Lanterna Mortgages 2020-2 S.R.L.

Date of transaction

July 31, 2020

Originator

Banca Carige and Banca del Monte di Lucca

Name

Lanterna Mortgages 2020-2 S.r.l.

Country

Italy

Asset Class

Residential Mortgages

Total size

254,104,000

Redeemed: No

Historical PCS ID: 00147-STS Term

PCS ID: EUSTSTERM-00051

Documents

STS Verification Checklist

Date

31/07/2020

Name

PCS STS Term Verification Checklist

Originator Notification

Date

31/07/2020

Name

STS Notification

CRR Assessment

Date

31/07/2020

Name

PCS CRR Assessment

Prospectus

Date

31/07/2020

Name

Prospectus

Tranche(s)

Class

Currency

Size

Rating

Moody’s

S&P

Fitch

DBRS

Scope

Kroll

Creditreform

ARC

ISIN

Bloomberg Ticker

Class

Class A1 Notes

Currency

EUR

Size

173,891,000

Rating

S&P: A+

DBRS: AA

ISIN

IT0005417990

Bloomberg Ticker

LANTE 2020-2A1

Class

Class A2 Notes

Currency

EUR

Size

11,179,000

Rating

S&P: A+

DBRS: AA (low)

ISIN

IT0005418006

Bloomberg Ticker

LANTE 2020-2A2

Class

Class J Notes

Currency

EUR

Size

69,034,000

Rating

S&P: NR

DBRS: NR

ISIN

IT0005418014

Bloomberg Ticker

LANTE 2020-2J