Henrietta and her handler, Giuse, are ordered to apprehend a witness from an apartment building. With the aid of another Fratello, consisting of Rico and her handler Jean, the mission seems simple enough. However, things are complicated when one of the the armed men guarding their target threatens Giuse, causing Henrietta to snap and massacre everyone in the room. Meanwhile, in a series of flashbacks, the tragic events which led to Henrietta becoming a cybernetic assassin for Section 2 is shown.

Following Henrietta's breakdown, Jose begins to question the moral controversy of "conditioning", a process where the emotions and memories of the girls are manipulated so they are obedient to Section 2. More of Henrietta's training and past are shown to further reveal what is behind her over-protective nature as well as the reasoning behind Jose's very caring and brotherly relationship with her.

Rico, another one of the young assassins working for Section 2, recalls when she was assigned to her handler Jean and how she first learned to operate with cybernetic transplants. In present time, Rico and Jean are assigned to kill a politician. During her reconnaissance of the building, Rico meets a young boy around the same age as her named Emilio- who seems very caring and shows interest in her. Unsure of how she should react to his forward friendliness, Rico faces a harsh dilemma when Emilio gets tangled up in her mission.

Triela, the oldest of the adolescent assassins, and her handler Hilshire are ordered to apprehend a retired mafia boss named Mario Bosh during the Christmas holidays. While they struggle to keep Mario alive from mafia hit-men who are trying to silence him, Triela and Hilshire finally begin to understand and connect with each other enough to work as a functional Fratello.

Jean recruits a new Fratello named Raballo, who in turn chooses a young girl who was paralyzed from a hit in run to be the new candidate for Section 2. Naming her Claes, he at first applies a harsh method to training her but over time begins to soften up to her personality. In an attempt to save her humanity, Raballo takes her on fishing trips where he teaches her about literature, art, and just has a relaxing time. Disgusted with what Section 2 is doing with these young girls, Raballo makes the brave move of trying to expose the organization- which leads to tragic consequences for both Claes and himself.

When a bomb is discovered and diffused in the subways of Italy, Section 2 is assigned to aid the police in tracking down a bomber named Enrico Beldini. Through a careful investigation, it is discovered that Enrico is making deals with the Padania Republic Faction to acquire bombs and explosives. When Section 2 learns that the Enrico's PRF contact will be making a delivery to his hideout, the girls are ordered to infiltrate the compound and capture Beldini and his contacts.

Rico and Jean pass themselves off as tourists to get close to a man named Filippo Adani, who is an accountant for an important member of the PRF. The three spend the day together exploring the beauty and culture of Florence until Jean disposes of a PRF assassin who was sent to eliminate Filippo. He and Rico then quickly drop their disguises to protect the accountant from an onslaught of assailants. Meanwhile, through the chaos, Filippo opens himself even further to Rico by admitting his crimes and asking for forgiveness.

The consequences of conditioning are further examined when Henrietta and another assassin, Angelica, undergo a psychological examination. Through Dr. Bianchi's assessment of the girls Angelica's handler, Marco, discovers that everything he has taught her and the emotional connection they once had has been completely forgotten. Infuriated by this, Marco begins to distance himself from Angelica and becomes very cold and unforgiving in his attitude towards her. A series of flashbacks explore the formation and beginning of Section 2, as well as Angelica's development as the prototype for the program's cybernetic enhancements.

A handler named Lauro asks Jose to go with him to Tuscany and help him and his sibling Elsa assassinate a police chief with ties to the PRF. Before they go on their assignment, Jose and Lauro discuss their differing views on how to treat their siblings--Jose treats Henrietta with sympathy and kindness, while Lauro treats Elsa as nothing more than a tool. Also, Henrietta attempts to form a bond with Elsa, who has developed a cold and lonely existence as a result of Lauro's indifference.

After Lauro and Elsa are found dead, Jose and Henrietta are sent to Sicily for safekeeping. Meanwhile, Jean and Rico look into the case, but they, along with the rest of Section 2, are put under pressure when a team from Section 1 is assigned to look into the case in order to prove Section 2's ineffectiveness.

Not satisfied with the answers they received concerning the deaths of Lauro and Elsa, Pietro and Elenora go to Sicily to meet with Jose and Henrietta. While Pietro tries to get more information out of Jose, Henrietta and Elenora discuss the cyborgs' relationships with their handlers, in particular Henrietta's relationship with Jose.

Angelica is injured during a training exercise, which, coupled with the recent events surrounding Elsa's and Lauro's deaths, puts Section 2 under scrutiny. Feeling pressure to step up their game, Section 2 takes on a risky operation. Claes poses as a Senator's daughter and allows herself to be kidnapped by a PRF faction so that the rest of Section 2 can track them and eliminate the terrorists.

Angelica lies in hospital, and, even as she is visited by the other girls, she wants nothing more than to be with Marco. Marco on the other hand, who, despite the pleadings of Henrietta, is still procrastinating his visit. Meanwhile, Henrietta is upset when Jose tells her he won't be able to take her and the other girls to see the meteor shower, so Triela attempts to find a replacement chaperone.