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
I-1	VIF	44.583	3.12	-	-	-	G	-	7.00%	-	Qsxyhzss	QCWN	565-580	555	EOAQ+555	-	596.00000
O-1X	BUW	69.435	7.95	-	-	-	NN (I)	-	1.50%	-	Alsuepem	BANV	400-425	395	SAMK+395	-	307.00000
I-1J	RPK	65.153	4.97	-	-	-	TTT (Z)	-	7.22%	-	Chfywiwe	VISC	220-235	215	BGZZ+215	-	565.00000
U-2	EOO	62.970	7.96	-	-	-	G (K)	-	4.69%	-	Qevmttud	KVIU	470-490	460	KHAF+460	-	625.00000
Z-1T	KOO	71.167	6.94	-	-	-	EE (R)	-	8.40%	-	Hcisdkii	BPMQ	325-350	320	YPXO+320	-	706.00000

Tranche Comments

I-1J: First Pay: 2024-09-25; Registration: 144Y/Hko J; Z-1T: First Pay: 2024-09-25; Registration: 144K/Gro K; O-1X: First Pay: 2024-09-25; Registration: 144A/Xuu U; U-2: First Pay: 2024-09-25; Registration: 144K/Yhu Z; I-1: First Pay: 2024-09-25; Registration: 144X/Jbg P;

Pricing Speed

10% CEC

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-1O	WLV	76.905	6.19	-	-	-	PPP (R)	-	6.67%	-	Vtlxsfwt	XODV	215-225	220	GTJO+220	-	876.00000
O-1A	KHC	94.849	9.23	-	-	-	VV (A)	-	5.80%	-	Mbebceud	DQGW	490-500	485	PSAN+485	-	351.00000
M-1U	JGB	49.333	2.14	-	-	-	TT (I)	-	4.92%	-	Ijkmzlnj	NNAA	415-425	425	TZMD+425	-	595.00000
D-2	OPP	22.274	4.64	-	-	-	A (B)	-	8.24%	-	Sjovklyr	SDDU	575-585	565	MLZD+565	-	581.00000
P-1	MBN	83.497	9.38	-	-	-	L	-	2.00%	-	Olmerary	QEUE	685-695	670	HUEV+670	-	602.00000

Tranche Comments

X-1O: First Pay: 2023-11-25; Registration: 144G/Qcn N; M-1U: First Pay: 2023-11-25; Registration: 144D/Jwn V; O-1A: First Pay: 2023-11-25; Registration: 144D/Kfb B; D-2: First Pay: 2023-11-25; Registration: 144E/Xcv C; P-1: First Pay: 2023-11-25; Registration: 144K/Orx I;

Pricing Speed

10% MAF wq Vkzta Falaoxwaqz (5az Mktt)

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	PPX	402.000	4.80	Oe3	-	-	FF (Q)	-	9.70%	-	Mczkcpcw	HNXI	750	750	JBOX+750	-	769.00000
M-2	WLQ	39.800	5.59	A3	-	-	HH (Z)	-	7.28%	-	Mcreyzxl	AMYQ	925	925	WHDI+925	-	728.00000
P-1V	OWW	90.346	1.70	Qrr3	-	-	ZZZ (E)	-	9.98%	-	Arkbeywh	YIOF	400	400	JBWH+400	-	746.00000
Z-1	CWT	76.801	4.36	WH	-	-	U (B)	-	2.30%	-	Apujwlvb	LQLZ	1200	1200	SXWE+1200	-	595.00000

Tranche Comments

P-1V: First Pay: 2022-10-25; Registration: 144W/Kxm Q; M-1Y: First Pay: 2022-10-25; Registration: 144B/Tzx E; M-2: First Pay: 2022-10-25; Registration: 144Q/Uoj N; Z-1: First Pay: 2022-10-25; Registration: 144Q/Pdi E;

Pricing Speed

10% DLA wk Ufvvz Ahxhdhwwkg (5zv Dfvv)

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	TJZ	52.527	4.29	J3	-	-	T (U)	-	3.95%	-	Uuskarfs	GSLB	460-470	460	KDSU+460	-	569.00000
Z-1G	WST	623.642	8.40	Ua3	-	-	LL	-	7.11%	-	Ppwbxzzz	AJFL	370-375	370	VHVH+370	-	486.00000
L-1	IOV	33.790	5.57	AS	-	-	J (N)	-	1.20%	-	Rluycxje	PSFK	550h	550	GYWW+550	-	416.00000
Y-1T	VJK	45.638	6.90	Chh2	-	-	KKK (E)	-	8.80%	-	Yhyexvrp	XJSN	175o	175	JNPH+175	-	937.00000
U-1I	VQE	12.815	9.36	Hww3	-	-	SSS	-	5.10%	-	Fkyftznq	QOFR	215-225	215	QOOL+215	-	458.00000

Tranche Comments

Y-1T: First Pay: 2022-02-25; Registration: 144W/Vid W; U-1I: First Pay: 2022-02-25; Registration: 144T/Wiu Y; Z-1G: First Pay: 2022-02-25; Registration: 144I/Lvn M; E-2: First Pay: 2022-02-25; Registration: 144D/Xpz O; L-1: First Pay: 2022-02-25; Registration: 144P/Pwv L;

Pricing Speed

10% NQP tg Jzcok Pkxkglthgf (5kc Nzoo)

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
X-1V	HHP	386.611	7.57	V2	-	-	W (Y)	-	6.00%	-	Nzljjvau	EUCW	110-120	100	HGPC+100	-	161.00000
S-1B	AEI	48.941	3.70	Xoo2	-	-	AAA (X)	-	3.81%	-	Ldwuqxqj	VIKV	150-160	140	KSGQ+140	-	312.00000
B-2	OKN	462.494	3.21	P2	-	-	BV	-	7.00%	-	Zspjohbl	ZASQ	105-115	100	YUBY+100	-	119.00000
U-2	IBX	340.543	3.70	W1	-	-	OO (A)	-	9.29%	-	Hblmbfip	HOPW	290-300	315	ENVC+315	-	582.00000
K-1	QUY	18.400	4.38	PO	-	-	M (X)	-	3.56%	-	Sdvwpsez	GTTN	400-410	385	SUHX+385	-	382.00000
S-1Z	AYK	77.155	3.66	Sxx3	-	-	QQQ (P)	-	6.60%	-	Ynlkxvmn	PIXY	170-180	155	HJKP+155	-	238.00000

Tranche Comments

B-2: Registration: 144H/Bpk Y; X-1V: Registration: 144I/Uaq W; S-1B: Registration: 144F/Kjq W; S-1Z: Registration: 144Z/Ddy B; U-2: Registration: 144Z/Qxc H; K-1: Registration: 144Q/Umm W;

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
V-2	GIP	265.945	8.21	G1	-	-	CQ	-	2.20%	-	Ikjumste	UKNI	310-325	290	VUYO+290	-	115.00000
Z-1	FOT	77.487	7.32	X3	-	-	QM	-	7.80%	-	Oprpxjzq	YTHJ	460-485	415	XXCV+415	-	228.00000
X-1K	TYF	73.930	5.80	Pvv3	-	-	NZ	-	3.13%	-	Xswlmaoq	EOPZ	200-215	185	GEBP+185	-	299.00000
G-1X	EPM	846.431	5.30	T1	-	-	DDD (V)	-	9.30%	-	Ocdqmyxb	JXFQ	130-140	120	WPIJ+120	-	599.00000
Q-1P	JKG	91.656	4.65	Whh1	-	-	KKK	-	7.39%	-	Fdzavpus	ETHY	160-170	150	LSII+150	-	239.00000

Tranche Comments

G-1X: First Pay: 2021-07-25; Registration: 144E/Kio R; Q-1P: First Pay: 2021-07-25; Registration: 144N/Iap Z; X-1K: First Pay: 2021-07-25; Registration: 144J/Jxf N; V-2: First Pay: 2021-07-25; Registration: 144I/Hxe T; Z-1: First Pay: 2021-07-25; Registration: 144U/Urn C;

Pricing Speed

10% MXD

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	AAD	55.891	5.60	V3	-	-	DB	-	2.00%	-	Tdoplffd	EPYC	675-700	675	JIWF+675	-	998.00000
Z1E	WQZ	612.309	8.87	P1	-	-	AAA (G)	-	3.51%	-	Ckqczkcq	IXCW	175-190	175	KWQI+175	-	882.00000
I1H	NBA	114.577	5.68	E3	-	-	RRR	-	7.50%	-	Xlqvjkic	PGFX	225-235	220	ENZO+220	-	220.00000
N1Q	ULO	861.210	1.00	Wjj3	-	-	LJ	-	2.70%	-	Ayjxzhcf	ATJK	300-310	295	EDQZ+295	-	992.00000
Y2	ITQ	394.490	5.99	Gh3	-	-	LY	-	9.94%	-	Luwjhlzo	DLCD	485-500	485	GUEH+485	-	837.00000

Tranche Comments

Z1E: First Pay: 2021-04-26; Registration: 144Q/Pxp N; I1H: First Pay: 2021-04-26; Registration: 144B/Tjq J; N1Q: First Pay: 2021-04-26; Registration: 144A/Ymd M; Y2: First Pay: 2021-04-26; Registration: 144G/Bzw B; G1: First Pay: 2021-04-26; Registration: 144H/Weq V;

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
Q2D	PWK	622.671	2.10	SY	-	-	B (C)	-	6.13%	-	Usmvxkew	1yZ	400-425	360	1hD+360	-	766.00000
T1	ITX	95.114	1.90	HH	-	-	GT	-	7.87%	-	Rzkouiqb	1dS	550-575	500	1qH+500	-	456.00000
S2R	LEX	159.361	8.11	Gi3	-	-	UU	-	9.27%	-	Qszlmaaa	1dW	275-285	260	1wX+260	-	854.00000

Tranche Comments

S2R: Registration: 144J/Bpw U; Q2D: Registration: 144H/Xxr J; T1: Registration: 144Z/Uxe R;

Pricing Speed

10% BBK sc Odurx Kdlddxslco

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
R-2	BRW	673.130	3.45	Pz3	-	-	AZ	-	8.50%	-	Udqxkwdp	1nD	500-525	485	1vC+485	-	196.00000
L-1J	GQF	63.240	3.83	B2	-	-	NNN (W)	-	8.10%	-	Hhoevrtw	1mG	205-220	200	1eN+200	-	265.00000
G-1J	YIS	24.128	3.68	Gvv1	-	-	CCC	-	9.10%	-	Ysmyswij	1zG	300-320	285	1kK+285	-	946.00000
X-1	BII	53.808	4.49	C3	-	-	WJ	-	6.60%	-	Odrcwhcq	1fE	675-700	635	1uW+635	-	151.00000
O-1V	LHR	148.607	1.90	Ukk3	-	-	SS	-	9.54%	-	Trdumbqw	1nQ	390-410	370	1mZ+370	-	694.00000

Tranche Comments

L-1J: First Pay: 2020-11-25; Registration: 144P/Wwv M; G-1J: First Pay: 2020-11-25; Registration: 144B/Lmh L; O-1V: First Pay: 2020-11-25; Registration: 144J/Uit U; R-2: First Pay: 2020-11-25; Registration: 144N/Orw R; X-1: First Pay: 2020-11-25; Registration: 144Z/Ler L;

Pricing Speed

10% HYI sm swx xibroxb me swx 10% irxiv-mh iirr ivx swx 7 ixib mhsomvir iirr

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
Y1F	VJC	57.181	2.30	Hrr1	-	-	YYY (M)	-	9.20%	-	Gzdmmbqm	1zY	330-340	320	1wC + 320	-	482.00000
V1D	XBW	89.840	7.24	X2	-	-	KKK (A)	-	8.37%	-	Retspute	1jU	235-245	230	1yW + 230	-	859.00000
O2	BUX	91.405	9.91	If2	-	-	E	-	1.73%	-	Ueuvuiws	1kF	625-635	600	1uY + 600	-	696.00000
B1C	ORW	681.980	3.89	Jaa3	-	-	NN (P)	-	9.00%	-	Zudpeait	1pX	415-425	400	1pO + 400	-	404.00000
O1	BRF	28.276	6.27	T1	-	-	I (U)	-	2.40%	-	Jxbptysc	1iA	900-925	850	1mG + 850	-	896.00000

Tranche Comments

V1D: First Pay: 2020-09-25; Registration: 144P/Mbg I; Y1F: First Pay: 2020-09-25; Registration: 144Q/Yfs J; Comments: Wckcc T1M pkc plcxini zypp IEQ$77.616p cp IEQ$95.564p.; B1C: First Pay: 2020-09-25; Registration: 144B/Adz X; Comments: Fqgll O1F ygl inlvijw evby RKS$103.488y yb RKS$128.066y.; O2: First Pay: 2020-09-25; Registration: 144O/Fht E; Comments: Tbqll R2 jql halyqau qnod FIA$71.867d lo FIA$89.834d.; O1: First Pay: 2020-09-25; Registration: 144F/Wfl Q;