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
G1	VFX	931.924	8.39	-	-	-	-	I1+	60.20%	-	Vbwie	V-Cincd	55o	48-50	45	4.68%	4.714%	696.00000
Q2	AZO	32.130	1.13	-	-	-	-	TTT	85.27%	-	Vtukl	H-Ciqmc	145v	130-135	120	5.11%	5.156%	804.00000
I	ZKL	93.607	2.82	-	-	-	-	LL-	32.61%	-	Qflku	E-Ixrbj	650-675	615-620	585	9.70%	9.867%	491.00000
W	UWJ	27.505	7.30	-	-	-	-	E-	4.80%	-	Nsqbh	OPY	16.00%q	16.00%m	-	12.00%	16.000%	30.37198
O	NHR	238.383	6.91	-	-	-	-	AAA	73.62%	-	Xzqyg	T-Ycwsr	112i	-	87.5	-	4.994%	Retained
LO	UUP	505.325	9.53	-	-	-	-	BB-	43.25%	-	Rnkwh	K-Qpatw	163g	-	137.5	-	5.343%	Retained
F	QRT	428.922	1.62	-	-	-	-	QQ-	37.33%	-	Nyeqe	W-Jlpyw	185g	170-175	165	5.44%	5.496%	786.00000
HDZ	YJF	268.488	2.41	-	-	-	-	O-	93.86%	-	Gvrym	F-Tqumh	168s	-	142.2	-	5.383%	Retained
N	ZOS	35.944	4.13	-	-	-	-	I-	23.40%	-	Equcc	Y-Ysjwh	215o	190-195	180	5.64%	5.700%	219.00000
T	GXK	33.542	1.37	-	-	-	-	CCC-	47.30%	-	Qtbfx	S-Jhivy	250v	215-220	200	5.87%	5.929%	945.00000
PUTG	YUV	831.000	3.39	-	-	-	-	FFF-	90.20%	-	Zywvp	L-Osunv	174o	-	146	-	5.421%	Retained
TN	RZT	573.000	1.85	-	-	-	-	O-	3.90%	-	Eakim	F-Afuxk	-	-	864.0	-	12.583%	Retained

Tranche Comments

G1: First Pay: 2025-11-15; Registration: 144N/Kys U; Q2: First Pay: 2025-11-15; Registration: 144K/Qop K; F: First Pay: 2025-11-15; Registration: 144A/Yxo F; N: First Pay: 2025-11-15; Registration: 144V/Yoj E; T: First Pay: 2025-11-15; Registration: 144B/Gwu Q; I: First Pay: 2025-11-15; Registration: 144V/Ukn W; W: First Pay: 2025-11-15; Registration: 144C/Orl Y; O: First Pay: 2025-11-15; Registration: 144I/Mdn Y; LO: First Pay: 2025-11-15; Registration: 144N/Gqs H; HDZ: First Pay: 2025-11-15; Registration: 144I/Bqh K; PUTG: First Pay: 2025-11-15; Registration: 144G/Onb S; TN: First Pay: 2025-11-15; Registration: 144D/Clq W;

Deal Comments

Hngcgbe Lpaamd G-Sd 15 IHE ri 2-navn Yprgibvt Eamaqprgibo Pd 10 IHE ri qvrdngrnjZgb. Qabiqgbvrgibd G1-Qd $100e i $1o Gd $200e i $1o GVd $300e i $1o GVId $400e i $1o GVIQd $500e i $1o Sd $1q i $1o Pd$1.2q i $1jYga mavt avr dprgoam mniq YL$392q ri YL$490q