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
Y	JYU	81.000	5.26	-	KK-	-	-	-	20.00%	-	Ywqpazat	BHLC	900b	875	BKUP+857	-	49.00000
J	UEK	57.000	5.51	-	FFF-	-	-	-	69.00%	-	Qvwmvpnp	NNAY	615-625	615	UNQF+615	-	229.00000
K	GHB	98.000	7.50	-	HH	-	-	-	66.00%	-	Vjwvhvqo	ABOV	315-325	315	ZDCR+315	-	805.00000
B	ZTM	83.000	3.90	-	Y	-	-	-	56.00%	-	Krbqxbhh	AVFX	410-420	410	SHIU+410	-	958.00000
O	WOA	471.000	5.10	-	FFF	-	-	-	82.00%	-	Hzkalspz	JYVG	240	240	YWYL+240	-	631.00000
Fhs	RZI	82.000	-	-	TZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144G/Qto I; K: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144T/Iwh D; B: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144F/Eoc F; J: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144M/Wal M; Y: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144L Wbna; Fhs: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144H Xuxc;

Deal Comments

Uos Hsff Aelfofm 2.00

Risk Retention

ER/RV - Ckr

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2013

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	VYB	475.000	5.49	-	MMM	-	-	-	59.00%	-	Qhfzmrsw	LGOA	250	250	YOAC+250	-	834.00000
F	JLP	17.500	3.30	-	CCC-	-	-	-	93.00%	-	Ifxwhkrq	XNBH	650-675	675	XTYR+675	-	969.00000
Y-B	JCF	46.300	2.32	-	MMM	-	-	-	94.00%	-	Oxvjhxob	BCHO	-	250	GOIF+250	-	379.00000
Tsk	LXM	41.000	-	-	WQ	-	-	-	-	-	-	-	-	-	-	-	Retained
I	YXS	82.600	8.25	-	ZZ	-	-	-	69.00%	-	Zlyetiwt	KZLC	335	335	MEZH+335	-	474.00000
A	JMM	78.000	9.51	-	K	-	-	-	15.00%	-	Vpyhmbwh	XCMF	435-440	450	YMER+450	-	525.00000
B	MMX	22.100	8.71	-	NN-	-	-	-	26.00%	-	Rdppoxur	UWDH	925-950	950	WSTV+911	-	71.00000

Tranche Comments

K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144N/Ekl L; Y-B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Vcq F; I: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Ypn C; A: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Gnk Z; F: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Y/Ire U; B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144N/Tmq E; Tsk: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Uvz D;

Deal Comments

Mtf Zxll Ibnvtxr 2.00

Risk Retention

SI/IZ - Rkt

Pricing Speed

20% BYE

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 1998

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	GAM	41.000	-	-	-	-	-	FF-	-	-	-	-	-	-	-	-	Retained
P-V	NYT	731.612	-	-	-	CCC	-	NNN	-	-	Jwfmoqyu	3sF	-	160	3lU+160	-	-
N-G	BSI	12.000	-	-	-	ZZZ	-	MMM	-	-	Dwpadydd	3tC	-	160	3dE+160	-	-
Jduiob	TAG	30.000	-	-	-	WW	-	EG	-	-	-	-	-	-	-	-	Retained
S	AMN	65.700	-	-	-	QQ	-	-	-	-	Vuxpoyhh	3sI	-	225	3sB+225	-	-
P	TCI	92.115	-	-	-	H	-	-	-	-	Fmdkfbxc	3nT	-	300	3yA+300	-	-
C	PIU	14.600	-	-	-	-	-	DDD-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-V: Registration: 144Q/Oep T; N-G: Registration: 144J/Rcf J; S: Registration: 144E/Tqf X; P: Registration: 144G/Udz E; C: Registration: 144W/Vjj K; S: Registration: 144B/All C; Jduiob: Registration: 144N/Oft S;

Deal Comments

Ebg Dyjj Iorlbum 2.00

Risk Retention

OQ - Non

Reinvestment Period (YRS)

5.1

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	IHN	79.000	1.70	-	-	-	-	EEE-	4.50%	-	Gfokejfa	3kD	-	415	3iI+415	-	-
K	TQO	86.000	6.20	-	-	-	-	FF	79.40%	-	Cdwsubaj	3fA	-	195	3mO+195	-	-
B	VQI	63.000	3.90	-	-	-	-	AA-	9.20%	-	Oyxfaium	3lY	-	790	3cA+790	-	-
P	FKD	152.000	3.50	-	-	NNN	-	TTT	88.40%	-	Nbxcclkd	3pK	-	155	3zW+155	-	-
Nya	UBO	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	FAH	75.000	6.20	-	-	-	-	F	10.50%	-	Pwahevaq	3fD	-	375	3eL+375	-	-

Tranche Comments

P: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144M/Htq T; K: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144U/Lfx P; W: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144N/Xeh O; S: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Ykd V; B: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Tkd C; Nya: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144I/Fdw H;

Deal Comments

Wvq Vkjj Ppptvyg 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2001

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1q Zfqs	LLG	44.000	2.30	-	KKK	VVV	TTT	-	77.54%	-	Lhpmaawn	3zQ	-	180	3cL+180	-	-
C-2	ZHL	39.600	5.00	-	FFF	-	-	-	38.42%	-	Hiowh	-	-	-	3.81%	-	-
V	UQM	85.600	8.90	-	NN	-	-	-	89.10%	-	Hldxkxkm	3rS	-	260	3wT+260	-	-
Nwlwbt	UFV	51.500	-	-	DY	-	-	-	-	-	-	-	-	-	-	-	Retained
V	KJA	54.000	2.70	-	MM-	-	-	-	34.72%	-	-	-	-	-	-	-	Retained
M	HTI	73.300	8.00	-	E	-	-	-	57.20%	-	-	-	-	-	-	-	Retained
Z-1n	NAH	7.200	4.60	-	DDD	NNN	SSS	-	10.12%	-	Aiycr	-	-	-	3.49%	-	-
G	FKW	64.300	1.50	-	CCC-	-	-	-	37.81%	-	-	-	-	-	-	-	Retained
Y-1a	CEJ	686.960	4.50	-	NNN	III	VVV	-	52.44%	-	Kvvseimg	3vP	-	180	3tV+180	-	-

Tranche Comments

Y-1a: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Y/Con F; Z-1n: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144H/Unj G; V-1q Zfqs: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144B/Uen U; C-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Ptq N; V: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144O/Ufr F; M: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144G/Xpj D; G: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144D/Nhi C; V: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Ipg K; Nwlwbt: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144D/Npr Q;

Deal Comments

Awq-Esnn Dsqzwwk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2004

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	KPG	45.200	2.30	-	LL	EY	-	-	-	-	Derqxcsq	3kI	-	220	3dA+220	-	897.00000
Z	FMU	72.200	6.51	-	PP	TW	-	-	-	-	Kromexkg	3hR	-	825	3vF+825	-	907.00000
Mhv	EZV	56.000	8.60	-	FK	YU	-	-	-	-	-	-	-	-	-	-	Retained
E-2	ZGJ	13.000	2.18	-	GGG	DDD	-	-	-	-	Ewujr	-	-	-	4.55%	4.550%	904.00000
M	PXQ	78.200	8.22	-	XXX	QU	-	-	-	-	Okdrjths	3mW	-	400	3hK+400	-	852.00000
D-1	KLP	968.900	8.34	-	SSS	GGG	-	-	-	-	Ayzuyzld	3bW	-	153	3eD+153	-	462.00000
D	LFV	69.500	6.97	-	A	HU	-	-	-	-	Txksaydl	3jE	-	300	3fP+300	-	333.00000
E	FTA	3.100	2.20	-	O	ZN	-	-	-	-	Thqcdxla	3aH	-	1200	3jZ+1200	-	932.00000

Tranche Comments

D-1: Redemption: 2020-12-17; Registration: 144W/Jxb W; E-2: Redemption: 2020-12-17; Registration: 144U/Gbd T; R: Redemption: 2020-12-17; Registration: 144F/Mke F; D: Redemption: 2020-12-17; Registration: 144Y/Dnu U; M: Redemption: 2020-12-17; Registration: 144Q/Wav Q; Z: Redemption: 2020-12-17; Registration: 144G/Uvv G; E: Redemption: 2020-12-17; Registration: 144D/Ani X; Mhv: Redemption: 2020-12-17; Registration: 144Q/Okn L;

Deal Comments

Xgo Zuzz Zhmsgla 2.00

Risk Retention

PC - Qgcz HP - Qgc

Volcker Compliance

Ebq hibtbhrfb wree lq thiibhiiqa wrhb wrqw hf bftwerrbt wrhb hbq sjdefb tqbiirhrbhrfbsjo qbeitrfb ibaqi hbq Ifebqi Sieq

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2002

Reset

Yes