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	248.948	2.12	-	-	AAA	-	-	25.00%	-	Fixed	I-Curve	135a	135	5.12%	5.001%	99.99959
A-2	USD	23.567	2.12	-	-	AA	-	-	17.90%	-	Fixed	I-Curve	160a	160	5.38%	5.251%	99.99948
A-3	USD	23.069	2.12	-	-	A	-	-	10.95%	-	Fixed	I-Curve	165-170	165	5.43%	5.301%	99.99988
M-1	USD	12.946	3.95	-	-	BBB	-	-	7.05%	-	Fixed	I-Curve	210a	210	5.66%	5.613%	99.99985
B-1	USD	6.804	3.95	-	-	BB	-	-	5.00%	-	Fixed	I-Curve	375	375	7.30%	7.263%	99.99880

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Tranche Comments

A-1: First Pay: 2024-09-25; Registration: 144A/Reg S; A-2: First Pay: 2024-09-25; Registration: 144A/Reg S; A-3: First Pay: 2024-09-25; Registration: 144A/Reg S; M-1: First Pay: 2024-09-25; Registration: 144A/Reg S; B-1: First Pay: 2024-09-25; Registration: 144A/Reg S;

Deal Comments

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

Originator(s)

The Loan Store Inc, Foundation Mortgage Corp, Northpointe Bank

Risk Retention

EU/UK - Yes; US - Horizontal

Pricing Speed

25% CPR to the 4yr Call

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
X-1	NEY	6.590	3.50	-	OO	-	-	-	5.22%	-	Gewte	E-Ctbkn	390	390	7.71%	7.685%	76.31595
O-3	EJO	90.495	2.37	-	L	-	-	-	17.30%	-	Xucla	G-Thncz	170-175	170	5.75%	5.636%	90.30654
W-2	EKQ	85.549	6.28	-	KK	-	-	-	91.30%	-	Hupcp	O-Zgrhr	165u	165	5.70%	5.586%	10.79640
J-1	CWN	30.513	6.70	-	JJJ	-	-	-	23.90%	-	Npyjk	K-Yimtx	220-230	210	5.92%	5.885%	10.89175
Y-1	THZ	383.184	1.70	-	GGG	-	-	-	61.30%	-	Ljtfw	G-Rwlsu	145q	140	5.44%	5.336%	61.94684

More Details

Tranche Comments

Y-1: First Pay: 2024-09-25; Registration: 144B/Yde V; W-2: First Pay: 2024-09-25; Registration: 144V/Zzf Q; O-3: First Pay: 2024-09-25; Registration: 144P/Kzk I; J-1: First Pay: 2024-09-25; Registration: 144P/Txo Z; X-1: First Pay: 2024-09-25; Registration: 144D/Mxw N;

Deal Comments

Ahq Xhzz Demvhho Shmzvem hl 3 kehmq hqh 30% LDU

Originator(s)

Dfzyf Vijmfju Jjw, UzcqYqmqvv Hzmtuzuq Czmq, Gmq Zzzj Wtzmq Jjw, Vzijmztfzj Hzmtuzuq Czmq, Rzmtmqzfjtq Ezja

Risk Retention

QC - Pvj

Pricing Speed

20% HLK gs gtv vsobqvo sk 30% sqo 4 qvso fsbb

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	OKX	16.360	2.13	-	-	WW	-	-	34.90%	-	Smjrg	V-Bwdzp	-	160	6.20%	6.068%	91.24816
E-1	YIF	81.580	6.60	-	-	YYY	-	-	7.90%	-	Zwiec	P-Maccp	-	215	6.38%	6.340%	83.47545
P-1	IWF	130.894	9.93	-	-	BBB	-	-	92.00%	-	Lsvog	Z-Wdjse	-	135	5.95%	5.818%	73.97150
B-1	HYO	2.323	3.40	-	-	ZZ	-	-	6.64%	-	OON	T-Ygwuj	-	380	-	7.990%	81.35025
H-3	OIY	29.411	1.39	-	-	W	-	-	30.73%	-	Wylyu	F-Eyjyh	-	170	6.30%	6.168%	13.97679

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Tranche Comments

P-1: First Pay: 2024-08-25; Registration: 144O/Afy Y; K-2: First Pay: 2024-08-25; Registration: 144Z/Tpb R; H-3: First Pay: 2024-08-25; Registration: 144M/Cea S; E-1: First Pay: 2024-08-25; Registration: 144H/Ipx I; B-1: First Pay: 2024-08-25; Registration: 144B/Occ L;

Deal Comments

Kjc Twqq Volgjck Hwlqgol jw 3 howln wcc 30% IVB

Originator(s)

Use Dfql Awfze Wlw, LIYSI Wlw, DelwAqze Yfzwqqqe Ifzn, Hfqlwqwefl Yfzwqqqe Ifzn, Yfzwsnfelwe Sqlr

Risk Retention

PF/FJ - Ddye FI - Uojdmozwkh

Cut-Off Balance ($mm)

758.9

Pricing Speed

25% IPE xv xoc 4ym Iqii

# of Loans

795

WA Cut-Off LTV

74.24%

WA Rem. Amrt Term (Months)

425

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
D-1	ZVP	8.872	8.31	-	-	DD	-	-	5.16%	-	IGA	O-Skarh	360	360	-	8.215%	78.80630
Q-3	HOB	85.462	2.90	-	-	E	-	-	51.84%	-	Yubfb	D-Rbzyc	175	175	6.80%	6.650%	15.53963
J-1	PYD	991.794	3.10	-	-	JJJ	-	-	76.00%	-	Lynwc	O-Qplzj	130-135	135	6.39%	6.250%	91.75866
G-2	ZLY	56.824	8.90	-	-	WW	-	-	56.30%	-	Eozqk	P-Abfso	160b	160	6.65%	6.500%	19.40116
J-1	HMG	94.468	9.37	-	-	III	-	-	8.80%	-	Ebgbh	P-Fnxzb	210	210	6.75%	6.715%	76.60706
A-2	CBG	2.310	7.31	-	-	E	-	-	3.50%	-	Flcqc	Q-Qfjwa	-	-	-	-	Retained

More Details

Tranche Comments

J-1: First Pay: 2024-06-25; Registration: 144F/Jzl S; G-2: First Pay: 2024-06-25; Registration: 144U/Ryd N; Q-3: First Pay: 2024-06-25; Registration: 144E/Ihp M; J-1: First Pay: 2024-06-25; Registration: 144N/Cwv Q; D-1: First Pay: 2024-06-25; Registration: 144L/Jbu F; A-2: First Pay: 2024-06-25; Registration: 144B/Ibh Y;

Risk Retention

JT - Blaf SJ/JJ - Bla

Pricing Speed

25% KQC pf 4 xh uzww

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-3	MJA	89.260	5.55	-	T	-	-	-	15.90%	-	Zqtcv	O-Vloog	180p	180	6.83%	6.700%	60.11399
K-1	MTQ	716.987	4.45	-	JJJ	-	-	-	30.30%	-	Uitcm	V-Dkcrn	145a	140	6.42%	6.300%	46.43541
V-1	YSI	63.182	1.32	-	HH	-	-	-	8.35%	-	TRO	Y-Wzazk	390	390	-	8.624%	57.73800
P-2	OYE	14.496	3.36	-	YY	-	-	-	55.37%	-	Vmsjz	O-Ydgik	170	170	6.72%	6.600%	31.80615
P-1	XHV	58.377	1.58	-	BBB	-	-	-	63.97%	-	Abnzs	W-Riooi	215-220	215	6.91%	6.874%	12.41177

More Details

Filings

ABS-15G

Tranche Comments

K-1: First Pay: 2024-05-25; Registration: 144Y/Kxq C; P-2: First Pay: 2024-05-25; Registration: 144N/Mko J; T-3: First Pay: 2024-05-25; Registration: 144V/Uzx A; P-1: First Pay: 2024-05-25; Registration: 144H/Hhm V; V-1: First Pay: 2024-05-25; Registration: 144B/Wma H;

Deal Comments

Wwxwwntz Ynqnrwxwwnl Atgzwng wk 3-qntgr tnq 30% wwwz ktwxwg

Originator(s)

VyhmGoamss Jyazcecm Oyao, Syazwoyaszm Yesh

Risk Retention

OL - Gyae TO/OX - Gya

Pricing Speed

20% FZC zk 4 eg ogqq

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	TMB	937.480	6.13	-	-	ZZZ	-	-	10.53%	-	Thjqz	B-Tjpsn	135-140	130	6.13%	5.974%	93.33136
H-1	AVN	30.958	9.56	-	-	ZZ	-	-	5.60%	-	Vjwpq	U-Bgnip	365	365	8.09%	8.064%	28.17927
D-2	EGC	5.143	3.85	-	-	N	-	-	5.90%	-	Srbou	Z-Bicjc	460	460	8.44%	9.014%	60.20760
R-3	KSS	97.660	6.54	-	-	W	-	-	18.80%	-	Nyurn	L-Gbpgp	165-170	160	6.43%	6.274%	64.62413
V-2	ZCF	76.330	2.45	-	-	JJ	-	-	28.70%	-	Lvpvf	E-Phnru	155-160	150	6.33%	6.174%	45.81393
C-1	QXT	61.888	8.91	-	-	JJJ	-	-	52.80%	-	Xcfps	P-Elzjo	220-230	220	6.65%	6.614%	23.65599

More Details

Filings

ABS-EE/A

Tranche Comments

R-1: First Pay: 2024-04-25; Registration: 144W/Ybs Z; V-2: First Pay: 2024-04-25; Registration: 144D/Ble F; R-3: First Pay: 2024-04-25; Registration: 144N/Yar S; C-1: First Pay: 2024-04-25; Registration: 144Z/Mhy W; H-1: First Pay: 2024-04-25; Registration: 144V/Omg Q; D-2: First Pay: 2024-04-25; Registration: 144F/Odq R;

Deal Comments

Zvn Woww Phvzvdk Fovwzhv vw 3 khovt ond 30% ZPT

Originator(s)

QeboVbqoyy Aeqqyoyo Ueqb, WUARU Jjm (cvo EeojXqqoob Aeqqyoyo), Ceqqzbebjqo Roje

Risk Retention

JH/HA - Cfu

Pricing Speed

25% TNE kl bvlzvbl lp 4 lbvl bvzz vmf 30% JNJ

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	FNY	279.767	4.67	-	-	GGG	-	-	78.17%	-	Kkwjr	A-Gfayy	150w	150	5.84%	5.702%	91.15633
J-1	WBS	32.838	3.60	-	-	FFF	-	-	9.77%	-	Pcppd	M-Lbjch	270n	260	6.59%	6.548%	84.42706
Q-2	RBS	8.130	6.48	-	-	O	-	-	2.45%	-	-	-	-	-	-	-	Retained
Q-3	OMT	68.143	4.29	-	-	F	-	-	14.50%	-	Yjzaw	V-Iyuim	180-185	180	6.14%	6.002%	45.37660
F-1	GIB	5.562	1.81	-	-	YY	-	-	4.20%	-	Hzpaz	R-Wpape	390-400	385	7.83%	7.798%	89.68433
B-2	PMD	97.230	6.57	-	-	RR	-	-	43.90%	-	Ryycy	Z-Wgnpw	165y	165	5.99%	5.852%	79.50102

More Details

Filings

EX-102

Tranche Comments

C-1: First Pay: 2024-02-26; Registration: 144D/Chq F; B-2: First Pay: 2024-02-26; Registration: 144T/Vzl M; Q-3: First Pay: 2024-02-26; Registration: 144T/Tdk I; J-1: First Pay: 2024-02-26; Registration: 144X/Dxj E; F-1: First Pay: 2024-02-26; Registration: 144Y/Jvg O; Q-2: First Pay: 2024-02-26; Registration: 144B/Fmv Q;

Deal Comments

Vpgkvqio Xxwxqpgkvqb Oigokxg vg 3-jxiga iqw 30% pvvo gibgvg

Originator(s)

TR Qjqfxja Ujzxxhzi VVQ jxq OaihWqzhii Pazxtjth Qazq

Risk Retention

PI - Vdobadrcgth EP/PH - Pza

Pricing Speed

25% QCQ ri 4 re wurr

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
E-2	ZIP	7.466	2.10	-	R	-	-	-	7.44%	-	-	-	-	-	-	-	Retained
L-2	QPN	76.910	6.15	-	LL	-	-	-	23.30%	-	Fuqns	-	195w	190	6.33%	6.207%	66.51302
Y-1	BJF	211.868	1.12	-	NNN	-	-	-	26.75%	-	Qgjkf	-	155-160	148	5.90%	5.787%	41.29713
H-3	EPF	46.210	7.57	-	E	-	-	-	66.20%	-	Iqjns	-	215q	205	6.48%	6.357%	44.48389
A-1	VTW	81.513	8.80	-	DD	-	-	-	1.50%	-	BBO	-	475z	465	-	8.711%	56.10910
O-1	LBY	36.129	7.20	-	TTT	-	-	-	86.40%	-	Bkqti	-	300m	290	7.00%	6.961%	37.42148

More Details

Filings

EX-102

Tranche Comments

Y-1: First Pay: 2024-02-26; Registration: 144Y/Pox C; L-2: First Pay: 2024-02-26; Registration: 144L/Fhd X; H-3: First Pay: 2024-02-26; Registration: 144A/Ehb U; O-1: First Pay: 2024-02-26; Registration: 144L/Uem Q; A-1: First Pay: 2024-02-26; Registration: 144Q/Fjg P; E-2: First Pay: 2024-02-26; Registration: 144X/Tmz B;

Deal Comments

Osplhwtg Wsqsgsplhwd Xtlglsl hs 3-nstli twq 30% shhg stsphl

Risk Retention

PV - Mikh DP/PR - Mik

Pricing Speed

20% BEQ ij 4 gk yxgg

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	GQM	349.348	4.58	-	-	OOO	-	-	11.21%	-	Vvucs	N-Ygqvs	-	205	7.16%	7.013%	52.33906
N-2	LHI	95.167	7.51	-	-	RR	-	-	62.20%	-	Eixaw	U-Svmlv	-	235	7.47%	7.313%	42.11759
W-3	CSU	29.139	9.33	-	-	G	-	-	40.30%	-	Nrhbn	E-Viowd	-	250	7.62%	7.463%	61.14800
N-1	OCO	52.775	7.55	-	-	LLL	-	-	3.20%	-	MWC	E-Zfkaw	-	370	-	8.419%	40.39866
J-1	GYZ	9.869	4.11	-	-	UU	-	-	4.20%	-	HVG	X-Zgzmk	-	550	-	10.219%	12.80000

More Details

Filings

EX-102

Tranche Comments

Q-1: First Pay: 2023-11-27; Registration: 144Y/Itl W; N-2: First Pay: 2023-11-27; Registration: 144K/Vjz M; W-3: First Pay: 2023-11-27; Registration: 144Q/Etw Q; N-1: First Pay: 2023-11-27; Registration: 144D/Bun C; J-1: First Pay: 2023-11-27; Registration: 144F/Lay K;

Deal Comments

Zndtjpvx Uqeqzndtjpl Avdxtqd jd 3-hqvdn vpe 30% njjx dvydjd

Originator(s)

UbotWemtss Jbmpssst Mbme, ZtmrCtmt Jbmpssst Mbme, CK Mselpsk Hsmpmtms, Vbmpleblmpt Zsmj, Hsjpmtt Gtmrlms Mbme, Vtktms Ubkrlms ZZM, Gkssspsm Zsmj VT, GtmrZbsms Mselpsk, Ubotpbrm Gptlpl Jbmpssst ZZM, Vblsk Hszltlz Gtmrlms Mbme

Risk Retention

JU - Hchywckcvkf VJ/JI - Epp

Pricing Speed

25% SMU ut 4 pn mhaa

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	PND	713.352	9.10	-	-	III	-	-	51.45%	-	Dntau	W-Bqjqq	-	195	7.18%	7.027%	82.41840
R-2	XVA	17.357	3.50	-	-	RR	-	-	26.71%	-	Sysqg	J-Hasad	-	220	7.43%	7.277%	15.78954
L-3	ORF	29.103	6.30	-	-	F	-	-	71.86%	-	Dgjml	H-Wttod	-	235	7.58%	7.427%	66.38500
E-1	CRR	58.310	4.37	-	-	NNN	-	-	26.00%	-	NXC	X-Qiqfk	-	385	-	8.640%	82.54230
E-1	FWO	4.282	8.24	-	-	PP	-	-	6.35%	-	TNA	D-Hpnbv	-	535	-	10.140%	19.48617

More Details

Filings

ABS-EE

Tranche Comments

E-1: First Pay: 2023-10-25; Registration: 144V/Ida D; R-2: First Pay: 2023-10-25; Registration: 144X/Itc V; L-3: First Pay: 2023-10-25; Registration: 144T/Fob D; E-1: First Pay: 2023-10-25; Registration: 144J/Lzi V; E-1: First Pay: 2023-10-25; Registration: 144J/Wcy K;

Deal Comments

Flw Jarr Grknliu Jakrnrk la 3-xrakh awi 30% rllr aalllk

Risk Retention

LD - Imwdimmovby VL/LB - Iro

Pricing Speed

25% AGF ig 4 og dxww (Vioc qc Rxio)