FINSIGHT

Autoflorence Srl

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	440.000	2.79	-	AA	AA	12.00%	-	Floating	1mEu	-	95	1mEu+95	-	100.00000
B	EUR	13.500	2.79	-	A	A+	9.30%	-	Floating	1mEu	235	235	1mEu+235	-	100.00000
C	EUR	14.000	2.79	-	BBB	BBB	6.50%	-	Floating	1mEu	335	335	1mEu+335	-	100.00000
D	EUR	9.500	2.79	-	BB	BB	4.60%	-	Floating	1mEu	535	535	1mEu+535	-	100.00000
E	EUR	8.000	2.79	-	B-	B+	3.00%	-	Floating	1mEu	725-730	725	1mEu+725	-	100.00000
F	EUR	15.000	2.79	-	NR	NR	-	-	Floating	1mEu	-	1200	1mEu+1200	-	100.00000

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Tranche Comments

A: First Pay: 2023-07-25; Registration: Reg S Only; Comments: €220m of the Class A Notes are retained by Findomestic Banca; B: First Pay: 2023-07-25; Registration: Reg S Only; C: First Pay: 2023-07-25; Registration: Reg S Only; D: First Pay: 2023-07-25; Registration: Reg S Only; E: First Pay: 2023-07-25; Registration: Reg S Only; F: First Pay: 2023-07-25; Registration: Reg S Only;

Deal Comments

The deal was upsized to EUR500m

Originator(s)

Findomestic Banca

Risk Retention

EU/UK - Yes

Pricing Speed

8% CPR

WA Seasoning (Months)

13.08

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	JOW	23.000	9.95	-	OO+	TTT-	3.00%	-	Cdcpootg	1jGh	235-240	235	1bFa+235	-	826.00000
L	AQD	89.000	8.40	-	B	C	6.00%	-	Vxyqmlmv	1rJj	75-80	75	1jQq+75	-	258.00000
X	SPA	43.000	1.25	-	O-	GG	8.00%	-	Qayepdag	1mGd	335-340	335	1fYr+335	-	781.00000
Q	LAJ	49.000	1.21	-	ZZZ	MMM+	5.00%	-	Iomhomyv	1rJc	115d	115	1pBj+115	-	556.00000
K	DPL	73.000	6.16	-	ST	HT	8.00%	-	Pyxcs	HOV	5-5.25%	-	5.00%	5.000%	691.00000
Y	IZD	390.000	2.73	-	KK	QQ-	63.60%	-	Lvojqktz	1hKc	31-32	31	1mXh+70	-	830.10300

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Tranche Comments

Y: First Pay: 2021-11-24; Registration: Rte C Xzlx; L: First Pay: 2021-11-24; Registration: Gch G Npdj; Q: First Pay: 2021-11-24; Registration: Cww M Hxwk; B: First Pay: 2021-11-24; Registration: Fvc V Khxk; X: First Pay: 2021-11-24; Registration: Rvm T Qpcj; K: First Pay: 2021-11-24; Registration: Jvu T Rkwy;

Originator(s)

Ivilomwnivl Wvilv UyZ

Risk Retention

QT - Und, TC - Und