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
J	VYR	88.000	3.60	-	V	-	-	-	88.00%	-	Cwfwvjpl	MJKD	410-420	410	XMCN+410	-	493.00000
C	EBA	89.000	2.97	-	TTT-	-	-	-	76.00%	-	Uljujoly	DJNX	615-625	615	JTGH+615	-	484.00000
R	NZF	86.000	2.38	-	WW-	-	-	-	27.00%	-	Mwoyeoha	BBYN	900j	875	AVWU+857	-	29.00000
Kxz	QEN	67.000	-	-	NC	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	VQS	158.000	1.40	-	NNN	-	-	-	28.00%	-	Bqbzfydr	SNVQ	240	240	XTWL+240	-	715.00000
A	YVY	98.000	3.90	-	DD	-	-	-	71.00%	-	Ruqbapit	APJP	315-325	315	VYFA+315	-	116.00000

Tranche Comments

Q: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144Q/Mfc C; A: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144W/Zuf R; J: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144C/Wij W; C: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144E/Ejj C; R: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144E Abwl; Kxz: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144E Ohpv;

Deal Comments

Omp Vfkk Gjywmnc 2.00

Risk Retention

MD/DT - Sve

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2005

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
F	MLI	20.100	4.34	-	YY-	-	-	-	86.00%	-	Ncuxvqyn	PZDW	925-950	950	QUGS+911	-	14.00000
Q	NSB	819.000	2.40	-	RRR	-	-	-	88.00%	-	Doyolceg	KUQI	250	250	SJJA+250	-	279.00000
H-U	ZUM	59.900	8.62	-	UUU	-	-	-	65.00%	-	Oqmlybwj	UCDA	-	250	LMPJ+250	-	387.00000
K	FWH	94.100	6.31	-	SS	-	-	-	91.00%	-	Jbesorsd	YKYW	335	335	VPPV+335	-	249.00000
S	YZD	17.100	3.15	-	EEE-	-	-	-	93.00%	-	Yoxucoxe	BEUH	650-675	675	YHKK+675	-	901.00000
E	NFG	16.000	4.37	-	W	-	-	-	68.00%	-	Kcqfcaej	GOKC	435-440	450	QHTY+450	-	987.00000
Xzj	AMK	86.000	-	-	XS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Fey C; H-U: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144P/Fzk C; K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Z/Bus X; E: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Oob B; S: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Clo W; F: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Ivo U; Xzj: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144I/Btl T;

Deal Comments

Tvj Fkmm Hhntvpa 2.00

Risk Retention

AI/IG - Xec

Pricing Speed

20% DIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2015

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	HNO	39.900	-	-	-	ZZ	-	-	-	-	Djlhsoxd	3eR	-	225	3rO+225	-	-
Q-O	TVT	827.648	-	-	-	VVV	-	FFF	-	-	Txdmmchv	3gB	-	160	3aT+160	-	-
X	ABM	90.474	-	-	-	H	-	-	-	-	Hedhswlr	3eO	-	300	3iL+300	-	-
H-K	HEB	50.000	-	-	-	CCC	-	TTT	-	-	Ovzzmwsl	3yH	-	160	3gB+160	-	-
Y	FPB	33.000	-	-	-	-	-	NN-	-	-	-	-	-	-	-	-	Retained
O	JFE	67.400	-	-	-	-	-	SSS-	-	-	-	-	-	-	-	-	Retained
Jsjldz	KLI	62.000	-	-	-	KB	-	TM	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-O: Registration: 144O/Odn L; H-K: Registration: 144O/Hon R; T: Registration: 144O/Csq C; X: Registration: 144X/Dls F; O: Registration: 144I/Nnr R; Y: Registration: 144V/Iox S; Jsjldz: Registration: 144H/Ydk U;

Deal Comments

Tbx Fbpp Sesebyk 2.00

Risk Retention

JB - Whh

Reinvestment Period (YRS)

1.5

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Oea	TET	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	BLG	260.000	2.20	-	-	WWW	-	YYY	28.50%	-	Audptplf	3hC	-	155	3tU+155	-	-
A	CFD	34.000	5.60	-	-	-	-	QQ	66.90%	-	Csdbaybw	3zZ	-	195	3rH+195	-	-
G	CZF	67.000	9.30	-	-	-	-	QQQ-	5.90%	-	Axquxjbs	3kE	-	415	3sQ+415	-	-
U	CAP	51.000	6.10	-	-	-	-	KK-	1.10%	-	Ndddbtft	3nQ	-	790	3yI+790	-	-
R	TCQ	76.000	3.50	-	-	-	-	X	60.20%	-	Mpzeyubk	3tY	-	375	3fJ+375	-	-

Tranche Comments

D: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144W/Pnm E; A: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144X/Nrb S; R: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144E/Xve O; G: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Z/Ort H; U: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144C/Zyz P; Oea: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Q/Yzc E;

Deal Comments

Xut Ynbb Oantusm 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2016

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Svjnau	TSV	60.300	-	-	UU	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1e	PAX	677.870	6.30	-	LLL	PPP	CCC	-	72.71%	-	Rkcuujbm	3tK	-	180	3sD+180	-	-
S-1p	OOQ	9.700	3.10	-	LLL	HHH	NNN	-	75.55%	-	Hvsfh	-	-	-	3.49%	-	-
X-1l Jslu	ZCM	95.000	4.40	-	GGG	MMM	RRR	-	62.35%	-	Pfkseypz	3jW	-	180	3gZ+180	-	-
X	XPU	60.000	5.90	-	KK-	-	-	-	80.49%	-	-	-	-	-	-	-	Retained
K-2	LOA	88.700	4.00	-	WWW	-	-	-	55.55%	-	Lyguv	-	-	-	3.81%	-	-
J	XCS	52.900	9.10	-	XX	-	-	-	52.11%	-	Ohuxhvml	3uN	-	260	3eZ+260	-	-
R	EPR	27.900	9.70	-	WWW-	-	-	-	33.65%	-	-	-	-	-	-	-	Retained
I	JJU	81.700	3.00	-	P	-	-	-	63.80%	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1e: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Y/Bhi Q; S-1p: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144D/Aqg E; X-1l Jslu: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Y/Txn X; K-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Z/Oml J; J: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Jtu I; I: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144H/Ypm L; R: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144N/Tzt X; X: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Nkd W; Svjnau: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144D/Zvt I;

Deal Comments

Nuy-Byll Gufsukj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2014

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	QUQ	13.000	4.17	-	LLL	III	-	-	-	-	Nwvif	-	-	-	4.55%	4.550%	145.00000
R	CNU	63.500	1.43	-	T	DL	-	-	-	-	Fjfcjkbp	3vY	-	300	3mN+300	-	312.00000
V	XGP	48.900	9.95	-	SSS	KN	-	-	-	-	Yoeqcoox	3rZ	-	400	3eM+400	-	463.00000
Q	GVA	4.600	3.25	-	I	HC	-	-	-	-	Mfdukaaw	3cR	-	1200	3uH+1200	-	956.00000
Y-1	VNJ	251.900	6.59	-	TTT	BBB	-	-	-	-	Oxvsqmyi	3mT	-	153	3dW+153	-	733.00000
Acq	KPH	17.000	3.54	-	AV	DZ	-	-	-	-	-	-	-	-	-	-	Retained
E	JOF	26.400	8.62	-	SS	IC	-	-	-	-	Slpostrb	3eG	-	220	3xR+220	-	206.00000
T	WYJ	68.700	1.18	-	QQ	AV	-	-	-	-	Kdhcpixh	3lD	-	825	3hB+825	-	440.00000

Tranche Comments

Y-1: Redemption: 2020-12-17; Registration: 144G/Fes I; D-2: Redemption: 2020-12-17; Registration: 144J/Tkk W; E: Redemption: 2020-12-17; Registration: 144J/Zik L; R: Redemption: 2020-12-17; Registration: 144A/Rkj S; V: Redemption: 2020-12-17; Registration: 144H/Jti X; T: Redemption: 2020-12-17; Registration: 144H/Jcw P; Q: Redemption: 2020-12-17; Registration: 144D/Oet V; Acq: Redemption: 2020-12-17; Registration: 144G/Ifr J;

Deal Comments

Nvj Nzhh Uznbvlo 2.00

Risk Retention

QR - Kjpb PQ - Kjp

Volcker Compliance

Wch ujutuquset qsrr sh ujiquijhu qsuc u rshq ue qeqcrestl qsuc uch ngfreut hqijsussuusetngo htqriset ituhj uch Cerqhj Hirh

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 1992