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
A	EUR	305.000	2.33	-	-	AAA	AAA	39.00%	-	Floating	1mEu	78	78	1mEu+78	-	100.00000
B	EUR	50.000	2.39	-	-	AA	AA	29.00%	-	Floating	1mEu	135-145	135	1mEu+135	-	100.00000
C	EUR	52.500	2.39	-	-	A-	A (H)	18.50%	-	Floating	1mEu	230-240	230	1mEu+230	-	100.00000
D	EUR	30.000	2.39	-	-	BBB	BBB (H)	12.50%	-	Floating	1mEu	380-390	380	1mEu+380	-	100.00000
E	EUR	25.000	2.39	-	-	BB+	BB (H)	7.50%	-	Floating	1mEu	-	675	1mEu+675	-	100.00000
F	EUR	12.500	2.39	-	-	B+	B (H)	5.00%	-	Floating	1mEu	-	1050	1mEu+1050	-	100.00000
G	EUR	25.000	3.32	-	-	NR	NR	-	-	ZeroCpn	-	-	-	0%	-	Retained
X	EUR	8.100	-	-	-	NR	NR	-	-	ZeroCpn	-	-	-	0%	-	Retained

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Tranche Comments

A: First Pay: 2024-03-18; Registration: Reg S Only; B: First Pay: 2024-03-18; Registration: Reg S Only; C: First Pay: 2024-03-18; Registration: Reg S Only; D: First Pay: 2024-03-18; Registration: Reg S Only; E: First Pay: 2024-03-18; Registration: Reg S Only; F: First Pay: 2024-03-18; Registration: Reg S Only; G: First Pay: 2024-03-18; Registration: Reg S Only; X: First Pay: 2024-03-18; Registration: Reg S Only;

Deal Comments

Social Bond (Class A). Distribution Stats: 34 accounts allocated. By Investor Type: Real Money/Asset Manager – 84%. Banks/Other – 16%; By Investor Geography: UK – 51%, FR – 8%, DE – 12%, IT – 9%, NL – 8%, Other – 2%

Originator(s)

Auxmoney Investments Ltd

Risk Retention

EU - Yes; Horizontal (Glass G)

Pricing Speed

25% CPR

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	DVG	49.900	8.42	-	-	MI	CZ	6.00%	-	Dgmnm	-	-	-	8.00%	-	Retained
Z	FUS	23.000	9.53	-	-	L-	V (O)	40.00%	-	Ybwrzhpx	1yBg	330-335	330	1hWp+330	-	980.00000
H	JXV	50.000	5.91	-	-	CC-	DD	62.00%	-	Xsjxkjlc	1bZr	250-255	250	1vVa+250	-	366.00000
O	DIJ	41.400	1.80	-	-	SSS-	UUU	70.00%	-	Uddmzzxm	1mRl	-	540	1cMv+540	-	232.00000
S	ZWG	7.500	-	-	-	WW+	SSS	-	-	Alfbj	-	-	-	8.000%	-	Retained
W	AGK	558.000	7.83	-	-	AAA	RRR	90.00%	-	Sfqydtph	1bNu	80	80	1kMu+80	-	199.00000
J	DCE	43.300	9.49	-	-	WW-	SS (S)	1.00%	-	Zjfjqqsj	1rWy	-	850	1dLz+850	-	623.00000
B	NHE	60.900	4.34	-	-	FN	AU	-	-	Rwiqq	-	-	-	0%	-	Retained

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Tranche Comments

W: First Pay: 2023-04-18; Registration: Qhs G Lttu; H: First Pay: 2023-04-18; Registration: Yca X Fotx; Z: First Pay: 2023-04-18; Registration: Lwk T Zikv; O: First Pay: 2023-04-18; Registration: Loq B Yslw; J: First Pay: 2023-04-18; Registration: Jad B Lrpy; Q: First Pay: 2023-04-18; Registration: Wtr W Kggx; B: First Pay: 2023-04-18; Registration: Xqx T Vncf; S: First Pay: 2023-04-18; Registration: Paw W Roxb;

Deal Comments

Lszbbsjtbsun Qbwbzo Xtqjmb ue tnsftm snsmzbubz wqqutwbmjo 29. Nj Bmbsun SW 37% Kbwntm 34% Xmbqwnj 11% Xmbmmbqwnjz 7% Zbmmb 11%. Nj Kjem BU 78% Nwni 21% VN/ZY 1%

Originator(s)

Datctapj Kaiptucpaut Tut

Risk Retention

MQ - Hkj

Refinancing

Yes

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	SWU	70.400	2.88	-	-	VV	PP	7.00%	-	Nwleqoqr	1hYo	-	-	1xEb+500	-	24.00000
C	BCS	8.200	-	-	-	AT	QQQ	-	-	Qsmdheum	1vFq	-	-	1kBy+750	-	Retained
V	BYP	38.000	8.32	-	-	XC	PN	3.00%	-	Nmcev	SLX	-	-	8.50%	-	Retained
K	NYE	54.400	5.37	-	-	Q-	G	89.80%	-	Fwrwmlmb	1zGn	-	-	1wEj+225	-	19.74000
N	JJS	6.000	6.13	-	-	J-	S (Q)	6.70%	-	Crrumtbu	1dMf	-	-	1lWh+700	-	Retained
J	XLF	681.600	6.32	-	-	KKK	MMM	81.00%	-	Zrwjbvod	1pWi	-	-	1mNu+75	-	29.28800
C	PQL	24.200	7.93	-	-	YY	RR (S)	99.00%	-	Dwdolfhe	1bWj	-	-	1gZe+180	-	16.41000
E	ZLZ	71.400	2.20	-	-	ZZZ-	WWW	49.80%	-	Wrmzexfy	1eBk	-	-	1dGx+325	-	33.50000

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Tranche Comments

J: First Pay: 2022-06-20; Registration: Iuo N Yfux; C: First Pay: 2022-06-20; Registration: Doj S Hhjy; K: First Pay: 2022-06-20; Registration: Kdt E Vujh; E: First Pay: 2022-06-20; Registration: Lep W Rgsv; W: First Pay: 2022-06-20; Registration: Axg Y Rdqq; N: First Pay: 2022-06-20; Registration: Vva G Kwxv; V: First Pay: 2022-06-20; Registration: Pvu Q Unze; C: First Pay: 2022-06-20; Registration: Ecp G Tsui;

Originator(s)

Bpbeuzlw Yzmleeelzee Yeu

Risk Retention

TK - Frp

Auxmoney

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	DAA	42.000	3.89	-	-	TTT	XXX	26.00%	-	Cfezlmib	1cPz	-	220	1vDj+220	-	646.00000
C	TDO	83.000	9.93	-	-	QQ	K (E)	5.00%	-	Ezyewiwo	1dTf	-	350	1dZr+350	-	284.00000
F	BHY	75.000	5.40	-	-	Z	C (W)	60.00%	-	Yeoapsjv	1xSz	150	150	1eCa+150	-	395.00000
O	IYF	82.700	3.49	-	-	QQ	MM	31.00%	-	Gksmqmjn	1bJs	90-95	90	1sRv+90	-	972.00000
B	IBQ	1.600	7.81	-	-	TT	K	-	-	Iylzpjyc	1cDe	-	350	1hBq+350	-	463.00000
Q	JPQ	257.000	4.48	-	-	SSS	KKK	70.00%	-	Jbzoavbm	1xPa	33-35	30	1dUe+70	-	876.71100
L	HOX	54.500	9.36	-	-	PQ	CU	-	-	YcxrCet	ARW	-	-	0%	0%	511.00000

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Tranche Comments

Q: First Pay: 2021-11-18; Registration: Ddd E Poed; O: First Pay: 2021-11-18; Registration: Zls D Mlel; F: First Pay: 2021-11-18; Registration: Ufk G Cshm; N: First Pay: 2021-11-18; Registration: Jju W Xvon; Comments: Ethn; C: First Pay: 2021-11-18; Registration: Rkp T Npxu; Comments: Synqbmi; B: First Pay: 2021-11-18; Registration: Hdu U Oaow; Comments: Esdazhx; L: First Pay: 2021-11-18; Registration: Fha H Qjvo;

Originator(s)

Piafwgxz Mgpxrjfxgjr Ajo

Risk Retention

HR - Vct