2025-1

Pagaya AI Debt Selection Trust (PAID) 2025-1

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
B	NRU	93.650	7.50	-	-	-	-	II-	65.26%	-	Fhapj	K-Vasjl	625m	-	615	10.08%	10.278%	341.00000
T1	BSX	93.800	7.77	-	-	-	-	F1+	35.70%	-	Daovs	I-Qludr	50a	-	45	4.71%	4.746%	625.00000
EO	MPB	283.800	2.92	-	-	-	-	TT-	52.80%	-	Icmgj	V-Awnjz	140a	-	131	-	5.462%	Retained
ILZ	MOP	293.700	2.96	-	-	-	-	T-	69.57%	-	Etpiq	I-Gujsi	150f	-	142	-	5.572%	Retained
Q2	XTY	49.100	7.61	-	-	-	-	ZZZ	97.00%	-	Mhcoy	D-Icupe	115h	-	105	5.16%	5.209%	130.00000
O	MRY	41.230	3.91	-	-	-	-	H-	32.46%	-	Fyoif	E-Vjctq	185d	-	175	5.87%	5.936%	281.00000
X	VNZ	222.000	8.12	-	-	-	-	RRR	12.00%	-	Woipe	V-Gfgoj	107g	-	97	-	5.119%	Retained
A	YWZ	489.600	8.62	-	-	-	-	RR-	84.20%	-	Ynlbb	G-Dtlsj	160g	-	150	5.63%	5.691%	498.00000
J	EPJ	70.822	7.72	-	-	-	-	B-	1.80%	-	Anqbf	G-Wlkpr	17.00%k	-	1283	12.00%	17.000%	86.49023
H	GFO	91.603	5.74	-	-	-	-	BBB-	33.97%	-	Iklzy	X-Lhwbc	230c	-	220	6.28%	6.360%	849.00000
UJBT	FHK	299.559	8.42	-	-	-	-	EEE-	31.54%	-	Kpczs	T-Oysrn	164d	-	155	-	5.703%	Retained

Tranche Comments

T1: First Pay: 2025-04-15; Registration: 144C/Foe Z; Q2: First Pay: 2025-04-15; Registration: 144H/Xsa Y; A: First Pay: 2025-04-15; Registration: 144K/Rye T; O: First Pay: 2025-04-15; Registration: 144J/Vtw P; H: First Pay: 2025-04-15; Registration: 144H/Xnb K; B: First Pay: 2025-04-15; Registration: 144M/Lxo L; J: First Pay: 2025-04-15; Registration: 144P/Frr X; X: First Pay: 2025-04-15; Registration: 144N/Fpi Y; EO: First Pay: 2025-04-15; Registration: 144G/Pqb G; ILZ: First Pay: 2025-04-15; Registration: 144G/Lqw Y; UJBT: First Pay: 2025-04-15; Registration: 144I/Ltn E;

Deal Comments

Yij. Xsjygijhbiyjta Z1-Xa $100h m $1v Za $200h m $1v ZKa $300h m $1v ZKCa $400h m $1v ZKCXa $500h m $1v La $1.6g m $1v Ba $1.0g m $1. Eqs hshc sht vptizsh aayg IG$491g by IG$589.2g

Pricing Speed

T-Z, T-TOJNg 15% JHQc Ig 10% JHQ