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
D	MMG	78.430	2.80	-	-	U	-	-	81.80%	-	Dasxaepl	ZBHA	-	220	220	EHPI+220	-	-
R1u	GVN	70.600	3.20	-	-	AAA+	-	-	47.84%	-	Fboltjqm	YPYT	-	320	315	ZNYH+315	-	-
V	QCM	94.300	6.90	-	-	UU-	-	-	2.60%	-	Jkrwaroq	XWGU	-	650	650	LXVX+650	-	-
M	YOA	5.211	86.90	Y3	-	-	-	-	3.64%	-	-	-	-	-	-	-	-	Retained
H-Abqx	ILL	17.000	5.90	Mpp	-	-	-	-	92.00%	-	Kdzythjb	DQBB	-	-	135	MVBS+135	-	-
Pslvuy	VBZ	66.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I1c	LUR	1.320	5.60	-	-	PPP-	-	-	75.00%	-	Mwzjurqx	MONI	-	-	335	AXFF+335	-	-
H2	POU	3.000	7.30	-	-	DDD-	-	-	56.00%	-	Schbuyvl	NAKB	-	-	320	MGHJ+320	-	-
Z	ZII	72.000	2.10	-	-	VV	-	-	75.86%	-	Jvrxydfu	WAYD	-	190	190	YCVR+190	-	-
J	OZK	143.000	3.30	Kyy	-	-	-	-	58.00%	-	Gsyhovve	APKV	-	135	135	EWOX+135	-	-

Tranche Comments

J: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Oyi O; H-Abqx: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144I/Nby A; Z: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Mso I; D: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Zja W; R1u: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Hqu V; I1c: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Nbw V; H2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Kig T; V: Registration: 144J/Xde D; M: Registration: 144L/Pbu Q; Pslvuy: Registration: 144T/Ote W;

Deal Comments

Jmc Dzxx Vzrbmci 2.00

Pricing Speed

20% FQS

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2011

Refinancing

Yes

WAL Test Period (YRS)