What is NUSC?

NUSC tracks a multi-factor-weighted index of small-cap companies listed on US exchanges. Holdings are screened for environmental, social, and governance (ESG) criteria.

PERFORMANCE [as of 03/22/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NUSC -8.93% -0.16% -0.75% -14.68% 24.89% 6.42% --
NUSC (NAV) -9.03% -0.35% -0.99% -14.87% 25.09% 6.44% --
TIAA ESG USA Small-Cap Index -9.00% -0.29% -0.93% -14.72% 25.50% 6.81% --
MSCI USA Small Cap Index -8.57% -0.27% -0.83% -13.33% 24.65% 6.06% 9.19%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NUSC Factset Analytics Insight

NUSC takes the popular ESG theme and slices it specifically within the small-cap space. The fund’s underlying index is derived from the MSCI USA Small Cap Index (the parent index), with further screening for environmental, social, and governance criteria. Environmental factors include impact on climate change, natural resource use, and emission management. Social categories include relationships with employees and suppliers, and product safety. Lastly, the governance criteria look at corporate governance and business ethics. Additionally, the index stays away from companies with involvement in alcohol, tobacco, firearms, gambling and nuclear weapons. The portfolio is weighted according to a multi-factor optimization algorithm that aims to keep holdings and performance similar to the parent index. The underlying index is rebalanced and reconstituted quarterly starting each February. Sibling fund NULC applies the same strategy to US large caps.

NUSC Summary Data

12/13/16
0.31%
$933.70M
MSCI USA Small Cap Index
Open-Ended Fund

Peers

MSCI USA Small Cap Index

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
+$0.03B 90 Days

NUSC Portfolio Data

$4.78B
20.78
2.31
1.17%
N/A
565

NUSC Index Data

Multi-Factor
Principles-based
MSCI USA Small Cap Index

NUSC Portfolio Management

0.31%
-0.16%
0.57%
-0.31%

NUSC Tax Exposures

20.00% / 39.60%
2.30%
Qualified dividends
No

NUSC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/23/23

This measurement shows how easy it is to trade a $1 million USD block of NUSC. NUSC is rated a 5 out of 5.

NUSC Tradability

96,870
$3.55M
68,476
$2.51M
0.15%
$0.05
0.02%
0.18% / -0.15%
None
100.00%
50,000
1.37
0.02%
0.02%
0
$33.87
5

NUSC Sector/Industry Breakdown

NUSC Segment
Benchmark
24.51% --
9.18% --
9.12% --
7.23% --
6.90% --
6.48% --
4.92% --
4.68% --
4.36% --
3.90% --

NUSC Performance Statistics

0.99
0.99
0.98
1.01
0.13%
MSCI USA Small Cap Index

NUSC Countries

NUSC Segment
Benchmark
100.00% 100.00%

NUSC Regions

NUSC Segment
Benchmark
100.00% 100.00%

NUSC Economic Development

NUSC Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

NUSC Benchmark Comparison Holdings

565
1935
562
31.45%

NUSC Benchmark Comparison Summary

NUSC Segment
Benchmark
565 1935
$4.78B $4.96B
20.78 22.30
2.31 2.32
1.24% 1.33%
Low Low

NUSC Benchmark Comparison Market Cap Size

NUSC Segment
Benchmark
2.57% 1.13%
70.49% 72.35%
24.59% 24.40%
2.24% 2.10%