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SOL Lion II RMBS

Date of transaction
4 December 2020
Originator
ING BANK, N.V., Spanish Branch
Name
SOL Lion II RMBS
Country
Spain
Asset Class
Residential Mortgages
Total size
14,056,500,000
Redeemed:  No
Historical PCS ID:  00165-STS Term
PCS ID:  EUSTSTERM-00063

Documents

STS Verification Checklist
Date
12/04/2020
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/04/2020
Name
STS Notification
CRR Assessment
Date
12/04/2020
Name
PCS CRR Assessment
LCR Assessment
Date
12/04/2020
Name
PCS LCR Assessment
Prospectus
Date
12/04/2020
Name
Prospectus

Tranche(s)

Class
Currency
Size
Rating:
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
4,696,500,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515001
Bloomberg Ticker
SLION 2020-2 MTGE
Class
A2
Currency
EUR
Size
939,300,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515019
Bloomberg Ticker
SLION 2020-2 MTGE
Class
A3
Currency
EUR
Size
3,569,300,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515027
Bloomberg Ticker
SLION 2020-2 MTGE
Class
A4
Currency
EUR
Size
939,200,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515035
Bloomberg Ticker
SLION 2020-2 MTGE
Class
A5
Currency
EUR
Size
751,400,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515043
Bloomberg Ticker
SLION 2020-2 MTGE
Class
A6
Currency
EUR
Size
1,141,200,000
Rating
Fitch: AAA
DBRS: AAA
ISIN
ES0305515050
Bloomberg Ticker
SLION 2020-2 MTGE
Class
B
Currency
EUR
Size
1,643,800,000
Rating
Fitch: NR
DBRS: NR
ISIN
ES0305515068
Bloomberg Ticker
SLION 2020-2 MTGE
Class
C
Currency
EUR
Size
375,800,000
Rating
Fitch: NR
DBRS: NR
ISIN
ES0305515076
Bloomberg Ticker
SLION 2020-2 MTGE
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