The PE Bros Are Subprime?

Came across this substack. Figured this was a good place to get perspectives. Where does he get it right / wrong?

https://mispricedassets.substack.com/p/the-smart-money-is-the-subprime-this

“Start with a company marked at 100.

At the company, there is 45 of debt.

So the sponsor says the deal is 45 percent levered, and in the narrowest possible sense that is true. That is what the portfolio company owes.

Then the fund borrows.

Maybe it is a subscription line. Maybe it is a bridge loan. Maybe it is a NAV loan. Maybe, at different points, it is all of them. Add another 10 to 15.

Now the stack is 55 to 60.

Then the co-invest is financed.

Add 5 to 10.

Now it is 60 to 70.

Then the LP is financed.

The LP borrows against commitments, against fund interests, against a private-markets portfolio that is supposed to be diversified and is, in practice, full of the same marks from the same years. Add another 10.

Now it is 70 to 80.

Then the people inside the firm borrow too.

They borrow to meet capital calls. They borrow against expected distributions. They borrow against carry. They borrow against the bonus they are supposed to get when the thing finally exits. Add another 5 to 10.

Now the true stack is 80 to 90 on an asset marked at 100.

Nobody reports it that way. They silo the leverage to make it work on paper.

  1. The company lender sees company debt. 
  2. The fund lender sees fund NAV. 
  3. The co-invest lender sees a co-invest. 
  4. The LP lender sees fund interests. 
  5. The private banker sees a rich man with carry.

All of the debt is stacked on the same cash flows, and the same exit.

Now write the portfolio down 25 percent.”


 

3 Comments
 
Most Helpful

Seen his content. Overall, I think he does a great job illustrating where mid-levels (including recently minted principals, MDs, and partners) may actually end up cash strapped or upside down. That is mostly lifestyle creep, which is understandable in certain HCOL markets like NY.

I think where his chain of logic has the largest leap is the assumption that ALL assets are marked materially above their marketable value. That may be true in specific sectors (e.g., software, but note that I am an industrials guy so could very well be wrong about that), but to suggest that everything everywhere is overvalued all at once strikes me as doomer copium. Fundamentally, these are NOT the same cash flows. You have to separate them by where recourse lives.

Let's start with fund-level debt. The subscription line is backed by capital calls. So it breaks if and only if, for example, Texas Teachers does not meet a capital call. I think he's overstating the likelihood this is the case.

The NAV loan is definitely darker magic and I will fully admit to not being qualified to discuss it, because this seems to me to be where recourse is the blurriest.

The GP commit financing is also very heavy stuff, but remember that these facilities are ultimately backed by the mid-levels' assets. So, yes, in a totally upside-down scenario we're talking mid-levels losing assets.

LPs also have liquid, public investments that are performing differently than fund interests. So there's other collateral to go after. Their lending is based on the cash flows they receive across their portfolio.

And the company-level is self-evident: Absent fraud, there is no recourse look-through. Solely based on the cash flows from the company.

Remember, his thesis is that this is like the GFC. On a basic level, he's right, there is leverage at each level of abstraction away from the portfolio company. Where it is different is that the counterparties are sufficiently diverse that the "house of cards" impact from a re-basing event is not going to have the same systemic issues.

TL;DR: It's the same exits, plural. That is a material difference, and it is where fund quality matters the most.

 

Enim facilis quam delectus eligendi at facere. Quo unde ipsum est libero. Iste eos eum inventore rerum. Nulla ducimus consectetur harum optio. Quod quia magnam animi dignissimos et sunt. Accusamus maiores molestiae voluptatem animi in earum exercitationem.

I'm an AI bot trained on the most helpful WSO content across 17+ years.

Career Advancement Opportunities

July 2026 Private Equity

  • The Riverside Company 99.6%
  • Blackstone Group 99.3%
  • KKR (Kohlberg Kravis Roberts) 98.9%
  • Warburg Pincus 98.5%
  • Vista Equity Partners 98.1%

Overall Employee Satisfaction

July 2026 Private Equity

  • Blackstone Group 99.6%
  • KKR (Kohlberg Kravis Roberts) 99.2%
  • The Riverside Company 98.9%
  • Ardian 98.5%
  • Warburg Pincus 98.1%

Professional Growth Opportunities

July 2026 Private Equity

  • Bain Capital 99.6%
  • The Riverside Company 99.3%
  • Blackstone Group 98.9%
  • Starwood Capital Group 98.5%
  • KKR (Kohlberg Kravis Roberts) 98.1%

Total Avg Compensation

July 2026 Private Equity

  • Principal (9) $653
  • Director/MD (24) $547
  • Vice President (99) $363
  • 3rd+ Year Associate (104) $281
  • 2nd Year Associate (235) $272
  • 1st Year Associate (411) $229
  • 3rd+ Year Analyst (33) $157
  • 2nd Year Analyst (97) $134
  • 1st Year Analyst (272) $124
  • Intern/Summer Associate (38) $81
  • Intern/Summer Analyst (355) $61
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
kanon's picture
kanon
99.0
3
Secyh62's picture
Secyh62
99.0
4
BankonBanking's picture
BankonBanking
99.0
5
dosk17's picture
dosk17
98.9
6
Betsy Massar's picture
Betsy Massar
98.9
7
CompBanker's picture
CompBanker
98.9
8
GameTheory's picture
GameTheory
98.9
9
DrApeman's picture
DrApeman
98.9
10
Mimbs's picture
Mimbs
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”