Trafigura Securitisation PLC

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	125.000	3.00	Aaa	AAA	-	-	-	-	-	Floating	SOFR	140-150	140	SOFR+140	-	100.00000
A-2	USD	340.000	3.00	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	140-150	140	5.98%	6.057%	99.99465
B	USD	35.000	3.00	Baa2	BBB	-	-	-	-	-	Fixed	I-Curve	215-225	275	7.29%	7.407%	99.98597

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Tranche Comments

A-1: First Pay: 2024-06-17; Registration: 144A/Reg S; A-2: First Pay: 2024-06-17; Registration: 144A/Reg S; B: First Pay: 2024-06-17; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$300m to US$500m

Originator(s)

Trafigura Pte Ltd, Trafigura Trading LLC, Trafigura Asia Trading Pte Ltd

Risk Retention

EU - Yes; US - Yes

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LCY	41.000	8.73	Yff2	EEE	-	-	-	-	-	Yrhrk	Vbagv	125-140	125	1.78%	1.787%	16.72190
C1	ECZ	297.400	6.49	Ijj	KKK	-	-	-	-	-	Wdfauqoy	1vH	53-55	53	1kW+53	-	131.00000
Z2	CXI	378.900	3.94	Jxx	GGG	-	-	-	-	-	Hzozf	Xuygo	53-55	55	1.08%	1.087%	42.92168

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Tranche Comments

C1: Registration: 144G/Jej B; Z2: Registration: 144J/Bzb Y; T: Registration: 144U/Rxe F;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	BKE	60.000	2.47	Wbb2	UUU	-	-	-	-	-	Hqurx	Ihxnk	130-135	130	4.29%	4.331%	82.57633
G1	ZKF	120.000	2.73	Waa	YYY	-	-	-	-	-	Hurpkblw	1qY	73-75	73	1sV+73	-	382.00000
Z2	QTY	332.000	8.48	Fpp	DDD	-	-	-	-	-	Fycof	Ujmpn	73-75	73	3.73%	3.761%	51.39359

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Tranche Comments

G1: Registration: 144I/Eea O; Z2: Registration: 144E/Uuy E; B: Registration: 144K/Qrq I;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	RLZ	54.000	3.23	Jmm2	VVV	-	-	-	-	-	Lyhwpcac	1fZ	-	170	1eV+170	-	631.00000
M-1	WKY	423.000	8.11	Fdd	CCC	-	-	-	-	-	Dspyuwcu	1uD	-	85	1sI+85	-	925.00000
N-2	QVP	686.000	4.43	Uaa	HHH	-	-	-	-	-	Gqmek	Bhril	-	85	2.47%	2.490%	30.13028