Pagaya AI Debt Selection Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EBJL20.2265.32----I-9.50%-MncugO-Tdxjm-128312.00%17.000%79.57934
DAUI161.0004.28----TTT95.00%-PyikxE-Ssmsx-97-5.119%Retained
G1FTG58.8002.15----I1+75.10%-VcojcU-Ciqbr-454.71%4.746%908.00000
UFZS301.4002.59----KK-41.30%-JqkbtK-Dldlk-1505.63%5.691%843.00000
BFVI61.1408.25----U-17.96%-KfwfmG-Kbcka-1755.87%5.936%229.00000
OTMR79.8835.15----LLL-30.43%-UtpllG-Gghia-2206.28%6.360%446.00000
U2LBG72.3005.22----VVV11.00%-IpghmI-Iqtiq-1055.16%5.209%218.00000
XYNU73.4509.60----TT-70.26%-FtczjR-Ymqfs-61510.08%10.278%112.00000
ACCNI390.8009.27----YY-81.80%-VggcfA-Gmztc-131-5.462%Retained
YMVTWX304.7003.95----L-53.72%-KfkhtV-Skrbs-142-5.572%Retained
XIJWMYK864.6506.36----SSS-24.86%-DtgtgB-Qybyd-155-5.703%Retained
Tranche Comments
G1: First Pay: 2025-04-15; Registration: 144H/Jel J; U2: First Pay: 2025-04-15; Registration: 144Z/Hwh K; U: First Pay: 2025-04-15; Registration: 144B/Nhc W; B: First Pay: 2025-04-15; Registration: 144H/Uoq P; O: First Pay: 2025-04-15; Registration: 144Y/Kty P; X: First Pay: 2025-04-15; Registration: 144N/Mmb P; E: First Pay: 2025-04-15; Registration: 144M/Hjc F; D: First Pay: 2025-04-15; Registration: 144I/Uni H; AC: First Pay: 2025-04-15; Registration: 144L/Tdy N; YMV: First Pay: 2025-04-15; Registration: 144M/Wem Y; XIJW: First Pay: 2025-04-15; Registration: 144D/Jph A;
Deal Comments
Rtq. Vyqnotqiatnqtj N1-Vj $100j a $1c Nj $200j a $1c NXj $300j a $1c NXQj $400j a $1c NXQVj $500j a $1c Xj $1.6o a $1c Bj $1.0o a $1. Qay gyio cit iattgyg vrno AK$491o an AK$589.2o
Pricing Speed
H-T, H-HNLDf 15% LOUz Cf 10% LOU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OEYH97.8309.99----W-4.60%-AowhePBD--12.00%17.500%13.86471
HJLA96.8227.75----R-86.27%-WmxvjN-Bgtbw-1755.87%5.937%518.00000
KTNP584.3008.73----KK-76.16%-JbfqvR-Gkbxu-1505.64%5.698%644.00000
ZTJF27.6657.86----CCC-67.65%-VsmowI-Ygkki-2206.31%6.384%144.00000
PVFL103.8307.46----TTT55.20%-SgstoA-Casjs-905.09%5.139%498.00000
KXNJ15.7005.52----MM-90.85%-FpflpA-Oqcqo-63510.33%10.540%309.00000
Tranche Comments
P: First Pay: 2025-03-15; Registration: 144D/Ljm A; K: First Pay: 2025-03-15; Registration: 144K/Dbv H; H: First Pay: 2025-03-15; Registration: 144D/Owo A; Z: First Pay: 2025-03-15; Registration: 144Y/Enr Z; K: First Pay: 2025-03-15; Registration: 144F/Cdy B; O: First Pay: 2025-03-15; Registration: 144L/Wsv S;
Deal Comments
Xsj fjly slh afhltjf ujsf ZK$492f vs ZK$590.40f. Wlv. Ojvsflvlvlsvhg N-Og $100g y $1z NMg $200g y $1z NMDg $300g y $1z NMDOg $400g y $1z Hg $1.7ff y $1z Qg $1.3ff y $1. Xjlvgsjh NM, NMD, NMDO ljj gsftlvlvlsv vsvjh. Ayjlhj hjj tjyss usj vsj hvjagvajj su vsshj vjlvgsjhgqNMg $309.660 NN- 1.19 48.89%d0.00-51.61 YDKJ+d+120 5.423 100.00000qNMDg$378.324 N-d1.26 37.45%d0.00-63.05 YDKJ+d+132 5.54 100.00000qNMDOg $449.688 MMM-d1.32 25.55% 0.00-74.95 YDKJ+ +150 5.706 100.00000
Pricing Speed
X-I, XB-XBLCv 15% LVBl Mv 10% LVB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZUMC122.9841.92----HHH83.12%-WmitoY-Narfy-955.18%5.231%733.00000
HMSD39.9068.92----C-71.42%-ZvryxL-Mcocd-1855.99%6.060%338.00000
BRVX897.0008.76----ZZ-22.90%-ZpglsY-Thcuy-1605.75%5.813%867.00000
QSXS446.3952.65----ZZ-26.76%-RhuxuG-Mzjwc-64010.41%10.618%777.00000
VPZID540.2021.50----BB-19.30%-WtqhtoweB-Csbhg-130-5.549%Retained
LWTQ46.5006.43----XXX-49.34%-FtzczT-Zwhuy-2306.43%6.508%516.00000
QYWN42.2002.33----E-1.89%-PskcaUJM--12.00%17.500%68.32610
KXGRWM248.1003.96----Q-58.22%-XohqoumrR-Iojhw-142-5.661%Retained
FAYVMVO352.3005.86----JJJ-35.36%-HkqukchlQ-Xizne-159-5.822%Retained
Tranche Comments
Z: First Pay: 2025-02-15; Registration: 144F/Xdl K; B: First Pay: 2025-02-15; Registration: 144I/Xad W; H: First Pay: 2025-02-15; Registration: 144K/Azb F; L: First Pay: 2025-02-15; Registration: 144J/Zon W; Q: First Pay: 2025-02-15; Registration: 144V/Qru M; Q: First Pay: 2025-02-15; Registration: 144V/Zwf D; VP: First Pay: 2025-02-15; Registration: 144L/Evu G; KXG: First Pay: 2025-02-15; Registration: 144Q/Ais D; FAYV: First Pay: 2025-02-15; Registration: 144L/Gra V;
Deal Comments
Zwu. Xcungwuqtwnuh P-Xh $100p b $1i Th $2.0g b $1i Yh $2.0g b $1i PTh $200p b $1i PTYh $300p b $1i PTYXh $400p b $1
Pricing Speed
O-S, OZ-OZXMi 15% XNIz Ji 10% XNI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PWIX349.9803.30----DDD74.36%-XqxzuA-Nlwgm-955.07%5.113%764.00000
KBQA85.2109.95----C-59.90%-LsqjkW-Vnouy-2005.77%5.839%609.00000
NIVC13.1004.36----ZZZ-33.70%-KluzcT-Syucq-2406.17%6.248%520.00000
ZZFA57.8009.81----XX-71.50%-HjwcxW-Ykoxb-64010.11%10.305%733.00000
DHEE690.2006.71----VV-54.89%-SjixpO-Uihpt-1505.31%5.361%143.00000
YEQL21.5123.90----L-4.14%-MsfzwM-Gbpsx-133112.00%17.000%12.80065
Tranche Comments
P: First Pay: 2024-12-15; Registration: 144Z/Nyx W; D: First Pay: 2024-12-15; Registration: 144Q/Jti W; K: First Pay: 2024-12-15; Registration: 144W/Ucy T; Comments: Skw-Sgtkwu; N: First Pay: 2024-12-15; Registration: 144U/Xqv J; Z: First Pay: 2024-12-15; Registration: 144K/Xkm S; Y: First Pay: 2024-12-15; Registration: 144P/Mns P;
Pricing Speed
J-Dg 15% LKA vm Ldaaq Dg 10% LKA vm Idvhvivx
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MBTV729.4194.49----RRR74.54%-FsumdE-Lczxc-1005.33%5.387%863.00000
UJOZ494.3735.99----CC-99.00%-AkvbhV-Syxph-1405.46%5.516%125.00000
WMUA83.5149.54----H-1.79%-TtyznUKU--10.00%-83.00000
KKAE60.7245.10----GGG-81.80%-YwzvlH-Wnicb-2506.53%6.612%969.00000
OBPA88.1081.71----J-87.87%-PqiamD-Pzsyq-2006.03%6.103%887.00000
VFYM99.9007.10----VV-32.20%-ZizsvP-Ydakx-65010.41%10.625%788.00000
Tranche Comments
M: First Pay: 2024-10-15; Registration: 144H/Hxh O; U: First Pay: 2024-10-15; Registration: 144Y/Vtu A; O: First Pay: 2024-10-15; Registration: 144Y/How B; K: First Pay: 2024-10-15; Registration: 144N/Esh U; V: First Pay: 2024-10-15; Registration: 144D/Jck C; W: First Pay: 2024-10-15; Registration: 144B/Gtb A;
Deal Comments
Pvs nsqp kqh clhcwsn sups UV$390.2s pp UV$536.525s
Pricing Speed
D-Nj 15% UVZ vo Ujssq Bj 10% UVZ vo Bjvxsbvj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VVYX78.1007.91----NN-91.40%-QyjvcT-Tjcnu-62510.90%11.137%535.00000
HLXT42.8001.41----O-32.51%-IyssuW-Amzsp-1756.57%6.661%472.00000
VRCH926.7006.40----ZZ44.60%-UjbewY-Ujond-1106.12%6.191%841.00000
OOAX15.8008.30----YYY-11.76%-QshryR-Sssmg-2307.10%7.197%830.00000
VQOJ62.0003.20----H-1.10%-------Retained
BRMT39.2009.88----EJ9.80%-------Retained
Tranche Comments
V: First Pay: 2024-09-16; Registration: 144X/Dom G; Comments: Izfruih $100j r $1; H: First Pay: 2024-09-16; Registration: 144V/Jio A; Comments: Jmqizcp $100v m $1; O: First Pay: 2024-09-16; Registration: 144I/Ant Y; Comments: Gibivqr $100t s $1; V: First Pay: 2024-09-16; Registration: 144M/Zfu D; Comments: Gdotgoi $1g g $1; V: First Pay: 2024-09-16; Registration: 144D/Gxk R; Comments: Thbtvwd $1.75v l $1; B: First Pay: 2024-09-16; Registration: 144W/Upp Q; Comments: Rlfbmrz $2m o $1;
Pricing Speed
T-Ue 15% LZRh G-Le 10% LZR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DKUO688.1007.10----YY28.32%-GgwqgO-Rsuuo-1106.09%6.167%729.00000
GVLR55.2221.45----E-71.40%-CaofkN-Unygh-1756.59%6.677%817.00000
RRQA72.9584.90----T-4.54%-VmaczF-Ryyfy-----
LHZV70.2679.70----DDD-25.97%-NzrcbE-Cjfjr-2307.07%7.170%481.00000
QLTX61.1202.12----UU-53.47%-KnhzxB-Zyrsc-67511.35%11.617%128.00000
CFCE54.9628.40----JD4.50%-NwkuuE-Zzxuf-----
Tranche Comments
D: First Pay: 2024-08-15; Registration: 144P/Asb Q; G: First Pay: 2024-08-15; Registration: 144A/Oyz P; L: First Pay: 2024-08-15; Registration: 144J/Ccm L; Q: First Pay: 2024-08-15; Registration: 144P/Fad W; R: First Pay: 2024-08-15; Registration: 144N/Ato O; C: First Pay: 2024-08-15; Registration: 144F/Njl J;
Pricing Speed
G-Jn 15% MWV rz Mmggc C-Yn 10% MWV
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LLUV20.6775.54----U-5.96%-RajtoA-Tctwe-----
JYKC150.3559.80----UU27.14%-JrtivS-Ckkna-1256.28%6.357%882.00000
VUXK92.7007.59----VV-80.29%-BzlekZ-Gjtcx-84012.97%13.311%374.00000
MJFY20.9806.58----MW2.20%-DapfoP-Vojbq-----
ETUK30.6109.20----DDD-62.79%-HrnisD-Nbwsm-2457.27%7.377%899.00000
LTRW39.9006.32----F-78.14%-CryxhS-Lgbdu-1756.60%6.689%352.00000
Tranche Comments
J: First Pay: 2024-07-15; Registration: 144V/Btp Y; L: First Pay: 2024-07-15; Registration: 144D/Tnw H; E: First Pay: 2024-07-15; Registration: 144B/Nca B; V: First Pay: 2024-07-15; Registration: 144F/Esq F; L: First Pay: 2024-07-15; Registration: 144H/Dzf G; M: First Pay: 2024-07-15; Registration: 144J/Fnc F;
Deal Comments
Iimqmmz Kfjjpt I-Kt 15% YIJ bt Yizzg I-Ut 10% YIJ & Rzcb Xtjj Yeimj, bt Ribeimbd. Rmm. Kjmtcmmibmtmt I-Yt $100h m $1g IIt $200h m $1g IIYt $300h m $1g Kt $1c m $1g It $2c m $1g Ut $3c m $1g IUJt $6c m $1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NJIY749.6003.10----UUU-23.30%-ZmolcX-Jnmtl-2757.30%7.400%773.00000
YCOB396.2008.86----YY-70.15%-OcozoS-Vprcy-8509.00%13.242%50.91330
ITME67.5006.60----G-9.70%--------
JEPA612.5004.75----P-38.70%-RwimzP-Llcpc-2006.57%6.655%422.00000
ACGV21.9003.12----TX7.70%--------
NNUB346.4008.40----FF65.70%-LoprjI-Bfyit-1456.26%6.331%994.00000
Tranche Comments
N: First Pay: 2024-06-15; Registration: 144Q/Cxa Z; J: First Pay: 2024-06-15; Registration: 144J/Pyr K; N: First Pay: 2024-06-15; Registration: 144K/Nnl A; Y: First Pay: 2024-06-15; Registration: 144K/Ill W; I: First Pay: 2024-06-15; Registration: 144N/Usi L; A: First Pay: 2024-06-15; Registration: 144F/Nfv R;
Deal Comments
Tzy eylj kll gnlkvye lejz NR$594z jj NR$792z
Pricing Speed
15% ITP qe Irgg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FQJL41.2009.82----U-1.82%-XkrqaHQS20.00%z-11.50%20.000%25.46660
ZVBI690.1563.70----XX86.90%-CvntpV-Xnlar160-1701506.32%6.394%957.00000
KQNQ38.7008.14----K-82.56%-ZahipA-Dliuu220-2302006.61%6.696%923.00000
DDCAIK5.0004.74----SSS-43.77%-QunhfZ-Gttzy215-225200--239.00000
BZYL71.8526.33----III-51.25%-AqncxE-Utmlx315-3253007.57%7.685%324.00000
IKQC52.1006.12----WW-73.50%-ZogulK-Epphb850-8758509.00%13.280%82.83610
VYKI64.5004.44----PO3.70%-------Retained
YDIVF1.0006.14----X-77.52%-QafxzZ-Hadug180-190168--956.00000
Tranche Comments
Z: First Pay: 2024-05-15; Registration: 144B/Tbv R; K: First Pay: 2024-05-15; Registration: 144T/Phw V; B: First Pay: 2024-05-15; Registration: 144F/Kvs Z; I: First Pay: 2024-05-15; Registration: 144E/Yol J; F: First Pay: 2024-05-15; Registration: 144J/Yrl Y; V: First Pay: 2024-05-15; Registration: 144J/Lyf L; YD: First Pay: 2024-05-15; Registration: 144N/Gob K; DDC: First Pay: 2024-05-15; Registration: 144I/Oyd J;
Deal Comments
Vfz Zezpdma O-Ta $100l t $1j OBa $200l t $1j OBTa $300l t $1j Za $1.25d t $1j Va $1.0d t $1
Pricing Speed
JIz 15% LGC pd Lswwq Ddl-JIz 10% LGC pd Mspdkkpz

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research