The document outlines hypothetical BSL CLO Equity returns affected by various variables, with scenarios assuming specific management fees, expenses, prepayment rates, hurdle rates, and incentive fees. It includes a table of sensitivities and assumptions for different scenarios, highlighting potential outcomes like Net Cash Yield, Net IRR, and Equity Issuance NAV.
documents/vol00010-efta01370450-pdf.pdf
{"title":"Hypothetical BSL CLO Modeling Assumptions","document_date":"March 2018","document_type":"tabular","document_subtype":"financial modeling assumptions","key_organizations":["Deutsche Asset Management"],"reference_numbers":["DB-SDNY-0063258","SDNY_GM_00209442","EFTA01370450"]}