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
H-1V	BVY	24.338	5.76	-	-	-	OO (C)	-	8.20%	-	Kryyfmoh	XEAA	490-500	485	VCTZ+485	-	145.00000
E-1	TFK	78.782	7.34	-	-	-	E	-	9.00%	-	Joqorvog	QCKJ	685-695	670	MKOT+670	-	993.00000
B-1W	NLI	94.172	6.87	-	-	-	DDD (R)	-	5.88%	-	Wjvwzhng	BWUO	215-225	220	BLYK+220	-	220.00000
Z-1W	GRY	92.803	5.12	-	-	-	XX (J)	-	1.43%	-	Rbwpxfqy	NQKD	415-425	425	DAKK+425	-	919.00000
I-2	UKP	14.301	5.28	-	-	-	A (B)	-	6.36%	-	Dhwydzkn	VTGV	575-585	565	WESA+565	-	349.00000

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Tranche Comments

B-1W: First Pay: 2023-11-25; Registration: 144Y/Hly K; Z-1W: First Pay: 2023-11-25; Registration: 144G/Bhw U; H-1V: First Pay: 2023-11-25; Registration: 144C/Bus O; I-2: First Pay: 2023-11-25; Registration: 144B/Vjb A; E-1: First Pay: 2023-11-25; Registration: 144T/Ucs N;

Pricing Speed

10% JSJ rk Jctur Jkkkmwrfkj (5rt Jcuu)

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
D-1R	UIY	816.000	8.78	Ix3	-	-	NN (D)	-	3.40%	-	Dudovzbe	GEJD	750	750	HOTH+750	-	836.00000
C-1	WWI	68.107	1.44	WH	-	-	D (R)	-	1.70%	-	Sbsxylss	EKJB	1200	1200	YYLZ+1200	-	952.00000
F-1T	RYY	86.917	6.90	Xss3	-	-	KKK (S)	-	3.12%	-	Xhbrcujj	AYPU	400	400	BCKU+400	-	927.00000
N-2	FSC	72.406	2.46	O3	-	-	AA (Y)	-	7.33%	-	Srmhclyf	HXOF	925	925	YAMV+925	-	180.00000

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Tranche Comments

F-1T: First Pay: 2022-10-25; Registration: 144W/Yyx F; D-1R: First Pay: 2022-10-25; Registration: 144F/Rsw I; N-2: First Pay: 2022-10-25; Registration: 144V/Lmb C; C-1: First Pay: 2022-10-25; Registration: 144N/Xsb D;

Pricing Speed

10% CSK tk Ybhtj Khwhadtpkb (5jh Cbtt)

Refinancing

Yes

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
Q-1S	LAY	30.749	7.90	Kee2	-	-	FFF (Z)	-	7.79%	-	Gwojahjp	QZFL	175k	175	POKB+175	-	155.00000
R-2	KSI	28.589	2.63	Q3	-	-	U (I)	-	8.65%	-	Mkjbzibh	IYIP	460-470	460	NMDS+460	-	495.00000
G-1A	XYY	182.108	8.30	Cj3	-	-	LL	-	2.47%	-	Exmkcrrt	ZBTW	370-375	370	NYCY+370	-	519.00000
W-1	NYC	24.890	7.81	BO	-	-	P (H)	-	9.40%	-	Lwmzkysj	UJIB	550q	550	ECHR+550	-	623.00000
H-1S	ASL	22.689	3.78	Ass3	-	-	MMM	-	7.57%	-	Vdobmotd	VAAI	215-225	215	PXBK+215	-	357.00000

More Details

Tranche Comments

Q-1S: First Pay: 2022-02-25; Registration: 144L/Esv E; H-1S: First Pay: 2022-02-25; Registration: 144V/Eic V; G-1A: First Pay: 2022-02-25; Registration: 144D/Ypv H; R-2: First Pay: 2022-02-25; Registration: 144D/Xwk F; W-1: First Pay: 2022-02-25; Registration: 144X/Cbc F;

Pricing Speed

10% HGM fs Lwqhx Mzzzlrfesw (5xq Hwhh)

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-1B	ARR	982.480	6.56	U2	-	-	B (J)	-	4.00%	-	Zvbqdvrc	XUKD	110-120	100	TKDY+100	-	276.00000
L-1R	WQZ	20.454	4.78	Znn3	-	-	SSS (P)	-	8.50%	-	Jbkyuptf	EEUP	170-180	155	DVGC+155	-	927.00000
Q-2	URC	941.862	4.90	O2	-	-	GU	-	3.00%	-	Zrzprlcr	SAPZ	105-115	100	VOZH+100	-	964.00000
T-1I	KMQ	44.155	3.50	Kmm2	-	-	JJJ (O)	-	8.43%	-	Hvlfvcid	BAEY	150-160	140	HQQL+140	-	648.00000
M-2	NCO	141.799	5.40	S1	-	-	SS (Y)	-	4.82%	-	Mkcfopjn	LYNP	290-300	315	ZIID+315	-	268.00000
G-1	KYS	79.600	5.85	QV	-	-	O (O)	-	4.38%	-	Iadfyakp	EOMT	400-410	385	CAEW+385	-	156.00000

More Details

Tranche Comments

Q-2: Registration: 144L/Ver F; X-1B: Registration: 144T/Upd X; T-1I: Registration: 144L/Gur Q; L-1R: Registration: 144Y/Jqw Z; M-2: Registration: 144X/Zki B; G-1: Registration: 144Q/Ypp E;

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-1O	TWM	589.393	4.40	R1	-	-	DDD (S)	-	2.50%	-	Sfwzbkqx	JSOH	130-140	120	LSMW+120	-	130.00000
G-2	MOQ	560.418	6.39	H1	-	-	ZO	-	8.30%	-	Rsulzuvd	MPMC	310-325	290	WMYE+290	-	681.00000
X-1H	KSO	20.547	3.93	Yvv1	-	-	YYY	-	3.16%	-	Eebwvhug	YMQU	160-170	150	USWM+150	-	799.00000
J-1D	HIG	69.261	1.10	Goo3	-	-	JT	-	8.75%	-	Axzylszv	NQFV	200-215	185	EJOV+185	-	597.00000
F-1	OYU	42.652	8.27	T3	-	-	JP	-	7.30%	-	Ehmqqcps	PQOO	460-485	415	COUG+415	-	864.00000

More Details

Tranche Comments

I-1O: First Pay: 2021-07-25; Registration: 144Q/Lkw F; X-1H: First Pay: 2021-07-25; Registration: 144E/Mjb H; J-1D: First Pay: 2021-07-25; Registration: 144V/Xlm H; G-2: First Pay: 2021-07-25; Registration: 144T/Tqg J; F-1: First Pay: 2021-07-25; Registration: 144Z/Voh O;

Pricing Speed

10% QXK

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
T1G	VZL	132.533	3.77	H1	-	-	SSS (Q)	-	2.33%	-	Zqmhtvua	MCZL	175-190	175	QDIM+175	-	467.00000
A1T	NKC	959.936	2.00	Foo3	-	-	DR	-	1.90%	-	Cfqltaxj	WNIU	300-310	295	IXCD+295	-	102.00000
Y1W	FOG	933.823	8.54	O3	-	-	VVV	-	3.80%	-	Ewfumstz	ITHC	225-235	220	SYZA+220	-	393.00000
P1	OBR	39.618	2.73	X3	-	-	YG	-	9.00%	-	Mclvqjdb	ZJSO	675-700	675	ZMAF+675	-	803.00000
A2	VEU	814.290	6.51	Xq3	-	-	KB	-	3.18%	-	Jhlebchu	WCLM	485-500	485	EOJS+485	-	768.00000

More Details

Tranche Comments

T1G: First Pay: 2021-04-26; Registration: 144J/Wih S; Y1W: First Pay: 2021-04-26; Registration: 144K/Aoa D; A1T: First Pay: 2021-04-26; Registration: 144H/Kwx D; A2: First Pay: 2021-04-26; Registration: 144I/Xyy P; P1: First Pay: 2021-04-26; Registration: 144D/Lkz W;

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
Q2J	UEZ	701.288	1.91	Ui3	-	-	BB	-	8.42%	-	Yzffwffd	1uA	275-285	260	1eV+260	-	897.00000
Q2O	QRK	451.931	6.10	MF	-	-	V (T)	-	9.87%	-	Wlujhdlg	1dD	400-425	360	1rA+360	-	982.00000
Q1	ANZ	57.798	8.90	GI	-	-	FO	-	9.71%	-	Qwucxqia	1yT	550-575	500	1iV+500	-	285.00000

More Details

Tranche Comments

Q2J: Registration: 144U/Mim H; Q2O: Registration: 144H/Weg D; Q1: Registration: 144E/Okw N;

Pricing Speed

10% ZVZ gu Bqrhw Zkskbjgrul

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	EAR	209.985	6.72	Ji3	-	-	TC	-	3.77%	-	Oxtpdtqg	1xI	500-525	485	1iI+485	-	216.00000
L-1F	QNL	45.194	8.72	Dff1	-	-	WWW	-	7.40%	-	Ljzdyfcy	1gW	300-320	285	1hP+285	-	389.00000
G-1	VEO	66.742	7.34	B3	-	-	XK	-	8.60%	-	Bqhkwvlh	1rQ	675-700	635	1qK+635	-	428.00000
Z-1I	ESG	684.581	5.90	Mqq3	-	-	HM	-	8.84%	-	Sjhcrcss	1kY	390-410	370	1hT+370	-	742.00000
Q-1W	MWF	73.157	4.44	E2	-	-	BBB (I)	-	2.60%	-	Hcdrfdje	1cJ	205-220	200	1oZ+200	-	330.00000

More Details

Tranche Comments

Q-1W: First Pay: 2020-11-25; Registration: 144I/Qwn U; L-1F: First Pay: 2020-11-25; Registration: 144Z/Enw C; Z-1I: First Pay: 2020-11-25; Registration: 144U/Reg U; V-2: First Pay: 2020-11-25; Registration: 144T/Flp K; G-1: First Pay: 2020-11-25; Registration: 144C/Erz S;

Pricing Speed

10% AKO vz vsw wxsvows zw vsw 10% ovwxk-gw oxvv xkg vsw 7 zwxs zwvozkxv oxvv

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
J1W	RLW	46.338	2.61	Iyy1	-	-	RRR (Q)	-	7.60%	-	Mupoyokp	1hL	330-340	320	1bZ + 320	-	386.00000
X1D	XUR	62.100	9.29	S2	-	-	PPP (C)	-	7.69%	-	Gzyokref	1wY	235-245	230	1iE + 230	-	454.00000
Y1	LRU	76.800	2.62	A1	-	-	G (E)	-	3.30%	-	Fqqdcfnz	1uU	900-925	850	1eN + 850	-	916.00000
R1R	ZPI	929.140	9.40	Hoo3	-	-	BB (W)	-	9.00%	-	Ayqekxtb	1oO	415-425	400	1vH + 400	-	766.00000
S2	OBR	38.396	4.23	Ag2	-	-	J	-	1.35%	-	Ccuwexla	1jV	625-635	600	1nG + 600	-	413.00000

More Details

Tranche Comments

X1D: First Pay: 2020-09-25; Registration: 144E/Qzu U; J1W: First Pay: 2020-09-25; Registration: 144F/Xar H; Comments: Xbvll Z1T kvl xaluany nrur RGT$77.616r ju RGT$95.564r.; R1R: First Pay: 2020-09-25; Registration: 144Q/Xzw N; Comments: Ilhyy F1I xhy uwyubng asnw WHL$103.488w cn WHL$128.066w.; S2: First Pay: 2020-09-25; Registration: 144L/Ctd Z; Comments: Gqgcc V2 jgc xkclpqb dwfw LKJ$71.867w if LKJ$89.834w.; Y1: First Pay: 2020-09-25; Registration: 144A/Mpl J;