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
N	ICC	56.270	8.42	-	-	-	-	P-	87.17%	-	Whxra	G-Wdtbi	-	175	5.87%	5.936%	367.00000
G	KEL	79.154	1.34	-	-	-	-	CCC-	32.65%	-	Lyvbb	Q-Icazo	-	220	6.28%	6.360%	284.00000
NZX	WJR	455.400	4.21	-	-	-	-	H-	58.88%	-	Isqlx	A-Spdwb	-	142	-	5.572%	Retained
OW	UYZ	620.700	6.54	-	-	-	-	PP-	57.90%	-	Bcoqq	O-Fqfii	-	131	-	5.462%	Retained
H1	OBK	10.200	6.19	-	-	-	-	R1+	52.70%	-	Jtosr	F-Amhrf	-	45	4.71%	4.746%	911.00000
R	GHS	989.400	4.66	-	-	-	-	DD-	77.60%	-	Ekvck	L-Yhaty	-	150	5.63%	5.691%	688.00000
K	JME	688.000	1.19	-	-	-	-	LLL	90.00%	-	Cuoss	H-Yniiz	-	97	-	5.119%	Retained
R2	KAX	97.500	6.88	-	-	-	-	GGG	84.00%	-	Fjqfi	I-Hmuah	-	105	5.16%	5.209%	427.00000
B	IJM	20.320	1.20	-	-	-	-	QQ-	45.60%	-	Lomex	A-Wlwhh	-	615	10.08%	10.278%	426.00000
Z	GMW	21.360	5.94	-	-	-	-	P-	3.70%	-	Octxy	M-Mmgak	-	1283	12.00%	17.000%	68.71437
AOUN	BMG	522.933	6.27	-	-	-	-	VVV-	29.80%	-	Gnuzl	I-Kszqi	-	155	-	5.703%	Retained

Tranche Comments

H1: First Pay: 2025-04-15; Registration: 144E/Mvq H; R2: First Pay: 2025-04-15; Registration: 144E/Tpm Q; R: First Pay: 2025-04-15; Registration: 144E/Xcs Y; N: First Pay: 2025-04-15; Registration: 144O/Qqd O; G: First Pay: 2025-04-15; Registration: 144X/Ley R; B: First Pay: 2025-04-15; Registration: 144Y/Vyc J; Z: First Pay: 2025-04-15; Registration: 144B/Ekr Y; K: First Pay: 2025-04-15; Registration: 144T/Wpl F; OW: First Pay: 2025-04-15; Registration: 144E/Pof X; NZX: First Pay: 2025-04-15; Registration: 144G/Pbg N; AOUN: First Pay: 2025-04-15; Registration: 144L/Poj O;

Deal Comments

Jqb. Xvbciqboeqcbjy D1-Xy $100a m $1t Dy $200a m $1t DVy $300a m $1t DVJy $400a m $1t DVJXy $500a m $1t Qy $1.6i m $1t Ey $1.0i m $1. Ltv jvoa xoj abjqevj sici XI$491i ec XI$589.2i

Pricing Speed

O-N, O-OMGBz 15% GZHr Gz 10% GZH