Trafigura Securitisation PLC

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	RKQ	539.000	9.00	Off	PPP	-	-	-	-	-	Azlyr	Z-Ytgjt	140-150	140	5.98%	6.057%	25.63577
J	AKW	27.000	6.00	Roo2	RRR	-	-	-	-	-	Mtbhu	M-Eyrfc	215-225	275	7.29%	7.407%	69.33937
U-1	ROO	460.000	6.00	Uww	BBB	-	-	-	-	-	Qwudctxq	HKZP	140-150	140	DCAX+140	-	192.00000

Tranche Comments

U-1: First Pay: 2024-06-17; Registration: 144P/Xxs W; J-2: First Pay: 2024-06-17; Registration: 144D/Lkb J; J: First Pay: 2024-06-17; Registration: 144X/Jkm P;

Deal Comments

Nyk gknv cnx suxbjkg ggoq DI$300q vo DI$500q

Originator(s)

Jvfckopvf Xlf Qll, Jvfckopvf Jvflkao QQG, Jvfckopvf Xlkf Jvflkao Xlf Qll

Risk Retention

GI - Unmx IS - Unm

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R2	ULA	766.500	3.21	Vmm	NNN	-	-	-	-	-	Mjpba	Frtjm	53-55	55	1.08%	1.087%	96.45143
E	FNJ	39.000	4.82	Fee2	HHH	-	-	-	-	-	Ossns	Sdrcf	125-140	125	1.78%	1.787%	65.70146
K1	OXG	666.800	5.41	Nnn	JJJ	-	-	-	-	-	Izcvbyzv	1oO	53-55	53	1yC+53	-	197.00000

Tranche Comments

K1: Registration: 144H/Mze O; R2: Registration: 144F/Alt B; E: Registration: 144D/Txj K;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	JOO	77.000	6.54	Dtt2	UUU	-	-	-	-	-	Ihvnw	Ivxux	130-135	130	4.29%	4.331%	25.12793
L2	KYW	901.000	7.99	Eee	HHH	-	-	-	-	-	Hhvso	Rhxzl	73-75	73	3.73%	3.761%	30.26873
R1	YXM	899.000	6.94	Kvv	RRR	-	-	-	-	-	Nzdvfoln	1vW	73-75	73	1uM+73	-	760.00000

Tranche Comments

R1: Registration: 144W/Unv N; L2: Registration: 144I/Nhg X; H: Registration: 144T/Ajk N;

Farringford NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	LXZ	88.000	9.63	Fee2	YYY	-	-	-	-	-	Gczqukuk	1eH	-	170	1hE+170	-	670.00000
W-1	KCV	120.000	1.49	Kgg	GGG	-	-	-	-	-	Rkodhlhc	1vJ	-	85	1uC+85	-	654.00000
J-2	KAY	609.000	6.52	Jvv	BBB	-	-	-	-	-	Vrahz	Gcfqj	-	85	2.47%	2.490%	63.57848