TTAC

TrimTabs U.S. Free Cash Flow Quality ETF
*Unless otherwise stated, data provided by FactSet.

TTAC Fund Description

TTAC aims to outperform a broad US equity index. The actively-managed fund selects stocks based on strong free cash flow and ESG rankings.

TTAC Factset Analytics Insight

TTAC aims to best the Russell 3000 through a fundamentals-driven investment process that selects about 150 stocks based on free cash flow strength. The portfolio holdings are then weighted by a modified market capitalization, log transformation, which allows for increased exposure to companies with the strongest proprietary free cash flow rankings. After that, the portfolio will be rated with an ESG score, excluding companies with low ESG ratings. In addition, firms with an extreme rise in shares count and increase in leverage are excluded. From Feb. 28, 2021-May 29, 2020, the fund selects and weights stocks using: free cash flow profitability and growth, shrinking leverage and decreasing shares outstanding. Emphasizing on free cash flow profitability and growth. Prior to May 29, 2020, the fund’s methodology emphasizes share buyback trends.

TTAC MSCI ESG Analytics Insight

TrimTabs U.S. Free Cash Flow Quality ETF has an MSCI ESG Fund Rating of A based on a score of 6.19 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. TrimTabs U.S. Free Cash Flow Quality ETF ranks in the 53th percentile within its peer group and in the 66th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

TTAC 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 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TTAC 3.84% 5.12% 17.34% 35.81% 14.41% -- --
TTAC (NAV) 3.44% 5.83% 17.56% 37.05% 14.44% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 2.35% 5.37% 16.55% 37.96% 18.05% 17.35% 14.70%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TTAC Summary Data

TrimTabs
09/28/16
Open-Ended Fund
0.59%
$201.10M
$733.27K
0.17%

TTAC Portfolio Data

$267.69B
28.88
6.96
0.35%
N/A
148

TTAC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

TTAC Portfolio Management

0.59%
--
--
--

TTAC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

TTAC Fund Structure

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

TTAC Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

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

TTAC Tradability

13,934
$733.27K
5,590
$293.18K
0.17%
$0.09
-0.04%
0.38% / -0.36%
None
99.00%
25,000
0.22
0.04%
0.00%
9
$54.42
5

TTAC Sector/Industry Breakdown


TTAC
Segment Benchmark
33.30%
31.70%
16.67%
14.76%
13.46%
15.09%
12.35%
10.06%
9.74%
12.71%
8.06%
5.53%
2.41%
2.94%
2.39%
2.90%
0.76%
1.32%

TTAC Countries


TTAC
Segment Benchmark
100.00%
99.92%
--
0.08%

TTAC Regions


TTAC
Segment Benchmark
100.00%
100.00%

TTAC Economic Development


TTAC
Segment Benchmark
100.00%
100.00%

TTAC Performance Statistics

0.93
0.98
1.03
0.96
0.28%
MSCI USA IMI

TTAC MSCI ESG Ratings

6.19 / 10
65.77
52.84
2.36%
6.38%
59.56

TTAC Benchmark Comparison Holdings

148
2488
146
32.36%

TTAC Benchmark Comparison Summary


TTAC
Segment Benchmark
148
2488
$267.69B
$400.61B
28.88
37.97
6.96
4.34
1.27%
1.27%
Low
Low

TTAC Benchmark Comparison Market Cap Size


TTAC
Segment Benchmark
88.29%
86.75%
11.19%
10.62%
0.52%
2.53%
0.00%
0.11%