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Connected Entities
Organization referenced in documents
EFTA01365392
value, (i) the average of three bid-side market values obtained from Independent broker/dealers (at least one of which is not Credit Suisse or a Credit Suisse Affiliate) or (ii) if three such bids are not available, the lower of two bid-side market values obtained by the Investment Manager from Independent broker/d
EFTA01365616
ket value. (i) the average of three bid-side market values obtained from independent broker/dealers (at least one of which is not Credit Suisse or a Credit Suisse Affiliate) or (ii) if three such bids are not available, the lower of two bid-side market values obtained by the Investment Manager from independent broker/d
EFTA01376172
value, (i) the average of three bid-side market values obtained from Independent broker/dealers (at least one of which is not Credit Suisse or a Credit Suisse Affiliate) or (ii) if three such bids are not available, the lower of two bid-side market values obtained by the Investment Manager from Independent broker/d
Rating Agency
OrganizationCredit rating agency

Credit Suisse
OrganizationSwiss multinational banking institution
Moody's Investors Service
OrganizationOrganization referenced in documents
S&P Recovery Rate
OrganizationOrganization referenced in documents
the Weighted Average Spread of the Collateral Obligations
OrganizationOrganization referenced in documents
Collateral Matrix
OrganizationOrganization referenced in documents
the Moody's Spread Modifier
OrganizationOrganization referenced in documents
Schedule H
OrganizationOrganization referenced in documents
Section 7.10(a
LocationLocation referenced in documents

Moody's
OrganizationAmerican credit rating agency