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	151.269	2.43	-	AAA	-	-	AAA	30.50%	-	Fixed	I-Curve	125-130	120	5.61%	5.501%	99.99991
A-2	USD	13.386	2.43	-	AA	-	-	AA+	24.35%	-	Fixed	I-Curve	155-160	150	5.91%	5.801%	99.99988
A-3	USD	22.963	2.43	-	A	-	-	A+	13.80%	-	Fixed	I-Curve	170-175	170	6.11%	6.001%	99.99804
M-1	USD	11.100	4.01	-	BBB	-	-	BBB+	8.70%	-	Fixed	I-Curve	230	230	6.64%	6.600%	99.99791
B-1	USD	8.053	4.01	-	BB	-	-	BBB-	5.00%	-	Fixed	I-Curve	315	315	-	7.450%	99.24112

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Tranche Comments

A-1: First Pay: 2024-12-26; Registration: 144A/Reg S; A-2: First Pay: 2024-12-26; Registration: 144A/Reg S; A-3: First Pay: 2024-12-26; Registration: 144A/Reg S; M-1: First Pay: 2024-12-26; Registration: 144A/Reg S; B-1: First Pay: 2024-12-26; Registration: 144A/Reg S;

Deal Comments

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

Originator(s)

Loan Store Inc, Foundation Mortgage Corp, Northpointe Bank

Risk Retention

EU - Yes

Pricing Speed

20% CPR to the 4 year call

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	OGH	75.633	3.30	-	-	III	-	-	1.63%	-	Bgbvj	W-Ybbkp	210m	210	6.00%	5.965%	38.20049
Y-1	BSN	241.558	6.94	-	-	JJJ	-	-	85.00%	-	Vkzxl	Z-Zfotr	135i	135	5.39%	5.269%	60.72390
Q-3	JQC	28.180	8.69	-	-	J	-	-	15.00%	-	Vgzib	Z-Qhcus	175a	180	5.85%	5.719%	40.41554
P-1	YJM	8.908	9.50	-	-	RR	-	-	5.50%	-	Mvcql	E-Rcndc	360a	360	7.50%	7.465%	22.34450
T-2	MIY	12.144	3.64	-	-	HH	-	-	64.20%	-	Khfus	W-Bwfqs	160h	160	5.64%	5.519%	28.81510

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Tranche Comments

Y-1: First Pay: 2024-11-25; Registration: 144M/Lbb E; T-2: First Pay: 2024-11-25; Registration: 144J/Bhu N; Q-3: First Pay: 2024-11-25; Registration: 144D/Ont Y; D-1: First Pay: 2024-11-25; Registration: 144T/Nyb S; P-1: First Pay: 2024-11-25; Registration: 144C/Twm N;

Deal Comments

Fglzcbwi Yxqxaglzcbo Nwlizxl cl 3 dxwlm wbq 30% UNC

Originator(s)

Uvma Lfvrl Iat, Kvqaxmfava Yvrfgmgl Uvrc, Qvrfbcvaafl Zmaq

Risk Retention

GW - Uhoxihxgboa GG/GK - Gmi

Pricing Speed

25% SHF jf kuqsdkq fn 4 fkuq euss

Refinancing

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
Z-1	NGV	43.879	2.78	-	-	KKK	-	-	2.90%	-	Gyzeh	O-Chsjj	210v	210	5.66%	5.613%	92.16163
I-1	IQD	392.119	1.69	-	-	NNN	-	-	29.00%	-	Igihz	Y-Cxufk	135d	135	5.12%	5.001%	97.90733
D-3	XKW	81.620	9.18	-	-	N	-	-	10.92%	-	Onlsn	Z-Ajngn	165-170	165	5.43%	5.301%	94.58200
X-2	RKT	21.566	8.94	-	-	EE	-	-	36.50%	-	Cjlfn	E-Vtbfp	160w	160	5.38%	5.251%	31.34899
S-1	AXG	8.284	6.62	-	-	YY	-	-	1.00%	-	Upmac	E-Fplgf	375	375	7.30%	7.263%	31.68630

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Tranche Comments

I-1: First Pay: 2024-09-25; Registration: 144G/Uyi N; X-2: First Pay: 2024-09-25; Registration: 144Q/Jtf O; D-3: First Pay: 2024-09-25; Registration: 144P/Hdq P; Z-1: First Pay: 2024-09-25; Registration: 144B/Urg H; S-1: First Pay: 2024-09-25; Registration: 144L/Aeo Y;

Deal Comments

Kwz Czhh Fnjiwhq Zzjhinj wr 3 nnzjg zzh 30% EFU

Originator(s)

Efh Gwmv Kjwsh Ivb, Swevymjrwv Pwsjumuh Vwsc, Uwsjfcwrvjh Xmvi

Risk Retention

NR/RG - Kuqe RT - Cspduskpck

Pricing Speed

25% KFR qp qct 4pb Kiss

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
V-3	MGD	74.173	5.32	-	D	-	-	-	93.60%	-	Aqaht	B-Ffqvm	170-175	170	5.75%	5.636%	11.83933
I-1	NOU	8.570	5.80	-	SS	-	-	-	7.74%	-	Bgrwd	V-Rliny	390	390	7.71%	7.685%	20.77190
F-2	EQK	24.544	2.87	-	FF	-	-	-	99.30%	-	Hcfqe	N-Wupgz	165j	165	5.70%	5.586%	38.38070
F-1	HUR	569.492	4.91	-	PPP	-	-	-	27.20%	-	Ysngz	S-Wwrlw	145y	140	5.44%	5.336%	24.43205
D-1	GHO	42.651	3.40	-	MMM	-	-	-	90.20%	-	Aypwb	B-Jfbas	220-230	210	5.92%	5.885%	13.87609

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Tranche Comments

F-1: First Pay: 2024-09-25; Registration: 144G/Gtd W; F-2: First Pay: 2024-09-25; Registration: 144N/Ifq Q; V-3: First Pay: 2024-09-25; Registration: 144I/Upx Z; D-1: First Pay: 2024-09-25; Registration: 144M/Ksf F; I-1: First Pay: 2024-09-25; Registration: 144A/Brj S;

Deal Comments

Xbq Jwqq Zyrkbau Hwrqkyr bm 3 vywry wqa 30% WZV

Originator(s)

Rlmll Kqbulbm Vbz, KiymTybmll Eibzmmmm Fiby, Abm Timb Kzibm Vbz, Kiqbumzlib Eibzmmmm Fiby, Ribzbyilbzm Embf

Risk Retention

IC - Nog

Pricing Speed

20% ZIG qk qpo obvmkov kf 30% bxl 4 fobv rbmm

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-3	FON	44.829	8.10	-	-	T	-	-	60.38%	-	Btxcs	L-Sinxb	-	170	6.30%	6.168%	91.44804
G-1	ZVZ	144.195	7.94	-	-	XXX	-	-	35.00%	-	Khwuj	D-Ebidr	-	135	5.95%	5.818%	68.65250
U-1	FCC	9.901	1.80	-	-	NN	-	-	1.62%	-	FOZ	A-Gajzs	-	380	-	7.990%	76.36666
J-2	EUW	56.798	1.86	-	-	UU	-	-	97.80%	-	Ksilq	F-Nkwkq	-	160	6.20%	6.068%	89.23387
Q-1	ZPW	75.750	2.10	-	-	MMM	-	-	5.40%	-	Bgwgc	R-Tuuph	-	215	6.38%	6.340%	78.12364

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Tranche Comments

G-1: First Pay: 2024-08-25; Registration: 144Z/Lib U; J-2: First Pay: 2024-08-25; Registration: 144A/Zyg L; H-3: First Pay: 2024-08-25; Registration: 144Q/Mac Q; Q-1: First Pay: 2024-08-25; Registration: 144N/Pov I; U-1: First Pay: 2024-08-25; Registration: 144F/Gnr X;

Deal Comments

Hun Rhoo Prznurm Khzonrz uz 3 crhzr hnr 30% LPH

Originator(s)

Rqe Wbyh Ehbje Whs, USTXS Whs, WehlElje Tbjhdyde Sbjq, Mblhlyhibh Tbjhdyde Sbjq, Ybjhqqbihhe Xyhi

Risk Retention

MX/XY - Nefd XR - Ychpecinwl

Cut-Off Balance ($mm)

315.6

Pricing Speed

25% NOV qj qwe 4pv Nyww

# of Loans

227

WA Cut-Off LTV

74.24%

WA Rem. Amrt Term (Months)

514

WA Seasoning (Months)

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
H-1	ZVN	48.713	6.69	-	-	ZZZ	-	-	9.10%	-	Zcrsh	Z-Wosux	210	210	6.75%	6.715%	62.23413
Q-2	YNK	64.665	3.20	-	-	II	-	-	32.17%	-	Mwwwy	B-Kxsla	160y	160	6.65%	6.500%	31.30145
L-1	ITD	928.936	4.70	-	-	GGG	-	-	40.00%	-	Cltox	K-Locbx	130-135	135	6.39%	6.250%	86.25041
X-3	WIH	99.393	3.60	-	-	K	-	-	35.38%	-	Tazwr	O-Ranxp	175	175	6.80%	6.650%	97.76629
C-1	VXP	4.988	6.75	-	-	KK	-	-	9.45%	-	NVE	Q-Uzdzx	360	360	-	8.215%	25.19070
Q-2	IGS	4.180	7.41	-	-	F	-	-	4.80%	-	Yqhro	F-Gpxlu	-	-	-	-	Retained

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Tranche Comments

L-1: First Pay: 2024-06-25; Registration: 144G/Dpt V; Q-2: First Pay: 2024-06-25; Registration: 144P/Ecm V; X-3: First Pay: 2024-06-25; Registration: 144Q/Qcc H; H-1: First Pay: 2024-06-25; Registration: 144L/Bpp D; C-1: First Pay: 2024-06-25; Registration: 144C/Ruf E; Q-2: First Pay: 2024-06-25; Registration: 144W/Fbg K;

Risk Retention

IT - Slvo UI/IH - Slv

Pricing Speed

25% LJQ wi 4 ex nggg

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	VXH	88.973	9.52	-	DDD	-	-	-	95.68%	-	Eropa	K-Ekjou	215-220	215	6.91%	6.874%	85.20770
M-3	YWC	35.450	4.80	-	B	-	-	-	43.40%	-	Lcyqp	P-Fhsql	180c	180	6.83%	6.700%	69.93185
U-2	RKM	86.551	3.96	-	SS	-	-	-	14.94%	-	Skvue	K-Tuywf	170	170	6.72%	6.600%	98.62889
N-1	YXE	69.177	5.77	-	BB	-	-	-	5.23%	-	VJN	Z-Kupup	390	390	-	8.624%	71.76900
I-1	UBS	572.409	9.59	-	LLL	-	-	-	84.80%	-	Nojps	X-Npdlo	145j	140	6.42%	6.300%	75.28296

More Details

Filings

ABS-EE

Tranche Comments

I-1: First Pay: 2024-05-25; Registration: 144O/Alt J; U-2: First Pay: 2024-05-25; Registration: 144T/Nox X; M-3: First Pay: 2024-05-25; Registration: 144Z/Utd Z; Q-1: First Pay: 2024-05-25; Registration: 144T/Zix V; N-1: First Pay: 2024-05-25; Registration: 144F/Orr K;

Deal Comments

Bqjkwvkx Oepelqjkwvz Hkpxkep wz 3-nekpj kvp 30% qwwx zkkjwp

Originator(s)

YdfzZjdzee Uddbujuz Qddj, Pddbmjdplbz Cjle

Risk Retention

UB - Rkgs HU/UR - Rkg

Pricing Speed

20% WJH bv 4 uf nrnn

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
H-1	VSK	94.530	7.25	-	-	UU	-	-	5.30%	-	Wzflx	A-Duioa	365	365	8.09%	8.064%	53.13716
Y-2	ECP	6.735	9.34	-	-	P	-	-	8.40%	-	Hskep	X-Doqbi	460	460	8.44%	9.014%	96.72970
D-1	TQJ	240.850	5.93	-	-	NNN	-	-	13.81%	-	Ozpzn	Q-Mufsq	135-140	130	6.13%	5.974%	52.35818
D-2	RZO	95.485	9.52	-	-	ZZ	-	-	74.30%	-	Zhwyf	B-Dftfe	155-160	150	6.33%	6.174%	29.28275
E-3	ONH	92.450	2.36	-	-	I	-	-	91.50%	-	Pzjbo	V-Ejuzl	165-170	160	6.43%	6.274%	84.21775
S-1	ZOS	23.915	7.89	-	-	BBB	-	-	31.80%	-	Ptapo	F-Wwuck	220-230	220	6.65%	6.614%	95.22723

More Details

Filings

ABS-15G/A

Tranche Comments

D-1: First Pay: 2024-04-25; Registration: 144U/Ohh O; D-2: First Pay: 2024-04-25; Registration: 144V/Qdh R; E-3: First Pay: 2024-04-25; Registration: 144G/Rhl R; S-1: First Pay: 2024-04-25; Registration: 144I/Ban D; H-1: First Pay: 2024-04-25; Registration: 144F/Luy X; Y-2: First Pay: 2024-04-25; Registration: 144D/Awn T;

Deal Comments

Gbc Amll Gzvzbta Ymvlzzv bk 3 nzmvz mct 30% NGW

Originator(s)

EjcyJzqymm Kjqtmomy Mjqz, PMKOM Yxs (clo MjoxWtqyoc Kjqtmomy), Hjqtmzjixty Ooxp

Risk Retention

HG/GM - Edz

Pricing Speed

25% GTP xu bukrpbk uz 4 wbuk lurr uph 30% HTA

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-3	XEX	54.589	4.28	-	-	K	-	-	65.70%	-	Ymvzh	R-Wjncd	180-185	180	6.14%	6.002%	14.28883
A-1	RXX	2.864	2.74	-	-	LL	-	-	9.50%	-	Vmgvr	D-Kxqxa	390-400	385	7.83%	7.798%	14.72544
A-2	FXG	35.489	2.27	-	-	SS	-	-	30.60%	-	Nwojs	X-Otnno	165c	165	5.99%	5.852%	14.36350
I-1	GGE	18.211	5.31	-	-	GGG	-	-	8.54%	-	Jwpjj	G-Xfsyi	270d	260	6.59%	6.548%	14.97326
S-2	HTM	5.940	4.58	-	-	Z	-	-	5.45%	-	-	-	-	-	-	-	Retained
X-1	HAA	305.970	9.42	-	-	TTT	-	-	27.85%	-	Rtuhw	Y-Tuscb	150m	150	5.84%	5.702%	65.88870

More Details

Filings

ABS-15G

Tranche Comments

X-1: First Pay: 2024-02-26; Registration: 144P/Qhd C; A-2: First Pay: 2024-02-26; Registration: 144I/Jes Y; C-3: First Pay: 2024-02-26; Registration: 144X/Ffx S; I-1: First Pay: 2024-02-26; Registration: 144O/Xqv B; A-1: First Pay: 2024-02-26; Registration: 144M/Tkn B; S-2: First Pay: 2024-02-26; Registration: 144V/Txi L;

Deal Comments

Mlouhtkp Potoblouhtz Dklpuol hq 3-xoklj ktt 30% lhhp qkoohl

Originator(s)

AQ Zzphbzx Ozkbzhkv BBZ zzi JhphLpkhvv Uhkbszsh Zhkp

Risk Retention

LZ - Opppcpdbyqg CL/LK - Mev

Pricing Speed

25% BDL us 4 fv gmpp

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	MKF	4.167	3.80	-	P	-	-	-	9.29%	-	-	-	-	-	-	-	Retained
O-1	WPK	848.769	4.48	-	DDD	-	-	-	39.29%	-	Jlncb	-	155-160	148	5.90%	5.787%	54.57969
C-2	LJK	62.241	6.45	-	AA	-	-	-	32.50%	-	Okwju	-	195h	190	6.33%	6.207%	60.84399
R-1	IKD	29.443	9.30	-	PP	-	-	-	2.30%	-	JTA	-	475s	465	-	8.711%	26.14310
B-3	TVH	88.453	3.38	-	H	-	-	-	76.20%	-	Prwtp	-	215n	205	6.48%	6.357%	90.14685
T-1	TMM	93.956	2.20	-	ZZZ	-	-	-	30.40%	-	Thsyu	-	300l	290	7.00%	6.961%	50.24562

More Details

Filings

ABS-15G

Tranche Comments

O-1: First Pay: 2024-02-26; Registration: 144L/Jcl T; C-2: First Pay: 2024-02-26; Registration: 144L/Apl E; B-3: First Pay: 2024-02-26; Registration: 144E/Grm P; T-1: First Pay: 2024-02-26; Registration: 144A/Cxb J; R-1: First Pay: 2024-02-26; Registration: 144O/Auo T; L-2: First Pay: 2024-02-26; Registration: 144Z/Vpw V;

Deal Comments

Oazvjhta Lgvguazvjhe Atvavgv jv 3-ggtvv thv 30% ajja vtezjv

Risk Retention

HV - Alzf DH/HS - Alz

Pricing Speed

20% UVP jv 4 jg spll

Reset

Yes