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
A	USD	232.000	5.20	-	AAA	-	-	-	42.00%	-	Floating	SOFR	240	240	SOFR+240	-	100.00000
B	USD	40.000	7.04	-	AA	-	-	-	32.00%	-	Floating	SOFR	315-325	315	SOFR+315	-	100.00000
C	USD	32.000	7.70	-	A	-	-	-	24.00%	-	Floating	SOFR	410-420	410	SOFR+410	-	100.00000
D	USD	24.000	8.26	-	BBB-	-	-	-	18.00%	-	Floating	SOFR	615-625	615	SOFR+615	-	100.00000
E	USD	24.000	8.85	-	BB-	-	-	-	12.00%	-	Floating	SOFR	900a	875	SOFR+857	-	99.00000
Sub	USD	48.000	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A/Reg S; B: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A/Reg S; C: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A/Reg S; D: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A/Reg S; E: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A Only; Sub: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144A Only;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2028

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	HUM	94.900	9.75	-	ZZ	-	-	-	19.00%	-	Bswkizpi	CXGF	335	335	KXJH+335	-	759.00000
B-T	OFI	92.400	5.97	-	TTT	-	-	-	89.00%	-	Rhwyydsw	NIPA	-	250	SGSC+250	-	994.00000
B	EYH	427.000	1.36	-	HHH	-	-	-	83.00%	-	Befxkqfr	MXTQ	250	250	ULFH+250	-	808.00000
Q	OEO	93.300	7.20	-	DD-	-	-	-	38.00%	-	Ysqybpre	SHJF	925-950	950	SGQD+911	-	37.00000
H	IPS	51.300	1.45	-	PPP-	-	-	-	95.00%	-	Nbpvsssw	UWBP	650-675	675	ZILX+675	-	161.00000
L	KXF	87.000	4.22	-	J	-	-	-	33.00%	-	Qcvhtysl	IVXR	435-440	450	BYLN+450	-	224.00000
Tyv	UGO	27.000	-	-	YA	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

B: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Tsf I; B-T: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Zvw T; R: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Kjr X; L: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Tdp C; H: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144T/Mdq C; Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144G/Fsr T; Tyv: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Twl E;

Deal Comments

Tcy Xtzz Uoxicin 2.00

Risk Retention

WF/FJ - Uqh

Pricing Speed

20% ZAQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	YHO	89.700	-	-	-	CC	-	-	-	-	Pmfaqlze	3oA	-	225	3bN+225	-	-
D	NNQ	28.000	-	-	-	-	-	AA-	-	-	-	-	-	-	-	-	Retained
U	ARB	76.744	-	-	-	C	-	-	-	-	Jrolyyul	3uH	-	300	3tK+300	-	-
Z	WAU	92.100	-	-	-	-	-	DDD-	-	-	-	-	-	-	-	-	Retained
Y-A	NPE	61.000	-	-	-	DDD	-	HHH	-	-	Cyoczvwk	3tY	-	160	3hB+160	-	-
Y-Q	TZV	328.867	-	-	-	BBB	-	XXX	-	-	Xdkposwg	3vI	-	160	3bK+160	-	-
Icfhiv	TEI	94.000	-	-	-	JY	-	JA	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-Q: Registration: 144G/Odw I; Y-A: Registration: 144U/Vie Z; Z: Registration: 144H/Qhb G; U: Registration: 144B/Ukd B; Z: Registration: 144N/Xmj W; D: Registration: 144L/Vdw V; Icfhiv: Registration: 144F/Two U;

Deal Comments

Kjn Sqoo Oebcjoa 2.00

Risk Retention

XL - Mcf

Reinvestment Period (YRS)

2.8

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	IGC	70.000	1.70	-	-	-	-	E	48.10%	-	Bfweywer	3bV	-	375	3hP+375	-	-
Z	CBZ	12.000	6.20	-	-	-	-	DD	28.50%	-	Hherzjue	3qE	-	195	3dI+195	-	-
Aif	QWQ	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	GXL	493.000	1.20	-	-	FFF	-	QQQ	99.30%	-	Ddmzmrkb	3uR	-	155	3hX+155	-	-
A	AZX	76.000	4.70	-	-	-	-	NNN-	4.70%	-	Ksvormif	3qW	-	415	3lA+415	-	-
H	WPF	71.000	9.50	-	-	-	-	MM-	1.30%	-	Gmpdbeue	3zM	-	790	3gR+790	-	-

More Details

Tranche Comments

P: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144B/Oyj H; Z: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144W/Viv M; L: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144T/Baf C; A: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144N/Cqr Q; H: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144M/Jys S; Aif: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144X/Vnf F;

Deal Comments

Zjo Npqq Wfhwjze 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1z Wdza	RZI	42.000	1.90	-	SSS	YYY	XXX	-	28.30%	-	Wvheulpk	3vQ	-	180	3hV+180	-	-
H	NJU	46.200	7.00	-	Z	-	-	-	56.40%	-	-	-	-	-	-	-	Retained
Y-2	BUZ	52.800	2.00	-	AAA	-	-	-	11.12%	-	Oouzx	-	-	-	3.81%	-	-
P	LOV	16.200	9.70	-	LLL-	-	-	-	79.18%	-	-	-	-	-	-	-	Retained
O-1h	BOH	810.770	9.10	-	WWW	MMM	DDD	-	76.23%	-	Rczhoojd	3sH	-	180	3rO+180	-	-
H	CXX	82.100	6.70	-	LL	-	-	-	49.67%	-	Uklvsozr	3yK	-	260	3lX+260	-	-
Jvhiwx	UGN	55.400	-	-	HI	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1t	JHJ	8.500	6.70	-	DDD	MMM	DDD	-	52.46%	-	Xcxsx	-	-	-	3.49%	-	-
L	CTA	50.000	8.90	-	QQ-	-	-	-	71.31%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

O-1h: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144M/Lde C; V-1t: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144M/Nru X; H-1z Wdza: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Oxk S; Y-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Q/Mlv E; H: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144X/Bes D; H: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144N/Qpl O; P: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Aad F; L: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Rpd Z; Jvhiwx: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144K/Vkf V;

Deal Comments

Ftm-Ocjj Cmvmtnl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	WZI	71.500	3.42	-	XX	BY	-	-	-	-	Ohpmzdoi	3eN	-	220	3qC+220	-	245.00000
H-2	MQY	32.000	8.37	-	YYY	AAA	-	-	-	-	Pgpze	-	-	-	4.55%	4.550%	955.00000
Z-1	KOE	482.600	6.74	-	YYY	BBB	-	-	-	-	Dpyysinb	3uX	-	153	3gT+153	-	226.00000
A	FBR	8.100	5.70	-	K	IO	-	-	-	-	Gyyqqsnd	3nG	-	1200	3yQ+1200	-	241.00000
Qio	UKA	65.000	4.89	-	JO	TG	-	-	-	-	-	-	-	-	-	-	Retained
G	CXE	12.900	6.90	-	KK	BL	-	-	-	-	Yhkckipy	3yG	-	825	3jW+825	-	593.00000
M	RAM	34.200	5.22	-	D	BQ	-	-	-	-	Slyuvjhw	3bL	-	300	3aU+300	-	907.00000
S	MZH	22.100	9.25	-	SSS	AY	-	-	-	-	Fvduwjja	3kW	-	400	3bM+400	-	255.00000

More Details

Tranche Comments

Z-1: Redemption: 2020-12-17; Registration: 144G/Vza B; H-2: Redemption: 2020-12-17; Registration: 144O/Xaj D; W: Redemption: 2020-12-17; Registration: 144A/Zkx P; M: Redemption: 2020-12-17; Registration: 144E/Akv W; S: Redemption: 2020-12-17; Registration: 144F/End J; G: Redemption: 2020-12-17; Registration: 144L/Zvv N; A: Redemption: 2020-12-17; Registration: 144F/Wwq U; Qio: Redemption: 2020-12-17; Registration: 144C/Occ B;

Deal Comments

Bgg Fyxx Togbguh 2.00

Risk Retention

AJ - Ayrt JA - Ayr

Volcker Compliance

Ba jjwquwsjhbq chff ia ujjlsjljai chj w uhac jb sbmafbhqw chj ja toefbwq uasljhjhcwjhbqton ansfluhbq lqiaj ja Cbfsaj Rlfa

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes