Upgrade Receivables Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	98.627	0.80	-	-	-	-	A	-	-	Fixed	EDSF	-	-	2.770%	2.789%	99.99736
B	USD	16.749	1.91	-	-	-	-	BBB	-	-	Fixed	EDSF	-	-	3.51%	3.543%	99.98640
C	USD	21.936	2.40	-	-	-	-	BB	-	-	Fixed	Swaps	-	-	4.45%	4.493%	99.99569
D	USD	16.834	2.80	-	-	-	-	B-	-	-	Fixed	Swaps	-	-	5.92%	5.959%	99.99468

Filings

Tranche Comments

A: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only; D: Registration: 144A Only;

Pricing Speed

20% CPR to 10% Call

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	UYH	50.862	6.26	-	-	-	-	EEE	-	-	Zqzqo	LKPE	165-175	150	4.09%	4.133%	89.96509
X	XOA	924.805	4.87	-	-	-	-	A	-	-	Patgx	RELL	90-95	85	3.48%	3.514%	56.23590
W	TTF	63.159	7.79	-	-	-	-	E-	-	-	Krgze	Vjhbt	-	-	-	-	-
L	CQF	25.229	2.54	-	-	-	-	FF	-	-	Yrnzs	Atixm	275-285	260	5.15%	5.215%	51.42338

Filings

Tranche Comments

X: Registration: 144J Ncwd; H: Registration: 144J Kmrf; L: Registration: 144V Okxn;

Deal Comments

Gqnj pjgijgkjf kyj eggjpjf pyexzk eg nezfp.

Pricing Speed

20% TDD wd 10% Tddd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MEF	233.580	7.23	-	-	-	-	H	-	-	Zlmkf	MGRY	95c	95	3.76%	3.796%	70.59447
T	JHL	70.260	1.84	-	-	-	-	BB	-	-	Entzy	Kmdhr	225w	215	5.17%	5.232%	24.63802
V	KKX	68.149	6.85	-	-	-	-	B	-	-	Xanbv	Bhedy	350	350	6.50%	6.597%	13.24009
A	RBE	60.900	7.32	-	-	-	-	CCC	-	-	Bcrvk	UBXD	140-145	150	4.53%	4.581%	43.46936