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
K	QIK	51.173	3.61	-	-	-	-	KKK	-	-	Gqtfy	PJGQ	165-175	150	4.09%	4.133%	97.43307
S	VCY	856.981	4.45	-	-	-	-	R	-	-	Psmsb	XCBP	90-95	85	3.48%	3.514%	16.21191
Z	QOT	32.570	6.23	-	-	-	-	B-	-	-	Wayme	Pnbzo	-	-	-	-	-
G	OMI	80.985	1.53	-	-	-	-	WW	-	-	Lausu	Dklmr	275-285	260	5.15%	5.215%	85.97505

Filings

Tranche Comments

S: Registration: 144H Nrpg; K: Registration: 144Q Rcok; G: Registration: 144K Trzz;

Deal Comments

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Pricing Speed

20% TNS cq 10% Taaa

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	VHZ	34.290	5.13	-	-	-	-	WW	-	-	Glcxa	Rxtpe	225i	215	5.17%	5.232%	69.69812
U	MOL	600.358	6.28	-	-	-	-	F	-	-	Fyxxb	BGSQ	95u	95	3.76%	3.796%	10.91148
B	ERF	16.246	1.84	-	-	-	-	D	-	-	Kzpll	Ifcxp	350	350	6.50%	6.597%	17.41039
F	ZBS	71.100	7.83	-	-	-	-	III	-	-	Ruxwe	GPSP	140-145	150	4.53%	4.581%	32.21801