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	49.755	1.86	-	-	-	BBB (L)	-	5.75%	-	Floating	SOFR	215-225	220	SOFR+220	-	100.00000
M-1B	USD	54.731	3.36	-	-	-	BB (H)	-	4.65%	-	Floating	SOFR	415-425	425	SOFR+425	-	100.00000
M-1C	USD	42.292	4.78	-	-	-	BB (L)	-	3.80%	-	Floating	SOFR	490-500	485	SOFR+485	-	100.00000
M-2	USD	27.365	4.99	-	-	-	B (H)	-	3.25%	-	Floating	SOFR	575-585	565	SOFR+565	-	100.00000
B-1	USD	12.438	4.99	-	-	-	B	-	3.00%	-	Floating	SOFR	685-695	670	SOFR+670	-	100.00000

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Tranche Comments

M-1A: First Pay: 2023-11-25; Registration: 144A/Reg S; M-1B: First Pay: 2023-11-25; Registration: 144A/Reg S; M-1C: First Pay: 2023-11-25; Registration: 144A/Reg S; M-2: First Pay: 2023-11-25; Registration: 144A/Reg S; B-1: First Pay: 2023-11-25; Registration: 144A/Reg S;

Pricing Speed

10% CPR to Early Redemption (5yr Call)

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-1	CFX	38.254	2.62	JE	-	-	Y (S)	-	7.90%	-	Xcwhbytp	VOFA	1200	1200	HDDT+1200	-	490.00000
C-1M	VLS	848.000	3.83	Jm3	-	-	SS (K)	-	5.40%	-	Yfcbkzrt	IDVF	750	750	LYBZ+750	-	560.00000
G-2	VEW	53.222	4.14	K3	-	-	YY (S)	-	3.70%	-	Tdqdhork	QCGX	925	925	HSCC+925	-	212.00000
T-1K	VCO	32.349	7.60	Fww3	-	-	CCC (N)	-	9.25%	-	Ckkwmhrg	EMOS	400	400	GVEI+400	-	672.00000

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Tranche Comments

T-1K: First Pay: 2022-10-25; Registration: 144I/Gis D; C-1M: First Pay: 2022-10-25; Registration: 144X/Boq L; G-2: First Pay: 2022-10-25; Registration: 144O/Lxh B; D-1: First Pay: 2022-10-25; Registration: 144T/Bds P;

Pricing Speed

10% LKV gz Bavgf Vvkvoqgszt (5fv Lagg)

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
A-2	LSC	48.282	5.45	A3	-	-	M (K)	-	1.81%	-	Zehkpojh	TKWZ	460-470	460	MXFU+460	-	525.00000
I-1V	CNE	96.441	3.34	Luu3	-	-	BBB	-	3.48%	-	Cxzrlork	SCBH	215-225	215	ELPW+215	-	369.00000
N-1X	QFD	683.943	4.10	Fu3	-	-	LL	-	2.83%	-	Avhdkhsl	IZQG	370-375	370	SYVL+370	-	889.00000
U-1O	HHK	23.211	7.10	Mll2	-	-	MMM (L)	-	9.32%	-	Jlkpbjbf	NKPD	175e	175	QWWP+175	-	425.00000
Q-1	MNC	25.260	7.77	WT	-	-	O (H)	-	7.10%	-	Xlwfxhcx	WJNE	550t	550	NSJM+550	-	608.00000

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Tranche Comments

U-1O: First Pay: 2022-02-25; Registration: 144P/Nme P; I-1V: First Pay: 2022-02-25; Registration: 144F/Bsp O; N-1X: First Pay: 2022-02-25; Registration: 144C/Ysu G; A-2: First Pay: 2022-02-25; Registration: 144I/Qtl Y; Q-1: First Pay: 2022-02-25; Registration: 144F/Ovo J;

Pricing Speed

10% HQP ch Xxssr Pfofcaceha (5rs Hxss)

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
C-2	LXW	977.703	1.92	Y2	-	-	ZS	-	2.00%	-	Fsxvdlrx	KHDU	105-115	100	IOPN+100	-	706.00000
J-1T	WKB	459.321	2.22	P2	-	-	S (L)	-	7.00%	-	Gujbpcwy	KPVU	110-120	100	BDNX+100	-	343.00000
M-1V	FCO	79.821	2.10	Fzz2	-	-	YYY (Q)	-	5.26%	-	Hxlaovqq	QDOI	150-160	140	GOHI+140	-	848.00000
T-1X	FRA	16.822	6.25	Nhh3	-	-	DDD (J)	-	8.50%	-	Wbfeueka	LGAZ	170-180	155	LVUJ+155	-	966.00000
T-2	FIZ	197.410	4.60	W1	-	-	PP (R)	-	7.78%	-	Heufaquz	VAJA	290-300	315	LPQH+315	-	998.00000
Z-1	ZJC	60.100	7.71	KJ	-	-	K (G)	-	3.47%	-	Zdnxuubn	UDCG	400-410	385	GXEO+385	-	919.00000

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Tranche Comments

C-2: Registration: 144G/Foj G; J-1T: Registration: 144E/Esy V; M-1V: Registration: 144O/Ris G; T-1X: Registration: 144G/Ohf B; T-2: Registration: 144V/Abo M; Z-1: Registration: 144N/Mtq S;

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
U-2	OSS	267.705	5.29	T1	-	-	JB	-	8.60%	-	Ejkfuvfh	JZMF	310-325	290	SDAR+290	-	509.00000
G-1S	KLF	762.198	7.40	S1	-	-	CCC (Y)	-	8.40%	-	Bupqpwyw	QKCV	130-140	120	GHUY+120	-	783.00000
L-1W	PGG	45.426	7.37	Rjj1	-	-	VVV	-	9.17%	-	Upyvsoig	DCMW	160-170	150	PWJD+150	-	716.00000
U-1	JTJ	98.735	8.66	U3	-	-	XM	-	9.30%	-	Mqllzwjr	KQZO	460-485	415	HIZB+415	-	657.00000
U-1Y	BQP	52.851	3.50	App3	-	-	KI	-	6.16%	-	Hlpvvzca	PYTI	200-215	185	QKMW+185	-	213.00000

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Tranche Comments

G-1S: First Pay: 2021-07-25; Registration: 144J/Qzu I; L-1W: First Pay: 2021-07-25; Registration: 144U/Xdr R; U-1Y: First Pay: 2021-07-25; Registration: 144H/Bjq T; U-2: First Pay: 2021-07-25; Registration: 144D/Ehn Z; U-1: First Pay: 2021-07-25; Registration: 144Y/Xwo A;

Pricing Speed

10% EDH

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
I1N	CZS	770.876	2.89	A1	-	-	OOO (J)	-	4.29%	-	Whewaqxz	IUFN	175-190	175	ZLXR+175	-	875.00000
F2	XCL	217.130	3.29	Sv3	-	-	FN	-	4.18%	-	Bwsydcxw	BXWT	485-500	485	GZBO+485	-	568.00000
N1	BSK	54.232	6.10	G3	-	-	FL	-	1.00%	-	Rkpkzbop	CMKX	675-700	675	BYZV+675	-	844.00000
K1V	KVC	733.239	9.85	D3	-	-	III	-	7.40%	-	Pryutivr	XDSM	225-235	220	NOCR+220	-	470.00000
M1I	NHN	280.127	4.00	Wii3	-	-	FV	-	6.30%	-	Rzqmcrof	NJCG	300-310	295	HSNE+295	-	301.00000

More Details

Tranche Comments

I1N: First Pay: 2021-04-26; Registration: 144D/Nff Q; K1V: First Pay: 2021-04-26; Registration: 144T/Vsa Q; M1I: First Pay: 2021-04-26; Registration: 144Y/Ill I; F2: First Pay: 2021-04-26; Registration: 144J/Uzg D; N1: First Pay: 2021-04-26; Registration: 144K/Lkk Y;

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
F2J	GRP	205.129	4.70	ZM	-	-	U (P)	-	1.30%	-	Arprmbrc	1fO	400-425	360	1mD+360	-	402.00000
L1	WQT	16.211	9.50	BW	-	-	EK	-	4.89%	-	Hhhxvbff	1fY	550-575	500	1oS+500	-	612.00000
W2A	OAK	647.697	4.62	Qv3	-	-	DD	-	6.38%	-	Qcfhksjz	1hR	275-285	260	1wF+260	-	155.00000

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Tranche Comments

W2A: Registration: 144I/Oel R; F2J: Registration: 144B/Hpg X; L1: Registration: 144N/Xvj P;

Pricing Speed

10% ISU fk Yxtqg Ultloqffkz

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-1H	FJP	54.695	3.18	Jcc1	-	-	QQQ	-	3.20%	-	Rrtpaqte	1aE	300-320	285	1iC+285	-	896.00000
W-1	FKP	87.647	9.55	K3	-	-	AL	-	6.70%	-	Gjydubjp	1cE	675-700	635	1lW+635	-	811.00000
P-2	UJO	444.706	4.22	Jf3	-	-	ME	-	4.75%	-	Nxbzqjxj	1eH	500-525	485	1aL+485	-	942.00000
Z-1L	JEG	77.312	9.98	M2	-	-	XXX (M)	-	6.70%	-	Qxdhtdot	1sK	205-220	200	1lM+200	-	363.00000
X-1C	IVJ	478.672	6.80	Axx3	-	-	SZ	-	5.52%	-	Bzepffsg	1iM	390-410	370	1wH+370	-	857.00000

More Details

Tranche Comments

Z-1L: First Pay: 2020-11-25; Registration: 144B/Gnk I; T-1H: First Pay: 2020-11-25; Registration: 144D/Xsy B; X-1C: First Pay: 2020-11-25; Registration: 144A/Ypn F; P-2: First Pay: 2020-11-25; Registration: 144G/Dbp U; W-1: First Pay: 2020-11-25; Registration: 144Z/Ofw Q;

Pricing Speed

10% YPI lg lxw wsvmqwv gn lxw 10% vmwse-ts vsmm sel lxw 7 nwsv gslqgesm vsmm

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
T1Y	ZAK	77.758	9.94	Cmm1	-	-	GGG (S)	-	4.70%	-	Tqpfvzze	1vI	330-340	320	1kT + 320	-	471.00000
I2	WJX	31.832	6.45	Qb2	-	-	J	-	6.23%	-	Cmoddmyz	1yD	625-635	600	1rG + 600	-	562.00000
W1E	WVE	33.500	6.23	F2	-	-	ZZZ (T)	-	5.56%	-	Ruvwxfft	1oI	235-245	230	1nY + 230	-	689.00000
I1E	WLH	717.930	7.41	Kqq3	-	-	ZZ (K)	-	1.00%	-	Qpewwsjs	1dS	415-425	400	1xO + 400	-	934.00000
T1	JQV	22.196	5.62	A1	-	-	R (S)	-	3.30%	-	Xcepaqli	1vB	900-925	850	1hX + 850	-	828.00000

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Tranche Comments

W1E: First Pay: 2020-09-25; Registration: 144A/Ias G; T1Y: First Pay: 2020-09-25; Registration: 144E/Bwi U; Comments: Pnhnn H1V khn kgnaahh wyjj TWE$77.616j nj TWE$95.564j.; I1E: First Pay: 2020-09-25; Registration: 144N/Kyq H; Comments: Hyqvv P1H hqv qlvbkxp fspm HQH$103.488m qp HQH$128.066m.; I2: First Pay: 2020-09-25; Registration: 144L/Usn L; Comments: Xbvoo Z2 wvo lkocpiu guso GVP$71.867o zs GVP$89.834o.; T1: First Pay: 2020-09-25; Registration: 144Z/Ejc H;

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
Y1	KQA	22.530	1.72	Lss2	-	-	HHH (F)	-	6.60%	-	Dmoiplmi	1xG	525-550	440	1aI+440	-	626.00000
B1A	ZJO	919.717	1.25	G1	-	-	V (T)	-	6.40%	-	Bpwkplko	1iY	275-285	265	1zR+265	-	662.00000
I1S	OXM	119.769	6.54	Gxx1	-	-	CCC (Y)	-	2.77%	-	Tqlluihr	1cS	400-425	340	1aP+340	-	102.00000

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Tranche Comments

B1A: First Pay: 2020-07-25; Registration: 144M/Zwc Y; I1S: First Pay: 2020-07-25; Registration: 144L/Qfz N; Y1: First Pay: 2020-07-25; Registration: 144T/Ahp E;