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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TILT -10.24% -4.12% -22.45% -16.78% 8.00% 7.53% 10.65%
TILT (NAV) -10.15% -4.11% -22.42% -16.82% 7.98% 7.52% 10.69%
Morningstar US Market Factor Tilt Index -- -4.07% -22.34% -16.76% 8.03% 7.61% 10.85%
MSCI USA IMI -9.73% -4.01% -23.61% -17.37% 8.53% 9.05% 11.62%
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%
$1.34B
$2.41M
0.09%

TILT Portfolio Data

$342.55B
16.11
2.76
1.68%
09/16/22
2,273

TILT Index Data

Proprietary
Market Cap
MSCI USA IMI

TILT Portfolio Management

0.25%
-0.14%
2.05%
-0.53%

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 09/30/22
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

16,117
$2.41M
9,989
$1.53M
0.09%
$0.14
-0.01%
0.85% / -1.75%
None
100.00%
50,000
0.20
0.02%
0.01%
0
$140.02
5

TILT Sector/Industry Breakdown


TILT
Segment Benchmark
18.74%
--
13.78%
--
11.62%
--
10.04%
--
6.91%
--
4.70%
--
4.65%
--
4.62%
--
3.82%
--
3.43%
--

TILT Countries


TILT
Segment Benchmark
100.00%
99.91%
--
0.09%

TILT Regions


TILT
Segment Benchmark
100.00%
100.00%

TILT Economic Development


TILT
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

TILT Performance Statistics

0.99
0.98
0.99
0.98
0.15%
MSCI USA IMI

TILT Benchmark Comparison Holdings

2,273
2595
2,215
80.19%

TILT Benchmark Comparison Summary


TILT
Segment Benchmark
2,273
2595
$342.55B
$455.87B
16.11
19.39
2.76
3.63
1.66%
1.52%
Low
Low

TILT Benchmark Comparison Market Cap Size


TILT
Segment Benchmark
69.41%
86.98%
21.30%
10.01%
8.59%
2.78%
0.64%
0.22%