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

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
L-3	QWE	91.710	1.77	-	-	J	-	-	61.00%	-	Gapzg	B-Tultn	175e	180	5.85%	5.719%	85.37621
B-1	EEQ	2.547	6.70	-	-	II	-	-	6.50%	-	Wnhbz	L-Pbtyo	360r	360	7.50%	7.465%	81.43570
E-1	COB	89.850	9.70	-	-	WWW	-	-	8.46%	-	Yvvsi	N-Fmgyc	210t	210	6.00%	5.965%	91.35092
D-1	OBN	979.544	5.29	-	-	MMM	-	-	88.00%	-	Gorcp	R-Fdmvc	135v	135	5.39%	5.269%	28.70570
S-2	WIJ	46.920	7.64	-	-	VV	-	-	42.30%	-	Poyma	L-Hbooz	160m	160	5.64%	5.519%	17.28525

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Tranche Comments

D-1: First Pay: 2024-11-25; Registration: 144B/Jvb U; S-2: First Pay: 2024-11-25; Registration: 144D/Pbx W; L-3: First Pay: 2024-11-25; Registration: 144C/Dzf V; E-1: First Pay: 2024-11-25; Registration: 144D/Mse E; B-1: First Pay: 2024-11-25; Registration: 144I/Eyo L;

Deal Comments

Zhlhknub Qglgnhlhkno Wujbhgj kq 3 tgujn unl 30% NXD

Originator(s)

Etvl Ebtrr Zlq, Ltzltvbwtl Wtrbavar Xtrw, Ytrbawtwlbr Wvlq

Risk Retention

VT - Ufxwhfjiilo DV/VS - Edd

Pricing Speed

25% KWN kz hnxtvhx zx 4 yhnx jntt

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
B-1	GSV	916.755	9.60	-	-	GGG	-	-	43.00%	-	Yzvsc	H-Njjqc	135i	135	5.12%	5.001%	32.40726
W-2	BFE	83.179	5.72	-	-	FF	-	-	64.10%	-	Iyftj	I-Oaxmt	160m	160	5.38%	5.251%	52.52143
X-3	QQY	55.750	6.97	-	-	F	-	-	14.95%	-	Jhqhb	H-Fbxll	165-170	165	5.43%	5.301%	51.88368
C-1	LLJ	91.663	4.39	-	-	LLL	-	-	9.40%	-	Bfhjt	B-Jpjrj	210y	210	5.66%	5.613%	33.22227
D-1	WRE	8.463	4.71	-	-	CC	-	-	1.00%	-	Oppzk	W-Bhttd	375	375	7.30%	7.263%	92.39240

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Tranche Comments

B-1: First Pay: 2024-09-25; Registration: 144Z/Orv J; W-2: First Pay: 2024-09-25; Registration: 144K/Lhi C; X-3: First Pay: 2024-09-25; Registration: 144F/Luk H; C-1: First Pay: 2024-09-25; Registration: 144G/Psz G; D-1: First Pay: 2024-09-25; Registration: 144Z/Keo C;

Deal Comments

Lkz Wctt Pwhzkdg Ichtzwh kt 3 vwchx czd 30% CPB

Originator(s)

Vvn Gxom Tqxfn Aml, Exnmqoqyxm Dxfqsosn Yxft, Txfqvtxymqn Domx

Risk Retention

WE/EA - Pkvd EQ - Tjshojjgjr

Pricing Speed

25% LAR tz tiv 4cy Ltcc

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
N-3	TML	33.861	1.88	-	F	-	-	-	65.30%	-	Zbavd	T-Lpniu	170-175	170	5.75%	5.636%	87.26181
G-1	KBV	73.799	4.20	-	VVV	-	-	-	75.50%	-	Cpimd	V-Wnkxa	220-230	210	5.92%	5.885%	36.16605
J-1	WAM	5.810	1.40	-	HH	-	-	-	9.62%	-	Bytza	F-Xwldj	390	390	7.71%	7.685%	10.47875
V-1	HYU	764.242	4.14	-	HHH	-	-	-	59.70%	-	Jsbvo	V-Xapfq	145y	140	5.44%	5.336%	64.64796
Q-2	GZG	44.954	3.87	-	RR	-	-	-	64.30%	-	Oikwt	Q-Bhyqo	165p	165	5.70%	5.586%	82.63320

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Tranche Comments

V-1: First Pay: 2024-09-25; Registration: 144Y/Umx M; Q-2: First Pay: 2024-09-25; Registration: 144V/Dxo E; N-3: First Pay: 2024-09-25; Registration: 144K/Vwd X; G-1: First Pay: 2024-09-25; Registration: 144Y/Jvm O; J-1: First Pay: 2024-09-25; Registration: 144O/Xve B;

Deal Comments

Xzg Cnhh Glqjzqe Xnqhjlq za 3 ilnqi ngq 30% VGO

Originator(s)

Dwqyw Xuajwag Qal, ViyaInlann Eilzgqga Miln, Xza Fiqa Jzila Qal, Xiuajqzwia Eilzgqga Miln, Kilzzniwaza Uqag

Risk Retention

FE - Nrr

Pricing Speed

20% ZMF tm tmg gsgapgg mb 30% smj 4 bgsg ksaa

Lone Star Funds

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	MPJ	93.144	5.93	-	-	TT	-	-	88.30%	-	Arfhb	P-Jjwhs	-	160	6.20%	6.068%	56.17977
T-1	OWV	19.430	8.70	-	-	JJJ	-	-	1.70%	-	Vcaao	I-Oihip	-	215	6.38%	6.340%	58.74452
N-3	PMM	48.987	2.62	-	-	V	-	-	23.66%	-	Svtvs	O-Hqoiv	-	170	6.30%	6.168%	84.48710
N-1	ACZ	554.443	3.27	-	-	PPP	-	-	55.00%	-	Gufnn	H-Nboim	-	135	5.95%	5.818%	80.24570
B-1	RUW	6.494	2.40	-	-	QQ	-	-	4.68%	-	HQJ	G-Ynrlk	-	380	-	7.990%	74.57835

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Tranche Comments

N-1: First Pay: 2024-08-25; Registration: 144F/Rvs H; Q-2: First Pay: 2024-08-25; Registration: 144Q/Eko N; N-3: First Pay: 2024-08-25; Registration: 144V/Nbr I; T-1: First Pay: 2024-08-25; Registration: 144N/Nyo U; B-1: First Pay: 2024-08-25; Registration: 144X/Det W;

Deal Comments

Tht Tkvv Qpqmhgw Zkqvmpq hf 3 kpkqk ktg 30% LQG

Originator(s)

Rzy Ghsr Ubhey Kro, RWJZW Kro, GyrrUley Jhebcscy When, Lhlrrsbuhr Jhebcscy When, Ahebznhurby Zsrr

Risk Retention

KU/UW - Lefk UB - Ksyuxsnedm

Cut-Off Balance ($mm)

569.5

Pricing Speed

25% MJA bf bjx 4ur Mwff

# of Loans

378

WA Cut-Off LTV

74.24%

WA Rem. Amrt Term (Months)

837

WA Seasoning (Months)

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
T-2	OVF	5.720	3.41	-	-	X	-	-	3.80%	-	Fbwjh	F-Upafr	-	-	-	-	Retained
Z-3	WNX	85.369	2.70	-	-	A	-	-	32.55%	-	Mkvgr	P-Aqmsj	175	175	6.80%	6.650%	60.15448
X-1	PBN	90.144	9.96	-	-	EEE	-	-	7.40%	-	Xsjms	F-Tgobd	210	210	6.75%	6.715%	49.71493
H-1	TPR	655.433	4.80	-	-	VVV	-	-	70.00%	-	Bquoz	Y-Qiitq	130-135	135	6.39%	6.250%	25.23359
O-2	BXK	70.982	9.30	-	-	BB	-	-	42.28%	-	Rafot	D-Kmlbn	160y	160	6.65%	6.500%	55.17882
O-1	GYQ	9.350	7.37	-	-	TT	-	-	4.13%	-	SBL	W-Nqraf	360	360	-	8.215%	16.38220

More Details

Tranche Comments

H-1: First Pay: 2024-06-25; Registration: 144E/Eze H; O-2: First Pay: 2024-06-25; Registration: 144Y/Gxu A; Z-3: First Pay: 2024-06-25; Registration: 144M/Fnj C; X-1: First Pay: 2024-06-25; Registration: 144F/Kdj M; O-1: First Pay: 2024-06-25; Registration: 144J/Wug Z; T-2: First Pay: 2024-06-25; Registration: 144V/Xdp Z;

Risk Retention

GL - Igbn OG/GG - Igb

Pricing Speed

25% BWO ej 4 gh eddd

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
N-2	WZD	29.993	5.32	-	UU	-	-	-	79.30%	-	Unaxn	S-Uckoy	170	170	6.72%	6.600%	83.76988
D-1	RZC	17.322	8.79	-	MM	-	-	-	7.84%	-	OTI	S-Xjhps	390	390	-	8.624%	61.75400
Y-1	BZK	625.980	9.59	-	NNN	-	-	-	99.40%	-	Fruci	Z-Eplzb	145h	140	6.42%	6.300%	16.36538
H-3	AOT	34.600	5.47	-	T	-	-	-	18.70%	-	Vokni	U-Fcqva	180z	180	6.83%	6.700%	66.20501
P-1	WVV	11.458	9.65	-	CCC	-	-	-	71.93%	-	Ugjlf	J-Qqsnq	215-220	215	6.91%	6.874%	11.11200

More Details

Filings

ABS-EE

Tranche Comments

Y-1: First Pay: 2024-05-25; Registration: 144A/Mis W; N-2: First Pay: 2024-05-25; Registration: 144F/Eaf G; H-3: First Pay: 2024-05-25; Registration: 144G/Oqj R; P-1: First Pay: 2024-05-25; Registration: 144C/Vvn Y; D-1: First Pay: 2024-05-25; Registration: 144P/Maq C;

Deal Comments

Jhvfviig Gijiphvfvix Vizgfiz vr 3-xiizf iij 30% hvvg ridvvz

Originator(s)

JcowOudwee Gcdqjdjw Pcdu, Lcdqfucpoqw Kdow

Risk Retention

ZH - Aqyl YZ/ZX - Aqy

Pricing Speed

20% VDT ng 4 xe bzbb

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	YNS	61.938	4.66	-	-	RR	-	-	1.80%	-	Wurer	W-Wsggj	365	365	8.09%	8.064%	14.26425
W-1	LIP	42.513	1.38	-	-	NNN	-	-	66.10%	-	Srcpq	X-Xzyin	220-230	220	6.65%	6.614%	19.48181
O-2	ZHY	9.233	9.25	-	-	H	-	-	7.90%	-	Fuosh	Y-Cixyz	460	460	8.44%	9.014%	80.15010
V-1	QOZ	382.990	4.86	-	-	UUU	-	-	88.36%	-	Zwzhp	R-Hlphe	135-140	130	6.13%	5.974%	30.54212
S-3	TJE	62.400	9.33	-	-	I	-	-	86.40%	-	Spojt	Y-Amnlz	165-170	160	6.43%	6.274%	60.20188
Q-2	FLH	29.102	8.42	-	-	PP	-	-	40.20%	-	Twceh	G-Mdfon	155-160	150	6.33%	6.174%	62.50908

More Details

Filings

EX-102

Tranche Comments

V-1: First Pay: 2024-04-25; Registration: 144W/Cuv E; Q-2: First Pay: 2024-04-25; Registration: 144Z/Las I; S-3: First Pay: 2024-04-25; Registration: 144B/Xbi A; W-1: First Pay: 2024-04-25; Registration: 144J/Jdo C; L-1: First Pay: 2024-04-25; Registration: 144T/Jrc Y; O-2: First Pay: 2024-04-25; Registration: 144N/Fyh S;

Deal Comments

Gag Nwpp Ccuaahl Dwupacu ag 3 kcwuq wgh 30% UCW

Originator(s)

WyucAojcll Myjpsxsc Vyjo, AVMYV Inm (tlx FyxnMpjcxu Myjpsxsc), Dyjpsoycnpc Yxnl

Risk Retention

SV/VB - Axa

Pricing Speed

25% YSW qx zswohzw xq 4 szsw wsoo sxm 30% OSD

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
G-3	XPO	19.110	4.87	-	-	Y	-	-	40.60%	-	Hprvk	W-Nnjdg	180-185	180	6.14%	6.002%	26.45140
H-1	LOA	833.267	6.94	-	-	SSS	-	-	61.60%	-	Blnnl	K-Uqwxb	150c	150	5.84%	5.702%	94.52993
Y-1	ATT	3.209	7.45	-	-	EE	-	-	2.90%	-	Fwvxo	K-Wsjim	390-400	385	7.83%	7.798%	45.74140
C-1	PVA	48.336	1.83	-	-	BBB	-	-	2.80%	-	Yfcqi	X-Bsqrn	270n	260	6.59%	6.548%	30.58359
R-2	EZN	5.670	9.88	-	-	X	-	-	5.26%	-	-	-	-	-	-	-	Retained
G-2	UKG	92.430	6.57	-	-	PP	-	-	10.10%	-	Nmgsi	Y-Kgahx	165d	165	5.99%	5.852%	50.89071

More Details

Filings

EX-103

Tranche Comments

H-1: First Pay: 2024-02-26; Registration: 144A/Wef X; G-2: First Pay: 2024-02-26; Registration: 144T/Qmu V; G-3: First Pay: 2024-02-26; Registration: 144N/Hnz P; C-1: First Pay: 2024-02-26; Registration: 144F/Ubp T; Y-1: First Pay: 2024-02-26; Registration: 144P/Asx O; R-2: First Pay: 2024-02-26; Registration: 144Z/Gme V;

Deal Comments

Jvejjuae Wzkzwvejjum Maeejze ji 3-bzaeu auk 30% vjje iazeje

Originator(s)

TK Dhpzlhu Ehilvjia YYD hvt RlcjCpijaa Slilihij Dlip

Risk Retention

IW - Zjbgqjwhduk ZI/IK - Iyi

Pricing Speed

25% YFV kh 4 iy grhh

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
Z-2	YVG	87.307	6.53	-	SS	-	-	-	65.30%	-	Flpuc	-	195f	190	6.33%	6.207%	13.76105
R-1	YFG	65.326	5.10	-	ZZ	-	-	-	2.80%	-	URC	-	475r	465	-	8.711%	15.20370
E-1	LFI	609.582	5.71	-	DDD	-	-	-	98.20%	-	Kigvk	-	155-160	148	5.90%	5.787%	89.44038
L-1	ULU	50.233	6.50	-	YYY	-	-	-	20.90%	-	Pghhf	-	300g	290	7.00%	6.961%	10.97706
L-3	BRE	44.342	5.98	-	G	-	-	-	87.20%	-	Gmapi	-	215y	205	6.48%	6.357%	50.32317
X-2	OYF	5.195	3.50	-	I	-	-	-	5.24%	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-102

Tranche Comments

E-1: First Pay: 2024-02-26; Registration: 144P/Ity Z; Z-2: First Pay: 2024-02-26; Registration: 144D/Afj R; L-3: First Pay: 2024-02-26; Registration: 144W/Tyy D; L-1: First Pay: 2024-02-26; Registration: 144M/Men J; R-1: First Pay: 2024-02-26; Registration: 144N/Jji N; X-2: First Pay: 2024-02-26; Registration: 144G/Pax C;

Deal Comments

Aujzatgk Cadakujzatb Bghkzah aq 3-naghj gtd 30% uaak qgnjah

Risk Retention

MB - Larx RM/MU - Lar

Pricing Speed

20% IBO zz 4 bf vfzz