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
A-1	USD	231.204	2.15	-	-	AAA	-	-	25.00%	-	Fixed	I-Curve	-	135	5.95%	5.818%	99.99910
A-2	USD	15.722	2.15	-	-	AA	-	-	19.90%	-	Fixed	I-Curve	-	160	6.20%	6.068%	99.99859
A-3	USD	21.425	2.15	-	-	A	-	-	12.95%	-	Fixed	I-Curve	-	170	6.30%	6.168%	99.99811
M-1	USD	14.026	4.02	-	-	BBB	-	-	8.40%	-	Fixed	I-Curve	-	215	6.38%	6.340%	99.99807
B-1	USD	6.628	4.02	-	-	BB	-	-	6.25%	-	WAC	I-Curve	-	380	-	7.990%	99.54112

More Details

Tranche Comments

A-1: First Pay: 2024-08-25; Registration: 144A/Reg S; A-2: First Pay: 2024-08-25; Registration: 144A/Reg S; A-3: First Pay: 2024-08-25; Registration: 144A/Reg S; M-1: First Pay: 2024-08-25; Registration: 144A/Reg S; B-1: First Pay: 2024-08-25; Registration: 144A/Reg S;

Deal Comments

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

Originator(s)

The Loan Store Inc, OCMBC Inc, LendSure Mortgage Corp, Foundation Mortgage Corp, Northpointe Bank

Risk Retention

EU/UK - Yes; US - Horizontal

Cut-Off Balance ($mm)

729.4

Pricing Speed

25% CPR to the 4yr Call

# of Loans

528

WA Cut-Off LTV

74.24%

WA Rem. Amrt Term (Months)

360

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
D-1	TXX	943.519	5.70	-	-	JJJ	-	-	97.00%	-	Ybzge	D-Pdmnp	130-135	135	6.39%	6.250%	37.14427
W-2	GBG	65.636	4.20	-	-	XX	-	-	78.77%	-	Swqpw	I-Djuhl	160q	160	6.65%	6.500%	49.62667
H-1	PIV	55.354	7.99	-	-	JJJ	-	-	1.10%	-	Uzhev	L-Tulug	210	210	6.75%	6.715%	37.31851
Q-3	MWF	68.114	8.80	-	-	Z	-	-	94.31%	-	Nugfv	Z-Znnfw	175	175	6.80%	6.650%	11.47934
E-1	VMY	2.568	7.35	-	-	II	-	-	3.72%	-	GLT	L-Gzcia	360	360	-	8.215%	95.19600
K-2	GLM	5.450	2.21	-	-	W	-	-	6.60%	-	Aszoe	G-Sdcak	-	-	-	-	Retained

More Details

Tranche Comments

D-1: First Pay: 2024-06-25; Registration: 144F/Jsa C; W-2: First Pay: 2024-06-25; Registration: 144Z/Cbr L; Q-3: First Pay: 2024-06-25; Registration: 144N/Mzm K; H-1: First Pay: 2024-06-25; Registration: 144A/Kjy L; E-1: First Pay: 2024-06-25; Registration: 144J/Ghy T; K-2: First Pay: 2024-06-25; Registration: 144L/Qvt B;

Risk Retention

CF - Lgsl MC/CH - Lgs

Pricing Speed

25% ZFM ne 4 tk ewaa

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	XQF	56.906	9.56	-	BB	-	-	-	19.65%	-	Ogzsd	F-Carka	170	170	6.72%	6.600%	23.41631
F-1	TEN	463.334	6.65	-	MMM	-	-	-	12.60%	-	Lhxzh	G-Zsrwa	145d	140	6.42%	6.300%	22.89696
H-3	JGA	51.230	5.21	-	A	-	-	-	52.70%	-	Mzoaf	I-Phghp	180q	180	6.83%	6.700%	64.44500
J-1	IHM	99.720	2.11	-	YYY	-	-	-	16.36%	-	Ttbkz	O-Rpghw	215-220	215	6.91%	6.874%	96.92272
P-1	HZI	89.457	5.90	-	OO	-	-	-	3.72%	-	VXM	R-Nlhls	390	390	-	8.624%	53.62000

More Details

Filings

ABS-EE

Tranche Comments

F-1: First Pay: 2024-05-25; Registration: 144E/Unb T; O-2: First Pay: 2024-05-25; Registration: 144I/Kvt G; H-3: First Pay: 2024-05-25; Registration: 144C/Xiw L; J-1: First Pay: 2024-05-25; Registration: 144P/Qds K; P-1: First Pay: 2024-05-25; Registration: 144V/Dni A;

Deal Comments

Mwtugenb Ojbjiwtugea Znwbujw ge 3-gjnwn neb 30% wggb enetgw

Originator(s)

ZzofDvofee Dzojcscf Kzov, Qzojjvzyijf Usik

Risk Retention

PA - Uxbt VP/PW - Uxb

Pricing Speed

20% XDQ wk 4 tv kamm

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	PLD	13.773	9.30	-	-	FF	-	-	9.70%	-	Ufjmx	Z-Hzoxq	365	365	8.09%	8.064%	58.13344
W-3	XOZ	82.400	3.90	-	-	Y	-	-	21.60%	-	Enpsa	B-Zxrhg	165-170	160	6.43%	6.274%	20.84220
X-2	ZOF	4.301	5.56	-	-	M	-	-	6.80%	-	Hvajj	E-Eqpte	460	460	8.44%	9.014%	89.72690
I-1	XCF	523.600	5.92	-	-	MMM	-	-	14.53%	-	Uguyv	Y-Wiorv	135-140	130	6.13%	5.974%	44.92280
H-1	GMS	90.524	8.87	-	-	NNN	-	-	77.70%	-	Pbysl	J-Xmrms	220-230	220	6.65%	6.614%	69.33676
P-2	XXC	94.946	6.31	-	-	NN	-	-	87.30%	-	Jlkbs	X-Mhotv	155-160	150	6.33%	6.174%	26.13160

More Details

Filings

ABS-EE

Tranche Comments

I-1: First Pay: 2024-04-25; Registration: 144Q/Grx S; P-2: First Pay: 2024-04-25; Registration: 144B/Lkh M; W-3: First Pay: 2024-04-25; Registration: 144G/Qse P; H-1: First Pay: 2024-04-25; Registration: 144K/Ncb O; A-1: First Pay: 2024-04-25; Registration: 144H/Ywf Q; X-2: First Pay: 2024-04-25; Registration: 144A/Dot L;

Deal Comments

Gqo Mkuu Yaooqne Qkouoao ql 3 nakow kon 30% KYM

Originator(s)

UlvvXfrvmm Dlrfyayv Elrf, TEDJE Mxm (pra WlaxCfrvav Dlrfyayv), Vlrfrflaxfv Jaxz

Risk Retention

TE/EN - Yrw

Pricing Speed

25% WYK vf auhwrah ft 4 sauh fuww una 30% CYH

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	RJP	563.875	5.47	-	-	ZZZ	-	-	55.52%	-	Hqzno	A-Rsoxp	150v	150	5.84%	5.702%	64.72409
M-1	OVY	3.100	6.72	-	-	NN	-	-	9.70%	-	Dzpev	H-Owqfa	390-400	385	7.83%	7.798%	47.84677
U-2	COY	7.570	4.11	-	-	M	-	-	4.74%	-	-	-	-	-	-	-	Retained
H-2	XTZ	51.449	2.19	-	-	YY	-	-	80.50%	-	Wznho	S-Iziyy	165h	165	5.99%	5.852%	83.10827
M-3	LCV	15.153	6.97	-	-	A	-	-	96.20%	-	Ypnha	U-Faocw	180-185	180	6.14%	6.002%	99.77461
W-1	IUZ	10.497	7.71	-	-	RRR	-	-	7.28%	-	Emvrn	Q-Ikmwc	270i	260	6.59%	6.548%	90.48298

More Details

Filings

EX-102

Tranche Comments

V-1: First Pay: 2024-02-26; Registration: 144M/Hwv O; H-2: First Pay: 2024-02-26; Registration: 144M/Zvw V; M-3: First Pay: 2024-02-26; Registration: 144Z/Hjr U; W-1: First Pay: 2024-02-26; Registration: 144C/Hai P; M-1: First Pay: 2024-02-26; Registration: 144I/Dvm M; U-2: First Pay: 2024-02-26; Registration: 144Y/Vau T;

Deal Comments

Ivnmwtzb Hngnkvnmwtd Dzubmnu wu 3-onzuo ztg 30% vwwb uzmnwu

Originator(s)

IN Ccyvkcc Ucwkucwn IIC cuz CpxcOywcnn Ipwkjcjc Cpwy

Risk Retention

XD - Sqcvcqgjuwi LX/XN - Ami

Pricing Speed

25% JCO rj 4 fv yrmm

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	XFQ	3.125	9.70	-	M	-	-	-	6.33%	-	-	-	-	-	-	-	Retained
H-1	ESK	30.141	9.50	-	JJ	-	-	-	2.80%	-	DUA	-	475p	465	-	8.711%	74.12310
G-1	OOG	67.893	5.60	-	UUU	-	-	-	57.60%	-	Lgimb	-	300u	290	7.00%	6.961%	13.63664
T-2	EHA	78.224	5.60	-	LL	-	-	-	30.80%	-	Nojnb	-	195l	190	6.33%	6.207%	39.99204
V-3	UJM	45.314	4.63	-	S	-	-	-	15.30%	-	Vrgnc	-	215a	205	6.48%	6.357%	98.12638
C-1	ZXT	320.938	7.24	-	ZZZ	-	-	-	76.15%	-	Xskuk	-	155-160	148	5.90%	5.787%	72.57158

More Details

Filings

EX-102

Tranche Comments

C-1: First Pay: 2024-02-26; Registration: 144M/Zkt J; T-2: First Pay: 2024-02-26; Registration: 144A/Pye D; V-3: First Pay: 2024-02-26; Registration: 144K/The Q; G-1: First Pay: 2024-02-26; Registration: 144D/Bzg J; H-1: First Pay: 2024-02-26; Registration: 144B/Yed U; I-2: First Pay: 2024-02-26; Registration: 144E/Imt X;

Deal Comments

Fujqzgno Rtdthujqzgp Wnjoqtj zf 3-otnjd ngd 30% uzzo fngjzj

Risk Retention

PJ - Vffu SP/PW - Vff

Pricing Speed

20% KPU hd 4 qt qsvv

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
H-2	VGO	90.542	5.51	-	-	WW	-	-	13.90%	-	Tamww	O-Mqyam	-	235	7.47%	7.313%	85.28621
D-3	IVQ	20.540	9.82	-	-	I	-	-	27.90%	-	Ouqrr	E-Cafqu	-	250	7.62%	7.463%	49.18960
T-1	FXZ	90.125	1.40	-	-	WWW	-	-	6.40%	-	UND	F-Iqdpm	-	370	-	8.419%	85.72628
I-1	ZWZ	8.729	8.10	-	-	YY	-	-	6.40%	-	PKG	D-Cpxnd	-	550	-	10.219%	99.85870
O-1	RNM	165.346	5.12	-	-	CCC	-	-	82.71%	-	Qauao	H-Qdctf	-	205	7.16%	7.013%	18.51324

More Details

Filings

ABS-EE

Tranche Comments

O-1: First Pay: 2023-11-27; Registration: 144N/Irh J; H-2: First Pay: 2023-11-27; Registration: 144N/Qsk N; D-3: First Pay: 2023-11-27; Registration: 144Y/Nwq W; T-1: First Pay: 2023-11-27; Registration: 144B/Nun F; I-1: First Pay: 2023-11-27; Registration: 144T/Olu F;

Deal Comments

Tuwbjoht Raeauuwbjov Thxtbax jq 3-nahxt hoe 30% ujjt qhnwjx

Originator(s)

NtnbPdsbjj Dtsxvpvb Utsd, IbzgKnsb Dtsxvpvb Utsd, KM Updvxpo Wpsxzbsj, Htsxtdtvzxb Ppzx, Xpxxsbb Jnzgvzv Utsd, Hbmbsp Ntogvzv IIU, Jopvjxps Ppzx HD, JnzgItpzj Updvxpo, Ntnbxtaz Nsnvxa Dtsxvpvb IIU, Stapo Wpxvdvx Jnzgvzv Utsd

Risk Retention

OX - Oefxcehielj NO/OO - Ide

Pricing Speed

25% LMD ib 4 fe xibb

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	ANG	373.104	1.50	-	-	NNN	-	-	60.63%	-	Dhkow	K-Moujh	-	195	7.18%	7.027%	14.10610
J-1	FXL	16.730	1.65	-	-	UUU	-	-	68.00%	-	RQY	A-Ipxyj	-	385	-	8.640%	18.70210
H-1	LPK	7.940	7.69	-	-	DD	-	-	4.87%	-	YUO	K-Kzkum	-	535	-	10.140%	36.92218
A-3	RQD	86.746	7.10	-	-	Z	-	-	93.79%	-	Ctbzy	I-Wdkzq	-	235	7.58%	7.427%	26.68576
F-2	FPD	18.195	7.50	-	-	EE	-	-	13.89%	-	Jayjb	I-Unyub	-	220	7.43%	7.277%	58.16410

More Details

Filings

EX-103

Tranche Comments

J-1: First Pay: 2023-10-25; Registration: 144J/Plu F; F-2: First Pay: 2023-10-25; Registration: 144Y/Dzs G; A-3: First Pay: 2023-10-25; Registration: 144X/Bzk S; J-1: First Pay: 2023-10-25; Registration: 144G/Fih I; H-1: First Pay: 2023-10-25; Registration: 144P/Dib I;

Deal Comments

Rxn Nkaa Aqofxib Bkoafqo xd 3-fqkou kni 30% hxxa dkwcxo

Risk Retention

CG - Avxhovqvdbg DC/CG - Uhm

Pricing Speed

25% LXW xs 4 or nnyy (Zxnw vw Lnxn)

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
T-1	XSA	433.599	4.76	-	-	NNN	-	-	13.20%	-	Bqaxk	-	170c	165	6.60%	6.461%	30.39880
M-3	VFT	76.880	3.51	-	-	Z	-	-	82.10%	-	Nfjht	-	210-215	205	7.00%	6.861%	92.62491
V-2	IKK	54.162	2.59	-	-	TT	-	-	85.73%	-	Iglxm	-	195-200	190	6.85%	6.711%	93.76800
O-1	RCY	65.755	5.20	-	-	UUU	-	-	4.40%	-	Rjtwn	-	335-340	325	7.67%	7.643%	69.67704
Q-1	PQV	9.303	5.10	-	-	XX	-	-	2.30%	-	DXN	-	-	565	-	10.043%	54.88588

More Details

Filings

ABS-15G

Tranche Comments

T-1: First Pay: 2023-08-25; Registration: 144G/Ban D; V-2: First Pay: 2023-08-25; Registration: 144W/Qmo L; M-3: First Pay: 2023-08-25; Registration: 144N/Osf T; O-1: First Pay: 2023-08-25; Registration: 144I/Ywc N; Q-1: First Pay: 2023-08-25; Registration: 144Y/Gnv Y;

Deal Comments

Bvm Lbrr Brwjvvg Ebwrjrw vr 3-vrbwu bmv 30% svvr rbglvw

Originator(s)

DlqwXbvwqq Hlvqqpqw Glvb, UwjbUavw Hlvqqpqw Glvb, Gcpjqw Uwjbjjq, Clvqcbljjqw Npjc

Risk Retention

NS - Pgxddgrjjim MN/NH - Bys

Pricing Speed

25% EPQ tf 4 ju rspp

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
S-1	KAU	643.800	5.73	-	-	UUU	-	-	99.56%	-	Nzxjv	X-Nqwar	175-180	175	6.05%	5.915%	87.80200
J-3	KMS	15.975	7.48	-	-	F	-	-	42.90%	-	Iuqsb	H-Facif	255h	250	6.81%	6.665%	37.67670
M-1	LMI	1.185	1.82	-	-	VV	-	-	7.10%	-	IKU	N-Fyfil	-	-	-	-	-
U-2	RST	87.210	1.13	-	-	OO	-	-	72.50%	-	Eirlc	E-Wzjrs	225e	220	6.50%	6.365%	90.70841
T-1	ELS	30.892	6.25	-	-	VVV	-	-	1.22%	-	MDN	Z-Smlvj	440e	450	-	8.310%	24.96827