Premise Capital, LLC
Regulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
Portfolio style
Measured from the filed 13F common-share book for Jun 30, 2020, never from the firm's own description.
Closest benchmark: every 13F filer's combined book, active share 99.1%; sector active share 69.3% against the combined 13F book's sector weights.
Over time 2 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
16 tracked positions · as of Jun 30, 2020 · Δ vs Mar 31, 2020Portfolio Trend
Sector Breakdown
As of Jun 30, 2020| Sector | % Portfolio | Value |
|---|---|---|
| Unclassified | 100.0% | $47,155,485 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| SPY | Spdr S&P 500 ETF Trust | +58,120 | 87,595 | $27,010,794 | |
| SHY | iShares 1-3 Year Treasury Bond ETF | +34,712 | 46,070 | $0 | |
| TLT | iShares 20+ Year Treasury Bond ETF | +15,653 | 50,697 | $0 | |
| GWX | State Street(R) SPDR(R) S&P(R) International Small Cap ETF | +7,919 | 43,400 | $1,186,990 | |
| MDY | Spdr S&P Midcap 400 ETF Trust | +824 | 4,538 | $1,472,535 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| SCHH | Schwab U.S. REIT ETF | −100,942 | 67,343 | $2,371,820 | |
| IEMG | iShares Trust | −21,861 | 41,239 | $0 | |
| TIP | iShares TIPS Bond ETF | −20,687 | 55,900 | $0 | |
| IJR | iShares Core S&P Small-Cap ETF | −11,349 | 28,773 | $0 | |
| IEFA | iShares Core MSCI EAFE ETF | −1,349 | 133,427 | $0 | |
| — | −1,137 | 222 | $11,071 | ||
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| HYLB | Xtrackers USD High Yield Corporate Bond ETF | 129,222 | $6,041,128 | |
| XLK | State Street(R) Technology Select Sector SPDR(R) ETF | 34,460 | $3,600,725 | |
| XLV | State Street(R) Health Care Select Sector SPDR(R) ETF | 22,541 | $2,255,677 | |
| XLC | State Street(R) Communication Services Select Sector SPDR(R) ETF | 30,058 | $1,624,334 | |
| XLY | State Street(R) Consumer Discretionary Select Sector SPDR(R) ETF | 12,375 | $1,580,411 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| AGG | iShares Core U.S. Aggregate Bond ETF | 505,789 | $0 | |
| No positions match the current search. | ||||
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| SPY |
Spdr S&P 500 ETF Trust
|
Added | 87,595 | $27,010,794 | 57.28% | |
| HYLB |
Xtrackers USD High Yield Corporate Bond ETF
|
NEW | 129,222 | $6,041,128 | 12.81% | |
| XLK |
State Street(R) Technology Select Sector SPDR(R) ETF
|
NEW | 34,460 | $3,600,725 | 7.64% | |
| SCHH |
Schwab U.S. REIT ETF
|
Reduced | 67,343 | $2,371,820 | 5.03% | |
| XLV |
State Street(R) Health Care Select Sector SPDR(R) ETF
|
NEW | 22,541 | $2,255,677 | 4.78% | |
| XLC |
State Street(R) Communication Services Select Sector SPDR(R) ETF
|
NEW | 30,058 | $1,624,334 | 3.44% | |
| XLY |
State Street(R) Consumer Discretionary Select Sector SPDR(R) ETF
|
NEW | 12,375 | $1,580,411 | 3.35% | |
| MDY |
Spdr S&P Midcap 400 ETF Trust
|
Added | 4,538 | $1,472,535 | 3.12% | |
| GWX |
State Street(R) SPDR(R) S&P(R) International Small Cap ETF
|
Added | 43,400 | $1,186,990 | 2.52% | |
|
|
Reduced | 222 | $11,071 | 0.02% | ||
| IEFA |
iShares Core MSCI EAFE ETF
|
Reduced | 133,427 | $0 | 0.00% | |
| IEMG |
iShares Trust
|
Reduced | 41,239 | $0 | 0.00% | |
| IJR |
iShares Core S&P Small-Cap ETF
|
Reduced | 28,773 | $0 | 0.00% | |
| SHY |
iShares 1-3 Year Treasury Bond ETF
|
Added | 46,070 | $0 | 0.00% | |
| TIP |
iShares TIPS Bond ETF
|
Reduced | 55,900 | $0 | 0.00% | |
| TLT |
iShares 20+ Year Treasury Bond ETF
|
Added | 50,697 | $0 | 0.00% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.