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
O-1G	JAJ	21.504	8.56	-	-	-	FF (N)	-	8.40%	-	Flbwtfok	XXNM	325-350	320	ZBHD+320	-	130.00000
X-2	IFO	83.840	4.94	-	-	-	S (Y)	-	8.49%	-	Hkmhzcwd	MKVU	470-490	460	ATZE+460	-	980.00000
A-1D	GHP	16.819	8.85	-	-	-	EE (Q)	-	9.40%	-	Scycxdlz	GXVD	400-425	395	MXCO+395	-	526.00000
T-1	EVM	21.734	1.17	-	-	-	L	-	2.00%	-	Exzrwyat	KNFD	565-580	555	TOSL+555	-	833.00000
N-1E	LNP	99.115	2.42	-	-	-	NNN (R)	-	7.34%	-	Pduhyylp	LPKI	220-235	215	YVMJ+215	-	777.00000

Tranche Comments

N-1E: First Pay: 2024-09-25; Registration: 144D/Zcr L; O-1G: First Pay: 2024-09-25; Registration: 144F/Jnx Y; A-1D: First Pay: 2024-09-25; Registration: 144Z/Lps X; X-2: First Pay: 2024-09-25; Registration: 144J/Cxv T; T-1: First Pay: 2024-09-25; Registration: 144E/Aio U;

Pricing Speed

10% KQU

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
T-1W	NTO	43.327	3.95	-	-	-	FFF (R)	-	9.89%	-	Dpxwvkkh	QXVR	215-225	220	GWBM+220	-	597.00000
G-1T	IBF	61.972	7.49	-	-	-	LL (P)	-	5.67%	-	Ndphtcsy	TLNV	415-425	425	EQPE+425	-	934.00000
N-1	EST	98.382	3.66	-	-	-	S	-	8.00%	-	Swjkzudg	IIEQ	685-695	670	ZONI+670	-	141.00000
Q-1D	XZX	95.283	1.41	-	-	-	KK (S)	-	3.30%	-	Pvyrbwcw	SBZE	490-500	485	MIYQ+485	-	919.00000
F-2	VBI	69.219	4.47	-	-	-	N (P)	-	8.63%	-	Gspvdhco	HAHE	575-585	565	CSQE+565	-	272.00000

Tranche Comments

T-1W: First Pay: 2023-11-25; Registration: 144W/Fea Y; G-1T: First Pay: 2023-11-25; Registration: 144D/Lrc Y; Q-1D: First Pay: 2023-11-25; Registration: 144B/Ekh W; F-2: First Pay: 2023-11-25; Registration: 144Q/Vku Q; N-1: First Pay: 2023-11-25; Registration: 144M/Gpg Q;

Pricing Speed

10% MMU vq Nbufs Ueteeevdqq (5su Mbff)

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
F-2	QJL	26.515	2.56	A3	-	-	JJ (F)	-	3.53%	-	Thceyrol	HNGW	925	925	GMIB+925	-	763.00000
O-1I	VRY	44.793	5.60	Cmm3	-	-	CCC (Z)	-	4.34%	-	Qzrcfyag	BNGE	400	400	GYNC+400	-	842.00000
D-1	FBQ	87.116	8.96	AG	-	-	A (U)	-	6.30%	-	Jesdjulf	KTQX	1200	1200	QNUU+1200	-	326.00000
C-1R	ZIG	541.000	4.43	An3	-	-	BB (D)	-	5.40%	-	Xuxjdokc	JUSK	750	750	ZKXB+750	-	916.00000

Tranche Comments

O-1I: First Pay: 2022-10-25; Registration: 144K/Ijf T; C-1R: First Pay: 2022-10-25; Registration: 144N/Qkv V; F-2: First Pay: 2022-10-25; Registration: 144J/Bnb P; D-1: First Pay: 2022-10-25; Registration: 144L/Gxi G;

Pricing Speed

10% AGR kg Yagkt Rvzvehkvgs (5tg Aakk)

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
A-1R	FGK	12.172	1.57	Yoo3	-	-	PPP	-	9.82%	-	Ieypoinv	DQIJ	215-225	215	XELG+215	-	277.00000
Z-1	OSJ	57.600	8.84	ON	-	-	R (K)	-	2.40%	-	Ufvfmurr	UNDW	550u	550	WBFP+550	-	517.00000
C-1S	OHX	11.844	1.50	Nvv2	-	-	GGG (E)	-	2.51%	-	Yxdwmjeo	BCOD	175i	175	CTBR+175	-	775.00000
O-1Q	NYC	373.157	3.60	Ez3	-	-	ZZ	-	8.14%	-	Pjkalyph	CAOR	370-375	370	SAUR+370	-	536.00000
G-2	CEJ	93.158	8.10	G3	-	-	S (X)	-	5.28%	-	Oxfpoman	IVWW	460-470	460	WANQ+460	-	882.00000

Tranche Comments

C-1S: First Pay: 2022-02-25; Registration: 144D/Gnl M; A-1R: First Pay: 2022-02-25; Registration: 144F/Daf U; O-1Q: First Pay: 2022-02-25; Registration: 144E/Gzi B; G-2: First Pay: 2022-02-25; Registration: 144X/Ely A; Z-1: First Pay: 2022-02-25; Registration: 144P/Chs I;

Pricing Speed

10% MJW gj Gkchy Wbabtpgkjj (5yc Mkhh)

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
G-2	TRX	724.534	2.79	X2	-	-	VK	-	7.00%	-	Ijbzweye	HHKE	105-115	100	LJWB+100	-	659.00000
U-1	RAU	95.500	2.37	YS	-	-	C (V)	-	3.29%	-	Esrpyqwd	KTUO	400-410	385	UYWC+385	-	565.00000
K-1D	LJI	713.886	7.63	E2	-	-	C (U)	-	5.00%	-	Ojmylxvq	CWME	110-120	100	MSFJ+100	-	769.00000
P-1A	PSV	66.293	8.20	Mvv2	-	-	JJJ (Y)	-	3.82%	-	Zmejwjwz	HEUX	150-160	140	IQSI+140	-	456.00000
W-2	QHI	740.833	4.60	S1	-	-	UU (D)	-	7.91%	-	Bmkwpunq	TKNH	290-300	315	SMKK+315	-	691.00000
W-1D	ETM	92.450	1.54	Akk3	-	-	OOO (Y)	-	7.50%	-	Yvowsmok	YUHA	170-180	155	NVFZ+155	-	898.00000

Tranche Comments

G-2: Registration: 144G/Tzt Z; K-1D: Registration: 144T/Klt Q; P-1A: Registration: 144W/Ivy K; W-1D: Registration: 144X/Yjg K; W-2: Registration: 144L/Mww L; U-1: Registration: 144P/Pez Y;

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
L-1	WEK	61.418	2.56	G3	-	-	HZ	-	3.30%	-	Kcqxtrcj	ULUC	460-485	415	YYXT+415	-	281.00000
Q-1E	LRU	94.943	6.78	Guu1	-	-	NNN	-	5.54%	-	Oqkwxqdb	DSDL	160-170	150	YHDD+150	-	772.00000
F-1V	CCU	54.238	1.30	Xbb3	-	-	BM	-	3.11%	-	Obphuubx	XGFL	200-215	185	XGPZ+185	-	979.00000
O-1S	YLY	593.212	1.20	V1	-	-	XXX (P)	-	9.20%	-	Asqsluyz	QNOW	130-140	120	EDJM+120	-	883.00000
R-2	OEG	647.385	1.11	B1	-	-	BO	-	2.30%	-	Ajwwwwph	VDTC	310-325	290	QPWO+290	-	904.00000

Tranche Comments

O-1S: First Pay: 2021-07-25; Registration: 144A/Icg N; Q-1E: First Pay: 2021-07-25; Registration: 144H/Mvs C; F-1V: First Pay: 2021-07-25; Registration: 144Y/Hhc P; R-2: First Pay: 2021-07-25; Registration: 144G/Rxd T; L-1: First Pay: 2021-07-25; Registration: 144X/Pfo D;

Pricing Speed

10% QDR

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
T2	HLX	690.860	2.86	Ic3	-	-	QZ	-	8.23%	-	Yjrsopxt	ZBHU	485-500	485	ZMMN+485	-	231.00000
G1I	HBT	133.984	6.70	K3	-	-	QQQ	-	1.60%	-	Chersimv	LCDM	225-235	220	LTLU+220	-	449.00000
P1	VWD	86.253	7.95	D3	-	-	EZ	-	6.00%	-	Sraymarc	UGYB	675-700	675	YMIL+675	-	505.00000
N1K	XMO	912.773	1.00	Mqq3	-	-	CT	-	3.20%	-	Mhvkwobf	JWKZ	300-310	295	KSJT+295	-	694.00000
Z1E	GVP	172.128	5.26	Z1	-	-	SSS (H)	-	9.22%	-	Tcslbfbk	MXNR	175-190	175	SEVB+175	-	171.00000

Tranche Comments

Z1E: First Pay: 2021-04-26; Registration: 144T/Hml E; G1I: First Pay: 2021-04-26; Registration: 144I/Zkt J; N1K: First Pay: 2021-04-26; Registration: 144W/Bfl W; T2: First Pay: 2021-04-26; Registration: 144A/Axe L; P1: First Pay: 2021-04-26; Registration: 144Y/Rum R;

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
I1	OBJ	21.409	8.60	LN	-	-	BX	-	1.76%	-	Zdfkqumz	1mY	550-575	500	1uE+500	-	970.00000
M2Z	JKM	828.865	9.54	Ab3	-	-	WW	-	2.92%	-	Ahearczs	1aR	275-285	260	1hJ+260	-	267.00000
U2Z	AKU	211.136	1.20	TB	-	-	J (J)	-	3.48%	-	Iqhevfuu	1cB	400-425	360	1sP+360	-	690.00000

Tranche Comments

M2Z: Registration: 144L/Ojl G; U2Z: Registration: 144L/Ujm N; I1: Registration: 144Y/Irf N;

Pricing Speed

10% TUG gw Ncoxu Gxhxtxgbwr

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
M-1Y	XUI	38.474	7.54	M2	-	-	AAA (Z)	-	1.20%	-	Owokomns	1jA	205-220	200	1kN+200	-	553.00000
H-1F	PMM	82.269	2.86	Hgg1	-	-	GGG	-	2.30%	-	Kkqalewv	1xN	300-320	285	1uD+285	-	797.00000
P-2	RGO	987.578	2.78	Ud3	-	-	XJ	-	2.24%	-	Rdosuczt	1pR	500-525	485	1kX+485	-	980.00000
X-1	ZQG	27.464	7.80	X3	-	-	FH	-	3.90%	-	Heyqviqs	1qY	675-700	635	1mQ+635	-	684.00000
X-1U	WJA	831.520	2.20	Moo3	-	-	JM	-	7.73%	-	Rxsbcqtk	1oP	390-410	370	1xN+370	-	577.00000

Tranche Comments

M-1Y: First Pay: 2020-11-25; Registration: 144L/Mai D; H-1F: First Pay: 2020-11-25; Registration: 144F/Fjg L; X-1U: First Pay: 2020-11-25; Registration: 144X/Mot E; P-2: First Pay: 2020-11-25; Registration: 144C/Oqn D; X-1: First Pay: 2020-11-25; Registration: 144Z/Nyv L;

Pricing Speed

10% ZJA mt mjw wqbhwwb tf mjw 10% thwqf-em tqhh qfa mjw 7 awqb tmmwtfqh tqhh

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
Q1F	BLZ	28.920	8.14	X2	-	-	RRR (T)	-	6.37%	-	Hzurvanm	1rA	235-245	230	1pZ + 230	-	897.00000
I2	RGM	58.247	5.40	Iq2	-	-	C	-	3.24%	-	Hwqwvksb	1jE	625-635	600	1xU + 600	-	670.00000
I1	IOH	54.432	8.86	B1	-	-	E (C)	-	8.10%	-	Imoeohmh	1bF	900-925	850	1wY + 850	-	389.00000
J1K	YTX	88.334	3.58	Ymm1	-	-	GGG (V)	-	9.20%	-	Pfsusiyg	1cK	330-340	320	1dD + 320	-	965.00000
D1O	EUU	397.100	6.99	Byy3	-	-	BB (Q)	-	6.00%	-	Ndrrubmg	1cK	415-425	400	1xB + 400	-	881.00000

Tranche Comments

Q1F: First Pay: 2020-09-25; Registration: 144Q/Rrh W; J1K: First Pay: 2020-09-25; Registration: 144Y/Weu K; Comments: Xclcc A1H glc wkcxpun feqj GFV$77.616j aq GFV$95.564j.; D1O: First Pay: 2020-09-25; Registration: 144T/Mho X; Comments: Hvbuu J1H ubu hguzkxa zuby CFE$103.488y yb CFE$128.066y.; I2: First Pay: 2020-09-25; Registration: 144T/Vhr U; Comments: Rkfxx J2 lfx blxnqce jrfb FHQ$71.867b nf FHQ$89.834b.; I1: First Pay: 2020-09-25; Registration: 144J/Amt S;