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
UN	KMI	409.683	4.20	-	-	-	-	SS-	47.30%	-	Rzcqzmvg	A-Zkovx	-	-	130	-	5.549%	Retained
REBV	QSL	985.700	9.12	-	-	-	-	DDD-	21.16%	-	Pmdpmqwq	Q-Hskkb	-	-	159	-	5.822%	Retained
Z	JUD	216.625	6.52	-	-	-	-	UU-	92.29%	-	Cuntu	P-Afirg	650	-	640	10.41%	10.618%	688.00000
Q	NSG	811.000	1.56	-	-	-	-	WW-	60.70%	-	Tinst	K-Ongmi	160c	-	160	5.75%	5.813%	808.00000
I	OTA	33.347	8.95	-	-	-	-	N-	75.44%	-	Iyczv	S-Lstcd	200f	-	185	5.99%	6.060%	955.00000
V	IWV	32.600	5.17	-	-	-	-	AAA-	17.34%	-	Oljfs	O-Buisn	240q	-	230	6.43%	6.508%	719.00000
J	JBV	321.115	2.39	-	-	-	-	PPP	93.34%	-	Rchyc	B-Euiie	100e	-	95	5.18%	5.231%	493.00000
N	ZII	21.200	5.48	-	-	-	-	K-	2.43%	-	Nnwqe	KXG	17.5%b	-	-	12.00%	17.500%	63.28260
RXI	WUT	111.800	9.38	-	-	-	-	L-	33.82%	-	Qdasdopu	B-Cccct	-	-	142	-	5.661%	Retained

Tranche Comments

J: First Pay: 2025-02-15; Registration: 144O/Ryg V; Q: First Pay: 2025-02-15; Registration: 144E/Rth M; I: First Pay: 2025-02-15; Registration: 144V/Rjh L; V: First Pay: 2025-02-15; Registration: 144G/Doj E; Z: First Pay: 2025-02-15; Registration: 144D/Bup G; N: First Pay: 2025-02-15; Registration: 144H/Ujx J; UN: First Pay: 2025-02-15; Registration: 144J/Ncw I; RXI: First Pay: 2025-02-15; Registration: 144T/Bim I; REBV: First Pay: 2025-02-15; Registration: 144T/Nmv L;

Deal Comments

Vhb. Xqbyhhboqhybn I-Xn $100n g $1f In $2.0h g $1f Mn $2.0h g $1f ITn $200n g $1f ITKn $300n g $1f ITKXn $400n g $1

Pricing Speed

O-W, OK-OKQAs 15% QMPq Ws 10% QMP