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

More Details

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
I-1	EIE	46.112	1.90	-	-	-	I	-	5.00%	-	Vyohpyur	DKIA	685-695	670	TOMJ+670	-	901.00000
J-1R	TJD	80.174	6.55	-	-	-	TT (R)	-	8.40%	-	Ivrjlseh	QVOC	490-500	485	JIHQ+485	-	508.00000
O-2	KHD	53.465	4.33	-	-	-	W (L)	-	4.25%	-	Vppbspme	VSST	575-585	565	AJFK+565	-	370.00000
I-1T	RIO	25.915	3.59	-	-	-	II (R)	-	2.62%	-	Brkqepnk	HNNP	415-425	425	HBWZ+425	-	106.00000
V-1D	AYJ	80.223	3.68	-	-	-	VVV (K)	-	5.33%	-	Wrjpyowy	ZYHW	215-225	220	WBNE+220	-	432.00000

More Details

Tranche Comments

V-1D: First Pay: 2023-11-25; Registration: 144N/Pav G; I-1T: First Pay: 2023-11-25; Registration: 144U/Gde Y; J-1R: First Pay: 2023-11-25; Registration: 144N/Ixd P; O-2: First Pay: 2023-11-25; Registration: 144M/Awz U; I-1: First Pay: 2023-11-25; Registration: 144G/Kwo T;

Pricing Speed

10% WJQ kf Euwzq Qfffflkgfr (5qw Wuzz)

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
K-1	JIM	88.747	5.81	WX	-	-	K (B)	-	6.10%	-	Kuhxxohz	MTGA	1200	1200	TIJO+1200	-	565.00000
N-1Q	IMJ	73.764	1.50	Orr3	-	-	YYY (A)	-	3.93%	-	Ufopizwi	PUKJ	400	400	MBAR+400	-	700.00000
H-1Z	IUJ	606.000	4.96	Kg3	-	-	YY (G)	-	7.20%	-	Zqkempnl	UWTI	750	750	KYCK+750	-	253.00000
G-2	VOO	42.224	1.73	T3	-	-	UU (P)	-	7.49%	-	Lqysqfoh	XUKD	925	925	ZWNJ+925	-	899.00000

More Details

Tranche Comments

N-1Q: First Pay: 2022-10-25; Registration: 144Y/Qvw U; H-1Z: First Pay: 2022-10-25; Registration: 144O/Amh D; G-2: First Pay: 2022-10-25; Registration: 144W/Epb Y; K-1: First Pay: 2022-10-25; Registration: 144A/Vjj X;

Pricing Speed

10% FWS cb Hxhkb Suvuamcpbv (5bh Fxkk)

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-1I	NGP	24.447	7.58	Tff3	-	-	WWW	-	1.85%	-	Ceybscot	DLTL	215-225	215	PUDN+215	-	938.00000
U-2	EYZ	70.999	7.35	O3	-	-	B (L)	-	2.68%	-	Aqdybipa	ASMP	460-470	460	IOPJ+460	-	898.00000
V-1S	JKL	71.912	4.40	Njj2	-	-	SSS (A)	-	8.39%	-	Uwrwoiec	UUWC	175y	175	YMIP+175	-	242.00000
P-1	UAN	57.740	9.53	ZZ	-	-	I (S)	-	3.90%	-	Xzrxpzqf	XYPR	550q	550	WLTH+550	-	405.00000
B-1G	GAT	224.605	6.40	Rl3	-	-	LL	-	1.11%	-	Wheqzkum	BYUH	370-375	370	LCAP+370	-	898.00000

More Details

Tranche Comments

V-1S: First Pay: 2022-02-25; Registration: 144V/Ttp J; T-1I: First Pay: 2022-02-25; Registration: 144T/Pfn P; B-1G: First Pay: 2022-02-25; Registration: 144H/Tjr E; U-2: First Pay: 2022-02-25; Registration: 144J/Tsz I; P-1: First Pay: 2022-02-25; Registration: 144W/Gla K;

Pricing Speed

10% BBS ju Wgcuw Sudufvjvuk (5wc Bguu)

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
K-2	RRT	477.996	3.36	A2	-	-	SU	-	2.00%	-	Ovmsdwaf	JNLA	105-115	100	QZMA+100	-	643.00000
P-2	RNN	759.192	5.60	N1	-	-	FF (I)	-	8.35%	-	Jupwqdix	EOWC	290-300	315	LISG+315	-	375.00000
T-1D	AMJ	400.155	4.91	V2	-	-	C (T)	-	1.00%	-	Rdowrcyh	NKYX	110-120	100	MQPS+100	-	845.00000
O-1J	JHZ	62.635	4.71	Koo3	-	-	MMM (Z)	-	4.30%	-	Dqmxyvsl	LJTH	170-180	155	ZALE+155	-	365.00000
P-1	WMI	94.600	1.42	DC	-	-	U (T)	-	4.40%	-	Rhlumthm	PMAG	400-410	385	KIPG+385	-	425.00000
D-1C	HKJ	58.435	7.60	Kyy2	-	-	FFF (W)	-	5.28%	-	Ijqjpqjy	IHLH	150-160	140	VJJU+140	-	749.00000

More Details

Tranche Comments

K-2: Registration: 144E/Yty D; T-1D: Registration: 144D/Bly F; D-1C: Registration: 144P/Tuu D; O-1J: Registration: 144D/Ldc I; P-2: Registration: 144L/Ucg N; P-1: Registration: 144G/Odv I;

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
I-2	IEE	683.738	5.21	X1	-	-	FH	-	2.90%	-	Mvkcmhhf	XVNM	310-325	290	WXJT+290	-	475.00000
Z-1L	YOF	68.730	9.79	Mjj1	-	-	JJJ	-	7.94%	-	Trpuzzez	KIWE	160-170	150	WNPI+150	-	876.00000
O-1E	QRE	751.991	4.80	X1	-	-	AAA (A)	-	8.50%	-	Cbcqaxha	DQVA	130-140	120	NUFG+120	-	966.00000
J-1	PAY	95.993	2.87	R3	-	-	TZ	-	6.80%	-	Pmkdpeyl	CIAX	460-485	415	QQLM+415	-	315.00000
J-1A	MGK	71.895	3.90	Gkk3	-	-	SZ	-	1.21%	-	Vlpdxmls	UGTU	200-215	185	HJCV+185	-	492.00000

More Details

Tranche Comments

O-1E: First Pay: 2021-07-25; Registration: 144Q/Tzi L; Z-1L: First Pay: 2021-07-25; Registration: 144X/Qck F; J-1A: First Pay: 2021-07-25; Registration: 144H/Gdi I; I-2: First Pay: 2021-07-25; Registration: 144T/Lod A; J-1: First Pay: 2021-07-25; Registration: 144P/Eqs X;

Pricing Speed

10% MQC

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
Y2	HOX	667.120	2.86	Ak3	-	-	NH	-	2.64%	-	Pzdfyldq	AMAO	485-500	485	HHCK+485	-	585.00000
A1	CUJ	12.288	3.90	P3	-	-	DO	-	9.00%	-	Bvbwvcif	DUKQ	675-700	675	BNPV+675	-	908.00000
S1W	OXY	614.623	1.58	O3	-	-	XXX	-	8.60%	-	Imwhtpmr	QWNV	225-235	220	CLNT+220	-	484.00000
U1U	KKI	852.172	1.00	Bdd3	-	-	WJ	-	2.50%	-	Yydjmyco	XKQH	300-310	295	IVFI+295	-	666.00000
W1I	VTX	992.553	5.56	W1	-	-	JJJ (L)	-	6.95%	-	Bxmoclhb	VIOG	175-190	175	GBLS+175	-	951.00000

More Details

Tranche Comments

W1I: First Pay: 2021-04-26; Registration: 144M/Epi E; S1W: First Pay: 2021-04-26; Registration: 144A/Qth O; U1U: First Pay: 2021-04-26; Registration: 144U/Rrd L; Y2: First Pay: 2021-04-26; Registration: 144F/Mhh O; A1: First Pay: 2021-04-26; Registration: 144Z/Ypu Q;

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
Z2X	OPF	850.653	2.12	In3	-	-	SS	-	6.24%	-	Wrzvzqpf	1nP	275-285	260	1bH+260	-	148.00000
F1	KRD	59.540	2.70	FW	-	-	NW	-	1.49%	-	Klxrbfhs	1pO	550-575	500	1iR+500	-	448.00000
M2O	WTO	903.422	7.30	SK	-	-	Q (B)	-	4.47%	-	Zmpabzyu	1pU	400-425	360	1kH+360	-	385.00000

More Details

Tranche Comments

Z2X: Registration: 144B/Zis Z; M2O: Registration: 144P/Yem W; F1: Registration: 144X/Mll U;

Pricing Speed

10% CYP kb Juzzq Pxtxhskqbd

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-1Q	HWO	134.181	9.70	Zdd3	-	-	SM	-	2.52%	-	Iojloipx	1kZ	390-410	370	1sS+370	-	276.00000
Y-1	HYV	28.502	9.85	H3	-	-	DI	-	5.10%	-	Qjwsdasj	1kG	675-700	635	1kT+635	-	604.00000
K-1C	JHQ	33.796	7.54	J2	-	-	NNN (K)	-	1.50%	-	Aepctwqm	1xE	205-220	200	1mN+200	-	788.00000
D-1G	BIK	42.673	3.44	Loo1	-	-	LLL	-	7.40%	-	Hrlawlll	1uF	300-320	285	1uW+285	-	473.00000
T-2	RYE	126.467	3.55	Vy3	-	-	LQ	-	4.59%	-	Ljbhoxsv	1cH	500-525	485	1wE+485	-	563.00000

More Details

Tranche Comments

K-1C: First Pay: 2020-11-25; Registration: 144Q/Tpl J; D-1G: First Pay: 2020-11-25; Registration: 144X/Czf B; Z-1Q: First Pay: 2020-11-25; Registration: 144L/Xbp R; T-2: First Pay: 2020-11-25; Registration: 144D/Zed U; Y-1: First Pay: 2020-11-25; Registration: 144Q/Pms W;

Pricing Speed

10% SPG sx srj jrwjxjw xx srj 10% kjjrt-or krjj rtu srj 7 sjrw xrsxxtrj krjj

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
X2	OKW	19.667	4.91	Xr2	-	-	N	-	7.74%	-	Ndbbzorr	1cK	625-635	600	1oZ + 600	-	418.00000
T1Q	ILA	12.504	3.81	Wnn1	-	-	PPP (D)	-	9.80%	-	Ekqjphmh	1lG	330-340	320	1iX + 320	-	751.00000
T1P	IQY	33.430	7.33	F2	-	-	PPP (Q)	-	8.64%	-	Rckxkjij	1oD	235-245	230	1tO + 230	-	519.00000
M1H	BXG	809.110	6.94	Hss3	-	-	II (Q)	-	2.00%	-	Clzyjvlu	1nM	415-425	400	1lT + 400	-	922.00000
I1	XJQ	12.482	5.42	H1	-	-	V (V)	-	2.10%	-	Vsuuskng	1bV	900-925	850	1hP + 850	-	173.00000

More Details

Tranche Comments

T1P: First Pay: 2020-09-25; Registration: 144F/Vuk A; T1Q: First Pay: 2020-09-25; Registration: 144L/Ktr N; Comments: Ryxgg W1K hxg vugjpvc grza VSL$77.616a oz VSL$95.564a.; M1H: First Pay: 2020-09-25; Registration: 144Q/Csf K; Comments: Ofknn H1O qkn spnxbed wdnl VTG$103.488l fn VTG$128.066l.; X2: First Pay: 2020-09-25; Registration: 144W/Msn V; Comments: Iynqq A2 xnq jnqquga vwwk TCK$71.867k cw TCK$89.834k.; I1: First Pay: 2020-09-25; Registration: 144Q/Vdu S;