Two Sigma Securities’s VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return DGAZ Stock Holding History

Two Sigma Securities’s Portfolio DGAZ Stock Details DGAZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q2	–	Sell	-954	Closed	-$320K	–	1878
2020 Q1	$320K	Sell	954 -935	-49%	-$248K	0.01%	819
2019 Q4	$346K	Sell	1,889 -860	-31%	-$120K	﹤0.01%	1693
2019 Q3	$374K	Buy	2,749 +729	+36%	+$107K	﹤0.01%	1397
2019 Q2	$322K	Sell	2,020 -1,467	-42%	-$195K	﹤0.01%	1408
2019 Q1	$376K	Sell	3,487 -1,517	-30%	-$148K	﹤0.01%	1037
2018 Q4	$592K	Buy	+5,004	New	+$858K	0.01%	907
2018 Q1	–	Sell	-661	Closed	-$364K	–	3118
2017 Q4	$364K	Buy	661 +46	+7%	+$27K	0.01%	886
2017 Q3	$296K	Buy	+615	New	+$312K	0.03%	410
2017 Q2	–	Sell	-564	Closed	-$236K	–	1302
2017 Q1	$236K	Sell	564 -1,904	-77%	-$901K	0.05%	518
2016 Q4	$748K	Buy	+2,468	New	+$1.3M	0.25%	84
2016 Q3	–	Sell	-127	Closed	-$86K	–	845
2016 Q2	$86K	Buy	+127	New	+$184K	0.05%	321

Other funds holding DGAZ

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

Jump Trading Chicago, Illinois $150M AUM 17.61% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

TRCT

Tower Research Capital (TRC) New York $3.85B AUM 32.11% 1-Year Est. Return

Two Sigma Securities's DGAZ Position: Q2 2020 in Review

Two Sigma Securities sold out of VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return (DGAZ) in Q2 2020, closing a stake of 954 shares — an estimated $320K sold.

Two Sigma Securities first reported a position in DGAZ in Q2 2016 and held it in 11 quarters. The position peaked at $748K in Q4 2016. 7 funds tracked by Wall St. Rank hold DGAZ as of Q2 2020.

Two Sigma Securities reported no remaining VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return position as of Q2 2020 after selling out during the quarter.
Two Sigma Securities sold 954 VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return shares in Q2 2020, an estimated $320K.
Two Sigma Securities first reported a position in VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return in Q2 2016 and held it in 11 quarters.
Two Sigma Securities's VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return position peaked at $748K in Q4 2016.
7 funds tracked by Wall St. Rank held VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return as of Q2 2020.

Based on Two Sigma Securities's 13F filing for Q2 2020, filed 14 Aug 2020.