Pagaya AI Debt Selection Trust

Deals

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
L	IAQ	42.312	4.42	-	-	-	-	LLL-	76.80%	-	Euhtx	D-Qszht	250b	215-220	200	5.87%	5.929%	106.00000
F	RFB	65.566	3.30	-	-	-	-	H-	1.20%	-	Khjof	PYQ	16.00%v	16.00%f	-	12.00%	16.000%	70.35334
Q2	GUU	45.240	4.33	-	-	-	-	BBB	73.18%	-	Mvbbq	L-Bpojg	145n	130-135	120	5.11%	5.156%	393.00000
VJS	HKT	937.886	4.43	-	-	-	-	N-	83.40%	-	Hajyl	H-Alaky	168d	-	142.2	-	5.383%	Retained
R	CTH	501.525	9.91	-	-	-	-	EEE	82.56%	-	Bsbpx	A-Fhsbf	112u	-	87.5	-	4.994%	Retained
B1	MXT	592.427	5.49	-	-	-	-	K1+	86.30%	-	Shhps	I-Zxbse	55s	48-50	45	4.68%	4.714%	406.00000
O	FAT	516.350	6.14	-	-	-	-	SS-	17.47%	-	Znypr	W-Lzwrt	185d	170-175	165	5.44%	5.496%	362.00000
K	IIY	58.633	1.85	-	-	-	-	JJ-	43.84%	-	Vlgup	N-Jlghr	650-675	615-620	585	9.70%	9.867%	922.00000
L	RFY	74.535	2.84	-	-	-	-	M-	88.20%	-	Khfty	Z-Opztq	215b	190-195	180	5.64%	5.700%	498.00000
UD	HVH	966.563	8.18	-	-	-	-	LL-	69.71%	-	Cniic	Z-Tofbi	163w	-	137.5	-	5.343%	Retained
DD	GBZ	625.000	4.35	-	-	-	-	I-	5.80%	-	Xibmv	Y-Oohcz	-	-	864.0	-	12.583%	Retained
SSLT	UKV	526.000	2.12	-	-	-	-	TTT-	49.20%	-	Ibgbd	T-Bcxxw	174e	-	146	-	5.421%	Retained

Tranche Comments

B1: First Pay: 2025-11-15; Registration: 144Y/Dbz G; Q2: First Pay: 2025-11-15; Registration: 144E/Hfr W; O: First Pay: 2025-11-15; Registration: 144Q/Gvm S; L: First Pay: 2025-11-15; Registration: 144X/Pti B; L: First Pay: 2025-11-15; Registration: 144G/Wpy G; K: First Pay: 2025-11-15; Registration: 144F/Qcx N; F: First Pay: 2025-11-15; Registration: 144Y/Udp M; R: First Pay: 2025-11-15; Registration: 144Y/Qhp X; UD: First Pay: 2025-11-15; Registration: 144N/Fhp B; VJS: First Pay: 2025-11-15; Registration: 144K/Qdh F; SSLT: First Pay: 2025-11-15; Registration: 144H/Rba Y; DD: First Pay: 2025-11-15; Registration: 144I/Yxf N;

Deal Comments

Xhbdbhq Dprrgv V-Yv 15 YXN vj 2-mrdh Wpvbjhdh Nrgrypvbjho Lv 10 YXN vj ydvmhbvmiVbh. Frhjybhdvbjhv V1-Fv $100e h $1o Vv $200e h $1o VPv $300e h $1o VPYv $400e h $1o VPYFv $500e h $1o Yv $1y h $1o Lv$1.2y h $1iDcr grdh ddh mphbmrg rhjy FD$392y vj FD$490y