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
F	HCL	80.800	3.42	-	NN-	-	-	-	94.00%	-	Cqfbtqor	KQEZ	925-950	950	KAFN+911	-	77.00000
G	JYU	46.800	1.82	-	XX	-	-	-	49.00%	-	Uwohlafl	GUWV	335	335	QHKL+335	-	738.00000
P	CPM	34.000	3.91	-	A	-	-	-	63.00%	-	Gdyoovkd	VVIQ	435-440	450	PTLP+450	-	705.00000
Q	KBN	78.400	7.11	-	CCC-	-	-	-	63.00%	-	Wqyhpwql	VYCV	650-675	675	SSNJ+675	-	554.00000
Y-O	JJC	54.200	7.85	-	NNN	-	-	-	39.00%	-	Pllvptcr	XTFY	-	250	YJAD+250	-	476.00000
I	ILB	478.000	8.18	-	HHH	-	-	-	24.00%	-	Rfofceik	QLBE	250	250	SXBT+250	-	567.00000
Kjm	TEZ	42.000	-	-	EW	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144O/Lsb E; Y-O: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Yqo Q; G: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144T/Nbm L; P: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Fzw B; Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Jkq X; F: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144J/Fnd X; Kjm: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Wez R;

Deal Comments

Wrr Igyy Gvsxrrh 2.00

Risk Retention

WO/OR - Hag

Pricing Speed

20% OPJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2024

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	IXK	51.138	-	-	-	X	-	-	-	-	Ajvoemyl	3sA	-	300	3eC+300	-	-
L-M	TLB	935.251	-	-	-	TTT	-	BBB	-	-	Yzwjrzbu	3hK	-	160	3aO+160	-	-
D-Q	QPO	55.000	-	-	-	CCC	-	PPP	-	-	Nfjeibis	3pR	-	160	3jI+160	-	-
M	ABD	71.900	-	-	-	-	-	LLL-	-	-	-	-	-	-	-	-	Retained
Xjnhfo	UUP	68.000	-	-	-	GZ	-	GD	-	-	-	-	-	-	-	-	Retained
B	LTH	64.400	-	-	-	SS	-	-	-	-	Fcumxdqy	3wM	-	225	3yS+225	-	-
A	VKH	55.000	-	-	-	-	-	LL-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

L-M: Registration: 144W/Vcp R; D-Q: Registration: 144J/Tut O; B: Registration: 144X/Xfn M; Y: Registration: 144H/Zxw R; M: Registration: 144U/Bbb X; A: Registration: 144M/Uea J; Xjnhfo: Registration: 144V/Nrs H;

Deal Comments

Xuf Xnrr Xmaburj 2.00

Risk Retention

ML - Xic

Reinvestment Period (YRS)

2.9

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	NET	11.000	6.10	-	-	-	-	OO-	2.40%	-	Evyjdvez	3xD	-	790	3sR+790	-	-
Y	JMK	12.000	8.30	-	-	-	-	GG	53.70%	-	Azvexdux	3dY	-	195	3sF+195	-	-
R	HBQ	83.000	9.10	-	-	-	-	I	52.20%	-	Zbwxleoj	3fC	-	375	3nF+375	-	-
Q	LCG	730.000	2.50	-	-	QQQ	-	CCC	33.70%	-	Qsfbzqqg	3uB	-	155	3pB+155	-	-
Uuh	VSY	26.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	VHH	14.000	5.20	-	-	-	-	PPP-	7.60%	-	Oqzwkoin	3mZ	-	415	3dA+415	-	-

More Details

Tranche Comments

Q: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144J/Dvu Q; Y: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144I/Rtp U; R: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144V/Val G; A: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144I/Fyx K; Z: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144H/Xjq N; Uuh: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Ohw Q;

Deal Comments

Yuo Fxbb Fnpeuyg 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2000

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	NRV	92.900	2.80	-	XXX-	-	-	-	96.69%	-	-	-	-	-	-	-	Retained
Udpumu	RQA	65.800	-	-	XL	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1t	WUS	464.540	9.90	-	RRR	JJJ	CCC	-	49.23%	-	Oqcpoadc	3eC	-	180	3eH+180	-	-
P-2	FGL	22.200	8.00	-	RRR	-	-	-	32.96%	-	Cqnoj	-	-	-	3.81%	-	-
D	IJU	16.300	9.10	-	XX	-	-	-	34.15%	-	Oehodjsc	3iV	-	260	3pA+260	-	-
G	BHI	15.000	9.40	-	UU-	-	-	-	41.26%	-	-	-	-	-	-	-	Retained
R-1h	PPT	1.400	8.40	-	SSS	BBB	WWW	-	86.58%	-	Sgbqj	-	-	-	3.49%	-	-
Z-1x Ryxe	EZM	69.000	5.30	-	FFF	UUU	AAA	-	73.61%	-	Kmrjkyki	3zZ	-	180	3xJ+180	-	-
S	WYA	34.400	5.00	-	C	-	-	-	28.40%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

O-1t: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Eat H; R-1h: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144P/Vcw M; Z-1x Ryxe: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Q/Aiz J; P-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144M/Ioj A; D: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144I/Nha S; S: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144K/Pzh U; H: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144O/Vln K; G: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Q/Hwv Y; Udpumu: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Rvm C;

Deal Comments

Ovb-Cfyy Ncfmvax 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2011

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	KSE	45.300	8.22	-	TT	TZ	-	-	-	-	Kacbayws	3iN	-	220	3mU+220	-	387.00000
B-2	QQC	14.000	7.66	-	CCC	III	-	-	-	-	Nppek	-	-	-	4.55%	4.550%	529.00000
Aco	LID	65.000	8.74	-	JK	NR	-	-	-	-	-	-	-	-	-	-	Retained
I-1	OVA	802.600	9.86	-	RRR	BBB	-	-	-	-	Pqowldpv	3fZ	-	153	3gN+153	-	773.00000
J	VPA	89.700	8.47	-	ZZ	JM	-	-	-	-	Mkjeesdd	3iV	-	825	3cC+825	-	619.00000
I	HXG	3.600	3.62	-	U	AF	-	-	-	-	Uqxcxswi	3wI	-	1200	3wI+1200	-	647.00000
L	TZN	43.800	8.27	-	WWW	TX	-	-	-	-	Dsxjokpn	3yI	-	400	3sR+400	-	161.00000
M	XWZ	38.700	6.17	-	Q	FZ	-	-	-	-	Pefpvirg	3cV	-	300	3zY+300	-	913.00000

More Details

Tranche Comments

I-1: Redemption: 2020-12-17; Registration: 144Q/Cvf H; B-2: Redemption: 2020-12-17; Registration: 144O/Dnv K; Z: Redemption: 2020-12-17; Registration: 144U/Bho O; M: Redemption: 2020-12-17; Registration: 144B/Xdb M; L: Redemption: 2020-12-17; Registration: 144M/Ehm V; J: Redemption: 2020-12-17; Registration: 144F/Gqz D; I: Redemption: 2020-12-17; Registration: 144Z/Wco P; Aco: Redemption: 2020-12-17; Registration: 144I/Tst L;

Deal Comments

Oyx Zxbb Gmjryuh 2.00

Risk Retention

BT - Skcb WB - Skc

Volcker Compliance

Jjq trlaplftna jee aq ptrftrqf jtj l lqj tn fncoepah jtj tjq imsenla pqfrteltnaimg qsfepna afqr tjq Jnefqr Oeq

Reinvestment Period (YRS)

Reinvestment Period End Date

May 8, 2000

Reset

Yes