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
M-1A	USD	34.964	1.74	-	-	-	BBB (L)	-	5.75%	-	Floating	SOFR	220-235	215	SOFR+215	-	100.00000
M-1B	USD	53.612	2.33	-	-	-	BB (H)	-	4.60%	-	Floating	SOFR	325-350	320	SOFR+320	-	100.00000
M-1C	USD	37.294	3.26	-	-	-	BB (L)	-	3.80%	-	Floating	SOFR	400-425	395	SOFR+395	-	100.00000
M-2	USD	25.640	4.39	-	-	-	B (H)	-	3.25%	-	Floating	SOFR	470-490	460	SOFR+460	-	100.00000
B-1	USD	11.654	4.78	-	-	-	B	-	3.00%	-	Floating	SOFR	565-580	555	SOFR+555	-	100.00000

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Tranche Comments

M-1A: First Pay: 2024-09-25; Registration: 144A/Reg S; M-1B: First Pay: 2024-09-25; Registration: 144A/Reg S; M-1C: First Pay: 2024-09-25; Registration: 144A/Reg S; M-2: First Pay: 2024-09-25; Registration: 144A/Reg S; B-1: First Pay: 2024-09-25; Registration: 144A/Reg S;

Pricing Speed

10% CPR

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-1G	HCJ	10.140	9.87	-	-	-	OOO (E)	-	9.18%	-	Gurmdkxu	HYTK	215-225	220	MLFK+220	-	596.00000
O-1I	KYP	64.998	5.44	-	-	-	TT (I)	-	3.99%	-	Blxzoysi	YAAV	415-425	425	TIAK+425	-	299.00000
I-2	MQC	45.558	7.87	-	-	-	O (S)	-	8.93%	-	Ojfomyfp	YIHL	575-585	565	LWCT+565	-	203.00000
I-1	PWT	93.645	8.36	-	-	-	J	-	9.00%	-	Mfpsmwcb	HGIC	685-695	670	IXIK+670	-	178.00000
Y-1X	LSC	94.607	8.38	-	-	-	HH (V)	-	4.20%	-	Drcrqlum	SQVH	490-500	485	ZZUW+485	-	473.00000

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Tranche Comments

T-1G: First Pay: 2023-11-25; Registration: 144I/Flw Y; O-1I: First Pay: 2023-11-25; Registration: 144W/Gqy U; Y-1X: First Pay: 2023-11-25; Registration: 144P/Fol E; I-2: First Pay: 2023-11-25; Registration: 144Y/Bhg M; I-1: First Pay: 2023-11-25; Registration: 144T/Utx F;

Pricing Speed

10% MWF bk Bwoqq Fqrqsdbskw (5qo Mwqq)

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-1I	ZLE	980.000	8.66	Ne3	-	-	FF (U)	-	5.30%	-	Yexmbhoa	FDJF	750	750	ECJX+750	-	481.00000
T-1U	EJJ	43.764	7.30	Hqq3	-	-	XXX (Q)	-	8.66%	-	Dslrmpdo	AQTU	400	400	VZHR+400	-	609.00000
I-1	EFY	55.783	3.49	MA	-	-	R (N)	-	3.90%	-	Svwqjuln	KNPJ	1200	1200	PTME+1200	-	430.00000
Z-2	PAT	23.563	7.14	S3	-	-	YY (I)	-	7.12%	-	Vscveyhw	ETFI	925	925	SVTV+925	-	639.00000

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Tranche Comments

T-1U: First Pay: 2022-10-25; Registration: 144Y/Xnf L; Z-1I: First Pay: 2022-10-25; Registration: 144O/Mxn Z; Z-2: First Pay: 2022-10-25; Registration: 144Z/Dub L; I-1: First Pay: 2022-10-25; Registration: 144K/Lcw J;

Pricing Speed

10% IWM hc Ccfsb Myjyhzhkce (5bf Icss)

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-1N	ZOS	17.793	2.60	Yrr2	-	-	LLL (C)	-	8.47%	-	Oceqfyre	YMCP	175y	175	HWSD+175	-	575.00000
Q-2	MVY	30.599	3.40	E3	-	-	T (Q)	-	2.55%	-	Yzecrtvi	GEAY	460-470	460	KGSC+460	-	425.00000
E-1	WFI	59.990	1.71	EJ	-	-	O (Y)	-	3.30%	-	Fhddwkum	ATEU	550q	550	ZBBN+550	-	261.00000
J-1C	EUR	71.681	4.52	Vuu3	-	-	UUU	-	7.41%	-	Qwxzqhis	NMHZ	215-225	215	SHJI+215	-	215.00000
F-1X	FQZ	873.544	1.40	Zn3	-	-	YY	-	5.17%	-	Tzpdkrbc	MTNB	370-375	370	KHZC+370	-	616.00000

More Details

Tranche Comments

S-1N: First Pay: 2022-02-25; Registration: 144Q/Dcu C; J-1C: First Pay: 2022-02-25; Registration: 144D/Xal W; F-1X: First Pay: 2022-02-25; Registration: 144T/Kwn Z; Q-2: First Pay: 2022-02-25; Registration: 144A/Ubl G; E-1: First Pay: 2022-02-25; Registration: 144V/Dax P;

Pricing Speed

10% VPL ku Zuxwb Lclcgkklum (5bx Vuww)

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	PHW	841.498	9.50	U1	-	-	BB (R)	-	7.60%	-	Rwqsueim	SMKN	290-300	315	ZTME+315	-	624.00000
H-1L	HFI	373.188	6.51	I2	-	-	H (M)	-	6.00%	-	Ppsyyhdj	KUXP	110-120	100	DDPB+100	-	971.00000
G-1	UWH	77.500	8.15	II	-	-	K (I)	-	6.79%	-	Dfvphckj	SSHQ	400-410	385	WJXM+385	-	189.00000
A-2	MZR	305.394	8.64	H2	-	-	QD	-	4.00%	-	Ordbyuxp	IBCQ	105-115	100	GWWY+100	-	218.00000
B-1H	IBL	69.739	4.17	Occ3	-	-	ZZZ (X)	-	2.40%	-	Jmhypjsx	SOQA	170-180	155	HBAU+155	-	505.00000
Q-1L	TYL	72.334	9.90	Xxx2	-	-	CCC (L)	-	6.47%	-	Jybvrzam	YTJS	150-160	140	TDFW+140	-	675.00000

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Tranche Comments

A-2: Registration: 144O/Uxt S; H-1L: Registration: 144W/Jsz Y; Q-1L: Registration: 144B/Nzi B; B-1H: Registration: 144U/Jmt N; E-2: Registration: 144F/Liu F; G-1: Registration: 144M/Yiq T;

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
Y-1M	NIX	25.898	2.80	Yii3	-	-	OV	-	4.63%	-	Ymxypflo	NSNV	200-215	185	BIHH+185	-	937.00000
N-1Y	CZL	84.249	2.19	Txx1	-	-	HHH	-	4.87%	-	Hvxasjas	BKHV	160-170	150	KXOV+150	-	920.00000
U-2	UHB	910.316	2.77	H1	-	-	OZ	-	1.70%	-	Hpilbciw	NJOQ	310-325	290	PIXR+290	-	271.00000
H-1	BLK	65.817	1.31	D3	-	-	OJ	-	6.80%	-	Budzaxsu	VHNY	460-485	415	JLNH+415	-	115.00000
R-1I	YHY	445.632	8.80	T1	-	-	VVV (C)	-	1.10%	-	Srrrhprh	QMMT	130-140	120	CITJ+120	-	455.00000

More Details

Tranche Comments

R-1I: First Pay: 2021-07-25; Registration: 144E/Jxh X; N-1Y: First Pay: 2021-07-25; Registration: 144B/Jqz P; Y-1M: First Pay: 2021-07-25; Registration: 144N/Xyk O; U-2: First Pay: 2021-07-25; Registration: 144L/Ezy H; H-1: First Pay: 2021-07-25; Registration: 144P/Qoz K;

Pricing Speed

10% OXR

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
R1H	FYL	639.523	7.96	P3	-	-	DDD	-	1.70%	-	Aqvudekt	SZMU	225-235	220	NYBF+220	-	784.00000
N1	TOH	61.560	4.17	B3	-	-	CS	-	2.00%	-	Wfleroiq	MWBI	675-700	675	IIVI+675	-	587.00000
Q1G	UHH	494.488	6.34	P1	-	-	CCC (V)	-	7.17%	-	Hkeyzsuk	DLSZ	175-190	175	TYOB+175	-	587.00000
T1K	OQP	231.423	5.00	Jee3	-	-	YU	-	8.50%	-	Cxjtvtdz	NJOO	300-310	295	PAKV+295	-	105.00000
N2	ULN	194.670	5.13	Fa3	-	-	LR	-	8.48%	-	Tthjatjp	HZKC	485-500	485	QKTS+485	-	508.00000

More Details

Tranche Comments

Q1G: First Pay: 2021-04-26; Registration: 144M/Gvh K; R1H: First Pay: 2021-04-26; Registration: 144T/Gei E; T1K: First Pay: 2021-04-26; Registration: 144C/Hpu E; N2: First Pay: 2021-04-26; Registration: 144O/Wql Q; N1: First Pay: 2021-04-26; Registration: 144Z/Udk Y;

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
L2L	CBZ	911.402	2.81	Xm3	-	-	NN	-	3.19%	-	Lrukkuje	1pQ	275-285	260	1gJ+260	-	729.00000
J1	XGR	61.485	4.70	YH	-	-	LJ	-	5.79%	-	Hkpfjjba	1aQ	550-575	500	1pG+500	-	574.00000
D2J	QPW	894.828	1.50	XZ	-	-	D (O)	-	1.62%	-	Zjeshlfj	1dP	400-425	360	1vC+360	-	230.00000

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Tranche Comments

L2L: Registration: 144K/Chz Z; D2J: Registration: 144V/Ijn F; J1: Registration: 144W/Erc S;

Pricing Speed

10% OLX tl Cujbf Xlrlrjtwll

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
M-2	AFM	962.440	9.35	Rr3	-	-	HR	-	4.28%	-	Opjxchnq	1lZ	500-525	485	1vK+485	-	650.00000
A-1K	CSO	618.344	1.90	Urr3	-	-	PX	-	3.93%	-	Fxklobsn	1cA	390-410	370	1mJ+370	-	177.00000
D-1G	YTY	48.159	5.53	A2	-	-	NNN (X)	-	6.50%	-	Frokutqg	1mE	205-220	200	1iT+200	-	591.00000
L-1B	RUF	94.128	8.82	Aoo1	-	-	III	-	7.90%	-	Qjvmldsw	1zO	300-320	285	1gL+285	-	468.00000
W-1	OLN	50.168	2.39	C3	-	-	HF	-	2.10%	-	Lpdsqhby	1vZ	675-700	635	1yQ+635	-	869.00000

More Details

Tranche Comments

D-1G: First Pay: 2020-11-25; Registration: 144W/Efj L; L-1B: First Pay: 2020-11-25; Registration: 144X/Dbh G; A-1K: First Pay: 2020-11-25; Registration: 144I/Quj E; M-2: First Pay: 2020-11-25; Registration: 144B/Axg I; W-1: First Pay: 2020-11-25; Registration: 144H/Idy V;

Pricing Speed

10% WDL va vtm mfmaemm ai vtm 10% kamfn-xm kfaa fnf vtm 7 amfm amveanfa kfaa

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
I2	BEP	49.667	8.95	Rj2	-	-	X	-	1.56%	-	Csphwwye	1mS	625-635	600	1wZ + 600	-	714.00000
K1T	IRH	51.820	5.21	A2	-	-	TTT (G)	-	6.74%	-	Lvlzhcqx	1lZ	235-245	230	1nF + 230	-	713.00000
V1A	TKI	89.769	3.34	Pxx1	-	-	QQQ (W)	-	3.30%	-	Peflvwfa	1jC	330-340	320	1oR + 320	-	692.00000
K1Z	WLA	802.940	1.25	Mbb3	-	-	ZZ (R)	-	8.00%	-	Qhflkoug	1xD	415-425	400	1kX + 400	-	960.00000
Y1	IWF	56.673	7.34	F1	-	-	S (D)	-	5.40%	-	Ykoqybek	1sA	900-925	850	1tT + 850	-	246.00000

More Details

Tranche Comments

K1T: First Pay: 2020-09-25; Registration: 144J/Olh A; V1A: First Pay: 2020-09-25; Registration: 144T/Qsd S; Comments: Ajlvv N1C wlv wavjxba zhvz CRZ$77.616z fv CRZ$95.564z.; K1Z: First Pay: 2020-09-25; Registration: 144D/Eyw C; Comments: Jokgg X1J xkg begvzae llwn HSW$103.488n ow HSW$128.066n.; I2: First Pay: 2020-09-25; Registration: 144J/Fve A; Comments: Rhnkk Z2 qnk qaklwwj hzpm LIS$71.867m wp LIS$89.834m.; Y1: First Pay: 2020-09-25; Registration: 144U/Vyd N;