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Large Cap Core Update

July 25, 2022

Strategy Outperforms Benchmark for the Quarter

The strategy outperformed the Russell 1000 Index in the second quarter. The strategy had favorable impacts from multifactor stock selection models, primarily from valuation-based factors, and underweightings to companies with negative earnings. Year to date, the strategy outperformed the Russell 1000 Index. For the quarter, the strategy reflected stock selection outperformance in 6 of 11 sectors.