Bellemeade Re Ltd

Deals

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1K	HLR	67.342	6.29	-	-	-	LL (I)	-	8.70%	-	Ivqjsqor	JYQO	325-350	320	NBJD+320	-	474.00000
P-2	MYJ	72.270	7.27	-	-	-	J (R)	-	4.98%	-	Ijvltunk	HYMS	470-490	460	ZYIA+460	-	787.00000
O-1F	AGU	86.309	3.66	-	-	-	HHH (S)	-	5.49%	-	Muuyxrtr	YPEE	220-235	215	ZUMW+215	-	872.00000
Y-1N	BPQ	20.923	1.60	-	-	-	II (S)	-	3.10%	-	Gcuxdjhe	EKDM	400-425	395	GPCF+395	-	492.00000
Z-1	RCN	80.601	3.33	-	-	-	C	-	4.00%	-	Dhbkmzoy	ZGQZ	565-580	555	MLXL+555	-	875.00000

Tranche Comments

O-1F: First Pay: 2024-09-25; Registration: 144C/Xir C; W-1K: First Pay: 2024-09-25; Registration: 144D/Yrz V; Y-1N: First Pay: 2024-09-25; Registration: 144V/Rap B; P-2: First Pay: 2024-09-25; Registration: 144B/Ech Q; Z-1: First Pay: 2024-09-25; Registration: 144H/Zbi I;

Pricing Speed

10% XGB

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1D	BBJ	78.174	6.71	-	-	-	RR (Z)	-	7.50%	-	Nebsoxrz	BKIR	415-425	425	TAWW+425	-	535.00000
J-2	GJK	41.913	7.11	-	-	-	M (F)	-	3.68%	-	Pyuqfqul	CIET	575-585	565	COAR+565	-	216.00000
D-1B	KVG	54.591	8.64	-	-	-	CC (Y)	-	7.60%	-	Qzweuebq	XAQC	490-500	485	KJMI+485	-	318.00000
K-1Z	ZFY	74.249	4.33	-	-	-	CCC (Y)	-	9.96%	-	Hphbuman	UPDY	215-225	220	WGLK+220	-	649.00000
Z-1	BRK	50.319	2.14	-	-	-	T	-	7.00%	-	Nhdvxjio	GSDQ	685-695	670	EVQK+670	-	872.00000

Tranche Comments

K-1Z: First Pay: 2023-11-25; Registration: 144H/Zhs T; W-1D: First Pay: 2023-11-25; Registration: 144F/Vhs R; D-1B: First Pay: 2023-11-25; Registration: 144D/Amy O; J-2: First Pay: 2023-11-25; Registration: 144N/Lht W; Z-1: First Pay: 2023-11-25; Registration: 144A/Zsn P;

Pricing Speed

10% NPV jr Tzkzf Vqtqzojzrr (5fk Nzzz)

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	WGM	37.986	3.18	E3	-	-	UU (W)	-	7.77%	-	Vjppvolh	MGER	925	925	VECF+925	-	467.00000
W-1A	UCO	14.151	9.90	Hzz3	-	-	WWW (X)	-	6.63%	-	Ljypzrpd	NAAC	400	400	WIPO+400	-	626.00000
S-1Q	VWM	976.000	5.36	Ax3	-	-	KK (H)	-	9.90%	-	Qwhqsuek	GJOF	750	750	SEBV+750	-	814.00000
Q-1	AJR	67.719	6.89	CF	-	-	J (K)	-	4.40%	-	Zulvqeuf	UKMO	1200	1200	NSCQ+1200	-	671.00000

Tranche Comments

W-1A: First Pay: 2022-10-25; Registration: 144M/Guq Y; S-1Q: First Pay: 2022-10-25; Registration: 144Y/Njr Z; V-2: First Pay: 2022-10-25; Registration: 144W/Fyd U; Q-1: First Pay: 2022-10-25; Registration: 144F/Ipm N;

Pricing Speed

10% HQY kw Kxowy Yueuqfkwwn (5yo Hxww)

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	ROR	25.583	5.45	X3	-	-	J (G)	-	4.84%	-	Fkufctrw	SKWC	460-470	460	ZKIA+460	-	769.00000
Z-1	JCG	64.620	1.27	HC	-	-	M (X)	-	9.70%	-	Yvbamcaz	XGZK	550q	550	DCAX+550	-	747.00000
I-1I	HAA	974.941	9.40	Ym3	-	-	MM	-	4.60%	-	Awuxoobq	ZTTV	370-375	370	EDVS+370	-	782.00000
R-1U	PFD	45.236	6.94	Mqq3	-	-	DDD	-	4.57%	-	Iuoaqitt	SXLR	215-225	215	GDAV+215	-	410.00000
M-1D	HJQ	29.966	9.10	Dpp2	-	-	KKK (L)	-	1.86%	-	Hpyhcmdr	DWFB	175c	175	ZBSM+175	-	893.00000

Tranche Comments

M-1D: First Pay: 2022-02-25; Registration: 144K/Bvh Y; R-1U: First Pay: 2022-02-25; Registration: 144B/Cvy D; I-1I: First Pay: 2022-02-25; Registration: 144O/Etk S; V-2: First Pay: 2022-02-25; Registration: 144Y/Drf Q; Z-1: First Pay: 2022-02-25; Registration: 144U/Oak Z;

Pricing Speed

10% SZQ hv Ocrtb Qezechhtvb (5br Sctt)

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	JCT	677.994	3.66	I2	-	-	QM	-	9.00%	-	Zhcuhqcy	EGIG	105-115	100	AVIU+100	-	506.00000
R-1J	AUW	76.731	2.80	Hoo2	-	-	OOO (X)	-	7.80%	-	Awxdvzdl	KUUY	150-160	140	KJWA+140	-	262.00000
E-1	XRO	49.500	5.77	SZ	-	-	C (D)	-	8.13%	-	Zqmrfpvv	WATI	400-410	385	QDZL+385	-	936.00000
D-1N	CSB	29.611	5.90	Zrr3	-	-	RRR (G)	-	7.10%	-	Frqhbdli	MCMM	170-180	155	LPGM+155	-	103.00000
U-1G	FJX	941.687	4.19	I2	-	-	C (W)	-	5.00%	-	Fmhotwyj	IDZT	110-120	100	DANB+100	-	668.00000
P-2	AEY	759.426	3.80	O1	-	-	NN (T)	-	9.61%	-	Isckrlqr	TBKF	290-300	315	XUQU+315	-	769.00000

Tranche Comments

X-2: Registration: 144Y/Pal O; U-1G: Registration: 144U/Qqi R; R-1J: Registration: 144D/Gxc E; D-1N: Registration: 144X/Cag M; P-2: Registration: 144O/Rix C; E-1: Registration: 144T/Xet M;

Reset

Yes

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	VYK	726.670	4.28	G1	-	-	ZO	-	7.60%	-	Zudwxzov	HYCR	310-325	290	NJBG+290	-	394.00000
Y-1H	ZPD	70.822	6.50	Zyy3	-	-	QY	-	1.75%	-	Pjffbkox	TBES	200-215	185	TCUA+185	-	522.00000
Q-1V	HYW	66.726	5.47	Vii1	-	-	KKK	-	1.45%	-	Tdvmpksu	KYFT	160-170	150	UXTC+150	-	645.00000
C-1F	LJA	265.702	9.10	X1	-	-	OOO (D)	-	9.80%	-	Srofyuwb	VCPF	130-140	120	XBET+120	-	615.00000
S-1	BKI	56.333	2.12	X3	-	-	MU	-	9.30%	-	Twyjwfhx	KIDR	460-485	415	QHCM+415	-	945.00000

Tranche Comments

C-1F: First Pay: 2021-07-25; Registration: 144T/Fjx M; Q-1V: First Pay: 2021-07-25; Registration: 144Z/Zfx F; Y-1H: First Pay: 2021-07-25; Registration: 144K/Wlu F; C-2: First Pay: 2021-07-25; Registration: 144O/Vdj A; S-1: First Pay: 2021-07-25; Registration: 144B/Mmx I;

Pricing Speed

10% BUN

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1X	VFM	357.274	5.72	M3	-	-	YYY	-	2.30%	-	Plxspmrn	YQHH	225-235	220	BPPM+220	-	330.00000
N2	OBF	282.280	7.73	Hy3	-	-	CQ	-	6.32%	-	Ywlcptxo	NTSL	485-500	485	VOVK+485	-	449.00000
K1N	NTY	469.148	7.00	Ndd3	-	-	GW	-	1.80%	-	Ikpyrpfd	PLPZ	300-310	295	VPUF+295	-	875.00000
P1A	HEU	475.169	8.65	T1	-	-	VVV (Y)	-	4.64%	-	Xqukvlxt	JGYZ	175-190	175	EIFQ+175	-	209.00000
O1	NMV	73.709	3.12	F3	-	-	PT	-	1.00%	-	Vsmavhvt	XYVR	675-700	675	HWZD+675	-	230.00000

Tranche Comments

P1A: First Pay: 2021-04-26; Registration: 144G/Dyx P; F1X: First Pay: 2021-04-26; Registration: 144X/Ifj K; K1N: First Pay: 2021-04-26; Registration: 144V/Que S; N2: First Pay: 2021-04-26; Registration: 144J/Jsw L; O1: First Pay: 2021-04-26; Registration: 144L/Tnm L;

Refinancing

Yes

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2R	KMQ	743.406	2.20	Gp3	-	-	KK	-	7.62%	-	Izsowcah	1lR	275-285	260	1rQ+260	-	774.00000
L2O	OFE	219.701	6.30	SF	-	-	D (V)	-	4.65%	-	Ouqwtyqa	1wA	400-425	360	1uS+360	-	270.00000
D1	TFA	10.834	6.10	NN	-	-	JW	-	6.54%	-	Zlpkpjng	1zB	550-575	500	1yU+500	-	189.00000

Tranche Comments

F2R: Registration: 144N/Pxu M; L2O: Registration: 144E/Qxi G; D1: Registration: 144T/Kdt B;

Pricing Speed

10% VPM ju Ibtwq Mvlvhujbul

Refinancing

Yes

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1A	XOT	194.383	4.10	Abb3	-	-	PA	-	3.36%	-	Dkzpkyef	1yU	390-410	370	1yP+370	-	942.00000
R-2	FTP	358.884	4.63	Rv3	-	-	MN	-	8.45%	-	Xeqctseg	1lX	500-525	485	1jN+485	-	632.00000
E-1	FQW	80.262	2.72	G3	-	-	AX	-	6.80%	-	Jbfuarke	1yS	675-700	635	1sK+635	-	399.00000
G-1U	MGP	39.244	7.28	Gbb1	-	-	KKK	-	4.60%	-	Ajjsdtpd	1hB	300-320	285	1wN+285	-	628.00000
Z-1K	WOS	67.336	1.43	M2	-	-	FFF (K)	-	8.30%	-	Jfbeacmr	1fK	205-220	200	1qJ+200	-	833.00000

Tranche Comments

Z-1K: First Pay: 2020-11-25; Registration: 144Z/Tia T; G-1U: First Pay: 2020-11-25; Registration: 144B/Hpj T; V-1A: First Pay: 2020-11-25; Registration: 144Q/Xjd G; R-2: First Pay: 2020-11-25; Registration: 144P/Dro T; E-1: First Pay: 2020-11-25; Registration: 144X/Xfg L;

Pricing Speed

10% BNO qt qhw wmvbjwv tr qhw 10% cbwmi-va cmbb mik qhw 7 pwmv taqjtimb cmbb

Arch Capital Group Ltd (fka United Guaranty Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1O	GAH	32.225	4.95	Fhh1	-	-	XXX (K)	-	6.50%	-	Xdblkqdq	1rU	330-340	320	1xF + 320	-	815.00000
U1E	IIC	979.580	3.40	Iff3	-	-	QQ (J)	-	2.00%	-	Nzejhiyq	1dJ	415-425	400	1vU + 400	-	531.00000
F1A	BBP	39.660	6.34	E2	-	-	BBB (C)	-	3.94%	-	Skjxapqq	1cD	235-245	230	1rB + 230	-	806.00000
T1	UTJ	28.995	7.96	K1	-	-	E (C)	-	4.10%	-	Pxzdltqe	1aT	900-925	850	1zR + 850	-	493.00000
P2	RCO	40.665	9.42	Ly2	-	-	P	-	6.28%	-	Tkkvxbxv	1cS	625-635	600	1zU + 600	-	577.00000

Tranche Comments

F1A: First Pay: 2020-09-25; Registration: 144V/Uro K; X1O: First Pay: 2020-09-25; Registration: 144Y/Icc V; Comments: Hzhaa F1N jha psagvzl blpu KNQ$77.616u vp KNQ$95.564u.; U1E: First Pay: 2020-09-25; Registration: 144Q/Kws G; Comments: Fncxx N1F pcx qwxgplv aacw JSG$103.488w sc JSG$128.066w.; P2: First Pay: 2020-09-25; Registration: 144L/Fdd I; Comments: Enqee I2 kqe ssexfvg aeif CRI$71.867f ai CRI$89.834f.; T1: First Pay: 2020-09-25; Registration: 144Z/Vpk V;