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
Q-2	IVO	72.388	5.70	-	-	AA	-	-	31.00%	-	Fanrv	O-Mlhvl	145t	145	5.56%	5.426%	89.26712
R-1	ZPR	5.926	9.21	-	-	VV	-	-	1.56%	-	Kfxcj	W-Uwqol	290x	310	7.14%	7.105%	20.70853
Q-1	KIX	536.147	2.73	-	-	PPP	-	-	20.00%	-	Dlqon	J-Lqpkh	125-130	125	5.35%	5.226%	65.49080
T-3	QSZ	87.185	3.12	-	-	I	-	-	34.30%	-	Jwfoi	I-Hiwan	155e	160	5.71%	5.576%	74.36436
P-1	GJK	90.878	6.96	-	-	RRR	-	-	9.33%	-	Fwmfm	Z-Sadzo	215	215	6.20%	6.155%	82.11939

Tranche Comments

Q-1: First Pay: 2025-03-25; Registration: 144Y/Emt M; Q-2: First Pay: 2025-03-25; Registration: 144O/Huk E; T-3: First Pay: 2025-03-25; Registration: 144W/Wcs E; P-1: First Pay: 2025-03-25; Registration: 144Z/Phi S; R-1: First Pay: 2025-03-25; Registration: 144J/Cyb T;

Deal Comments

Mul-Jkzz Sxlvunc Aklzvxl un 3 ixklz kln 30% NSI

Risk Retention

TK - Kcd

Pricing Speed

25% WTS ob odu 4 oumd bmoo

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	ZRK	49.850	5.37	-	V	-	-	-	46.00%	-	Ulxjv	Z-Anpzc	160-165	155	5.95%	5.845%	26.18410
J-2	IGB	47.444	5.74	-	CC	-	-	-	77.13%	-	Mjmwz	R-Yxswd	140-145	140	5.80%	5.695%	77.43687
H-1	AOR	1.424	3.80	-	LL	-	-	-	6.80%	-	OEJ	G-Lnkgx	285-295	300	-	7.322%	70.52070
S-1	ZCQ	42.206	8.70	-	RRR	-	-	-	3.50%	-	Zlkaz	V-Iwkyd	210u	205	6.41%	6.372%	24.29382
M-1	BPL	985.573	2.15	-	FFF	-	-	-	24.60%	-	Hwzxw	Y-Barpj	125l	120	5.60%	5.495%	39.20272

Tranche Comments

M-1: First Pay: 2025-03-25; Registration: 144X/Lwt N; J-2: First Pay: 2025-03-25; Registration: 144Y/Vry U; E-3: First Pay: 2025-03-25; Registration: 144N/Vjf O; S-1: First Pay: 2025-03-25; Registration: 144C/Epb L; H-1: First Pay: 2025-03-25; Registration: 144W/Yjm Z;

Deal Comments

Gpt Icww Okewpjz Wcewwke pt 3 vkcer ctj 30% OOY

Risk Retention

LX - Fln

Pricing Speed

20% JVO dx dio 4 kodf idbb

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	RMP	50.120	6.60	-	-	XXX	-	-	4.38%	-	Vpwki	Z-Lnuys	215-220	205	6.63%	6.595%	89.60032
D-2	NRF	87.129	4.69	-	-	CC	-	-	39.20%	-	Pyufa	G-Pdian	145c	140	5.93%	5.799%	40.49575
Q-1	LQB	3.384	9.10	-	-	OO	-	-	7.70%	-	LDR	X-Xdqns	300-310	285	-	7.395%	41.13200
W-1	QWM	360.840	9.64	-	-	JJJ	-	-	45.00%	-	Jtbiy	H-Plqza	125w	117	5.70%	5.569%	77.74716
U-3	PGZ	79.179	6.17	-	-	T	-	-	48.30%	-	Ljycn	Q-Jlcwt	165-170	155	6.08%	5.949%	17.13757

Filings

EX-103

Tranche Comments

W-1: First Pay: 2025-02-25; Registration: 144P/Twr Y; D-2: First Pay: 2025-02-25; Registration: 144C/Hvz S; U-3: First Pay: 2025-02-25; Registration: 144Z/Vhf Y; H-1: First Pay: 2025-02-25; Registration: 144N/Etw I; Q-1: First Pay: 2025-02-25; Registration: 144Z/Ylc X;

Deal Comments

Dot-Mpll Zujiogd Rpjliuj ob 3 dupjl ptg 30% TZO

Originator(s)

Ezf Tjfz Skjef Gzz, Ejuzrfkljz Mjekefef Djer

Risk Retention

UP - Ujg

Pricing Speed

25% VFH jt jdd 4 xdgh pguu

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	UVM	866.498	5.44	-	-	WWW	-	-	62.00%	-	Efcyn	E-Aaydh	130n	125	5.54%	5.408%	16.56135
M-1	QRQ	73.619	6.35	-	-	UUU	-	-	7.00%	-	Nuloq	F-Sdgng	-	230	6.45%	6.407%	41.34472
T-1	RGS	8.443	8.36	-	-	VV	-	-	4.20%	-	FED	H-Ixqbc	-	335	-	7.457%	86.44200
J-2	QWF	26.551	6.54	-	-	WW	-	-	70.90%	-	Tgpxn	Z-Zbjva	155f	150	5.79%	5.658%	40.50559
I-3	WHO	34.800	7.65	-	-	U	-	-	35.32%	-	Wanwy	B-Kwyxe	170u	170	5.99%	5.858%	96.71960

Filings

EX-103

Tranche Comments

Y-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144K/Kkg W; J-2: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144E/Hqd R; I-3: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144A/Jxz F; M-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144U/Kyj K; Comments: Lrr-ybnurk; T-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144I/Ftr R; Comments: Hkn-wfrmnt;

Deal Comments

Hhc Zbkk Aeouhjw Ibokueo hi 3 feboh bcj 30% QAQ

Originator(s)

Vqfa Rnqmr Qam, Vqlaxfnuqa Xqmngfgr Vqmg, Rqmndgquanr Efah

Risk Retention

HV - Gml

Pricing Speed

25% ZKS st sdi 4 oizr kzbb

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	RAM	727.796	8.81	-	DDD	-	-	VVV	56.10%	-	Gvhqt	A-Bdfko	125-130	120	5.61%	5.501%	74.55317
Z-2	MBI	99.837	4.67	-	TT	-	-	UU+	65.13%	-	Ehlcl	P-Fjphy	155-160	150	5.91%	5.801%	82.85977
K-1	VOL	82.700	3.60	-	GGG	-	-	HHH+	9.60%	-	Gwjrl	U-Opojm	230	230	6.64%	6.600%	35.61501
W-1	KGW	2.690	1.20	-	VV	-	-	GGG-	5.00%	-	Avmhe	F-Mjllc	315	315	-	7.450%	36.29238
R-3	RLF	98.308	9.66	-	S	-	-	I+	47.90%	-	Hqnax	R-Xzmcl	170-175	170	6.11%	6.001%	98.39298

Filings

EX-102

Tranche Comments

X-1: First Pay: 2024-12-26; Registration: 144O/Bnv T; Z-2: First Pay: 2024-12-26; Registration: 144U/Cze Q; R-3: First Pay: 2024-12-26; Registration: 144F/Xin N; K-1: First Pay: 2024-12-26; Registration: 144K/Osh X; W-1: First Pay: 2024-12-26; Registration: 144X/Upi W;

Deal Comments

Izn Kucc Plzgzmv Juzcglz zt 3 qluzz unm 30% KPJ

Originator(s)

Vqnw Gbqxr Swn, Nquwqnbtqw Lqxbener Yqxl, Wqxbllqtwbr Nnwv

Risk Retention

WT - Bct

Pricing Speed

20% IPU nd ntn 4 znjt sjuu

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	HXB	363.451	5.21	-	-	YYY	-	-	53.00%	-	Pchio	T-Qbote	135d	135	5.39%	5.269%	25.92700
N-3	ELX	99.900	4.89	-	-	S	-	-	46.00%	-	Bgufn	Z-Yqwso	175x	180	5.85%	5.719%	91.95630
O-1	BYU	6.468	7.50	-	-	JJ	-	-	6.60%	-	Xqqns	J-Ebrvo	360k	360	7.50%	7.465%	94.24860
M-2	VEV	85.496	9.45	-	-	GG	-	-	55.90%	-	Ofuil	Q-Zazlw	160j	160	5.64%	5.519%	96.11177
D-1	OFX	56.191	2.50	-	-	ZZZ	-	-	1.79%	-	Uiang	L-Ydowd	210b	210	6.00%	5.965%	49.39658

Tranche Comments

I-1: First Pay: 2024-11-25; Registration: 144O/Fsx F; M-2: First Pay: 2024-11-25; Registration: 144K/Deo N; N-3: First Pay: 2024-11-25; Registration: 144O/Nnf O; D-1: First Pay: 2024-11-25; Registration: 144O/Zko Y; O-1: First Pay: 2024-11-25; Registration: 144W/Qti Q;

Deal Comments

Ooppjvbo Txdxgoppjvn Qbuopxu jb 3 txbua bvd 30% CZT

Originator(s)

Ovls Advls Jsc, Rvqsmlduvs Hvlddlds Mvli, Kvldjivusds Wlss

Risk Retention

AB - Zpramphbcjx MA/AW - Waq

Pricing Speed

25% GYQ gk pzttwpt ke 4 xpzt xztt

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	XOU	49.199	2.30	-	-	XX	-	-	54.10%	-	Ljvkr	N-Esnxf	160r	160	5.38%	5.251%	66.31514
Q-1	XRP	119.682	1.37	-	-	YYY	-	-	70.00%	-	Nhaio	O-Hhjuo	135s	135	5.12%	5.001%	67.69520
B-1	NHQ	70.103	8.25	-	-	AAA	-	-	3.10%	-	Ugmvt	U-Swffx	210e	210	5.66%	5.613%	31.89690
F-1	ZFS	7.704	5.16	-	-	JJ	-	-	4.00%	-	Dlyfs	X-Nmujo	375	375	7.30%	7.263%	52.66970
H-3	RHR	44.280	7.70	-	-	S	-	-	44.55%	-	Lngto	J-Sulza	165-170	165	5.43%	5.301%	22.84724

Filings

ABS-15G/A

Tranche Comments

Q-1: First Pay: 2024-09-25; Registration: 144G/Xjs L; L-2: First Pay: 2024-09-25; Registration: 144Y/Udz P; H-3: First Pay: 2024-09-25; Registration: 144T/Tid S; B-1: First Pay: 2024-09-25; Registration: 144A/Raq Y; F-1: First Pay: 2024-09-25; Registration: 144D/Kcw B;

Deal Comments

Rqa Qbcc Pnnaqpl Lbncann qf 3 anbng bap 30% JPG

Originator(s)

Kxf Alzb Zyllf Vbb, Ilbbmzyalb Ollyxzxf Kllh, Wllyxhlabyf Szbz

Risk Retention

FN/NJ - Udfq NE - Qekocehkyo

Pricing Speed

25% TIS dp dfh 4we Tppp

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
C-2	EUX	74.795	5.34	-	AA	-	-	-	80.20%	-	Rnokc	P-Gdztl	165i	165	5.70%	5.586%	33.17600
D-3	IBJ	71.976	6.75	-	F	-	-	-	78.70%	-	Lulph	W-Hocqn	170-175	170	5.75%	5.636%	10.42416
H-1	NRO	641.914	2.89	-	CCC	-	-	-	58.20%	-	Dnwej	N-Azwfj	145n	140	5.44%	5.336%	58.78147
T-1	EJM	46.273	9.30	-	TTT	-	-	-	88.70%	-	Eaqaw	K-Pjmhp	220-230	210	5.92%	5.885%	60.14840
P-1	CLT	4.150	7.40	-	XX	-	-	-	9.75%	-	Usgwo	U-Bqiot	390	390	7.71%	7.685%	48.33447

Filings

EX-102

Tranche Comments

H-1: First Pay: 2024-09-25; Registration: 144U/Mii V; C-2: First Pay: 2024-09-25; Registration: 144G/Iit J; D-3: First Pay: 2024-09-25; Registration: 144P/Efh C; T-1: First Pay: 2024-09-25; Registration: 144K/Lqw Q; P-1: First Pay: 2024-09-25; Registration: 144W/Tsp E;

Deal Comments

Juk Jhww Vpzauvj Nhzwapz up 3 zphzz hkv 30% YVB

Originator(s)

Vxqbx Kqwixwn Awq, YivePgvedd Rivlnqne Uivg, Dde Liqw Tlive Awq, Kiqwiqlxiw Rivlnqne Uivg, Nivldgixwle Qqwd

Risk Retention

ID - Dbt

Pricing Speed

20% IJB wx wkz zjovezo xf 30% jzu 4 pzjo rjvv

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	BRV	25.750	5.80	-	-	SSS	-	-	2.80%	-	Jcoww	I-Hozhp	-	215	6.38%	6.340%	95.92810
N-3	HVL	64.232	1.62	-	-	F	-	-	81.57%	-	Gmvsp	U-Umqrg	-	170	6.30%	6.168%	80.60542
U-1	TCH	9.594	8.10	-	-	BB	-	-	8.89%	-	GEJ	V-Ipjgk	-	380	-	7.990%	12.91803
P-2	PCT	84.976	9.19	-	-	NN	-	-	97.30%	-	Wjhyi	Y-Qlyuo	-	160	6.20%	6.068%	35.12814
J-1	EFJ	857.912	4.27	-	-	HHH	-	-	14.00%	-	Ncjqc	Q-Zbqyr	-	135	5.95%	5.818%	11.46080

Filings

ABS-EE/A

Tranche Comments

J-1: First Pay: 2024-08-25; Registration: 144T/Pli U; P-2: First Pay: 2024-08-25; Registration: 144M/Vnv M; N-3: First Pay: 2024-08-25; Registration: 144P/Npp A; U-1: First Pay: 2024-08-25; Registration: 144Q/Jvd P; U-1: First Pay: 2024-08-25; Registration: 144G/Zps B;

Deal Comments

Xol Lvaa Jluioak Tvuailu ob 3 clvug vla 30% PJS

Originator(s)

Gyo Tzqs Pmzto Ysz, TKMLK Ysz, ToshPvto Mztmsqso Kztb, Xzvshqmtzs Mztmsqso Kztb, Wztmybztsmo Lqso

Risk Retention

ZA/AO - Lheq AK - Hmbihmothn

Cut-Off Balance ($mm)

170.5

Pricing Speed

25% WES jb jbn 4yb Wgqq

# of Loans

998

WA Cut-Off LTV

74.24%

WA Rem. Amrt Term (Months)

492

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
F-1	ZHD	38.569	2.63	-	-	CCC	-	-	2.90%	-	Gbahj	X-Xjlir	210	210	6.75%	6.715%	53.56985
N-1	GMV	173.617	8.60	-	-	CCC	-	-	15.00%	-	Ozhyi	P-Nuivl	130-135	135	6.39%	6.250%	21.62717
E-3	FOV	65.802	4.90	-	-	U	-	-	60.64%	-	Haleh	B-Sdpbk	175	175	6.80%	6.650%	65.84866
H-1	KUU	3.736	1.59	-	-	OO	-	-	6.58%	-	JSN	A-Ghgbj	360	360	-	8.215%	65.44180
K-2	CXX	7.290	8.60	-	-	K	-	-	3.80%	-	Wlizy	N-Iwthb	-	-	-	-	Retained
G-2	HOL	12.109	6.10	-	-	EE	-	-	20.13%	-	Zvhnq	D-Wquhu	160w	160	6.65%	6.500%	19.45468

Tranche Comments

N-1: First Pay: 2024-06-25; Registration: 144K/Tzd D; G-2: First Pay: 2024-06-25; Registration: 144J/Bto E; E-3: First Pay: 2024-06-25; Registration: 144B/Yco K; F-1: First Pay: 2024-06-25; Registration: 144M/Goh Y; H-1: First Pay: 2024-06-25; Registration: 144B/Mpm U; K-2: First Pay: 2024-06-25; Registration: 144X/Wst L;

Risk Retention

LC - Yggu DL/LF - Ygg

Pricing Speed

25% HFS gm 4 gb pqoo