TIAA-CREF Quant International Equity Fund
Data updated: 2021-01-14
C000162571 — TIAA-CREF Quant International Equity Fund. Europe Blend / Core Equity · $975.16M AUM. Holdings, fees, performance and SEC filings.
C000162571 Fund Overview
TIAA-CREF Quant International Equity Fund is a US mutual fund managed by Tiaa-Cref Funds, categorised as Europe Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Tiaa-Cref Funds
- Category: Europe Blend / Core Equity
- Assets under management: $975.16M
- 1-year return: -7.8%
- SEC CIK: 0001084380
- SEC series ID: S000019656
- Share class ID: C000162571
C000162571 Investment Objective and Strategy
TIAA-CREF Quant International Equity Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Tiaa-Cref Funds.
Investment objective
The Fund seeks a favorable long-term total return, mainly through capital appreciation, primarily from equity securities of foreign issuers.
Principal investment strategy
Under normal circumstances, the Fund invests at least 80% of its assets in equity securities of foreign issuers included in the Funds benchmark index, the Morgan Stanley Capital International EAFE (Europe, Australasia, Far East) Index (the MSCI EAFE Index), at the time of purchase, but not necessarily at index weightings. The Fund has a policy of maintaining investments of equity securities of foreign issuers in at least three countries other than the United States. For purposes of the 80% investment policy, the term assets means net assets, plus the amount of any borrowings for investment purposes. The Fund follows an enhanced index management strategy. The Funds investment adviser, Teachers Advisors, LLC (Advisors), actively uses quantitative analysis to attempt to enhance the Funds performance relative to the MSCI EAFE Index while retaining a similar risk profile, instead of passively holding a representative basket of securities designed to match the index.
The MSCI EAFE Index measures stock performance in certain countries outside North America. Enhanced index strategies employ quantitative modeling techniques for stock selection, country allocation and portfolio construction. With enhanced indexing, the Fund may use several different investment techniques to seek to build a portfolio of stocks that is structured to resemble and share the risk characteristics of the Funds benchmark index, while also seeking to outperform the benchmark index. Enhanced indexing is designed so that the Fund diverges from its benchmark index more than a pure indexing strategy, with the goal of outperforming its benchmark index while effectively managing benchmark relative risks. Under these quantitative modeling techniques, a number of variables related to individual stocks are evaluated to select a broadly diversified group of stocks that may have the potential to provide a higher total return than that of the benchmark index, the MSCI EAFE Index.
The Fund uses a proprietary, quantitative stock scoring model to evaluate and score a broad universe of stocks in which the Fund invests. Advisors will generally attempt to overweight securities (relative to the benchmark) that score high in the stock selection screening process and to either not hold or underweight securities that score low in the screening process. The Fund may also purchase and sell futures, options, swaps and other equity derivatives to carry out the Funds investment strategies. The Funds strategy is based upon Advisors understanding of the interplay of market factors and does not assure the Fund will perform as intended. The markets or the process of selecting individual securities may be affected by factors not taken into account in Advisors analysis.
C000162571 Performance
Total returns for C000162571 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -7.8% |
C000162571 Risk Information
Risk metrics for C000162571, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 21.4%
C000162571 Costs and Fees
C000162571 costs about $48 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.48%
- Gross expense ratio: 0.48%
- Portfolio turnover: 114%
- Brokerage commissions: 7.00 bps of average net assets (SEC N-CEN)
C000162571 Cashflows
Over the 12 months to 2020-10, TIAA-CREF Quant International Equity Fund had net outflows of $775.49M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2020-10 | −$928.29M |
| 2020-09 | $8.19M |
| 2020-08 | $2.75M |
| 2020-07 | −$15.99M |
| 2020-06 | −$5.42M |
| 2020-05 | $26.54M |
C000162571 Debt Constituents
No individual debt constituents are reported in TIAA-CREF Quant International Equity Fund's latest SEC N-PORT filing.
C000162571 Prospectus and SEC Filings
Official TIAA-CREF Quant International Equity Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2020-03-12
- Prospectus (485BPOS) — filed 2019-03-14
- Prospectus (485BPOS) — filed 2018-08-15
- Portfolio holdings (N-PORT) — filed 2020-12-28
- Portfolio holdings (N-PORT) — filed 2020-09-23
- Portfolio holdings (N-PORT) — filed 2020-06-26
- Annual census (N-CEN) — filed 2021-01-14
- Annual census (N-CEN) — filed 2020-01-10
Related Funds
Other Europe Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.