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TCR2 Therapeutics Inc.

TCRRDelisted Jun 1, 2023
Industry
Biological Products, (No Diagnostic Substances)
SEC CIK
0001750019

TCR2 Therapeutics Inc. was delisted on Jun 1, 2023; its insiders filed their last Form 4 on Feb 14, 2024; 59 institutions reported holding it in 13F filings for Q1 2023, worth $31.5M in total; no superinvestor held it.

Four kinds of short-selling data, each measuring something different:

  • Short interest: shares sold short and not yet bought back, as of a settlement date. FINRA publishes it twice a month, about eight business days after the settlement date.
  • Daily short volume: shares sold short each day in off-exchange trades reported to FINRA. It counts trades, not open positions, and is published the next day.
  • Fails-to-deliver: shares not delivered by the settlement date. The SEC publishes them twice a month, about two weeks late.
  • ATS (dark pool) volume: weekly volume on alternative trading systems and other off-exchange venues. FINRA publishes it two to four weeks after the week.

More in the glossary.

Short interest

Shares sold short and not yet bought back, from FINRA, on every settlement date in the last two years.

Short interest
548.1K
Shares, settlement May 31, 2023
Change
+187.2K
+51.9% vs. May 15, 2023
Days to cover
1.00
Short interest ÷ average daily volume
Average daily volume
628.7K
Shares, as reported by FINRA
Short interest by settlement date
Jun 15, 2021: 2,682,693 sharesJun 30, 2021: 2,609,729 sharesJul 15, 2021: 2,445,273 sharesJul 30, 2021: 2,588,667 sharesAug 13, 2021: 2,721,699 sharesAug 31, 2021: 2,179,477 sharesSep 15, 2021: 2,206,599 sharesSep 30, 2021: 1,793,410 sharesOct 15, 2021: 1,526,931 sharesOct 29, 2021: 1,295,402 sharesNov 15, 2021: 1,191,869 sharesNov 30, 2021: 1,435,951 sharesDec 15, 2021: 1,997,908 sharesDec 31, 2021: 1,132,717 sharesJan 14, 2022: 1,224,570 sharesJan 31, 2022: 1,110,317 sharesFeb 15, 2022: 1,387,831 sharesFeb 28, 2022: 1,619,725 sharesMar 15, 2022: 1,619,787 sharesMar 31, 2022: 1,737,161 sharesApr 14, 2022: 1,677,999 sharesApr 29, 2022: 2,022,313 sharesMay 13, 2022: 2,182,549 sharesMay 31, 2022: 2,153,047 sharesJun 15, 2022: 2,251,834 sharesJun 30, 2022: 1,714,276 sharesJul 15, 2022: 2,067,868 sharesJul 29, 2022: 2,147,267 sharesAug 15, 2022: 2,133,881 sharesAug 31, 2022: 2,147,314 sharesSep 15, 2022: 2,166,925 sharesSep 30, 2022: 2,171,109 sharesOct 14, 2022: 1,975,531 sharesOct 31, 2022: 1,912,314 sharesNov 15, 2022: 1,240,250 sharesNov 30, 2022: 1,211,329 sharesDec 15, 2022: 1,284,902 sharesDec 30, 2022: 1,173,762 sharesJan 13, 2023: 1,066,236 sharesJan 31, 2023: 971,591 sharesFeb 15, 2023: 901,494 sharesFeb 28, 2023: 642,001 sharesMar 15, 2023: 517,351 sharesMar 31, 2023: 579,905 sharesApr 14, 2023: 543,769 sharesApr 28, 2023: 429,088 sharesMay 15, 2023: 360,895 sharesMay 31, 2023: 548,097 shares
Short interest in TCRR by settlement date
Settlement dateShort interestChangeChange %Avg. daily volumeDays to cover
May 31, 2023548.1K+187.2K+51.9%628.7K1.00
May 15, 2023360.9K−68.2K−15.9%288.8K1.25
Apr 28, 2023429.1K−114.7K−21.1%268.6K1.60
Apr 14, 2023543.8K−36.1K−6.2%255.9K2.12
Mar 31, 2023579.9K+62.6K+12.1%221.3K2.62
Mar 15, 2023517.4K−124.7K−19.4%2.37M1.00
Feb 28, 2023642.0K−259.5K−28.8%143.4K4.48
Feb 15, 2023901.5K−70.1K−7.2%112.9K7.98
Jan 31, 2023971.6K−94.6K−8.9%218.5K4.45
Jan 13, 20231.07M−107.5K−9.2%261.9K4.07
Dec 30, 20221.17M−111.1K−8.7%463.5K2.53
Dec 15, 20221.28M+73.6K+6.1%464.1K2.77
Nov 30, 20221.21M−28.9K−2.3%209.4K5.78
Nov 15, 20221.24M−672.1K−35.1%209.1K5.93
Oct 31, 20221.91M−63.2K−3.2%218.8K8.74
Oct 14, 20221.98M−195.6K−9.0%209.8K9.42
Sep 30, 20222.17M+4.18K+0.2%329.0K6.60
Sep 15, 20222.17M+19.6K+0.9%239.8K9.04
Aug 31, 20222.15M+13.4K+0.6%200.4K10.71
Aug 15, 20222.13M−13.4K−0.6%239.8K8.90
Jul 29, 20222.15M+79.4K+3.8%209.2K10.27
Jul 15, 20222.07M+353.6K+20.6%356.3K5.80
Jun 30, 20221.71M−537.6K−23.9%854.8K2.01
Jun 15, 20222.25M+98.8K+4.6%450.6K5.00
May 31, 20222.15M−29.5K−1.4%327.5K6.57
May 13, 20222.18M+160.2K+7.9%603.0K3.62
Apr 29, 20222.02M+344.3K+20.5%478.2K4.23
Apr 14, 20221.68M−59.2K−3.4%350.8K4.78
Mar 31, 20221.74M+117.4K+7.3%451.4K3.85
Mar 15, 20221.62M+620.0%548.4K2.95
Feb 28, 20221.62M+231.9K+16.7%991.6K1.63
Feb 15, 20221.39M+277.5K+25.0%767.3K1.81
Jan 31, 20221.11M−114.3K−9.3%668.2K1.66
Jan 14, 20221.22M+91.9K+8.1%687.4K1.78
Dec 31, 20211.13M−865.2K−43.3%1.24M1.00
Dec 15, 20212.00M+562.0K+39.1%602.7K3.32
Nov 30, 20211.44M+244.1K+20.5%884.3K1.62
Nov 15, 20211.19M−103.5K−8.0%592.1K2.01
Oct 29, 20211.30M−231.5K−15.2%1.08M1.20
Oct 15, 20211.53M−266.5K−14.9%525.4K2.91
Sep 30, 20211.79M−413.2K−18.7%1.79M1.00
Sep 15, 20212.21M+27.1K+1.2%497.8K4.43
Aug 31, 20212.18M−542.2K−19.9%368.8K5.91
Aug 13, 20212.72M+133.0K+5.1%346.8K7.85
Jul 30, 20212.59M+143.4K+5.9%301.4K8.59
Jul 15, 20212.45M−164.5K−6.3%288.2K8.48
Jun 30, 20212.61M−73.0K−2.7%339.5K7.69
Jun 15, 2021Revised2.68M−400.5K−13.0%331.7K8.09

Fails-to-deliver

Shares that weren't delivered by the settlement date, from the SEC, for the last 30 dates with fails. The price is the previous day's closing price published by the SEC.

The SEC has reported no fails-to-deliver for TCRR.

Daily short volume

Off-exchange short-sale volume, not short interest: shares sold short each day in trades reported to FINRA, for the last 30 trading days.

The short volume ratio isn't a sentiment gauge: market makers sell short to fill buy orders and to hedge, so short sales are usually about half of off-exchange volume.

FINRA has reported no daily short volume for TCRR in the last two years.

ATS (dark pool) volume

Weekly volume on alternative trading systems (ATS) and other off-exchange (OTC) venues, from FINRA, for the last 12 weeks. ATS share is ATS volume ÷ (ATS + OTC volume), not a share of all trading.

Weekly ATS and OTC volume in TCRR
Week ofTierATS sharesATS tradesOther OTC sharesOther OTC tradesATS share
May 29, 2023T2234,1881,048480,75544532.8%
May 22, 2023T2147,934916536,2032,11121.6%
May 15, 2023T262,167342487,6411,16611.3%
May 8, 2023T251,243444494,9971,3579.4%
May 1, 2023T2104,4181,032509,6641,35117.0%
Apr 24, 2023T287,996528454,7381,07116.2%
Apr 17, 2023T2197,435957350,7161,10936.0%
Apr 10, 2023T2186,652730272,48882540.7%
Apr 3, 2023T2224,903752366,18180538.0%
Mar 27, 2023T284,923501200,25677929.8%
Mar 20, 2023T292,465581439,1481,49017.4%
Mar 13, 2023T271,673515387,8451,42015.6%