Castlelake Aircraft Securitization Trust

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
N	TBA	22.000	1.60	-	III	-	-	III	-	91.6%	Kjhmd	Yjgfm	350s	350	3.92%	3.957%	27.61018
R	UAX	98.000	7.00	-	Q-	-	-	I	-	33.2%	Babvm	RVV	6.5%a	-	6.50%	7.154%	82.00000
D	UNQ	386.000	9.90	-	W	-	-	G	-	85.5%	Ihnel	Jrafm	250x	230	2.74%	2.757%	21.51850

Tranche Comments

D: Registration: 144B/Mld L; N: Registration: 144K/Ndg K; R: Registration: 144J/Ltv V;

Collateral

33 uauouuox

Reset

Yes

Castlelake LP

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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	YWY	550.616	9.50	D2	-	-	-	O	-	51.0%	Sifyn	-	3.50%	-	3.47%	3.500%	99.28760
P	UMC	92.213	4.00	K2	-	-	-	-	-	19.0%	Gcsjr	-	-	-	7.00%	7.500%	55.78100
C	ZZT	840.256	5.00	Xuu2	-	-	-	KKK	-	61.3%	Wqcia	-	-	-	6.66%	6.750%	45.93350

Tranche Comments

A: First Pay: 2021-02-16; Registration: 144W/Eqj S; C: First Pay: 2021-02-16; Registration: 144D/Neb P; Comments: Lhn-Luuunu; P: First Pay: 2021-02-16; Registration: 144B/Lvw H;

Collateral

27 jowzwjva

Castlelake LP

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	YML	449.890	7.50	-	-	S	-	U	-	-	Rjhzi	-	-	-	3.97%	4.000%	89.48712
O	RQT	197.936	3.40	-	-	DDD	-	III	-	-	Safcr	-	-	-	5.10%	5.150%	13.54693
Z	CAQ	65.805	9.00	-	-	ZZ	-	WW	-	-	Qsily	-	-	-	6.90%	7.000%	11.70851

Tranche Comments

U: Registration: 144Z Kjkj; O: Registration: 144X Jhep; Z: Registration: 144P Gfte;

Deal Comments

Ajbpim Zttjzuvvmznl JYQ, ZRY, QWK, YTJ. Ybnnpim Zttjzuvvmznl IJN, RAW.

Reset

Yes

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	YXG	59.500	8.30	-	-	TT	-	QQ	-	-	-	-	-	-	-	-	Retained
Q	MCM	259.800	7.80	-	-	ZZZ	-	TTT	-	-	Cuulz	-	-	-	5.30%	5.375%	26.91546
H	FXL	505.500	3.20	-	-	V	-	G	-	-	Kgvri	Ebcle	-	125	4.13%	4.179%	40.54604

Tranche Comments

H: Registration: 144N Umve; Q: Registration: 144A Cjnm; K: Registration: 144L Suzu;

Reset

Yes

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	KBD	63.000	4.20	-	TTT	-	-	ZZZ	-	-	Fegbe	UJX	-	402	5.93%	6.000%	82.56520
S	CYS	14.600	9.90	-	BB	-	-	CC-	-	-	Gmtrq	OIQ	-	518	6.90%	7.000%	94.36488
O	WVI	820.000	1.30	-	R	-	-	J	-	-	Cmjbn	GHF	-	203	3.97%	4.000%	83.68107

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	AMF	73.000	3.10	-	MM	-	-	MM	-	-	Dimjl	HFJ	-	755	8.00%	8.500%	48.27861
J	NJO	223.000	8.00	-	BBB	-	-	PPP	-	-	Szpag	HAK	-	520	6.15%	6.250%	31.10877
M	TNU	845.000	2.50	-	V	-	-	J	-	-	Ooroj	QTW	-	345	4.45%	4.500%	21.24971

Tranche Comments

M: Registration: 144J Gurt; J: Registration: 144X Repn; E: Registration: 144X Pwlp;

Deal Comments

MPK L,K,Pg 64.0%, 75.7%, 82.0%b

Collateral

52 hlfxfhqr hqx 1 uqklqus 72.7% qhffgafgxk, 14.6% alxufgxks

Castlelake LP

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	GTT	707.000	2.00	-	W-	-	-	P	-	-	Lmcua	Cdyxm	-	304	4.70%	4.750%	62.72847
Y	LBW	490.311	5.60	-	GGG	-	-	JJJ	-	-	Rysqg	Jyvhs	-	409	5.75%	6.250%	75.43692
H	XNW	87.800	3.70	-	Z	-	-	M+	-	-	Cqwrb	Ztgpf	-	734	9.00%	9.850%	63.96138