TILT

FlexShares Morningstar US Market Factor Tilt Index Fund
*Unless otherwise stated, data provided by FactSet.

TILT Fund Description

TILT tracks a broad US index with a tilt toward small-cap and value segments.

TILT Factset Analytics Insight

TILT offers an alternative take on the US equity market, holding a broad portfolio of companies of all sizes with an increased exposure to small-cap securities having lower valuation. The selection universe comprises of US-listed stocks that meet the liquidity screens, as defined by the index methodology. All eligible securities will then be designated as core, growth or value based on factors such as price-to-book and price-to-earnings ratios. The fund uses the size and value factors to determine a security’s “factor tilt” to adjust constituent weights. The fund utilizes its factor tilt strategy by overweighting its small-cap value constituents as compared to the large-cap growth stocks. Index reconstitutes semi-annually and rebalances quarterly.

TILT MSCI ESG Analytics Insight

FlexShares Morningstar US Market Factor Tilt Index Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.50 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. FlexShares Morningstar US Market Factor Tilt Index Fund ranks in the 34th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

TILT MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TILT 0.89% 2.82% 19.26% 47.97% 15.70% 15.76% --
TILT (NAV) 1.52% 2.86% 19.79% 46.20% 15.89% 15.91% --
MSCI USA IMI 2.46% 4.71% 18.06% 40.28% 18.46% 17.64% 15.32%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TILT Summary Data

FlexShares
09/16/11
Open-Ended Fund
0.25%
$1.74B
$2.00M
0.04%

TILT Portfolio Data

$292.37B
42.83
3.23
1.17%
N/A
2,089

TILT Index Data

Proprietary
Market Cap
MSCI USA IMI

TILT Portfolio Management

0.25%
0.17%
0.38%
-0.93%

TILT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

TILT Fund Structure

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

TILT Factset Analytics Block Liquidity

As of 07/30/21
5
4
3
2
1

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

TILT Tradability

11,781
$2.00M
5,924
$1.01M
0.04%
$0.07
0.00%
0.52% / -0.19%
None
99.00%
50,000
0.12
0.02%
0.01%
0
$172.61
5

TILT Sector/Industry Breakdown


TILT
Segment Benchmark
24.70%
31.70%
20.40%
15.09%
15.94%
14.76%
11.03%
12.71%
10.76%
10.06%
4.96%
5.53%
4.05%
2.90%
3.86%
2.94%
2.41%
2.43%
1.32%
1.32%

TILT Top 10 Holdings[View All]

Apple Inc. 3.84%
Tesla Inc 0.84%
18.12%

TILT Countries


TILT
Segment Benchmark
99.99%
99.92%
0.01%
0.08%

TILT Regions


TILT
Segment Benchmark
100.00%
100.00%

TILT Economic Development


TILT
Segment Benchmark
100.00%
100.00%

TILT Performance Statistics

0.91
1.01
1.01
0.95
0.29%
MSCI USA IMI

TILT MSCI ESG Ratings

5.50 / 10
23.43
34.33
5.61%
5.01%
144.84

TILT Benchmark Comparison Holdings

2,089
2488
2,048
76.71%

TILT Benchmark Comparison Summary


TILT
Segment Benchmark
2,089
2488
$292.37B
$400.61B
42.83
37.97
3.23
4.34
1.34%
1.27%
Low
Low

TILT Benchmark Comparison Market Cap Size


TILT
Segment Benchmark
67.11%
86.75%
25.84%
10.62%
6.71%
2.53%
0.34%
0.11%