Ah yes, they are aggregate indeed. The sentence just before the one you quoted also says: > Fails to deliver on a given day are a cumulative number of all fail

Ah yes, they are aggregate indeed. The sentence just before the one you quoted also says: > Fails to deliver on a given day are a cumulative number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. So the last day we have data for is December 31, 2020: SETTLEMENT DATE,CUSIP,SYMBOL,QUANTITY (FAILS),DESCRIPTION,PRICE 20201231,36467W109,GME,228358,GAMESTOP CORP (HLDG CO) CL A,19.26 As I understand it that means there were only 228358 shares failed to deliver at that point in time. This needs more analysis to understand how irregular it is compared to the other 12,000 symbols that had shares fail to deliver in December...