StratiFi, LLC
Follow13F filer, CIK 1589278, San Francisco, CA
StratiFi, LLC reported $81,959,000 across 10 holdings for the quarter ended 2016-09-30, in a 13F-HR/A filed 2017-02-21.
Filed (acceptance time not in the bulk data set), ingested 13F-HR/A 0001589278-17-000005
- Period
- 2016-09-30
- Reported value
- $82M
- Holdings
- 10
- Top 10 weight
- New
- 1
- Sold out
- 5
Holdings, Q3 2016
Share positions as resolved from 13F-HR/A 0001589278-17-000005, 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 | 199,400 | $43.1M | -90,400 |
| ISHARES TRISHARES TR PUT | put | 194,400 | $15.1M | -132,700 |
| SALESFORCE INCSALESFORCE INC PUT | put | 100,000 | $7.13M | 0 |
| CURRENCYSHARES EURO TRUSTCURRENCYSHARES EURO TRUST COM | put | 60,000 | $6.56M | 0 |
| ISHARES TRISHARES TR PUT | put | 73,100 | $2.74M | -60,900 |
| APPLE INCAPPLE INC PUT | put | 21,300 | $2.41M | +8,900 |
| STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T CALL | call | 9,700 | $2.1M | -6,400 |
| ISHARES TRISHARES TR CALL | call | 10,000 | $1.38M | new |
| US NATURAL GAS FUND LPUS NATURAL GAS FUND LP COM | call | 90,000 | $752K | 0 |
| POWERSHARES QQQ NASDAQ 100POWERSHARES QQQ NASDAQ 100 COM | put | 5,700 | $677K | -5,700 |
Sold out in Q3 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 | 741,000 | $41.4M | call |
| PROCTER & GAMBLE COPROCTER & GAMBLE CO | 20,000 | $1.69M | put |
| TLTISHARES TR | 10,000 | $1.39M | call |
| PLAINS ALL AMERN PIPELINE LPLAINS ALL AMERN PIPELINE L | 23,300 | $641K | put |
| BGC PARTNERS INC CMN STOCKBGC PARTNERS INC CMN STOCK | 60,000 | $523K | put |
How Q3 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| 13F-HR 0001589278-16-000015 | superseded | 2016-11-14 | acceptance time not in the bulk data set | ||
| 13F-HR/A 0001589278-17-000005 | base | restatement | 2017-02-21 | acceptance time not in the bulk data set |