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by JumpCrisscross 1969 days ago
> if they did, the "bailout" would be a complete writeoff

What? No it wouldn't.

Melvin faced cash calls. To raise cash fast they could (a) get it from their LPs (fat chance), (b) raise it from someone else or (c) sell other assets. The last option is a fire sale. You figure out what the fire sale discount would be, say it's 50%, and then use that to get (b).

I don't know what the terms of the bailout were. If I were structuring, I'd make it a loan with a super-high interest rate triply collateralized by their remaining assets. If they pay it back, I get the super high interest rate. If they default, I get the rest of their assets for 33¢ on the dollar. Between those two, the latter is frankly the higher-payoff scenario. (I would also require all short positions be closed out within N days, with the borrower's investors bearing the losses.)

2 comments

Are you saying that Citadel just lent someone money to close short positions worth a very significant percentage of their total assets? (Melvin having 11 bilion in total assets and Citadel giving them 3 billion).

That's what I was pointing out! Melvin did not close their shorts(as they said they did), they just got more rope from Citadel, and Citadel was willing to do just that knowing they can manipulate the market.

The narative of Melvin was "Citadel gave us 3 billion dollars, we closed our shorts at a loss, you won wsb, aren't you happy, you won, now leave us alone and stop buying".

> Citadel just lent someone money to close short positions worth a very significant percentage of their total assets?

Yes. Those other assets are presumably uncorrelated to this short position. If they were fire sold, depending on the assets, they could have gotten 20¢ or 30¢ on the dollar.

That discount gives Melvin the incentive to borrow, even at exorbitant rates. It protects the rest of the portfolio. With the bailout, the GameStop loss is capped and eaten by LPs. That sucks. But it sucks less than eating that loss and selling off the rest of the portfolio for peanuts.

> Melvin did not close their shorts(as they said they did)

You're alleging securities fraud. This may be the case! But we have zero evidence of it. And if Citadel and Point72 invested $3bn to aid and abet securities fraud, that would be quite stupid.

> You're alleging securities fraud.

I stare at this crap all day and I've seen no indicator that Melvin has closed a large percentage of their position, let alone all of it. I will 100 percent allege securities fraud.

They got away with worse in 2008?
No "they" didn't. Wall Street is not a homogenous thing. You're thinking of banks in particular, which are about as different from hedge funds categorically as Facebook and Salesforce. Sure they're both tech companies with software products, but they have entirely different business models.
I believe GP was specifically referring to Citadel, nee SAC: https://popular.info/p/the-merry-adventures-of-robinhood
You may be confusing SAC / Point72 with Citadel.
Genuinely curios, what type of assets can only be liquidated 33 cents on the dollar?

And what is the likelyhood Melvin had such a significant proportion of their portfolio in such assets?

Junk bonds. Packages containing failed/failing mortgages. Unsecured medical debt.
Good grief, can you imagine trying to sleep at night with a portfolio of unsecured medical debt? "Pay me for your cancer treatment!"
If you want to feel good, buy it for pennies and then forgive it. 100$ to you can be several thousand to someone owing the debt.
You can do exactly this through: https://ripmedicaldebt.org
Could you in theory buy your own debt?
Yes. Or just negotiate it with the current holder, knowing what it goes for on the market.
This would be a good NFP strategy until US gets universal healthcare

@hanklazard best me to it

The type of assets that you need to sell in the next hour, of such a magnitude that there are only a few buyers.