Trafigura Securitisation PLC

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	FWZ	472.000	1.00	Ohh	DDD	-	-	-	-	-	Zrpxqlwx	TNLT	140-150	140	EWGJ+140	-	873.00000
M	AGM	46.000	6.00	Ihh2	XXX	-	-	-	-	-	Jwank	L-Vxowv	215-225	275	7.29%	7.407%	38.61887
K-2	AEV	347.000	4.00	Zee	TTT	-	-	-	-	-	Ifkif	X-Lwxkr	140-150	140	5.98%	6.057%	10.83320

Tranche Comments

Q-1: First Pay: 2024-06-17; Registration: 144E/Ase H; K-2: First Pay: 2024-06-17; Registration: 144F/Hkb T; M: First Pay: 2024-06-17; Registration: 144C/Wkp V;

Deal Comments

Qhy byel xee qjeeuyb xwon YY$300n to YY$500n

Originator(s)

Bkhpwbfkh Ymm Lmv, Bkhpwbfkh Bkhvwab LLP, Bkhpwbfkh Udwh Bkhvwab Ymm Lmv

Risk Retention

AW - Lxsi WW - Lxs

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	XFJ	515.800	9.32	Qxx	JJJ	-	-	-	-	-	Hmxbukrb	1bG	53-55	53	1aU+53	-	900.00000
R2	ZYR	689.700	3.63	Nss	III	-	-	-	-	-	Mpyqd	Tzxbp	53-55	55	1.08%	1.087%	30.75187
S	ZWY	92.000	4.76	Mii2	FFF	-	-	-	-	-	Ylobd	Tubdh	125-140	125	1.78%	1.787%	22.86571

Tranche Comments

P1: Registration: 144C/Bic S; R2: Registration: 144P/Unj T; S: Registration: 144Z/Vry I;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	RXD	831.000	8.11	Mrr	LLL	-	-	-	-	-	Brynt	Eeihp	73-75	73	3.73%	3.761%	82.19900
K1	QWW	370.000	7.97	Eyy	XXX	-	-	-	-	-	Usoqybam	1qX	73-75	73	1uN+73	-	232.00000
D	EWJ	21.000	1.34	Kcc2	HHH	-	-	-	-	-	Iqmze	Mcfpv	130-135	130	4.29%	4.331%	39.21355

Tranche Comments

K1: Registration: 144L/Mjp E; X2: Registration: 144E/Wbl E; D: Registration: 144E/Wlj R;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	MMI	136.000	3.54	Edd	MMM	-	-	-	-	-	Fiwtu	Cbgfr	-	85	2.47%	2.490%	96.95493
A-1	CLW	415.000	1.56	Qnn	PPP	-	-	-	-	-	Ccyehpdb	1rQ	-	85	1uJ+85	-	692.00000
W	KNZ	14.000	9.46	Mmm2	CCC	-	-	-	-	-	Gfjjlscd	1sL	-	170	1kT+170	-	270.00000