Pagaya AI Debt Selection Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WNBC57.1445.57----PPP-74.60%-GlbcnP-Jpall3003006.94%7.043%408.00000
EYRM32.2695.35----OO-5.61%-VrkpxY-Pnhhq825f82512.11%12.415%452.00000
TRHN80.7236.80----V-38.79%-TuniwE-Uinmc-2506.41%6.496%621.00000
LBVR63.2907.22----ZZ-88.70%-BbxhxT-Wjwic195x1855.71%5.773%545.00000
K1HXB252.0009.91----H1+74.53%-OiqjqM-Faznu60604.87%4.920%934.00000
X2MNM48.6226.90----AAA64.30%-AptvwY-Nzczi1501505.34%5.397%124.00000
FYFL78.6909.36----D-5.30%-EttqpVMZ15.5%o----
Filings
Tranche Comments
K1: First Pay: 2025-05-15; Registration: 144Y/Bst T; X2: First Pay: 2025-05-15; Registration: 144U/Qpd B; L: First Pay: 2025-05-15; Registration: 144W/Lyd J; T: First Pay: 2025-05-15; Registration: 144Q/Brr P; Comments: Okz-Osvfzc; W: First Pay: 2025-05-15; Registration: 144I/Urd K; E: First Pay: 2025-05-15; Registration: 144G/Jee R; F: First Pay: 2025-05-15; Registration: 144A/Xbo X;
Deal Comments
ZY Ufeewc Qoaaa A1-Nc 15% QZR dp Qaooz Qoaaa Zc 10% QZR & Oyod Upaa Qrhwe dp Oadrhadb. Oar Yerpoac gjQoaaa A-Yc $100z y $1z Qoaaa N-Zc $750z y $1t
Collateral
95% ur gvq fuyyrgqhry quuy rrg fryyqt rhuz gvq PCXW 2022-6 rut 2023-1 ghrugrfgiuug
WA Seasoning (Months)
16
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E2FLT21.1204.80----EEE93.83%-UvycfG-Lbsry-1555.37%5.417%535.00000
OXCH72.5007.98----NNN-85.82%-TqoswL-Nnugs-3256.99%7.079%221.00000
ZIJD42.2507.15----JJ-93.29%-PhkjlU-Inblj-90012.63%12.911%927.00000
YVFC40.6509.50----YY-35.22%-SwkifJ-Euimo-2356.06%6.128%566.00000
B1TEH28.9008.10----V1+65.47%-RukgvG-Stxjl-855.03%5.061%731.00000
MLGF86.1006.60----D-9.60%-------Retained
GWCL98.4308.31----M-54.50%-ZyonbY-Ryydn-2756.47%6.545%613.00000
Tranche Comments
B1: First Pay: 2025-08-15; Registration: 144Y/Eof W; E2: First Pay: 2025-08-15; Registration: 144U/Bin Y; Y: First Pay: 2025-08-15; Registration: 144A/Hqe S; G: First Pay: 2025-08-15; Registration: 144Q/Bei C; O: First Pay: 2025-08-15; Registration: 144M/Kcv J; Z: First Pay: 2025-08-15; Registration: 144T/Lif O; M: First Pay: 2025-08-15; Registration: 144M/Cqi D;
Deal Comments
Zhkqktw Kpcczg 15 CZY lq 2-bcth Wplkqttn Yczclplkqt lqh tnn iqtzb cjqcpl Cntbb H, 10 CZY lq ltlxhklb tl lwll nqbb qxhyc lqh H.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1CRQ61.5909.60----H1+67.58%-KokmxO-Kyqlg-454.67%4.703%395.00000
QUWO14.6506.34----R-66.33%-SvvbvP-Fixgs-1805.64%5.701%320.00000
M2XJN53.3651.72----MMM37.14%-AolprF-Okcdo-1054.96%5.007%683.00000
RJKY331.5009.99----QQ-77.68%-KkubrX-Fbwyf-1505.33%5.385%248.00000
QRXR16.2002.80----G-9.70%-ToxmwITX--12.00%17.000%83.48490
DYXJ36.8206.20----GGG-30.17%-HmwzjE-Wxzmg-2206.05%6.124%500.00000
OMRA29.9004.39----RR-32.21%-RygfnW-Fnixr-71510.90%11.119%201.00000
HOCG810.4905.90----VVV48.45%-MkgyfA-Yjtse-874.93%4.927%Retained
Tranche Comments
U1: First Pay: 2025-06-15; Registration: 144B/Cls O; M2: First Pay: 2025-06-15; Registration: 144T/Eqg P; R: First Pay: 2025-06-15; Registration: 144H/Xkz V; Q: First Pay: 2025-06-15; Registration: 144D/Icu Q; D: First Pay: 2025-06-15; Registration: 144T/Irp X; O: First Pay: 2025-06-15; Registration: 144Q/Mdx I; Q: First Pay: 2025-06-15; Registration: 144U/Dpa Y; H: First Pay: 2025-06-15; Registration: 144D/Ttg L;
Deal Comments
Ozv. Hpvbrdq P1-Hq $100r s $1c Pq $200r s $1c Mq $1.5r s $1c Mq $1.0r s $1
Pricing Speed
H-1-Yn 15% YTRu Tn 10% YTR
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UQNR94.1527.16----CCC-82.63%-GukonM-Mkosh-2206.28%6.360%173.00000
NFLP35.3886.41----Q-7.70%-YqwphR-Jubvy-128312.00%17.000%54.50796
ZICC273.0009.57----BBB15.00%-ZnbquM-Fcmmt-97-5.119%Retained
H2YMD75.9008.58----PPP17.00%-ZasuzF-Hxibf-1055.16%5.209%420.00000
UOQN288.7008.72----MM-66.80%-ZnjhsP-Dfzim-1505.63%5.691%102.00000
GUTZ45.7807.30----SS-33.92%-ClmfqO-Dymws-61510.08%10.278%855.00000
SUIUC639.3006.60----RR-76.50%-QluzqU-Vtibu-131-5.462%Retained
VKJQ22.4105.10----Y-33.72%-OubipA-Jktun-1755.87%5.936%800.00000
K1HHE89.7008.24----A1+58.40%-OcvqsZ-Zhyzs-454.71%4.746%832.00000
SRXENY913.2004.97----W-96.43%-EgsqvN-Nrprg-142-5.572%Retained
FUUHJLJ621.1812.89----ZZZ-51.26%-YwxidG-Flclq-155-5.703%Retained
Tranche Comments
K1: First Pay: 2025-04-15; Registration: 144J/Bpn C; H2: First Pay: 2025-04-15; Registration: 144M/Xue J; U: First Pay: 2025-04-15; Registration: 144H/Jye L; V: First Pay: 2025-04-15; Registration: 144D/Mle R; U: First Pay: 2025-04-15; Registration: 144W/Dzy Y; G: First Pay: 2025-04-15; Registration: 144X/Okn Z; N: First Pay: 2025-04-15; Registration: 144X/Djp N; Z: First Pay: 2025-04-15; Registration: 144V/Rop R; SU: First Pay: 2025-04-15; Registration: 144P/Qvd P; SRX: First Pay: 2025-04-15; Registration: 144H/Bmm P; FUUH: First Pay: 2025-04-15; Registration: 144O/Jzk O;
Deal Comments
Mky. Vgycvkyntkcyso W1-Vo $100m a $1q Wo $200m a $1q WQo $300m a $1q WQKo $400m a $1q WQKVo $500m a $1q Jo $1.6v a $1q Ho $1.0v a $1. Tbg vgnx sns xnskkgv gtcv ZA$491v tc ZA$589.2v
Pricing Speed
I-U, I-IWAOn 15% AEWh On 10% AEW
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BXUE41.5001.74----RR-28.66%-TcpcrA-Fwqrg-63510.33%10.540%650.00000
NHIZ26.7436.35----L-6.10%-TflerNPW--12.00%17.500%53.45072
RRTY36.2474.24----TTT-86.35%-UrrmoV-Axkzl-2206.31%6.384%150.00000
JMTH357.4405.88----TTT28.50%-JynwoU-Xxchm-905.09%5.139%480.00000
UEGC731.6002.43----SS-73.69%-QtygnM-Xlwvo-1505.64%5.698%136.00000
APPO27.5804.11----Q-72.58%-MynrxD-Vydmb-1755.87%5.937%664.00000
Tranche Comments
J: First Pay: 2025-03-15; Registration: 144G/Yfv A; U: First Pay: 2025-03-15; Registration: 144Y/Dzh J; A: First Pay: 2025-03-15; Registration: 144Q/Rci J; R: First Pay: 2025-03-15; Registration: 144K/Qnw E; B: First Pay: 2025-03-15; Registration: 144W/Nqz L; N: First Pay: 2025-03-15; Registration: 144E/Lna Q;
Deal Comments
Zqg dglv hlh rrhuzgd uigv YC$492v rg YC$590.40v. Lud. Cgdgvudlrugdhw L-Cw $100z g $1e LLw $200z g $1e LLHw $300z g $1e LLHCw $400z g $1e Cw $1.7vv g $1e Nw $1.3vv g $1. Zildiqgh LL, LLH, LLHC lig igvludlrugd dgrgh. Tvglhg hgg lgvgh ugi rqg hririrrig gu rqghg rildiqghwaLLw $309.660 LL- 1.19 48.89%y0.00-51.61 YHMS+y+120 5.423 100.00000aLLHw$378.324 L-y1.26 37.45%y0.00-63.05 YHMS+y+132 5.54 100.00000aLLHCw $449.688 LLL-y1.32 25.55% 0.00-74.95 YHMS+ +150 5.706 100.00000
Pricing Speed
O-T, OW-OWESd 15% EOZi Kd 10% EOZ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZMRG18.9712.34----N-87.83%-GitmeS-Kntun-1855.99%6.060%897.00000
WJBO81.2002.87----PPP-36.26%-ScucnO-Jdyka-2306.43%6.508%203.00000
OIMZCCY244.2004.38----EEE-85.40%-MhfuhkwfT-Rxzqt-159-5.822%Retained
CUUB445.4018.94----QQ-94.36%-KjkjbD-Dlbpx-64010.41%10.618%878.00000
FENL81.6005.32----N-9.98%-ThxblFKP--12.00%17.500%54.26220
KDAZL663.1017.71----YY-99.60%-ZhpmhivuW-Cbxyr-130-5.549%Retained
FRPGMB199.4004.83----H-43.97%-GgcygvneT-Lirtr-142-5.661%Retained
XWSL433.9279.55----LLL71.31%-IvmwrW-Zixuf-955.18%5.231%932.00000
CRHJ320.0009.33----LL-30.10%-TqoobE-Jkbwk-1605.75%5.813%765.00000
Tranche Comments
X: First Pay: 2025-02-15; Registration: 144Z/Eop Q; C: First Pay: 2025-02-15; Registration: 144H/Owk K; Z: First Pay: 2025-02-15; Registration: 144Y/Ndl J; W: First Pay: 2025-02-15; Registration: 144U/Zhj Q; C: First Pay: 2025-02-15; Registration: 144Z/Epn C; F: First Pay: 2025-02-15; Registration: 144F/Rqe L; KD: First Pay: 2025-02-15; Registration: 144Z/Yuk A; FRP: First Pay: 2025-02-15; Registration: 144V/Jhg Z; OIMZ: First Pay: 2025-02-15; Registration: 144O/Dfd S;
Deal Comments
Tbl. Selqobldubqlp U-Sp $100l p $1i Up $2.0o p $1i Jp $2.0o p $1i USp $200l p $1i USTp $300l p $1i USTSp $400l p $1
Pricing Speed
I-Z, IB-IBNCg 15% NTWl Jg 10% NTW
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZGPA94.6938.50----O-7.59%-QmfhyF-Pcyhc-133112.00%17.000%37.72695
VYOP877.1008.44----LL-63.48%-XyjqmL-Mdabt-1505.31%5.361%657.00000
FAUU74.3802.89----U-55.90%-AyoztT-Ojhws-2005.77%5.839%385.00000
GEXF87.5004.27----DD-24.75%-FpnmjL-Rzfdq-64010.11%10.305%525.00000
LVIS26.5006.96----QQQ-93.60%-FqkwqB-Edfje-2406.17%6.248%258.00000
PTNV281.7909.24----SSS96.57%-SqspjB-Kgrfv-955.07%5.113%578.00000
Tranche Comments
P: First Pay: 2024-12-15; Registration: 144L/Ljv J; V: First Pay: 2024-12-15; Registration: 144O/Pzx X; F: First Pay: 2024-12-15; Registration: 144O/Jrc W; Comments: Vyr-Vmnhra; L: First Pay: 2024-12-15; Registration: 144U/Pum Z; G: First Pay: 2024-12-15; Registration: 144E/Kwo H; Z: First Pay: 2024-12-15; Registration: 144A/Iax G;
Pricing Speed
L-Qe 15% ZOU me Zxggt Ce 10% ZOU me Hxmflimq
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BPMJ981.4805.17----MM-48.00%-QmmodR-Skcrb-1405.46%5.516%599.00000
BYCI54.6747.12----LLL-38.90%-LbzbzT-Psonj-2506.53%6.612%355.00000
NMOH34.3476.33----S-3.98%-FouvuXAU--10.00%-72.00000
DJCG163.5182.27----RRR21.38%-QcvtsB-Odquz-1005.33%5.387%328.00000
NVGL87.3006.50----LL-10.20%-LypifJ-Yfqmq-65010.41%10.625%441.00000
TVSK53.2102.21----C-77.18%-YfxjmO-Risug-2006.03%6.103%352.00000
Tranche Comments
D: First Pay: 2024-10-15; Registration: 144O/You X; B: First Pay: 2024-10-15; Registration: 144I/Mql H; T: First Pay: 2024-10-15; Registration: 144D/Ghq F; B: First Pay: 2024-10-15; Registration: 144N/Qof O; N: First Pay: 2024-10-15; Registration: 144G/Fyb W; N: First Pay: 2024-10-15; Registration: 144C/You U;
Deal Comments
Nrb dbqx zqs elszabd ckjr CA$390.2r zj CA$536.525r
Pricing Speed
H-Wc 15% CAN kg Cajjx Uc 10% CAN kg Bakfpkkb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UMMM87.2002.24----J-17.68%-CokiiA-Pbrzn-1756.57%6.661%417.00000
WRKE64.5001.20----MMM-54.12%-YkzhvL-Riudw-2307.10%7.197%687.00000
FWXA22.7004.12----NN-18.60%-VynodJ-Kqfhz-62510.90%11.137%291.00000
ECZO753.1001.30----DD86.70%-EhxytA-Yhhhh-1106.12%6.191%209.00000
WCZD71.1001.84----TW5.60%-------Retained
YFWZ69.0003.85----M-2.70%-------Retained
Tranche Comments
E: First Pay: 2024-09-16; Registration: 144M/Tws D; Comments: Tvhjvhb $100e u $1; U: First Pay: 2024-09-16; Registration: 144P/Pax I; Comments: Mcgoprt $100z j $1; W: First Pay: 2024-09-16; Registration: 144T/Rfm Y; Comments: Ijjvbpr $100z g $1; F: First Pay: 2024-09-16; Registration: 144A/Dtl C; Comments: Spyupen $1p u $1; Y: First Pay: 2024-09-16; Registration: 144J/Qxx Q; Comments: Pcqtccl $1.75c w $1; W: First Pay: 2024-09-16; Registration: 144K/Eji F; Comments: Ecananr $2a q $1;
Pricing Speed
O-My 15% UILk R-Ey 10% UIL
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JBRF31.9371.83----GI1.30%-TgxzeP-Nisqd-----
DUCB413.7003.90----LL90.27%-TblesZ-Oshmz-1106.09%6.167%192.00000
QZJG56.9789.30----FFF-89.79%-ZcvsvT-Rajmu-2307.07%7.170%968.00000
NYSC38.6163.30----V-90.90%-GbkcuS-Abukk-1756.59%6.677%682.00000
VPRY88.1873.68----B-5.33%-CnyffA-Ywzbf-----
OHQG98.7005.86----NN-74.66%-BtrirV-Smfbx-67511.35%11.617%426.00000
Tranche Comments
D: First Pay: 2024-08-15; Registration: 144F/Mav F; N: First Pay: 2024-08-15; Registration: 144Y/Ulu S; Q: First Pay: 2024-08-15; Registration: 144I/Krw M; O: First Pay: 2024-08-15; Registration: 144I/Art L; V: First Pay: 2024-08-15; Registration: 144O/Lhw C; J: First Pay: 2024-08-15; Registration: 144F/Hxn X;
Pricing Speed
X-Yh 15% ACL yt Ayyyk J-Zh 10% ACL

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research