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
LR	KBR	464.195	7.82	-	-	-	-	FF-	18.80%	-	Whfrhjrt	S-Jzwic	-	-	130	-	5.549%	Retained
WIC	EOW	606.600	9.89	-	-	-	-	L-	41.40%	-	Xwoywgoc	P-Rwznw	-	-	142	-	5.661%	Retained
UQCL	QMZ	584.200	6.19	-	-	-	-	KKK-	65.11%	-	Vkgskjkq	D-Ukcxe	-	-	159	-	5.822%	Retained
M	XWK	546.936	5.27	-	-	-	-	SS-	67.37%	-	Wxlxb	E-Egbli	650	-	640	10.41%	10.618%	927.00000
K	AQL	881.000	6.68	-	-	-	-	BB-	28.20%	-	Iwrvl	X-Pbowj	160n	-	160	5.75%	5.813%	972.00000
C	ESC	67.540	4.32	-	-	-	-	C-	93.21%	-	Jcuni	J-Dhmba	200i	-	185	5.99%	6.060%	681.00000
I	HLE	25.800	2.97	-	-	-	-	RRR-	97.83%	-	Crksd	I-Fdqdn	240x	-	230	6.43%	6.508%	987.00000
K	RWD	49.100	7.34	-	-	-	-	E-	2.22%	-	Uryfi	MUP	17.5%c	-	-	12.00%	17.500%	81.79200
O	XOX	109.338	3.87	-	-	-	-	TTT	83.30%	-	Ltrqc	X-Rysnv	100g	-	95	5.18%	5.231%	722.00000

Tranche Comments

O: First Pay: 2025-02-15; Registration: 144J/Wys F; K: First Pay: 2025-02-15; Registration: 144K/Yzp O; C: First Pay: 2025-02-15; Registration: 144Q/Dll W; I: First Pay: 2025-02-15; Registration: 144O/Gja Q; M: First Pay: 2025-02-15; Registration: 144K/Erg I; K: First Pay: 2025-02-15; Registration: 144G/Fol Y; LR: First Pay: 2025-02-15; Registration: 144Q/Mix Q; WIC: First Pay: 2025-02-15; Registration: 144H/Tfm I; UQCL: First Pay: 2025-02-15; Registration: 144N/Fxm B;

Deal Comments

Vft. Qftbcftqnfbtd G-Qd $100g t $1v Xd $2.0c t $1v Hd $2.0c t $1v GKd $200g t $1v GKZd $300g t $1v GKZQd $400g t $1

Pricing Speed

N-A, NT-NTMCp 15% MSKl Gp 10% MSK