Enhanced U.S. Large-Cap Value



Objective & Philosophy
The Enhanced U.S. Large-Cap Value investment strategy seeks to generate a long-term total return that outperforms its benchmark, the Russell 1000® Value Index, while maintaining a similar risk profile. The account employs a dual investment process, which combines an active equity management strategy with a passive index approach through a detailed quantitative policy.
Key Facts
Asset Class: Equity
Inception Date: 06/01/2000
Benchmark: Russell 1000 Value Index
Portfolio Management: Michael Shing, Managing Director
Investment Strategy
The investment team utilizes a dual investment strategy model that seeks out the most attractive large-cap value investment opportunities based on a set of quantitative factors, including fundamental valuation, market sentiment, profitability, earnings quality and financial/market momentum. The team continuously evaluates and tweaks its existing quantitative models by paying particular attention to changing market dynamics in order to successfully identify new investment opportunities.
Performance & Statistics

All data is shown  in U.S. Dollars. Non-performance information is based on a representative account of the strategy. Each portfolio may differ due to specific investment restrictions and guidelines. Past performance is not an indicator or guarantee of future results. The gross performance returns presented reflect the reinvestment of dividends and other earnings but do not reflect the deduction of investment advisory fees and other expenses. A client's return will be reduced by advisory fees and any other expenses it may incur in the management of its investment advisory account.

Portfolios within the composite are subject to certain risks such as market and investment style risk. 

The Russell 1000 Value Index is a subset of the Russell 1000 Index, which measures the performance of the stocks of the 1,000 largest companies in the Russell 3000® Index, based on market capitalization. The Russell 1000 Value Index measures the performance of those stocks of the Russell 1000 Index with lower relative forecasted growth rates and price/book ratios.

The separate account minimum is $25 million.

This material is provided for informational purposes only and should not be regarded as a recommendation or an offer to buy or sell any product or service to which this information may relate. TIAA-CREF claims compliance with the Global Investment Performance Standards (GIPS®).  TIAA-CREF is a group of companies that manages domestic, international and global investment strategies for clients worldwide, and provides insurance-related financial services. To receive a complete list and descriptions of TIAA-CREF composites and/or a presentation that adheres to the GIPS standards, please Contact Us.

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