StratiFi, LLC
Follow13F filer, CIK 1589278, San Francisco, CA
StratiFi, LLC reported $241,377,000 across 14 holdings for the quarter ended 2016-06-30, in a 13F-HR filed 2016-08-15.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001589278-16-000013
- Period
- 2016-06-30
- Reported value
- $241M
- Holdings
- 14
- Top 10 weight
- New
- 3
- Sold out
- 7
Largest buys vs the previous quarter
None.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| E M C CORP MASSexited | -103,800 | -$2.77M |
| IDAexited | -424,329 | -$424K |
| NTAPexited | -14,400 | -$393K |
| INTCexited | -8,800 | -$285K |
| CSCOexited | -9,000 | -$256K |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q2 2016
Share positions as resolved from 13F-HR 0001589278-16-000013, largest first. % of portfolio is the value over , the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T PUT | put | 289,800 | $103M | +57,700 |
| ISHARES TRISHARES TR CALL | call | 741,000 | $41.4M | +736,900 |
| STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T CALL | call | 16,100 | $33.8M | +10,900 |
| ISHARES TRISHARES TR PUT | put | 327,100 | $23M | +178,000 |
| US NATURAL GAS FUND LPUS NATURAL GAS FUND LP COM | call | 90,000 | $14.7M | +30,000 |
| SALESFORCE INCSALESFORCE INC PUT | put | 100,000 | $7.94M | 0 |
| CURRENCYSHARES EURO TRUSTCURRENCYSHARES EURO TRUST COM | put | 60,000 | $6.49M | +30,000 |
| ISHARES TRISHARES TR PUT | put | 134,000 | $4.6M | new |
| PROCTER & GAMBLE COPROCTER & GAMBLE CO COM | put | 20,000 | $1.69M | new |
| TLTISHARES TR 20 YR TR BD ETF | call | 10,000 | $1.39M | 0 |
| POWERSHARES QQQ NASDAQ 100POWERSHARES QQQ NASDAQ 100 COM | put | 11,400 | $1.23M | new |
| APPLE INCAPPLE INC PUT | put | 12,400 | $1.19M | 0 |
| PLAINS ALL AMERN PIPELINE LPLAINS ALL AMERN PIPELINE L UNIT LTD PARTN | put | 23,300 | $641K | -23,200 |
| BGC PARTNERS INC CMN STOCKBGC PARTNERS INC CMN STOCK Cmn | put | 60,000 | $523K | 0 |
Sold out in Q2 2016
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| ISHARES TRISHARES TR | 683,900 | $39.1M | put |
| E M C CORP MASSE M C CORP MASS | 103,800 | $2.77M | shares |
| IDAIDACORP INC | 424,329 | $424K | shares |
| NTAPNETAPP INC | 14,400 | $393K | shares |
| INTCINTEL CORP | 8,800 | $285K | shares |
| CSCOCISCO SYS INC | 9,000 | $256K | shares |
| FNLCFIRST BANCORP INC ME | 27,000 | $1K | shares |
How Q2 2016 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001589278-16-000013 | base | 2016-08-15 | acceptance time not in the bulk data set |