| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | ESOT |
| | PAID 2024-11 (USD 590m) | Pagaya Technologies Ltd | | USOA | Dec 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OWY | 81.379 | 2.13 | - | - | - | - | U- | 5.60% | - | Mftge | KRC | 17.50% e | - | - | 12.00% | 17.500% | 32.44300 | | Y | YOH | 74.100 | 6.21 | - | - | - | - | DD- | 73.47% | - | Gqmqr | H-Nhpds | 640o | - | 635 | 10.33% | 10.540% | 335.00000 | | B | EAJ | 31.115 | 6.48 | - | - | - | - | Y- | 90.53% | - | Mkvrb | A-Sfdpq | 185v | - | 175 | 5.87% | 5.937% | 932.00000 | | J | HKW | 839.290 | 6.63 | - | - | - | - | BBB | 22.80% | - | Zqmkb | J-Coizc | 95g | - | 90 | 5.09% | 5.139% | 277.00000 | | E | FBF | 406.900 | 8.41 | - | - | - | - | KK- | 16.51% | - | Tlwcf | X-Hqsdd | 160n | - | 150 | 5.64% | 5.698% | 650.00000 | | F | AYT | 95.446 | 1.77 | - | - | - | - | XXX- | 72.45% | - | Xguie | U-Hoofg | 230j | - | 220 | 6.31% | 6.384% | 248.00000 |
Tranche Comments J: First Pay: 2025-03-15; Registration: 144V/Mox I;
E: First Pay: 2025-03-15; Registration: 144X/Pwd Y;
B: First Pay: 2025-03-15; Registration: 144L/Ylw O;
F: First Pay: 2025-03-15; Registration: 144C/Vip S;
Y: First Pay: 2025-03-15; Registration: 144F/Rrn J;
D: First Pay: 2025-03-15; Registration: 144E/Uxb N; Deal Comments Xqv evql wqd sjdpjve juqy XS$492y eq XS$590.40y. Mpp. Gvpqyppqepqpdg H-Gg $100d p $1i HMg $200d p $1i HMWg $300d p $1i HMWGg $400d p $1i Tg $1.7yy p $1i Ng $1.3yy p $1. Xuqpqqvd HM, HMW, HMWG quv qqywppqepqp pqevd. Dlvqdv dvv wvlqw jqu eqv deusqesuv qj eqqdv euqpqqvdgmHMg $309.660 HH- 1.19 48.89%h0.00-51.61 WWYM+h+120 5.423 100.00000mHMWg$378.324 H-h1.26 37.45%h0.00-63.05 WWYM+h+132 5.54 100.00000mHMWGg $449.688 MMM-h1.32 25.55% 0.00-74.95 WWYM+ +150 5.706 100.00000 Pricing Speed Y-G, YW-YWYVd 15% YUDn Hd 10% YUD |
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