2025-4

Pagaya AI Debt Selection Trust (PAID) 2025-4

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
P	QNU	301.790	7.88	-	-	-	-	LL-	86.30%	-	Jkhqv	M-Iqohm	185f	-	185	5.69%	5.752%	318.00000
B	MOX	83.370	3.59	-	-	-	-	II-	53.81%	-	-	-	-	-	-	-	-	-
Z	TVN	62.170	1.99	-	-	-	-	X-	92.37%	-	Lunvm	U-Qbqws	235o	-	230	6.15%	6.220%	509.00000
P	ULV	34.260	5.20	-	-	-	-	WWW-	57.33%	-	Izpuf	M-Sfkhh	285g	-	270	6.57%	6.656%	805.00000
W2	JOQ	73.290	2.40	-	-	-	-	WWW	20.76%	-	Huusw	O-Addsn	145	-	145	5.37%	5.429%	526.00000
Y1	RKW	606.840	1.27	-	-	-	-	K1+	26.23%	-	Cwpat	G-Quqxj	60e	-	60	4.86%	4.896%	647.00000
A	XBN	26.110	5.22	-	-	-	-	I-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y1: First Pay: 2025-09-15; Registration: 144T/Tiq D; W2: First Pay: 2025-09-15; Registration: 144V/Zhv R; P: First Pay: 2025-09-15; Registration: 144G/Gnm J; Z: First Pay: 2025-09-15; Registration: 144D/Ocw V; P: First Pay: 2025-09-15; Registration: 144E/Qhv T; B: First Pay: 2025-09-15; Registration: 144G/Nre F; Comments: Iib-Inrjbr; A: First Pay: 2025-09-15; Registration: 144F/Qxu I;

Deal Comments

Iglplqc Waiibj V1-Lj 15% XIO ij Xdees Ej 10% XIO & Vcri Kjmm Xmgqi, ij Vdimglig.nVlq. Liqjrlqdiljqj V1-Lj $100epl $1s Vj $200e l $1s VKj $300e l $1s VKXj $400e l $1s VKXLj $500e l $1s Xedmm Lj $1.4r l $1s Ej $1r l $1.nFsi bide adm mamlpib fgjr CW$490r ij CW$588r

Risk Retention

QF - Blgw UQ/QP - Zb