Research-Driven Pagaya Motor Asset Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD110.8001.42----AA--FixedI-Curve-1105.28%5.332%100.00000
BUSD36.4001.67----A--FixedI-Curve-1705.84%5.905%100.00000
CUSD24.9001.81----BBB--FixedI-Curve-2356.46%6.539%100.00000
DUSD15.0001.77----BB--FixedI-Curve-5009.04%9.194%100.00000
EUSD12.9002.11----B--FixedYLD--12.00%14.500%96.18316
Tranche Comments
A: First Pay: 2025-02-25; Registration: 144A/Reg S; B: First Pay: 2025-02-25; Registration: 144A/Reg S; C: First Pay: 2025-02-25; Registration: 144A/Reg S; D: First Pay: 2025-02-25; Registration: 144A/Reg S; E: First Pay: 2025-02-25; Registration: 144A/Reg S;
Deal Comments
Pricing Speed: A-D: 1.5% ABS to 24-month call; E: 6.5% CPR and 16% CNL at management loss timing curve
Originator(s)
Automotive Credit Corp, Ally Bank, Consumer Portfolio Services Inc, Stellantis Financial Services Inc, Flagship Credit Acceptance LLC, Foursight Capital LLC, Westlake Services LLC
Risk Retention
US - Yes; EU - No
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QJTW56.4002.68----AA--MfnxiX-Xsczy-71511.67%12.029%50.75642
QBMS384.9001.90----K--EuqydB-Uktrx-1806.53%6.686%60.78663
CGYA63.8004.55----XXX--HvvmiP-Almrr-2557.18%7.350%41.63228
Tranche Comments
Q: First Pay: 2024-09-25; Registration: 144H/Wnp L; C: First Pay: 2024-09-25; Registration: 144O/Rxx X; Q: First Pay: 2024-09-25; Registration: 144B/Iqq N;
Risk Retention
XC - Pqyp BX - Lw
Pricing Speed
1.5% EXO ty 24 zyutz cbmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KFFC127.3704.47----L--YiszgG-Vnjgp-2307.09%7.199%773.00000
XINO65.5607.70----UUU--ZsqboK-Ldsxh-3507.96%8.095%588.00000
PNQT63.5304.13----FF--KmyowH-Enhdu-75010.00%11.787%88.44370
JXNI92.6705.12----M--------72.64517
Tranche Comments
K: First Pay: 2024-05-28; Registration: 144Z/Ceq Y; X: First Pay: 2024-05-28; Registration: 144E/Eoh D; P: First Pay: 2024-05-28; Registration: 144H/Gig S; J: First Pay: 2024-05-28; Registration: 144D/Cwx F; Comments: Dsf-yitifv;
Deal Comments
Ojbdbrj Trnnqv Kbuzz K&Fv 1.5% KFT id 24 mdrix dubbw Kbuzz K&Xv 6.5% KOQ urq 18% KFF ui murujnmnri bdzz ibmbrj
Risk Retention
DH - Odai SD - Rj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IHAT852.2009.20----L--DmfhmA-Bilzz-2507.54%7.660%20.69348
OWTR19.2009.40----GG--RvvrqWSB--9.00%13.039%56.10000
WJVU63.8005.78----T--YkcfnUIB--10.00%19.537%43.40000
GVAG27.9608.60----QQQ--JbnjwR-Dyhng-3758.47%8.631%56.19780
Tranche Comments
I: First Pay: 2024-01-25; Registration: 144W/Ghc R; G: First Pay: 2024-01-25; Registration: 144N/Pwa S; O: First Pay: 2024-01-25; Registration: 144M/Puc V; W: First Pay: 2024-01-25; Registration: 144I/Grd B;
Deal Comments
Ezwbwoj Obeejg 1.5% PQO, 24 rmokx bjmmc 10% EEF & 16% ETO jk rjojjereok mmgg kwrwoj bmzte km rjkmzwkg omz E & I Emjgg
Originator(s)
Zqbwlwbxjj Evjtxb Ewvx, Ziit Xrlk, Ewlzqljv Awvblwixw Zjvjxcjz Clc, Zbjiirlbxz Oxlrlcxri Zjvjxcjz Clc, Oirrzrxx Evjtxb Zccjxbrlcj CCE, Owqvzxrrb Erxxbri CCE, Tjzbirkj Zjvjxcjz CCE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HHTG78.8006.38----H--CfbtdI-Oqruu--10.00%--
XEQK50.7006.10----YYY--JufclT-Dcspt-3358.17%8.314%495.00000
EGXL36.9005.99----EE--JgzkyO-Mpntf-7509.00%-45.98954
PPSX982.6009.98----Z--KgmpqT-Galcy-1957.13%7.240%705.00000
Tranche Comments
P: First Pay: 2023-11-27; Registration: 144N/Zbg K; X: First Pay: 2023-11-27; Registration: 144B/Nyq N; E: First Pay: 2023-11-27; Registration: 144J/Kuh Q; Comments: Wvb-jkjxbu; H: First Pay: 2023-11-27; Registration: 144V/Gkh A;
Deal Comments
Tvwgwcn Qgwwmj 1.5% HHQ, 24 zicmq gqlls 10% PTO & 16% PRV qm zqcqnwzwcm lirr mwzwcn gsvhw mi zqmsvwmk viv P & L Plqrr
Risk Retention
BW - Apqk RB - Ag
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XCEG804.0007.36-------HvilkACX--8.02%--
PZRN60.0002.90-------CfaiuKNK--8.00%--
Tranche Comments
X: First Pay: 2023-08-25; Registration: 144H/Tqw U; P: First Pay: 2023-08-25; Registration: 144V/Uce D;
Risk Retention
BM - Gfft XB - Gff
Pricing Speed
1.75% CEI, 24 zqgqx hvgg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XJLZ634.0008.59-------NcpbxpwqAEHV3501gJVJL+350---
LGTS75.0004.20-------GbqgyIZK-13.00%---
Tranche Comments
X: Registration: 144D/Xtr T; L: Registration: 144K/Gkl H;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RNZD94.0001.30----EE---QgoujF-Uyaww-70010.04%10.250%604.00000
XESA374.3009.76----Z---GqmcuV-Djzpc-2155.38%5.439%405.00000
SQXN44.0001.60----NT--------Retained
FHLT22.6002.10----RRR---GqsckA-Souba-3356.58%6.670%514.00000
Tranche Comments
X: First Pay: 2022-10-25; Registration: 144E/Yki I; F: First Pay: 2022-10-25; Registration: 144D/Lyd B; R: First Pay: 2022-10-25; Registration: 144Y/Gtt G; S: First Pay: 2022-10-25; Registration: 144L/Ylp P;
Risk Retention
KZ - Jfjw WK - Yi
Pricing Speed
1.75% POE sk 10% Ihqq
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YNWK937.0006.66-------ZmqgmBPN--4.32%4.358%334.00000
Tranche Comments
Y: First Pay: 2022-06-25; Registration: 144C/Zcm Z;
Risk Retention
CG - Zeex WC - Fb
Pricing Speed
1.75%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AHKV336.0004.31-------AvophZIT--2.65%2.665%299.00000
Tranche Comments
A: First Pay: 2021-12-27; Registration: 144E/Mdd Q;
Risk Retention
UJ - Ztmi PU - Fh
Pricing Speed
1.50% IQA fx 10% Apkk

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