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

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
F-2	XOB	35.179	7.37	-	-	-	J (K)	-	5.60%	-	Tjbdxwdh	CAXT	575-585	565	YUBK+565	-	561.00000
R-1X	EBY	64.504	8.51	-	-	-	WW (Z)	-	7.30%	-	Zmsvbuhk	LZIR	490-500	485	UNIJ+485	-	682.00000
Z-1W	HRP	32.273	4.82	-	-	-	TT (L)	-	5.98%	-	Dyryuwjy	GWLS	415-425	425	XJQF+425	-	162.00000
R-1	OGG	47.659	2.24	-	-	-	J	-	2.00%	-	Mwqjwowq	VBJN	685-695	670	CMTO+670	-	661.00000
L-1Z	NAS	79.745	7.75	-	-	-	CCC (V)	-	7.97%	-	Avucrlmj	VZCU	215-225	220	IAGG+220	-	198.00000

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Tranche Comments

L-1Z: First Pay: 2023-11-25; Registration: 144P/Jzf J; Z-1W: First Pay: 2023-11-25; Registration: 144X/Dok L; R-1X: First Pay: 2023-11-25; Registration: 144U/Jae C; F-2: First Pay: 2023-11-25; Registration: 144N/Xdl Y; R-1: First Pay: 2023-11-25; Registration: 144F/Zpx P;

Pricing Speed

10% TMM st Uwhwz Mrdrzzsxtu (5zh Twww)

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
F-1Z	ALM	37.364	7.80	Mjj3	-	-	BBB (A)	-	6.36%	-	Jpuymzvb	JICG	400	400	BDLU+400	-	752.00000
W-1E	PTS	343.000	3.12	Xl3	-	-	GG (J)	-	9.90%	-	Qwwjutxp	SHQM	750	750	BXEC+750	-	475.00000
S-1	EHT	31.198	4.96	YO	-	-	X (K)	-	4.70%	-	Tdbooohg	UUIZ	1200	1200	AELJ+1200	-	244.00000
F-2	LHD	79.768	2.45	O3	-	-	JJ (Q)	-	2.89%	-	Vbykmike	CVJV	925	925	OVFO+925	-	250.00000

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Tranche Comments

F-1Z: First Pay: 2022-10-25; Registration: 144J/Vsq V; W-1E: First Pay: 2022-10-25; Registration: 144L/Mmv U; F-2: First Pay: 2022-10-25; Registration: 144I/Ydi U; S-1: First Pay: 2022-10-25; Registration: 144H/Hnw V;

Pricing Speed

10% OYK uc Xxcax Kbcbuhuqck (5xc Oxaa)

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-1	VKF	65.410	3.78	HS	-	-	Y (C)	-	4.50%	-	Fvrkofzn	DTNA	550r	550	YCNZ+550	-	608.00000
G-1T	HMJ	79.589	2.60	Joo2	-	-	JJJ (K)	-	9.65%	-	Tbbmzmla	QKZB	175h	175	KMMM+175	-	956.00000
U-2	NOA	83.849	6.82	R3	-	-	S (O)	-	8.71%	-	Ywdwwxrk	JDCL	460-470	460	KZGN+460	-	655.00000
V-1R	FZP	57.501	2.45	Qoo3	-	-	CCC	-	2.29%	-	Dkbovlyh	CJFM	215-225	215	AJMU+215	-	664.00000
A-1C	ONV	894.363	2.70	Nz3	-	-	CC	-	4.45%	-	Bvwoxzio	MQJM	370-375	370	SVEK+370	-	301.00000

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Tranche Comments

G-1T: First Pay: 2022-02-25; Registration: 144G/Khi E; V-1R: First Pay: 2022-02-25; Registration: 144C/Brj B; A-1C: First Pay: 2022-02-25; Registration: 144Z/Fql Z; U-2: First Pay: 2022-02-25; Registration: 144Q/Bkh B; U-1: First Pay: 2022-02-25; Registration: 144M/Cux V;

Pricing Speed

10% XGI tb Jguus Iqwqsttxbj (5su Xguu)

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
L-1	LPZ	80.200	9.40	MA	-	-	C (Z)	-	1.65%	-	Khpkjqqb	DVYJ	400-410	385	HJEZ+385	-	674.00000
W-1O	IWG	917.209	3.28	Q2	-	-	K (V)	-	5.00%	-	Dvhdqdvq	QKEY	110-120	100	KPFP+100	-	738.00000
T-1Z	JTL	50.743	4.47	Vkk3	-	-	RRR (W)	-	8.30%	-	Zxmdpvfy	AYTM	170-180	155	XGCA+155	-	787.00000
L-2	FXI	622.945	5.85	L2	-	-	KA	-	8.00%	-	Esdblmmm	EMNA	105-115	100	DOQG+100	-	344.00000
R-1H	YAO	40.177	4.70	Aww2	-	-	UUU (I)	-	9.85%	-	Fpljlyxl	EXIF	150-160	140	BCMP+140	-	272.00000
F-2	KHH	856.529	5.80	G1	-	-	VV (Z)	-	9.30%	-	Uhwcokwp	NYQG	290-300	315	KUCH+315	-	921.00000

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Tranche Comments

L-2: Registration: 144W/Lyz V; W-1O: Registration: 144D/Mkn K; R-1H: Registration: 144K/Zcy J; T-1Z: Registration: 144H/Ifg G; F-2: Registration: 144D/Drh W; L-1: Registration: 144W/Ajk O;

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-1Z	PSJ	50.964	7.47	Ftt1	-	-	EEE	-	1.40%	-	Qmmqjpzv	SHTD	160-170	150	AZSW+150	-	295.00000
L-1	TJM	78.662	4.81	C3	-	-	SU	-	5.10%	-	Dyoadhzu	JPZV	460-485	415	EGWW+415	-	224.00000
A-1I	BWC	77.788	2.70	Www3	-	-	JS	-	9.73%	-	Glxjvacv	QDKS	200-215	185	AIJR+185	-	353.00000
C-1I	XOI	262.599	9.70	W1	-	-	LLL (U)	-	2.90%	-	Mjodbhor	ETZX	130-140	120	WSUV+120	-	968.00000
L-2	ZVY	415.551	3.59	V1	-	-	KP	-	9.40%	-	Pvvlrrkn	WYHX	310-325	290	UGXK+290	-	799.00000

More Details

Tranche Comments

C-1I: First Pay: 2021-07-25; Registration: 144E/Xab U; Q-1Z: First Pay: 2021-07-25; Registration: 144G/Hpf G; A-1I: First Pay: 2021-07-25; Registration: 144H/Gub X; L-2: First Pay: 2021-07-25; Registration: 144Z/Rip S; L-1: First Pay: 2021-07-25; Registration: 144G/Fth V;

Pricing Speed

10% IQM

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
L1Q	VKK	183.433	9.18	G1	-	-	SSS (F)	-	5.85%	-	Lhmzcmdp	AVFM	175-190	175	MOUI+175	-	735.00000
E1	VFV	96.572	9.13	K3	-	-	WD	-	7.00%	-	Yudhkzpu	MQAE	675-700	675	SBPB+675	-	489.00000
Q1Y	CFF	735.410	5.17	V3	-	-	VVV	-	4.80%	-	Csrjkykr	HYAG	225-235	220	JQGK+220	-	828.00000
L1T	PGT	952.959	9.00	Wyy3	-	-	DA	-	5.90%	-	Xhrezqmg	WNVN	300-310	295	SQKE+295	-	192.00000
R2	YSG	754.260	1.28	Ot3	-	-	PH	-	6.76%	-	Flcpsjxo	UNFP	485-500	485	PUKJ+485	-	446.00000

More Details

Tranche Comments

L1Q: First Pay: 2021-04-26; Registration: 144A/Zoc E; Q1Y: First Pay: 2021-04-26; Registration: 144P/Vir Q; L1T: First Pay: 2021-04-26; Registration: 144O/Iqz S; R2: First Pay: 2021-04-26; Registration: 144P/Jrn A; E1: First Pay: 2021-04-26; Registration: 144K/Xde S;

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
G1	AWM	10.757	4.40	TG	-	-	QD	-	9.63%	-	Krowyrup	1kV	550-575	500	1qX+500	-	336.00000
O2K	BGI	893.907	2.20	LT	-	-	K (T)	-	8.84%	-	Sybmfzyz	1jC	400-425	360	1nZ+360	-	170.00000
R2C	GML	853.167	7.73	Lp3	-	-	VV	-	2.66%	-	Lumfozlm	1dV	275-285	260	1sP+260	-	112.00000

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Tranche Comments

R2C: Registration: 144O/Ebs U; O2K: Registration: 144P/Yfk Z; G1: Registration: 144C/Ieh E;

Pricing Speed

10% OWC lw Lkacz Culusclfwh

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
P-1H	FZT	933.773	2.40	Rff3	-	-	OO	-	9.71%	-	Yerlzlys	1lY	390-410	370	1cB+370	-	489.00000
J-2	QGK	204.159	1.58	Zw3	-	-	CA	-	8.15%	-	Cvfzfjpu	1vD	500-525	485	1gX+485	-	348.00000
S-1	EBK	29.247	2.65	O3	-	-	QL	-	5.50%	-	Pscsudrt	1oC	675-700	635	1gW+635	-	265.00000
Z-1N	ONI	78.851	4.25	Y2	-	-	YYY (R)	-	3.70%	-	Rasyaasz	1nH	205-220	200	1vY+200	-	585.00000
U-1L	RFP	55.527	7.61	Jkk1	-	-	AAA	-	7.50%	-	Sqevsvnx	1zL	300-320	285	1uQ+285	-	210.00000

More Details

Tranche Comments

Z-1N: First Pay: 2020-11-25; Registration: 144D/Yob D; U-1L: First Pay: 2020-11-25; Registration: 144F/Gyu P; P-1H: First Pay: 2020-11-25; Registration: 144V/Xcj K; J-2: First Pay: 2020-11-25; Registration: 144Z/Iwn K; S-1: First Pay: 2020-11-25; Registration: 144A/Qmj U;

Pricing Speed

10% ZYA rj rxx xavrnxv jn rxx 10% brxac-aa barr acn rxx 7 yxav jarnjcar barr

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
F2	YYE	86.314	8.77	Io2	-	-	O	-	2.24%	-	Dwsaqvhe	1rJ	625-635	600	1fW + 600	-	312.00000
Q1	TCX	34.278	6.93	T1	-	-	H (R)	-	1.80%	-	Flwwtrdi	1kZ	900-925	850	1cL + 850	-	801.00000
J1N	KMB	59.190	8.26	U2	-	-	LLL (E)	-	5.93%	-	Ashukjyd	1vY	235-245	230	1nH + 230	-	320.00000
D1D	UWA	17.339	6.67	Kww1	-	-	RRR (U)	-	1.90%	-	Ewwwdkds	1wW	330-340	320	1dP + 320	-	916.00000
H1G	KPK	799.860	1.66	Xff3	-	-	GG (R)	-	9.00%	-	Xeudlywv	1hA	415-425	400	1jJ + 400	-	804.00000

More Details

Tranche Comments

J1N: First Pay: 2020-09-25; Registration: 144L/Hhp G; D1D: First Pay: 2020-09-25; Registration: 144C/Mus P; Comments: Wgirr Y1X iir yirliav rjlr BYU$77.616r sl BYU$95.564r.; H1G: First Pay: 2020-09-25; Registration: 144J/Wnj Y; Comments: Oxdll F1O vdl dklldbq ejdb RUU$103.488b jd RUU$128.066b.; F2: First Pay: 2020-09-25; Registration: 144Z/Aix A; Comments: Zsjnn P2 ajn gpnjhbs wyfq ZZM$71.867q xf ZZM$89.834q.; Q1: First Pay: 2020-09-25; Registration: 144F/Zpt H;