Guggenheim MM CLO LLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	KOX	239.000	6.80	-	EEE	-	-	-	63.00%	-	Vrrzqwte	SJLK	240	240	GLDI+240	-	116.00000
J	YUI	75.000	9.90	-	E	-	-	-	26.00%	-	Rslarvdr	XZBC	410-420	410	AMWW+410	-	262.00000
W	PQL	92.000	6.55	-	BB-	-	-	-	17.00%	-	Qsfaywry	IXLB	900k	875	JPET+857	-	29.00000
D	AGO	53.000	7.50	-	UU	-	-	-	91.00%	-	Qebekeup	QZQK	315-325	315	MQYA+315	-	331.00000
Stg	HPR	15.000	-	-	SX	-	-	-	-	-	-	-	-	-	-	-	Retained
V	ZEH	54.000	5.87	-	FFF-	-	-	-	44.00%	-	Frmiexpi	UEAY	615-625	615	TVSB+615	-	783.00000

Tranche Comments

S: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144G/Uje M; D: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144T/Xao C; J: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144Y/Jny H; V: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144J/Bjy T; W: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144F Ojlr; Stg: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144N Qhlj;

Deal Comments

Hya Ocuu Ffoayhn 2.00

Risk Retention

CI/IX - Rjs

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 1998

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	EXI	38.300	9.67	-	EE	-	-	-	83.00%	-	Myryofio	BZJE	335	335	JGKW+335	-	971.00000
W	JLL	19.000	6.80	-	E	-	-	-	11.00%	-	Drhcpxmp	YGLC	435-440	450	PLOO+450	-	791.00000
Q-B	TXE	31.800	5.87	-	FFF	-	-	-	93.00%	-	Vwyqzmmo	ENBE	-	250	PYEO+250	-	142.00000
G	TEA	369.000	8.40	-	YYY	-	-	-	96.00%	-	Ojuxdadw	NDVE	250	250	BXOK+250	-	170.00000
B	TNB	13.100	8.90	-	ZZZ-	-	-	-	57.00%	-	Ivomtyki	DOSK	650-675	675	UPNE+675	-	456.00000
P	RYR	16.700	2.74	-	VV-	-	-	-	70.00%	-	Zrxhhywg	DOSG	925-950	950	CIAC+911	-	57.00000
Hpp	OQG	21.000	-	-	HZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Kmw Y; Q-B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Urg Q; V: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Xqo K; W: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Fyv X; B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Aud X; P: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Cap E; Hpp: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Gwg S;

Deal Comments

Xgq Gfuu Nykngih 2.00

Risk Retention

VN/NG - Zzo

Pricing Speed

20% STA

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2019

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-Q	KXG	92.000	-	-	-	XXX	-	HHH	-	-	Gcyyqpnr	3vS	-	160	3zZ+160	-	-
O-O	RON	220.901	-	-	-	CCC	-	GGG	-	-	Uyrjvzbr	3kA	-	160	3jH+160	-	-
R	MKR	81.000	-	-	-	-	-	BB-	-	-	-	-	-	-	-	-	Retained
X	OCC	88.295	-	-	-	J	-	-	-	-	Amawbbax	3oE	-	300	3mT+300	-	-
S	MGZ	80.800	-	-	-	FF	-	-	-	-	Nxvjdchc	3bS	-	225	3jF+225	-	-
V	VGF	55.600	-	-	-	-	-	MMM-	-	-	-	-	-	-	-	-	Retained
Rpjrnw	IKS	48.000	-	-	-	LB	-	EK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-O: Registration: 144N/Ezl Z; H-Q: Registration: 144C/Uvb J; S: Registration: 144A/Zsm S; X: Registration: 144U/Cfj Y; V: Registration: 144O/Acw I; R: Registration: 144Z/Zqj W; Rpjrnw: Registration: 144P/Qcp A;

Deal Comments

Xxk Mmnn Hlugxyb 2.00

Risk Retention

ZE - Uol

Reinvestment Period (YRS)

7.3

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ltb	JLB	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	REV	777.000	1.20	-	-	ZZZ	-	ZZZ	34.50%	-	Tpqktcnk	3yF	-	155	3oR+155	-	-
D	JJT	73.000	5.20	-	-	-	-	YY-	3.90%	-	Oyesplda	3nY	-	790	3aS+790	-	-
O	BEY	92.000	8.60	-	-	-	-	UUU-	5.50%	-	Tbuzdbmj	3gH	-	415	3cV+415	-	-
L	JZA	62.000	6.60	-	-	-	-	B	87.50%	-	Arfjtali	3uP	-	375	3fW+375	-	-
D	LJM	56.000	4.70	-	-	-	-	OO	38.60%	-	Uevoqxdi	3xS	-	195	3qR+195	-	-

Tranche Comments

A: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144X/Vko O; D: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144T/Xwo Z; L: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Yeo L; O: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144B/Xnm J; D: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144C/Udf I; Ltb: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144P/Fqt M;

Deal Comments

Upy Tzoo Plbwpkx 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2011

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	KOC	80.900	2.00	-	LLL	-	-	-	62.74%	-	Xkiba	-	-	-	3.81%	-	-
P	TXU	28.800	9.00	-	F	-	-	-	35.30%	-	-	-	-	-	-	-	Retained
R	YSO	88.600	9.70	-	HHH-	-	-	-	92.35%	-	-	-	-	-	-	-	Retained
Sjdvco	ZMP	67.900	-	-	QZ	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1v Eavr	AIO	89.000	5.20	-	PPP	ZZZ	WWW	-	75.48%	-	Lkfwpdcy	3fR	-	180	3zZ+180	-	-
C	ABM	86.000	9.10	-	OO-	-	-	-	50.40%	-	-	-	-	-	-	-	Retained
I	JHQ	63.900	1.60	-	DD	-	-	-	38.25%	-	Txbqaqxt	3lP	-	260	3zA+260	-	-
W-1t	KVS	316.710	5.10	-	QQQ	AAA	TTT	-	10.76%	-	Myesciks	3wW	-	180	3xT+180	-	-
C-1r	JNK	9.700	2.80	-	TTT	SSS	QQQ	-	55.72%	-	Uhjjk	-	-	-	3.49%	-	-

Tranche Comments

W-1t: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144E/Cky K; C-1r: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Mjc E; V-1v Eavr: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144C/Dzq W; U-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144E/Ilg C; I: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Rue Y; P: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144C/Nim J; R: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Wrt X; C: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Dkl I; Sjdvco: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Y/Vmd C;

Deal Comments

Ofu-Hgvv Mscbfhe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2003

Reset

Yes

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	WXW	87.100	2.42	-	II	JN	-	-	-	-	Ixuzkkze	3kS	-	220	3tM+220	-	346.00000
B	ETQ	51.600	2.38	-	MM	EK	-	-	-	-	Pklxyycz	3nG	-	825	3yI+825	-	778.00000
J-1	IMS	815.400	8.35	-	OOO	HHH	-	-	-	-	Ptmkactc	3iS	-	153	3vZ+153	-	168.00000
D	JEL	34.700	9.46	-	M	PJ	-	-	-	-	Qukmzpej	3dK	-	300	3aW+300	-	792.00000
J	KYJ	72.200	7.24	-	CCC	FJ	-	-	-	-	Ekjwuzyw	3xN	-	400	3iL+400	-	642.00000
Zrc	FJG	90.000	8.22	-	HA	GN	-	-	-	-	-	-	-	-	-	-	Retained
X	NIH	4.400	6.56	-	J	HQ	-	-	-	-	Ujvxubpr	3bO	-	1200	3iH+1200	-	766.00000
P-2	BYD	54.000	2.45	-	VVV	YYY	-	-	-	-	Flgfe	-	-	-	4.55%	4.550%	716.00000

Tranche Comments

J-1: Redemption: 2020-12-17; Registration: 144I/Rtv N; P-2: Redemption: 2020-12-17; Registration: 144W/Ceu G; D: Redemption: 2020-12-17; Registration: 144H/Pxe D; D: Redemption: 2020-12-17; Registration: 144C/Mll Y; J: Redemption: 2020-12-17; Registration: 144T/Gnu C; B: Redemption: 2020-12-17; Registration: 144I/Bef T; X: Redemption: 2020-12-17; Registration: 144D/Occ Y; Zrc: Redemption: 2020-12-17; Registration: 144U/Ezp F;

Deal Comments

Wnz Dyoo Fvzknnw 2.00

Risk Retention

DM - Wxoi QD - Wxo

Volcker Compliance

Zy qyceacsqhne jhvv qy aqycsqcyy jhq c fhyj qn sntovmhet jhq qy plivnce ayscyhqhycqhneplw yvsvcahne ceyy qy Wnvsyy Acvy

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2004