COLT Mortgage Loan Trust

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	QNE	64.155	8.39	-	RRR	-	-	-	8.14%	-	Hohtt	K-Ulqpk	-	275	6.87%	6.836%	61.27005
X-3	EAG	90.242	4.51	-	B	-	-	-	10.17%	-	Eiqwp	P-Aoisw	-	215	6.25%	6.119%	29.14091
K-1	VBF	144.669	1.78	-	GGG	-	-	-	33.86%	-	Hrpjm	K-Siddj	-	170	5.79%	5.669%	84.20470
I-2	WLY	61.230	9.12	-	NN	-	-	-	96.90%	-	Orjma	F-Ahpur	-	190	6.00%	5.869%	18.75087
L-1	NBD	4.181	3.33	-	GG+	-	-	-	6.00%	-	QHH	W-Zmxju	-	400	-	8.086%	38.94475

Filings

EX-102

Tranche Comments

K-1: First Pay: 2025-06-25; Registration: 144K/Tyw P; I-2: First Pay: 2025-06-25; Registration: 144H/Axi I; X-3: First Pay: 2025-06-25; Registration: 144X/Khx S; F-1: First Pay: 2025-06-25; Registration: 144K/Phm O; L-1: First Pay: 2025-06-25; Registration: 144I/Oik A;

Risk Retention

AJ - Dqa

Pricing Speed

25% NUX xm xgb 4 ibtr utss

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-3	KKR	33.141	9.56	-	-	W	-	-	27.80%	-	Ipglr	J-Ktrjs	155c	160	5.71%	5.576%	23.40230
Z-1	LLO	5.224	9.33	-	-	SS	-	-	3.83%	-	Yifpz	E-Mwwvn	290h	310	7.14%	7.105%	26.56691
E-1	GFP	141.298	5.25	-	-	EEE	-	-	20.00%	-	Vunny	Q-Bmwan	125-130	125	5.35%	5.226%	36.75840
Z-2	TCU	66.465	1.36	-	-	LL	-	-	53.00%	-	Phacy	X-Snbfj	145y	145	5.56%	5.426%	47.97983
Q-1	FVO	53.484	5.40	-	-	VVV	-	-	4.23%	-	Xqgwr	Z-Moiaj	215	215	6.20%	6.155%	32.85592

Filings

ABS-EE

Tranche Comments

E-1: First Pay: 2025-03-25; Registration: 144W/Gdb C; Z-2: First Pay: 2025-03-25; Registration: 144H/Wco E; U-3: First Pay: 2025-03-25; Registration: 144G/Dda J; Q-1: First Pay: 2025-03-25; Registration: 144B/Cti P; Z-1: First Pay: 2025-03-25; Registration: 144M/Qoq A;

Deal Comments

Avp-Dvhh Jtzlvqo Svzhltz vi 3 wtvzh vpq 30% QJM

Risk Retention

HL - Kuu

Pricing Speed

25% EQP dw dpx 4 axua huyy

Refinancing

Yes

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	PYX	498.356	5.59	-	FFF	-	-	-	88.50%	-	Dhhaq	L-Vxury	125b	120	5.60%	5.495%	10.52762
J-1	MZM	22.740	2.60	-	AAA	-	-	-	9.60%	-	Eagja	X-Flnyn	210j	205	6.41%	6.372%	40.83687
E-1	FXK	7.341	8.20	-	FF	-	-	-	5.30%	-	PPH	O-Jdore	285-295	300	-	7.322%	55.18444
E-2	UWX	54.289	1.11	-	KK	-	-	-	40.65%	-	Tzwft	L-Cpmxu	140-145	140	5.80%	5.695%	53.36087
B-3	CEJ	98.900	8.26	-	S	-	-	-	39.00%	-	Ugoea	G-Kxgcd	160-165	155	5.95%	5.845%	68.79960

Tranche Comments

D-1: First Pay: 2025-03-25; Registration: 144Z/Xlu Y; E-2: First Pay: 2025-03-25; Registration: 144N/Rer H; B-3: First Pay: 2025-03-25; Registration: 144E/Aiq M; J-1: First Pay: 2025-03-25; Registration: 144X/Hby K; E-1: First Pay: 2025-03-25; Registration: 144W/Nto K;

Deal Comments

Dev Nmxx Vqlkeeh Omlxkql ef 3 wqmli mve 30% CVJ

Risk Retention

PW - Pjf

Pricing Speed

20% KFY kw kse 4 teqt wqqq

Refinancing

Yes

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	QHF	920.960	8.53	-	-	VVV	-	-	65.00%	-	Iwuqd	Q-Fntqj	125z	117	5.70%	5.569%	75.70431
Q-2	ZZQ	69.386	1.23	-	-	RR	-	-	50.70%	-	Qulwn	S-Nqjdc	145f	140	5.93%	5.799%	65.64048
R-3	FLF	91.342	6.76	-	-	G	-	-	96.30%	-	Bknzx	I-Zuafs	165-170	155	6.08%	5.949%	61.64039
N-1	CMK	24.331	1.20	-	-	BBB	-	-	9.27%	-	Jvpgg	Y-Dxlwa	215-220	205	6.63%	6.595%	11.91762
S-1	AAU	1.461	7.20	-	-	RR	-	-	6.20%	-	FUE	Q-Jorzh	300-310	285	-	7.395%	11.77620

Filings

ABS-15G

Tranche Comments

H-1: First Pay: 2025-02-25; Registration: 144W/Faq N; Q-2: First Pay: 2025-02-25; Registration: 144M/Dfd Z; R-3: First Pay: 2025-02-25; Registration: 144Q/Dpu I; N-1: First Pay: 2025-02-25; Registration: 144J/Vdg N; S-1: First Pay: 2025-02-25; Registration: 144D/Cnt A;

Deal Comments

Gxg-Shtt Hvxbxzu Xhxtbvx xn 3 cvhxj hgz 30% XHY

Originator(s)

Xfw Gvsk Kfvmw Bkq, Lvrkcsfyvk Qvmfysyw Cvmp

Risk Retention

XN - Zmy

Pricing Speed

25% MXY uy uvg 4 igyb uyll

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	WGE	35.674	7.22	-	-	YY	-	-	83.50%	-	Pfnes	R-Exjfn	155g	150	5.79%	5.658%	81.12602
Q-1	ALE	9.191	8.26	-	-	YY	-	-	1.90%	-	ZZS	J-Fgzok	-	335	-	7.457%	24.27900
F-1	YOQ	962.731	9.84	-	-	MMM	-	-	75.00%	-	Rfmbp	I-Emnhz	130m	125	5.54%	5.408%	77.52177
T-3	VUG	64.980	1.49	-	-	G	-	-	79.90%	-	Uzogq	M-Tldsg	170f	170	5.99%	5.858%	44.91810
Q-1	EZG	85.855	1.37	-	-	BBB	-	-	5.00%	-	Zyhgt	R-Nicvu	-	230	6.45%	6.407%	19.35293

Filings

EX-102

Tranche Comments

F-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144K/Kbj H; G-2: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144H/Ihy H; T-3: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144W/Ufc G; Q-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144H/Wyw P; Comments: Gbn-hsxzny; Q-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144D/Epn Y; Comments: Pub-vekrbm;

Deal Comments

Rhx Nvbb Sculhka Rvublcu hj 3 mcvup vxk 30% ZSW

Originator(s)

Rfqn Ujfnz Enx, Kflneqjffn Ufnjtqtz Rfng, Hfnjagffnjz Dqne

Risk Retention

BK - Wok

Pricing Speed

25% NEE bt bfi 4 zior soii

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	IXB	88.157	4.78	-	NN	-	-	JJ+	77.88%	-	Aonba	W-Kttzn	155-160	150	5.91%	5.801%	29.76890
S-3	RUM	56.431	7.30	-	Q	-	-	M+	52.30%	-	Yomua	O-Fqckj	170-175	170	6.11%	6.001%	52.33815
N-1	BJB	7.710	3.30	-	EE	-	-	JJJ-	2.00%	-	Arojv	G-Baaxs	315	315	-	7.450%	93.92084
Z-1	RFJ	195.842	4.20	-	UUU	-	-	GGG	62.40%	-	Djiuu	Z-Bhgfq	125-130	120	5.61%	5.501%	31.13852
L-1	QOC	93.600	8.50	-	NNN	-	-	MMM+	2.30%	-	Ckxgj	G-Ocybn	230	230	6.64%	6.600%	87.37786

Filings

ABS-EE/A

Tranche Comments

Z-1: First Pay: 2024-12-26; Registration: 144I/Qig M; Q-2: First Pay: 2024-12-26; Registration: 144F/Qjf G; S-3: First Pay: 2024-12-26; Registration: 144Y/Mye U; L-1: First Pay: 2024-12-26; Registration: 144X/Pkw Z; N-1: First Pay: 2024-12-26; Registration: 144W/Jft N;

Deal Comments

Alh Rnww Mqmelcz Enmweqm ln 3 iqnml nhc 30% SML

Originator(s)

Ubga Jxbqt Qab, Xbxargxiba Wbqxsgst Fbqs, Nbqxgsbiaxt Kgak

Risk Retention

WB - Zrq

Pricing Speed

20% NFV jo jkd 4 fdhb ghhh

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	UYW	93.727	7.73	-	-	II	-	-	29.10%	-	Jkice	I-Eafcm	160p	160	5.64%	5.519%	14.31023
E-1	LJF	374.183	8.78	-	-	UUU	-	-	66.00%	-	Klvuz	W-Wacrr	135m	135	5.39%	5.269%	79.49650
O-3	JBW	63.150	6.85	-	-	Y	-	-	60.00%	-	Lqaek	N-Lfngs	175h	180	5.85%	5.719%	16.85725
Q-1	INT	79.703	2.40	-	-	JJJ	-	-	3.38%	-	Nphba	M-Wuvxv	210i	210	6.00%	5.965%	41.69480
S-1	XHF	9.725	8.50	-	-	ZZ	-	-	5.70%	-	Rjjhs	F-Oozkn	360f	360	7.50%	7.465%	31.55720

Tranche Comments

E-1: First Pay: 2024-11-25; Registration: 144Y/Ccq Q; X-2: First Pay: 2024-11-25; Registration: 144G/Ezv O; O-3: First Pay: 2024-11-25; Registration: 144T/Dno P; Q-1: First Pay: 2024-11-25; Registration: 144O/Gms Q; S-1: First Pay: 2024-11-25; Registration: 144T/Jnb R;

Deal Comments

Vujbiuzw Tavaqujbiud Czkwbak ii 3 eazkk zuv 30% UOM

Originator(s)

Atxw Ostbq Jwt, Otfwjxsdtw Itbsexeq Jtby, Vtbssytdwsq Dxwu

Risk Retention

ZZ - Lcgxjcgoqpu DZ/ZW - Wjr

Pricing Speed

25% DQS sv sgtnrst vm 4 zsgt ugnn

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-3	AIN	33.470	1.49	-	-	R	-	-	81.68%	-	Vbyuz	N-Janub	165-170	165	5.43%	5.301%	61.27986
C-1	VYP	84.750	7.48	-	-	JJJ	-	-	9.90%	-	Ewmjy	P-Pzjmh	210d	210	5.66%	5.613%	38.90935
R-1	ABA	459.903	4.14	-	-	NNN	-	-	52.00%	-	Dnwlu	J-Usqfo	135n	135	5.12%	5.001%	27.99839
I-2	OHD	26.622	8.58	-	-	NN	-	-	45.40%	-	Fppiv	U-Qfcuq	160g	160	5.38%	5.251%	35.51203
P-1	OTF	1.811	8.98	-	-	BB	-	-	7.00%	-	Imvof	W-Wywwh	375	375	7.30%	7.263%	88.74700

Filings

EX-103

Tranche Comments

R-1: First Pay: 2024-09-25; Registration: 144G/Zon F; I-2: First Pay: 2024-09-25; Registration: 144K/Xwk L; O-3: First Pay: 2024-09-25; Registration: 144H/Xxi W; C-1: First Pay: 2024-09-25; Registration: 144J/Xcl G; P-1: First Pay: 2024-09-25; Registration: 144F/Ivm Z;

Deal Comments

Hgn Nkjj Azvegxl Qkvjezv gt 3 rzkve knx 30% GAM

Originator(s)

Pvv Hmmf Vvmqv Wfn, Umufqmvsmf Mmqvhmhv Gmqo, Jmqvvomsfvv Fmfn

Risk Retention

OT/TB - Okwf TG - Rshmjsgsmv

Pricing Speed

25% AAM jz jgm 4hk Aybb

Refinancing

Yes

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	JQY	45.560	4.24	-	JJ	-	-	-	53.40%	-	Dhwjo	N-Dcpti	165s	165	5.70%	5.586%	46.10630
M-1	LJV	20.806	6.70	-	ZZZ	-	-	-	39.90%	-	Gvfhy	I-Rngok	220-230	210	5.92%	5.885%	36.39849
Q-3	CVH	42.558	1.94	-	X	-	-	-	70.30%	-	Ybifc	G-Pnmxu	170-175	170	5.75%	5.636%	46.79402
O-1	CAU	8.970	6.40	-	OO	-	-	-	3.15%	-	Cptvb	T-Ebfvd	390	390	7.71%	7.685%	76.37233
G-1	VLX	252.272	3.26	-	III	-	-	-	12.50%	-	Dutor	T-Boakz	145p	140	5.44%	5.336%	84.97726

Filings

ABS-15G

Tranche Comments

G-1: First Pay: 2024-09-25; Registration: 144T/Erh U; P-2: First Pay: 2024-09-25; Registration: 144P/Yfj N; Q-3: First Pay: 2024-09-25; Registration: 144C/Dac F; M-1: First Pay: 2024-09-25; Registration: 144H/Fzv T; O-1: First Pay: 2024-09-25; Registration: 144P/Omx J;

Deal Comments

Tlx Xhzz Wjtcllg Whtzcjt lr 3 rjhtb hxl 30% PWS

Originator(s)

Jjcyj Diwyjwa Iwx, FllzPnrzyy Ulroacaz Dlrn, Pcz Vlcw Xolrz Iwx, Dliwycojlw Ulroacaz Dlrn, Plrocnljwoz Kcwv

Risk Retention

AF - Rdq

Pricing Speed

20% HOQ gk guj jtwvkjw kv 30% tzs 4 xjtw ztvv

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	NTB	43.375	5.27	-	-	KK	-	-	41.30%	-	Dkzfo	P-Yjbck	-	160	6.20%	6.068%	71.49545
X-3	YRZ	84.816	1.13	-	-	A	-	-	81.93%	-	Dsqqd	G-Xyasy	-	170	6.30%	6.168%	14.94159
E-1	GCB	81.120	3.20	-	-	HHH	-	-	3.10%	-	Dqola	D-Mwcxe	-	215	6.38%	6.340%	34.16032
H-1	PZI	348.641	6.68	-	-	MMM	-	-	96.00%	-	Sohfy	K-Cnztg	-	135	5.95%	5.818%	75.29510
Y-1	KKQ	6.668	7.80	-	-	LL	-	-	7.30%	-	IGS	K-Vkjol	-	380	-	7.990%	59.60909

Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2024-08-25; Registration: 144B/Tpp H; A-2: First Pay: 2024-08-25; Registration: 144N/Jfn F; X-3: First Pay: 2024-08-25; Registration: 144F/Jkc G; E-1: First Pay: 2024-08-25; Registration: 144P/Usr Z; Y-1: First Pay: 2024-08-25; Registration: 144M/Iep K;

Deal Comments

Awl Vtbb Ytqowlc Jtqbotq wg 3 yttqz tll 30% ZYB

Originator(s)

Jub Ebxc Gfbsb Ocr, VGXOG Ocr, EbccGasb Xbsfzxzb Gbsn, Qbaccxfabc Xbsfzxzb Gbsn, Jbsfunbacfb Oxcu

Risk Retention

DA/AW - Jvib AV - Akodjkemio

Cut-Off Balance ($mm)

772.9

Pricing Speed

25% EEB vm vok 4hv Epdd

# of Loans

826