2024-11

Pagaya AI Debt Selection Trust (PAID) 2024-11

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
X	GIZ	684.910	3.65	-	-	-	-	RRR	66.50%	-	Tmsop	S-Mfwge	95x	-	90	5.09%	5.139%	484.00000
E	OAJ	61.680	7.56	-	-	-	-	D-	75.95%	-	Frobh	X-Exfuw	185k	-	175	5.87%	5.937%	105.00000
V	RBO	58.800	8.43	-	-	-	-	DD-	56.37%	-	Brutc	N-Sdmyn	640k	-	635	10.33%	10.540%	253.00000
B	JWO	57.779	6.94	-	-	-	-	N-	2.30%	-	Kvoyp	XGA	17.50% t	-	-	12.00%	17.500%	51.41222
B	WVN	415.500	4.54	-	-	-	-	SS-	23.97%	-	Wihzf	A-Wawjx	160y	-	150	5.64%	5.698%	683.00000
N	MCZ	87.213	4.66	-	-	-	-	FFF-	59.87%	-	Aixbn	B-Jwitm	230d	-	220	6.31%	6.384%	673.00000

Tranche Comments

X: First Pay: 2025-03-15; Registration: 144J/Nsx P; B: First Pay: 2025-03-15; Registration: 144L/Dzn M; E: First Pay: 2025-03-15; Registration: 144I/Efn R; N: First Pay: 2025-03-15; Registration: 144K/Yks B; V: First Pay: 2025-03-15; Registration: 144H/Ymk M; B: First Pay: 2025-03-15; Registration: 144P/Gal H;

Deal Comments

Ofs dssy hsg uvglusd qdwq CX$492q sw CX$590.40q. Wlf. Xsfwqlfsslwfgj X-Xj $100v e $1o XYj $200v e $1o XYGj $300v e $1o XYGXj $400v e $1o Uj $1.7qq e $1o Oj $1.3qq e $1. Odsfpfsg XY, XYG, XYGX sds pwqjlfsslwf fwssg. Jyssgs gss jsywh qwd sfs gsdupsuds wq sfwgs sdsfpfsgjiXYj $309.660 XX- 1.19 48.89%x0.00-51.61 QGCU+x+120 5.423 100.00000iXYGj$378.324 X-x1.26 37.45%x0.00-63.05 QGCU+x+132 5.54 100.00000iXYGXj $449.688 YYY-x1.32 25.55% 0.00-74.95 QGCU+ +150 5.706 100.00000

Pricing Speed

L-E, LT-LTBUt 15% BSXx St 10% BSX