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

Refinancing

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ODG	34.000	7.22	-	JJ+	YYY-	9.00%	-	Smwwwboe	1yLy	235-240	235	1eHr+235	-	347.00000
G	VJC	27.000	6.37	-	U-	JJ	1.00%	-	Mvjrtxrt	1kCs	335-340	335	1sOn+335	-	792.00000
U	LET	993.000	1.35	-	DD	BB-	21.40%	-	Nqpetpsv	1wFs	31-32	31	1lTs+70	-	174.10300
X	OND	35.000	2.95	-	XX	UJ	6.00%	-	Bnbms	XWQ	5-5.25%	-	5.00%	5.000%	206.00000
W	CYF	97.000	4.52	-	Z	W	4.00%	-	Deqokvfh	1qEn	75-80	75	1kGl+75	-	410.00000
T	OKE	96.000	3.76	-	OOO	YYY+	5.00%	-	Blpkjzbb	1vWl	115w	115	1cGs+115	-	810.00000

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Tranche Comments

U: First Pay: 2021-11-24; Registration: Thp B Ydkv; W: First Pay: 2021-11-24; Registration: Kbi W Bcxu; T: First Pay: 2021-11-24; Registration: Ipi K Mnot; I: First Pay: 2021-11-24; Registration: Nvc C Wstu; G: First Pay: 2021-11-24; Registration: Put E Bsxq; X: First Pay: 2021-11-24; Registration: Khk Z Zbbn;

Originator(s)

Kreezrlxkrr Ieere NrJ

Risk Retention

DM - Dbt, MZ - Dbt