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Market Data
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Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Yorkshire Building Society
Brass PLC
No.11
Brass PLC (BRASS) No.11
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
BRASS No.11 (GBP 1,139m)
Yorkshire Building Society
HSB
,
BRC
,
BAM
EMEA
Oct 13, 2022
Class
CCY
SIZE (M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
F
LMF
466.241
-
PK
-
GY
-
-
Vbdckpoj
SRZQN
-
-
-
-
-
Retained
U1
EDZ
464.000
4.83
Jmm
-
XXX
87.40%
-
Lvxzsaco
WGEOD
-
-
75
FZRMU+75
-
Retained
W2
HIA
2.232
1.74
Oii
-
HHH
36.50%
-
Uxjztoaf
KVYEV
-
-
80
WVJMQ+80
-
Retained
Filings
ABS-15G
Tranche Comments
U1: Registration: 144J/Efq C; W2: Registration: 144W/Iva S; F: Registration: 144X/Wcb V;
Deal Comments
Prbtcc Frwd. Bchcwvp Bccceq10%
WA Seasoning (Months)
1.77pd
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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