Size Tilt

size · 8/6/2026 12:52 AM CT · inside its mandate

NAV / unit

99.6852

Return

-0.31%

Value

$99,685.16

Cash

5.0%

Positions

18

Max drawdown

-0.27%

Today, pass by pass

8/6/2026 12:52 AM CT

NAV per unit, daily

Exposure

95% long · 0% short · 5% cash · net +95%

What this fund believes

Thesis

Smaller companies compensate their holders for being smaller. Tilt toward the lower end of the universe by market capitalisation.

Lineage

Fama and French (1992), the SMB factor.

The regime that kills it

Mega-cap concentration regimes. When the largest few names drive the whole index, tilting small means missing the entire return.

How it decides

Decision inputs

market capitalisation, ranked small to large

Cadence

Reconsiders every 60 days; holds 18 positions at target; refused buys fall through to the next-ranked name.

Universe

the shared 52-stock universe

Its mandate versus the base mandate

Limit	This fund	Base mandate
maxSingleEquityPct	6.0	7.0	tuned
maxSingleEtfPct	5.0	5.0
maxSectorPct	35.0	35.0
cashMinPct	5.0	10.0	tuned
cashMaxPct	20.0	20.0
minPositions	15	15
maxPositions	30	30
maxNonUsPct	10.0	10.0
allowShorting	True	True
maxSingleShortPct	4.0	4.0
maxGrossShortPct	40.0	40.0
shortCollateralCoverage	1.0	1.0
allowLeverage	False	False

Current holdings, and why each is held

Ticker	Class / sector	Weight	Last	P&L	Rationale recorded at entry
PEP	Consumer Staples	5.31%	139.36	+0.37%	Size Tilt: ranked 14 of 52 on Size Tilt (score 74.5)
COP	Energy	5.31%	115.49	+0.34%	Size Tilt: ranked 8 of 52 on Size Tilt (score 86.3)
SBUX	Consumer Discretionary	5.31%	106.30	+0.23%	Size Tilt: ranked 7 of 52 on Size Tilt (score 88.2)
NEE	Utilities	5.30%	85.99	+0.04%	Size Tilt: ranked 13 of 52 on Size Tilt (score 76.5)
CL	Consumer Discretionary	5.29%	93.28	-0.05%	Size Tilt: ranked 2 of 52 on Size Tilt (score 98.0)
HON	Industrials	5.29%	248.12	-0.05%	Size Tilt: ranked 3 of 52 on Size Tilt (score 96.1)
UPS	Industrials	5.29%	107.70	-0.05%	Size Tilt: ranked 4 of 52 on Size Tilt (score 94.1)
DUK	Utilities	5.29%	123.34	-0.05%	Size Tilt: ranked 5 of 52 on Size Tilt (score 92.2)
SO	Utilities	5.29%	93.10	-0.05%	Size Tilt: ranked 6 of 52 on Size Tilt (score 90.2)
TMO	Industrials	5.29%	577.83	-0.05%	Size Tilt: ranked 18 of 52 on Size Tilt (score 66.7)
MCD	Consumer Discretionary	5.29%	273.88	-0.10%	Size Tilt: ranked 17 of 52 on Size Tilt (score 68.6)
DIS	Consumer Discretionary	5.29%	101.69	-0.12%	Size Tilt: ranked 12 of 52 on Size Tilt (score 78.4)
T	Telecommunications	5.29%	23.04	-0.14%	Size Tilt: ranked 10 of 52 on Size Tilt (score 82.3)
PFE	Health Care	5.28%	25.76	-0.24%	Size Tilt: ranked 9 of 52 on Size Tilt (score 84.3)
BA	Industrials	5.28%	239.72	-0.25%	Size Tilt: ranked 15 of 52 on Size Tilt (score 72.5)
VZ	Telecommunications	5.28%	46.38	-0.24%	Size Tilt: ranked 16 of 52 on Size Tilt (score 70.6)
NKE	Consumer Discretionary	5.27%	42.29	-0.43%	Size Tilt: ranked 1 of 52 on Size Tilt (score 100.0)
CRM	Technology	5.02%	183.15	-5.14%	Size Tilt: ranked 11 of 52 on Size Tilt (score 80.4)

Recent trades

ID	Date	Action	Ticker	Notional	Rationale
T-0018	2026-08-05	ENTRY	TMO	$5,275.63	Size Tilt: ranked 18 of 52 on Size Tilt (score 66.7)
T-0017	2026-08-05	ENTRY	MCD	$5,275.77	Size Tilt: ranked 17 of 52 on Size Tilt (score 68.6)
T-0016	2026-08-05	ENTRY	VZ	$5,275.91	Size Tilt: ranked 16 of 52 on Size Tilt (score 70.6)
T-0015	2026-08-05	ENTRY	BA	$5,276.05	Size Tilt: ranked 15 of 52 on Size Tilt (score 72.5)
T-0014	2026-08-05	ENTRY	PEP	$5,276.19	Size Tilt: ranked 14 of 52 on Size Tilt (score 74.5)
T-0013	2026-08-05	ENTRY	NEE	$5,276.33	Size Tilt: ranked 13 of 52 on Size Tilt (score 76.5)
T-0012	2026-08-05	ENTRY	DIS	$5,276.47	Size Tilt: ranked 12 of 52 on Size Tilt (score 78.4)
T-0011	2026-08-05	ENTRY	CRM	$5,276.61	Size Tilt: ranked 11 of 52 on Size Tilt (score 80.4)
T-0010	2026-08-05	ENTRY	T	$5,276.75	Size Tilt: ranked 10 of 52 on Size Tilt (score 82.3)
T-0009	2026-08-05	ENTRY	PFE	$5,276.89	Size Tilt: ranked 9 of 52 on Size Tilt (score 84.3)
T-0008	2026-08-05	ENTRY	COP	$5,277.03	Size Tilt: ranked 8 of 52 on Size Tilt (score 86.3)
T-0007	2026-08-05	ENTRY	SBUX	$5,277.16	Size Tilt: ranked 7 of 52 on Size Tilt (score 88.2)
T-0006	2026-08-05	ENTRY	SO	$5,277.30	Size Tilt: ranked 6 of 52 on Size Tilt (score 90.2)
T-0005	2026-08-05	ENTRY	DUK	$5,277.44	Size Tilt: ranked 5 of 52 on Size Tilt (score 92.2)
T-0004	2026-08-05	ENTRY	UPS	$5,277.58	Size Tilt: ranked 4 of 52 on Size Tilt (score 94.1)