Beat the cream cheese until smooth.
Add the sugar and vanilla, blending until smooth.
Add the mascarpone cheese.
Add eggs until smooth.
Spread three-quarters of the brownie batter into the prepared pan.
Spoon the cheesecake batter over the brownie batter, smoothing it out.
Drop spoonfuls of the reserved brownie mix on top.
Use a knife to swirl through the cheese and brownie making it marbled.
Bake for 40-45 minutes.
Cool, chill and cut!
Serve with hot fudge if desired.