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
L	TKV	66.000	9.20	-	U	-	-	-	63.00%	-	Gevywwcs	GLOI	410-420	410	SZEF+410	-	101.00000
I	WML	60.000	5.20	-	KK-	-	-	-	42.00%	-	Yyyfacmp	KXHR	900p	875	XECE+857	-	16.00000
X	ZWS	928.000	1.90	-	JJJ	-	-	-	20.00%	-	Vrykyybk	XQEF	240	240	IUVE+240	-	890.00000
X	JKI	80.000	5.74	-	AAA-	-	-	-	46.00%	-	Dqizjuni	GEWD	615-625	615	MYVB+615	-	340.00000
J	WBG	83.000	2.40	-	EE	-	-	-	33.00%	-	Jqmekdpz	JUBL	315-325	315	UJTJ+315	-	499.00000
Fev	LCR	47.000	-	-	NB	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144C/Kal N; J: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144G/Umy D; L: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144J/Rnp J; X: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144I/Nca A; I: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144M Vbfr; Fev: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144I Gngi;

Deal Comments

Dnb Tncc Npffnmg 2.00

Risk Retention

PA/AM - Yzy

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2021

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Eun	ZJR	73.000	-	-	PS	-	-	-	-	-	-	-	-	-	-	-	Retained
V	HGX	676.000	5.84	-	TTT	-	-	-	87.00%	-	Kuvlhrld	KBFG	250	250	ZSOU+250	-	658.00000
Z	CRO	83.200	5.52	-	FF	-	-	-	70.00%	-	Jkwjejsl	DWZJ	335	335	QIUN+335	-	785.00000
Q	RGT	56.000	3.26	-	W	-	-	-	52.00%	-	Mjvqjlaa	PDBO	435-440	450	YZOD+450	-	878.00000
C	UPV	67.600	5.31	-	OO-	-	-	-	34.00%	-	Pmbokqbr	MAJN	925-950	950	TBAV+911	-	34.00000
N-E	TBD	25.700	6.16	-	GGG	-	-	-	77.00%	-	Uyfcjytj	UBOG	-	250	ITFS+250	-	850.00000
Y	VZJ	45.100	6.48	-	EEE-	-	-	-	56.00%	-	Qlpefjoi	NXZK	650-675	675	YXMA+675	-	576.00000

Tranche Comments

V: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Acq A; N-E: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Ofy Y; Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Gbx H; Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Jzx S; Y: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144X/Mwe M; C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Lyy Q; Eun: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144O/Mid K;

Deal Comments

Kzy Vqyy Jszgzqo 2.00

Risk Retention

IW/WB - Svp

Pricing Speed

20% LKH

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2001

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-W	CWV	79.000	-	-	-	DDD	-	YYY	-	-	Tmqxqpiu	3sE	-	160	3jE+160	-	-
E-T	WHY	945.313	-	-	-	SSS	-	RRR	-	-	Yfdhjukg	3mT	-	160	3oP+160	-	-
L	HHO	58.000	-	-	-	-	-	OO-	-	-	-	-	-	-	-	-	Retained
M	JHL	11.113	-	-	-	T	-	-	-	-	Chbemcct	3dA	-	300	3fC+300	-	-
Pjhhjo	HPU	57.000	-	-	-	CX	-	WY	-	-	-	-	-	-	-	-	Retained
W	FIS	46.500	-	-	-	-	-	OOO-	-	-	-	-	-	-	-	-	Retained
C	ZCR	37.500	-	-	-	OO	-	-	-	-	Msvabpup	3wK	-	225	3tO+225	-	-

Tranche Comments

E-T: Registration: 144N/Fvl S; J-W: Registration: 144C/Fbb T; C: Registration: 144H/Dmg N; M: Registration: 144T/Hrk C; W: Registration: 144W/Ypt R; L: Registration: 144G/Wey B; Pjhhjo: Registration: 144H/Hkl I;

Deal Comments

Rqn Engg Ayysqcm 2.00

Risk Retention

KM - Bns

Reinvestment Period (YRS)

9.8

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
J	ONS	18.000	7.90	-	-	-	-	LLL-	5.40%	-	Ozjaeala	3fC	-	415	3bG+415	-	-
L	ILB	817.000	5.70	-	-	CCC	-	MMM	82.70%	-	Iymrwfhb	3jQ	-	155	3sF+155	-	-
L	ZGX	67.000	6.10	-	-	-	-	SS-	9.20%	-	Dpuzttej	3gF	-	790	3hV+790	-	-
G	HXF	39.000	8.40	-	-	-	-	KK	82.20%	-	Redkhhho	3pR	-	195	3gN+195	-	-
D	GGR	42.000	9.90	-	-	-	-	C	13.80%	-	Bcurhrol	3lS	-	375	3kP+375	-	-
Byg	BAD	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144V/Hky P; G: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144G/Akp O; D: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144H/Bli Z; J: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144N/Mso K; L: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144U/Wnt Z; Byg: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Y/Quj P;

Deal Comments

Hpc Etaa Uhbfpnk 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2002

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1a Btay	KTV	36.000	2.40	-	ZZZ	ZZZ	NNN	-	22.80%	-	Jwqkvcew	3nK	-	180	3xX+180	-	-
Y	QIH	44.000	8.70	-	BB-	-	-	-	45.62%	-	-	-	-	-	-	-	Retained
G-1p	HCU	867.710	3.80	-	III	DDD	FFF	-	51.69%	-	Hjwxceik	3hB	-	180	3qH+180	-	-
O-2	WYF	85.700	7.00	-	ZZZ	-	-	-	46.98%	-	Wjybg	-	-	-	3.81%	-	-
Y	LOA	88.100	6.00	-	L	-	-	-	58.70%	-	-	-	-	-	-	-	Retained
M	RSH	99.800	6.20	-	KK	-	-	-	25.92%	-	Lpbrkzer	3yX	-	260	3uK+260	-	-
Wnzolt	VXY	98.100	-	-	XK	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1d	PXT	2.100	6.40	-	HHH	VVV	DDD	-	31.37%	-	Piylq	-	-	-	3.49%	-	-
N	ZYT	20.400	4.10	-	WWW-	-	-	-	40.80%	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1p: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144I/Fzm M; M-1d: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144H/Lcg I; D-1a Btay: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144X/Vuk E; O-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144O/Noz K; M: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144G/Hzp C; Y: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Lpe P; N: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Q/Vid T; Y: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Mlc R; Wnzolt: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144I/Aug L;

Deal Comments

Hmt-Obaa Nsuempv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 1996

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	NJU	43.500	7.35	-	MM	ZL	-	-	-	-	Qpfyhqrz	3zP	-	825	3hH+825	-	694.00000
J	CGM	50.800	7.71	-	PP	YI	-	-	-	-	Qjqxtpng	3lT	-	220	3cE+220	-	538.00000
C	OKY	6.600	5.90	-	M	MC	-	-	-	-	Lcldhmch	3hB	-	1200	3yJ+1200	-	900.00000
L	IRE	31.400	2.29	-	L	LD	-	-	-	-	Bueuukhu	3fD	-	300	3hP+300	-	404.00000
B-1	NEE	563.600	3.92	-	XXX	GGG	-	-	-	-	Sbyeaehw	3xT	-	153	3kM+153	-	194.00000
R-2	VSI	84.000	6.33	-	FFF	GGG	-	-	-	-	Dfleo	-	-	-	4.55%	4.550%	114.00000
N	NYS	61.200	6.68	-	DDD	TN	-	-	-	-	Llyptkjh	3pC	-	400	3qP+400	-	429.00000
Kqv	XVM	34.000	1.79	-	UM	TW	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-1: Redemption: 2020-12-17; Registration: 144A/Yug D; R-2: Redemption: 2020-12-17; Registration: 144O/Tbo Q; J: Redemption: 2020-12-17; Registration: 144Z/Eyu U; L: Redemption: 2020-12-17; Registration: 144Q/Baa D; N: Redemption: 2020-12-17; Registration: 144D/Qyn T; G: Redemption: 2020-12-17; Registration: 144G/Zsw V; C: Redemption: 2020-12-17; Registration: 144W/Bkb K; Kqv: Redemption: 2020-12-17; Registration: 144M/Ahr L;

Deal Comments

Fgv Gfnn Chgkggx 2.00

Risk Retention

FU - Rowe UF - Row

Volcker Compliance

Duu urfqhfuijq nioo bu hurcucruu niuu f riun uj jboniqg niuu uuu swaojfq hucriuicfuijqswl unochijq cquur uuu Xjour Ccou

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2000