TCTL Premise Capital Diversified Tactical
Premise Cap Frontier Adv DiTactic TR USD

NAV as of 13-May-2022

29.8169

4 Week: 29.60 - 31.03

52 Week: 29.60 - 34.76

Latest Closing Price

29.79

Premium / Discount

-0.03

Expense Ratio

0.86%

Investment Objective

The investment seeks to track the performance, before fees and expenses, of the Premise Capital Frontier Advantage Diversified Tactical Index (the "index"). The fund is a "fund of funds" that employs a "passive management"-or indexing-investment approach designed to track the performance of the index. The index consists of an investible portfolio of ETFs ("Underlying ETFs") with exposure to major U.S. and non-U.S. asset classes. The advisor attempts to invest all, or substantially all, of its assets in the securities that make up the index.

Main Fund Characteristics

Fund Manager:
Premise Capital
Asset Under Management:
36,352,761
Launch Date:
26/10/2016
Asset Class:
Allocation
Replication Method:
Physical-Full
Number of Holdings:
18
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
World / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-13.240.78-16.91
1 Day0.520.000.00
1 Week-0.371.09-0.34
1 Month-4.183.01-1.39
3 Months-8.226.06-1.36
6 Months-13.628.71-1.56
1 Year-6.5910.54-0.63
2 Years15.9114.911.07
3 Years0.9224.770.04
5 Years8.6027.750.31
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.000018.3725-3.131915.2072-6.675915.7922
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.000015.00003.000063.000096.000031.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
29/12/202102/01/20220.2973
29/12/201901/01/20200.6679
27/12/201701/01/20180.4019
27/12/201602/01/20170.1570

Portfolio Data

Total Number of Holdings: 18

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 36,352,761

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1SPDR® S&P 500 ETF45.158368,290020,906,301
2iShares Core MSCI EAFE ETF24.3490176,547011,272,526
3iShares 20+ Year Treasury Bond ETF6.300320,75102,916,761
4Schwab US REIT ETF™6.250260,71302,893,582
5Xtrackers USD High Yield Corp Bd ETF4.527042,05902,095,800
6iShares Core MSCI Emerging Markets ETF3.009926,81801,393,463
7SPDR® S&P International Small Cap ETF2.693440,35301,246,948
8iShares Core US Aggregate Bond ETF2.39799,83001,110,102
9SPDR® S&P MidCap 400 ETF1.80462,3120835,441
10iShares TIPS Bond ETF1.58946,3320735,842

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant10.70
Large10.22
Medium5.77
Small2.22
Micro0.84

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

15.5685

Price/Book*

2.6898

Price/Sales*

1.5530

Price/Cash Flow*

9.9712

Dividend Yield*

2.3675

Growth Measures

Long-Term Earnings

12.6311

Historical Earnings

19.8446

Sales Growth

5.6285

Cash-Flow Growth

10.4199

Book-Value Growth

5.6637

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration2.77
Average Effective Maturity (Years)*3.16
Average Credit Quality4.00
Average Weighted Coupon*1.37
Average Weighted Price*97.21

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA95.46
AA0.28
A1.22
BBB1.68
BB0.85
B0.35
Below B0.10
Not Rated0.06

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years58.51
3 to 5 Years3.72
5 to 7 Years1.37
7 to 10 Years1.19
10 to 15 Years0.36
15 to 20 Years0.41
20 to 30 Years3.61
Over 30 Years0.10
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.11

Data Source: Morningstar

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For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.