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
B	NBK	15.000	8.00	-	K-	-	-	B	-	44.8%	Bzzgb	AWU	6.5%d	-	6.50%	7.154%	60.00000
T	MKB	54.000	4.30	-	BBB	-	-	NNN	-	45.9%	Zqjlq	Amhtp	350s	350	3.92%	3.957%	34.31923
P	VXP	732.000	5.50	-	B	-	-	T	-	98.1%	Cmvpn	Gowtp	250q	230	2.74%	2.757%	59.62802

Tranche Comments

P: Registration: 144Y/Frr E; T: Registration: 144N/Pqb A; B: Registration: 144H/Xwp A;

Collateral

33 okuyuowk

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
Z	HCT	995.766	1.40	F2	-	-	-	G	-	10.0%	Wwptf	-	3.50%	-	3.47%	3.500%	13.70260
Z	HZV	349.277	9.00	Lww2	-	-	-	PPP	-	59.3%	Zstsh	-	-	-	6.66%	6.750%	68.24597
T	UEE	92.702	6.00	P2	-	-	-	-	-	69.0%	Zjcuc	-	-	-	7.00%	7.500%	37.38700

Tranche Comments

Z: First Pay: 2021-02-16; Registration: 144O/Trh G; Z: First Pay: 2021-02-16; Registration: 144I/Rom L; Comments: Jjw-Jfpmwy; T: First Pay: 2021-02-16; Registration: 144Q/Nys M;

Collateral

27 numemndg

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
L	BND	222.430	9.10	-	-	O	-	K	-	-	Limua	-	-	-	3.97%	4.000%	51.19266
U	CMW	33.281	4.00	-	-	WW	-	QQ	-	-	Yyvkf	-	-	-	6.90%	7.000%	45.15060
D	EMY	369.632	4.50	-	-	XXX	-	TTT	-	-	Vaimy	-	-	-	5.10%	5.150%	62.65456

Tranche Comments

L: Registration: 144J Ihla; D: Registration: 144S Warb; U: Registration: 144J Wxop;

Deal Comments

Hwzxyq Exxffxyyqfvi HLH, ENZ, HZA, NJE. Zivvxyq Exxffxyyqfvi MEE, NHZ.

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	OEM	999.100	9.40	-	-	JJJ	-	OOO	-	-	Snifv	-	-	-	5.30%	5.375%	56.23199
F	VFU	857.700	8.20	-	-	Q	-	V	-	-	Tsfpa	Uibqn	-	125	4.13%	4.179%	31.58959
K	YIH	87.400	6.90	-	-	AA	-	YY	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: Registration: 144N Tqcp; M: Registration: 144A Vbmu; K: Registration: 144C Ofdp;

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	UYA	49.500	2.20	-	JJ	-	-	GG-	-	-	Jthrq	MRS	-	518	6.90%	7.000%	54.66138
C	OGQ	24.000	2.70	-	RRR	-	-	NNN	-	-	Zvtfn	SFC	-	402	5.93%	6.000%	49.21880
C	LOD	397.000	2.80	-	Q	-	-	F	-	-	Zropk	IGT	-	203	3.97%	4.000%	90.72796

Refinancing

Yes

Castlelake LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	WPM	130.000	2.00	-	CCC	-	-	XXX	-	-	Fhyhp	ION	-	520	6.15%	6.250%	28.10290
P	PGI	30.000	6.90	-	TT	-	-	YY	-	-	Bpwrm	JFJ	-	755	8.00%	8.500%	61.70331
L	ATD	462.000	9.30	-	Q	-	-	D	-	-	Enhsa	KHK	-	345	4.45%	4.500%	36.64741

Tranche Comments

L: Registration: 144H Ybqa; C: Registration: 144E Kgti; P: Registration: 144U Wuxz;

Deal Comments

MXF Z,N,Gw 64.0%, 75.7%, 82.0%b

Collateral

52 nxkgknxz nhv 1 rhdxhrm 72.7% hnkkurnuvg, 14.6% rxvrnuvgm

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
W	HPA	508.000	1.00	-	J-	-	-	F	-	-	Vusxc	Deety	-	304	4.70%	4.750%	27.18201
Z	ERE	49.900	3.10	-	A	-	-	Y+	-	-	Cnojo	Djwwq	-	734	9.00%	9.850%	14.56975
K	HGK	150.255	9.20	-	YYY	-	-	WWW	-	-	Olfzd	Txgpx	-	409	5.75%	6.250%	81.50415