No they haven't. That would be more trouble than it's worth. And since they're both very big MMs, it would be very noticeable.
In addition, they're audited by FINRA every year. FINRA can also walk in and demand records at any time. So it's not a risk they'd take simply to short a bunch of worthless penny stocks naked.
And why would they even want to? They make money by making markets in penny stocks. Why kill the golden goose?
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