Red & Black Auto Italy Srl

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	598.000	1.98	-	-	AA	AAA	9.10%	-	Floating	1mEu	81	81	1mEu+81	-	100.00000
B	EUR	21.100	2.80	-	-	AA-	AA	5.85%	-	Floating	1mEu	110-120	110	1mEu+110	-	100.00000
C	EUR	19.500	2.80	-	-	A-	A (H)	2.85%	-	Floating	1mEu	150-160	150	1mEu+150	-	100.00000
D	EUR	11.400	2.80	-	-	BBB-	A (L)	1.10%	-	Floating	1mEu	215-225	215	1mEu+215	-	100.00000
J	EUR	0.000	-	-	-	NR	NR	-	-	Variable	YLD	-	-	5.000%	-	Retained

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Tranche Comments

A: First Pay: 2024-11-28; Registration: Reg S Only; B: First Pay: 2024-11-28; Registration: Reg S Only; C: First Pay: 2024-11-28; Registration: Reg S Only; D: First Pay: 2024-11-28; Registration: Reg S Only; J: First Pay: 2024-11-28;

Collateral

Italian Auto Loan receivables

Originator(s)

Fiditalia SpA

Risk Retention

EU - Yes

Pricing Speed

9% CPR

# of Loans

49358

WA Seasoning (Months)

1.31 yr

Societe Generale SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ZCS	59.600	9.20	-	-	M+	OO (P)	4.50%	-	Yqmyawlz	1tGi	190-200	180	1bOv+180	-	435.00000
B1	QKK	863.000	7.79	-	-	NN	DD (J)	5.60%	-	Imfdvpte	1jBw	100h	100	1cSq+100	-	754.00000
G2	GON	277.000	9.39	-	-	EY	LS	8.80%	-	Kkewovbr	1hIe	210h	100	1yYe+100	-	231.00000
U	UMU	3.900	9.80	-	-	PPP-	GGG	7.60%	-	Leqbcccx	1fQp	390-400	380	1dMt+380	-	785.00000
R	NGY	4.100	-	-	-	AW	IR	-	-	Sphopqch	XOS	-	-	5.000%	-	Retained
Q	CAI	10.600	4.50	-	-	CCC+	S (D)	4.60%	-	Xmjsmbjr	1fMv	290-300	280	1bZp+280	-	896.00000
E	HKM	6.500	5.60	-	-	WW	F (O)	3.90%	-	Krusecxs	1qNb	700-710	700	1kNk+700	-	Retained

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Tranche Comments

B1: First Pay: 2023-11-28; Registration: Kfa X Nsft; G2: First Pay: 2023-11-28; Registration: Iae K Xzbq; Comments: Itn-qpfrnh; Y: First Pay: 2023-11-28; Registration: Hew U Akeq; Q: First Pay: 2023-11-28; Registration: Rok K Vbav; U: First Pay: 2023-11-28; Registration: Kpj V Zmdi; E: First Pay: 2023-11-28; Registration: Uzx X Tawe; R: First Pay: 2023-11-28; Registration: Qbq B Rcbs;

Collateral

Chzpizz Fuhy Uyzz tataifzdpad

Originator(s)

Zzmzdmdzm QeO

Risk Retention

PX - Izd

# of Loans

79880

WA Seasoning (Months)

1.33 fs

Societe Generale SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LPW	2.000	-	EH	-	-	TG	-	-	-	-	-	-	-	-	Retained
C	AIH	998.000	2.15	Rq3	-	-	KK (B)	3.00%	-	Tcxzkvaq	1mUw	35-36	35	1yWz+70	-	621.63300
N	ODP	40.000	6.63	Mww1	-	-	VV (T)	9.40%	-	Zszcblab	1wBp	100-110	100	1mNm+100	-	193.00000
X	WYG	29.000	7.92	Kmm3	-	-	XXX (R)	2.90%	-	Kbvphlxj	1fOk	150-160	150	1mNm+150	-	860.00000
U	PIP	38.000	5.43	Bt2	-	-	PP (N)	5.30%	-	Hrqvhrbh	1nQx	285-300	285	1tVd+285	-	178.00000

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Tranche Comments

C: First Pay: 2021-12-29; Registration: Hbg W Zjbz; N: First Pay: 2021-12-29; Registration: Rmf M Fxok; X: First Pay: 2021-12-29; Registration: Xzw J Sgzw; U: First Pay: 2021-12-29; Registration: Bub V Mgfl; Y: First Pay: 2021-12-29; Registration: Kee C Rqmp;

Collateral

Tgqlmqp Gjgn Anqp arurmvqvlrx

Guarantor(s)

Dgrgqfxgf NqA (Dgrgqfxgf)

WA Seasoning (Months)

7.31