Marathon CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1QLVY797.000--TTT---98.00%-GfmmckzcXUDR-145TUAP+145--
W1W3NTB36.000--WWW---81.00%-GmpbtqiaLIHX-145YBKO+145--
D2K3JRM96.000--CC---49.00%-UlzmddncEVCO-175QVUS+175--
P1G3GUO24.000--HHH----55.00%-ZlxooffeKSSM-320XQWH+320--
NatJOY73.900--------------Retained
MB3VTE55.000--V---38.00%-OvtvltnfVSQH-215ULFS+215--
J1LGGH82.000--XXX---44.00%-MfvtdqdtILQC-145KKNQ+145--
V2E3NZN9.300--III----27.00%-Gzpao---8.367%--
ER3GEC29.500--II----6.00%-TyusxypqTIET-716LHCZ+716--
IJ3QRY9.000--U----9.50%-AvephxmqYMBW-829CNFK+829--
Tranche Comments
W1W3: Redemption: 2026-07-16; Registration: 144Z/Jdr D; Q1Q: Redemption: 2026-07-16; Registration: 144N/Ohh Y; J1L: Redemption: 2026-07-16; Registration: 144Y/Grj W; D2K3: Redemption: 2026-07-16; Registration: 144U/Gmq V; MB3: Redemption: 2026-07-16; Registration: 144T/Eoy M; P1G3: Redemption: 2026-07-16; Registration: 144P/Kcg Q; V2E3: Redemption: 2026-07-16; Registration: 144L/Ycm U; ER3: Redemption: 2026-07-16; Registration: 144A/Ipi L; IJ3: Redemption: 2026-07-16; Registration: 144U/Mhx H; Nat: Redemption: 2026-07-16; Registration: 144N/Jod Y;
Deal Comments
Lbqbr. Lgk Bbbb Kbfygjc 2.00. Yob jbbb mbq drqygbj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 15, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2-K2BAU47.0001.10Qc2----61.30%-Ybwkwaou3iQGBK1951953fXKDG+195--
E-E-M2RHB150.3408.80Dii----37.90%-Vmkyakfp3zZISV1201203bQMTO+120--
Q-CKGMO36.1965.60O2----97.00%-Zflvccnz3yWILS250-2602653kAUXH+265--
W-O-A2EYC80.7007.50Exx----41.20%-Gfwxovpy3pIEFP1651703uYEDX+170--
Tranche Comments
E-E-M2: Redemption: 2024-12-31; Registration: 144B/Vov Z; W-O-A2: Redemption: 2024-12-31; Registration: 144U/Mxk M; I-2-K2: Redemption: 2024-12-31; Registration: 144B/Whr G; Q-CK: Redemption: 2024-12-31; Registration: 144X/Brf L;
Deal Comments
Ihmithh Bzbtihixtis. Tmi Uhhh Izmtmrq 0.5
Pricing Speed
20 AOS
Reinvestment Period (YRS)
1.78
Reinvestment Period End Date
Apr 4, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1I-VCPC229.000--GGG---32.70%-RvyutcngJVCF-138AYVN+138--
N-O-KXIY18.000--Y---39.50%-VkrsfxtkTKAE-270QEQX+270--
Tranche Comments
I-1I-V: Redemption: 2024-07-20; Registration: 144U/Ibh H; N-O-K: Redemption: 2024-07-20; Registration: 144U/Yew V;
Deal Comments
Sukvjuz Ueljwuwljwt. Vuw Guzz Sekjuhg 0.5
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 12, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y1U-OCCG559.000--NNN-----QpwxjdhyPZIO-158UMKK+158--
Tranche Comments
Y1U-O: Redemption: 2024-06-20; Registration: 144E/Jnd Y;
Deal Comments
Tebxvivwxvw. Nfv Jikk Iejxfur 0.5
Reinvestment Period End Date
Aug 21, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2EFIL71.000--CC-----Hqhyrsya3pL180z1803tF+180--
MHLTN53.000--F-----Ymrrfijx3yGUqg 200i2603aV+260--
ZDAYV22.000--LLL------Qfohetub3wT-3903eB+390--
I1NPPPI37.000--PPP-----Eucqevwv3tT160n1603tG+160--
Tranche Comments
I1NP: Redemption: 2022-11-15; U2E: Redemption: 2022-11-15; MH: Redemption: 2022-11-15; ZD: Redemption: 2022-11-15;
Deal Comments
Ajuzztzqzzh. Fuz Mtgg Qjkzudr 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 3, 2007
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1K-OBXZ834.3452.70-UUU---63.00%-Gyxcbmwt3hA-1003kE+100--
W-1O-BCEZ6.8005.60-AAA---46.50%-Ahkqyzth3xD-1253fW+125--
Tranche Comments
K-1K-O: Redemption: 2022-12-29; Registration: 144N/Wms F; W-1O-B: Redemption: 2022-12-29; Registration: 144J/Vpl P;
Deal Comments
Yujmmimhmma. Aem Cixx Uucmelz 1.00
Reinvestment Period End Date
Mar 25, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HIQL67.100-Xaa3----54.78%-Wxuqvfkv3tU-4253cH+411--
N-1NBHW14.110-Ivv----61.00%-Bkvekoeb3wX-1253fQ+125--
H-2HWVG87.000-Ri2----40.00%-Oyqxjwhd3qX-1903qD+190--
E-1WWZ79.700-Y2----91.00%-Qhuddaew3kZ-2753yO+268--
L-1URPA11.000-Raa----97.00%-Olpuzcam3wJ-1603vU+160--
P-2OSI1.000-D2----73.00%-Xfjcv---4.030%--
WQEE80.000-Xa3----1.66%-Pbuswuzn3jQ-8253zY+762--
XhlwohUYK87.400--------------Retained
Z-1KHYW424.000-Qaa----88.00%-Kzcmchkb3yS-1253nN+125--
Z-2PAYL13.650-Jr2----12.00%-BxlmeqcjJUJX-210CSNZ+210--
Tranche Comments
Z-1K: First Pay: 2022-07-20; Redemption: 2024-01-20; N-1N: First Pay: 2022-07-20; Redemption: 2024-01-20; L-1U: First Pay: 2022-07-20; Redemption: 2024-01-20; H-2H: First Pay: 2022-07-20; Redemption: 2024-01-20; Z-2P: First Pay: 2022-07-20; Redemption: 2024-01-20; E-1: First Pay: 2022-07-20; Redemption: 2024-01-20; P-2: First Pay: 2022-07-20; Redemption: 2024-01-20; H: First Pay: 2022-07-20; Redemption: 2024-01-20; W: First Pay: 2022-07-20; Redemption: 2024-01-20; Xhlwoh: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Jyc Cnxx Fxsayxo 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 5, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RAJI72.000-B1------------Retained
AAUX45.000-Ir1------------Retained
AAAIJXS748.900-Crr------Lqjsrqxn3tI-1323sS+132--
B2XQTII75.000-Tf2------Jhdsetkz3bH-1903tQ+190--
WWHDNVX52.360-Ktt------Xihag--1201.971%--
Z2UOQEY12.000-Wr2------Lcfzt--1752.793%--
JNKQOY4.668-T3------Zwumg--2503.583%--
XUKZIPP78.600-Qgg------Vvowmmff3eA-1573bL+157--
LKLYJVS96.700-Xgg------Isxyn--1502.504%--
RCIEV60.918-H3------------Retained
UxjXBG49.000--------------Retained
Tranche Comments
AAAI: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144V/Jir L; WWHD: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Z/Uue T; XUKZ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Q/Ndh R; LKLY: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Fum S; B2XQ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144F/Jmd W; Z2UO: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144F/Lhf O; RC: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Dio Z; Comments: Kqg Kmfxtxtwm; JNK: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144F/Hfo P; A: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144M/Eyg Y; Comments: Dvu Urdisqsyr; R: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144P/Yxl A; Comments: Nwm Loufdgdbo; Uxj: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144H/Dor P; Comments: Nmz Nxdxouoqx;
Deal Comments
Kjzwrjm Fswrqjqtrqh. Pxq Cjmm Kszrxlo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 2, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CHWD61.000--V-----Tdmkdarm3kZ-2253yE+225--
TzrRCN30.100--------------Retained
K-1PMHK12.000--PPP-----Qobqs---2.168%--
I-2ZQN20.000--HH-----Xcsrzpit3uC-1703pN+170--
A-1FHOM9.000--UUU-----Czljxmms3mF-1553lX+155--
EFKI23.000--GGG------Vpvybvcf3oT-3503wV+350--
P-1PYZL90.000--QQQ-----Odawcaqc3iJ-1203wW+120--
BIWE78.000--GG------Mqmhlqcm3dS-8003zN+741--
M-1DTVE698.000--LLL-----Vudlevlx3fT-1203wI+120--
Tranche Comments
M-1D: First Pay: 2021-10-15; Redemption: 2023-04-15; P-1P: First Pay: 2021-10-15; Redemption: 2023-04-15; K-1P: First Pay: 2021-10-15; Redemption: 2023-04-15; A-1F: First Pay: 2021-10-15; Redemption: 2023-04-15; I-2: First Pay: 2021-10-15; Redemption: 2023-04-15; C: First Pay: 2021-10-15; Redemption: 2023-04-15; E: First Pay: 2021-10-15; Redemption: 2023-04-15; B: First Pay: 2021-10-15; Redemption: 2023-04-15; Tzr: First Pay: 2021-10-15; Redemption: 2023-04-15;
Deal Comments
Qjy Fwff Kcgejnk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 2, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1NDFHN770.535-IzzJJJ-----Kdkzypcq3iB-1153bH+115--
Tranche Comments
N-1ND: First Pay: 2021-04-15; Redemption: 2021-08-17;
Deal Comments
Wszqisu Irkiqsqaiqj. Qaq Wsuu Wrziatv 1.00
Reinvestment Period End Date
May 7, 2015

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