These High Head Self-Drill Screws are made of 410 Stainless Steel. Some grades of stainless steel will form light rust when exposed to mild atmospheric conditions.  Most 400-series stainless steels are in this category and it is particularly true of type 410, which only contains about 11% chromium. 

18-8 stainless or 316 stainless fasteners offer a higher level of corrosion resistance than 410 stainless.