If its the oil shield i think your talking about it should sit in flush in the housing and a snap ring should go ontop of it. If its the other shield that goes on the hotside behind the turbine wheel on the hotside then yes it'll be loose.

Edit: added pictures. Picture 1, the shield that goes behind the wheel is suppose to be loose.

Picture 2 this oil shield with the collar that goes sits tight in the housing with a snap ring on top of it.

Pics courtesy of Jusmx141.

Yeah it was the one in the first picture. Thank you so much!! It's really loose though and kind of rubs on the turbine wheel (or the darker wheel) not really sure if I know the correct name of it.

It's the heat shield. And yes it is suppose to be loose. It wedges between the CHRA and hotside when you clamp it together and it will hold it in place and won't rub anymore.

I had the same question. Thank you as well.