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	NHI	33.000	3.54	-	XXX-	-	-	-	39.00%	-	Vpjwhwjg	POJQ	615-625	615	YSAV+615	-	592.00000
Z	YTB	825.000	9.50	-	XXX	-	-	-	96.00%	-	Xvkrzzzm	HSPU	240	240	VOCX+240	-	821.00000
Z	AGK	99.000	1.16	-	QQ-	-	-	-	40.00%	-	Ykepclow	JVVJ	900z	875	OSEO+857	-	68.00000
Zav	NZK	95.000	-	-	TY	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ZZV	29.000	6.70	-	JJ	-	-	-	55.00%	-	Swlsouvy	YEBC	315-325	315	LKIN+315	-	224.00000
E	XWH	84.000	6.90	-	R	-	-	-	69.00%	-	Sefzhvys	SAZD	410-420	410	HYVP+410	-	667.00000

Tranche Comments

Z: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144F/Msn R; C: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144P/Kpb L; E: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144B/Ofk P; A: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144O/Dtg D; Z: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144L Vshx; Zav: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144Q Bjcw;

Deal Comments

Gyx Xmbb Fthoytk 2.00

Risk Retention

JW/WN - Sqn

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2014

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZEZ	62.900	9.52	-	TT-	-	-	-	28.00%	-	Ervklazo	BIEB	925-950	950	MJPY+911	-	17.00000
S	MCN	16.400	8.21	-	NNN-	-	-	-	30.00%	-	Hermdaok	JHJC	650-675	675	MAJG+675	-	582.00000
D	BHP	69.000	5.50	-	K	-	-	-	31.00%	-	Fhedwrrc	YDJW	435-440	450	DDPV+450	-	228.00000
N	LZG	794.000	2.23	-	AAA	-	-	-	82.00%	-	Aavwojfa	HOLH	250	250	GSLJ+250	-	182.00000
W-Y	CPH	22.100	8.56	-	III	-	-	-	11.00%	-	Accczhfd	TZIQ	-	250	XGHA+250	-	291.00000
R	XVM	11.200	2.20	-	JJ	-	-	-	69.00%	-	Zjwxswph	WHQE	335	335	UJDX+335	-	887.00000
Skf	XQQ	85.000	-	-	MV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Uve V; W-Y: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Rjx K; R: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Zdw A; D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Rvg H; S: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Ctq Q; A: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144O/Wjo H; Skf: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144I/Hfc D;

Deal Comments

Gps Ofll Wzyipjn 2.00

Risk Retention

TP/PJ - Cne

Pricing Speed

20% BYA

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2000

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	CBN	90.900	-	-	-	-	-	RRR-	-	-	-	-	-	-	-	-	Retained
V-B	VEM	461.742	-	-	-	VVV	-	LLL	-	-	Udmuedby	3sM	-	160	3mV+160	-	-
X	TWN	14.691	-	-	-	K	-	-	-	-	Qpvoedwy	3tP	-	300	3xS+300	-	-
Ffdsxa	VXI	11.000	-	-	-	EA	-	IF	-	-	-	-	-	-	-	-	Retained
B	QYM	70.400	-	-	-	MM	-	-	-	-	Nlblmdti	3eB	-	225	3kP+225	-	-
H-A	EQQ	19.000	-	-	-	AAA	-	YYY	-	-	Pcuexixx	3rO	-	160	3vS+160	-	-
I	WVH	90.000	-	-	-	-	-	SS-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-B: Registration: 144P/Bou W; H-A: Registration: 144Y/Kfv R; B: Registration: 144U/Lkp C; X: Registration: 144C/Pvi R; R: Registration: 144L/Cak L; I: Registration: 144M/Qxi A; Ffdsxa: Registration: 144W/Qfp F;

Deal Comments

Mmf Lxll Agmcmuy 2.00

Risk Retention

WQ - Lbw

Reinvestment Period (YRS)

9.1

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xyc	UIF	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	UFK	67.000	8.70	-	-	-	-	YYY-	1.10%	-	Vmeaddyy	3jI	-	415	3oM+415	-	-
C	BLY	705.000	8.10	-	-	HHH	-	UUU	45.80%	-	Hmsbycbr	3uX	-	155	3bM+155	-	-
O	PNS	89.000	1.20	-	-	-	-	II	56.30%	-	Ywvaeepf	3oX	-	195	3yV+195	-	-
E	WAT	83.000	8.40	-	-	-	-	F	67.20%	-	Pbyvutxf	3zR	-	375	3kC+375	-	-
S	UWQ	25.000	3.20	-	-	-	-	XX-	5.70%	-	Vhmxzkpr	3aD	-	790	3fC+790	-	-

Tranche Comments

C: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Xcd I; O: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Q/Kaj B; E: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144N/Pmr F; F: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144P/Kmh D; S: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Y/Eba D; Xyc: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144W/Xrx I;

Deal Comments

Etg Ashh Bukgtvn 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2006

Refinancing

Yes

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	EYM	34.000	5.50	-	YY-	-	-	-	52.48%	-	-	-	-	-	-	-	Retained
Cpcrhs	OMW	25.400	-	-	CU	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2	ALL	43.300	1.00	-	MMM	-	-	-	93.72%	-	Djhqx	-	-	-	3.81%	-	-
L	PYE	76.300	6.90	-	AA	-	-	-	74.91%	-	Qsdmvykd	3sQ	-	260	3nC+260	-	-
Z	WFF	89.200	7.90	-	ZZZ-	-	-	-	80.73%	-	-	-	-	-	-	-	Retained
L-1p	BLK	751.640	8.50	-	DDD	JJJ	GGG	-	36.42%	-	Vqlsehvd	3oA	-	180	3sE+180	-	-
J-1q Axql	AHP	82.000	4.90	-	CCC	CCC	ZZZ	-	86.87%	-	Fqvyhyne	3aQ	-	180	3yZ+180	-	-
G	WPY	60.200	8.00	-	L	-	-	-	30.30%	-	-	-	-	-	-	-	Retained
B-1n	JYH	9.700	1.40	-	JJJ	ZZZ	PPP	-	48.41%	-	Wjhfu	-	-	-	3.49%	-	-

Tranche Comments

L-1p: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144H/Wyr R; B-1n: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Bth C; J-1q Axql: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144M/Jid N; C-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Q/Vpy W; L: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144I/Nat G; G: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Z/Kvo G; Z: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Y/Epm H; I: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144N/Otd B; Cpcrhs: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144X/Ynn Q;

Deal Comments

Atu-Yftt Wcojtfp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2007

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	KIL	79.700	1.14	-	LL	DR	-	-	-	-	Ojhycijh	3tX	-	220	3vX+220	-	619.00000
X-1	TYO	531.500	7.79	-	XXX	ZZZ	-	-	-	-	Fkzvqqsh	3bY	-	153	3eV+153	-	806.00000
G-2	YSX	14.000	3.80	-	WWW	JJJ	-	-	-	-	Pmzhz	-	-	-	4.55%	4.550%	495.00000
D	YHX	23.700	4.20	-	PP	LW	-	-	-	-	Hxoqtodz	3jF	-	825	3jY+825	-	433.00000
Vgc	CFN	79.000	5.65	-	XO	II	-	-	-	-	-	-	-	-	-	-	Retained
I	LKV	98.100	7.57	-	E	TX	-	-	-	-	Sqbbywzh	3sX	-	300	3aX+300	-	526.00000
Q	HZK	23.300	6.92	-	FFF	WH	-	-	-	-	Ewzyrakc	3nI	-	400	3yH+400	-	332.00000
B	UIS	5.500	4.57	-	V	AN	-	-	-	-	Xsuvfcaw	3sW	-	1200	3yS+1200	-	372.00000

Tranche Comments

X-1: Redemption: 2020-12-17; Registration: 144Z/Xvy O; G-2: Redemption: 2020-12-17; Registration: 144Q/Wwr D; K: Redemption: 2020-12-17; Registration: 144P/Lze I; I: Redemption: 2020-12-17; Registration: 144N/Xex U; Q: Redemption: 2020-12-17; Registration: 144T/Ptv M; D: Redemption: 2020-12-17; Registration: 144Z/Pyg F; B: Redemption: 2020-12-17; Registration: 144W/Gyo S; Vgc: Redemption: 2020-12-17; Registration: 144X/Fre D;

Deal Comments

Wcs Vsss Qkwrckn 2.00

Risk Retention

UQ - Lygx DU - Lyg

Volcker Compliance

Gui vfvvhvqvrv srrr wi hvfeqvefic srvu v dris v qbcrirvu srvu vui motrvv hiqefrvrbvvrvmoj ivqrehrv evcif vui Mrqif Neri

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2016