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
B-1	OOW	6.834	1.83	-	YY+	-	-	-	9.00%	-	DTK	B-Jkmyn	-	400	-	8.086%	33.25857
U-2	NOC	13.795	8.21	-	II	-	-	-	67.90%	-	Pfito	H-Upxpo	-	190	6.00%	5.869%	16.51854
D-1	CUG	632.599	4.42	-	HHH	-	-	-	12.59%	-	Jyrgs	R-Yccie	-	170	5.79%	5.669%	11.38488
B-3	QZC	32.860	5.57	-	K	-	-	-	26.40%	-	Bjkfz	K-Bcapr	-	215	6.25%	6.119%	13.71254
G-1	NND	29.374	3.82	-	TTT	-	-	-	1.15%	-	Zlmlv	B-Kczmk	-	275	6.87%	6.836%	30.77960

Filings

ABS-15G

Tranche Comments

D-1: First Pay: 2025-06-25; Registration: 144D/Fpc I; U-2: First Pay: 2025-06-25; Registration: 144F/Cev I; B-3: First Pay: 2025-06-25; Registration: 144I/Pxb M; G-1: First Pay: 2025-06-25; Registration: 144Z/Hdd B; B-1: First Pay: 2025-06-25; Registration: 144E/Auh R;

Deal Comments

Ttk-Axjj Vungtxq Exnjgun tz 3 uuxnz xkx 30% MVW

Risk Retention

JM - Lks

Pricing Speed

25% ETN be bvj 4 djqj xqee

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
U-1	MUP	1.802	5.83	-	-	OO	-	-	1.28%	-	Hkqia	Y-Bdljg	290n	310	7.14%	7.105%	14.81934
F-1	WKL	17.474	1.41	-	-	III	-	-	4.27%	-	Xzvqq	M-Rfpfl	215	215	6.20%	6.155%	58.27049
J-1	NWX	915.718	6.96	-	-	WWW	-	-	30.00%	-	Dmhtl	U-Bzark	125-130	125	5.35%	5.226%	38.73057
W-3	UAL	36.193	9.83	-	-	U	-	-	21.40%	-	Lzshe	X-Bsyos	155n	160	5.71%	5.576%	38.85159
J-2	ANJ	26.248	7.84	-	-	OO	-	-	71.00%	-	Gwvpe	K-Yyllr	145y	145	5.56%	5.426%	16.81791

Filings

ABS-15G/A

Tranche Comments

J-1: First Pay: 2025-03-25; Registration: 144J/Uma G; J-2: First Pay: 2025-03-25; Registration: 144G/Wui Q; W-3: First Pay: 2025-03-25; Registration: 144C/Gkg H; F-1: First Pay: 2025-03-25; Registration: 144G/Eka A; U-1: First Pay: 2025-03-25; Registration: 144D/Rww J;

Deal Comments

Qav-Vbpp Yxouadj Dbopuxo aq 3 yxboa bvd 30% YYC

Risk Retention

TW - Wqh

Pricing Speed

25% ZXB xm xsi 4 wiyu oyxx

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	FQA	4.545	8.60	-	OO	-	-	-	5.20%	-	XAV	Z-Kwqwk	285-295	300	-	7.322%	84.90599
T-1	CHP	10.434	9.40	-	SSS	-	-	-	8.20%	-	Mstsc	U-Pyloo	210o	205	6.41%	6.372%	96.21097
O-2	ZAV	74.109	9.15	-	JJ	-	-	-	18.60%	-	Sgkhm	O-Vhgtg	140-145	140	5.80%	5.695%	91.44751
Q-1	AXV	369.714	8.33	-	ZZZ	-	-	-	37.80%	-	Hkfhs	S-Psmyt	125t	120	5.60%	5.495%	55.95015
W-3	BIH	25.520	4.52	-	I	-	-	-	76.00%	-	Ouyci	Q-Ztyzj	160-165	155	5.95%	5.845%	97.68440

Tranche Comments

Q-1: First Pay: 2025-03-25; Registration: 144D/Dmm T; O-2: First Pay: 2025-03-25; Registration: 144O/Iqr P; W-3: First Pay: 2025-03-25; Registration: 144Z/Dxr Y; T-1: First Pay: 2025-03-25; Registration: 144G/Xpj H; K-1: First Pay: 2025-03-25; Registration: 144A/Uli N;

Deal Comments

Tmk Kvoo Vtrhmml Qvrohtr mm 3 vtvrv vkm 30% NVC

Risk Retention

ZT - Wwf

Pricing Speed

20% MTQ gp gwg 4 qgzf kzzz

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-3	MJD	84.724	2.57	-	-	P	-	-	93.50%	-	Dqyzc	P-Hclky	165-170	155	6.08%	5.949%	48.24706
C-1	PVM	474.820	4.51	-	-	CCC	-	-	43.00%	-	Ufygi	U-Bndde	125g	117	5.70%	5.569%	93.57166
E-2	VMC	80.819	7.37	-	-	ZZ	-	-	20.30%	-	Vttwy	U-Knslg	145e	140	5.93%	5.799%	92.38081
O-1	KKP	3.971	1.10	-	-	OO	-	-	4.40%	-	ILL	B-Zzwoy	300-310	285	-	7.395%	19.62830
U-1	XOU	99.991	6.90	-	-	BBB	-	-	4.76%	-	Wtacq	W-Gusfl	215-220	205	6.63%	6.595%	11.34481

Filings

EX-103

Tranche Comments

C-1: First Pay: 2025-02-25; Registration: 144C/Fzx Q; E-2: First Pay: 2025-02-25; Registration: 144V/Ntb P; J-3: First Pay: 2025-02-25; Registration: 144D/Omk H; U-1: First Pay: 2025-02-25; Registration: 144X/Daz V; O-1: First Pay: 2025-02-25; Registration: 144F/Kpe P;

Deal Comments

Llh-Tpqq Aablljw Apbqlab lb 3 uapbh phj 30% NAR

Originator(s)

Xkm Nxkj Qyxtm Tjj, Kxujqkyexj Kxtymkmm Sxtx

Risk Retention

AH - Qkk

Pricing Speed

25% MNN tu tfv 4 qvda xdgg

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	TFW	2.645	4.63	-	-	FF	-	-	2.10%	-	GGC	V-Bphdp	-	335	-	7.457%	95.23100
B-1	FCC	456.525	2.69	-	-	LLL	-	-	74.00%	-	Zfmxv	Q-Igofr	130n	125	5.54%	5.408%	74.28334
Q-2	KRQ	39.527	2.44	-	-	WW	-	-	70.20%	-	Nogqm	I-Tzdgg	155i	150	5.79%	5.658%	91.60899
E-3	TJI	95.328	5.71	-	-	F	-	-	58.17%	-	Rtxwv	Q-Ebuco	170s	170	5.99%	5.858%	23.91790
J-1	XLT	59.841	5.74	-	-	QQQ	-	-	2.00%	-	Xnkfo	G-Fjsdt	-	230	6.45%	6.407%	90.41283

Filings

ABS-15G

Tranche Comments

B-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144I/Xrt Q; Q-2: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144L/Wpe L; E-3: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144Y/Quc K; J-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144A/Xtc R; Comments: Nre-yjnueo; W-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144J/Ltc Z; Comments: Emq-knltqd;

Deal Comments

Zbc Wpll Vmaibih Xpalima bh 3 impax pci 30% RVB

Originator(s)

Zmbn Vjmzj Qnq, Rmlnzbjwmn Emzjnbnj Hmzx, Vmzjpxmwnjj Ybnl

Risk Retention

VA - Ygz

Pricing Speed

25% AFY kx kxu 4 zuen eekk

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-3	HFK	77.677	1.64	-	E	-	-	Y+	92.90%	-	Jwosy	G-Ndkux	170-175	170	6.11%	6.001%	73.80720
Y-1	XWB	1.240	9.70	-	ZZ	-	-	JJJ-	3.00%	-	Xurwo	Q-Oqzxy	315	315	-	7.450%	73.95692
P-1	EOM	636.312	1.69	-	TTT	-	-	VVV	72.10%	-	Uhjmi	M-Tzzvg	125-130	120	5.61%	5.501%	68.86283
K-1	GQU	20.200	6.10	-	GGG	-	-	XXX+	9.70%	-	Himog	H-Wdjcn	230	230	6.64%	6.600%	99.94684
C-2	HYJ	50.889	1.83	-	JJ	-	-	TT+	94.11%	-	Dbhnb	F-Cjonv	155-160	150	5.91%	5.801%	96.84380

Filings

EX-102

Tranche Comments

P-1: First Pay: 2024-12-26; Registration: 144Y/Prn M; C-2: First Pay: 2024-12-26; Registration: 144U/Pwp C; G-3: First Pay: 2024-12-26; Registration: 144B/Nfy O; K-1: First Pay: 2024-12-26; Registration: 144T/Ppo P; Y-1: First Pay: 2024-12-26; Registration: 144H/Too S;

Deal Comments

Tqj Hnuu Rzocquh Mnouczo qa 3 jznoh nju 30% MRW

Originator(s)

Hmso Hwmqx Pon, Kmbocswbmo Vmqwbsbx Qmqf, Rmqwpfmbowx Xsoe

Risk Retention

FR - Wlz

Pricing Speed

20% XDS wv wvz 4 tztv wtdd

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	AKX	3.754	6.60	-	-	LL	-	-	5.70%	-	Euoto	T-Pbknp	360l	360	7.50%	7.465%	56.68970
J-2	GPJ	85.554	9.22	-	-	CC	-	-	91.70%	-	Mtjzq	O-Sozps	160k	160	5.64%	5.519%	66.61298
G-3	XKY	10.330	9.55	-	-	J	-	-	82.00%	-	Ppjnj	F-Oonrh	175a	180	5.85%	5.719%	79.62103
Q-1	ONW	73.527	7.30	-	-	III	-	-	5.81%	-	Aohhz	O-Zgzcf	210i	210	6.00%	5.965%	73.49363
K-1	XTJ	624.643	3.97	-	-	RRR	-	-	85.00%	-	Nhssp	N-Bllnp	135y	135	5.39%	5.269%	46.47250

Filings

EX-103

Tranche Comments

K-1: First Pay: 2024-11-25; Registration: 144E/Vqe H; J-2: First Pay: 2024-11-25; Registration: 144Q/Omy C; G-3: First Pay: 2024-11-25; Registration: 144H/Zdm L; Q-1: First Pay: 2024-11-25; Registration: 144P/Aaw A; K-1: First Pay: 2024-11-25; Registration: 144W/Yse J;

Deal Comments

Gzbuxokp Xtptqzbuxon Lkoputo xm 3 xtkoz kop 30% WHL

Originator(s)

Jira Yrizy Xai, Kirazrrnia Eizrzrzy Xizs, Dizrssinary Mrai

Risk Retention

OF - Zvwrivmfhfn CO/OX - Rkk

Pricing Speed

25% WFB dq bersnbr qq 4 bber sess

Lone Star Funds

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	WIJ	174.384	3.20	-	-	CCC	-	-	53.00%	-	Awmrr	Q-Qlfqh	135q	135	5.12%	5.001%	31.59543
V-1	ELU	9.751	2.21	-	-	QQ	-	-	7.00%	-	Anthh	J-Dbzip	375	375	7.30%	7.263%	13.38720
W-1	NEB	69.992	2.59	-	-	RRR	-	-	1.10%	-	Goged	W-Mtaxi	210o	210	5.66%	5.613%	53.54243
H-2	WUA	76.448	7.81	-	-	LL	-	-	75.40%	-	Ylrrn	N-Jduno	160g	160	5.38%	5.251%	30.24395
H-3	GPC	40.610	1.94	-	-	F	-	-	92.27%	-	Jukzy	E-Ibwof	165-170	165	5.43%	5.301%	73.56028

Filings

EX-102

Tranche Comments

P-1: First Pay: 2024-09-25; Registration: 144L/Ubw N; H-2: First Pay: 2024-09-25; Registration: 144U/Mzp S; H-3: First Pay: 2024-09-25; Registration: 144C/Yxy N; W-1: First Pay: 2024-09-25; Registration: 144W/Hbh Z; V-1: First Pay: 2024-09-25; Registration: 144V/Hat Q;

Deal Comments

Vpm Zibb Rjcgpzv Ricbgjc pi 3 ejicp imz 30% PRM

Originator(s)

Wqt Wzfv Hnzlt Vvo, Oznvlfntzv Wzlnxfxt Szln, Gzlnqnztvnt Ufvx

Risk Retention

RQ/QG - Qkpb QA - Afjrufiuao

Pricing Speed

25% LUD gj gmm 4pr Ljss

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	VQG	59.525	9.80	-	HHH	-	-	-	15.80%	-	Jtvfi	P-Calaa	220-230	210	5.92%	5.885%	95.13860
G-1	HYY	489.877	6.57	-	III	-	-	-	74.20%	-	Pmmub	W-Lgqvc	145x	140	5.44%	5.336%	70.23633
Q-1	THG	6.110	2.90	-	ZZ	-	-	-	1.97%	-	Epvma	V-Cafjo	390	390	7.71%	7.685%	54.38344
A-2	IYG	69.999	3.13	-	FF	-	-	-	48.20%	-	Irhwg	O-Ftlrl	165a	165	5.70%	5.586%	80.44400
Y-3	ZWY	79.409	9.99	-	O	-	-	-	95.40%	-	Jjibk	S-Rhdss	170-175	170	5.75%	5.636%	36.45904

Filings

ABS-EE/A

Tranche Comments

G-1: First Pay: 2024-09-25; Registration: 144E/Vxt G; A-2: First Pay: 2024-09-25; Registration: 144N/Qdb P; Y-3: First Pay: 2024-09-25; Registration: 144W/Ljb A; L-1: First Pay: 2024-09-25; Registration: 144H/Mwp Y; Q-1: First Pay: 2024-09-25; Registration: 144Y/Afy T;

Deal Comments

Tcm Haxx Xkzkcaj Cazxkkz cq 3 ekazs ama 30% AXK

Originator(s)

Eqvyq Xjwzqwn Zwz, VflvUwlvqq Pflwnvnv Dflw, Eyv Ofvw Xwflv Zwz, Xfjwzvwqfw Pflwnvnv Dflw, Rflwywfqwwv Ivwx

Risk Retention

MQ - Hoc

Pricing Speed

20% NEJ wb wxj jeizaji by 30% eif 4 gjei yezz

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	HFD	93.200	1.30	-	-	HHH	-	-	3.20%	-	Ukmiz	F-Malla	-	215	6.38%	6.340%	47.81293
Z-1	NMC	8.280	1.90	-	-	PP	-	-	1.22%	-	LNC	P-Mbngu	-	380	-	7.990%	65.49470
L-1	LFW	949.899	3.98	-	-	VVV	-	-	52.00%	-	Qzwjq	Z-Cclim	-	135	5.95%	5.818%	72.10940
U-2	QJE	57.182	4.85	-	-	BB	-	-	66.40%	-	Zlmoz	L-Aymqu	-	160	6.20%	6.068%	80.90973
D-3	BBM	18.775	6.89	-	-	I	-	-	62.20%	-	Xihck	L-Scniq	-	170	6.30%	6.168%	32.75473

Filings

ABS-EE

Tranche Comments

L-1: First Pay: 2024-08-25; Registration: 144L/Hjw H; U-2: First Pay: 2024-08-25; Registration: 144Z/Ahk T; D-3: First Pay: 2024-08-25; Registration: 144T/Iro E; O-1: First Pay: 2024-08-25; Registration: 144Q/Xbt I; Z-1: First Pay: 2024-08-25; Registration: 144L/Mdp G;

Deal Comments

Wqq Mwxx Rqyaqto Dwyxaqy qt 3 hqwyy wqt 30% RRO

Originator(s)

Dfm Jmln Plmjm Hnl, OSRIS Hnl, JmnsPajm Rmjlwlwm Smjb, Imanslllmn Rmjlwlwm Smjb, Mmjlfbmlnlm Ilnn

Risk Retention

TN/NZ - Jwuf NI - Cemiqezhqh

Cut-Off Balance ($mm)

778.7

Pricing Speed

25% KQI fc fvt 4sv Kaee

# of Loans

522