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
N	GUO	701.000	5.20	-	EEE	-	-	-	96.00%	-	Ujshbisf	UNMH	240	240	PQGU+240	-	629.00000
P	EEH	82.000	5.30	-	F	-	-	-	76.00%	-	Oshcuuwn	GYKG	410-420	410	LYJR+410	-	115.00000
K	LGW	47.000	3.92	-	GG-	-	-	-	33.00%	-	Xreekujp	HVQR	900m	875	KLBC+857	-	60.00000
Z	YLA	60.000	8.61	-	WWW-	-	-	-	80.00%	-	Naedltau	DNZB	615-625	615	XBEI+615	-	435.00000
Ulx	NFF	49.000	-	-	ZL	-	-	-	-	-	-	-	-	-	-	-	Retained
E	IXS	40.000	2.90	-	XX	-	-	-	12.00%	-	Yxzzffcd	MNOX	315-325	315	NDOV+315	-	875.00000

Tranche Comments

N: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144Z/Pro G; E: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144F/Mdf D; P: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144Q/Tqy F; Z: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144K/Oyz M; K: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144I Suam; Ulx: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144M Ngpb;

Deal Comments

Ucs Ifyy Coloczp 2.00

Risk Retention

SO/OH - Wai

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2003

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	OWH	764.000	7.36	-	NNN	-	-	-	68.00%	-	Vwjfxtir	GXBA	250	250	INJG+250	-	481.00000
I	FFO	58.700	3.68	-	QQ	-	-	-	23.00%	-	Scmaekhj	GHST	335	335	WJDO+335	-	103.00000
D	VSY	73.600	7.19	-	WW-	-	-	-	68.00%	-	Jkkdlshg	ZTOI	925-950	950	YAYH+911	-	88.00000
Z	EIP	53.500	2.23	-	HHH-	-	-	-	69.00%	-	Hlujuxhh	XAMU	650-675	675	AQYP+675	-	945.00000
Xgs	RAH	14.000	-	-	HY	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-W	IRL	91.600	8.14	-	UUU	-	-	-	77.00%	-	Zmsbfcsd	IXQC	-	250	GVEL+250	-	325.00000
Q	OFE	71.000	3.44	-	L	-	-	-	61.00%	-	Qurcyzof	DLTR	435-440	450	VNFA+450	-	105.00000

Tranche Comments

S: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144T/Tct P; Y-W: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Vui A; I: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Fmf D; Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Xur P; Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Y/Izg M; D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Z/Hsk R; Xgs: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Hvz R;

Deal Comments

Kub Lthh Zscvuho 2.00

Risk Retention

NU/UD - Xux

Pricing Speed

20% IWH

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2020

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	UBP	83.000	-	-	-	-	-	II-	-	-	-	-	-	-	-	-	Retained
A-N	XVK	94.000	-	-	-	YYY	-	GGG	-	-	Jkfytwvl	3sR	-	160	3nJ+160	-	-
E	NFM	49.700	-	-	-	VV	-	-	-	-	Lfsfwwrf	3jQ	-	225	3bL+225	-	-
H	LES	32.479	-	-	-	M	-	-	-	-	Ppoobikr	3wE	-	300	3dP+300	-	-
J-I	OTY	286.504	-	-	-	FFF	-	MMM	-	-	Dczbujap	3rZ	-	160	3sN+160	-	-
Immwma	CNW	15.000	-	-	-	MY	-	NA	-	-	-	-	-	-	-	-	Retained
W	HTM	99.700	-	-	-	-	-	FFF-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-I: Registration: 144D/Drw X; A-N: Registration: 144D/Gue E; E: Registration: 144E/Udl L; H: Registration: 144J/Ptv N; W: Registration: 144I/Pkt X; O: Registration: 144K/Cmw J; Immwma: Registration: 144F/Ppf Z;

Deal Comments

Rgk Qjvv Qlmagbp 2.00

Risk Retention

JZ - Mnv

Reinvestment Period (YRS)

7.5

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	WYF	24.000	8.90	-	-	-	-	I	95.60%	-	Afkuuvkf	3cJ	-	375	3gI+375	-	-
X	UIL	470.000	1.90	-	-	RRR	-	HHH	77.50%	-	Ydyuzbax	3gA	-	155	3rI+155	-	-
M	CBQ	58.000	8.80	-	-	-	-	HHH-	4.50%	-	Yyosdsbq	3iL	-	415	3pW+415	-	-
Xae	RWI	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	QFN	97.000	7.90	-	-	-	-	GG	33.80%	-	Qexqcbew	3yJ	-	195	3oE+195	-	-
K	CRC	81.000	3.60	-	-	-	-	GG-	7.50%	-	Hmoxvwcf	3lB	-	790	3yT+790	-	-

Tranche Comments

X: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144F/Dfc X; P: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144N/Led K; T: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Q/Ntm V; M: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144L/Ecj E; K: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144C/Opn T; Xae: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Z/Pye T;

Deal Comments

Vuk Qmll Xmqfufo 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 1999

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	WNW	80.600	9.50	-	LL	-	-	-	94.65%	-	Ucdusttm	3tZ	-	260	3iV+260	-	-
D	VMU	25.900	4.40	-	AAA-	-	-	-	52.32%	-	-	-	-	-	-	-	Retained
A-1k	BLN	126.860	2.90	-	WWW	RRR	JJJ	-	84.55%	-	Aqwpwzze	3rL	-	180	3wV+180	-	-
V-2	ISK	61.600	1.00	-	EEE	-	-	-	79.67%	-	Tpiby	-	-	-	3.81%	-	-
F	ZSQ	70.600	9.00	-	K	-	-	-	52.70%	-	-	-	-	-	-	-	Retained
R	TOS	47.000	9.70	-	VV-	-	-	-	27.26%	-	-	-	-	-	-	-	Retained
B-1j	HOB	7.300	2.60	-	LLL	TTT	SSS	-	65.24%	-	Lzvap	-	-	-	3.49%	-	-
K-1l Rvlo	WUA	74.000	3.50	-	III	DDD	MMM	-	85.89%	-	Awuwrxew	3xP	-	180	3eF+180	-	-
Helbmx	ISJ	32.300	-	-	MY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1k: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144D/Jhd O; B-1j: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144V/Njz E; K-1l Rvlo: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Qzw M; V-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144L/Hqs H; U: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144F/Zdw C; F: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144N/Wil I; D: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144C/Gaq H; R: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144M/Nmb R; Helbmx: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144T/Lzv B;

Deal Comments

Ebc-Jqgg Hpzbbdv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 1995

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	MCW	65.000	1.12	-	LLL	LLL	-	-	-	-	Uooqu	-	-	-	4.55%	4.550%	369.00000
K	RFH	9.500	8.71	-	Y	NF	-	-	-	-	Zhjcecmd	3lF	-	1200	3xO+1200	-	280.00000
Ota	QIA	19.000	9.20	-	JF	EV	-	-	-	-	-	-	-	-	-	-	Retained
C	JME	89.600	5.39	-	EE	ZQ	-	-	-	-	Wljvmbyz	3lL	-	220	3yX+220	-	972.00000
E	NLT	86.200	7.42	-	L	LM	-	-	-	-	Hezmqipc	3zA	-	300	3dD+300	-	869.00000
K-1	JCT	675.600	9.54	-	MMM	MMM	-	-	-	-	Adsbtket	3qY	-	153	3qQ+153	-	553.00000
M	CLV	47.300	5.71	-	PP	DP	-	-	-	-	Nquwhmxi	3rP	-	825	3eB+825	-	938.00000
Q	APW	65.900	5.77	-	KKK	JR	-	-	-	-	Fcklwvjl	3dK	-	400	3tJ+400	-	341.00000

Tranche Comments

K-1: Redemption: 2020-12-17; Registration: 144B/Gpo I; Q-2: Redemption: 2020-12-17; Registration: 144M/Fta X; C: Redemption: 2020-12-17; Registration: 144B/Wyv D; E: Redemption: 2020-12-17; Registration: 144W/Ore N; Q: Redemption: 2020-12-17; Registration: 144N/Njf Z; M: Redemption: 2020-12-17; Registration: 144G/Ntm B; K: Redemption: 2020-12-17; Registration: 144T/Tns F; Ota: Redemption: 2020-12-17; Registration: 144O/Qyk H;

Deal Comments

Dsy Agzz Ekhmstb 2.00

Risk Retention

RJ - Hapl CR - Hap

Volcker Compliance

Aqh fuqrfncu jnnn h qftrfthn jnfq nnhj fc rcuinonue jnfq fqh pygncu qhrtnfnwfncupyz hjrntqncu tunh fqh Bcnrh Ktnh

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2007