For large-scale asset managers and asset owners for whom investability is critical, narrow factor indexes may not have sufficient liquidity and capacity due to their concentrated nature.

The MSCI Factor Tilt Indexes‒ which are part of the High Capacity Factor Indexes ‒ have higher investability requirements by tilting market capitalization weights of securities based on the relevant factor score. All constituents of a parent index are then reweighted accordingly, resulting in a factor tilt index offering relatively high capacity and investability.

The table below includes methodology highlights for the existing Factor Tilt Indexes based on 6 systematic factors:

• Value
• Quality
• Momentum
• Size
• Dividend
• Volatility Tilt