| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 205.000 | 2.00 | - | - | AAA | AAA | 50.20% | - | Floating | SOFR | - | 94 | SOFR+94 | - | 100.00000 |
| B | GBP | 25.730 | 3.20 | - | - | AA | AA (H) | 42.50% | - | Floating | SONIA | 190-200 | 190 | SONIA+190 | - | 100.00000 |
| C | GBP | 37.760 | 3.20 | - | - | A | A | 31.20% | - | Floating | SONIA | 240-250 | 240 | SONIA+240 | - | 100.00000 |
| D | GBP | 47.110 | 3.20 | - | - | BBB | BBB (L) | 17.10% | - | Floating | SONIA | 300-310 | 300 | SONIA+300 | - | 100.00000 |
| E | GBP | 26.400 | 3.20 | - | - | BB | BB | 9.20% | - | Floating | SONIA | - | 300 | SONIA+300 | - | 100.00000 |
| F | GBP | 14.030 | 3.20 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 300 | SONIA+300 | - | 100.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
| Sector | Name | Type | Publisher | Date |
|---|
ESOT | DBRS Morningstar Finalises Provisional Ratings on NewDay Funding Master Issuer Series 2022-3 and Takes Rating Actions on Outstanding NewDay Funding Transactions | Press Release | DBRS-MS | Nov 15, 2022
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