Voya 2013 Annual Report Download - page 210

The following tables summarize our exposure to CMBS holdings by credit quality using NAIC designations,
ARO ratings and vintage year as of the dates indicated:
% of Total CMBS
NAIC Designation ARO Ratings Vintage
December 31, 2013
1 99.5% AAA 41.4% 2013 5.3%
2 — % AA 19.4% 2012 0.2%
3 0.3% A 11.4% 2011 — %
4 0.2% BBB 12.7% 2010 — %
5 — % BB and below 15.1% 2009 — %
6 — % 100.0% 2008 0.3%
100.0% 2007 and prior 94.2%
100.0%
December 31, 2012
1 98.3% AAA 38.1% 2012 — %
2 1.4% AA 17.2% 2011 — %
3 0.2% A 11.2% 2010 — %
4 0.1% BBB 17.8% 2009 — %
5 — % BB and below 15.7% 2008 0.3%
6 — % 100.0% 2007 37.4%
100.0% 2006 and prior 62.3%
100.0%
As of December 31, 2013 the fair value, amortized cost and gross unrealized losses of our Other ABS,
excluding subprime exposure, totaled $1.3 billion, $1.3 billion and $3.0 million, respectively. As of
December 31, 2012, the fair value, amortized cost and gross unrealized losses of our Other ABS, excluding
subprime exposure, totaled $1.6 billion, $1.6 billion and $1.8 million, respectively.
As of December 31, 2013, Other ABS was broadly diversified both by type and issuer with credit card
receivables, nonconsolidated collateralized loan obligations and automobile receivables, comprising 42.5%, 3.2%
and 34.1%, respectively, of total Other ABS, excluding subprime exposure. As of December 31, 2012, Other
ABS was broadly diversified both by type and issuer with credit card receivables, nonconsolidated collateralized
loan obligations and automobile receivables, comprising 40.5%, 4.1% and 33.3%, respectively, of total Other
ABS, excluding subprime exposure.
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