A-BEST 25 - 2024-2 /CA Auto Bank

Date of transaction

10 December 2024

Originator

CA Auto Bank S.p.A.

Name

Asset-Backed European Securitisation Transaction Twenty-Five S.r.l

Country

Italy

Asset Class

Auto Loans & Leases

Total size

424,100,000

Redeemed: No

PCS ID: EUSTSTERM-00413

Documents

STS Verification Checklist

Date

10/12/2024

Name

PCS STS Term Verification Checklist

Originator Notification

Date

10/12/2024

Name

STS Notification

CRR Assessment

Date

10/12/2024

Name

PCS CRR Assessment

Prospectus

Date

06/12/2024

Name

Prospectus

Tranche(s)

Class

Currency

Size

Rating:

Fitch

DBRS

ISIN

Bloomberg Ticker

Class

Class A Notes

Currency

EUR

Size

353,700,000

Rating

Fitch: AA

DBRS: AAA

ISIN

IT0005621880

Bloomberg Ticker

ABEST 25 Mtge

Class

Class B Notes

Currency

EUR

Size

28,300,000

Rating

Fitch: A+

DBRS: AA (low)

ISIN

IT0005621898

Bloomberg Ticker

Class

Class C Notes

Currency

EUR

Size

11,000,000

Rating

Fitch: A-

DBRS: A

ISIN

IT0005621906

Bloomberg Ticker

Class

Class D Notes

Currency

Warning: Undefined array key "currency" in /nas/content/live/pcs2012/wp-content/plugins/oxygen/component-framework/components/classes/code-block.class.php(133) : eval()'d code on line 514

Size

10,000,000

Rating

Fitch: BBB

DBRS: BBB (high)

ISIN

IT0005621914

Bloomberg Ticker

Class

Class E Notes

Currency

EUR

Size

11,000,000

Rating

Fitch: BB+

DBRS: BBB (low)

ISIN

IT0005621922

Bloomberg Ticker

Class

Class M Notes

Currency

EUR

Size

5,500,000

Rating

Fitch: NR

DBRS: CCC

ISIN

IT0005621930

Bloomberg Ticker

Class

Class X Notes

Currency

EUR

Size

4,600,000

Rating

Fitch: BB+

DBRS: BB (low)

ISIN

IT0005621948

Bloomberg Ticker