medium · Private Credit & Debt fund-structures-returns-economics

A $500M direct lending fund uses 1.0× fund-level leverage (borrowing $500M to hold $1B in assets). The gross asset yield is 10%, the cost of leverage is 6%, and management fees are 1.5% on gross assets.

What is the approximate net return to the LP equity (ignoring credit losses and incentive fees)?

  1. 14.0%
  2. 8.5%
  3. 11.0%
  4. 7.0%

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