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by threedots 1964 days ago
I mean you can just do the maths, no? They probably had a few hundred million position (maybe larger) with an entry cost under <10$. There may be some puts in there too which will have been a total loss.
1 comments

Ok, let's assume they shorted at 10$, they lost 3 Billion at 65$ (and say they closed the position)

So, the stock needed to be bought back was worth 3 billion at 65$, reduce the 10$ per share it was shorted at and you get 3000M/55 = 54M shares.

Total stock float of GME is ~64M, so the short % was ~80%

You see how it's way off of the 14%? (and close to impossible to close out of?)

If they did not get out then they would be very bankrupt right now.

If they bought in at 10 and sold between 50-100 if they owned 14% of the free float they would have lost 0.5-1bn. That assumes they didn't increase exposure as the price went up and it ignores the borrow cost.

They then lost a bunch of money on options the exact amount of which we don't know. They also lost a whole bunch of money on other positions going against them which we don't know but can guess at.

To get to a 3bn loss (which btw is just a guessed number based on how much new capital they took)you probably only need to assume they are down around 10% on the rest of the short book (ex GME) which under the circumstances is entirely plausible. That assumes they run something like 200% gross exposure with an evenly balanced book with 12.5bn aum.

I'm not sure where the conspiracy is here. 3bn is a huge number to lose in a week but it looks roughly right given what happened and it's not exactly unprecedented either.

This is what I don't get, they are a hedge fund, even balanced book as you say, 200% gross exposure.

By your calculations they lost 0.5-1b from GME. That means 2b from somewhere else in the market.

Questions I'd have:

- even balanced book in my mind means they hedge risk and shouldn't lose across the board 30% in a week otherwise they are incompetent... and they seem far from that.

- with that in mind, how would they lose 2b in the rest of the market?, that means they dont hedge properly.

- As for GME, they didnt do proper risk management but that seems the only place they got blindsided. (Still surprising they had no insurance for a short squeeze...)

- Overall the stated losses were 30% of portfolio in a week... with only GME moving... you can see why I assume it was more then 14% and your logic seems flawed.