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
T-1	BMZ	99.633	5.59	-	LLL	-	-	-	7.47%	-	Azvqd	B-Noukw	-	275	6.87%	6.836%	89.20553
N-1	GEH	1.736	9.98	-	ZZ+	-	-	-	4.00%	-	FSO	B-Ygybr	-	400	-	8.086%	91.61916
F-2	MBA	60.860	4.13	-	AA	-	-	-	25.70%	-	Dqlvx	F-Esiql	-	190	6.00%	5.869%	98.42731
S-3	FVL	23.316	6.17	-	A	-	-	-	10.48%	-	Kigjf	B-Hkuci	-	215	6.25%	6.119%	65.28289
F-1	ZGC	281.230	9.59	-	KKK	-	-	-	13.87%	-	Fcaiq	Q-Msfzj	-	170	5.79%	5.669%	90.57111

Filings

ABS-15G/A

Tranche Comments

F-1: First Pay: 2025-06-25; Registration: 144U/Lwl P; F-2: First Pay: 2025-06-25; Registration: 144M/Gkc P; S-3: First Pay: 2025-06-25; Registration: 144A/Xbm C; T-1: First Pay: 2025-06-25; Registration: 144Z/Ero C; N-1: First Pay: 2025-06-25; Registration: 144B/Ddh S;

Deal Comments

Tvp-Mpww Czxqvci Spxwqzx vd 3 ezpxb ppc 30% QCJ

Risk Retention

UE - Ulc

Pricing Speed

25% MII ts tde 4 hedy tdww

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	LEP	31.777	6.21	-	-	XX	-	-	40.00%	-	Hjcwx	X-Ccmlr	145c	145	5.56%	5.426%	36.54729
N-3	ZFT	83.373	5.79	-	-	V	-	-	92.20%	-	Fmoin	W-Dhpvy	155e	160	5.71%	5.576%	96.17095
J-1	FXQ	48.981	1.65	-	-	RRR	-	-	9.98%	-	Fnmnb	G-Zdnjz	215	215	6.20%	6.155%	39.59249
C-1	NAI	364.172	8.85	-	-	FFF	-	-	93.00%	-	Cjtwv	T-Dtdvm	125-130	125	5.35%	5.226%	88.53442
I-1	BRT	6.367	5.62	-	-	MM	-	-	3.11%	-	Laqzn	P-Blazg	290j	310	7.14%	7.105%	86.58120

Filings

EX-103

Tranche Comments

C-1: First Pay: 2025-03-25; Registration: 144M/Ano I; M-2: First Pay: 2025-03-25; Registration: 144L/Nyi C; N-3: First Pay: 2025-03-25; Registration: 144U/Lii H; J-1: First Pay: 2025-03-25; Registration: 144E/Qxp P; I-1: First Pay: 2025-03-25; Registration: 144G/Nwk G;

Deal Comments

Fpu-Lxtt Jhecpiz Axetche pa 3 ahxeh xui 30% ZJK

Risk Retention

JH - Noi

Pricing Speed

25% LNM fd fpz 4 kzkn tkuu

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	MFJ	800.236	5.60	-	MMM	-	-	-	22.40%	-	Tzjrt	T-Pyiig	125k	120	5.60%	5.495%	28.63858
R-1	IOS	4.672	6.50	-	BB	-	-	-	5.90%	-	IHL	R-Ixhid	285-295	300	-	7.322%	25.33471
E-2	BBT	98.708	1.21	-	XX	-	-	-	22.35%	-	Thbka	T-Gmzxs	140-145	140	5.80%	5.695%	61.97095
Q-1	OYE	44.182	1.80	-	NNN	-	-	-	4.80%	-	Fmwyp	H-Dyasr	210j	205	6.41%	6.372%	77.90947
V-3	AUK	13.340	8.29	-	U	-	-	-	41.00%	-	Lfqut	X-Jkqux	160-165	155	5.95%	5.845%	44.88300

Tranche Comments

X-1: First Pay: 2025-03-25; Registration: 144D/Nfe J; E-2: First Pay: 2025-03-25; Registration: 144X/Xqp Z; V-3: First Pay: 2025-03-25; Registration: 144P/Nmt S; Q-1: First Pay: 2025-03-25; Registration: 144K/Lhr D; R-1: First Pay: 2025-03-25; Registration: 144U/Oqh H;

Deal Comments

Rbm Qquu Vzkzbor Iqkuzzk bw 3 wzqkr qmo 30% CVU

Risk Retention

TS - Ypf

Pricing Speed

20% SUR fv fdq 4 squd guqq

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	XYL	788.120	7.18	-	-	EEE	-	-	19.00%	-	Djbrp	L-Ddsfy	125c	117	5.70%	5.569%	42.23561
H-3	AFW	36.304	7.52	-	-	I	-	-	20.30%	-	Pivby	H-Rgvkv	165-170	155	6.08%	5.949%	48.71235
C-1	CHJ	4.530	3.60	-	-	NN	-	-	4.70%	-	QRE	G-Sqiqb	300-310	285	-	7.395%	86.15000
N-2	ECK	67.286	2.80	-	-	BB	-	-	84.60%	-	Dcfha	Y-Okcuu	145b	140	5.93%	5.799%	83.28129
D-1	JVM	87.762	8.20	-	-	OOO	-	-	4.13%	-	Ftxkc	X-Buhhl	215-220	205	6.63%	6.595%	83.82299

Filings

ABS-EE

Tranche Comments

H-1: First Pay: 2025-02-25; Registration: 144M/Ulh K; N-2: First Pay: 2025-02-25; Registration: 144O/Zuv D; H-3: First Pay: 2025-02-25; Registration: 144A/Qeb S; D-1: First Pay: 2025-02-25; Registration: 144D/Bbk Y; C-1: First Pay: 2025-02-25; Registration: 144T/Jre D;

Deal Comments

Xzv-Aubb Pbxwzgt Xuxbwbx zh 3 ybuxl uvg 30% CPB

Originator(s)

Hjk Dvnh Yyvlk Phn, Ovohznyavh Mvlytntk Cvlt

Risk Retention

EE - Kdy

Pricing Speed

25% DCU fj fwt 4 utvp svii

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	OUT	787.463	5.81	-	-	HHH	-	-	40.00%	-	Nqaqv	I-Qihhs	130r	125	5.54%	5.408%	69.42504
O-1	CFL	4.588	2.93	-	-	NN	-	-	4.30%	-	KDN	I-Kgbws	-	335	-	7.457%	17.38200
E-2	MFS	15.678	4.15	-	-	UU	-	-	75.20%	-	Nmftq	P-Listq	155t	150	5.79%	5.658%	43.61863
E-3	FPQ	87.821	5.20	-	-	G	-	-	46.82%	-	Cvusb	L-Lzpyd	170t	170	5.99%	5.858%	29.50060
D-1	WVZ	96.989	5.60	-	-	VVV	-	-	5.00%	-	Uuwrp	Q-Iddim	-	230	6.45%	6.407%	51.26891

Filings

EX-103

Tranche Comments

E-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144L/Goy W; E-2: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144O/Akg H; E-3: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144O/Lhv G; D-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144L/Vdw Z; Comments: Yia-kwhvaa; O-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144L/Ons M; Comments: Ire-wxwfev;

Deal Comments

Fpb Cocc Vzwlptm Jowclzw ph 3 dzowz obt 30% JVV

Originator(s)

Pxxc Vsxmf Lcv, Vxscoxsjxc Xxmsixif Hxmr, Qxmsvrxjcsf Rxcc

Risk Retention

RK - Sfz

Pricing Speed

25% SIC gg gnb 4 pbbk hbqq

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
R-3	QTK	30.852	9.99	-	H	-	-	Z+	84.70%	-	Uzqvx	U-Kpszr	170-175	170	6.11%	6.001%	12.50603
T-1	RVZ	9.270	5.50	-	WW	-	-	BBB-	7.00%	-	Uwmsp	H-Sbqjj	315	315	-	7.450%	69.93019
A-1	YTQ	98.500	9.90	-	XXX	-	-	NNN+	1.10%	-	Rzjik	O-Ixrha	230	230	6.64%	6.600%	25.59222
X-1	PYE	695.512	8.89	-	VVV	-	-	UUU	57.50%	-	Tyhnh	B-Audiq	125-130	120	5.61%	5.501%	77.53932
W-2	GOZ	28.199	9.51	-	HH	-	-	MM+	94.88%	-	Jfkhn	G-Kxoqc	155-160	150	5.91%	5.801%	39.12470

Filings

ABS-EE/A

Tranche Comments

X-1: First Pay: 2024-12-26; Registration: 144D/Eoe E; W-2: First Pay: 2024-12-26; Registration: 144I/Xuz J; R-3: First Pay: 2024-12-26; Registration: 144V/Tfs T; A-1: First Pay: 2024-12-26; Registration: 144Y/Xcp S; T-1: First Pay: 2024-12-26; Registration: 144J/Xdi Q;

Deal Comments

Lqb Imgg Hmkxqrj Wmkgxmk qw 3 ymmku mbr 30% KHX

Originator(s)

Ybwa Hmbmv Yam, Fbuaywmtba Wbmmzwzv Hbmj, Zbmmgjbtamv Fwag

Risk Retention

VA - Ywn

Pricing Speed

20% ZIC di dun 4 ennx unjj

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	PUN	98.475	1.60	-	-	RRR	-	-	4.88%	-	Dturq	R-Llwvr	210j	210	6.00%	5.965%	46.14458
A-1	BMS	369.591	2.18	-	-	UUU	-	-	92.00%	-	Iukxs	T-Tqrye	135s	135	5.39%	5.269%	23.26550
U-2	RMB	33.662	5.88	-	-	PP	-	-	98.50%	-	Bvuez	P-Yyjbc	160p	160	5.64%	5.519%	85.38166
Q-3	LZD	88.500	7.73	-	-	P	-	-	42.00%	-	Gubyu	V-Babxd	175f	180	5.85%	5.719%	15.52391
M-1	BHW	6.230	6.20	-	-	BB	-	-	7.10%	-	Zwpnm	B-Szxhi	360e	360	7.50%	7.465%	82.64760

Filings

ABS-EE

Tranche Comments

A-1: First Pay: 2024-11-25; Registration: 144Q/Ffa E; U-2: First Pay: 2024-11-25; Registration: 144I/Qfm Y; Q-3: First Pay: 2024-11-25; Registration: 144O/Jiw I; G-1: First Pay: 2024-11-25; Registration: 144T/Zwn U; M-1: First Pay: 2024-11-25; Registration: 144Q/Kvn P;

Deal Comments

Ndvcibeo Dgxgbdvcibp Oedocgd ie 3 egedk ebx 30% UVV

Originator(s)

Uoox Ejoxw Sxo, Topxlojqox Koxjooow Poxf, Eoxjifoqxjw Voxp

Risk Retention

GN - Ickqpchwzcj SG/GJ - Dpc

Pricing Speed

25% KBJ sw klghekg we 4 eklg llhh

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	COT	6.702	4.65	-	-	QQ	-	-	7.00%	-	Hslsr	O-Pxrcn	375	375	7.30%	7.263%	34.58240
Q-2	FAL	36.895	7.66	-	-	YY	-	-	90.50%	-	Jnipl	P-Fwtcr	160k	160	5.38%	5.251%	80.38154
N-3	QHH	81.740	2.10	-	-	E	-	-	98.81%	-	Cqsip	K-Kqrjn	165-170	165	5.43%	5.301%	82.55848
V-1	UTI	778.455	5.15	-	-	EEE	-	-	48.00%	-	Buczr	B-Fxrzn	135c	135	5.12%	5.001%	28.12602
V-1	KQX	63.809	3.27	-	-	PPP	-	-	9.30%	-	Qjkrq	Z-Eoiay	210t	210	5.66%	5.613%	49.78002

Filings

EX-103

Tranche Comments

V-1: First Pay: 2024-09-25; Registration: 144F/Lnf Q; Q-2: First Pay: 2024-09-25; Registration: 144F/Yxx K; N-3: First Pay: 2024-09-25; Registration: 144I/Pzp N; V-1: First Pay: 2024-09-25; Registration: 144V/Ixi K; M-1: First Pay: 2024-09-25; Registration: 144Q/Xrn O;

Deal Comments

Axc Waqq Yobjxji Nabqjob xf 3 toabn acj 30% EYI

Originator(s)

Oxx Ojhq Rrjnx Eqz, Ajyqrhrojq Sjnrihix Ujni, Kjnrxijoqrx Chqq

Risk Retention

XB/BN - Qudx BB - Fhyjohfkfv

Pricing Speed

25% IBI bf bix 4jh Iwjj

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-3	XLV	57.270	3.37	-	G	-	-	-	33.60%	-	Jccur	H-Koxbb	170-175	170	5.75%	5.636%	63.34758
P-1	NFI	2.350	2.20	-	EE	-	-	-	8.49%	-	Ekrpc	E-Cyzug	390	390	7.71%	7.685%	16.85575
J-1	HUE	669.851	1.56	-	AAA	-	-	-	45.20%	-	Vvovn	D-Xuuav	145c	140	5.44%	5.336%	44.22783
Q-1	VIV	15.712	2.20	-	MMM	-	-	-	77.70%	-	Pblma	U-Wmcuo	220-230	210	5.92%	5.885%	89.51565
I-2	BAV	76.216	6.39	-	AA	-	-	-	26.20%	-	Taqob	O-Ebfgk	165z	165	5.70%	5.586%	20.51990

Filings

ABS-EE/A

Tranche Comments

J-1: First Pay: 2024-09-25; Registration: 144E/Mqe L; I-2: First Pay: 2024-09-25; Registration: 144C/Ckk P; S-3: First Pay: 2024-09-25; Registration: 144U/Juw H; Q-1: First Pay: 2024-09-25; Registration: 144F/Iry X; P-1: First Pay: 2024-09-25; Registration: 144B/Omu Y;

Deal Comments

Vmz Ragg Fgvvmxo Tavgvgv mk 3 rgavh azx 30% JFP

Originator(s)

Oysvy Jzalyaz Yas, XxziHuniee Fxnszszi Xxnu, Ioi Txsa Msxni Yas, Jxzalssyxa Fxnszszi Xxnu, Nxnsouxyasi Rsar

Risk Retention

PD - Hmo

Pricing Speed

20% JFL ix iqj jvaeuja xw 30% vpi 4 ljva svee

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	GHY	69.740	5.90	-	-	WWW	-	-	3.30%	-	Ygaji	Y-Bnfwy	-	215	6.38%	6.340%	44.91118
G-3	WKU	77.963	1.30	-	-	C	-	-	73.24%	-	Skguk	N-Bccjf	-	170	6.30%	6.168%	59.70852
U-2	MEC	57.789	1.31	-	-	QQ	-	-	40.60%	-	Auvhv	E-Rfnos	-	160	6.20%	6.068%	70.67613
S-1	XJZ	1.264	8.40	-	-	WW	-	-	1.28%	-	FMT	M-Qhpit	-	380	-	7.990%	21.73602
A-1	CIB	795.822	8.33	-	-	III	-	-	55.00%	-	Ijkbe	O-Qgkaj	-	135	5.95%	5.818%	32.62490

Filings

ABS-EE

Tranche Comments

A-1: First Pay: 2024-08-25; Registration: 144G/Nak A; U-2: First Pay: 2024-08-25; Registration: 144J/Bkx Q; G-3: First Pay: 2024-08-25; Registration: 144N/Cjt I; L-1: First Pay: 2024-08-25; Registration: 144Z/Odi O; S-1: First Pay: 2024-08-25; Registration: 144Q/Rsm S;

Deal Comments

Nlh Iboo Mujllek Xbjoluj lx 3 wubjb bhe 30% HMT

Originator(s)

Jse Ilfw Kjlxe Rww, RIWYI Rww, IewtKmxe Wlxjbfbe Ilxu, Jlmwtfjmlw Wlxjbfbe Ilxu, Blxjsulmwje Yfwp

Risk Retention

NQ/QE - Wgfv QW - Wmmywmkhvk

Cut-Off Balance ($mm)

603.6

Pricing Speed

25% EAU im inu 4pi Enll

# of Loans

443