2024-5

Pagaya AI Debt Selection Trust (PAID) 2024-5

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	KYW	746.504	6.80	-	-	-	-	TT	17.64%	-	Urzez	D-Hpyho	-	125	6.28%	6.357%	713.00000
P	GXW	50.100	4.12	-	-	-	-	D-	86.39%	-	Knprd	G-Xcwab	-	175	6.60%	6.689%	158.00000
J	XES	95.450	9.90	-	-	-	-	XXX-	31.38%	-	Jsphh	K-Rkzhj	-	245	7.27%	7.377%	569.00000
X	UFW	89.186	2.91	-	-	-	-	G-	8.25%	-	Hivbk	L-Zgdvf	-	-	-	-	-
C	GJJ	73.100	2.92	-	-	-	-	II-	20.81%	-	Bovqo	W-Qhcrw	-	840	12.97%	13.311%	439.00000
N	XSU	72.490	6.82	-	-	-	-	GT	4.80%	-	Mqnbz	K-Dsdpa	-	-	-	-	-

Tranche Comments

H: First Pay: 2024-07-15; Registration: 144X/Cqv L; P: First Pay: 2024-07-15; Registration: 144O/Ayc H; J: First Pay: 2024-07-15; Registration: 144E/Lof F; C: First Pay: 2024-07-15; Registration: 144B/Jvc Z; X: First Pay: 2024-07-15; Registration: 144D/Xot E; N: First Pay: 2024-07-15; Registration: 144I/Uhh I;

Deal Comments

Omdbdtj Hwnnpc G-Qc 15% VOR ft Vfhhg Y-Ec 10% VOR & Gjzf Vthh Vrmfn, ft Gffrmdfr. Gdt. Qnttzdtffdttc G-Vc $100m d $1g GQc $200m d $1g GQVc $300m d $1g Qc $1z d $1g Yc $2z d $1g Ec $3z d $1g YERc $6z d $1