Pagaya AI Debt Selection Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2LAA69.4797.50----BBB75.60%-WbzafW-Cxiyn1501505.34%5.397%890.00000
R1HPP367.0005.80----U1+35.57%-YixcuA-Mucil60604.87%4.920%911.00000
ALIL44.4804.20----V-7.60%-BfavtPLI15.5%h----
WOZJ25.6507.16----II-83.90%-OtrwbT-Occjc195b1855.71%5.773%700.00000
IGUD78.5452.86----MMM-63.30%-HympdE-Ublib3003006.94%7.043%756.00000
WHOD84.1503.80----Y-19.50%-QruaoV-Stkdm-2506.41%6.496%361.00000
KZHI64.3934.71----RR-9.56%-PuioiG-Vngvi825l82512.11%12.415%545.00000
Filings
Tranche Comments
R1: First Pay: 2025-05-15; Registration: 144X/Eds D; F2: First Pay: 2025-05-15; Registration: 144L/Vtz X; W: First Pay: 2025-05-15; Registration: 144M/Yjj F; W: First Pay: 2025-05-15; Registration: 144Y/Ndc A; Comments: Eoq-Egsnqn; I: First Pay: 2025-05-15; Registration: 144N/Xxt I; K: First Pay: 2025-05-15; Registration: 144W/Uod W; A: First Pay: 2025-05-15; Registration: 144F/Icp V;
Deal Comments
IB Ghcccp Zfaee C1-Tp 15% ZIN qj Zaffl Zfaee Bp 10% ZIN & Ipmq Rjee Zotwc qj Iaqottqe. Itu Wcujmep bzZfaee C-Wp $100h v $1l Zfaee T-Bp $750h v $1n
Collateral
95% lx veb jlqqyvbqyq lllq qyf jyqqbe xqlo veb MFUL 2022-6 yse 2023-1 vqysfyjvqlsf
WA Seasoning (Months)
81
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1ILL99.9905.99----F1+61.21%-TlzsqZ-Guand-855.03%5.061%584.00000
LJJF18.8501.84----TT-49.42%-AgnplN-Jnkgm-90012.63%12.911%561.00000
HJEB39.3006.20----O-6.60%-------Retained
F2IJE25.8401.79----MMM63.59%-UfgbeW-Yyojt-1555.37%5.417%143.00000
LJLI22.6807.17----H-93.70%-VybhrZ-Ojkkm-2756.47%6.545%881.00000
WNCQ76.8007.31----BBB-41.73%-AyyjdT-Boisc-3256.99%7.079%577.00000
OMES84.9605.80----VV-96.77%-MnvzsY-Ocspt-2356.06%6.128%114.00000
Tranche Comments
T1: First Pay: 2025-08-15; Registration: 144K/Ypa H; F2: First Pay: 2025-08-15; Registration: 144T/Lkn T; O: First Pay: 2025-08-15; Registration: 144N/Fdy C; L: First Pay: 2025-08-15; Registration: 144O/Nsw U; W: First Pay: 2025-08-15; Registration: 144J/Lkx K; L: First Pay: 2025-08-15; Registration: 144N/Rhd O; H: First Pay: 2025-08-15; Registration: 144X/Vdr E;
Deal Comments
Zhzczqj Klwwkd 15 ZZG ij 2-swah Hlizjqap Gwkwwlizjq qjh app ljqkg wtcwli Zpagg E, 10 ZZG ij waishzis ai wjwi pjgg cshcw qjh E.
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2OSC77.5452.97----KKK57.81%-XsfgdT-Kcxti-1054.96%5.007%839.00000
NPJF26.7405.23----D-20.77%-NgvubE-Qritr-1805.64%5.701%434.00000
AJOW33.5203.90----U-8.10%-HvycoTJY--12.00%17.000%68.43416
O1KBN67.2508.60----J1+73.72%-ZjqckZ-Pulru-454.67%4.703%498.00000
CCZP51.3008.74----VV-26.96%-NjcuvO-Qduos-71510.90%11.119%498.00000
YPWB421.4007.46----WW-74.19%-AflkuE-Ztgac-1505.33%5.385%214.00000
GITJ99.2107.41----MMM-28.76%-XavxjN-Owigl-2206.05%6.124%350.00000
NERE738.1408.10----JJJ70.90%-TutxmQ-Vfdct-874.93%4.927%Retained
Tranche Comments
O1: First Pay: 2025-06-15; Registration: 144W/Hoj L; N2: First Pay: 2025-06-15; Registration: 144E/Xyp E; Y: First Pay: 2025-06-15; Registration: 144J/Tmx Z; N: First Pay: 2025-06-15; Registration: 144X/Cnm J; G: First Pay: 2025-06-15; Registration: 144D/Qfi U; C: First Pay: 2025-06-15; Registration: 144Y/Wai Q; A: First Pay: 2025-06-15; Registration: 144K/Vjd M; N: First Pay: 2025-06-15; Registration: 144U/Xhp J;
Deal Comments
Hdz. Nfzqgph J1-Nh $100k y $1n Jh $200k y $1n Gh $1.5g y $1n Fh $1.0g y $1
Pricing Speed
T-1-Ne 15% KXTq Ye 10% KXT
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RBYNN723.2008.17----BB-41.30%-HpcprA-Gsqvs-131-5.462%Retained
VRBX28.2503.31----C-71.49%-DluuiR-Zwfam-1755.87%5.936%470.00000
CNOH10.1804.80----MM-95.11%-ZbkcuZ-Wirfd-61510.08%10.278%822.00000
RBQE236.1008.48----QQ-10.10%-QcyqoR-Jbcmp-1505.63%5.691%347.00000
W1YLF19.1006.93----G1+59.90%-RqypzF-Kwgkc-454.71%4.746%254.00000
HTLM817.0003.53----UUU73.00%-GiqcbK-Kwbzs-97-5.119%Retained
QDVOGT389.4001.27----A-89.69%-VxzrxT-Iljhj-142-5.572%Retained
AEHH10.6603.49----EEE-81.68%-OfbybQ-Ljjkt-2206.28%6.360%353.00000
JRAE36.6691.45----D-6.40%-QwlsgK-Nlbia-128312.00%17.000%12.61202
K2VSV80.8007.42----VVV31.00%-RvotuF-Rlrlz-1055.16%5.209%721.00000
KTLGUYH946.6983.34----MMM-51.40%-HucjoQ-Gugka-155-5.703%Retained
Tranche Comments
W1: First Pay: 2025-04-15; Registration: 144F/Gja P; K2: First Pay: 2025-04-15; Registration: 144K/Ciq B; R: First Pay: 2025-04-15; Registration: 144Z/Xcc Z; V: First Pay: 2025-04-15; Registration: 144J/Ezi N; A: First Pay: 2025-04-15; Registration: 144J/Hmn E; C: First Pay: 2025-04-15; Registration: 144Z/Bfq A; J: First Pay: 2025-04-15; Registration: 144F/Cdi U; H: First Pay: 2025-04-15; Registration: 144E/Euh K; RB: First Pay: 2025-04-15; Registration: 144J/Mnx H; QDV: First Pay: 2025-04-15; Registration: 144E/Hhx U; KTLG: First Pay: 2025-04-15; Registration: 144I/Boe Z;
Deal Comments
Rqq. Nhqmoqqagqmqki A1-Ni $100c m $1e Ai $200c m $1e ALi $300c m $1e ALKi $400c m $1e ALKNi $500c m $1e Ki $1.6o m $1e Qi $1.0o m $1. Jdh yhas kak hvkqohy hdmo ZQ$491o gm ZQ$589.2o
Pricing Speed
J-W, J-JWHDs 15% HSJa Ps 10% HSJ
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IUGD548.4409.83----RRR79.60%-MiofcK-Rgpdl-905.09%5.139%655.00000
FRCB547.8001.92----OO-59.87%-MrhxoY-Ijjwk-1505.64%5.698%764.00000
LRRV81.6358.90----S-6.70%-IkprlCCK--12.00%17.500%13.41435
AZGE20.7109.70----O-56.86%-YtycpP-Ahwcr-1755.87%5.937%842.00000
LFRT26.5082.63----XXX-32.47%-MgjpgL-Eyblb-2206.31%6.384%494.00000
VNUY84.7002.84----OO-60.79%-QtqapT-Vghzy-63510.33%10.540%633.00000
Tranche Comments
I: First Pay: 2025-03-15; Registration: 144C/Goi C; F: First Pay: 2025-03-15; Registration: 144F/Ksa Y; A: First Pay: 2025-03-15; Registration: 144W/Rha X; L: First Pay: 2025-03-15; Registration: 144W/Kjn V; V: First Pay: 2025-03-15; Registration: 144F/Qxy G; L: First Pay: 2025-03-15; Registration: 144E/Zcs F;
Deal Comments
Oyw gwjh djl uglehwg ujvm KX$492m wv KX$590.40m. Tes. Uwsvmesjwevslo J-Uo $100i o $1k JSo $200i o $1k JSSo $300i o $1k JSSUo $400i o $1k Yo $1.7mm o $1k Lo $1.3mm o $1. Ojjssywl JS, JSS, JSSU jjw svmdesjwevs svwwl. Whwjlw lww dwhvd uvj wyw lwjuswujw vu wyvlw wjjssywloqJSo $309.660 JJ- 1.19 48.89%a0.00-51.61 BSGO+a+120 5.423 100.00000qJSSo$378.324 J-a1.26 37.45%a0.00-63.05 BSGO+a+132 5.54 100.00000qJSSUo $449.688 SSS-a1.32 25.55% 0.00-74.95 BSGO+ +150 5.706 100.00000
Pricing Speed
V-M, VL-VLBLn 15% BCNt En 10% BCN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DOWR85.4008.62----Q-2.34%-RanowQJP--12.00%17.500%91.30190
QFQG68.1762.57----Q-86.92%-OpncvG-Utdjr-1855.99%6.060%560.00000
KQVX44.3005.15----QQQ-47.13%-GwumjD-Jwnqv-2306.43%6.508%537.00000
MERJ993.0002.79----PP-76.80%-OhokfM-Ralaa-1605.75%5.813%223.00000
RTLA858.2353.30----QQQ54.18%-AqhjmV-Oboat-955.18%5.231%499.00000
OBVX559.7699.99----RR-10.53%-QfrtwU-Zjpmt-64010.41%10.618%459.00000
KNYOC131.5423.94----VV-72.80%-HkvrktuhX-Mdalg-130-5.549%Retained
YICULPP281.8004.34----UUU-48.33%-MpupprnkH-Fthzp-159-5.822%Retained
ISZJQX982.9003.92----A-17.99%-PqypqudzH-Bdsnm-142-5.661%Retained
Tranche Comments
R: First Pay: 2025-02-15; Registration: 144T/Xqa H; M: First Pay: 2025-02-15; Registration: 144J/Uxx M; Q: First Pay: 2025-02-15; Registration: 144F/Njy C; K: First Pay: 2025-02-15; Registration: 144C/Zuk Y; O: First Pay: 2025-02-15; Registration: 144O/Moc S; D: First Pay: 2025-02-15; Registration: 144E/Log X; KN: First Pay: 2025-02-15; Registration: 144A/Bzy F; ISZ: First Pay: 2025-02-15; Registration: 144C/Qwi C; YICU: First Pay: 2025-02-15; Registration: 144M/Tki B;
Deal Comments
Iqn. Vdnglqnijqgns H-Vs $100z f $1m Rs $2.0l f $1m Xs $2.0l f $1m HFs $200z f $1m HFJs $300z f $1m HFJVs $400z f $1
Pricing Speed
T-B, TE-TEAId 15% ABGc Nd 10% ABG
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SGJJ26.1246.40----E-8.57%-HanyvH-Cmnov-133112.00%17.000%93.85386
UASM15.4003.63----YYY-10.10%-XflhuP-Ajakm-2406.17%6.248%930.00000
VPHU16.6009.90----RR-32.16%-CcttnO-Bkrld-64010.11%10.305%787.00000
JAKG344.2005.21----XX-51.60%-SwtfnT-Lphhy-1505.31%5.361%964.00000
FZVT264.2903.35----JJJ15.48%-AiwphB-Ebfnq-955.07%5.113%776.00000
IAUR43.6603.69----Y-63.90%-ElrroF-Tnbxv-2005.77%5.839%181.00000
Tranche Comments
F: First Pay: 2024-12-15; Registration: 144C/Jbz W; J: First Pay: 2024-12-15; Registration: 144J/Wwd R; I: First Pay: 2024-12-15; Registration: 144A/Cmp V; Comments: Esp-Ezjvpq; U: First Pay: 2024-12-15; Registration: 144Y/Uhy O; V: First Pay: 2024-12-15; Registration: 144U/Ndm H; S: First Pay: 2024-12-15; Registration: 144L/Mss Y;
Pricing Speed
T-Al 15% ZWJ ld Zeooz Yl 10% ZWJ ld Relqjell
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SPNB51.3122.88----A-3.91%-DytzwROP--10.00%-18.00000
CTZW128.5551.30----QQQ12.31%-PrbrlO-Lxcht-1005.33%5.387%811.00000
GGIA55.3142.97----AAA-96.30%-NkpyrX-Qgrot-2506.53%6.612%202.00000
AQHY87.3246.52----X-61.57%-DzysyQ-Jxkvh-2006.03%6.103%222.00000
SKLK96.3006.80----HH-69.10%-FkfkmL-Rkkjo-65010.41%10.625%238.00000
CMZL637.7977.51----EE-79.00%-MthsoI-Pwqwc-1405.46%5.516%804.00000
Tranche Comments
C: First Pay: 2024-10-15; Registration: 144Z/Dun E; C: First Pay: 2024-10-15; Registration: 144L/Aui B; A: First Pay: 2024-10-15; Registration: 144K/Qaj I; G: First Pay: 2024-10-15; Registration: 144V/Cid M; S: First Pay: 2024-10-15; Registration: 144K/Qwd C; S: First Pay: 2024-10-15; Registration: 144L/Klh K;
Deal Comments
Hqk nkac bav djvvckn xqba VP$390.2a db VP$536.525a
Pricing Speed
J-Gz 15% ZSR xe Zzbbf Kz 10% ZSR xe Ozxbomxz
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PUWN15.0006.10----U-3.90%-------Retained
VYQO265.7004.30----II84.30%-KllrhP-Fdgkr-1106.12%6.191%662.00000
HEKV84.2009.55----XX9.20%-------Retained
QUQI35.4007.90----ZZZ-47.72%-FvqicT-Ksqzf-2307.10%7.197%383.00000
DHTO79.2003.24----UU-62.10%-GzbevE-Qasmk-62510.90%11.137%481.00000
OHFV30.1004.83----L-37.42%-WcpwlA-Pbjdi-1756.57%6.661%173.00000
Tranche Comments
V: First Pay: 2024-09-16; Registration: 144L/Csp M; Comments: Crfdwsa $100m x $1; O: First Pay: 2024-09-16; Registration: 144T/Goh N; Comments: Pdllbqu $100b x $1; Q: First Pay: 2024-09-16; Registration: 144L/Rcg J; Comments: Qetpwvr $100j o $1; D: First Pay: 2024-09-16; Registration: 144E/Tfd W; Comments: Tpgyhrj $1h z $1; P: First Pay: 2024-09-16; Registration: 144G/Plv Q; Comments: Lwzehub $1.75h x $1; H: First Pay: 2024-09-16; Registration: 144H/Ubn E; Comments: Vbvobin $2b j $1;
Pricing Speed
Q-Wt 15% TKDe N-Nt 10% TKD
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RWLX37.7241.80----KX9.50%-HafvjD-Pkgqk-----
DIOL249.8006.10----SS72.42%-OotryP-Ucrsr-1106.09%6.167%443.00000
HCKG82.8411.50----J-68.36%-AsykgM-Wnsuq-1756.59%6.677%942.00000
WYGC56.9002.13----RR-71.21%-SwgieY-Wosux-67511.35%11.617%824.00000
PHBS85.1797.30----EEE-73.48%-UtcgrN-Zzgbh-2307.07%7.170%744.00000
MQEP14.8457.31----F-4.70%-ZmozpD-Fsfin-----
Tranche Comments
D: First Pay: 2024-08-15; Registration: 144E/Uus V; H: First Pay: 2024-08-15; Registration: 144F/Osd Q; P: First Pay: 2024-08-15; Registration: 144W/Iyc B; W: First Pay: 2024-08-15; Registration: 144Y/Lyv Y; M: First Pay: 2024-08-15; Registration: 144A/Vta P; R: First Pay: 2024-08-15; Registration: 144I/Ooq D;
Pricing Speed
Q-Mp 15% NWM ff Nikkr B-Mp 10% NWM

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research