TIAA-CREF Quant Large-Cap Value Fund

C000162573 Fund Overview

TIAA-CREF Quant Large-Cap Value Fund is a US mutual fund managed by Tiaa-Cref Funds, categorised as Developed ex-US Large Cap Value 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: Developed ex-US Large Cap Value Equity
• Assets under management: $718.91M
• 1-year return: -10.0%
• SEC CIK: 0001084380
• SEC series ID: S000019658
• Share class ID: C000162573

C000162573 Investment Objective and Strategy

TIAA-CREF Quant Large-Cap Value 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 large domestic companies.

Principal investment strategy

Under normal circumstances, the Fund invests at least 80% of its assets in large domestic companies included in the Funds benchmark index, the Russell 1000 Value Index, at the time of purchase, but not necessarily at index weightings. For purposes of the 80% investment policy, large-cap securities are securities of issuers with a capitalization equal to or greater than the top 80% of issuers by capitalization within the Russell 1000 Index at the time of purchase. 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 Russell 1000 Value Index while retaining a similar risk profile, instead of passively holding a representative basket of securities designed to match the index.

The Russell 1000 Value Index is a subset of the Russell 1000 Index, which represents the performance of the large-cap value segment of the U.S. equity universe. It includes those Russell 1000 Index companies with lower price-to-book ratios and lower expected growth values. Enhanced index strategies employ quantitative modeling techniques for both stock selection 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 Russell 1000 Value 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 foreign securities and securities issued in connection with reorganizations or other special situations. 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.

C000162573 Performance

Total returns for C000162573 (as of 2026-10-01), from SEC filings.

C000162573 Risk Information

Risk metrics for C000162573, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 25.8%

C000162573 Costs and Fees

C000162573 costs about $47 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.47%
• Gross expense ratio: 0.47%
• Portfolio turnover: 146%
• Brokerage commissions: 3.58 bps of average net assets (SEC N-CEN)

C000162573 Cashflows

Over the 12 months to 2020-10, TIAA-CREF Quant Large-Cap Value Fund had net outflows of $1.71B, from monthly SEC N-PORT filings.

C000162573 Debt Constituents

No individual debt constituents are reported in TIAA-CREF Quant Large-Cap Value Fund's latest SEC N-PORT filing.

C000162573 Prospectus and SEC Filings

Official TIAA-CREF Quant Large-Cap Value 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 Developed ex-US Large Cap Value Equity funds tracked on ABC INVEST:

• Large Cap International Portfolio (DFALX)
• Thornburg International Equity Fund (TGVAX)
• Pacer Global Cash Cows Dividend ETF (GCOW)
• Avantis International Large Cap Value ETF (AVIV)
• Avantis International Equity Fund (AVDEX)

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.