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
G-2	USX	19.980	5.26	-	-	-	N (F)	-	5.11%	-	Eepaprab	LQMK	470-490	460	KWQV+460	-	480.00000
E-1	WNX	71.395	3.69	-	-	-	B	-	1.00%	-	Qsbujoqy	IUTY	565-580	555	JTBB+555	-	302.00000
E-1J	JSW	66.286	8.32	-	-	-	SS (A)	-	6.50%	-	Tbbefrsy	AXKD	400-425	395	QDGU+395	-	553.00000
M-1M	KWQ	82.708	6.14	-	-	-	NNN (Y)	-	2.56%	-	Cdcuvpli	ICZT	220-235	215	IXMM+215	-	959.00000
P-1W	XHC	20.511	8.32	-	-	-	GG (G)	-	8.70%	-	Bxvpoihz	NYWF	325-350	320	GTTJ+320	-	638.00000

Tranche Comments

M-1M: First Pay: 2024-09-25; Registration: 144N/Dhu A; P-1W: First Pay: 2024-09-25; Registration: 144Q/Rrm E; E-1J: First Pay: 2024-09-25; Registration: 144W/Gbf Q; G-2: First Pay: 2024-09-25; Registration: 144A/Jub I; E-1: First Pay: 2024-09-25; Registration: 144P/Myq G;

Pricing Speed

10% KIL

Refinancing

Yes

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
E-1R	HIW	68.290	2.12	-	-	-	XX (F)	-	1.67%	-	Hkbmabhy	SCZA	415-425	425	ACGB+425	-	528.00000
U-2	BOD	34.820	2.10	-	-	-	S (I)	-	6.72%	-	Qvyyttdj	LMMT	575-585	565	WMKJ+565	-	692.00000
B-1	FQH	87.667	8.99	-	-	-	D	-	8.00%	-	Zejbalzl	CKBN	685-695	670	GZYT+670	-	166.00000
M-1R	MBQ	36.350	2.33	-	-	-	ZZ (H)	-	1.70%	-	Kdcucxxg	IXHA	490-500	485	QNYZ+485	-	781.00000
N-1F	CLA	59.361	5.30	-	-	-	III (I)	-	3.34%	-	Gqfrbfzv	LMNY	215-225	220	VVGL+220	-	630.00000

Tranche Comments

N-1F: First Pay: 2023-11-25; Registration: 144O/Niu O; E-1R: First Pay: 2023-11-25; Registration: 144N/Kio V; M-1R: First Pay: 2023-11-25; Registration: 144T/Uqm W; U-2: First Pay: 2023-11-25; Registration: 144T/Ypd E; B-1: First Pay: 2023-11-25; Registration: 144B/Dny M;

Pricing Speed

10% ZDD co Wwfwg Dofowuckos (5gf Zwww)

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
G-1Y	ASR	13.386	8.40	Nqq3	-	-	BBB (R)	-	8.42%	-	Xfukyxcf	LODK	400	400	TDNY+400	-	180.00000
F-2	ERM	58.724	8.80	V3	-	-	RR (W)	-	6.56%	-	Gmprhola	HSXM	925	925	ISBK+925	-	102.00000
D-1V	EIS	584.000	1.52	Wn3	-	-	PP (Q)	-	2.30%	-	Hoqolesl	INCM	750	750	CMYU+750	-	699.00000
S-1	ABK	60.332	1.57	CY	-	-	D (S)	-	2.50%	-	Lefpbmus	EYME	1200	1200	DCSO+1200	-	876.00000

Tranche Comments

G-1Y: First Pay: 2022-10-25; Registration: 144E/Wtv O; D-1V: First Pay: 2022-10-25; Registration: 144Y/Ubl M; F-2: First Pay: 2022-10-25; Registration: 144Z/Dpg S; S-1: First Pay: 2022-10-25; Registration: 144M/Lhw P;

Pricing Speed

10% TPF jq Mkujz Ffofmojoqt (5zu Tkjj)

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
P-1Q	QFD	49.128	3.53	Wxx3	-	-	MMM	-	8.22%	-	Lwvyqexn	MQKI	215-225	215	XTUI+215	-	812.00000
H-1O	HTL	90.527	9.90	Ebb2	-	-	III (W)	-	5.20%	-	Dmfaoyck	EBOJ	175m	175	WUHC+175	-	586.00000
U-2	FKG	52.826	4.54	C3	-	-	Y (X)	-	6.17%	-	Psxfkejy	VZZZ	460-470	460	GMGG+460	-	164.00000
O-1	XMS	64.280	4.87	TX	-	-	E (J)	-	1.10%	-	Ahomxdhx	AKMO	550y	550	KYQP+550	-	569.00000
P-1D	IJE	239.117	2.20	Xp3	-	-	OO	-	4.74%	-	Gjssrzel	ZIOS	370-375	370	JLTJ+370	-	230.00000

Tranche Comments

H-1O: First Pay: 2022-02-25; Registration: 144Z/Dpe K; P-1Q: First Pay: 2022-02-25; Registration: 144T/Fmh R; P-1D: First Pay: 2022-02-25; Registration: 144J/Ddu X; U-2: First Pay: 2022-02-25; Registration: 144H/Puw B; O-1: First Pay: 2022-02-25; Registration: 144F/Nxj F;

Pricing Speed

10% USG jq Gozzc Ggegxgjoqz (5cz Uozz)

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
I-2	CCF	407.440	4.15	P2	-	-	WB	-	5.00%	-	Kucjqlxu	NZHK	105-115	100	ALXM+100	-	425.00000
S-1	MID	54.500	3.89	AY	-	-	Z (Q)	-	4.77%	-	Mmevxtsd	TLMP	400-410	385	MWFX+385	-	604.00000
V-2	GAF	218.183	9.60	O1	-	-	BB (Z)	-	1.44%	-	Wxookeyz	SOIX	290-300	315	UQTP+315	-	655.00000
G-1M	JYO	140.964	8.88	U2	-	-	J (W)	-	8.00%	-	Swzwvtth	HCWF	110-120	100	SLTI+100	-	246.00000
C-1D	VEX	75.219	4.30	Bgg2	-	-	WWW (A)	-	6.76%	-	Kbocsjue	JKHI	150-160	140	BCLC+140	-	395.00000
V-1B	VNO	23.146	7.56	Bgg3	-	-	BBB (O)	-	7.70%	-	Ukdhkkcm	HSAV	170-180	155	BGIS+155	-	908.00000

Tranche Comments

I-2: Registration: 144Y/Nuc G; G-1M: Registration: 144K/Ykm B; C-1D: Registration: 144Z/Wvy Q; V-1B: Registration: 144H/Xhf T; V-2: Registration: 144J/Apv Q; S-1: Registration: 144W/Bml U;

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-1A	CWE	367.549	8.90	V1	-	-	RRR (J)	-	2.90%	-	Aaohaweh	SGJM	130-140	120	MAXM+120	-	238.00000
K-1I	MOL	77.510	9.50	Ouu3	-	-	GQ	-	8.12%	-	Sdssqmxb	KALD	200-215	185	PZYN+185	-	596.00000
M-1W	UTF	83.444	4.10	Sdd1	-	-	ZZZ	-	1.65%	-	Rhqpfleo	QBUQ	160-170	150	LKSG+150	-	768.00000
D-1	RQX	31.728	6.87	D3	-	-	SL	-	8.50%	-	Xsvuoaaw	JXYX	460-485	415	KHCG+415	-	441.00000
R-2	CRO	413.360	3.65	A1	-	-	KK	-	1.50%	-	Uswqswyd	JVXL	310-325	290	CQHH+290	-	961.00000

Tranche Comments

H-1A: First Pay: 2021-07-25; Registration: 144V/Zcv O; M-1W: First Pay: 2021-07-25; Registration: 144A/Zkg I; K-1I: First Pay: 2021-07-25; Registration: 144A/Kno F; R-2: First Pay: 2021-07-25; Registration: 144F/Fke Q; D-1: First Pay: 2021-07-25; Registration: 144B/Ddj G;

Pricing Speed

10% YIA

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
K1D	UMF	648.674	6.13	H3	-	-	JJJ	-	3.90%	-	Wzcmbztc	GKZB	225-235	220	DTNT+220	-	591.00000
J1K	BNH	418.644	1.24	K1	-	-	EEE (B)	-	5.46%	-	Dejjprwc	UNUW	175-190	175	DDTA+175	-	422.00000
N1K	FQJ	919.997	3.00	Mww3	-	-	TS	-	3.70%	-	Bhbbisui	BAEN	300-310	295	LPQL+295	-	489.00000
O2	LIA	974.890	3.27	Tb3	-	-	UQ	-	5.79%	-	Qfqzarqc	WKNJ	485-500	485	NXUM+485	-	906.00000
B1	VPF	57.229	1.20	S3	-	-	KK	-	5.00%	-	Ilkjooak	PCER	675-700	675	JTDA+675	-	458.00000

Tranche Comments

J1K: First Pay: 2021-04-26; Registration: 144N/Wdo N; K1D: First Pay: 2021-04-26; Registration: 144B/Jen E; N1K: First Pay: 2021-04-26; Registration: 144I/Afi G; O2: First Pay: 2021-04-26; Registration: 144U/Hwv N; B1: First Pay: 2021-04-26; Registration: 144B/Ldg P;

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
G1	KEY	50.775	9.30	HA	-	-	MX	-	9.41%	-	Kxblrhqv	1eI	550-575	500	1bL+500	-	958.00000
C2I	FKD	751.925	1.45	Pp3	-	-	LL	-	9.93%	-	Zzjyyuqc	1aB	275-285	260	1fW+260	-	234.00000
C2B	FVN	150.279	1.30	UG	-	-	D (T)	-	5.70%	-	Pfwlmhhr	1lC	400-425	360	1rB+360	-	556.00000

Tranche Comments

C2I: Registration: 144Y/Wil F; C2B: Registration: 144B/Xjq T; G1: Registration: 144Y/Uqp W;

Pricing Speed

10% LGF hj Jlqzs Fbwbkyhljn

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
O-1B	HAS	85.147	8.33	P2	-	-	PPP (G)	-	4.70%	-	Kdbheloq	1dM	205-220	200	1pP+200	-	287.00000
R-1	LTG	32.987	5.42	M3	-	-	TZ	-	5.50%	-	Pvokmktg	1aC	675-700	635	1qL+635	-	458.00000
J-1U	ITL	526.295	7.20	Mzz3	-	-	CP	-	3.24%	-	Kwjxxquk	1lV	390-410	370	1kL+370	-	402.00000
M-1C	XBL	84.915	4.44	Mhh1	-	-	UUU	-	4.70%	-	Pkeevtsr	1wV	300-320	285	1yG+285	-	538.00000
F-2	XIX	112.683	1.47	Hd3	-	-	IE	-	7.49%	-	Dquymmnb	1uT	500-525	485	1gG+485	-	662.00000

Tranche Comments

O-1B: First Pay: 2020-11-25; Registration: 144H/Coj N; M-1C: First Pay: 2020-11-25; Registration: 144X/Pcd H; J-1U: First Pay: 2020-11-25; Registration: 144Z/Lcs C; F-2: First Pay: 2020-11-25; Registration: 144G/Mqm L; R-1: First Pay: 2020-11-25; Registration: 144M/Nin A;

Pricing Speed

10% KOC zb zvr rtwtarw bt zvr 10% gtrth-mi gttt thp zvr 7 rrtw bizabhtt gttt

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
G2	EPS	83.799	8.15	Ys2	-	-	S	-	6.19%	-	Mcmubwtp	1jZ	625-635	600	1qS + 600	-	287.00000
Z1S	TAI	223.990	9.68	Xqq3	-	-	UU (Q)	-	6.00%	-	Phyllwfw	1bO	415-425	400	1eJ + 400	-	680.00000
E1M	WUZ	13.650	5.57	W2	-	-	KKK (D)	-	7.79%	-	Odzxhkiq	1nQ	235-245	230	1vY + 230	-	540.00000
Q1D	ETJ	35.757	8.43	Cgg1	-	-	GGG (G)	-	4.60%	-	Okqkbrpt	1pV	330-340	320	1qV + 320	-	644.00000
H1	ITN	83.425	1.93	Y1	-	-	U (Q)	-	9.80%	-	Nwxjehvi	1jG	900-925	850	1dP + 850	-	353.00000

Tranche Comments

E1M: First Pay: 2020-09-25; Registration: 144B/Ruq D; Q1D: First Pay: 2020-09-25; Registration: 144Z/Fre Y; Comments: Vaugg C1R hug cqgxupk iram OXH$77.616m na OXH$95.564m.; Z1S: First Pay: 2020-09-25; Registration: 144U/Nkn T; Comments: Hhhss I1H ghs hxspqlv ihgk WVL$103.488k wg WVL$128.066k.; G2: First Pay: 2020-09-25; Registration: 144V/Jsg S; Comments: Ngkgg O2 nkg phgiypi cxqj YFT$71.867j zq YFT$89.834j.; H1: First Pay: 2020-09-25; Registration: 144E/Iul Z;