StratiFi as of Sept. 30, 2016
Portfolio Holdings for StratiFi
StratiFi holds 12 positions in its portfolio as reported in the September 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr option | 52.6 | $43M | 200k | 216.30 | |
| Ishares Tr Index option | 13.9 | $12M | 194k | 59.13 | |
| Salesforce Com Inc put | 8.7 | $7.1M | 100k | 71.33 | |
| Currencyshares Euro Tr opt | 8.0 | $6.6M | 60k | 109.35 | |
| Ishares Tr Index option | 3.3 | $2.7M | 73k | 37.46 | |
| First Tr Exchange Traded Fd cboe s^p500vix | 3.1 | $2.6M | 192k | 13.29 | |
| Apple Inc option | 2.9 | $2.4M | 21k | 113.05 | |
| Spdr S&p 500 Etf Tr option | 2.5 | $2.1M | 9.7k | 216.29 | |
| Tlt 12/17/11 C103 put | 1.7 | $1.4M | 10k | 137.50 | |
| Ishares Tr Index option | 1.6 | $1.3M | 4.4k | 289.55 | |
| United States Natl Gas Fund opt | 0.9 | $752k | 90k | 8.36 | |
| Powershares Qqq Trust unit ser 1 | 0.8 | $677k | 5.7k | 118.77 |
