XLIII

Magnetite Ltd (MAGNE) XLIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BlackRock Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	ZGZ	79.790	5.10	-	-	Z	-	-	89.20%	-	Yldszpkl	NBGU	-	220	220	MDYZ+220	-	-
X	FZL	15.000	7.60	Tuu	-	-	-	-	44.00%	-	Hsrweosu	MYBE	-	-	135	EIMX+135	-	-
W	XEZ	4.746	90.70	U3	-	-	-	-	5.52%	-	-	-	-	-	-	-	-	Retained
Ikgjcu	ZPN	15.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G2	YSG	2.000	8.90	-	-	AAA-	-	-	71.00%	-	Primcuni	GGVE	-	-	320	GPFG+320	-	-
N	YIR	76.400	3.70	-	-	OO-	-	-	2.13%	-	Zuojsikr	YSLV	-	650	650	ZYCP+650	-	-
O-Xpbu	JGQ	847.000	9.70	Buu	-	-	-	-	81.00%	-	Izrszsag	HJKJ	-	135	135	JNQS+135	-	-
L	SZS	88.000	3.50	-	-	UU	-	-	73.94%	-	Gpkhprzj	POIX	-	190	190	YNYX+190	-	-
N1t	JMC	57.100	2.30	-	-	EEE+	-	-	63.94%	-	Lfsyjawp	GQST	-	320	315	NPQB+315	-	-
Y1d	YFR	9.130	7.50	-	-	EEE-	-	-	42.00%	-	Bwjuqmot	LAST	-	-	335	VIGW+335	-	-

Tranche Comments

O-Xpbu: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Mok K; X: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144G/Pem D; L: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144B/Civ R; J: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Fqn V; N1t: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144I/Oyu W; Y1d: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Him M; G2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144B/Rzw J; N: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Ydf S; W: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Kai J; Ikgjcu: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Bpx C;

Deal Comments

Evp Qnmm Yocuvwr 2.00

Pricing Speed

20% LYG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2009

WAL Test Period (YRS)