CONSOLIDATED LOAN SECURITIZATIONS 19 VINTAGE DEAL TOTAL ORIGINAL FACE TOTAL
OF TRANCHES SOLD TOTAL OF TRANCHES RETAINED TOTAL REMAINING FACE REMAINING FACE OF TRANCHES SOLD REMAINING FACE OF TRANCHES RETAINED FIRST CALL DATE 2023 CIM 2023-R4 393,997 297,270 96,727 392,471 295,744 96,727 April
2028 2023 CIM 2023-NR2 66,661 48,328 18,333 65,917 47,593 18,324 April 2024 2023 CIM 2023-R3 450,834 394,479 56,355 447,123 390,764 56,355 April 2025 2023 CIM
2023-I1 236,161 205,578 30,583 233,665 203,081 30,583 April 2026 2023 CIM 2023-R2 447,384 364,841 82,543 437,159 354,606 82,543 March 2028 2023 CIM 2023-NR1 134,016 97,161 36,855 124,455 87,576 36,879 Jan
2024 2023 CIM 2023-R1 585,718 512,503 73,215 564,905 491,677 73,215 Jan 2025 2022 CIM 2022-NR1 144,912 105,061 39,851 135,943 96,529 39,414 Oct 2025 2022 CIM 2022-R3 369,891 283,891 86,000 343,075 257,073 85,998 Sept
2027 2022 CIM 2022-I1 219,442 122,997 96,445 209,899 113,454 96,445 June 2026 2022 CIM 2022-R2 508,202 380,389 127,813 458,464 330,842 127,622 May 2027 2022 CIM
2022-R1 328,226 263,729 64,497 282,264 217,772 64,476 Feb 2027 2021 CIM 2021-NR4 167,596 125,747 41,849 129,944 88,514 41,430 Currently Callable 2021 CIM 2021-R6 353,797 336,284 17,513 244,541 227,028 17,513 Sept
2026 2021 CIM 2021-R5 450,396 382,836 67,560 366,834 299,504 67,326 Aug 2024 2021 CIM 2021-R4 545,684 463,831 81,853 389,543 307,473 81,853 June 2024 2021 CIM
2021-R3 859,735 730,775 128,960 571,670 441,915 128,960 April 2025 2021 CIM 2021-NR3 117,373 82,161 35,212 75,288 38,337 36,951 Currently Callable 2021 CIM
2021-R2 1,497,213 1,272,631 224,582 929,303 702,379 224,582 March 2025 2021 CIM 2021-NR2 240,425 180,318 60,107 158,697 91,856 66,841 Currently Callable 2021 CIM
2021-R1 2,098,584 1,783,797 314,787 1,321,610 1,002,672 314,787 Feb 2025 2021 CIM 2021-NR1 232,682 162,877 69,805 141,122 65,613 75,509 Currently Callable 2020 CIM
2020-R7 653,192 562,023 91,169 415,769 324,862 90,881 Nov 2023 2020 CIM 2020-R6 418,390 334,151 84,239 286,446 202,505 83,942 Oct 2023 2020 CIM 2020-R5 338,416 257,027 81,389 182,606 101,149 81,389 Clean-up
Call 2020 CIM 2020-R3 438,228 328,670 109,558 278,083 169,036 109,047 Currently Callable 2020 CIM 2020-R2 492,347 416,761 75,586 315,236 241,581 73,655 Clean-up Call 2020 CIM
2020-R1 390,761 317,608 73,153 270,876 197,665 72,757 Currently Callable 2019 SLST 2019-1 1,217,441 941,719 275,722 820,204 574,257 239,898 Currently Callable 2019 CIM
2019-R5 315,039 252,224 62,815 175,090 112,309 61,981 Clean-up Call 2019 CIM 2019-R4 320,802 256,641 64,161 185,665 122,806 62,858 Currently Callable 2019 CIM
2019-R3 342,633 291,237 51,396 177,427 126,475 50,952 Currently Callable 2019 CIM 2019-R2 464,327 358,172 106,155 306,742 201,672 104,693 Clean-up Call 2019 CIM
2019-R1 371,762 297,409 74,353 234,042 161,034 73,008 Currently Callable 2018 CIM 2018-R3 181,073 146,669 34,404 68,804 36,256 32,286 Currently Callable 2016 CIM
2016-FRE1 185,811 115,165 70,646 73,528 17,006 56,522 Currently Callable 2008 PHHMC 2008-CIM1 619,710 549,142 70,568 8,508 6,321 2,164 Do Not Call
Rights TOTAL $17,198,861 $14,022,102 $3,176,759 $11,822,918 $8,746,936 $3,060,366 Information is as of May 31,2023 and is unaudited, estimated and subject to change.