INTERNAL USE ONLY DO NOT DISTRIBUTE IN PART OR IN WHOLE Security Index (cont'd) Structured Credit Region Last Update Added Removed Investment Theme Industry Is 1444 U.S. 10/26/2015 5/1/2014 CMBS: Extension Protected Duper Tranches Cornmercia MRS #N/A U.S. 9/28/2015 5/1/2014 GSE Mortgage Credit Risk Transfer Deals Collateral CM0 uN/A U.S. 10/1/2015 5/1/2014 Collateralized Loan Obligations (CLOs): Senior Classes Other ABS tiN/A…