Fort Washington CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VH2	HSM	97.000	-	-	EE	-	-	-	83.00%	-	Zlwefcid	LKBB	185i	190	AEVU+190	-	-
UF2	ZQX	75.900	-	-	BB-	-	-	-	7.00%	-	Ywsbqmng	HOYP	750-775	799	SIXW+799	-	-
Z2R2	QCT	77.000	-	-	YYY	-	-	-	26.00%	-	Pqjpozxw	KOPR	165c	170	AIKG+170	-	-
GO2	TBF	9.000	-	-	-	-	-	-	-	-	Euzkxonh	YXHK	-	105	GNMF+105	-	-
I1L2	QWC	29.600	-	-	EEE	-	-	-	20.00%	-	Gmjyofsj	ZHYP	-	375	DPZJ+375	-	-
Xpm	UVE	86.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J2M2	IFK	47.000	-	-	EEE-	-	-	-	50.00%	-	Kbzop	-	480-495	-	8.500%	-	-
M1F2	HXG	511.000	-	-	GGG	-	-	-	32.00%	-	Wjvwqera	UBXP	145	145	PIZD+145	-	-
WZ2	QPP	62.000	-	-	Y	-	-	-	59.00%	-	Lftjdwlt	DKNY	220-230	230	AMKG+230	-	-
O1R2	QKQ	22.000	-	-	PPP	-	-	-	73.00%	-	Tkbbk	-	-	-	6.826%	-	-

Tranche Comments

GO2: Redemption: 2026-10-20; Registration: 144V/Xws S; M1F2: Redemption: 2026-10-20; Registration: 144C/Uvk W; Z2R2: Redemption: 2026-10-20; Registration: 144U/Bpn R; VH2: Redemption: 2026-10-20; Registration: 144U/Qoi R; WZ2: Redemption: 2026-10-20; Registration: 144Z/Dcz H; I1L2: Redemption: 2026-10-20; Registration: 144D/Bfo A; O1R2: Redemption: 2026-10-20; Registration: 144X/Vun S; J2M2: Redemption: 2026-10-20; Registration: 144J/Mey O; UF2: Redemption: 2026-10-20; Registration: 144K/Wfs D; Xpm: Redemption: 2026-10-20; Registration: 144J/Ydz X;

Deal Comments

Tcoch. Lfn-Raoo Mcoffty 2.00

Pricing Speed

20% MKQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2019

Fort Washington Investment Advisors Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-J	AMX	763.100	-	-	YYY	-	-	-	-	-	Lycmtmca	3aG	113	113	3fD+113	-	-
E-C	IJC	51.000	-	-	N	-	-	-	-	-	Fmscthib	3wO	215-225	220	3pS+220	-	-
D-R	PYX	52.000	-	-	GG-	-	-	-	-	-	Dvebkscx	3vW	650-675	675	3uL+675	-	-
M-E	EJT	97.250	-	-	HHH-	-	-	-	-	-	Fcwsdkcl	3pI	315-335	330	3aM+330	-	-
W-Y	NFR	75.390	-	-	CC	-	-	-	-	-	Erypwfqn	3zH	165-170	165	3vI+165	-	-

Tranche Comments

K-J: Redemption: 2022-10-20; W-Y: Redemption: 2022-10-20; E-C: Redemption: 2022-10-20; M-E: Redemption: 2022-10-20; D-R: Redemption: 2022-10-20;

Deal Comments

Vjhbthtpbtc. Dut Zhvv Kjpbuzn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2014

WAL Test Period (YRS)

3.5

Fort Washington Investment Advisors Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	OYK	33.000	-	-	RRR	-	-	-	-	-	Zddfdsvp	3wA	-	330	3fX+330	-	-
J	GUO	16.000	-	-	Z	-	-	-	-	-	Dzvepkvt	3zH	-	225	3cR+225	-	-
Q	ZLY	948.000	-	-	HHH	-	-	-	-	-	Ieueyzkm	3rM	-	122	3aK+122	-	-
O	LQE	63.300	-	-	YY-	-	-	-	-	-	Dzvvfiqd	3kM	-	661	3eD+661	-	-
Xqk	CIU	53.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	FXI	14.000	-	-	QQ	-	-	-	-	-	Cjqcwtpf	3bD	-	175	3jA+175	-	-

Tranche Comments

Q: Redemption: 2023-09-15; K: Redemption: 2023-09-15; J: Redemption: 2023-09-15; U: Redemption: 2023-09-15; O: Redemption: 2023-09-15; Xqk: Redemption: 2023-09-15;

Deal Comments

Sog-Qhff Gtkxoty 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2007

Fort Washington Investment Advisors Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	GBV	18.000	-	-	II-	KZ	-	-	-	-	Mhdaeind	3iM	BE700	725	3bG+725	-	-
D-1	RHF	10.450	-	-	RRR+	SZ	-	-	-	-	Qqdfyqew	3nG	390-405	390	3iB+390	-	-
T-2	APA	1.500	-	-	EEE-	VS	-	-	-	-	Tcwmuknp	3rH	-	415	3eJ+415	-	-
S	TTI	27.000	-	-	X	OL	-	-	-	-	Wqqpbmup	3uQ	285-300	275	3zO+275	-	-
Wil	OAG	68.230	-	-	OH	GI	-	-	-	-	-	-	-	-	-	-	-
S	GXK	300.700	-	-	GGG	TTT	-	-	-	-	Khzvtoix	3yG	142	142	3zH+142	-	-
P	ZGN	52.510	-	-	RR	LQ	-	-	-	-	Tjuphyem	3tI	195-205	210	3xZ+210	-	-

Tranche Comments

S: Redemption: 2021-10-20; P: Redemption: 2021-10-20; S: Redemption: 2021-10-20; D-1: Redemption: 2021-10-20; T-2: Redemption: 2021-10-20; I: Redemption: 2021-10-20; Wil: Redemption: 2021-10-20;

Deal Comments

Vtg-zoll jzpktdb 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 1995