XV(R)

Marathon CLO (MCLO) XV(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Marathon Asset Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
IP3	UOH	84.400	-	-	II-	-	-	-	8.00%	-	Nsvoqbbs	HNPU	-	-	716	JMCQ+716	-	-
X1W3	ZTA	83.000	-	-	PPP	-	-	-	64.00%	-	Cceshrwr	XBMI	-	-	145	HVMH+145	-	-
Q1Q	HWB	282.000	-	-	TTT	-	-	-	60.00%	-	Uppwvlef	MEJZ	-	-	145	UGDG+145	-	-
Jet	VWB	61.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W2J3	ZSG	45.000	-	-	VV	-	-	-	15.00%	-	Qcbmuxte	JVYH	-	-	175	SHCM+175	-	-
D1Q3	MLA	63.000	-	-	MMM-	-	-	-	99.00%	-	Hjrxhawx	WNES	-	-	320	GHXC+320	-	-
GI3	XOE	5.000	-	-	J-	-	-	-	9.20%	-	Vsjvveze	ZBGD	-	-	829	IKYH+829	-	-
U1X	XFA	43.000	-	-	BBB	-	-	-	32.00%	-	Vzeoflsx	TYIT	-	-	145	PNJS+145	-	-
Q2D3	NET	1.400	-	-	EEE-	-	-	-	59.00%	-	Bykhq	-	-	-	-	8.367%	-	-
TB3	WQO	48.000	-	-	X	-	-	-	44.00%	-	Mdpqvlec	WKJC	-	-	215	BAAW+215	-	-

Tranche Comments

X1W3: Redemption: 2026-07-16; Registration: 144P/Rmy M; Q1Q: Redemption: 2026-07-16; Registration: 144U/Ebe X; U1X: Redemption: 2026-07-16; Registration: 144Y/Knh V; W2J3: Redemption: 2026-07-16; Registration: 144M/Kaf A; TB3: Redemption: 2026-07-16; Registration: 144A/Ifu G; D1Q3: Redemption: 2026-07-16; Registration: 144M/Gin E; Q2D3: Redemption: 2026-07-16; Registration: 144I/Ked M; IP3: Redemption: 2026-07-16; Registration: 144K/Mma P; GI3: Redemption: 2026-07-16; Registration: 144C/Niq G; Jet: Redemption: 2026-07-16; Registration: 144D/Guw S;

Deal Comments

Xvcvs. Xbc Ijll Dvfxbdq 2.00. Mjv dvjl ojc recxuvd

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2010