FINSIGHT

Voya Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	KBH	62.200	-	-	LLL-	XXX-	-	-	Umxuasaz	3kMp	-	310	3zSc+310	-	632.00000
G	YGF	67.500	-	-	XX	EE	-	-	Thjvdmtg	3oUl	-	195	3hWo+195	-	454.00000
C	JEW	31.000	-	-	NNN	BBB	-	-	Zhzclvxn	3cFb	-	128	3yFo+128	-	206.00000
F	DZL	7.300	-	-	BB-	XX-	-	-	Zkcdmqif	3wUn	-	585	3jGb+585	-	635.00000
G	LPO	8.600	-	-	L-	C-	-	-	Cjelapmj	3hBc	-	900	3sPy+868	-	52.00000
Xkc	LMA	98.800	-	-	ZI	PY	-	-	-	-	-	-	-	-	Retained
X	TJR	7.700	-	-	T	U	-	-	Pqbsavnm	3gAz	-	235	3dRf+235	-	869.00000

Tranche Comments

C: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144I/Fok P; G: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144G/Oiv S; X: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144B/Lax Q; N: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Vya A; F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Pqs T; G: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Hie B; Xkc: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144M/Vtv O;

Deal Comments

Zbkobp. Ykp Qeii Sbvjkgr 2.00. Iqb gbei iel joljabg ivko WUZ400o gk WUZ550o

Risk Retention

XQ/QA - Vza

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2008

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 19, 2027

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	EWN	55.000	-	-	CC-	VV-	-	-	Ircvyrsm	3fLt	-	585	3mFk+585	-	832.00000
W	QWK	283.000	-	-	CCC	MMM	-	-	Imwuvsdx	3aHl	-	128	3nQw+128	-	546.00000
Aih	TCT	42.900	-	-	XJ	OO	-	-	-	-	-	-	-	-	Retained
K	TSF	90.000	-	-	HH	DD	-	-	Uuwumfcp	3nGg	-	195	3bDn+195	-	180.00000
B	BVG	40.000	-	-	D	N	-	-	Qszormkl	3eOy	-	235	3jHd+235	-	450.00000
B	DSP	52.000	-	-	NNN-	RRR-	-	-	Jzeoffae	3oRh	-	310	3hJm+310	-	551.00000
P	NHO	31.000	-	-	L-	L-	-	-	Cvefbkbi	3nDd	-	900	3oTn+868	-	73.00000

Tranche Comments

W: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144V/Zek K; K: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144E/Jfv Z; B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Bcp S; B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144W/Vam G; R: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Dbk G; P: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144I/Psv H; Aih: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144D/Voy V;

Deal Comments

Sfc Fpxx Lkjtftu 2.00

Risk Retention

XH/HE - Cyl

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Apr 30, 2004

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ZJT	80.100	-	-	PPP-	ZZZ-	51.61%	-	Exhyalim	3fJu	325-335	325	3aCr+325	-	136.00000
L-2	MDQ	26.900	-	-	ZZZ	CCC	14.00%	-	Xmhheuol	3gTf	-	160	3mMe+160	-	317.00000
Y-1	DWE	84.500	-	-	PP	JJ	56.00%	-	Pklqpouw	3nOn	190-200	190	3dUx+190	-	331.00000
D	NCL	18.300	-	-	R-	Z-	6.76%	-	Avlojsoy	3sDm	Auc wu Bkl 900h	925	3yYb+841	-	50.00000
P-1	YHV	168.200	-	-	EEE	HHH	17.00%	-	Mkhxlbra	3oWc	130	130	3bZw+130	-	180.00000
V-2	QLN	34.000	-	-	LL	WW	46.00%	-	Sbhce	NTZ	Tzg 5.00%	-	5.150%	5.150%	669.00000
Njj Xgp	KDJ	6.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	FYI	63.000	-	-	H	K	29.00%	-	Ddhzydua	3aGx	225-235	230	3tOo+230	-	741.00000
Aoy	PBY	80.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	DCF	41.700	-	-	TT-	KK-	3.62%	-	Kwvajxza	3kTh	Utw ot Rit 600g	625	3tMe+617	-	91.70000
R	AEZ	22.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1: Redemption: 2026-04-15; Registration: 144N/Naq N; L-2: Redemption: 2026-04-15; Registration: 144G/Rwy L; Y-1: Redemption: 2026-04-15; Registration: 144M/Cim E; V-2: Redemption: 2026-04-15; Registration: 144Q/Npi Y; L: Redemption: 2026-04-15; Registration: 144E/Puh A; I: Redemption: 2026-04-15; Registration: 144L/Xsb W; B: Redemption: 2026-04-15; Registration: 144P/Flh M; D: Redemption: 2026-04-15; Registration: 144U/Gbh L; Aoy: Redemption: 2026-04-15; Registration: 144A/Cbs F; Njj Xgp: Redemption: 2026-04-15; Registration: 144W/Mzb G; R: Redemption: 2026-04-15; Registration: 144C/Cdm E;

Deal Comments

Vzezq. Ryy Qxjj Dzorytp 1.50

Reinvestment Period (YRS)

1.3

Reset

Yes

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	AVO	53.300	-	-	BB-	DD-	55.50%	-	Xlrmjpuf	3lWf	-	840	3jNe+720	-	69.60000
Luw	MGM	55.900	-	-	HD	ER	-	-	-	-	-	-	-	-	Retained
P	YBA	50.000	-	-	JJJ-	EEE-	42.00%	-	Nhdoolpl	3qTm	-	585	3hWn+585	-	502.00000
F	XOK	51.200	-	-	F	S	91.00%	-	Ycbxmfla	3yLr	-	390	3cKy+390	-	689.00000
Y	IUV	16.700	-	-	XX	AA	72.10%	-	Xqbxkfrc	3lFn	-	300	3sGu+300	-	397.00000
O	ANV	450.000	-	-	SSS	WWW	14.00%	-	Umyhlvrf	3vFx	-	175	3jBu+175	-	683.00000
D	ABG	9.000	-	-	H-	I-	5.10%	-	-	-	-	-	-	-	Retained

Tranche Comments

O: Redemption: 2024-04-15; Registration: 144O/Zst U; Y: Redemption: 2024-04-15; Registration: 144V/Flu O; F: Redemption: 2024-04-15; Registration: 144Y/Bhu N; P: Redemption: 2024-04-15; Registration: 144V/Zsk O; Y: Redemption: 2024-04-15; Registration: 144C/Huy N; D: Redemption: 2024-04-15; Registration: 144D/Dmb J; Luw: Redemption: 2024-04-15; Registration: 144W/Qqf P;

Deal Comments

Loc Tpoo Dqspowg 1.00

Reset

Yes

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	SYM	98.400	-	-	E	K	60.00%	-	Sjbzsdrt	3mVw	-	220	3wDj+220	-	380.00000
M	KOG	43.700	-	-	VVV	UUU-	86.30%	-	Fboqtota	3eTm	-	310	3iIe+310	-	652.00000
L	GLY	35.300	-	-	I-	S-	5.70%	-	Jsfmbyjo	3eYg	-	920	3rHg+875	-	73.00000
B-1	VGC	33.600	-	-	ZZ	LL	21.70%	-	Kwrcqami	3iFg	-	175	3nBb+175	-	875.00000
Z	CQM	993.500	-	-	VVV	PPP	58.00%	-	Njbwqqyl	3fAj	-	97	3dNa+97	-	548.00000
N-2	BQN	8.000	-	-	AA	GG	94.90%	-	Bmsrs	GKQ	-	-	2.000%	2.000%	169.00000
Tgb	BGI	46.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	SFU	92.900	-	-	RR-	HH-	9.10%	-	Uykceuiv	3gRs	-	630	3yPq+616	-	20.00000

Tranche Comments

Z: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144M/Krh Z; B-1: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144J/Ibc K; N-2: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144Q/Qry B; Z: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144K/Xvb P; M: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144J/Owl S; S: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144N/Dtv S; L: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144A/Lnb Z; Tgb: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144O/Ora C;

Deal Comments

Tbgbh. Nmc Dnss Sbaumwj 1.5

Reinvestment Period (YRS)

5.3

Reset

Yes

WAL Test Period (YRS)

7.2

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KJA	81.000	-	-	M	B	-	-	Leycjpql	3rKm	-	215	3pEm+215	-	819.00000
P	KNF	28.000	-	-	AA-	QQ-	-	-	Jxuqmqvc	3mYb	-	610	3wHi+581	-	40.00000
U-2	ENG	77.000	-	-	GG	II	-	-	Lclze	-	-	-	2.100%	2.100%	306.00000
Z	VQO	24.710	-	-	XXX	GGG-	-	-	Cvjuskvq	3oSh	-	310	3kNm+310	-	934.00000
D	DNK	292.000	-	-	BBB	LLL	-	-	Aachzita	3vSy	-	104	3qWr+104	-	758.00000
D-1	XSN	80.000	-	-	JJ	FF	-	-	Vbzxdxol	3lHn	-	175	3fVv+175	-	627.00000
C	WUM	6.630	-	-	ON	ZA	-	-	-	-	-	-	-	-	Retained
Q	DZT	73.300	-	-	V-	M-	-	-	Ruqfvwyb	3zZo	-	900	3wCc+853	-	58.00000
Rrx	SKK	16.800	-	-	HT	QW	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: Redemption: 2023-09-14; D-1: Redemption: 2023-09-14; U-2: Redemption: 2023-09-14; Q: Redemption: 2023-09-14; Z: Redemption: 2023-09-14; P: Redemption: 2023-09-14; Q: Redemption: 2023-09-14; C: Redemption: 2023-09-14; Rrx: Redemption: 2023-09-14;

Deal Comments

Jgc Lcbb Nqmhglo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2009

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZNQ	922.000	-	Ddd	-	JJJ	-	-	Rpjlxpbm	3xWm	-	96	3qNn+96	-	401.00000
Y-1	IKN	74.000	-	Jw2	-	OO	-	-	Vomoflfc	3jGd	-	167	3pZv+167	-	934.00000
Y-2	TGG	65.000	-	Xh2	-	QQ	-	-	Kzwjc	-	-	-	1.950%	1.950%	293.00000
B	ZXS	19.000	-	I2	-	G	-	-	Vbhspvws	3wOm	-	215	3nNj+215	-	692.00000
G	DWE	14.000	-	Hbb3	-	XXX-	-	-	Uduyomns	3aJb	-	320	3fKq+320	-	141.00000
Qsn	KVO	80.990	-	VY	-	XX	-	-	-	-	-	-	-	-	Retained
K	TDP	71.000	-	Eh3	-	AA-	-	-	Mlzyykqa	3kAy	-	615	3yJg+602	-	10.00000
J	IMN	51.000	-	A3	-	S-	-	-	Tcktvqyt	3pIo	-	925	3fLm+857	-	42.40000

Tranche Comments

A: First Pay: 2021-10-15; Redemption: 2023-01-15; Y-1: First Pay: 2021-10-15; Redemption: 2023-01-15; Y-2: First Pay: 2021-10-15; Redemption: 2023-01-15; B: First Pay: 2021-10-15; Redemption: 2023-01-15; G: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; Qsn: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Rfefs. Quo Gzzz Xfhpumy 1.5

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Dec 26, 2007

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	VXC	5.500	9.00	-	P-	H-	6.50%	-	Dskocmvd	3dCa	-	960	3pPc+853	-	78.00000
B	YKZ	9.000	3.70	-	SSS	UUU	-	-	Pcuxdqmb	3oJy	-	50	3eJn+50	-	499.00000
I2	TNJ	5.000	1.80	-	CC	KK	99.00%	-	Wvgaw	-	-	-	2.15%	-	-
J	KGX	67.300	1.00	-	III-	GGG	32.70%	-	Qcxdsswe	3bCu	-	425	3xKq+425	-	827.00000
V	TMB	71.900	2.10	-	N	J	92.90%	-	Jhfbjyac	3kMn	-	270	3pZu+270	-	941.00000
D	WZB	51.100	8.30	-	AA-	HH-	16.00%	-	Wcoayozm	3eSg	-	725	3mMg+665	-	51.30000
M	IWT	561.000	9.10	-	RRR	GGG	39.00%	-	Sjoawadg	3mPv	-	115	3tEz+115	-	303.00000
B1	WPC	86.200	4.10	-	QQ	MM	53.00%	-	Ewcamiwi	3wSy	-	195	3jXj+195	-	328.00000
Idsohj	CEB	72.600	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

B: First Pay: 2021-07-15; Redemption: 2021-12-02; M: First Pay: 2021-07-15; Redemption: 2021-12-02; B1: First Pay: 2021-07-15; Redemption: 2021-12-02; I2: First Pay: 2021-07-15; Redemption: 2021-12-02; V: First Pay: 2021-07-15; Redemption: 2021-12-02; J: First Pay: 2021-07-15; Redemption: 2021-12-02; D: First Pay: 2021-07-15; Redemption: 2021-12-02; B: First Pay: 2021-07-15; Redemption: 2021-12-02; Idsohj: First Pay: 2021-07-15; Redemption: 2021-12-02;

Deal Comments

Tjt-Eqyy Eqlbjvd 1.00

Risk Retention

Pqi Kgegxig feqiehq qj ijbgjo wfqq CN Vfqf Viqieqfje gijiq nfg g nigqfigj qqgfg gq Ygfxfegqjg

Pricing Speed

20% IXL / 0 IFL

Reinvestment Period (YRS)

8.4

Reinvestment Period End Date

Dec 24, 2003

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	TTB	83.000	-	-	VV	RR	-	-	Jhkbd	-	-	-	-	-	-
Psf	PCO	49.570	-	-	UH	NO	-	-	-	-	-	-	-	-	-
Q	GDA	272.000	-	-	TTT	DDD	-	-	Obmuadjp	3mTc	92	92	3gDa+92	-	-
I	HUI	60.000	-	-	D	I	-	-	Iwcqwosf	3eXn	200-210	210	3tNw+210	-	-
V	MWG	60.000	-	-	OOO	EEE-	-	-	Wrwhxzxs	3gPb	300-315	315	3sUa+315	-	-
W	IWP	9.200	-	-	JJJ	WWW	-	-	Adwhuyyv	3cYf	35-40	35	3vSk+35	-	-
A-1	ZDN	66.200	-	-	PP	EE	-	-	Vmmyerka	3cRl	155-165	165	3rQq+165	-	-
B	BJB	64.000	-	-	GG-	NN-	-	-	Gdzxvozr	3sGh	560-575	550	3rTu+509	-	-
R	HHS	8.000	-	-	T-	F-	-	-	Hvyocreo	3zGd	-	850	3mFd+790	-	-

Tranche Comments

W: Redemption: 2022-01-15; Q: First Pay: 2020-10-15; Redemption: 2022-01-15; A-1: First Pay: 2020-10-15; Redemption: 2022-01-15; V-2: First Pay: 2020-10-15; Redemption: 2022-01-15; I: First Pay: 2020-10-15; Redemption: 2022-01-15; V: First Pay: 2020-10-15; Redemption: 2022-01-15; B: First Pay: 2020-10-15; Redemption: 2022-01-15; R: First Pay: 2020-10-15; Redemption: 2022-01-15; Psf: First Pay: 2020-10-15; Redemption: 2022-01-15;

Deal Comments

Xyf-Rgqq Onghyxs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2017