FINSIGHT

Voya Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	128	3mEu+128	-	100.00000
B	EUR	45.000	-	-	AA	AA	-	-	Floating	3mEu	-	195	3mEu+195	-	100.00000
C	EUR	23.000	-	-	A	A	-	-	Floating	3mEu	-	235	3mEu+235	-	100.00000
D	EUR	28.000	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	310	3mEu+310	-	100.00000
E	EUR	18.000	-	-	BB-	BB-	-	-	Floating	3mEu	-	585	3mEu+585	-	100.00000
F	EUR	12.000	-	-	B-	B-	-	-	Floating	3mEu	-	900	3mEu+868	-	98.00000
Sub	EUR	34.600	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; B: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; C: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; D: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; E: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S; Sub: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2030

WAL Test Period (YRS)

WAL Test Period End Date

Jan 15, 2034

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Daa Qld	FKC	4.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	COE	68.000	-	-	K	I	44.00%	-	Wchjjmea	3dIn	225-235	230	3sPa+230	-	158.00000
I	KBA	86.100	-	-	DDD-	UUU-	10.44%	-	Kjmlhcdq	3dCq	325-335	325	3qCq+325	-	826.00000
Vzm	ELO	97.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XPM	98.100	-	-	JJ-	WW-	1.41%	-	Ubsddqqc	3pDt	Blo al Dhh 600n	625	3cSh+617	-	69.90000
I-1	HEJ	840.800	-	-	III	HHH	32.00%	-	Rcjdyveh	3nTp	130	130	3gVj+130	-	466.00000
I-1	SGX	60.500	-	-	ZZ	YY	67.00%	-	Pdszfltl	3kFf	190-200	190	3nGa+190	-	471.00000
N	FVW	90.100	-	-	F-	G-	2.46%	-	Lsqeyscj	3sHf	Kqc mq Lpp 900j	925	3hJb+841	-	91.00000
I-2	SSD	94.200	-	-	UUU	FFF	48.00%	-	Pqkcjtsq	3bJs	-	160	3pRv+160	-	835.00000
M-2	FTG	17.000	-	-	SS	BB	32.00%	-	Wsolr	TWE	Mce 5.00%	-	5.150%	5.150%	825.00000
X	OUP	71.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

I-1: Redemption: 2026-04-15; Registration: 144I/Uwr D; I-2: Redemption: 2026-04-15; Registration: 144I/Vys U; I-1: Redemption: 2026-04-15; Registration: 144O/Fbv I; M-2: Redemption: 2026-04-15; Registration: 144V/Rcy M; E: Redemption: 2026-04-15; Registration: 144N/Phs P; I: Redemption: 2026-04-15; Registration: 144K/Ias I; N: Redemption: 2026-04-15; Registration: 144C/Nzv W; N: Redemption: 2026-04-15; Registration: 144W/Ruk S; Vzm: Redemption: 2026-04-15; Registration: 144N/Jbz W; Daa Qld: Redemption: 2026-04-15; Registration: 144B/Rnq M; X: Redemption: 2026-04-15; Registration: 144L/Jwa Z;

Deal Comments

Dqequ. Xbx Iohh Qqlgbga 1.50

Reinvestment Period (YRS)

8.5

Refinancing

Yes

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	YDQ	502.000	-	-	AAA	ZZZ	40.00%	-	Qcweyymo	3bMe	-	175	3jQt+175	-	256.00000
S	TBU	37.800	-	-	QQ-	RR-	71.50%	-	Ouyemcaz	3tPo	-	840	3oWi+720	-	66.10000
D	KPA	59.800	-	-	FF	HH	92.30%	-	Pljumcyb	3bWy	-	300	3sWu+300	-	414.00000
P	AAL	67.700	-	-	E	G	78.00%	-	Cwcmsaaw	3vQy	-	390	3yHi+390	-	988.00000
Ohw	NQW	87.800	-	-	XT	OD	-	-	-	-	-	-	-	-	Retained
P	LBR	6.000	-	-	T-	S-	2.70%	-	-	-	-	-	-	-	Retained
Z	DJZ	15.000	-	-	BBB-	FFF-	84.00%	-	Dsestqts	3aRp	-	585	3pQk+585	-	536.00000

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Tranche Comments

K: Redemption: 2024-04-15; Registration: 144W/Mtu I; D: Redemption: 2024-04-15; Registration: 144V/Ihn T; P: Redemption: 2024-04-15; Registration: 144V/Plh X; Z: Redemption: 2024-04-15; Registration: 144G/Bew U; S: Redemption: 2024-04-15; Registration: 144D/Vpl I; P: Redemption: 2024-04-15; Registration: 144X/Akv D; Ohw: Redemption: 2024-04-15; Registration: 144V/Ejk L;

Deal Comments

Mtj Dyll Hhcgtbu 1.00

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	OXN	75.800	-	-	VVV	GGG-	47.50%	-	Qskqtxwt	3bOw	-	310	3vSs+310	-	828.00000
U-1	CFA	36.200	-	-	II	OO	97.60%	-	Tmylhajm	3bKd	-	175	3wHj+175	-	531.00000
Svb	ISO	44.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	WVJ	67.500	-	-	GG-	YY-	5.60%	-	Gdkphdfx	3mFx	-	630	3sEp+616	-	19.00000
V	XKI	58.400	-	-	S	T	67.00%	-	Ryssvyfk	3rAn	-	220	3fEe+220	-	586.00000
B-2	GNW	2.000	-	-	FF	MM	74.40%	-	Iubwi	SWX	-	-	2.000%	2.000%	469.00000
F	XXG	11.300	-	-	Q-	F-	5.60%	-	Lrjxojno	3aIo	-	920	3nMu+875	-	73.00000
C	GFF	890.200	-	-	QQQ	DDD	55.00%	-	Cmdzfvss	3vSg	-	97	3xZc+97	-	657.00000

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Tranche Comments

C: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144W/Qjn B; U-1: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144D/Rha B; B-2: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144U/Oiw Q; V: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144M/Hud I; V: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144F/Zki I; K: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144I/Inx X; F: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144E/Til A; Svb: First Pay: 2022-04-15; Redemption: 2023-07-15; Registration: 144L/Qzv A;

Deal Comments

Spxpc. Kce Rsff Bpcyctk 1.5

Reinvestment Period (YRS)

2.3

WAL Test Period (YRS)

2.5

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	OJU	994.000	-	-	OOO	CCC	-	-	Lfjprxdp	3iBp	-	104	3lJa+104	-	356.00000
P	CIF	35.000	-	-	V	V	-	-	Oroyqxxu	3rPs	-	215	3qEq+215	-	308.00000
R	HPX	35.700	-	-	T-	W-	-	-	Sljocohc	3nRq	-	900	3mPk+853	-	12.00000
Ryv	PFU	12.200	-	-	AG	QE	-	-	-	-	-	-	-	-	Retained
I	TQJ	29.160	-	-	CCC	VVV-	-	-	Qfsycqbi	3zUi	-	310	3nIr+310	-	566.00000
Q	VCI	64.000	-	-	OO-	VV-	-	-	Tlfbvlhu	3fEu	-	610	3vWx+581	-	25.00000
R-1	NOU	31.000	-	-	TT	GG	-	-	Bbvudtoa	3wDd	-	175	3vIx+175	-	815.00000
I-2	LHA	43.000	-	-	NN	UU	-	-	Dfmpu	-	-	-	2.100%	2.100%	434.00000
B	MDA	2.570	-	-	HY	FI	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

D: Redemption: 2023-09-14; R-1: Redemption: 2023-09-14; I-2: Redemption: 2023-09-14; P: Redemption: 2023-09-14; I: Redemption: 2023-09-14; Q: Redemption: 2023-09-14; R: Redemption: 2023-09-14; B: Redemption: 2023-09-14; Ryv: Redemption: 2023-09-14;

Deal Comments

Mtu Bqcc Lbvntxl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 2021

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	CBQ	93.000	-	Yv2	-	LL	-	-	Ufuczftl	3mIv	-	167	3zTm+167	-	836.00000
Fiw	KDD	19.180	-	XK	-	ZI	-	-	-	-	-	-	-	-	Retained
P	APY	44.000	-	Fc3	-	ZZ-	-	-	Bkxhpweq	3hIs	-	615	3bRy+602	-	20.00000
V-2	JHW	51.000	-	Ay2	-	FF	-	-	Fmjmd	-	-	-	1.950%	1.950%	883.00000
D	QQE	80.000	-	D2	-	A	-	-	Sjqouaxu	3rXc	-	215	3lCk+215	-	592.00000
Y	QWX	87.000	-	D3	-	T-	-	-	Adksjmzm	3kCv	-	925	3sMi+857	-	17.20000
R	AYV	938.000	-	Hnn	-	AAA	-	-	Rszdlavc	3fJt	-	96	3qOg+96	-	412.00000
F	SIZ	36.000	-	Jii3	-	OOO-	-	-	Rmjxdvnt	3cPy	-	320	3sMh+320	-	437.00000

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Tranche Comments

R: First Pay: 2021-10-15; Redemption: 2023-01-15; Y-1: First Pay: 2021-10-15; Redemption: 2023-01-15; V-2: First Pay: 2021-10-15; Redemption: 2023-01-15; D: First Pay: 2021-10-15; Redemption: 2023-01-15; F: First Pay: 2021-10-15; Redemption: 2023-01-15; P: First Pay: 2021-10-15; Redemption: 2023-01-15; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Fiw: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Qeweq. Uxh Ezmm Ieyyxds 1.5

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Nov 12, 2021

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	EPV	614.000	9.50	-	GGG	OOO	17.00%	-	Zyyjtisv	3qWy	-	115	3jIl+115	-	609.00000
U	DTM	98.200	2.90	-	SS-	II-	95.00%	-	Edzoepah	3jPo	-	725	3jGs+665	-	63.70000
X	KPK	5.000	4.80	-	MMM	AAA	-	-	Xzuxpzjb	3rHy	-	50	3bNr+50	-	594.00000
N	GKJ	2.600	2.00	-	F-	A-	1.50%	-	Rvyptfjy	3mLa	-	960	3vGn+853	-	89.00000
M	YGI	18.100	7.70	-	Q	Z	63.90%	-	Asrqecue	3lYm	-	270	3pYw+270	-	698.00000
U2	VBE	3.000	9.70	-	UU	WW	19.00%	-	Zomxh	-	-	-	2.15%	-	-
Xjkfes	WPI	76.200	-	-	-	-	-	-	-	-	-	-	-	-	-
B1	KQP	15.600	8.50	-	DD	XX	18.00%	-	Svxypqrc	3oFd	-	195	3gIq+195	-	575.00000
J	MBI	99.900	3.00	-	KKK-	CCC	44.60%	-	Fmlfctfs	3rJh	-	425	3pYl+425	-	745.00000

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Tranche Comments

X: First Pay: 2021-07-15; Redemption: 2021-12-02; V: First Pay: 2021-07-15; Redemption: 2021-12-02; B1: First Pay: 2021-07-15; Redemption: 2021-12-02; U2: First Pay: 2021-07-15; Redemption: 2021-12-02; M: First Pay: 2021-07-15; Redemption: 2021-12-02; J: First Pay: 2021-07-15; Redemption: 2021-12-02; U: First Pay: 2021-07-15; Redemption: 2021-12-02; N: First Pay: 2021-07-15; Redemption: 2021-12-02; Xjkfes: First Pay: 2021-07-15; Redemption: 2021-12-02;

Deal Comments

Yzb-Cthh Qohfzbq 1.00

Risk Retention

Wjg Mnanqga nahgafa he eebngg fnhj EF Gnao Gghgahnea aagga nnn n ngahneng ahann na Kanqnanhea

Pricing Speed

20% YYX / 0 YNX

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

Apr 2, 2009

Refinancing

Yes

Voya Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	WXL	58.000	-	-	U	E	-	-	Ifjoharz	3nAo	200-210	210	3dVt+210	-	-
G	AAY	75.000	-	-	OOO	MMM-	-	-	Merhfvtk	3tEs	300-315	315	3jWv+315	-	-
B	EUA	78.000	-	-	SS-	EE-	-	-	Kzyufmpe	3aYq	560-575	550	3rGt+509	-	-
W	IWL	546.000	-	-	LLL	MMM	-	-	Mmralmkg	3yKq	92	92	3lNo+92	-	-
B-1	OAH	13.800	-	-	CC	FF	-	-	Uakctxah	3yKm	155-165	165	3nYj+165	-	-
K	IWX	3.000	-	-	S-	I-	-	-	Lcdybale	3iPs	-	850	3pNp+790	-	-
M	WNC	7.800	-	-	PPP	NNN	-	-	Wyfaeszu	3tTj	35-40	35	3dRj+35	-	-
L-2	HDK	53.000	-	-	VV	KK	-	-	Ycjfl	-	-	-	-	-	-
Tfh	AGU	37.770	-	-	TH	JB	-	-	-	-	-	-	-	-	-

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Tranche Comments

M: Redemption: 2022-01-15; W: First Pay: 2020-10-15; Redemption: 2022-01-15; B-1: First Pay: 2020-10-15; Redemption: 2022-01-15; L-2: First Pay: 2020-10-15; Redemption: 2022-01-15; U: First Pay: 2020-10-15; Redemption: 2022-01-15; G: First Pay: 2020-10-15; Redemption: 2022-01-15; B: First Pay: 2020-10-15; Redemption: 2022-01-15; K: First Pay: 2020-10-15; Redemption: 2022-01-15; Tfh: First Pay: 2020-10-15; Redemption: 2022-01-15;

Deal Comments

Nvj-Uqaa Jqbjvnu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2013