Fortuna Consumer Loan ABS 2024-1: 10 February 2024

The payments of interest and principal on the Notes are subject to available funds resulting, in particular, from the collections on a portfolio of fixed rate unsecured consumer loan receivables. Each such Purchased Receivable arises from a consumer loan agreement governed by German law, denominated in EUR and entered into by Süd-West-Kreditbank Finanzierung GmbH, as lender, and a natural person resident in the Federal Republic of Germany, as borrower, and was brokered to SWK through a loan brokerage platform operated by auxmoney GmbH at www.auxmoney.de and at www.auxmoney.com. The Purchased Receivables were sold by SWK via auxmoney Europe Holding Limited and auxmoney Investments Limited to Access Harmony Ireland S110 Designated Activity Company (the "Warehouse Seller").

BNP Paribas, together with Citigroup Global Markets Limited and Natixis (joint lead managers) will purchase, subject to certain conditions, all Notes on the Closing Date and may offer subsequently from time to time Notes at terms and pursuant to documentation to be agreed and determined at the time of sale.

EU Risk Retention: The Seller – in its capacity as "originator" within the meaning of the EU Securitisation Regulation – will retain for the life of the transaction a material net economic interest of not less than 5% in the transaction in accordance with Article 6 paragraph (3)(d) of the EU Securitisation Regulation by retaining the Class G Notes until the earlier of a) the redemption of the Class A Notes, Class B Notes, Class C Notes, Class D Notes, Class E Notes, Class F Notes and Class X Notes in full and b) the Legal Maturity Date.

US Risk Retention: The transaction will not involve risk retention by the Seller for the purposes of the US Risk Retention Rules, but rather will be made in reliance on an exemption provided for in Section __.20 of the US Risk Retention Rules regarding non-US transactions.

STS: This transaction meets the requirements for simple, transparent and standardised non-ABCP securitisations provided for by Articles 19 to 22 of the EU Securitisation Regulation.

Compare/contrast: Fortuna Consumer Loan ABS 2023-1