ING Groep N : Monthly investor report Green Lion 2024 - 1 May 2024

ING Bank N.V.

ESMA identifier: 724500R0FRROYTJMBC30N202401

Portfolio and Performance Report

Reporting Period: 1 May 2024 - 31 May 2024

Reporting Date: 10 July 2024

AMOUNTS IN EURO

Green Lion 2024-1 B.V.

www.dutchsecuritisation.nl

Report Version 2.0

ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Table of Contents

	Page
Key Dates	3
The Mortgage Loan Portfolio	3
Foreclosure Statistics	4
Performance Ratios	5
Transaction Specific Information	6
Stratification Tables	7
Glossary	39
Contact Information	40

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Key Dates

Securitisation Dates
Closing Date	10 Jul 2024
Portfolio Cut-off Date	31 May 2024
Revolving Period End-Date	23 Apr 2029
Final Maturity Date	23 Oct 2060

The Mortgage Loan Portfolio

Number of Mortgage Loans
Number of Mortgage Loans at the beginning of the Reporting Period		0
Repaid in full Mortgage Loans	-/-	0
Purchased Mortgage loans		0
Repurchased Mortgage Loans	-/-	0
Foreclosed Mortgage Loans	-/-	0
Other		3,246
Number of Mortgage Loans at the end of the Reporting Period		3,246
Amounts of Mortgage Loans
Net Outstanding balance at the beginning of the Reporting Period		0.00
Repayments	-/-	0.00
Prepayments	-/-	0.00
Further Advances		0.00
Purchased Mortgage Loans		0.00
Repurchased Mortgage Loans	-/-	0.00
Foreclosed Mortgage Loans	-/-	0.00
Other		1,053,099,499.78
Net Outstanding balance at the end of the Reporting Period		1,053,099,499.78
Amount of Construction Deposit Obligations
Construction Deposit Obligations at the beginning of the Reporting Period		0.00
Changes in Construction Deposit Obligations		1,144,385.89
Construction Deposit Obligations at the end of the Reporting Period		1,144,385.89

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Foreclosure Statistics

		Previous Period	Current Period
Defaulted Mortgage Loans
The total outstanding principal amount in default, according to securitisation documentation		0	0
The total outstanding principal amount in default, according to Article 178 of the CRR		0	0
Mortgage Loans foreclosed in the reporting period
Number of Mortgage Loans foreclosed during the Reporting Period		0	0
Net principal balance of Mortgage Loans foreclosed during the Reporting Period		0.00	0.00
Other foreclosed amounts (e.g. interest in arrears and penalties) during the Reporting Period		0.00	0.00
Total amount of foreclosures of Mortgage Loans during the Reporting Period		0.00	0.00
Recoveries from sales on Foreclosed Mortgage Loans during the Reporting Period	-/-	0.00	0.00
Total amount of losses on Foreclosed Mortgage Loans during the Reporting Period		0.00	0.00
Post-Foreclosure recoveries on Foreclosed Mortgage Loans during the Reporting Period	-/-	0.00	0.00
Losses minus recoveries during the Reporting Period		0.00	0.00
Average loss severity during the Reporting Period		0.00	0.00
Mortgage loans foreclosed since Closing Date
Number of Mortgage Loans foreclosed since the Closing Date		0	0
Percentage of number of Mortgage Loans at Closing Date (%, including replenished loans)		0.00%	0.00%
Net principal balance of Mortgage Loans foreclosed since the Closing Date		0.00	0.00
Percentage of net principal balance at the Closing Date (%, including replenished loans)		0.00%	0.00%
Net principal balance of Mortgage Loans foreclosed since the Closing Date		0.00	0.00
Other foreclosed amounts (e.g. interest in arrears and penalties) since the Closing Date		0.00	0.00
Total amount of foreclosures of Mortgage Loans since the Closing Date		0.00	0.00
Recoveries from sales on Foreclosed Mortgage Loans since the Closing Date	-/-	0.00	0.00
Total amount of losses on Mortgage Loans foreclosed since the Closing Date		0.00	0.00
Post-Foreclosure recoveries on Mortgage Loans Foreclosed since the Closing Date	-/-	0.00	0.00
Losses minus recoveries since the Closing Date		0.00	0.00
Average loss severity since the Closing Date		0.00	0.00
Mortgage loans in Foreclosure
Number of Mortgage Loans in foreclosure at the beginning of the Reporting Period		0	0
Number of new Mortgage Loans foreclosed during the Reporting Period		0	0
Number of Mortgage Loans for which foreclosure was completed in the Reporting Period	-/-	0	0
Number of Mortgage Loans in foreclosure at the end of the Reporting Period		0	0
Net principal balance of Mortgage Loans in foreclosure at the beginning of the Reporting Period		0.00	0.00
Net principal balance of new Mortgage Loans in foreclosure during the Reporting Period		0.00	0.00
Net principal balance of Mortgage Loans for which foreclosure was completed during the Reporting Period	-/-	0.00	0.00
Net principal balance of Mortgage Loans in foreclosure at the end of the Reporting Period		0.00	0.00

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Performance Ratios

	Previous Period	Current Period
Constant Prepayment Rate (CPR)
Annualized Life CPR	N/A	N/A
Annualized 1-month average CPR	N/A	N/A
Annualized 3-month average CPR	N/A	N/A
Annualized 6-month average CPR	N/A	N/A
Annualized 12-month average CPR	N/A	N/A
Principal Payment Rate (PPR)
Annualized Life PPR	N/A	N/A
Annualized 1-month average PPR	N/A	N/A
Annualized 3-month average PPR	N/A	N/A
Annualized 6-month average PPR	N/A	N/A
Annualized 12-month average PPR	N/A	N/A
Payment Ratio
Periodic Payment Ratio	N/A	N/A
Constant Default Rate
Constant Default Rate current month	0.000%	0.000%
Constant Default Rate 3-month average	0.000%	0.000%
Constant Default Rate 6-month average	0.000%	0.000%
Constant Default Rate 12-month average	0.000%	0.000%
Constant Default Rate to date	0.000%	0.000%

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Transaction Specific Information

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

Green Lion 2024-1 RMBS B.V.

1. Key Characteristics

Description	As per Reporting Date	As per Closing Date
Principal amount	1,053,099,499.78	1,053,099,499.78
Value of savings deposits	0.00	0.00
Net principal balance	1,053,099,499.78	1,053,099,499.78
Construction Deposits	1,144,385.89	1,144,385.89
Net principal balance excl. Construction and Saving Deposits	1,051,955,113.89	1,051,955,113.89
Negative balance	0.00	0.00
Net principal balance excl. Construction and Saving Deposits and Negative Balance	1,051,955,113.89	1,051,955,113.89
Number of loans	3,246	3,246
Number of loanparts	6,365	6,365
Number of negative loanparts	0	0
Average principal balance (borrower)	324,429.91	324,429.91
Weighted average current interest rate	2.71%	2.71%
Weighted average maturity (in years)	27.41	27.41
Weighted average remaining time to interest reset (in years)	11.66	11.66
Weighted average seasoning (in years)	2.02	2.02
Weighted average CLTOMV	73.95%	73.95%
Weighted average CLTIMV	69.92%	69.92%
Weighted average OLTOMV	78.00%	78.00%

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

2. Delinquencies

From ( >=) Until ( < )	Arrears Amount	Net Principal Balance	% of Total	Nr of	% of Total	Weighted	Weighted	Weighted
				Loanparts		Average	Average	Average
						Coupon	Maturity	CLTOMV
Performing	0.00	1,053,099,499.78	100.00%	6,365	100.00%	2.71%	27.41	73.95%
< 29 days
30 days - 59 days
60 days - 89 days
90 days - 119 days
120 days - 149 days
150 days - 179 days
180 days >
Total	0.00	1,053,099,499.78	100.00%	6,365	100.00%	2.71%	27.41	73.95%

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

3. Redemption Type

Description	Net Principal Balance	% of Total	Nr of	% of Total	Weighted	Weighted	Weighted	% of Total
			Loanparts		Average	Average	Average	Not.Amount at
					Coupon	Maturity	CLTOMV	Closing Date
Annuity (FRXX)	810,916,177.33	77.00%	4,554	71.55%	2.82%	27.47	77.73%
German Amortisation (DEXX)
Linear (FIXE)	35,166,618.25	3.34%	221	3.47%	2.63%	27.28	66.88%
Interest Only (BLLT)	207,016,704.20	19.66%	1,590	24.98%	2.29%	27.21	60.35%
Other (OTHR)
Total	1,053,099,499.78	100.00%	6,365	100.00%	2.71%	27.41	73.95%

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ING Bank N.V.

Portfolio and Performance Report: 1 May 2024 - 31 May 2024

4. Loanpart Coupon (interest rate bucket)

From (>=) - Until (<)	Net Principal Balance	% of Total	Nr of	% of Total	Weighted	Weighted	Weighted	% of Total
				Loanparts		Average	Average	Average	Not.Amount at
						Coupon	Maturity	CLTOMV	Closing Date
< 0.50%
0.50%	- 1.00%	13,707,547.73	1.30%	98	1.54%	0.92%	27.16	78.58%
1.00%	- 1.50%	174,644,203.97	16.58%	1,140	17.91%	1.30%	26.88	69.83%
1.50%	- 2.00%	278,250,911.82	26.42%	1,766	27.75%	1.73%	26.76	71.03%
2.00%	- 2.50%	116,839,431.44	11.09%	737	11.58%	2.23%	26.60	71.82%
2.50%	- 3.00%	59,946,849.36	5.69%	352	5.53%	2.72%	26.95	74.64%
3.00%	- 3.50%	43,344,725.38	4.12%	238	3.74%	3.21%	27.62	78.84%
3.50%	- 4.00%	79,334,870.92	7.53%	414	6.50%	3.80%	28.26	81.58%
4.00%	- 4.50%	176,049,683.91	16.72%	1,044	16.40%	4.27%	28.62	73.82%
4.50%	- 5.00%	105,647,371.96	10.03%	513	8.06%	4.63%	28.52	82.75%
5.00%	- 5.50%	4,450,298.30	0.42%	44	0.69%	5.10%	27.35	66.39%
5.50%	- 6.00%	349,013.80	0.03%	6	0.09%	5.61%	28.14	40.63%
6.00%	- 6.50%	534,591.19	0.05%	13	0.20%	6.23%	22.89	62.62%
6.50%	- 7.00%
7.00%	>=

Unknown

	Total	1,053,099,499.78	100.00%	6,365	100.00%	2.71%	27.41	73.95%
Weighted Average	2.71%
Minimum	0.54%
Maximum	6.23%

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