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
S-2	CFV	49.390	8.23	-	-	-	L (N)	-	1.58%	-	Vxpdyvbm	NBOV	470-490	460	QDHS+460	-	489.00000
K-1H	UZW	47.528	5.40	-	-	-	ZZ (Y)	-	6.30%	-	Ilbxcvqt	WIFQ	400-425	395	YBPY+395	-	944.00000
G-1	LEB	61.942	1.51	-	-	-	O	-	2.00%	-	Fumbuexi	CVHY	565-580	555	VKPV+555	-	367.00000
F-1A	LNM	71.496	4.89	-	-	-	ZZZ (N)	-	6.60%	-	Jwdfdfyw	UZEQ	220-235	215	CUOL+215	-	924.00000
D-1N	IGA	68.397	8.75	-	-	-	WW (U)	-	1.90%	-	Flqspzpz	CTWM	325-350	320	PMSU+320	-	744.00000

Tranche Comments

F-1A: First Pay: 2024-09-25; Registration: 144E/Mcn H; D-1N: First Pay: 2024-09-25; Registration: 144Q/Ccz V; K-1H: First Pay: 2024-09-25; Registration: 144Y/Wkn U; S-2: First Pay: 2024-09-25; Registration: 144Y/Msl Y; G-1: First Pay: 2024-09-25; Registration: 144A/Tcv F;

Pricing Speed

10% MAL

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
J-1M	FLS	88.323	5.81	-	-	-	EEE (A)	-	3.40%	-	Fspbtwzk	MVDZ	215-225	220	CLVV+220	-	909.00000
G-1	VZM	57.720	4.54	-	-	-	G	-	4.00%	-	Qsqkmevd	IBJZ	685-695	670	HXLX+670	-	234.00000
Y-1F	KAA	73.901	9.99	-	-	-	JJ (B)	-	1.30%	-	Qdpimrhi	KWAG	490-500	485	VMFM+485	-	806.00000
C-1P	VCS	24.308	8.67	-	-	-	CC (M)	-	4.36%	-	Ipjloway	UNQR	415-425	425	HQXE+425	-	866.00000
I-2	JFV	86.637	8.16	-	-	-	O (O)	-	3.29%	-	Cbhdumlx	UEAU	575-585	565	GPZF+565	-	188.00000

Tranche Comments

J-1M: First Pay: 2023-11-25; Registration: 144I/Eqk N; C-1P: First Pay: 2023-11-25; Registration: 144L/Kkj V; Y-1F: First Pay: 2023-11-25; Registration: 144G/Min X; I-2: First Pay: 2023-11-25; Registration: 144N/Uax E; G-1: First Pay: 2023-11-25; Registration: 144G/Gej W;

Pricing Speed

10% XAG st Bcklf Ghchqesotc (5fk Xcll)

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
H-1J	QRZ	412.000	8.25	Ec3	-	-	OO (B)	-	8.30%	-	Fbhqmfak	DWVN	750	750	TXWF+750	-	437.00000
S-1	LUZ	31.133	1.68	SZ	-	-	I (F)	-	2.30%	-	Jxlcxuhz	UXEJ	1200	1200	CNXN+1200	-	212.00000
K-1B	KSB	63.935	7.40	Rbb3	-	-	LLL (W)	-	8.99%	-	Ebwbcsyn	WOLM	400	400	IVIN+400	-	397.00000
U-2	NWU	57.161	8.51	H3	-	-	RR (D)	-	6.71%	-	Dxrpdibf	JBDU	925	925	AAPH+925	-	599.00000

Tranche Comments

K-1B: First Pay: 2022-10-25; Registration: 144O/Yfs J; H-1J: First Pay: 2022-10-25; Registration: 144H/Xkq N; U-2: First Pay: 2022-10-25; Registration: 144O/Zzg G; S-1: First Pay: 2022-10-25; Registration: 144M/Ahn S;

Pricing Speed

10% GIN cv Tjokf Nkzkzocuvv (5fo Gjkk)

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
J-2	KNC	60.809	4.30	D3	-	-	V (B)	-	7.74%	-	Rvujwknq	HJMC	460-470	460	LCZG+460	-	794.00000
Q-1	YLW	78.830	8.55	CY	-	-	N (F)	-	2.70%	-	Hmbmuwnk	HMTW	550k	550	IMUK+550	-	999.00000
P-1I	ZPM	89.902	1.40	Hdd2	-	-	WWW (L)	-	6.13%	-	Kqjpytex	SOZG	175i	175	UKCF+175	-	793.00000
N-1V	YEE	19.374	1.18	Ygg3	-	-	PPP	-	7.14%	-	Hhwdtqht	CLWD	215-225	215	LGER+215	-	368.00000
V-1L	UYP	729.938	6.40	Ye3	-	-	PP	-	5.62%	-	Hyhcjdzm	GHBH	370-375	370	GXCV+370	-	702.00000

Tranche Comments

P-1I: First Pay: 2022-02-25; Registration: 144D/Bmk Q; N-1V: First Pay: 2022-02-25; Registration: 144P/Kzm C; V-1L: First Pay: 2022-02-25; Registration: 144O/Pes J; J-2: First Pay: 2022-02-25; Registration: 144D/Gzy Q; Q-1: First Pay: 2022-02-25; Registration: 144T/Bpf N;

Pricing Speed

10% TPL gk Ykzox Lyoyjsgsko (5xz Tkoo)

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
K-2	LCK	241.181	5.31	P2	-	-	KW	-	5.00%	-	Mmplsepz	EJVO	105-115	100	DOHQ+100	-	576.00000
C-1	AOS	36.500	7.66	UT	-	-	E (A)	-	1.61%	-	Jjllseud	TAGU	400-410	385	DEKG+385	-	641.00000
V-1C	WZZ	34.711	2.83	Mii3	-	-	YYY (A)	-	1.90%	-	Sumpeeec	IYZS	170-180	155	ZUIG+155	-	474.00000
H-1M	IEZ	327.251	5.62	W2	-	-	J (K)	-	7.00%	-	Yrpkcwmo	YUTO	110-120	100	JXIF+100	-	726.00000
X-1S	IMH	31.662	7.40	Mtt2	-	-	PPP (I)	-	6.90%	-	Nxqocmtd	DJDN	150-160	140	TWPZ+140	-	492.00000
J-2	VIJ	448.207	1.70	U1	-	-	YY (L)	-	5.56%	-	Eejqqwjg	JGDQ	290-300	315	PEYL+315	-	918.00000

Tranche Comments

K-2: Registration: 144Z/Ame G; H-1M: Registration: 144J/Dnb N; X-1S: Registration: 144F/Pzg F; V-1C: Registration: 144O/Pps S; J-2: Registration: 144K/Edd W; C-1: Registration: 144D/Hcs A;

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
Z-1Y	OBM	643.381	8.60	B1	-	-	MMM (Z)	-	1.50%	-	Zpbffozm	UMSF	130-140	120	GYOD+120	-	669.00000
S-1	XFX	53.358	9.80	J3	-	-	BY	-	7.80%	-	Skraxtqn	DSPA	460-485	415	IDSX+415	-	130.00000
K-2	YAY	425.748	7.34	X1	-	-	ET	-	6.30%	-	Lqbmvkfs	JMCU	310-325	290	IWDG+290	-	985.00000
L-1S	VNQ	41.667	2.31	Oss1	-	-	EEE	-	6.57%	-	Yxeokrvq	VWNK	160-170	150	QIGF+150	-	338.00000
M-1W	OVM	23.409	9.80	Lpp3	-	-	CA	-	3.45%	-	Dwsfqxdb	DPSQ	200-215	185	NHCG+185	-	361.00000

Tranche Comments

Z-1Y: First Pay: 2021-07-25; Registration: 144M/Iei K; L-1S: First Pay: 2021-07-25; Registration: 144W/Loq G; M-1W: First Pay: 2021-07-25; Registration: 144W/Pfx S; K-2: First Pay: 2021-07-25; Registration: 144E/Ibp W; S-1: First Pay: 2021-07-25; Registration: 144V/Chl V;

Pricing Speed

10% ACQ

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
P1T	YGX	108.500	5.13	J1	-	-	JJJ (H)	-	8.19%	-	Wlbbtzew	WQQC	175-190	175	GFJF+175	-	176.00000
Y1	VJF	82.967	6.13	M3	-	-	JK	-	4.00%	-	Eqkecxnf	ZUQK	675-700	675	ZUPI+675	-	606.00000
C2	FYR	804.150	5.63	Ch3	-	-	DJ	-	2.97%	-	Bbsakxdc	DVMJ	485-500	485	NXCD+485	-	535.00000
C1S	JQF	820.433	1.96	U3	-	-	XXX	-	8.10%	-	Gywvpclh	WHKX	225-235	220	HIXD+220	-	733.00000
V1Q	PHK	927.858	4.00	Wtt3	-	-	ZY	-	6.50%	-	Xvsptcjt	KJWF	300-310	295	PJGR+295	-	971.00000

Tranche Comments

P1T: First Pay: 2021-04-26; Registration: 144F/Bnp J; C1S: First Pay: 2021-04-26; Registration: 144E/Brh N; V1Q: First Pay: 2021-04-26; Registration: 144V/Deu S; C2: First Pay: 2021-04-26; Registration: 144X/Bql F; Y1: First Pay: 2021-04-26; Registration: 144J/Dqj E;

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
X2S	FFY	907.752	9.70	DD	-	-	V (W)	-	9.14%	-	Luqofmtl	1rL	400-425	360	1pK+360	-	502.00000
Y2M	TFU	741.987	8.59	Zh3	-	-	YY	-	5.20%	-	Vqdtzztq	1sX	275-285	260	1lT+260	-	250.00000
E1	HRW	46.426	1.90	WB	-	-	ZN	-	5.10%	-	Fwfupzik	1cS	550-575	500	1aQ+500	-	677.00000

Tranche Comments

Y2M: Registration: 144V/Whe K; X2S: Registration: 144J/Jhu N; E1: Registration: 144E/Dvs G;

Pricing Speed

10% GFD cf Vfsgj Dgtgwvcvfk

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
Y-1J	TLH	86.714	2.19	O2	-	-	BBB (R)	-	9.40%	-	Qtobjywt	1lL	205-220	200	1jV+200	-	612.00000
W-1Z	YST	714.740	6.20	Njj3	-	-	NT	-	5.90%	-	Jwzkradp	1bZ	390-410	370	1yD+370	-	532.00000
G-1	WXN	58.182	2.24	F3	-	-	IA	-	2.70%	-	Vympurdy	1hS	675-700	635	1hR+635	-	983.00000
M-1P	FEQ	58.595	8.85	Wss1	-	-	SSS	-	4.20%	-	Weqwtqye	1iY	300-320	285	1eT+285	-	133.00000
O-2	KYX	692.690	1.67	Ws3	-	-	DY	-	9.28%	-	Ijyqcuic	1kS	500-525	485	1mU+485	-	309.00000

Tranche Comments

Y-1J: First Pay: 2020-11-25; Registration: 144H/Mnp H; M-1P: First Pay: 2020-11-25; Registration: 144M/Jiz V; W-1Z: First Pay: 2020-11-25; Registration: 144P/Nmw K; O-2: First Pay: 2020-11-25; Registration: 144X/Zik R; G-1: First Pay: 2020-11-25; Registration: 144X/Bqn E;

Pricing Speed

10% IVI te thw wtdqgwd el thw 10% sqwte-jm stqq tec thw 7 dwtd emtgeetq stqq

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
E1Y	EVF	60.180	1.12	C2	-	-	III (O)	-	9.18%	-	Wrodjetq	1kX	235-245	230	1yU + 230	-	796.00000
N1U	LHE	20.494	9.53	Ree1	-	-	VVV (I)	-	8.80%	-	Lbdvjsoy	1aM	330-340	320	1yR + 320	-	718.00000
X1M	TZH	660.800	2.60	Tgg3	-	-	GG (N)	-	8.00%	-	Svbcmrpp	1sE	415-425	400	1cE + 400	-	398.00000
X2	WFW	49.554	6.83	Up2	-	-	E	-	2.33%	-	Yvmaqdvh	1oW	625-635	600	1aJ + 600	-	346.00000
P1	IJM	85.789	8.12	Z1	-	-	H (Z)	-	2.50%	-	Wbjsdkxv	1rA	900-925	850	1dZ + 850	-	482.00000

Tranche Comments

E1Y: First Pay: 2020-09-25; Registration: 144H/Hst C; N1U: First Pay: 2020-09-25; Registration: 144M/Lod P; Comments: Axgrr Y1N kgr vhrwgpi bdgr OLG$77.616r dg OLG$95.564r.; X1M: First Pay: 2020-09-25; Registration: 144L/Hsg U; Comments: Reabb V1R wab uabilkl elnc EWR$103.488c qn EWR$128.066c.; X2: First Pay: 2020-09-25; Registration: 144N/Wcq U; Comments: Ijbvv F2 ibv xpvwslp wzky KOU$71.867y ik KOU$89.834y.; P1: First Pay: 2020-09-25; Registration: 144M/Knj T;