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RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Tulpenhuis 1 BV
Tulip Mortgage Funding
2020-1
Tulip Mortgage Funding (TULIP) 2020-1
ABS
RMBS
PRCD
TULIP 2020-1 (EUR 217m)
Tulpenhuis 1 BV
BNP
,
HSB
EMEA
Oct 30, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
O
TPP
1.100
7.22
-
-
N-
V (H)
5.00%
-
Oxmbwrap
3dWj
-
225
3lHy+105
-
16.41200
I2
VXW
9.907
-
-
-
QE
NO
-
-
-
-
-
-
-
-
Retained
E
HPJ
7.700
-
-
-
CI
WB
-
-
-
-
-
-
-
-
Retained
W
QZG
5.700
-
-
-
OE
AH
-
-
-
-
-
-
-
-
Retained
S
GMK
4.500
7.38
-
-
WW
MM (J)
4.50%
-
Dmhyjqwq
3cJp
-
150
3gUj+90
-
17.17400
B
OTA
600.000
2.45
-
-
XXX
LLL
6.70%
-
Arsvzpbe
3nWa
-
65
3sFk+65
-
111.00000
R1
IDJ
9.400
-
-
-
BG
MT
-
-
-
-
-
-
-
-
Retained
Tranche Comments
B: Registration: Hrg M Fwda; S: Registration: Fdq K Ptzo; O: Registration: Ami Q Qwoh; R1: Registration: Umi K Enom; I2: Registration: Wtr N Fomp; E: Registration: Mkj J Hses; W: Registration: Cho X Gxdq;
Deal Comments
RQJ Uhxcb zoork WW JNRE dd Ghbzkhbhov 1 RI rxvv MERI(oooohvko)/RHNN.
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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