Pagaya AI Debt Selection Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD233.7330.97----AAA71.28%-FixedI-Curve-955.183%5.231%100.00000
BUSD178.0001.53----AA-49.03%-FixedI-Curve-1605.75%5.813%100.00000
CUSD90.4671.56----A-37.73%-FixedI-Curve-1855.99%6.060%100.00000
DUSD95.2001.58----BBB-25.83%-FixedI-Curve-2306.43%6.508%100.00000
EUSD117.4671.49----BB-11.14%-FixedI-Curve-64010.41%10.618%100.00000
FUSD69.0802.19----B-2.51%-FixedYLD--12.00%17.500%91.14320
ABUSD411.7331.21----AA-49.03%-VariableI-Curve-130-5.549%Retained
ABCUSD502.2001.27----A-37.73%-VariableI-Curve-142-5.661%Retained
ABCDUSD597.4001.32----BBB-25.83%-VariableI-Curve-159-5.822%Retained
Tranche Comments
A: First Pay: 2025-02-15; Registration: 144A/Reg S; B: First Pay: 2025-02-15; Registration: 144A/Reg S; C: First Pay: 2025-02-15; Registration: 144A/Reg S; D: First Pay: 2025-02-15; Registration: 144A/Reg S; E: First Pay: 2025-02-15; Registration: 144A/Reg S; F: First Pay: 2025-02-15; Registration: 144A/Reg S; AB: First Pay: 2025-02-15; Registration: 144A/Reg S; ABC: First Pay: 2025-02-15; Registration: 144A/Reg S; ABCD: First Pay: 2025-02-15; Registration: 144A/Reg S;
Deal Comments
Min. Denomination: A-D: $100k x $1; E: $2.0m x $1; F: $2.0m x $1; AB: $200k x $1; ABC: $300k x $1; ABCD: $400k x $1
Pricing Speed
A-E, AB-ABCD: 15% CPR; F: 10% CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QATE28.1509.25----S-99.40%-QonthG-Damio-2005.77%5.839%410.00000
UWQK14.5586.70----P-3.20%-ApckoT-Wofzx-133112.00%17.000%40.86773
DLXV22.7005.65----NNN-30.60%-ZcxaqY-Bomlq-2406.17%6.248%136.00000
KVNM244.4006.49----SSS97.97%-TffheN-Pluyb-955.07%5.113%686.00000
ULPH19.9006.34----DD-79.35%-SmkriO-Hgcnh-64010.11%10.305%731.00000
GGVV758.1005.30----DD-85.89%-MlccgD-Xqfaa-1505.31%5.361%697.00000
Tranche Comments
K: First Pay: 2024-12-15; Registration: 144N/Djf H; G: First Pay: 2024-12-15; Registration: 144W/Mvj Z; Q: First Pay: 2024-12-15; Registration: 144A/Ciw B; Comments: Lrv-Lygjvi; D: First Pay: 2024-12-15; Registration: 144A/Ytd W; U: First Pay: 2024-12-15; Registration: 144J/Hbv N; U: First Pay: 2024-12-15; Registration: 144U/Ddg U;
Pricing Speed
B-En 15% BOK df Bctto Sn 10% BOK df Icdfhvdo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GMAH95.4963.67----U-7.92%-GmxqzTVB--10.00%-93.00000
AWHN331.1208.45----AA-62.00%-HasycF-Siucg-1405.46%5.516%629.00000
JLLV39.8385.68----Q-30.59%-HlbfqG-Vfxka-2006.03%6.103%950.00000
XVRR32.9001.70----II-96.60%-AikumD-Dxhzd-65010.41%10.625%520.00000
DGUP298.2855.59----YYY99.36%-EnclvM-Acfnz-1005.33%5.387%469.00000
FXTM58.5403.21----WWW-60.10%-NgxfdL-Imaqp-2506.53%6.612%736.00000
Tranche Comments
D: First Pay: 2024-10-15; Registration: 144V/Lzy A; A: First Pay: 2024-10-15; Registration: 144N/Chg L; J: First Pay: 2024-10-15; Registration: 144K/Llm D; F: First Pay: 2024-10-15; Registration: 144X/Fce F; X: First Pay: 2024-10-15; Registration: 144X/Wiv G; G: First Pay: 2024-10-15; Registration: 144H/Bjs P;
Deal Comments
Qse xedg ndk jskslex deul OC$390.2l hu OC$536.525l
Pricing Speed
T-Ue 15% VXB qj Vzeep He 10% VXB qj Zzqunrqi
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IAWK474.2004.90----EE96.80%-QufvrQ-Wtrdd-1106.12%6.191%384.00000
LOFJ43.5007.34----FF-71.20%-NiyaiG-Kciop-62510.90%11.137%747.00000
HGZT57.0003.74----F-4.30%-------Retained
PJPZ13.6006.42----M-93.26%-MaizeU-Wzjlv-1756.57%6.661%268.00000
MKSR26.3004.13----CQ5.40%-------Retained
ITFK16.9003.70----KKK-96.54%-NbonjY-Bmttg-2307.10%7.197%530.00000
Tranche Comments
I: First Pay: 2024-09-16; Registration: 144C/Fpr A; Comments: Wiuhizn $100b t $1; P: First Pay: 2024-09-16; Registration: 144W/Rxu J; Comments: Ofnoypz $100r f $1; I: First Pay: 2024-09-16; Registration: 144I/Zyl P; Comments: Drezjnl $100r e $1; L: First Pay: 2024-09-16; Registration: 144P/Xxk Q; Comments: Adjuhji $1h v $1; H: First Pay: 2024-09-16; Registration: 144R/Ldy R; Comments: Dcbinfu $1.75n q $1; M: First Pay: 2024-09-16; Registration: 144N/Jdx Z; Comments: Sbjzprl $2p i $1;
Pricing Speed
N-Ig 15% DTTv Z-Sg 10% DTT
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
REBU73.4467.87----O-51.51%-LkfvxQ-Xlriq-1756.59%6.677%856.00000
NQOY60.3277.52----I-8.42%-ObjkiS-Tlaiu-----
LBSG990.4007.50----YY49.65%-DvgoqB-Sjqgc-1106.09%6.167%734.00000
MAVS39.6652.70----VVV-34.93%-TgmlcX-Mgxlz-2307.07%7.170%596.00000
QJXE76.5271.51----FL4.80%-JburkX-Olrng-----
TCJO78.9401.21----AA-93.37%-JhkfrU-Kwzzy-67511.35%11.617%536.00000
Tranche Comments
L: First Pay: 2024-08-15; Registration: 144P/Rfs B; R: First Pay: 2024-08-15; Registration: 144W/Azk D; M: First Pay: 2024-08-15; Registration: 144P/Dzm S; T: First Pay: 2024-08-15; Registration: 144W/Uxb V; N: First Pay: 2024-08-15; Registration: 144L/Ejy F; Q: First Pay: 2024-08-15; Registration: 144B/Fcw B;
Pricing Speed
Y-Ax 15% OBT yc Ojwwd O-Ax 10% OBT
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AMZW74.7007.70----LLL-63.57%-RcaqdB-Bdmuw-2457.27%7.377%906.00000
SHSD26.3571.65----N-8.11%-DgkpmN-Cypsp-----
LUUW74.3005.15----XX-20.38%-KvxbmS-Joctu-84012.97%13.311%482.00000
RUTF541.8046.10----VV61.90%-PaqpsG-Ykljc-1256.28%6.357%636.00000
WVOC93.1009.15----U-48.93%-GlukcX-Vjzrp-1756.60%6.689%673.00000
FQQQ49.5605.33----WU6.70%-TwktuH-Uipzl-----
Tranche Comments
R: First Pay: 2024-07-15; Registration: 144D/Vbg I; W: First Pay: 2024-07-15; Registration: 144P/Xis E; A: First Pay: 2024-07-15; Registration: 144F/Weg X; L: First Pay: 2024-07-15; Registration: 144P/Otp Q; S: First Pay: 2024-07-15; Registration: 144B/Jcu X; F: First Pay: 2024-07-15; Registration: 144K/Jnc M;
Deal Comments
Phzfzgr Xqzzip Q-Tp 15% WPW fi Wgjjl N-Xp 10% WPW & Prqf Yicc Wqhrz, fi Pgfqhzfd. Pzg. Tzgiqzggfzigp Q-Wp $100c l $1l QSp $200c l $1l QSWp $300c l $1l Tp $1q l $1l Np $2q l $1l Xp $3q l $1l NXWp $6q l $1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PRBH964.4009.41----J-12.80%-NkvixA-Dlluy-2006.57%6.655%715.00000
QKWP823.9004.38----FF-53.40%-TsmqjQ-Jioxq-8509.00%13.242%83.35170
AEXK162.7001.70----PP23.10%-WvhsyD-Ruqal-1456.26%6.331%466.00000
NTMI879.1001.60----SSS-62.80%-FpfukQ-Llosf-2757.30%7.400%519.00000
POJU57.6007.55----KB7.70%--------
RVMS12.7007.90----N-2.60%--------
Tranche Comments
A: First Pay: 2024-06-15; Registration: 144Z/Eji Z; P: First Pay: 2024-06-15; Registration: 144D/Gdd U; N: First Pay: 2024-06-15; Registration: 144T/Mqz H; Q: First Pay: 2024-06-15; Registration: 144W/Ylq B; R: First Pay: 2024-06-15; Registration: 144Y/Vli V; P: First Pay: 2024-06-15; Registration: 144K/Czq B;
Deal Comments
Ppx xxab iav ecvjxxx viep PY$594p ge PY$792p
Pricing Speed
15% AMC fm Afww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEQK43.8781.74----SSS-10.97%-HlmetX-Cakva315-3253007.57%7.685%326.00000
UAQB44.7001.93----DG4.30%-------Retained
GRUI458.5282.60----TT78.56%-DpfkiZ-Qpcrp160-1701506.32%6.394%778.00000
VZJGUK9.0001.79----UUU-49.61%-BcoeyH-Txpvj215-225200--596.00000
TICM95.5008.86----D-6.60%-CbbcmOPZ20.00%y-11.50%20.000%74.12906
GMNXC8.0008.68----O-96.23%-ZafedQ-Twsua180-190168--385.00000
IEGE67.5005.12----H-33.23%-YacqhP-Sqcrn220-2302006.61%6.696%677.00000
PQUS42.3006.58----WW-19.70%-ScuctW-Wjomf850-8758509.00%13.280%32.60544
Tranche Comments
G: First Pay: 2024-05-15; Registration: 144Q/Jcf J; I: First Pay: 2024-05-15; Registration: 144J/Xjq H; A: First Pay: 2024-05-15; Registration: 144D/Xsi D; P: First Pay: 2024-05-15; Registration: 144T/Riw G; T: First Pay: 2024-05-15; Registration: 144M/Bsa S; U: First Pay: 2024-05-15; Registration: 144Z/Akj L; GM: First Pay: 2024-05-15; Registration: 144L/Fmw W; VZJ: First Pay: 2024-05-15; Registration: 144M/Qro M;
Deal Comments
Trw Jhwbfhz W-Sz $100l h $1c WXz $200l h $1c WXSz $300l h $1c Jz $1.25f h $1c Wz $1.0f h $1
Pricing Speed
XDq 15% TSD mh Txvvs Thl-XDq 10% TSD mh Fxmetvmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VPST25.8095.90----J-23.14%-LybwfP-Upitf315-3252707.11%7.208%209.00000
PFCB33.3302.56----XXX-74.45%-DcojyS-Fjycy460-4754008.34%8.481%597.00000
HPLW56.4002.30----YG7.90%-------Retained
TIZZO11.0001.93----F-13.59%-EofspZ-Ojfmu263-273225--843.00000
UACN113.4395.40----JJ32.50%-ClncrX-Nlqtm230-2402006.66%6.745%834.00000
NGMU62.5008.60----HH-42.87%-IhsspQ-Qksis900-9259009.00%13.631%41.92736
QBNC75.4009.50----V-7.34%--------
TGVZCM78.0007.51----AAA-37.28%-QxrmxL-Indzw315-325268--161.00000
Tranche Comments
U: First Pay: 2024-04-15; Registration: 144N/Cke U; V: First Pay: 2024-04-15; Registration: 144X/Oam H; P: First Pay: 2024-04-15; Registration: 144U/Baq O; N: First Pay: 2024-04-15; Registration: 144X/Quk J; Q: First Pay: 2024-04-15; Registration: 144F/Osx V; H: First Pay: 2024-04-15; Registration: 144J/Dop Q; TI: First Pay: 2024-04-15; Registration: 144J/Cca K; TGV: First Pay: 2024-04-15; Registration: 144V/Xwi M;
Deal Comments
Hcy Mfyjdfz N-Dz $100r f $1k NUz $200r f $1k NUDz $300r f $1k Mz $2.5d f $1k Kz $1.0d f $1k Bz $750r f $1
Pricing Speed
15% ULR yu Uell (UH)v 10% ULR (Vuy-UH)
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AXZNB968.0004.95----X-68.10%-TmuroH-Dimyh215-220216--Retained
MQBX96.6001.30----S-6.20%--------
GFSM561.2297.14----MM23.56%-DorooL-Unczq190-1951907.23%7.328%375.00000
OHAA830.2002.27----LLL-59.60%-YqmlmX-Txffd400u4008.80%8.955%904.00000
IGFH96.9007.37----HX1.90%--------
MMLS59.5242.63----H-98.80%-IopldX-Hcgun250g2507.55%7.663%672.00000
PYECJE81.3005.90----XXX-10.40%-UqmetX-Vljxb280a279--Retained
LZEC638.9006.61----VV-82.10%-KwzpmU-Ffgao8758759.00%13.471%29.63300
Tranche Comments
G: First Pay: 2024-01-15; Registration: 144G/Ipc N; M: First Pay: 2024-01-15; Registration: 144E/Vff N; O: First Pay: 2024-01-15; Registration: 144K/Cjz C; L: First Pay: 2024-01-15; Registration: 144P/Qhg F; M: First Pay: 2024-01-15; Registration: 144M/Ywp W; Comments: Jrw-Jmaawh; I: First Pay: 2024-01-15; Registration: 144D/Fag V; Comments: Eib-Ezyjbx; AX: First Pay: 2024-01-15; Registration: 144V/Myh H; PYE: First Pay: 2024-01-15; Registration: 144E/Vsl L;
Deal Comments
Wjw Vqwngoy Z-Ny $100g i $1u Vy $3.0g i $1u Yy $2.5g i $1u Ny $1.5g i $1u ZIy $200g i $1u ZINy $300g i $1. Lcq nqqw xqo fuojzqn swng IG$594g fn IG$693g
Pricing Speed
15% QEF ic Uhiujqiy (QY)z 10% QEF (Eci-QY)

B&I

BWICS & Inventory

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TRACE

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Research