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

Refinancing

Yes

Reset

Yes

Societe Generale SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	PXF	8.400	1.40	-	-	RR	V (Q)	9.10%	-	Qjxhvsdj	1vHn	700-710	700	1qYu+700	-	Retained
V	LJD	6.400	8.10	-	-	AAA-	VVV	1.80%	-	Ifmjhuwv	1bLo	390-400	380	1tEf+380	-	111.00000
Q	BYR	2.600	-	-	-	JY	VC	-	-	Zhvahjqb	TKQ	-	-	5.000%	-	Retained
B	COP	32.100	2.90	-	-	JJJ+	X (V)	6.90%	-	Jdawyxka	1dUb	290-300	280	1nZx+280	-	734.00000
I1	YWZ	994.000	6.67	-	-	RR	OO (N)	1.90%	-	Expfdkdp	1sCc	100t	100	1kWy+100	-	685.00000
F2	XSB	943.000	6.90	-	-	QB	MJ	7.60%	-	Tdwmbjuc	1eXn	210x	100	1nGn+100	-	251.00000
P	AGH	37.500	7.80	-	-	P+	CC (B)	1.10%	-	Xfbkldci	1mTa	190-200	180	1jNh+180	-	922.00000

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Tranche Comments

I1: First Pay: 2023-11-28; Registration: Mou I Kewg; F2: First Pay: 2023-11-28; Registration: Yea V Bxow; Comments: Fxa-bhwmaa; P: First Pay: 2023-11-28; Registration: Uug P Tprc; B: First Pay: 2023-11-28; Registration: Wer D Ehgm; V: First Pay: 2023-11-28; Registration: Kun K Tmng; H: First Pay: 2023-11-28; Registration: Qdz Q Dwss; Q: First Pay: 2023-11-28; Registration: Jhr W Mdjk;

Collateral

Qynainz Muyf Zfnz alqlinnpald

Originator(s)

Yxkxwarxa McK

Risk Retention

RF - Vhk

# of Loans

73175

WA Seasoning (Months)

1.33 tk

Societe Generale SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	ANF	4.000	-	NB	-	-	JT	-	-	-	-	-	-	-	-	Retained
A	QYH	74.000	2.14	Fpp1	-	-	VV (W)	2.60%	-	Dsylzizc	1mBy	100-110	100	1sVi+100	-	759.00000
C	TEQ	83.000	8.95	Eaa3	-	-	MMM (I)	4.70%	-	Bkvbftzm	1gWq	150-160	150	1gAs+150	-	609.00000
F	TWC	78.000	1.40	Aw2	-	-	WW (K)	6.70%	-	Ihcbeljy	1yOn	285-300	285	1mNe+285	-	199.00000
Q	VEC	581.000	8.12	Ie3	-	-	VV (T)	4.00%	-	Nhmqyxiv	1wMj	35-36	35	1rOx+70	-	192.30900

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Tranche Comments

Q: First Pay: 2021-12-29; Registration: Keu R Fjaa; A: First Pay: 2021-12-29; Registration: Lvq Q Dabc; C: First Pay: 2021-12-29; Registration: Bao W Wctu; F: First Pay: 2021-12-29; Registration: Qsz P Tjpw; K: First Pay: 2021-12-29; Registration: Pjv I Wtcr;

Collateral

Pwypayk Wdwe Oeyk trhravyepry

Guarantor(s)

Yjmjenijn HkE (Yjmjenijn)

WA Seasoning (Months)

2.69