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Disclosery

Allston Trading LLC

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13F filer, CIK 1476223, CHICAGO, IL

Allston Trading LLC reported holdings worth $27,347,000 (the sum of its rows) across 16 holdings for the quarter ended 2013-09-30, in a 13F-HR filed 2013-11-29. The total stated on the cover page is $27,000. Its ten largest share positions make up 100% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001476223-13-000007

The cover page states a total of $27,000, about 1/1,000 of the sum of the rows, $27,347,000. The filer likely wrote its cover total in thousands and its rows in dollars. This page uses the sum of the rows.

Period
2013-09-30
Value, sum of rows
$27.3M
Stated on the cover page
$27K
Holdings
16
Top 10 weight
100%
New
15
Sold out
11

Largest buys vs the previous quarter

SecurityShares changeApprox. value
SPXLnew+89,251$4.29M
PROSH ULTRAPRO SHORT S&P 500new+148,540$3.07M
APPLE INCnew+4,510$2.15M
VANGUARD INDEX FDSnew+26,545$2.04M
Googlenew+1,755$1.54M

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.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
SPYexited-11,734-$922B
PowerShares QQQ Trust Unit …reduced-511,897-$40.4M
AAPLexited-11,634-$4.62M
TNAexited-68,247-$3.22M
EFAexited-50,373-$2.89M

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, Q3 2013

Share positions as resolved from 13F-HR 0001476223-13-000007, largest first. % of portfolio is the value over $27,337,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit SerQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 670,802 shares; 2013Q3: 158,905 shares 158,905$12.5M45.88%-511,897
SPXLDIREXION SHARES ETF TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 89,251 shares 89,251$4.29M15.7%newTimeline
PROSH ULTRAPRO SHORT S&P 500PROSH ULTRAPRO SHORT S&P 500Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 148,540 shares 148,540$3.07M11.23%new
APPLE INCAPPLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 4,510 shares 4,510$2.15M7.86%newThe CUSIP as filed is malformed.
VANGUARD INDEX FDSVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 26,545 shares 26,545$2.04M7.48%new
GoogleGoogleQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 1,755 shares 1,755$1.54M5.63%new
MSFTMICROSOFT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 28,942 shares 28,942$961K3.52%newTimeline
JPMJPMORGAN CHASE & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2011Q4: restricted; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: 14,313 shares 14,313$740K2.71%newTimeline

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).

SecurityTypeAmountValueChange
APPLE INCAPPLE INC COMput419$5Knew
GoogleGoogle COMput146$2Knew
APPLE INCAPPLE INC COMcall361$2Knew
GoogleGoogle COMcall81$1Knew
JPMJPMORGAN CHASE & CO COMput159$0new
JPMJPMORGAN CHASE & CO COMcall94$0new
MSFTMICROSOFT CORP COMput403$0new
MSFTMICROSOFT CORP COMcall346$0new

Sold out in Q3 2013

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
SPYSTATE STR SPDR S&P 500 ETF T11,734$922Bshares
AAPLAPPLE INC11,634$4.62Mshares
TNADIREXION SHARES ETF TRUST68,247$3.22Mshares
EFAISHARES TR50,373$2.89Mshares
Proshs Ultrapro New EtfProshs Ultrapro New Etf8,571$247Kshares
SPYSTATE STR SPDR S&P 500 ETF T8,007$9Kput
AAPLAPPLE INC451$6Kput
SPYSTATE STR SPDR S&P 500 ETF T5,822$5Kcall
AAPLAPPLE INC442$1Kcall
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser648$1Kput
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser642$0call

How Q3 2013 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).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001476223-13-000007 base2013-11-29acceptance time not in the bulk data set