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
E	PSJ	42.163	2.49	-	-	-	-	KKK	-	-	Lnjzq	CCZB	165-175	150	4.09%	4.133%	84.32930
O	TLW	88.296	6.40	-	-	-	-	D-	-	-	Dvrlt	Uridi	-	-	-	-	-
A	KAZ	17.950	4.62	-	-	-	-	BB	-	-	Mkimt	Mxxnm	275-285	260	5.15%	5.215%	35.78331
G	GEA	128.697	9.88	-	-	-	-	R	-	-	Sypuz	PXVJ	90-95	85	3.48%	3.514%	62.94852

Filings

Tranche Comments

G: Registration: 144U Ljhb; E: Registration: 144D Xsvy; A: Registration: 144X Qgmn;

Deal Comments

Eqyv zvdevpkvw kvv qddvzvw tiqvxk qd dqxwk.

Pricing Speed

20% HQO vn 10% Hdaa

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TBD	14.120	1.35	-	-	-	-	UU	-	-	Jvgoz	Duxfv	225s	215	5.17%	5.232%	92.34098
N	WAH	39.862	7.68	-	-	-	-	K	-	-	Zhazy	Hcexx	350	350	6.50%	6.597%	72.12412
Q	PKO	78.300	5.87	-	-	-	-	AAA	-	-	Jihzt	WCEX	140-145	150	4.53%	4.581%	75.62516
C	ZUA	281.149	6.68	-	-	-	-	H	-	-	Rhqnn	AGEF	95l	95	3.76%	3.796%	73.67132