2021-1

Bellemeade Re Ltd (BMIR) 2021-1

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
M1A	USD	188.782	1.87	A1	-	-	BBB (H)	-	6.75%	-	Floating	SOFR	175-190	175	SOFR+175	-	100.00000
M1B	USD	118.203	3.57	A3	-	-	BBB	-	5.30%	-	Floating	SOFR	225-235	220	SOFR+220	-	100.00000
M1C	USD	139.387	5.00	Baa3	-	-	NR	-	3.60%	-	Floating	SOFR	300-310	295	SOFR+295	-	100.00000
M2	USD	112.021	5.98	Ba3	-	-	NR	-	2.25%	-	Floating	SOFR	485-500	485	SOFR+485	-	100.00000
B1	USD	21.324	6.32	B3	-	-	NR	-	2.00%	-	Floating	SOFR	675-700	675	SOFR+675	-	100.00000

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Tranche Comments

M1A: First Pay: 2021-04-26; Registration: 144A/Reg S; M1B: First Pay: 2021-04-26; Registration: 144A/Reg S; M1C: First Pay: 2021-04-26; Registration: 144A/Reg S; M2: First Pay: 2021-04-26; Registration: 144A/Reg S; B1: First Pay: 2021-04-26; Registration: 144A/Reg S;