Presima Securities ULC
SEC Form 13F institutional filer · CIK 0001399360
13F-HR · 26 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
76.2%
Presima Securities ULC — $93.1M AUM allocation strategy
Presima Securities ULC files SEC Form 13F and reports $93.1M of long US equity value across 26 reported holdings for 2026-03-31.
Its largest sector bet is Real Estate 90.6%, followed by Energy 2.8% and Utilities 1.2%.
The top 10 holdings account for 76% of reported value — a conviction-weighted book concentrated in its best ideas. 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.
Presima Securities ULC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$93.1M
total across 26 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
76% of value
higher = narrower conviction; lower = spread / hedging
Added from nil (new positions)
None this quarter
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Data Center REITs27.0%—
- Health Care REITs22.1%—
- Retail REITs10.1%—
- Multi-Family Residential REITs8.2%—
- Telecom Tower REITs7.2%—
- Single-Family Residential REITs5.6%—
- Self-Storage REITs4.1%—
- Industrial REITs3.4%—
- Other holdings12.3%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $EQIX | Equinix Inc. Common Stock REIT | 16.5K | $16.2M | +0 | 17.4% |
| $VTR | Ventas Inc | 176K | $14.4M | +0 | 15.5% |
| $DLR | Digital Realty Trust Inc | 49.5K | $8.91M | +0 | 9.6% |
| $UDR | UDR Inc | 189K | $6.38M | +0 | 6.9% |
| $DOC | Healthpeak Properties Inc | 374K | $6.14M | +0 | 6.6% |
| $INVH | Invitation Homes Inc | 211K | $5.24M | +0 | 5.6% |
| $REG | Regency Centers Corporation | 50K | $3.78M | +0 | 4.1% |
| $O | Realty Income Corporation | 57.2K | $3.5M | +0 | 3.8% |
| $AMT | American Tower Corporation | 18.6K | $3.2M | +0 | 3.4% |
| $PLD | Prologis Inc | 23.9K | $3.16M | +0 | 3.4% |
…and 16 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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