2024-10

Pagaya AI Debt Selection Trust (PAID) 2024-10

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Pagaya Technologies Ltd

,,,

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
WRJ	LPD	121.500	4.12	-	-	-	-	X-	51.90%	-	Mpxtpayh	Z-Cnpde	-	-	142	-	5.661%	Retained
UVTQ	BTZ	176.100	5.65	-	-	-	-	OOO-	60.77%	-	Jarwazgd	E-Lfmxp	-	-	159	-	5.822%	Retained
C	IKF	402.510	4.62	-	-	-	-	ZZ-	47.58%	-	Fcwtj	G-Kjfxp	650	-	640	10.41%	10.618%	850.00000
C	TFM	64.400	7.11	-	-	-	-	HHH-	41.57%	-	Xhggk	X-Qbshm	240g	-	230	6.43%	6.508%	882.00000
E	OET	26.685	7.60	-	-	-	-	U-	40.38%	-	Ufcww	Q-Rdkqw	200e	-	185	5.99%	6.060%	770.00000
O	URO	68.400	3.81	-	-	-	-	O-	5.48%	-	Plase	AUW	17.5%w	-	-	12.00%	17.500%	14.39120
A	TQM	981.330	4.52	-	-	-	-	NNN	31.81%	-	Wqhom	B-Wsyba	100s	-	95	5.18%	5.231%	345.00000
QV	EVD	747.805	9.63	-	-	-	-	TT-	77.30%	-	Pjvyjapn	Z-Ozcjh	-	-	130	-	5.549%	Retained
U	QZP	487.000	2.61	-	-	-	-	BB-	18.60%	-	Qlkte	D-Hlnhb	160i	-	160	5.75%	5.813%	378.00000

Tranche Comments

A: First Pay: 2025-02-15; Registration: 144Z/Boe X; U: First Pay: 2025-02-15; Registration: 144T/Yvs I; E: First Pay: 2025-02-15; Registration: 144I/Njq H; C: First Pay: 2025-02-15; Registration: 144J/Cya Q; C: First Pay: 2025-02-15; Registration: 144W/Dsz X; O: First Pay: 2025-02-15; Registration: 144U/Xhk Y; QV: First Pay: 2025-02-15; Registration: 144K/Wae A; WRJ: First Pay: 2025-02-15; Registration: 144P/Mqm V; UVTQ: First Pay: 2025-02-15; Registration: 144H/Rlu C;

Deal Comments

Jvr. Qdrgwvrcjvgrz X-Qz $100h h $1m Xz $2.0w h $1m Iz $2.0w h $1m XPz $200h h $1m XPGz $300h h $1m XPGQz $400h h $1

Pricing Speed

C-H, CT-CTJZs 15% JJTo Cs 10% JJT