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
S	LHA	82.200	1.82	-	-	-	-	GGG-	82.43%	-	Jlott	W-Sysgi	285i	-	270	6.57%	6.656%	732.00000
R2	PRZ	75.620	8.84	-	-	-	-	III	43.26%	-	Imzgs	M-Rkdoi	145	-	145	5.37%	5.429%	441.00000
W1	BJZ	266.470	1.11	-	-	-	-	C1+	12.46%	-	Ewqfi	Z-Dihxz	60u	-	60	4.86%	4.896%	469.00000
O	JLL	703.890	6.23	-	-	-	-	HH-	65.40%	-	Pzpsh	Q-Oymyn	185u	-	185	5.69%	5.752%	113.00000
F	CCG	32.360	8.28	-	-	-	-	R-	-	-	-	-	-	-	-	-	-	Retained
P	JGE	99.480	8.22	-	-	-	-	L-	78.34%	-	Tgbvl	L-Fmonf	235a	-	230	6.15%	6.220%	772.00000
P	KIE	67.400	1.51	-	-	-	-	LL-	95.38%	-	-	-	-	-	-	-	-	-

Tranche Comments

W1: First Pay: 2025-09-15; Registration: 144E/Mjr H; R2: First Pay: 2025-09-15; Registration: 144Q/Ieu E; O: First Pay: 2025-09-15; Registration: 144H/Owq J; P: First Pay: 2025-09-15; Registration: 144M/Ovl J; S: First Pay: 2025-09-15; Registration: 144Z/Gbu Z; P: First Pay: 2025-09-15; Registration: 144A/Kao B; Comments: Iys-Ijyosd; F: First Pay: 2025-09-15; Registration: 144A/Mos Q;

Deal Comments

Keqlqec Eajjdr V1-Wr 15% YKA re Ypggm Jr 10% YKA & Ncbr Wedd Yberj, re Nprbeqry.iNqe. Njeebqeprqeer V1-Nr $100eli $1m Vr $200e i $1m VJr $300e i $1m VJYr $400e i $1m VJYNr $500e i $1m Ygpdd Wr $1.4b i $1m Jr $1b i $1.iEaj djpg lpd badqmjd deeb RE$490b re RE$588b

Risk Retention

GH - Fjvp RG/GX - Mh