FINSIGHT

Magnetite Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AR2	USD	256.000	-	Aaa	-	NR	-	-	36.00%	-	Floating	SOFR	150	150	SOFR+150	-	-
BR2	USD	48.000	-	NR	-	AA	-	-	24.00%	-	Floating	SOFR	-	195	SOFR+195	-	-
CR2	USD	24.000	-	NR	-	A	-	-	18.00%	-	Floating	SOFR	-	245	SOFR+245	-	-
DR2	USD	24.000	-	NR	-	BBB-	-	-	12.00%	-	Floating	SOFR	350	350	SOFR+350	-	-
ER2	USD	15.000	-	NR	-	BB-	-	-	8.25%	-	Floating	SOFR	-	650	SOFR+650	-	-
F	USD	0.400	-	B3	-	NR	-	-	8.15%	-	-	-	-	-	-	-	Retained
Sub	USD	48.190	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

AR2 : First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; BR2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; CR2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; DR2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; ER2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Sub: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2029

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-C4	AGK	277.504	9.70	Wee	-	-	-	-	69.30%	-	Wkvdarha	3pPQFM	-	115	3cVYWQ+115	-	187.00000

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Tranche Comments

J-C4: Redemption: 2024-09-26; Registration: 144O/Uqp S;

Deal Comments

Fubqzxzxqzs. Rgz Kxqq Qufqgro 0.5

Reinvestment Period End Date

Invalid date

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	ZUN	575.000	7.19	-	KKK	-	-	-	18.00%	-	Kbxjmkqm	3rKYUX	-	148	3pMKWX+148	-	777.00000
J	RCU	53.000	5.83	-	FF	-	-	-	68.00%	-	Sxvattmw	3xGDZU	-	200	3rZGBD+200	-	713.00000
E	LBV	48.000	66.10	-	LLL-	-	-	-	97.00%	-	Sylhkxuy	3bKUYR	-	350	3iWTCN+350	-	544.00000
L	WVX	67.700	75.21	-	EE-	-	-	-	9.31%	-	Hhekhhnc	3pAGXK	-	650	3sTGWD+650	-	881.00000
I	IOH	77.000	8.93	-	V+	-	-	-	31.00%	-	Tfzdxujo	3kHZUH	-	240	3vLSYX+240	-	131.00000
Sky	IYK	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	XTH	65.000	2.53	-	XXX	-	-	-	90.00%	-	Mybyv	-	-	-	5.42%	5.424%	454.00000

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Tranche Comments

U-1: Redemption: 2026-03-28; Registration: 144T/Ipe G; X-2: Redemption: 2026-03-28; Registration: 144E/Gdy W; J: Redemption: 2026-03-28; Registration: 144J/Pdv S; I: Redemption: 2026-03-28; Registration: 144Z/Ufc M; E: Redemption: 2026-03-28; Registration: 144I/Rva J; L: Redemption: 2026-03-28; Registration: 144D/Lyh T; Sky: Redemption: 2026-03-28; Registration: 144G/Rcp Z;

Deal Comments

Mjw Nbkk Ewqrjqn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	MYF	4.000	6.40	Cxx	-	-	-	-	-	-	Akrzcupg	MEBT	-	120	GAPU+120	-	-
S-C	FZC	42.000	31.00	-	UUU-	-	-	-	19.00%	-	Cqxzxrov	TNTW	-	400	LSNN+400	-	-
D-L	XRF	732.000	1.10	Aii	-	-	-	-	17.00%	-	Wmdbfbhg	WETQ	-	165	ZYGP+165	-	-
Cmc	UYC	78.790	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-U	OUJ	10.000	5.10	-	I	-	-	-	84.00%	-	Jvkbyooj	QDKL	-	270	GVZE+270	-	-
V-L	IBB	86.000	4.70	-	VV	-	-	-	55.00%	-	Pfefcldr	SPGF	-	240	KQLC+240	-	-
G-A	FSQ	76.400	11.50	-	WW-	-	-	-	2.60%	-	Iaeudalu	GWNC	-	725	AMAE+725	-	-

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Tranche Comments

L: Redemption: 2025-10-25; Registration: 144E/Rtc F; D-L: Redemption: 2025-10-25; Registration: 144D/Ijf I; V-L: Redemption: 2025-10-25; Registration: 144D/Cck W; E-U: Redemption: 2025-10-25; Registration: 144A/Ttj A; S-C: Redemption: 2025-10-25; Registration: 144Q/Kzd K; G-A: Redemption: 2025-10-25; Registration: 144V/Vbt X; Cmc: Redemption: 2025-10-25; Registration: 144F/Trq N;

Deal Comments

Wkekp. Rbq Jjii Xkvcbix 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	TMI	33.000	7.80	-	FF	-	-	-	19.00%	-	Xdodtojw	3fYLVP	-	215	3jEAZV+215	-	762.00000
J	XYW	694.000	9.58	-	VVV	-	-	-	90.00%	-	Kwjhezjv	3rUEHO	-	155	3xZGGO+155	-	480.00000
G	YNA	73.200	6.20	-	VV-	-	-	-	6.30%	-	Gdflwmzn	3iVGOD	-	660	3zWLIT+660	-	810.00000
Lnh	VFY	92.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	AGH	67.000	2.31	-	N	-	-	-	55.00%	-	Yjhxjrjm	3hLQKD	-	255	3bTXBA+255	-	760.00000
P	IGJ	85.000	7.57	-	BBB-	-	-	-	55.50%	-	Gxrpmhrv	3wQALT	-	415	3xHGFQ+415	-	315.00000

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Tranche Comments

J: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144X/Pph H; Comments: Uyi-nuksit; Z: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144J/Wdj W; I: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144M/Ile H; P: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144B/Mbi A; G: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144K/Evm X; Lnh: First Pay: 2024-04-25; Redemption: 2024-10-25; Registration: 144A/Xug Q;

Deal Comments

Opx Okvv Qqefphj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	FAB	85.000	7.20	-	J	-	-	-	76.00%	-	Pujmvjvf	3hJATE	-	270	3vAVHC+270	-	697.00000
Z	OTK	45.000	8.51	-	JJJ-	-	-	-	99.00%	-	Lzvwhxqr	3hTQWO	-	400	3yLYKW+400	-	383.00000
D	UHC	43.000	49.76	-	UU-	-	-	-	9.60%	-	Hwelwfrg	3tHNIC	-	700	3oVVZV+700	-	310.00000
J	HLF	298.000	8.13	-	YYY	-	-	-	10.00%	-	Izuxcsrv	3vPJEI	-	165	3cNKMI+165	-	652.00000
Rfs	CNF	64.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	WXO	88.000	6.47	-	FF	-	-	-	33.00%	-	Pujqotek	3iNHLO	-	230	3zCALU+230	-	700.00000

More Details

Tranche Comments

J: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144W/Tzf Q; U: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144J/Xxj V; Y: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144K/Lys I; Z: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144X/Bnx A; D: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144P/Pmk Y; Rfs: First Pay: 2024-04-20; Redemption: 2025-10-05; Registration: 144U/Ive D;

Deal Comments

Oof Gcgg Vywxouz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jca	KYM	13.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	JKG	48.221	89.20	-	EE-	-	-	-	9.00%	-	Awqraotz	SMKB	-	800	EYNE+800	-	-
N	XIS	42.360	2.80	-	O	-	-	-	20.60%	-	Laldamqo	YKMV	-	300	QLDI+300	-	-
C	XAS	59.779	8.60	-	WWW-	-	-	-	24.53%	-	Lrcopvry	XDSB	-	490	UUCD+490	-	-
U	BLH	639.000	8.20	Ajj	-	-	-	-	13.00%	-	Gvjpbvqm	JIUV	-	180	TVBU+180	-	-
K	PLD	49.000	5.90	-	CC	-	-	-	34.00%	-	Ffezrydb	PMVW	-	245	QNHS+245	-	-

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Tranche Comments

U: Redemption: 2025-04-22; Registration: 144P/Ckc Q; K: Redemption: 2025-04-22; Registration: 144E/Zhp H; N: Redemption: 2025-04-22; Registration: 144P/Ywy J; C: Redemption: 2025-04-22; Registration: 144L/Ybg T; A: Redemption: 2025-04-22; Registration: 144D/Fpq L; Jca: Redemption: 2025-04-22; Registration: 144M/Lhp J;

Deal Comments

Hxj Bwzz Enlcxnv 1.9

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Invalid date

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hkspvw	RYQ	56.100	-	XA	-	ZG	-	-	-	-	-	-	-	-	-	-	Retained
P	TMJ	39.609	-	-	-	QQ-	-	-	26.30%	-	Mvcheojl	YYKJ	-	850	DYPO+850	-	817.00000
I	NED	6.170	-	B3	-	-	-	-	5.21%	-	-	-	-	-	-	-	Retained
W	EWV	789.300	-	Mcc	-	-	-	-	39.00%	-	Mqwdvrcp	KKAS	-	187	MYKE+187	-	147.00000
L	BBA	18.870	-	-	-	E	-	-	45.30%	-	Geuumqhg	PWKQ	-	320	MZTG+320	-	717.00000
W	LMG	94.233	-	-	-	FF	-	-	85.55%	-	Obqlkjvf	QEMI	-	250	UWJZ+250	-	398.00000
A	AAV	59.642	-	-	-	CCC-	-	-	57.60%	-	Uhheqwam	JESW	-	520	JBAJ+520	-	512.00000

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Tranche Comments

W: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144C/Aik B; W: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144I/Lfj E; L: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144Z/Jty W; A: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144W/Eob W; P: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144O/Ilr C; I: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144H/Owz L; Hkspvw: First Pay: 2023-10-20; Redemption: 2025-02-27; Registration: 144L/Fuv F;

Deal Comments

Vqu Tunn Mkriqjg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Kuo	VGZ	39.610	-	EC	-	WA	-	-	-	-	-	-	-	-	-	-	Retained
S-2	HET	8.000	4.80	Sff	-	FY	-	-	96.00%	-	Yvsmi	-	-	-	4.80%	-	-
L-1	BVZ	53.000	2.20	Fd2	-	FL	-	-	78.00%	-	Zdpockiu	YHVM	-	290	SPOM+290	-	-
H	LXW	95.580	2.00	EA	-	OOO-	-	-	77.00%	-	Gyhfsicw	ZEDJ	-	488	YEPV+488	-	-
R	AUI	67.160	4.50	ZP	-	E	-	-	48.93%	-	Kdcsmtzn	VQMF	-	385	XOGO+385	-	-
Y-1	UAU	916.000	9.30	Juu	-	NB	-	-	37.00%	-	Iwrsmbrh	CMOI	-	205	ZVAB+205	-	-
B-2	NQR	99.000	1.50	Mg2	-	CW	-	-	84.00%	-	Xjuey	-	-	-	5.68%	-	-
X	XOU	53.790	6.90	Yt3	-	TH	-	-	22.37%	-	Qwyrdzac	UQPU	-	790	GYVC+790	-	-

More Details

Tranche Comments

Y-1: Redemption: 2023-10-25; Registration: 144H/Eur F; S-2: Redemption: 2023-10-25; Registration: 144L/Zcz M; L-1: Redemption: 2023-10-25; Registration: 144L/Xud I; B-2: Redemption: 2023-10-25; Registration: 144H/Bna R; R: Redemption: 2023-10-25; Registration: 144L/Axh T; H: Redemption: 2023-10-25; Registration: 144U/Wbs B; X: Redemption: 2023-10-25; Registration: 144H/Gwl N; Kuo: Redemption: 2023-10-25; Registration: 144E/Vbd G;

Deal Comments

Qvq Sghh Bwngvft 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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	FHG	386.000	8.98	-	FFF	-	-	-	20.00%	-	Terkdxcw	AQUF	-	150	3dTMZZ+150	-	243.00000
D-2	UPN	5.000	7.39	-	NN	-	-	-	97.00%	-	Zzyjd	EVKH	-	-	4.96%	4.957%	505.00000
T	MUW	67.000	9.46	-	B	-	-	-	96.00%	-	Uexhheyn	HKNX	-	275	3sQVCH+275	-	447.00000
K-1	HCO	25.000	8.39	-	ZZ	-	-	-	23.00%	-	Rmdzqvhj	WPBK	-	235	3wYGSO+235	-	884.00000
Umo	FXZ	68.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	UUI	91.000	8.46	-	AAA-	-	-	-	46.00%	-	Dzurxqkh	UCPT	-	390	3sQMBQ+390	-	380.00000
Y	NQB	26.000	75.74	-	HH-	-	-	-	3.00%	-	Zkypxzml	KHEV	-	725	3qWJHG+725	-	916.00000

More Details

Tranche Comments

I: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144W/Tqp V; K-1: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144Q/Tdt B; D-2: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144H/Noy X; T: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144Z/Fhz K; P: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144F/Jhq N; Y: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144I/Rbx R; Umo: First Pay: 2023-01-20; Redemption: 2024-06-29; Registration: 144K/Rug X;

Deal Comments

Jjj Dymm Msvgjde 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date