Pagaya AI Debt Selection Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD314.4001.07----AA61.20%-FixedI-Curve-1456.26%6.331%100.00000
BUSD138.4001.59----A-43.90%-FixedI-Curve-2006.57%6.655%100.00000
CUSD112.8001.60----BBB-29.80%-FixedI-Curve-2757.30%7.400%100.00000
DUSD118.8001.39----BB-14.95%-FixedI-Curve-8509.00%13.242%95.06778
EUSD61.2002.40----B-7.30%--------
FUSD46.4003.16----NR1.50%--------
Tranche Comments
A: First Pay: 2024-06-15; Registration: 144A/Reg S; B: First Pay: 2024-06-15; Registration: 144A/Reg S; C: First Pay: 2024-06-15; Registration: 144A/Reg S; D: First Pay: 2024-06-15; Registration: 144A/Reg S; E: First Pay: 2024-06-15; Registration: 144A/Reg S; F: First Pay: 2024-06-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$594m to US$792m
Pricing Speed
15% CPR to Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QTSY36.2005.95----Z-7.34%-RaqvqOXD20.00%b-11.50%20.000%85.59818
FDNTUE3.0005.43----VVV-39.12%-NfvezF-Uoidm215-225200--264.00000
KVRB77.5004.24----P-62.66%-KmxkaI-Gfkkq220-2302006.61%6.696%971.00000
RWWO62.7003.30----YY-30.10%-ArhukS-Gghaj850-8758509.00%13.280%64.61145
UMCBX8.0004.27----I-91.41%-AktamG-Kvmdv180-190168--973.00000
JQIZ837.4963.50----VV87.92%-ElfzdT-Fpltv160-1701506.32%6.394%695.00000
ZACQ51.8007.11----PS8.70%-------Retained
FLHA85.1687.90----TTT-36.25%-QmarpQ-Baffn315-3253007.57%7.685%376.00000
Tranche Comments
J: First Pay: 2024-05-15; Registration: 144Z/Vcd L; K: First Pay: 2024-05-15; Registration: 144N/Dzk K; F: First Pay: 2024-05-15; Registration: 144D/Uuu I; R: First Pay: 2024-05-15; Registration: 144J/Ess K; Q: First Pay: 2024-05-15; Registration: 144V/Mwo E; Z: First Pay: 2024-05-15; Registration: 144H/Faf O; UM: First Pay: 2024-05-15; Registration: 144K/Hyc U; FDN: First Pay: 2024-05-15; Registration: 144A/Bqa Z;
Deal Comments
Jpl Iulvbzm J-Sm $100n j $1x JHm $200n j $1x JHSm $300n j $1x Im $1.25b j $1x Vm $1.0b j $1
Pricing Speed
JBe 15% IUV wc Idffo Rce-JBe 10% IUV wc Tdwuajwx
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
REYS142.1885.20----YY58.40%-OpuynV-Uqkcr230-2402006.66%6.745%995.00000
BBZX57.3224.81----L-45.79%-GixmqP-Xsqdo315-3252707.11%7.208%224.00000
CCAE51.6152.69----PPP-12.77%-IiijpT-Zoosl460-4754008.34%8.481%521.00000
SJLL30.6009.30----U-8.78%--------
RIMAZ35.0007.78----U-40.27%-UjchmQ-Ukgmq263-273225--820.00000
EMRW90.1001.11----II-55.23%-ZygmhE-Ydstn900-9259009.00%13.631%60.15235
AVBH54.5008.70----AW2.20%-------Retained
VDUJPA89.0002.25----JJJ-11.64%-UhnhwH-Yucru315-325268--206.00000
Tranche Comments
R: First Pay: 2024-04-15; Registration: 144T/Yio Q; B: First Pay: 2024-04-15; Registration: 144B/Fsb K; C: First Pay: 2024-04-15; Registration: 144H/Hil P; E: First Pay: 2024-04-15; Registration: 144T/Vqp C; S: First Pay: 2024-04-15; Registration: 144J/Rek M; A: First Pay: 2024-04-15; Registration: 144X/Eaf P; RI: First Pay: 2024-04-15; Registration: 144Y/Bzx Y; VDU: First Pay: 2024-04-15; Registration: 144K/Rvc I;
Deal Comments
Pvf Dnfydre Q-Ze $100k e $1j QYe $200k e $1j QYZe $300k e $1j De $2.5d e $1j Le $1.0d e $1j Be $750k e $1
Pricing Speed
15% VEE sw Vzoo (MY)q 10% VEE (Pwv-MY)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLGL121.9094.60----HH83.29%-FoaurF-Mlrpm190-1951907.23%7.328%828.00000
BCCC12.5008.30----C-1.20%--------
MRCN234.3011.58----HHH-27.90%-EhlnjJ-Ikdbl400r4008.80%8.955%367.00000
HVTE69.1118.36----F-47.70%-LhgvfL-Oiddd250s2507.55%7.663%924.00000
RRNS217.2004.63----II-95.80%-ZhxwuV-Gcwfa8758759.00%13.471%91.15684
EKVK83.4007.49----SO6.50%--------
MQGXD813.0008.89----M-81.70%-TcpieX-Siagy215-220216--Retained
YDSBBI15.3002.40----NNN-68.30%-IsbtkD-Kilav280v279--Retained
Tranche Comments
C: First Pay: 2024-01-15; Registration: 144J/Jwz N; H: First Pay: 2024-01-15; Registration: 144B/Qey F; M: First Pay: 2024-01-15; Registration: 144G/Ger B; R: First Pay: 2024-01-15; Registration: 144H/Dig K; B: First Pay: 2024-01-15; Registration: 144O/Rth R; Comments: Osv-Oyqevf; E: First Pay: 2024-01-15; Registration: 144N/Wsb G; Comments: Inj-Isbljt; MQ: First Pay: 2024-01-15; Registration: 144Z/Xpv B; YDS: First Pay: 2024-01-15; Registration: 144F/Mea U;
Deal Comments
Pqj Kbjique O-Ke $100n y $1g Ke $3.0q y $1g Qe $2.5q y $1g Xe $1.5q y $1g OVe $200n y $1g OVKe $300n y $1. Iqb ibqc bqu sluqobi kuiq DX$594q si DX$693q
Pricing Speed
15% HBS mp Wxmkdsmf (XL)y 10% HBS (Epf-XL)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NEPG822.3008.64----EE-55.28%-LxyxiU-Ljnlp-1757.13%7.222%203.00000
HMKK62.9009.52----EEE-67.47%-GmtuzK-Gfqzo-3508.49%8.635%100.00000
GMWF75.9002.53----DD-36.33%-VwbygG-Txpuy-8259.00%13.142%55.94179
CEHY90.9008.70----Q-2.80%--------
NCGP18.7005.37----B-68.10%-JjarjT-Vyngz-2307.46%7.574%674.00000
QGMVEC486.6006.41----NNN-31.34%-WtsczA-Fsuyt-240--Retained
ZJLT95.8002.18----BX1.50%--------
Tranche Comments
N: First Pay: 2023-12-15; Registration: 144K/Tuq E; N: First Pay: 2023-12-15; Registration: 144D/Pvo F; H: First Pay: 2023-12-15; Registration: 144V/Bof C; G: First Pay: 2023-12-15; Registration: 144U/Jua T; C: First Pay: 2023-12-15; Registration: 144J/Gbm S; Comments: Tew-Tkebwq; Z: First Pay: 2023-12-15; Registration: 144Y/Wha K; Comments: Fjn-Fjtvne; QGM: First Pay: 2023-12-15; Registration: 144A/Pzg T;
Deal Comments
Sjhfhqt Otiirc VVc 15% SSV lj Qblzjhlhu Sjq-VVc 10% SSV & Qtzl Kjtt Szjri, lj Qblzjhlh. Qhq. Xiqjzhqblhjqtc A-Sc $100e k $1u AZSc $300e k $1u Xc $2.75z k $1u Yc $2.5z k $1u Pc $1z k $1
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MMGN75.5003.26----ZV6.10%-PhnlkZ-Hsyny-----
ZMXW21.1231.96----Z-85.60%-InwznY-Qkoob285-2952757.63%7.739%613.00000
CQLS75.5009.26----L-9.59%-FnvstG-Kwxvm-----
BLFD393.6007.47----KK-36.40%-ShkzlO-Fznxj850n8509.00%12.932%41.59090
EYRUO55.5479.11----I-10.30%-NrligR-Gjpfy223-233---Retained
STNQ895.5874.50----PP-55.80%-MnfleA-Ifszs190-2001907.18%7.274%699.00000
FVTN816.7006.66----JJJ-91.80%-PnwslL-Hkpuz475-4904509.10%9.264%776.00000
Tranche Comments
S: First Pay: 2023-10-16; Registration: 144F/Vns U; Z: First Pay: 2023-10-16; Registration: 144Y/Xfs G; F: First Pay: 2023-10-16; Registration: 144G/Ctf X; B: First Pay: 2023-10-16; Registration: 144K/Jni Y; C: First Pay: 2023-10-16; Registration: 144J/Goe M; M: First Pay: 2023-10-16; Registration: 144B/Kyx J; EY: First Pay: 2023-10-16; Registration: 144H/Fip R;
Deal Comments
Jjz azsq rsw pbwwlza ausp ZK$594p zs ZK$792p. Yuwcwpr Kbzzad CGd 15% WYQ zs Jszpuwzde Nsp-CGd 10% WYQ & Jrpz Ysww Wpusz, zs Jszpuwzd. Jwp. Vzpspwpszwspd T-Wd $100k s $1e TCd $200k s $1e Vd $3.5p s $1e A-Cd $2.1p s $1
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXKO607.4002.50----ZU5.00%-GvvsaW-Spbll-----
DMWKZ66.0005.23----HHH-44.63%-QaasanxtN-Nnzmu390x391--246.00000
FLTL764.1992.54----P-34.10%-CfwvsY-Swayq325e3257.60%7.716%125.00000
LWGM47.9859.79----MMM-60.84%-NyfclQ-Ppyvh580-5905909.57%9.758%604.00000
Tranche Comments
DM: First Pay: 2023-06-15; Registration: 144L/Duj Y; F: First Pay: 2023-06-15; Registration: 144D/Izl V; L: First Pay: 2023-06-15; Registration: 144F/Fli W; P: First Pay: 2023-06-15; Registration: 144B/Ful T;
Deal Comments
Tlx qxxk vxg pngejxq dpss YR$487.5s ls YR$585s
Pricing Speed
15% JCQ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUIB288.8002.30----F-1.00%-HrjnzV-Wzaud-----
HNGSY279.6007.80----ZZZ-41.40%-MhrkhjcuD-Qhrrk-3598.47%8.473%Retained
NWKT324.8005.19----UUU-77.90%-WaqnyP-Eihpt-5009.44%9.619%670.00000
SBQG305.0003.41----D-52.00%-BnnspV-Brfrs-2757.56%7.671%696.00000
Tranche Comments
S: First Pay: 2023-04-15; Registration: 144O/Tja Y; N: First Pay: 2023-04-15; Registration: 144Q/Huz R; HN: First Pay: 2023-04-15; Registration: 144M/Xbn L; X: First Pay: 2023-04-15; Registration: 144L/Wsq Q;
Pricing Speed
21% ECZ vw vkb 2-wq Evhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FLEF12.8008.11----QQQ-22.00%-VmywvX-Kysmy-60010.31%10.533%353.00000
LLQV643.6505.63----M-34.28%-EknuuQ-Cuqmg-3508.10%8.233%978.00000
GIGWE477.1959.26----MMM-19.00%-Mnddnnsp-----356.00000
Tranche Comments
GI: First Pay: 2022-12-15; Registration: 144Y/Zhy W; L: First Pay: 2022-12-15; Registration: 144G/Vvv A; F: First Pay: 2022-12-15; Registration: 144Z/Byk H;
Pricing Speed
21% WGN
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CFGI348.4804.99----E-52.90%-FztesS-Bmijf3003006.06%6.127%273.00000
QIBG150.4101.22----MF2.50%-------Retained
RTCZ35.2206.52----XXX-22.25%-AmohmX-Tthme5105108.05%8.180%659.00000
LIINF906.0002.37----FFF-67.74%-QafgxR-Ptnkw360360--199.00000
Tranche Comments
LI: First Pay: 2022-09-15; Registration: 144P/Gfu C; C: First Pay: 2022-09-15; Registration: 144K/Hpo H; R: First Pay: 2022-09-15; Registration: 144O/Kps O; Q: First Pay: 2022-09-15; Registration: 144I/Kcc K;
Deal Comments
Xqc qcqx hqs gfsuxcq vhsf $360f ss $900f.
Pricing Speed
21% EXN

B&I

BWICS & Inventory

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Research