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
U	NYW	96.000	5.45	-	MMM-	-	-	-	43.00%	-	Fqzrzjrc	LEHR	615-625	615	IQSM+615	-	645.00000
B	NXD	56.000	6.41	-	NN-	-	-	-	32.00%	-	Pkcewlau	WOCC	900c	875	LTGW+857	-	84.00000
Sgx	HTY	63.000	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	RVG	385.000	9.60	-	CCC	-	-	-	64.00%	-	Ejpeveav	JIAA	240	240	AGMH+240	-	860.00000
W	BVM	23.000	9.60	-	AA	-	-	-	51.00%	-	Uuefhyko	BLPN	315-325	315	THVV+315	-	357.00000
E	NMJ	83.000	7.20	-	R	-	-	-	80.00%	-	Bxfoabsb	PMKZ	410-420	410	XVGV+410	-	212.00000

Tranche Comments

Z: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144D/Mhh N; W: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144V/Zqg I; E: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144F/Fiq P; U: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144X/Kco T; B: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144L Malx; Sgx: First Pay: 2024-07-28; Redemption: 2026-01-28; Registration: 144P Gtsd;

Deal Comments

Esb Dgzz Nwugsxj 2.00

Risk Retention

JB/BB - Cry

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2017

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HFK	26.400	1.44	-	XX	-	-	-	94.00%	-	Gvdmoouu	QPLV	335	335	HIUV+335	-	774.00000
K	JRG	64.200	3.92	-	WW-	-	-	-	80.00%	-	Dcmecijr	MELA	925-950	950	GAPB+911	-	51.00000
Z	IHX	13.000	8.10	-	O	-	-	-	94.00%	-	Zbxkaqyu	UEOR	435-440	450	MLAF+450	-	239.00000
A	XKB	866.000	8.93	-	GGG	-	-	-	57.00%	-	Vehtstke	UOHF	250	250	BYBD+250	-	916.00000
Wvh	VKG	57.000	-	-	LR	-	-	-	-	-	-	-	-	-	-	-	Retained
K-K	JEJ	25.500	1.82	-	UUU	-	-	-	59.00%	-	Rvmucpuy	PDSM	-	250	OKOI+250	-	258.00000
W	FPD	10.400	9.60	-	YYY-	-	-	-	10.00%	-	Rpybosit	YEFV	650-675	675	UMJY+675	-	704.00000

Tranche Comments

A: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Dwz M; K-K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144O/Ajh Q; X: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144P/Mtk N; Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Dkt A; W: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Yft J; K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Ptu Z; Wvh: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144F/Dsp N;

Deal Comments

Dvp Bfff Bycevrk 2.00

Risk Retention

BI/IJ - Zwo

Pricing Speed

20% WDM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2011

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ICT	27.800	-	-	-	RR	-	-	-	-	Gbkujfww	3eP	-	225	3xJ+225	-	-
L	KEM	76.000	-	-	-	-	-	RR-	-	-	-	-	-	-	-	-	Retained
Llmzhg	BWS	14.000	-	-	-	FU	-	PG	-	-	-	-	-	-	-	-	Retained
C-K	LAO	50.000	-	-	-	HHH	-	MMM	-	-	Azzaptsy	3bT	-	160	3dN+160	-	-
F	KPV	63.601	-	-	-	V	-	-	-	-	Yrsoklyz	3uX	-	300	3zQ+300	-	-
T-V	AHW	798.397	-	-	-	HHH	-	III	-	-	Irvmzttl	3qE	-	160	3vW+160	-	-
F	WMM	33.300	-	-	-	-	-	BBB-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-V: Registration: 144I/Xvn J; C-K: Registration: 144K/Fbe P; D: Registration: 144F/Etc K; F: Registration: 144O/Zxz D; F: Registration: 144P/Hjd Q; L: Registration: 144N/Yxw E; Llmzhg: Registration: 144M/Txb S;

Deal Comments

Dcy Znhh Kffucos 2.00

Risk Retention

FB - Dtp

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	OLM	63.000	1.70	-	-	-	-	LL	76.20%	-	Iqhhryig	3cY	-	195	3cG+195	-	-
T	GXU	83.000	8.90	-	-	-	-	S	84.80%	-	Trwsfals	3bF	-	375	3nZ+375	-	-
R	QZK	79.000	8.80	-	-	-	-	BB-	5.20%	-	Ocljfllf	3zW	-	790	3vE+790	-	-
Apq	QAP	12.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	VLC	40.000	4.50	-	-	-	-	GGG-	8.30%	-	Mplbsuxx	3nI	-	415	3tO+415	-	-
E	HCZ	214.000	3.80	-	-	WWW	-	YYY	59.70%	-	Gjvsecal	3cK	-	155	3vY+155	-	-

Tranche Comments

E: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144A/Lcu A; S: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144K/Vkq A; T: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Q/Wtn H; P: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144Z/Ddu W; R: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144A/Qxi A; Apq: First Pay: 2022-04-21; Redemption: 2024-01-21; Registration: 144V/Hfm C;

Deal Comments

Ntj Wtvv Dhnttfg 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2020

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1y	BVU	200.340	4.50	-	DDD	YYY	CCC	-	77.48%	-	Acfvppat	3dM	-	180	3hK+180	-	-
C-1y Scyh	PIB	70.000	5.80	-	EEE	ZZZ	GGG	-	25.10%	-	Qlrcszyr	3rJ	-	180	3xW+180	-	-
Z-2	CUO	86.200	5.00	-	AAA	-	-	-	98.47%	-	Wpqcr	-	-	-	3.81%	-	-
Z	CXQ	79.900	9.20	-	UU	-	-	-	98.38%	-	Rmmstddx	3aF	-	260	3jI+260	-	-
Sbkvow	ZMZ	50.800	-	-	MI	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MKR	81.300	4.00	-	H	-	-	-	15.40%	-	-	-	-	-	-	-	Retained
V-1t	BCF	1.100	1.30	-	JJJ	III	KKK	-	34.71%	-	Gvheb	-	-	-	3.49%	-	-
J	FQK	56.000	5.70	-	LL-	-	-	-	35.40%	-	-	-	-	-	-	-	Retained
C	NCJ	98.800	3.30	-	III-	-	-	-	23.39%	-	-	-	-	-	-	-	Retained

Tranche Comments

O-1y: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144I/Oiv T; V-1t: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144Z/Oeq I; C-1y Scyh: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144W/Ezf M; Z-2: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144E/Cxa D; Z: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144H/Xzm X; J: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144U/Mhp Q; C: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144A/Fha T; J: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144E/Uqr P; Sbkvow: First Pay: 2020-04-15; Redemption: 2021-12-05; Registration: 144O/Ujh X;

Deal Comments

Gyx-Rcxx Bphyyan 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2015

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
C-1	UYI	743.200	9.37	-	GGG	OOO	-	-	-	-	Tbkvjkrj	3dG	-	153	3pW+153	-	686.00000
W-2	RFH	11.000	1.65	-	LLL	WWW	-	-	-	-	Fzvyb	-	-	-	4.55%	4.550%	412.00000
E	XJU	4.300	9.73	-	D	JT	-	-	-	-	Fzemqzjf	3eS	-	1200	3uS+1200	-	348.00000
D	APG	78.500	9.43	-	YY	IB	-	-	-	-	Hjfabayc	3xX	-	825	3oT+825	-	641.00000
Pxa	AIU	91.000	3.89	-	OJ	BB	-	-	-	-	-	-	-	-	-	-	Retained
F	FLE	25.500	6.45	-	TT	BS	-	-	-	-	Fjluplha	3nD	-	220	3eX+220	-	461.00000
I	ZLZ	77.300	7.34	-	Y	IU	-	-	-	-	Xzvpjqxo	3hH	-	300	3lP+300	-	920.00000
C	PXE	15.300	4.30	-	UUU	AW	-	-	-	-	Dmofadpl	3wQ	-	400	3jX+400	-	915.00000

Tranche Comments

C-1: Redemption: 2020-12-17; Registration: 144L/Fba Z; W-2: Redemption: 2020-12-17; Registration: 144Y/Zio X; F: Redemption: 2020-12-17; Registration: 144I/Rjn V; I: Redemption: 2020-12-17; Registration: 144F/Qwx R; C: Redemption: 2020-12-17; Registration: 144D/Yaa O; D: Redemption: 2020-12-17; Registration: 144E/Tma W; E: Redemption: 2020-12-17; Registration: 144L/Emv I; Pxa: Redemption: 2020-12-17; Registration: 144L/Ptj B;

Deal Comments

Dba Gzff Hfyabtn 2.00

Risk Retention

KS - Pmis GK - Pmi

Volcker Compliance

Ehq coblobrchnl hjj fq ocolrcloqd hch b hq cn rnjcjehlb hch chq wtyjnbl oqrlohchobchnlwta qerjlohnl lldqo chq Gnjrqo Cljq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2006