Portfolio	Salary assignment Loans originated by ViViBanca
Outstanding Principal Balance as at end ramp up	178.791.873 EUR
Outstanding Principal Balance as at 30 June 2017 (rating date)	125.556.817 EUR
Issuer	Eridano SPV S.r.l.
Originator	ViViBanca S.p.A.
Servicer	ViViBanca S.p.A.
Back-up Servicer	Zenith Service S.p.A.
Corporate Servicer	Zenith Service S.p.A.
Calculation Agent	Zenith Service S.p.A.
Representative of Noteholders	Zenith Service S.p.A.
Account Bank	BNP Securites Services, Milan branch
Paying Agent	BNP Securites Services, Milan branch
Arranger	Natixis
Interest Rate Cap Provider	Natixis, London Branch

Dettaglio sulle note emesse

	Class A Notes	Class J Notes
Notes on Issue Date	200.000.000	65.000.000
Currency	EUR	EUR
Final Legal Maturity Date	December 2032	December 2032
Listing (3)	Luxembourg	Unrated
ISIN code	IT0005188427	IT0005188682
Tranching	87%	13% + Reserves
Spread / Rate per annum	Ramp up: Euribor 1M (floor -10 bps) + 125 bps Amortisation: Euribor 1M (floor -25 bps) + 150 bps	Min 200 bps
Payment Frequency	28th of each Month	28th of each Month
Type of Amortisation	Amortising	Amortising
Moody's Rating on Issue Date (1)	Aa2	Unrated
DBRS Rating on Issue Date (2)	A (High)	Unrated
Moody's Current Rating	Aa3	Unrated
DBRS Current Rating (4)	AA	Unrated

LEGENDA:
(1) https://www.moodys.com/research/Moodys-Investors-Service-assigns-Aa2sf-rating-to-Italian-CDQ-ABS--PR_370415
(2) http://www.dbrs.com/research/314103/dbrs-assigns-rating-to-eridano-spv-s-r-l.html
(3) https://www.bourse.lu/security/IT0005188427/254386
(4) https://www.dbrsmorningstar.com/research/377156/dbrs-morningstar-confirms-rating-of-eridano-spv-srl

Portfolio	Salary assignment Loans originated by ViViBanca
Outstanding Principal Balance as at 31 October 2020 (rating date)	354.836.414,30 EUR
Issuer	Eridano II SPV S.r.l.
Originator	ViViBanca S.p.A.
Servicer	ViViBanca S.p.A.
Back-up Servicer	Quinservizi S.p.A.
Corporate Servicer	Securitisation Services S.p.A.
Calculation Agent	Securitisation Services S.p.A.
Representative of Noteholders	Securitisation Services S.p.A.
Account Bank	BNP Paribas Securites Services, Milan branch
Paying Agent	BNP Paribas Securites Services, Milan branch
Arranger	Société Générale
Joint Lead Manager	Intesa Sanpaolo (IMI CIB)

Dettaglio sulle note emesse

	Class A Notes	Class B Notes	Class J Notes
Notes on Issue Date	324.700.000	25.400.000	83.520.000
Currency	EUR	EUR	EUR
Final Legal Maturity Date	May 2035	May 2035	May 2035
Listing (4)	Luxembourg	Luxembourg	Unrated
ISIN code	IT0005422719	IT0005422727	IT0005422735
Status/Type	STS Italian CQ ABS
Tranching	89,5%	7%	3,5% + Reserves
Spread / Rate per annum (Ramp up/ Amortisition)	Euribor 1 M (no floor) + 80 bps	Euribor 1 M (floor to zero) + 300 bps	Min 600 bps
Payment Frequency	28th of each Month	28th of each Month	28th of each Month
Type of Amortisation	Amortising	Amortising	Amortising
Moody's Rating on Issue Date (1)	Aa3	A2	Unrated
DBRS Rating on Issue Date (2)	AA (low)	A	Unrated
Scope Ratings – Rating on Issue Date (3)	AA+	A	Unrated
DBRS Current Rating (5)	AA (Low)	A(high)	Unrated
Scope Ratings - Current Rating (6)(7)	AAA	A+	Unrated
Moody’s - Current Rating (8)	Aa3	Aa3	Unrated

LEGENDA:

(1) https://www.moodys.com/research/Moodys-assigns-definitive-ratings-to-2-new-Italian-CDQ-ABS--PR_434225
(2) https://www.dbrsmorningstar.com/research/368781/eridano-ii-spv-srl-rating-report
(3) https://www.scoperatings.com/#!search/research/detail/165429EN
(4) https://www.bourse.lu/security/IT0005422719/313739
(5) https://www.dbrsmorningstar.com/research/384622/dbrs-morningstar-upgrades-and-confirms-ratings-on-eridano-ii-spv-srl
(6) https://www.scoperatings.com/#!search/research/detail/168994EN
(7) https://scoperatings.com/ratings-and-research/rating/EN/172175
(8) https://www.moodys.com/researchandratings/region/europe/italy/042005?tb=0&po=111&ol=-1&lang=en