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Can you provide guidance on the calculation of the spread SCR for a debt fund with following characteristics-    The fund has a credit assessment from a nominated ECAI of CQS = 2 (example)-    The fund invests in senior secured loans Question 1:Assuming the loans in the fund are UNRATED and do NOT satisfy the securitization classification, should the credit risk factor be calculated1)    based on the parameters for CQS = 2 in article 176, point 3. (“rated exposures”) (this would be in accordance with article 5 stating that a credit assessment shall be used) or2)    based on the parameters in article 176, point 4. (“unrated exposures”) (this would be in accordance with article 84 stating that look-through must be applied) Question 2:Assuming the loans in the fund DO satisfy the securitization classification, should the credit risk factor be calculated1)    based on the parameters for CQS = 2 in article 176, point 3. (“rated exposures”) or2)    based on the parameters in article 178, point 1., 2. or 3. depending on the specific type of the securitization.