GTS SECURITIES LLC
SEC Form 13F institutional filer · CIK 0001452765
13F-HR · 395 reported holdings · 2026-03-31
GTS Securities LLC is a proprietary trading firm.
Reported long-US-equity value
$1.57B
Top-10 concentration
49.9%
GTS SECURITIES LLC — $1.57B AUM allocation strategy
GTS SECURITIES LLC files SEC Form 13F and reports $1.57B of long US equity value across 395 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 17.7%, followed by Communication Services 5.7% and Financials 3.1%.
The top 10 holdings account for 50% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
GTS SECURITIES LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.57B
total across 395 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
50% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLE +403K sh · +$26.9M+$XLU +344K sh · +$16.2M+$XLY +341K sh · +$37M
Biggest trims (shares)
−$USB −449K sh · −$13.3M−$IVZ −261K sh · −$5.63M−$INTC −174K sh · −$6.18M
Exited to nil (held last quarter, gone now)
$XLP ($21.5M last qtr)$XLRE ($13.6M last qtr)$VTI ($9.06M last qtr)$ADI ($4.68M last qtr)$NXPI ($3.98M last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Semiconductors8.5%—
- Systems Software4.4%—
- Interactive Media & Services4.0%—
- Financial Exchanges & Data3.1%—
- Technology Hardware, Storage & Peripherals2.8%—
- Broadline Retail2.4%—
- Aerospace & Defense2.4%—
- Application Software1.9%—
- Other holdings70.4%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 461K | $80.4M | -45.8K | 5.1% |
| $MSFT | Microsoft Corporation | 188K | $69.5M | +26.3K | 4.4% |
| $SPGI | S&P Global Inc | 157K | $49.2M | +3.7K | 3.1% |
| $AAPL | Apple Inc | 176K | $44.7M | -73.8K | 2.9% |
…and 391 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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