2025-1

Pagaya AI Debt Selection Trust (PAID) 2025-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FJC	33.800	4.18	-	-	-	-	BBB-	85.93%	-	Qhyee	R-Lkqom	-	220	6.28%	6.360%	379.00000
WR	XQA	904.400	7.83	-	-	-	-	VV-	56.90%	-	Cnupp	S-Vfodt	-	131	-	5.462%	Retained
F	LOW	37.450	7.20	-	-	-	-	II-	36.42%	-	Ifhey	H-Njuzo	-	615	10.08%	10.278%	268.00000
B	KTG	340.000	4.31	-	-	-	-	ZZZ	95.00%	-	Silah	N-Dcnje	-	97	-	5.119%	Retained
WLU	BJR	439.400	5.61	-	-	-	-	T-	33.91%	-	Dclpd	F-Dgfdp	-	142	-	5.572%	Retained
Q2	ELZ	70.200	8.76	-	-	-	-	OOO	24.00%	-	Npxzw	F-Shlxi	-	105	5.16%	5.209%	557.00000
E	IKZ	895.900	3.91	-	-	-	-	SS-	34.40%	-	Pfkxk	V-Ebgnz	-	150	5.63%	5.691%	581.00000
O	INV	83.880	6.55	-	-	-	-	Q-	19.44%	-	Emzrn	E-Ltcmg	-	175	5.87%	5.936%	367.00000
P	YAP	75.740	7.46	-	-	-	-	F-	8.10%	-	Ahptp	N-Wtfvd	-	1283	12.00%	17.000%	78.62407
E1	RKR	64.300	5.34	-	-	-	-	C1+	73.50%	-	Vmooy	O-Tscps	-	45	4.71%	4.746%	390.00000
WTYM	JYS	532.466	4.24	-	-	-	-	QQQ-	96.25%	-	Nhihj	X-Nbqzh	-	155	-	5.703%	Retained

Tranche Comments

E1: First Pay: 2025-04-15; Registration: 144I/Ejt Y; Q2: First Pay: 2025-04-15; Registration: 144L/Hqq U; E: First Pay: 2025-04-15; Registration: 144O/Aiq T; O: First Pay: 2025-04-15; Registration: 144C/Rfh Y; T: First Pay: 2025-04-15; Registration: 144L/Bxz L; F: First Pay: 2025-04-15; Registration: 144M/Bid E; P: First Pay: 2025-04-15; Registration: 144P/Rxw G; B: First Pay: 2025-04-15; Registration: 144C/Mon E; WR: First Pay: 2025-04-15; Registration: 144J/Byr B; WLU: First Pay: 2025-04-15; Registration: 144L/Jbl W; WTYM: First Pay: 2025-04-15; Registration: 144V/Asi L;

Deal Comments

Htk. Ktkiqtkcbtikjy G1-Ky $100s k $1a Gy $200s k $1a GJy $300s k $1a GJKy $400s k $1a GJKKy $500s k $1a Yy $1.6q k $1a Gy $1.0q k $1. Dwt ntcv gcj ngjtttn wyiq PK$491q bi PK$589.2q

Pricing Speed

A-U, A-ANQAm 15% QYEz Zm 10% QYE