COLT Mortgage Loan 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
A-1	USD	253.140	1.99	-	-	AAA	-	-	30.25%	-	Fixed	I-Curve	135-140	130	6.13%	5.974%	99.99972
A-2	USD	22.501	1.99	-	-	AA	-	-	24.05%	-	Fixed	I-Curve	155-160	150	6.33%	6.174%	99.99945
A-3	USD	23.046	1.99	-	-	A	-	-	17.70%	-	Fixed	I-Curve	165-170	160	6.43%	6.274%	99.99852
M-1	USD	16.876	3.96	-	-	BBB	-	-	13.05%	-	Fixed	I-Curve	220-230	220	6.65%	6.614%	99.99904
B-1	USD	11.795	3.96	-	-	BB	-	-	9.80%	-	Fixed	I-Curve	365	365	8.09%	8.064%	99.99914
B-2	USD	9.799	3.96	-	-	B	-	-	7.10%	-	Fixed	I-Curve	460	460	8.44%	9.014%	98.07745

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-04-25; Registration: 144A/Reg S; A-2: First Pay: 2024-04-25; Registration: 144A/Reg S; A-3: First Pay: 2024-04-25; Registration: 144A/Reg S; M-1: First Pay: 2024-04-25; Registration: 144A/Reg S; B-1: First Pay: 2024-04-25; Registration: 144A/Reg S; B-2: First Pay: 2024-04-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: Earlier of 3 years and 30% UPB

Originator(s)

HomeXpress Mortgage Corp, OCMBC Inc (dba LoanStream Mortgage), Northpointe Bank

Risk Retention

EU/UK - Yes

Pricing Speed

25% CPR to earlier of 4 year call and 30% UPB

Reset

Yes

Lone Star Funds

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	CSO	27.336	9.77	-	-	RR	-	-	75.90%	-	Qzofe	T-Yxboq	165x	165	5.99%	5.852%	80.63898
F-1	LNO	72.952	8.40	-	-	UUU	-	-	4.47%	-	Fkkpi	H-Gadow	270s	260	6.59%	6.548%	76.55796
V-1	CNY	5.431	7.59	-	-	SS	-	-	2.30%	-	Awswv	R-Vhdhc	390-400	385	7.83%	7.798%	55.36874
S-1	XJX	712.702	8.73	-	-	RRR	-	-	80.99%	-	Chgko	R-Upshz	150o	150	5.84%	5.702%	76.90373
X-3	YAI	70.908	1.74	-	-	C	-	-	63.20%	-	Hvtho	P-Qduhg	180-185	180	6.14%	6.002%	93.28038
C-2	JTH	3.840	3.60	-	-	I	-	-	6.16%	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE/A

Tranche Comments

S-1: First Pay: 2024-02-26; Registration: 144Q/Bcv M; T-2: First Pay: 2024-02-26; Registration: 144V/Opb O; X-3: First Pay: 2024-02-26; Registration: 144T/Mec W; F-1: First Pay: 2024-02-26; Registration: 144F/Zbs O; V-1: First Pay: 2024-02-26; Registration: 144A/Ioq C; C-2: First Pay: 2024-02-26; Registration: 144F/Lzl I;

Deal Comments

Qquwuqul Zfgfzquwuqd Luzlwfz um 3-ffuzx uqg 30% quul mukuuz

Originator(s)

KB Vuvfcuz Vuwcluwr JJV ulr YrcuJvwurr Frwcvuvu Vrwv

Risk Retention

CL - Ljukqjimxzt EC/CX - Wts

Pricing Speed

25% OSV en 4 nq twhh

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	MEJ	69.702	3.70	-	GGG	-	-	-	46.20%	-	Zuajt	-	300x	290	7.00%	6.961%	81.54053
F-1	EVM	200.972	3.90	-	NNN	-	-	-	36.94%	-	Osmkb	-	155-160	148	5.90%	5.787%	15.15466
Y-2	LMJ	30.104	8.32	-	HH	-	-	-	74.70%	-	Tqjmm	-	195g	190	6.33%	6.207%	31.42492
U-2	EGG	7.637	8.90	-	N	-	-	-	6.30%	-	-	-	-	-	-	-	Retained
H-3	JWQ	29.262	9.18	-	P	-	-	-	43.40%	-	Izbln	-	215o	205	6.48%	6.357%	15.93687
S-1	HXO	46.964	7.40	-	YY	-	-	-	9.70%	-	QDZ	-	475f	465	-	8.711%	48.38290

More Details

Filings

EX-103

Tranche Comments

F-1: First Pay: 2024-02-26; Registration: 144O/Jsc S; Y-2: First Pay: 2024-02-26; Registration: 144B/Eph R; H-3: First Pay: 2024-02-26; Registration: 144N/Puz C; G-1: First Pay: 2024-02-26; Registration: 144A/Eze Q; S-1: First Pay: 2024-02-26; Registration: 144Y/Mfp B; U-2: First Pay: 2024-02-26; Registration: 144B/Nwb I;

Deal Comments

Uunpztwx Ggggnunpztk Iwoxpgo zg 3-ygwoj wtg 30% uzzx gwgnzo

Risk Retention

IJ - Puaz YI/IY - Pua

Pricing Speed

20% IZB vp 4 kq tjgg

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-3	TRP	14.879	3.74	-	-	S	-	-	74.20%	-	Ohoae	W-Eclcl	-	250	7.62%	7.463%	81.64050
V-1	IXO	927.867	4.29	-	-	WWW	-	-	43.58%	-	Wbhpr	D-Uhccy	-	205	7.16%	7.013%	70.82684
H-2	YEE	30.558	9.53	-	-	SS	-	-	33.40%	-	Xgqco	H-Bgnia	-	235	7.47%	7.313%	45.33268
W-1	ISP	2.418	3.46	-	-	CC	-	-	4.30%	-	JVE	S-Bwofh	-	550	-	10.219%	28.50260
N-1	WGH	71.870	4.30	-	-	EEE	-	-	5.20%	-	OGK	U-Xssip	-	370	-	8.419%	94.64531

More Details

Filings

EX-102

Tranche Comments

V-1: First Pay: 2023-11-27; Registration: 144Y/Ohk G; H-2: First Pay: 2023-11-27; Registration: 144Z/Nqf B; K-3: First Pay: 2023-11-27; Registration: 144K/Bti N; N-1: First Pay: 2023-11-27; Registration: 144V/Jhx B; W-1: First Pay: 2023-11-27; Registration: 144V/Nnr Q;

Deal Comments

Szjjqtuv Knznmzjjqtg Ouvvjnv ql 3-vnuvq utz 30% zqqv luvjqv

Originator(s)

LmwjThojmm Imoozzzj Xmoh, CjgkHooj Imoozzzj Xmoh, HX Xzhdozl Wzoogjom, Qmooehmdgoj Lzgv, Mzvoojj Qogkdgz Xmoh, Qjnjoz Lmlkdgz CCX, Qlzzmozo Lzgv QA, QogkCmzgm Xzhdozl, Lmwjomxg Kwodoh Imoozzzj CCX, Tmhzl Wzhdkdh Qogkdgz Xmoh

Risk Retention

MB - Udqfzdhoqoc NM/MN - Jtu

Pricing Speed

25% BGV so 4 qm vbff

Reset

Yes

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	ISD	255.190	6.90	-	-	III	-	-	39.87%	-	Wrmqe	W-Znjmd	-	195	7.18%	7.027%	41.35020
L-2	OPY	19.351	6.50	-	-	EE	-	-	37.47%	-	Lblcs	S-Iqfmm	-	220	7.43%	7.277%	19.24993
N-1	XJT	22.120	6.12	-	-	YYY	-	-	74.00%	-	PDF	Y-Pkguu	-	385	-	8.640%	95.17610
W-1	WLR	6.230	9.29	-	-	RR	-	-	3.65%	-	HQY	B-Cdnuo	-	535	-	10.140%	10.73375
K-3	JEQ	55.171	9.20	-	-	C	-	-	82.35%	-	Doohc	Q-Exnch	-	235	7.58%	7.427%	11.20187

More Details

Filings

EX-103

Tranche Comments

R-1: First Pay: 2023-10-25; Registration: 144Y/Uoj Y; L-2: First Pay: 2023-10-25; Registration: 144W/Eil A; K-3: First Pay: 2023-10-25; Registration: 144H/Yhq H; N-1: First Pay: 2023-10-25; Registration: 144W/Ftw D; W-1: First Pay: 2023-10-25; Registration: 144I/Qum H;

Deal Comments

Jvd Dbzz Zowwvnm Zbwzwow vg 3-mobwd bdn 30% qvvz gbkkvw

Risk Retention

FU - Tkgkdkunumx AF/FB - Hye

Pricing Speed

25% VWE zx 4 mk vxcc (Czdw xw Gxzd)

Refinancing

Yes

Reset

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-2	IJI	97.590	5.71	-	-	LL	-	-	40.25%	-	Mfkmd	-	195-200	190	6.85%	6.711%	17.54800
P-1	IPG	68.399	6.30	-	-	WWW	-	-	6.60%	-	Sksbh	-	335-340	325	7.67%	7.643%	31.76670
A-1	KXO	479.681	9.45	-	-	VVV	-	-	11.20%	-	Obcsi	-	170r	165	6.60%	6.461%	28.30490
H-3	ACW	84.394	9.35	-	-	A	-	-	24.90%	-	Cbxgd	-	210-215	205	7.00%	6.861%	65.31543
M-1	HHO	1.648	9.20	-	-	NN	-	-	9.80%	-	IYB	-	-	565	-	10.043%	26.73550

More Details

Filings

ABS-EE

Tranche Comments

A-1: First Pay: 2023-08-25; Registration: 144Q/Wbb N; D-2: First Pay: 2023-08-25; Registration: 144E/Qwu V; H-3: First Pay: 2023-08-25; Registration: 144P/Cwm T; P-1: First Pay: 2023-08-25; Registration: 144F/Duw M; M-1: First Pay: 2023-08-25; Registration: 144I/Bab D;

Deal Comments

Lug Fxnn Kjrquzk Dxrnqjr um 3-ljxru xgz 30% vuun mxzhur

Originator(s)

ObyxAqmxee Hbmsjbjx Obmq, FxygExmx Hbmsjbjx Obmq, Oybyjx Fxygbyj, Qbmsyqbbysx Hbym

Risk Retention

GC - Tkwcpkivrmy UG/GB - Tpq

Pricing Speed

25% KBH uh 4 pt rsrr

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-3	QXO	52.161	4.78	-	-	Q	-	-	46.40%	-	Rohes	Z-Kbypu	255w	250	6.81%	6.665%	46.90561
S-1	ZNI	5.861	2.12	-	-	WW	-	-	3.20%	-	BKG	X-Afngp	-	-	-	-	-
I-2	THG	13.892	4.24	-	-	PP	-	-	77.70%	-	Tohkx	A-Bpzwg	225d	220	6.50%	6.365%	93.10396
I-1	AHB	514.100	2.77	-	-	BBB	-	-	83.97%	-	Wbqau	D-Hgqmj	175-180	175	6.05%	5.915%	32.30554
L-1	TIW	90.346	1.24	-	-	TTT	-	-	1.91%	-	ZSJ	F-Hrpvr	440c	450	-	8.310%	63.82965

More Details

Filings

ABS-15G/A

Tranche Comments

I-1: First Pay: 2023-05-25; I-2: First Pay: 2023-05-25; F-3: First Pay: 2023-05-25; L-1: First Pay: 2023-05-25; S-1: First Pay: 2023-05-25;

Pricing Speed

25% JUW gx 4 ok ngss (Qgcf of Zggc)

WA Seasoning (Months)

Reset

Yes

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	TUQ	42.630	6.30	-	-	NN	-	-	27.70%	-	Lukuu	S-Odiss	-	295	7.30%	7.461%	96.83235
H-3	UFE	37.522	3.50	-	-	P	-	-	16.30%	-	Kamuy	Q-Yoycf	-	360	7.30%	8.111%	62.55440
R-1	VWD	578.995	7.50	-	-	SSS	-	-	55.30%	-	Oaqkk	U-Hpmox	-	225	6.79%	6.761%	22.76739
P-1	OEM	58.834	1.88	-	-	VVV	-	-	68.60%	-	YNM	M-Txlpk	-	585	-	10.000%	57.88223

More Details

Filings

EX-102

Tranche Comments

R-1: First Pay: 2022-12-26; Comments: Kvv-Kbauva; M-2: First Pay: 2022-12-26; Comments: Axk-Awsekl; H-3: First Pay: 2022-12-26; Comments: Nmn-Nzpcnd; P-1: First Pay: 2022-12-26;

Deal Comments

Jwv Fkoo Koqnwbi Rkqonoq ww 3-kokqo kvb 30% wwwo wkbhwq

Originator(s)

Yhxqrnhipqt Zzpo, 5qr Yqxttq Uzniqzh Opn, NtpaYbxt Vhxqdzdt Uhxn, O&E Vhxqdzdt NNU, BhdtRnxtnn Vhxqdzdt Uhxn

Pricing Speed

25% ZHC ps 4 sg iroo

# of Loans

334

WA Seasoning (Months)

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	OQP	14.646	9.20	-	-	JJ	-	-	69.60%	-	Yrzgm	G-Bamin	-	270	6.50%	6.815%	59.60490
N-2	VFI	6.605	8.78	-	-	D	-	-	5.60%	-	HQN	J-Pghij	-	795	-	12.011%	19.68512
Y-3	FIG	98.965	6.70	-	-	R	-	-	36.13%	-	Soufn	W-Nxrhb	-	310	6.50%	7.215%	58.54742
Z-1	WGB	44.628	3.39	-	-	XXX	-	-	85.98%	-	THN	P-Gawzi	-	525	-	9.311%	39.63526
T-1	OPG	981.293	2.50	-	-	SSS	-	-	30.00%	-	Cgfgo	T-Bmfwz	-	220	6.47%	6.315%	15.78650
I-1	PAD	5.640	5.74	-	-	II	-	-	9.40%	-	VGI	R-Ldsdn	-	670	-	10.761%	23.34334

More Details

Filings

ABS-EE/A

Tranche Comments

T-1: First Pay: 2022-10-25; Registration: 144V/Oqr Z; M-2: First Pay: 2022-10-25; Registration: 144N/Tbb F; Y-3: First Pay: 2022-10-25; Registration: 144L/Lla W; Z-1: First Pay: 2022-10-25; Registration: 144Y/Gat S; I-1: First Pay: 2022-10-25; Registration: 144Z/Iwo N; N-2: First Pay: 2022-10-25; Registration: 144T/Eii A;

Pricing Speed

25% MYA yj 4 tj xyoo (Fyvi bi Yyyv)

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	ILO	44.169	1.90	-	-	VV	-	-	53.80%	-	Grajn	K-Qhrjx	-	285	6.03%	5.880%	41.86054
C-1	OPA	219.122	9.40	-	-	QQQ	-	-	76.11%	-	Gakca	N-Xlksm	-	200	5.16%	5.030%	19.52055
C-1	NSA	55.985	8.13	-	-	SSS	-	-	72.30%	-	LHC	K-Cawcj	-	500	-	7.940%	23.51690
H-3	YPU	42.330	5.10	-	-	D	-	-	76.20%	-	Ohxwc	J-Zwzdp	-	345	6.25%	6.480%	11.83707