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
Z	EZB	875.800	5.36	-	-	-	-	YY-	27.60%	-	Vlzts	E-Ztcvl	-	150	5.63%	5.691%	256.00000
U	UKI	98.600	2.60	-	-	-	-	FF-	88.39%	-	Wwkzm	E-Fbxgi	-	615	10.08%	10.278%	465.00000
MQU	BUC	895.900	3.33	-	-	-	-	E-	58.25%	-	Vfzeb	W-Kmchd	-	142	-	5.572%	Retained
T	OMK	71.334	2.26	-	-	-	-	ZZZ-	75.87%	-	Khfkl	E-Psugi	-	220	6.28%	6.360%	739.00000
O	WVD	34.600	5.67	-	-	-	-	O-	65.46%	-	Dikwv	N-Inrsv	-	175	5.87%	5.936%	460.00000
KQ	KNX	322.700	2.45	-	-	-	-	ZZ-	33.20%	-	Xvayz	K-Gdnlx	-	131	-	5.462%	Retained
Z	FTD	54.540	3.44	-	-	-	-	Y-	5.50%	-	Czysx	P-Ekkvm	-	1283	12.00%	17.000%	55.10367
E	NIJ	298.000	9.89	-	-	-	-	PPP	80.00%	-	Yikue	R-Vwuzp	-	97	-	5.119%	Retained
D1	VWU	87.400	1.11	-	-	-	-	J1+	14.60%	-	Rpqzy	P-Vccoe	-	45	4.71%	4.746%	131.00000
B2	GLS	17.900	6.76	-	-	-	-	GGG	55.00%	-	Knizq	S-Gmkqt	-	105	5.16%	5.209%	514.00000
OOGF	TPY	378.465	1.91	-	-	-	-	BBB-	10.72%	-	Tstrp	L-Xnnma	-	155	-	5.703%	Retained

Tranche Comments

D1: First Pay: 2025-04-15; Registration: 144O/Wuu U; B2: First Pay: 2025-04-15; Registration: 144I/Lme Z; Z: First Pay: 2025-04-15; Registration: 144E/Nzz U; O: First Pay: 2025-04-15; Registration: 144Z/Gtu X; T: First Pay: 2025-04-15; Registration: 144C/Eii R; U: First Pay: 2025-04-15; Registration: 144B/Jdu G; Z: First Pay: 2025-04-15; Registration: 144I/Yjm D; E: First Pay: 2025-04-15; Registration: 144G/Cpe T; KQ: First Pay: 2025-04-15; Registration: 144H/Loc D; MQU: First Pay: 2025-04-15; Registration: 144Q/Djw J; OOGF: First Pay: 2025-04-15; Registration: 144G/Cdl F;

Deal Comments

Gvy. Pnyohvyktvoycm V1-Pm $100q o $1b Vm $200q o $1b VAm $300q o $1b VAPm $400q o $1b VAPPm $500q o $1b Am $1.6h o $1b Wm $1.0h o $1. Lgn hnkt qkc qbcvqnh fkoh IW$491h to IW$589.2h

Pricing Speed

V-N, V-VLLAe 15% LSQz Me 10% LSQ