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Large Cap Core Update

April 22, 2022

Large Cap Core Strategy Outperforms Benchmark in Q1

The strategy outperformed the Russell 1000 by 1.1% in Q1, mostly based on biases toward lower valuations. The strategy was negatively impacted by fundamentals and other factors in our stock selection models. Underexposure to mega cap names was more than offset by cap exposure in the rest of the large cap spectrum.