TDTT

FlexShares iBoxx 3 Year Target Duration TIPS Index Fund
*Unless otherwise stated, data provided by FactSet.

TDTT Fund Description

TDTT tracks an index of inflation-protected US government debt with maturity dates of 1-10 years.

TDTT Factset Analytics Insight

TDTT approaches the TIPS market with a very specific mandate, holding a combination of TIPS that result in a weighted average portfolio duration of 3 years. To accomplish this, the fund can hold TIPS with maturities ranging from 1 to 10 years. However, in reality, the fund achieves its target duration with precision by typically only holding TIPS with fewer than 5 years remaining in maturities. With shorter maturity and duration than our benchmark, TDTT carries lower nominal yield than our benchmark. The index may use derivatives and is rebalanced on a monthly basis.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TDTT 1.86% 0.78% -0.95% 0.40% 3.99% 3.39% 1.71%
TDTT (NAV) 1.58% 0.64% -1.09% 0.20% 3.89% 3.34% 1.70%
iBoxx 3-Year Target Duration TIPS -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Notes 1-10Y Index (Series-L) -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TDTT Summary Data

FlexShares
09/19/11
Open-Ended Fund
0.18%
$2.18B
$11.58M
0.04%

TDTT Portfolio Data

2.38
--
3.00%
N/A
21

TDTT Index Data

Proprietary
Market Value
Bloomberg Barclays US Treasury Inflation Notes 1-10Y Index (Series-L)

TDTT Portfolio Management

0.18%
--
--
--

TDTT Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

TDTT Fund Structure

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

TDTT Factset Analytics Block Liquidity

As of 08/15/22
5
4
3
2
1

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

TDTT Tradability

465,736
$11.58M
379,243
$9.39M
0.04%
$0.01
0.06%
0.38% / -0.23%
None
100.00%
50,000
7.58
0.00%
--
0
$24.81
N/A

TDTT Sector/Industry Breakdown


TDTT
Segment Benchmark
100.00%
--

TDTT Top 10 Holdings[View All]

12.45%
11.94%
11.47%
9.90%
6.13%
3.66%
3.64%
3.64%
3.56%
3.54%
69.94%

TDTT Top 5 Countries


TDTT
Segment Benchmark
100.00%
--

TDTT Top 5 Currencies


TDTT
Segment Benchmark
100.00%
--

TDTT Performance Statistics

--
--
--
--
--

TDTT Holdings Statistics

3.21 years
2.38
3.00%
3.12
High
21
0.28%

TDTT Avg Life Maturity Distribution

--
10.12%
35.01%
48.29%
6.58%
--
--
--
--

TDTT OAS Breakdown

100.00%
--
--
--
--
--
--
--
--
--
--