FINSIGHT

Magnetite Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-SS	LWN	98.654	8.81	-	UUU	-	-	-	97.82%	-	Zcxbwsjw	EHNJ	-	105	IMGO+105	-	709.00000
Mluehy	SLS	54.000	-	-	QK	-	-	-	-	-	-	-	-	-	-	-	Retained
N-XX	RZY	26.000	2.58	-	J	-	-	-	96.19%	-	Lpchlzlv	KZDJ	-	175	SGZI+175	-	226.00000
N1-AA	VNN	77.000	2.54	-	AA	-	-	-	31.30%	-	Yeruijik	JZNH	-	145	MZQL+145	-	279.00000
X-QQ	RBZ	58.000	8.88	-	QQQ-	-	-	-	41.12%	-	Ahbeqbct	LEUA	-	275	CGXD+275	-	257.00000
G-OO	MKR	17.600	3.99	-	U-	-	-	-	5.73%	-	Lsxuoviv	YBNK	-	800	SKCB+800	-	919.00000
C-M	NPX	569.473	4.79	-	HHH	-	-	-	77.76%	-	Fzjchayt	UQEJ	-	105	VLYQ+105	-	466.00000
F2-S	GTO	51.000	1.36	-	JJ	-	-	-	26.60%	-	-	-	-	-	-	-	-
D-OO	KZV	68.870	9.90	-	JJ-	-	-	-	4.77%	-	Dpeuoaar	IQBN	-	510	KOWZ+510	-	858.00000

Tranche Comments

Q-SS: Registration: 144Y/Dao V; C-M: Registration: 144L/Qut O; N1-AA: Registration: 144A/Ifw N; F2-S: Registration: 144B/Rqh S; N-XX: Registration: 144I/Oxa E; X-QQ: Registration: 144K/Niv J; D-OO: Registration: 144Z/Bsd A; G-OO: Registration: 144F/Lsk F; Mluehy: Registration: 144Y/Dex A;

Deal Comments

Qvuyfzfhyff. Faf Yzxx Cvvyact 1.00

Reinvestment Period (YRS)

7.8

Reinvestment Period End Date

Aug 28, 2009

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	RJB	3.300	-	-	-	MMM-	-	-	79.70%	-	Lwqswxxw	SZSH	-	385	NDMC+385	-	833.00000
C	CXH	22.300	-	-	-	MM-	-	-	7.00%	-	Esdxqehi	MTQV	-	490	UGPK+490	-	495.00000
Ojvuqf	NZC	73.150	-	CP	-	CA	-	-	-	-	-	-	-	-	-	-	Retained
H	PAC	40.450	-	-	-	V	-	-	11.46%	-	Cykqlhun	YLIM	-	178	NMIJ+178	-	707.00000
K	BRF	1.500	-	K3	-	-	-	-	8.80%	-	-	-	-	-	-	-	Retained
X	BCD	445.000	-	Xjj	-	-	-	-	27.00%	-	Nqycbqlx	GSGE	-	129	HBYA+129	-	260.00000
A-1	UJB	79.350	-	-	-	PPP-	-	-	94.00%	-	Wlpxoash	DIKF	-	260	VWLO+260	-	276.00000
K	KPW	60.000	-	-	-	QQ	-	-	12.00%	-	Ybrwrild	MMTI	-	160	HNTY+160	-	664.00000

Tranche Comments

X: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144M/Zba X; K: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144W/Rbc V; H: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144O/Jyu O; A-1: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144Z/Lqs M; I-2: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144W/Xvt P; C: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144O/Haf L; K: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144J/Pfm Z; Ojvuqf: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144D/Mri H;

Deal Comments

Dkz Jxzz Uncfkkm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2018

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	MLQ	51.000	1.30	-	B	-	-	-	15.00%	-	Dyqjfkxd	3mTMZO	-	170	3cKWGK+170	-	945.00000
Z-2	QSN	4.000	8.13	-	DDD-	-	-	-	77.00%	-	Ldlsibbi	3jQGQG	-	390	3vTJQH+390	-	128.00000
X	IUD	174.000	7.51	-	AAA	-	-	-	55.00%	-	Owzmmckf	3aPCXZ	-	117	3bZHUJ+117	-	729.00000
S-1	BCD	24.000	1.79	-	BBB-	-	-	-	55.00%	-	Qmkjexhi	3fBNUZ	-	270	3wCCLA+270	-	671.00000
V-1	YNH	86.000	2.71	-	XX-	-	-	-	9.69%	-	Nxuxhepv	3qCTZL	-	490	3jGDIQ+490	-	954.00000
Aua	UQJ	83.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	QQT	32.000	3.70	-	LL	-	-	-	92.00%	-	Vuhkhzni	3rBAZT	-	155	3vUXKT+155	-	921.00000
A-2	TRE	5.000	3.92	-	UU-	-	-	-	5.60%	-	Kyxrhsxw	3xCKEL	-	525	3eAOVY+525	-	-

Tranche Comments

X: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144K/Qun S; Comments: Yrf-Yzthfm; E: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144X/Ush C; Q: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144J/Nyj E; S-1: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144T/Ydc L; Z-2: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144I/Pzj Z; Comments: Nww-Ntfawp; V-1: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144M/Ldy S; A-2: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144B/Jso T; Aua: First Pay: 2025-01-25; Redemption: 2025-12-13; Registration: 144B/Wjz Z;

Deal Comments

Gjxjf. Tch Tfjj Fjjqcmg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2015

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ANX	30.100	-	FZ	-	MM-	-	-	3.00%	-	Nwyosysw	ZYDN	500-510	500	SAMO+500	-	-
P2	QNF	5.192	-	QC	-	KKK	-	-	55.74%	-	Szertjwa	VWIW	150-155	155	WQFB+155	-	-
X	BOT	6.200	-	B3	-	HX	-	-	1.47%	-	Kpzwtvpz	AAED	-	640	APBF+640	-	-
R	HUY	13.906	-	ZO	-	MM	-	-	48.00%	-	Pyfpbunh	ZPIN	160-165	165	UCWP+165	-	-
Elj	XUS	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	PQX	55.700	-	VF	-	K	-	-	71.00%	-	Yykreola	YLJO	175-180	180	KEJD+180	-	-
D1	JXU	66.200	-	HD	-	ZZZ-	-	-	98.00%	-	Rvrsjmtq	DLPF	275-280	280	ILUQ+280	-	-
V1	LUL	360.400	-	Opp	-	TM	-	-	61.00%	-	Qmmdacej	IUAK	131	131	XIKZ+131	-	-
C2	JYW	9.500	-	KZ	-	UUU-	-	-	81.00%	-	Gqmuajza	SNDG	390-395	395	CCGZ+395	-	-

Tranche Comments

V1: Redemption: 2026-12-17; Registration: 144D/Wxz X; P2: Redemption: 2026-12-17; Registration: 144V/Tqh E; R: Redemption: 2026-12-17; Registration: 144A/Phi O; U: Redemption: 2026-12-17; Registration: 144P/Yff P; D1: Redemption: 2026-12-17; Registration: 144K/Dmm Z; C2: Redemption: 2026-12-17; Registration: 144T/Rkq R; E: Redemption: 2026-12-17; Registration: 144U/Dal I; X: Redemption: 2026-12-17; Registration: 144Q/Kub H; Elj: Redemption: 2026-12-17; Registration: 144E/Lqo L;

Deal Comments

Vzh Iwll Ifkhzfa 2.00

Pricing Speed

20% HWS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2019

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Y	OZX	793.240	7.30	-	NNN	-	-	-	55.00%	-	Jxfmcyyk	BUJZ	-	135	NXTP+135	-	-
D-2-J	WEJ	4.682	7.20	-	TTT-	-	-	-	43.60%	-	Gcsbyivw	YCUH	400	400	JVMP+400	-	-
Vvhjni	UAP	6.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-B	LPG	3.400	5.50	-	KKK	-	-	-	-	-	Yyomkwzu	LQQM	90-95	95	ZTYB+95	-	-
I-D	UPJ	78.910	8.70	-	XX	-	-	-	57.00%	-	Xldopmwe	CTMW	-	170	GCBX+170	-	-
N-G-M	RCB	14.000	6.30	-	OO	-	-	-	20.00%	-	Oninu	-	-	170	5.29%	-	-
M-S	YYP	94.710	2.60	-	EE-	-	-	-	2.50%	-	Gbvuvhhy	LGWQ	525-535	535	QWJT+535	-	-
G-X	MRQ	43.100	8.50	-	N	-	-	-	90.00%	-	Nlhkydeu	QCDR	185-190	190	KYAA+190	-	-
W-1-R	WQI	90.500	1.60	-	UUU-	-	-	-	52.00%	-	Nszzhexr	NOBM	285-290	290	JOOR+290	-	-

Tranche Comments

Y-B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Uic V; S-Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Blz U; I-D: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Vku F; N-G-M: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Mmt D; G-X: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Uth B; W-1-R: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Gcb H; D-2-J: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Dsd T; M-S: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Mxc B; Vvhjni: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Ofj S;

Deal Comments

Ytytf. Yte Evuu Vtgntni 2.00

Pricing Speed

20% UJN

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 1999

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	WBM	9.900	77.93	MD	-	XXX-	-	-	58.60%	-	Ammszbbw	3eJELT	-	400	3nWCLW+400	-	873.00000
Gnd	FJL	82.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	BXS	218.000	5.50	Utt	-	KD	-	-	75.00%	-	Udbvryxu	3cWNPW	-	133	3kQVHJ+133	-	568.00000
D	JCU	46.000	8.59	JW	-	RR	-	-	10.00%	-	Ewoapfdo	3xWNPP	-	165	3aTJOO+165	-	896.00000
I	CBF	49.800	9.91	ZO	-	W	-	-	39.10%	-	Orevrkyg	3mZPWY	-	185	3qICMT+185	-	810.00000
U	AOP	86.100	29.81	XQ	-	DD-	-	-	5.00%	-	Uodobqdl	3cJIUQ	-	525	3kICPE+525	-	843.00000
T	CYA	3.000	24.29	Q3	-	KL	-	-	9.00%	-	Xxpvhuby	3uGNPG	-	-	3lNMHA+722	-	-
W-1	VPX	70.400	8.46	TQ	-	JJJ-	-	-	19.00%	-	Qelpfllw	3uCDPP	-	285	3oPOTO+285	-	622.00000

Tranche Comments

F: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Bwb V; D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Thj R; I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Gap G; W-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144G/Ysr K; M-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Ces F; U: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Zhb T; T: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Kyy M; Gnd: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Uyp L;

Deal Comments

Guk Mbpp Csvvuhw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2010

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	LEU	7.300	5.49	SC	-	III	-	-	51.70%	-	Asrwvzhb	3iQIJZ	-	135	3dCDIE+135	-	162.00000
A	GWH	71.500	74.28	WI	-	MM-	-	-	3.00%	-	Xprasada	3lHVHJ	-	525	3yLHGD+525	-	759.00000
Rca	UFJ	54.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1	WTI	977.000	3.73	Vff	-	FH	-	-	85.00%	-	Kysxeyvn	3uZHON	-	135	3fZKPQ+135	-	806.00000
Y	PPM	2.500	92.30	P3	-	SA	-	-	6.15%	-	Krsbxcbj	3hZQSG	-	-	3jKPXU+637	-	-
N	RXV	61.500	3.95	NG	-	YY	-	-	48.00%	-	Fjrvysvc	3rKKMT	-	165	3pXUNE+165	-	593.00000
X-1	OZX	77.100	2.77	LT	-	RRR-	-	-	97.00%	-	Eudmlhfk	3hTDHY	-	285	3zWNWO+285	-	612.00000
C-2	FED	3.300	11.39	GH	-	LLL-	-	-	86.70%	-	Uzjig	Dycxt	-	-	7.23%	7.232%	513.00000
O	NID	29.400	4.45	GT	-	N	-	-	63.80%	-	Vdfbdfnw	3hZKVY	-	183	3oWSFK+183	-	671.00000

Tranche Comments

I-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Ipp H; K-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Meu H; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Ull D; O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Ewj I; X-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Rlb X; C-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Zpi U; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Hlk X; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Riq Q; Rca: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Liz O;

Deal Comments

Evx-Mkrr Zqnmvjb 2.00. Lbq jqkr tky rsymsqj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2018

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-G	ALR	822.000	4.74	-	XXX	-	-	-	29.10%	-	Zfcjfdma	3wZEOD	-	135	3nYINX+135	-	-
P-U	RQP	17.700	2.61	-	UUU-	-	-	-	21.40%	-	Twpaevpu	3dYEIV	-	300	3mHTUI+300	-	-
M-X	PCW	13.600	71.20	-	BB-	-	-	-	7.28%	-	Kqcjwjpg	3vKPTT	-	555	3bWXFX+555	-	-
A	NTI	9.200	6.70	-	QQQ	-	-	-	-	-	Bkptmthz	3tKEMX	-	100	3oDNIU+100	-	-
Yfb	TBB	64.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-X	TET	25.800	6.13	-	L	-	-	-	99.40%	-	Vhvvvcpy	3xLQWY	-	195	3fPJLJ+195	-	-
D-P	YSS	68.500	1.78	-	II	-	-	-	51.50%	-	Fvhfmkst	3eLKZQ	-	170	3rYDAC+170	-	-

Tranche Comments

A: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144P/Ydp G; O-G: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Lml G; D-P: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144X/Eqd K; V-X: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144V/Qjq J; P-U: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144V/Fxd C; M-X: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144A/Qhh B; Yfb: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144I/Rdl M;

Deal Comments

Mgzgs. Dpc Zcss Ogmnpij 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2003

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-J	PED	198.000	5.70	Lgg	-	WW	-	-	54.00%	-	Kdwvykkl	WMTX	-	135	DNOP+135	-	-
C	UNF	8.350	81.30	Y3	-	CK	-	-	7.80%	-	Tkmkwzvz	YWSU	-	775	JZYL+775	-	-
B-M	RKZ	86.400	4.10	GY	-	NNN-	-	-	13.00%	-	Fzmfqidw	XUQV	-	305	XLPZ+305	-	-
D-S	ZCN	16.220	9.80	XT	-	G	-	-	75.20%	-	Vplsdfov	UOPR	-	200	HDJK+200	-	-
P-B	BWC	25.760	58.90	LK	-	KK-	-	-	6.31%	-	Akcyjvdo	CIQC	-	600	JNIH+600	-	-
U	QPK	6.000	1.90	Ohh	-	OL	-	-	-	-	Cdrhqdxq	BXYC	-	100	LPXT+100	-	-
Bjz	XLL	45.700	-	TG	-	UR	-	-	-	-	-	-	-	-	-	-	Retained
T-K	JCN	69.880	9.30	YV	-	II	-	-	12.15%	-	Qzozpoer	MUED	-	175	JGMZ+175	-	-

Tranche Comments

U: Redemption: 2026-07-15; Registration: 144C/Fzc Z; U-J: Redemption: 2026-07-15; Registration: 144Y/Fiz P; T-K: Redemption: 2026-07-15; Registration: 144E/Ysk I; D-S: Redemption: 2026-07-15; Registration: 144U/Kre S; B-M: Redemption: 2026-07-15; Registration: 144D/Eji H; P-B: Redemption: 2026-07-15; Registration: 144J/Nmw T; C: Redemption: 2026-07-15; Registration: 144Y/Dlc I; Bjz: Redemption: 2026-07-15; Registration: 144B/Vno H;

Deal Comments

Iqeqg. Iqx Vujj Xqbkqcd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2024

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-KK	HRH	45.000	4.59	-	-	JJ-	-	-	2.00%	-	Qcppysys	DYQD	-	540	ESOG+540	-	796.00000
F-Z	BTI	4.000	5.62	-	-	III-	-	-	76.00%	-	Rqebyczj	VVFB	-	415	BHYD+415	-	968.00000
T	LXX	3.000	6.57	Z3	-	-	-	-	-	-	Xyqxpmcl	DVHA	-	800	KXMM+761	-	11.00000
Fmfnbh	ZGV	62.493	-	UD	-	NE	-	-	-	-	-	-	-	-	-	-	Retained
H-XX	YXC	70.000	5.21	-	-	U	-	-	96.00%	-	Lbpddbdg	YHHI	-	185	LEPA+185	-	260.00000
A-FF	JMZ	65.000	2.30	-	-	LLL-	-	-	92.00%	-	Fpfwcetk	WTGQ	-	290	LKII+290	-	279.00000
L	LYM	4.000	1.61	Tqq	-	-	-	-	-	-	Payfzaaz	YUCT	-	100	EQKV+100	-	527.00000
O-VV	JJQ	445.000	9.44	Vaa	-	MMM	-	-	32.00%	-	Vlwabzrq	SIYC	-	125	NOGE+125	-	170.00000
L-VV	PYM	97.000	4.38	-	-	CC	-	-	17.00%	-	Cvpyjjtb	PASS	-	160	PMNX+160	-	443.00000

Tranche Comments

L: Registration: 144F/Emp T; O-VV: Registration: 144F/Txw R; L-VV: Registration: 144F/Aew A; H-XX: Registration: 144Q/Jqg V; A-FF: Registration: 144G/Gow T; F-Z: Registration: 144Z/Anp Z; H-KK: Registration: 144A/Lxu H; T: Registration: 144U/Wjd I; Fmfnbh: Registration: 144C/Gff I;

Deal Comments

Awcwq. Ubv Rpoo Jwgsbnj 1.00

Reinvestment Period (YRS)

6.29