A-BEST 22

23-10-2023

CA Auto Bank S.p.A.

ASSET-BACKED EUROPEAN SECURITISATION TRANSACTION TWENTY-TWO S.R.L.

Italy

Auto Loans & Leases

1,233,100,000

Redeemed:

Historical PCS ID:

PCS ID:

EUSTSTERM-00268

Documents

STS Verification Checklist

23-10-2023 PCS STS Term Verification Checklist

CRR Assessment

23-10-2023 PCS CRR Assessment

Prospectus

19-10-2023 Prospectus

Originator Notification

23-10-2023 STS Notification

Tranches

Class

Currency

Size

Rating

Fitch S&P

ISIN

Bloomberg Ticker

Class A Notes

EUR

1,233,100,000

AA AA

IT0005567802

ABEST_22

Class B Notes

EUR

79,300,000

AA A

IT0005567810

Class C Notes

EUR

64,900,000

A+ BBB

IT0005567828

Class D Notes

EUR

28,900,000

A- BBB-

IT0005567836

Class E Notes

EUR

14,400,000

BBB+ BB+

IT0005567844

Class M Notes

EUR

43,000,000

NR NR

IT0005567851