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-1D	KNX	24.140	5.47	-	-	-	KKK (O)	-	4.39%	-	Phbaqxxj	HSAG	220-235	215	AHUM+215	-	881.00000
Y-1H	PTB	18.959	9.70	-	-	-	CC (G)	-	4.10%	-	Fhoqfpfh	NWPC	400-425	395	LBMX+395	-	799.00000
M-1C	RMU	58.149	4.55	-	-	-	DD (U)	-	9.90%	-	Ayescqad	CCEK	325-350	320	HDVD+320	-	986.00000
K-2	NAN	76.990	8.38	-	-	-	X (Y)	-	8.11%	-	Uchrlbvs	AHFJ	470-490	460	LKLL+460	-	820.00000
C-1	GGQ	49.185	6.23	-	-	-	T	-	9.00%	-	Tfofdben	BBSR	565-580	555	IGDU+555	-	440.00000

Tranche Comments

W-1D: First Pay: 2024-09-25; Registration: 144T/Cwp K; M-1C: First Pay: 2024-09-25; Registration: 144O/Wyn N; Y-1H: First Pay: 2024-09-25; Registration: 144X/Cwu P; K-2: First Pay: 2024-09-25; Registration: 144J/Jzp U; C-1: First Pay: 2024-09-25; Registration: 144T/Orm N;

Pricing Speed

10% FOC

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-1	MED	54.851	1.69	-	-	-	W	-	3.00%	-	Ojcabtds	DVTU	685-695	670	UTJV+670	-	337.00000
D-1A	GAU	84.262	3.49	-	-	-	JJ (H)	-	4.38%	-	Jrcydjsw	UETS	415-425	425	CHOY+425	-	522.00000
Q-1V	TAO	97.518	9.24	-	-	-	SSS (O)	-	3.58%	-	Jwzwqovr	WICW	215-225	220	KKVY+220	-	716.00000
J-1I	XSC	22.556	5.25	-	-	-	YY (I)	-	7.80%	-	Xqummanh	IYKT	490-500	485	ZIGR+485	-	545.00000
W-2	ZAO	69.798	9.25	-	-	-	U (K)	-	7.36%	-	Tpulwatt	IQSD	575-585	565	ZWGL+565	-	105.00000

Tranche Comments

Q-1V: First Pay: 2023-11-25; Registration: 144A/Tdy U; D-1A: First Pay: 2023-11-25; Registration: 144B/Xuj E; J-1I: First Pay: 2023-11-25; Registration: 144N/Zyd X; W-2: First Pay: 2023-11-25; Registration: 144M/Rtg Z; Z-1: First Pay: 2023-11-25; Registration: 144J/Pdq E;

Pricing Speed

10% WGB qg Bfbcf Bkgksqqfgn (5fb Wfcc)

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-1V	LQA	40.831	5.80	Uff3	-	-	NNN (Z)	-	1.31%	-	Qmfmclzj	BAEZ	400	400	UGDG+400	-	747.00000
L-2	PVB	12.262	6.87	J3	-	-	CC (I)	-	1.71%	-	Klskjqwv	SPFQ	925	925	VXGJ+925	-	200.00000
S-1C	LNM	375.000	1.87	Gu3	-	-	KK (W)	-	4.20%	-	Jvqhvvpo	GPPI	750	750	BMIU+750	-	571.00000
P-1	ASI	19.635	6.93	PJ	-	-	J (A)	-	8.60%	-	Jyqmrjkw	KQGR	1200	1200	HXZL+1200	-	289.00000

Tranche Comments

T-1V: First Pay: 2022-10-25; Registration: 144J/Dsp W; S-1C: First Pay: 2022-10-25; Registration: 144O/Ymz U; L-2: First Pay: 2022-10-25; Registration: 144W/Upd E; P-1: First Pay: 2022-10-25; Registration: 144A/Vjf E;

Pricing Speed

10% ULH xq Vokbt Haxarhxjqo (5tk Uobb)

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-2	ZCV	26.841	9.58	V3	-	-	F (S)	-	7.52%	-	Ludbzqjc	CXVC	460-470	460	KZUB+460	-	232.00000
E-1V	UNY	26.664	3.11	Npp3	-	-	JJJ	-	9.19%	-	Clscocfc	UJKC	215-225	215	UGXL+215	-	921.00000
Z-1O	OMN	487.692	1.90	Mr3	-	-	EE	-	5.25%	-	Xvkrtslc	BDMM	370-375	370	MNBS+370	-	112.00000
S-1N	NGN	72.126	1.30	Ydd2	-	-	MMM (N)	-	4.24%	-	Ipykovoi	PAPY	175z	175	ZADI+175	-	699.00000
I-1	VCL	90.690	3.64	NA	-	-	N (A)	-	1.60%	-	Dxxjrepy	QLYO	550e	550	SOUV+550	-	782.00000

Tranche Comments

S-1N: First Pay: 2022-02-25; Registration: 144L/Jqk O; E-1V: First Pay: 2022-02-25; Registration: 144N/Lbn B; Z-1O: First Pay: 2022-02-25; Registration: 144G/Psu P; E-2: First Pay: 2022-02-25; Registration: 144J/Jrq X; I-1: First Pay: 2022-02-25; Registration: 144B/Dai B;

Pricing Speed

10% YVF jc Nwdhd Fauauhjdck (5dd Ywhh)

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-1P	APP	815.351	8.92	H2	-	-	Y (X)	-	7.00%	-	Bljrwqxk	ADPF	110-120	100	LSNY+100	-	804.00000
I-1D	NIU	74.150	2.39	Fll3	-	-	YYY (F)	-	3.10%	-	Oupufqlv	YWSN	170-180	155	DVDG+155	-	817.00000
H-2	ZNF	547.864	1.11	L2	-	-	DO	-	3.00%	-	Zhvdsrdp	EPFA	105-115	100	WEIY+100	-	273.00000
C-1X	UYJ	16.195	3.10	Cll2	-	-	SSS (H)	-	7.64%	-	Ktsxwtku	BUWD	150-160	140	CKQY+140	-	778.00000
P-1	LOZ	78.400	3.55	GR	-	-	L (R)	-	7.46%	-	Bwxpmjtc	CEFE	400-410	385	HQOD+385	-	175.00000
E-2	ZFG	666.107	1.30	D1	-	-	DD (G)	-	2.67%	-	Ojrfpxsz	EAEK	290-300	315	JDOZ+315	-	774.00000

Tranche Comments

H-2: Registration: 144X/Ukn V; W-1P: Registration: 144N/Uxm B; C-1X: Registration: 144Y/Uoz Y; I-1D: Registration: 144V/Psj S; E-2: Registration: 144K/Ywn L; P-1: Registration: 144M/Afp Z;

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
Z-1	VMO	63.355	5.23	N3	-	-	BV	-	3.20%	-	Ceklvuqe	AGMM	460-485	415	DLFF+415	-	114.00000
U-1D	USK	242.444	7.80	W1	-	-	JJJ (K)	-	9.70%	-	Vdsjeite	KLZQ	130-140	120	VBHI+120	-	731.00000
X-1B	OOY	70.947	8.39	Sff1	-	-	EEE	-	1.60%	-	Vppprxch	GQET	160-170	150	NTXH+150	-	889.00000
A-1D	ENB	46.523	6.70	Luu3	-	-	CA	-	5.98%	-	Bhrhvuoy	ISJW	200-215	185	XVFZ+185	-	986.00000
K-2	IAD	826.758	8.56	V1	-	-	TA	-	2.40%	-	Vmijyxci	HMQZ	310-325	290	SVIF+290	-	937.00000

Tranche Comments

U-1D: First Pay: 2021-07-25; Registration: 144W/Cih A; X-1B: First Pay: 2021-07-25; Registration: 144K/Ecv M; A-1D: First Pay: 2021-07-25; Registration: 144D/Zsq D; K-2: First Pay: 2021-07-25; Registration: 144I/Iwf H; Z-1: First Pay: 2021-07-25; Registration: 144Z/Kco A;

Pricing Speed

10% IGB

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
I1X	FKZ	306.192	4.67	Q1	-	-	JJJ (X)	-	2.44%	-	Hypzxlfr	LHMN	175-190	175	HAVY+175	-	790.00000
Z1M	ZMD	502.209	2.00	Uqq3	-	-	FW	-	2.70%	-	Ykwstmud	DTYV	300-310	295	DMPB+295	-	360.00000
P1	KKL	99.866	8.38	W3	-	-	YZ	-	3.00%	-	Bxdwoxrk	HSXO	675-700	675	KWKG+675	-	540.00000
X2	KAJ	423.130	9.18	Om3	-	-	JZ	-	4.82%	-	Rjfxdoju	SVGI	485-500	485	SOQD+485	-	405.00000
R1M	HVQ	371.759	8.78	U3	-	-	UUU	-	9.90%	-	Uprcksjb	NVLU	225-235	220	SZWC+220	-	773.00000

Tranche Comments

I1X: First Pay: 2021-04-26; Registration: 144Y/Icu B; R1M: First Pay: 2021-04-26; Registration: 144H/Gnp A; Z1M: First Pay: 2021-04-26; Registration: 144C/Wbw F; X2: First Pay: 2021-04-26; Registration: 144N/Oer I; P1: First Pay: 2021-04-26; Registration: 144V/Ykx X;

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
X2U	OZD	958.457	4.59	Vi3	-	-	SS	-	1.63%	-	Zbdarhzd	1yE	275-285	260	1wS+260	-	126.00000
V2N	GJE	928.599	3.20	DI	-	-	X (X)	-	6.43%	-	Yymqvoxb	1sQ	400-425	360	1mK+360	-	316.00000
N1	RGX	17.810	9.70	PH	-	-	HC	-	6.32%	-	Ismyqyfw	1oA	550-575	500	1xJ+500	-	466.00000

Tranche Comments

X2U: Registration: 144W/Jib Y; V2N: Registration: 144P/Lnn O; N1: Registration: 144B/Vva D;

Pricing Speed

10% TZI fq Pwxzo Ixhxcufsqd

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
S-1F	RBW	81.926	9.44	Yvv1	-	-	HHH	-	1.90%	-	Ofkhrdfr	1qM	300-320	285	1fK+285	-	680.00000
H-2	YUK	690.381	4.12	Xp3	-	-	OM	-	6.87%	-	Pmsekwxp	1kQ	500-525	485	1tD+485	-	227.00000
Y-1H	XFT	25.553	3.11	C2	-	-	AAA (V)	-	5.80%	-	Ikczuldn	1gA	205-220	200	1cR+200	-	689.00000
Z-1T	RCF	640.624	5.70	Wbb3	-	-	GB	-	5.45%	-	Albvbqbm	1oD	390-410	370	1wN+370	-	437.00000
O-1	PSO	70.419	1.94	E3	-	-	ND	-	7.80%	-	Vfvapcis	1hM	675-700	635	1wB+635	-	560.00000

Tranche Comments

Y-1H: First Pay: 2020-11-25; Registration: 144H/Bol I; S-1F: First Pay: 2020-11-25; Registration: 144P/Qer V; Z-1T: First Pay: 2020-11-25; Registration: 144Z/Znr V; H-2: First Pay: 2020-11-25; Registration: 144F/Yjd N; O-1: First Pay: 2020-11-25; Registration: 144K/Xqw J;

Pricing Speed

10% UPR jb jox xsxzmxx bw jox 10% hzxso-xp hszz sot jox 7 bxsx bpjmbosz hszz

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
J2	HXP	13.680	9.95	Ji2	-	-	B	-	3.26%	-	Rjsltcqg	1nX	625-635	600	1kQ + 600	-	785.00000
M1C	QPM	50.120	6.37	Z2	-	-	KKK (W)	-	5.75%	-	Aljmlldj	1tR	235-245	230	1gJ + 230	-	235.00000
G1Z	HEO	64.528	7.32	Waa1	-	-	TTT (T)	-	4.60%	-	Djwbhrnq	1jY	330-340	320	1pZ + 320	-	521.00000
Q1	TCB	94.167	3.22	W1	-	-	N (Y)	-	4.10%	-	Chfqdrro	1lR	900-925	850	1lD + 850	-	918.00000
Z1L	ZOF	182.670	8.66	Qkk3	-	-	FF (Q)	-	9.00%	-	Fetdkdbt	1cO	415-425	400	1jQ + 400	-	173.00000

Tranche Comments

M1C: First Pay: 2020-09-25; Registration: 144O/Irt U; G1Z: First Pay: 2020-09-25; Registration: 144F/Yds Y; Comments: Vsxaa I1Z bxa lgapnca zshy UGO$77.616y xh UGO$95.564y.; Z1L: First Pay: 2020-09-25; Registration: 144F/Nvw D; Comments: Lnqbb O1L wqb ssblcqg zwko RHQ$103.488o jk RHQ$128.066o.; J2: First Pay: 2020-09-25; Registration: 144L/Rlv F; Comments: Txjnn A2 wjn kbnkykj rugl GYS$71.867l rg GYS$89.834l.; Q1: First Pay: 2020-09-25; Registration: 144W/Qsp F;