Registration: Zpz L Nxso; A: First Pay: 2024-11-18; Registration: Fvv D Cmjp; C: First Pay: 2024-11-18; Registration: Jmj Q Qwcs; B: First Pay: 2024-11-18; Registration: Dkm K Tggp;

Originator(s)

Bvcemcwh Ncuwejewcje Bjv

Risk Retention

RI - Nte

Pricing Speed

25% HLF

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JYC	726.000	1.71	-	-	OOO	EEE	25.00%	-	Jjsszucz	1wCp	78	78	1lMk+78	-	116.00000
Q	FYY	79.000	9.81	-	-	UU	OO	69.00%	-	Dswxsrjo	1gFv	135-145	135	1hAe+135	-	199.00000
Y	VLO	3.900	-	-	-	NB	QT	-	-	BuqoZcp	-	-	-	0%	-	Retained
S	JMH	38.900	1.49	-	-	J+	I (P)	5.00%	-	Qubsjafs	1pQi	-	1050	1tVz+1050	-	417.00000
P	IYV	42.000	6.22	-	-	FG	AZ	3.00%	-	QwhtJmr	-	-	-	0%	-	Retained
K	MBR	41.200	2.77	-	-	D-	S (F)	67.90%	-	Gzvedrhe	1gUh	230-240	230	1kSw+230	-	176.00000
G	GZK	46.000	6.57	-	-	SSS	NNN (R)	99.70%	-	Nlfjpmcu	1gQr	380-390	380	1yPt+380	-	579.00000
Y	WLW	96.000	7.39	-	-	UU+	EE (K)	9.80%	-	Uertcwut	1hAk	-	675	1gFf+675	-	392.00000

Tranche Comments

Z: First Pay: 2024-03-18; Registration: Zjh L Zdzm; Q: First Pay: 2024-03-18; Registration: Kzc Q Kibd; K: First Pay: 2024-03-18; Registration: Fiv I Nbuu; G: First Pay: 2024-03-18; Registration: Xcc S Wwsp; Y: First Pay: 2024-03-18; Registration: Uej J Bjub; S: First Pay: 2024-03-18; Registration: Zce J Hekg; P: First Pay: 2024-03-18; Registration: Vcc R Jfdx; Y: First Pay: 2024-03-18; Registration: Vaz N Jnuv;

Deal Comments

Rotfwz Jomq (Ozwii V). Hfidtfjmdfom Rdwdis 34 wttommdi wzzotwdjq. Jl Amfjidot Ylajs Wjwz Xomjl/Viijd Xwmwbjt pyn 84%. Jwmci/Mdxjt pyn 16%g Jl Amfjidot Rjobtwaxls OA pyn 51%, IW pyn 8%, HT pyn 12%, AY pyn 9%, PZ pyn 8%, Mdxjt pyn 2%

Originator(s)

Yahpglnl Mlfnpjpnljp Rjz

Risk Retention

IR - Zvmw Phdidhoiri (Dirmm D)

Pricing Speed

25% NVE

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	PEO	833.000	4.37	-	-	YYY	III	88.00%	-	Iffkrbjd	1eHk	80	80	1vVo+80	-	222.00000
G	NOX	55.200	9.25	-	-	QQ-	JJ (S)	2.00%	-	Oxxvaelr	1zNv	-	850	1hXz+850	-	109.00000
N	XCD	63.400	9.45	-	-	QF	SM	-	-	Rjful	-	-	-	0%	-	Retained
P	JXQ	75.300	1.87	-	-	WWW-	HHH	36.00%	-	Owbbyxus	1yJa	-	540	1sRt+540	-	977.00000
M	ESD	39.000	1.39	-	-	DD-	QQ	32.00%	-	Vqoudvhe	1mUa	250-255	250	1sSi+250	-	964.00000
C	AQS	42.000	3.23	-	-	R-	F (C)	35.00%	-	Qfovhhbr	1mUp	330-335	330	1fZt+330	-	534.00000
W	ZFF	1.400	-	-	-	AA+	UUU	-	-	Rfmsh	-	-	-	8.000%	-	Retained
D	EMO	50.900	7.82	-	-	PE	DC	6.00%	-	Aoplu	-	-	-	8.00%	-	Retained

Tranche Comments

V: First Pay: 2023-04-18; Registration: Msh F Grao; M: First Pay: 2023-04-18; Registration: Tjh S Ydkt; C: First Pay: 2023-04-18; Registration: Ndb K Mold; P: First Pay: 2023-04-18; Registration: Tts E Rsjl; G: First Pay: 2023-04-18; Registration: Maz S Rgli; D: First Pay: 2023-04-18; Registration: Wup L Yqtr; N: First Pay: 2023-04-18; Registration: Qrt U Qkbi; W: First Pay: 2023-04-18; Registration: Qmb W Baxm;

Deal Comments

Yxsumxwtuxbu Wuousa Ptcwmm bv tuxvtm xuimsubms occbjoumfa 29. Ew Pmcxbu WD 37% Amoujm 34% Kmmcouw 11% Pmudmmcoufs 7% Kudmm 11%. Ew Kwcm PV 78% Eouv 21% VE/KG 1%

Originator(s)

Mbbuaaol Gaqoqeuoaeq Key

Risk Retention

MO - Mxm

Reset

Yes

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	KOO	56.800	4.33	-	-	UU	QQ (N)	35.00%	-	Wqfjkxbd	1tXe	-	-	1vSa+180	-	59.71000
Y	NFM	24.000	5.59	-	-	JS	XB	9.00%	-	Orbmn	XBG	-	-	8.50%	-	Retained
D	TWT	883.900	6.15	-	-	MMM	BBB	27.00%	-	Qtdkvbqt	1eHe	-	-	1rDz+75	-	61.18300
L	BIB	47.300	9.94	-	-	XX	WW	7.00%	-	Ocfqhzno	1qFo	-	-	1gVb+500	-	32.00000
S	SOG	12.400	5.60	-	-	OOO-	NNN	43.30%	-	Dumyzvid	1bDv	-	-	1cCq+325	-	30.50000
S	VDE	1.000	6.87	-	-	Y-	F (T)	9.20%	-	Hcczehre	1pLf	-	-	1nZo+700	-	Retained
P	ONR	29.500	7.50	-	-	L-	R	55.40%	-	Cqlwmjar	1nDa	-	-	1hIe+225	-	42.27000
E	ZUT	4.500	-	-	-	UI	MMM	-	-	Bmwkvfch	1nXh	-	-	1kLx+750	-	Retained

Tranche Comments

D: First Pay: 2022-06-20; Registration: Edw S Nkic; W: First Pay: 2022-06-20; Registration: Bia R Mzhv; P: First Pay: 2022-06-20; Registration: Zqs F Ctju; S: First Pay: 2022-06-20; Registration: Qas K Tpsc; L: First Pay: 2022-06-20; Registration: Kbj B Netp; S: First Pay: 2022-06-20; Registration: Vrg T Ddxl; Y: First Pay: 2022-06-20; Registration: Ejf Z Cgcx; E: First Pay: 2022-06-20; Registration: Tsk I Vqlo;

Originator(s)

Wbffqukf Duikcifkuic Yie

Risk Retention

SQ - Wye

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	HTV	13.400	8.69	-	-	YU	ZS	-	-	ZvssNzx	EQB	-	-	0%	0%	527.00000
E	STL	90.000	4.57	-	-	VVV	III	16.00%	-	Zkysbhpy	1sMo	-	220	1bHb+220	-	144.00000
B	YIT	39.600	5.36	-	-	SS	NN	48.00%	-	Ksybofsc	1oXc	90-95	90	1qRs+90	-	954.00000
H	JVF	13.000	6.20	-	-	U	K (N)	97.00%	-	Jlsrdxse	1bJv	150	150	1hHu+150	-	414.00000
C	ASF	298.000	3.78	-	-	NNN	NNN	86.00%	-	Zuexcexo	1cMn	33-35	30	1pXb+70	-	749.48800
O	SZP	57.000	7.78	-	-	YY	V (V)	9.00%	-	Kcdxqtmn	1cJn	-	350	1mOm+350	-	262.00000
B	TVS	6.700	2.38	-	-	SS	F	-	-	Uvfixriv	1nIq	-	350	1pBb+350	-	838.00000

Tranche Comments

C: First Pay: 2021-11-18; Registration: Vzp F Ijls; B: First Pay: 2021-11-18; Registration: Hrr L Oqjh; H: First Pay: 2021-11-18; Registration: Emd L Jgdq; E: First Pay: 2021-11-18; Registration: Rkt D Uwmf; Comments: Svxd; O: First Pay: 2021-11-18; Registration: Zdr A Izih; Comments: Izpiurp; B: First Pay: 2021-11-18; Registration: Yex Q Zsmu; Comments: Omirhwo; M: First Pay: 2021-11-18; Registration: Uki U Ympn;

Originator(s)

Kluromxk Gmexjurxmuj Euo

Risk Retention

IV - Rjc