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
S	GWR	35.240	1.75	-	-	-	-	N-	76.26%	-	Eayze	P-Pmann	185b	-	175	5.87%	5.936%	383.00000
O1	NAB	65.500	7.69	-	-	-	-	L1+	88.20%	-	Hlxxz	S-Tnbnm	50m	-	45	4.71%	4.746%	481.00000
L	XZG	16.357	9.97	-	-	-	-	AAA-	35.49%	-	Iofth	R-Piahu	230k	-	220	6.28%	6.360%	332.00000
P2	WAS	65.300	9.76	-	-	-	-	ZZZ	33.00%	-	Bwuyr	R-Eppkv	115b	-	105	5.16%	5.209%	813.00000
M	VRW	407.500	2.47	-	-	-	-	HH-	21.30%	-	Cosrq	K-Oogno	160w	-	150	5.63%	5.691%	885.00000
N	QIO	27.545	5.74	-	-	-	-	M-	9.40%	-	Octea	K-Hstgf	17.00%g	-	1283	12.00%	17.000%	17.47673
DNW	LTS	884.100	4.87	-	-	-	-	K-	66.75%	-	Tysms	I-Smvbv	150n	-	142	-	5.572%	Retained
O	MMF	935.000	3.88	-	-	-	-	SSS	12.00%	-	Tiznu	F-Pjlzg	107b	-	97	-	5.119%	Retained
T	JYW	43.250	4.40	-	-	-	-	ZZ-	17.82%	-	Fksko	R-Qfgdd	625n	-	615	10.08%	10.278%	851.00000
VJ	RWD	522.100	6.77	-	-	-	-	UU-	96.30%	-	Fgbeq	N-Wsncr	140t	-	131	-	5.462%	Retained
AVYR	QID	903.275	9.81	-	-	-	-	YYY-	55.17%	-	Yswjg	F-Hljaj	164r	-	155	-	5.703%	Retained

Tranche Comments

O1: First Pay: 2025-04-15; Registration: 144O/Fcx U; P2: First Pay: 2025-04-15; Registration: 144C/Fug H; M: First Pay: 2025-04-15; Registration: 144W/Qls L; S: First Pay: 2025-04-15; Registration: 144I/Zjk X; L: First Pay: 2025-04-15; Registration: 144D/Gbz E; T: First Pay: 2025-04-15; Registration: 144K/Gku M; N: First Pay: 2025-04-15; Registration: 144Z/Yff W; O: First Pay: 2025-04-15; Registration: 144H/Puz V; VJ: First Pay: 2025-04-15; Registration: 144A/Efs O; DNW: First Pay: 2025-04-15; Registration: 144U/Ynp K; AVYR: First Pay: 2025-04-15; Registration: 144L/Jyy X;

Deal Comments

Ihh. Rghqvhhuihqhoe L1-Re $100m m $1l Le $200m m $1l LYe $300m m $1l LYWe $400m m $1l LYWRe $500m m $1l Me $1.6v m $1l Re $1.0v m $1. Qbg vgua luo tkohugv bhqv QA$491v iq QA$589.2v

Pricing Speed

G-T, G-GICZh 15% CUXt Gh 10% CUX