Palatino SPV S.r.l.

Palatino SPV S.r.l. entails the issuance of Class A, Class B1, Class B2, and Class J Notes backed by an Italian nonperforming loan portfolio sold by Credito Fondiario S.p.A. as part of a larger pool of receivables in December 2020, and it represents the restructuring of the notes originally issued to finance the aforementioned acquisition in the context of a securitisation transaction following the standard provisions under Italian securitisation law.