Aircraft Fleet Investment Overview slide image

Aircraft Fleet Investment Overview

Aircraft Collateral Summary KEEP CLIMBING ▲ DELTA The initial aggregate Appraised Value is $867,950,000(1) indicating an initial collateral cushion of approximately 51.0% (2) and 42.4% (2) on the Class AA and Class A Certificates, respectively, which decreases over time based on assumed depreciation of appraised collateral value(3) Aircraft No. Aircraft Туре 1 Airbus A220-100 Registration Number Serial Delivery Number Month AISI Appraised Value ($mm) BK mba LMM N103DU 50022 Dec-18 $31.52 $38.39 $34.00 $34.08 2 Airbus A220-100 N104DU 50023 Dec-18 31.57 38.50 34.08 34.08 3 Airbus A321-211 N360DN Aug-18 50.44 51.50 5203 51.56 4 Airbus A321-211 N361DN 0423 Aug-18 50.46 51.50 52.83 51.56 5 Airbus A321-211 N362DN 8447 Sep-18 50.57 51.71 53.12 51.71 6 Airbus A321-211 N363DN 8507 Sep-18 50.75 51.79 53.12 51.79 7 Airbus A321-211 N3640X 8530 Od-18 50.97 52.00 53.42 52.00 Airbus A321-211 N305ON 0536 Nov-10 51.18 52.21 53.72 52.21 B Boeing 737-900ER N907DN 32010 Nov-18 46.38 53.57 49.46 49.40 10 Boeing 737-900ER N909ON 64880 Nov-18 47.13 54.40 50.22 50.22 11 Boeing 737-900ER N910DU 32011 Dec-18 46.63 53.76 49.72 49.72 12 Boeing 737-900ER N911DQ 64882 Dec-18 46.72 53.87 49.72 49.72 13 Airbus A350-941 14 Airbus A350-941 TOTAL N510DN 02044 May-18 141.00 146.97 145.12 144.65 N511DN 0210 Jun-18 142.26 147.39 145.82 145.19 $838.39 $897.68 $877.36 $867.95 (1) Appraised value is calculated using the lesser of the median and mean ("LMM") values of each aircraft as appraised by Aircraft Information Services, Inc. (AISI"), Morten Beyer & Agnew, Inc. ("mba") and BK Associates, Inc. ("BK"). An appraisal is only an estimate of value and should not be relied upon as a measure of realizable value. See Appendix II of the Preliminary Prospectus Supplement for information regarding each appraiser's appraisal methodology (2) The minimum collateral cushion is calculated as of October 25, 2023, the regular distribution date with the Max LTV set forth under "Loan to Aircraft Value Ratios" in the Summary of the Preliminary Prospectus Supplement (3) Assumes that the appraised value of the aircraft depreciates by 3% per year 5
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