The code to perform a save block:

[MagicalRecord saveWithBlock:^(NSManagedObjectContext *localContext) {
    for (NSDictionary *stockDict in objects) {
        NSString *name = stockDict[@"name"];
        Stock *stock = [Stock MR_createInContext:localContext];
        stock.name = name;

        NSArray *categories = stockDict[@"categories"];
        if ([categories count] > 0) {
            for (NSDictionary *categoryObject in categories) {
                NSString *categoryId = categoryObject[@"_id"];
                NSPredicate *predicate = [NSPredicate predicateWithFormat:@"categoryId == %@", categoryId];
                NSArray *matches = [StockCategory MR_findAllWithPredicate:predicate inContext:localContext];
                NSLog(@"%@", matches);
                if ([matches count] > 0) {
                    StockCategory *cat = [matches objectAtIndex:0];
                    [stock addCategoriesObject:cat];
                }
            }
        }
    }
} completion:^(BOOL success, NSError *error) {

}];

The Stock Model:

@class StockCategory;

@interface Stock : NSManagedObject

@property (nonatomic, retain) NSString * name;
@property (nonatomic, retain) NSSet *categories;

@end

@interface Stock (CoreDataGeneratedAccessors)

- (void)addCategoriesObject:(StockCategory *)value;
- (void)removeCategoriesObject:(StockCategory *)value;
- (void)addCategories:(NSSet *)values;
- (void)removeCategories:(NSSet *)values;

@end

The json look like this:

[
  {
    "name": "iPad mini ",
    "categories": [
      {
        "name": "iPad",
        "_id": "538c655fae9b3e1502fc5c9e",
        "__v": 0,
        "createdDate": "2014-06-02T11:51:59.433Z"
      }
    ],
  },
  {
    "name": "iPad Air ",
    "categories": [
      {
        "name": "iPad",
        "_id": "538c655fae9b3e1502fc5c9e",
        "__v": 0,
        "createdDate": "2014-06-02T11:51:59.433Z"
      }
    ],
  }
]

Open the core data pro, You can see only stock with the name of "iPad air" has it's categories saved. I just can't figure out why. You can see in the saveWithBlock part, I first find in the context for the same _id as in json, and then add the category object in the relationship. It's working, but not all of them. Why is that?