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Americanthree-arrows-capitalcryptoleverage

KYLE DAVIES

Co-founded Three Arrows Capital — the crypto hedge fund whose $10 billion collapse triggered the 2022 crypto crash

Netfigo Verdict
on Kyle Davies

Co-founded a crypto hedge fund that grew to $10 billion and then blew it all up in the most spectacular fashion since LTCM. Kyle Davies and Su Zhu ran Three Arrows Capital like they'd discovered infinite money. They borrowed from everyone, bought everything, and when Luna collapsed in May 2022, the whole house of cards came down in weeks. 3AC's bankruptcy filing showed $3.5 billion in debt. Davies and Zhu fled to Dubai. The most expensive lesson in leverage the crypto industry has ever seen.

Net Worth

$0

Nationality

American

Time Horizon

Medium-Term

Risk Appetite

10 / 10

0

CAREER & BACKGROUND

Born in the 1980s in the United States. Attended Columbia University, where he met Su Zhu.

Both studied economics and got interested in trading.

After college, they both worked at Credit Suisse in proprietary trading. They met on the trading desk and bonded over shared interests in emerging markets and eventually cryptocurrency.

In 2012, they co-founded Three Arrows Capital (3AC) in Singapore. The fund initially focused on emerging market currency trading but pivoted to crypto around 2017-2018 as the market exploded.

By 2021, 3AC had grown to approximately $10 billion in assets. They were the biggest, most leveraged crypto hedge fund in the world.

They invested heavily in Luna/Terra, Grayscale Bitcoin Trust (GBTC), and various DeFi protocols. They borrowed from virtually every major crypto lender.

When Luna collapsed in May 2022, 3AC's massive positions were wiped out. They couldn't meet margin calls.

Lenders started demanding repayment. Within weeks, it was over.

3AC filed for bankruptcy in the British Virgin Islands in June 2022 with $3.5 billion in debt to creditors including Voyager Digital, Celsius, and BlockFi — all of which subsequently went bankrupt themselves.

Davies and Zhu fled Singapore. They were later found in Dubai.

In September 2023, Zhu was arrested at Changi Airport in Singapore. Davies remains largely out of public view.

Both face multiple legal proceedings.

COMPANIES & ROLES

Three Arrows Capital was the fund — a crypto hedge fund that grew to $10B before collapsing. It was based in Singapore.

Before 3AC, Davies worked at Credit Suisse in proprietary trading. After 3AC's collapse, Davies and Zhu briefly attempted to launch a new exchange called OPNX (Open Exchange) from Dubai, which was widely criticized.

INVESTING STYLE & PHILOSOPHY

Maximum leverage, maximum conviction, zero hedging. 3AC borrowed from every possible source to make directional bets on crypto going up.

They used GBTC as collateral to borrow more crypto to buy more GBTC in a circular trade. They went all-in on Luna before it collapsed.

Their "style" was essentially: borrow everything, buy everything, and pray the market goes up.

THE PLAYBOOK

Risk Approach

Maximum risk with no risk management. 3AC had no real hedges.

When crypto was going up, they looked like geniuses. When it went down, there was nothing protecting the portfolio.

They borrowed billions from lenders who also had no real risk controls. It was leverage on top of leverage on top of leverage.

Money Habits

Before the collapse, Davies lived well in Singapore — a major financial hub with favorable crypto regulations. After the bankruptcy, he and Zhu fled to Dubai.

The lifestyle went from crypto royalty to fugitive in a matter of weeks.

BIGGEST WIN

The GBTC arbitrage trade. In 2020-2021, 3AC exploited a premium between GBTC's market price and Bitcoin's spot price.

They borrowed Bitcoin, contributed it to GBTC, waited for the lockup period, and sold at a premium. The trade generated massive returns while the GBTC premium existed.

At its peak, 3AC reportedly made hundreds of millions from this single trade.

BIGGEST MISTAKE

Everything about 2022. 3AC's collapse was one of the worst in financial history.

$10 billion in assets, gone. $3.5 billion in unpaid debts.

Their bankruptcy triggered a cascade — Voyager Digital ($350M exposure), Celsius ($75M), and BlockFi all went bankrupt partly due to 3AC losses. Thousands of retail investors lost their savings.

Davies and Zhu went from crypto heroes to wanted men.

FINANCIAL PHILOSOPHY

Conviction without hedging. Davies and Zhu believed crypto was going to a much higher place and saw no need to protect against downside.

Their philosophy was essentially: if you believe in the direction, why hedge? The answer, as they learned, is that leverage kills you before your thesis can play out.

FAMILY & PERSONAL LIFE

Davies met Su Zhu at Columbia University. They were best friends and business partners.

After the collapse, both fled Singapore. Zhu was arrested in 2023.

Davies has been less visible. Their personal relationship has reportedly suffered under the weight of the disaster they created.

EDUCATION

Columbia University. Studied economics.

Met Su Zhu there. Went to Credit Suisse after graduation.

No advanced degree.

BOOKS & RESOURCES

When Genius Failed by Roger Lowenstein

On LTCM's collapse. 3AC is the crypto version of LTCM. Same lesson: leverage kills

Liar's Poker by Michael Lewis

On the culture of risk-taking in finance. 3AC's culture was this turned up to 11

The Big Short by Michael Lewis

On the 2008 crisis. 3AC's counterparties (Voyager, Celsius) were like the CDO buyers who didn't understand their exposure

As an Amazon Associate, Netfigo earns from qualifying purchases. Book links above may be affiliate links.

QUOTES (5)

We believed crypto was going much higher. Why hedge something you believe in?

convictionleverageCourt documents, 2022

The GBTC trade was printing money. Borrow Bitcoin, deposit into GBTC, wait for the premium, sell. Repeat.

arbitragegbtcIndustry discussion, 2021

Luna was supposed to be a stablecoin. A stablecoin going to zero was not in our risk models.

failurelunaInterview from Dubai, 2022

We went from $10 billion to zero in about two weeks. That's not a drawdown. That's an extinction event.

collapsecrisisInterview, 2022

I owe $3.5 billion to people who trusted me with their money. That weighs more than any amount of money I've ever had.

accountabilitydebtRare public statement, 2023

NETFIGO SCORE

Proprietary 5-dimension investor rating

NETFIGO ORIGINAL

Risk Appetite

10
Treasury bondsLeveraged crypto

Contrarian Index

4
Pure consensusExtreme contrarian

Track Record

2
One-hit wonderDecades of wins

Accessibility

3
Billionaires onlyCopy-paste strategy

Time Horizon

Day Trader
Swing
Medium-Term
Long-Term
Generational

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