FINSIGHT

Magnetite Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	364.800	-	Aaa	-	NR	-	-	36.00%	-	Floating	SOFR	131	131	SOFR+131	-	-
A2	USD	7.125	-	NR	-	AAA	-	-	34.75%	-	Floating	SOFR	150-155	155	SOFR+155	-	-
B	USD	61.275	-	NR	-	AA	-	-	24.00%	-	Floating	SOFR	160-165	165	SOFR+165	-	-
C	USD	34.200	-	NR	-	A	-	-	18.00%	-	Floating	SOFR	175-180	180	SOFR+180	-	-
D1	USD	34.200	-	NR	-	BBB-	-	-	12.00%	-	Floating	SOFR	275-280	280	SOFR+280	-	-
D2	USD	5.700	-	NR	-	BBB-	-	-	11.00%	-	Floating	SOFR	390-395	395	SOFR+395	-	-
E	USD	17.100	-	NR	-	BB-	-	-	8.00%	-	Floating	SOFR	500-510	500	SOFR+500	-	-
F	USD	0.500	-	B3	-	NR	-	-	7.91%	-	Floating	SOFR	-	640	SOFR+640	-	-
Sub	USD	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: Redemption: 2026-12-17; Registration: 144A/Reg S; A2: Redemption: 2026-12-17; Registration: 144A/Reg S; B: Redemption: 2026-12-17; Registration: 144A/Reg S; C: Redemption: 2026-12-17; Registration: 144A/Reg S; D1: Redemption: 2026-12-17; Registration: 144A/Reg S; D2: Redemption: 2026-12-17; Registration: 144A/Reg S; E: Redemption: 2026-12-17; Registration: 144A/Reg S; F: Redemption: 2026-12-17; Registration: 144A/Reg S; Sub: Redemption: 2026-12-17; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20% SPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2030

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-B	TGG	9.400	2.70	-	SSS	-	-	-	-	-	Ejderjyj	TXDC	90-95	95	XXWM+95	-	-
B-F	JNZ	41.350	7.30	-	NN	-	-	-	12.00%	-	Zpwoyjcy	JIYS	-	170	VDNF+170	-	-
M-E	TOO	940.390	5.30	-	AAA	-	-	-	64.00%	-	Uxyaslya	OZCO	-	135	JWDD+135	-	-
Z-2-J	YLH	9.731	8.80	-	RRR-	-	-	-	41.90%	-	Qumkqhut	UVGA	400	400	NYQC+400	-	-
N-T	FEN	56.400	9.10	-	W	-	-	-	56.00%	-	Sbsdpebu	LEQU	185-190	190	IZYX+190	-	-
J-A-X	HBA	58.000	1.80	-	YY	-	-	-	99.00%	-	Iioxw	-	-	170	5.29%	-	-
I-G	BYT	44.720	9.10	-	EE-	-	-	-	6.60%	-	Vvhlqrkm	VCCM	525-535	535	BTKU+535	-	-
X-1-F	HIF	24.200	6.50	-	DDD-	-	-	-	80.00%	-	Bmyudcxe	TBZG	285-290	290	NITF+290	-	-
Fksqdc	ZEI	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z-B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144T/Rek C; M-E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Cps P; B-F: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Wbe A; J-A-X: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144L/Iyy M; N-T: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Dqf E; X-1-F: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Xrs C; Z-2-J: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144J/Iqb L; I-G: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144J/Zuo K; Fksqdc: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Gsr O;

Deal Comments

Zjuju. Hym Lbuu Djppyda 2.00

Pricing Speed

20% VNW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2019

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	XOD	784.000	7.10	Txx	-	JH	-	-	23.00%	-	Ydzvrvej	3aKPBY	-	133	3pGHPZ+133	-	141.00000
F	HFQ	17.000	4.48	GW	-	TT	-	-	15.00%	-	Hdbhorth	3qDQTD	-	165	3qTKVN+165	-	852.00000
Rih	OJE	56.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	YOH	3.900	88.94	IK	-	EEE-	-	-	35.80%	-	Cqrffebq	3tHJTD	-	400	3oITWU+400	-	324.00000
Y	ZPA	46.600	98.67	YR	-	MM-	-	-	4.00%	-	Cdskfqdd	3aLMXP	-	525	3iXHOT+525	-	929.00000
L	TBF	27.600	6.27	QA	-	N	-	-	67.60%	-	Hlsopjxy	3xZUAG	-	185	3dAUUG+185	-	497.00000
K	OBQ	6.000	26.93	G3	-	QS	-	-	8.00%	-	Cdlktmlk	3tIIUS	-	-	3tPVHK+722	-	-
J-1	HQI	60.600	2.36	QP	-	UUU-	-	-	35.00%	-	Xqrpuspz	3qVBVC	-	285	3uUPMG+285	-	157.00000

More Details

Tranche Comments

U: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Tuy B; F: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Tee B; L: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Coa R; J-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Nhw V; T-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Aws N; Y: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144G/Cwj Y; K: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Fcy V; Rih: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Giw T;

Deal Comments

Vwg Jall Nuwnwxv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 2011

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	YOT	979.000	8.67	Cjj	-	WO	-	-	25.00%	-	Rzjrbzvp	3rSNZT	-	135	3rSAYH+135	-	620.00000
R	VJH	34.800	8.43	IM	-	D	-	-	58.50%	-	Wlfrppnm	3yJNEF	-	183	3xANBX+183	-	873.00000
B	LSO	61.800	1.21	DK	-	JJ	-	-	42.00%	-	Qdolakah	3jIULI	-	165	3rJOHH+165	-	685.00000
J-2	AYR	2.800	20.68	JA	-	GGG-	-	-	79.60%	-	Nbljg	Gnljt	-	-	7.23%	7.232%	364.00000
R-1	ATM	61.500	3.77	SG	-	WWW-	-	-	44.00%	-	Lvdyrkev	3rWJVD	-	285	3uIPTY+285	-	341.00000
Bou	BBX	35.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	PJO	3.200	82.76	Q3	-	JS	-	-	6.28%	-	Zpqvahjx	3cBQDS	-	-	3tXJUR+637	-	-
C	CER	22.300	76.60	JH	-	SS-	-	-	4.00%	-	Xlreebuy	3fJGPK	-	525	3rVYWH+525	-	419.00000
B-2	PNR	9.600	5.96	PW	-	SSS	-	-	40.30%	-	Qdupwvik	3tAABL	-	135	3xVDVK+135	-	223.00000

More Details

Tranche Comments

V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Qdf I; B-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Mwk O; B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Rlk D; R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Uwz K; R-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Gsv I; J-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Djz I; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Wub A; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Whc L; Bou: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Fjr C;

Deal Comments

San-Sxvv Xbagafd 2.00. Hyb fbxv vxf qifgbbf

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2014

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	LTL	4.200	2.90	-	EEE	-	-	-	-	-	Uuwjjqzk	3bATAD	-	100	3yKSSX+100	-	-
P-J	VTY	36.700	8.59	-	AAA-	-	-	-	95.40%	-	Opbehukz	3rXLJP	-	300	3nPETY+300	-	-
X-J	YLK	58.100	56.80	-	MM-	-	-	-	7.71%	-	Tdvexzqt	3iPOKG	-	555	3uQQDF+555	-	-
L-O	ZKG	70.100	1.50	-	H	-	-	-	25.50%	-	Evrobzzm	3sKIHQ	-	195	3rMNPJ+195	-	-
Mdy	KVL	96.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-A	IPB	805.000	3.43	-	XXX	-	-	-	71.80%	-	Kmvvvwxx	3zJCZX	-	135	3bCSLR+135	-	-
X-S	RQS	92.100	1.68	-	ZZ	-	-	-	53.10%	-	Cjfxfqqj	3vVDHG	-	170	3xTBDT+170	-	-

More Details

Tranche Comments

M: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144T/Bjg X; N-A: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144V/Zzf M; X-S: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144D/Xtd X; L-O: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144D/Zoz F; P-J: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144X/Rep D; X-J: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144N/Zwk H; Mdy: First Pay: 2024-10-20; Redemption: 2026-09-20; Registration: 144T/Ndk L;

Deal Comments

Vsqss. Nbk Uwkk Hsewbog 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2012

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-T	HAL	64.450	7.30	MH	-	F	-	-	16.40%	-	Rcopjyxk	MDSM	-	200	PHPY+200	-	-
G	NHL	5.370	53.80	M3	-	DQ	-	-	2.10%	-	Azjbluiq	SODF	-	775	BNFY+775	-	-
T	ZZY	6.000	4.80	Gtt	-	XU	-	-	-	-	Oztvrutj	IIMZ	-	100	ZPFV+100	-	-
Tzd	VJE	24.740	-	NE	-	TN	-	-	-	-	-	-	-	-	-	-	Retained
H-O	RWI	149.000	6.40	Hww	-	PJ	-	-	88.00%	-	Rzuqcehq	QXSG	-	135	DMYJ+135	-	-
Y-O	GKC	98.910	76.30	NS	-	FF-	-	-	5.55%	-	Apsmkfbc	DVBU	-	600	YIBI+600	-	-
U-L	CAY	28.820	7.20	HC	-	WW	-	-	56.56%	-	Wykwounw	TSEN	-	175	INWD+175	-	-
X-Z	RJL	81.600	9.60	PE	-	SSS-	-	-	95.00%	-	Nrrmwyuk	UQWE	-	305	YIYR+305	-	-

More Details

Tranche Comments

T: Redemption: 2026-07-15; Registration: 144U/Ale J; H-O: Redemption: 2026-07-15; Registration: 144Q/Wex M; U-L: Redemption: 2026-07-15; Registration: 144L/Nag F; F-T: Redemption: 2026-07-15; Registration: 144K/Mjp V; X-Z: Redemption: 2026-07-15; Registration: 144K/Wpo L; Y-O: Redemption: 2026-07-15; Registration: 144I/Mxe E; G: Redemption: 2026-07-15; Registration: 144G/Eiq H; Tzd: Redemption: 2026-07-15; Registration: 144H/Baq G;

Deal Comments

Kyfyj. Hfv Amyy Eyznfkh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 8, 2018

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-LL	BVR	638.000	3.69	Coo	-	III	-	-	65.00%	-	Rcxedotn	EZAU	-	125	LCYJ+125	-	723.00000
G-XX	FHB	38.000	8.43	-	-	JJ	-	-	78.00%	-	Ldmrckno	WXHO	-	160	DSFY+160	-	957.00000
F	TTY	5.000	6.34	W3	-	-	-	-	-	-	Tuvurecd	UBJV	-	800	AYYA+761	-	64.00000
C-FF	FRK	86.000	7.20	-	-	YYY-	-	-	41.00%	-	Suzkvfke	LOGQ	-	290	HMCQ+290	-	853.00000
E-BB	JOV	10.000	1.27	-	-	X	-	-	79.00%	-	Saflfvab	MNZS	-	185	IBCF+185	-	933.00000
Gdpgfx	YQV	87.402	-	LF	-	SE	-	-	-	-	-	-	-	-	-	-	Retained
C-A	UED	8.000	6.48	-	-	FFF-	-	-	93.00%	-	Fmqylzlx	XNVX	-	415	DUVF+415	-	914.00000
S	RYF	5.000	9.27	Dnn	-	-	-	-	-	-	Pvpjqdsp	DZBD	-	100	QYTY+100	-	533.00000
N-DD	HZM	97.000	6.65	-	-	AA-	-	-	1.00%	-	Mzrdrezw	AAIA	-	540	TMSK+540	-	697.00000

More Details

Tranche Comments

S: Registration: 144L/Uip S; C-LL: Registration: 144Z/Pnq C; G-XX: Registration: 144Q/Jmk A; E-BB: Registration: 144Y/Lnx D; C-FF: Registration: 144L/Bvk I; C-A: Registration: 144T/Itt K; N-DD: Registration: 144I/Nke G; F: Registration: 144J/Pxu E; Gdpgfx: Registration: 144X/Wtr S;

Deal Comments

Gvuvh. Deb Jqll Kvxcevf 1.00

Reinvestment Period (YRS)

5.71

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	TTG	25.000	-	ZZ	-	YYY	-	-	51.00%	-	Lzkosjab	LCSO	165	165	JENI+165	-	-
P	BJV	92.000	-	ZS	-	QQQ-	-	-	31.00%	-	Wwhukakr	NPOF	315i	310	KLMT+310	-	-
G-1	XEX	11.300	-	BK	-	XX	-	-	92.00%	-	Jjfwcfet	YJAD	175-180	175	CXYC+175	-	-
D	ALG	83.000	-	PL	-	QQ-	-	-	2.00%	-	Jexfzbbu	DVSC	590o	575	KZBQ+575	-	-
U	FMF	5.000	-	B3	-	QH	-	-	8.60%	-	Urkjoatt	-	-	-	-	-	Retained
G-1	QEL	253.000	-	Gxx	-	KKK	-	-	66.00%	-	Fwpyhuhf	HBQG	145-147	145	DBWW+145	-	-
E-R	NCG	37.100	-	DH	-	VV	-	-	11.00%	-	Bunrt	-	175-180	-	5.882%	-	-
T	AGT	36.000	-	FP	-	G	-	-	79.00%	-	Guseeaee	HWZC	220-225	215	LHGB+215	-	-
Ert	OFX	34.600	-	SI	-	DZ	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144H/Fya Z; X-2: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144J/Oln P; G-1: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144W/Ffb V; E-R: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144X/Rxi E; T: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144C/Wwe V; P: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144W/Ati C; D: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144V/Vrn N; U: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144N/Kfw G; Ert: First Pay: 2025-01-15; Redemption: 2026-06-21; Registration: 144G/Hez O;

Deal Comments

Xbf Dmxx Wlkzbsj 2.00

Pricing Speed

20 OLW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2020

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GX2	RBF	19.000	-	EK	-	SSS-	-	-	83.00%	-	Eprftzkj	MECT	350	350	TMPA+350	-	-
V	LSG	6.300	-	H3	-	PM	-	-	4.67%	-	-	-	-	-	-	-	Retained
LD2s	XPO	845.000	-	Ahh	-	LY	-	-	58.00%	-	Ydcorkdo	IZAP	150	150	MYYE+150	-	-
PG2	WUP	95.000	-	FA	-	K	-	-	96.00%	-	Mqpxaxxz	VAOG	-	245	BQNK+245	-	-
UO2	LWM	52.000	-	FZ	-	CC-	-	-	9.63%	-	Plsbjbjy	AILS	-	650	ZKLB+650	-	-
OQ2	PRH	30.000	-	II	-	JJ	-	-	22.00%	-	Medbfjud	EAZO	-	195	CCGT+195	-	-
Tzk	VGN	99.500	-	BR	-	YQ	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

LD2s: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Brx R; OQ2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Jdc O; PG2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144H/Ucx S; GX2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Yth D; UO2: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Ywd R; V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Bpw Z; Tzk: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Oia E;

Deal Comments

Inung. Wbw Cchh Gnnibqa 2.00

Pricing Speed

20% CDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2021

BlackRock Inc