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

Refinancing

Yes

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	JRA	26.601	4.10	-	-	-	-	OOO	-	-	Gawir	TLID	165-175	150	4.09%	4.133%	63.88107
V	CFR	47.456	8.66	-	-	-	-	C-	-	-	Nrbvz	Rbdkt	-	-	-	-	-
G	VJJ	697.177	3.43	-	-	-	-	W	-	-	Gnucc	YARC	90-95	85	3.48%	3.514%	70.24733
L	OOG	15.404	9.31	-	-	-	-	YY	-	-	Yyrwa	Jvjly	275-285	260	5.15%	5.215%	37.18684

Filings

Tranche Comments

G: Registration: 144W Zqra; Y: Registration: 144A Avbg; L: Registration: 144M Wmjw;

Deal Comments

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Pricing Speed

20% IBG dy 10% Ixzz

Refinancing

Yes

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	WJQ	417.365	7.38	-	-	-	-	Y	-	-	Mcpcl	JAKK	95x	95	3.76%	3.796%	50.89515
K	ZLD	53.120	2.49	-	-	-	-	PP	-	-	Qvawh	Unexw	225a	215	5.17%	5.232%	27.68918
O	ULW	78.500	7.76	-	-	-	-	GGG	-	-	Bnjgd	PMCY	140-145	150	4.53%	4.581%	32.21822
U	ZTC	98.579	6.96	-	-	-	-	B	-	-	Ytcyo	Nkuay	350	350	6.50%	6.597%	28.97717