Top performing managers by category: separate accounts, 1st Quarter 2016


Large Blend1 year gross return1 year net return
Lunt U.S. Large Cap Rotation Portfolio11.299.65
SaratogaRIM Large Cap Quality Focus9.629.02
CS US Sustainable Dividend Composite9.668.32
STMM Core Equity-2.188.25
Martingale Low Volatility LargeCap+8.718.17
Sterling Insight SMA9.598.10
MFS Low Volatility US Equity8.287.90
Franchise Partners - US Equity7.897.15
Portformulas Freedom DJ308.996.28
Clarkston Capital Large Cap Composite5.785.56
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
Entrepreneur US Large Cap16.6415.89
BNY Mellon EB DV Dynamic U.S. Equity16.2815.71
Martingale Low Volatility LargeCap+15.8615.24
Smead Capital Appreciation15.7914.99
Hilliard Lyons Large Cap Equity15.6414.23
Hilliard Lyons SMA Large Cap Equity15.5814.09
Lazard U.S. Equity Concentrated14.7114.00
Wakefield Large Cap Equity15.2013.56
JPMorgan Quantitative Enhanced Equity12.1113.35
Franchise Partners - US Equity13.9413.14
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Ativo Mid Cap5.294.04
Clarkston Capital SMID Composite4.253.88
Sowell Flagship Equity2.921.44
NewSouth Capital Mgt NSCM Mid-Cap Val Eq1.731.42
LA Capital U.S. Mid Cap Equity1.761.08
Martin Capital Dividend Opportunity1.151.05
Chartwell Mid-Cap Value0.920.11
Triboro Socially Responsible All Cap0.030.03
Linde Hansen Contrarian Value Composite1.00-0.01
Schroders U.S. Small and Mid Cap1.43-0.08
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Clarkston Capital SMID Composite15.2914.57
Triboro All Cap13.2413.24
JPMorgan Md-Cap Val MA13.0012.99
JPMorgan Md-Cap Val13.2112.44
Zacks Mid-Cap Core Strategy12.8512.02
Iridian Private Value/ Mid-Cap Equity12.6711.90
DGHM UltraValue13.4011.87
NewSouth Capital Mgt NSCM Mid-Cap Val Eq12.0811.59
AT Capital Management Mid Cap Core11.8811.45
WellsCap Select Equity12.4511.34
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Symons Small Cap Value6.845.90
WellsCap SMID Cap Value Equity5.554.56
WellsCap Small Cap Value Equity II3.912.88
River Road Small-Mid Cap Val Eq Comp3.022.32
NorthPointe Capital Micro Cap Value3.032.07
River Road Small Cap Value Eq Composite2.822.01
Kennedy Small Cap Select SRI2.761.73
Cove Classic Value Small Cap2.021.38
Martingale Low Volatility SmallCap+1.820.80
Systematic Smal Cap FOC Fr Ca Fl Wr1.760.30
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA15.4414.28
NorthPointe Capital Micro Cap Value14.4613.70
Tradewinds-Sector Small Cap13.7812.82
First Midwest U.S. Small Cap Composite12.7512.75
Great Lakes - Disciplined SR SMidCap12.1412.57
Martingale Low Volatility SmallCap+13.4212.31
BMO Disciplined Small-Cap Core13.2012.19
Burgundy US Small Cap Value Composite13.2212.09
Cove Classic Value Small Cap12.7312.05
Algert US Small Cap13.0412.05
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
Polen Focus Growth11.7811.20
Eagle Ridge Large Cap Equity- Core10.7510.33
Polen Focus Growth Wrap11.7410.26
Provident Large Core Growth Equity7.707.15
Crest Quality Equity8.337.14
Loomis Sayles Large Cap Growth7.116.68
Vontobel Asset Mgt US Equity7.956.56
Sterling Special Opportunities SMA7.686.42
Jensen Large Cap Quality Growth6.966.41
Euclid Advisory Large Cap Growth7.916.04
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
S&P Competitive Advantage17.1816.89
HSMP Concentrated Quality Growth Eq15.8115.16
ClearBridge Large Cap Growth15.4214.69
Loomis Sayles Large Cap Growth15.0214.61
Goldman Sachs Structured US Large Growth14.8414.32
Polen Focus Growth14.9114.24
Edgewood Mgt Lg-Cap Gr15.1714.17
ClariVest Large Cap Growth14.3614.12
Eagle Ridge Large Cap Equity- Core14.3614.06
Martingale LargeCap Growth14.8014.00
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Atlanta High Quality Smid Cap7.947.09
CVI Faith Portfolio7.037.03
Snyder Capital Mgt Concen All-Cap Value7.666.65
Snyder Capital Mgt Small/Mid Cap Val5.644.68
Atlanta High Quality SMID Cap Wrap7.634.46
Select Equity Small-Mid Cap Core5.153.22
Fenimore Managed Equity Accounts Comp3.672.74
Jackson Square - Smid-Cap Growth-Focus3.502.73
Kayne Anderson Rudnick SMID Core3.102.21
CMG Scotia Dynamic Momentum Program4.421.88
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite22.1219.54
Confluence Value Opportunities17.7016.28
Broad Run Focus Equity Strategy Cmpst14.8813.74
Select Equity Small-Mid Cap Core15.0313.20
ClariVest Mid Cap Growth13.8212.98
PGI Mid-Cap Equity13.4812.96
Atlanta High Quality Smid Cap13.6112.67
T. Rowe Price US Small-Cap Growth Equity13.4412.59
Snyder Capital Mgt Concen All-Cap Value13.4512.38
Congress Asset Mgt Md-Cap Gr12.8312.24
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Aberdeen US Equity Small Cap Core9.919.14
Oberweis Micro-Cap Growth6.255.28
Kayne Anderson Rudnick SC Sustain Growth4.944.21
Granite Small Growth Equity3.202.19
Kayne Anderson Rud SC Sustain Gr Wrap4.612.11
Kayne Anderson Rudnick SC Quality Value2.741.73
Navellier Small Cap Growth Wrap2.911.65
Atlanta High Quality Small Cap2.391.58
Kayne Anderson Rd SC Quality Value Wrap3.371.10
Henderson Geneva US Small Cap Growth1.610.94
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
Rice Hall James Small Cap Opportunities14.8814.08
Kayne Anderson Rudnick SC Sustain Growth14.5913.56
Wasatch Small Cap Core Growth Composite14.2913.32
Navellier Small Cap Growth Wrap14.3812.96
AMI Small Cap Growth Composite14.4112.65
Copeland Small Cap Dividend Growth13.4712.51
PNC Cap Adv Structured Sm Cap Core Eq13.4912.47
Renaissance Small Cap Growth12.9112.09
Aberdeen US Equity Small Cap Core12.9012.03
Neumeier Poma Small Cap Value13.0311.97
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
MIS Dividend Non-MLP SSB17.2415.31
RCM Focus 1013.5512.43
Federated Strategic Value Dividend Comp12.7011.90
S&P Dividend Income & Growth11.8711.59
MIS Dividend Select Stock Basket12.3410.50
Crest Dividend Equity11.099.88
Woodley Dividend Portfolio10.889.59
Dean Equity Income10.329.53
SmithAssetMgt-Dividend Growth10.049.42
Wright Investors Dividend Income9.608.82
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration20.2319.64
S&P 415.9315.64
MPI Dividend Equity16.1515.54
S&P Dividend Income & Growth15.6415.35
RIM High Income Dividend Yield Portfolio14.7614.76
Acadian U.S. Managed Volatility Eq Comp14.8814.53
Analytic Investors US Low Volatility14.6414.41
LSV Asset Management Managed Volatility14.7914.27
S&P Intrinsic Value14.2413.96
BMO Disciplined US Low Volatility Equity14.4913.82
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Navellier Power Dividend8.946.91
MAP US Multi-Cap Value Composite6.865.87
Longfellow Merger Arb5.804.80
Nuance Mid Cap Value Separate Account5.434.76
Speece Thorson Mid-Cap Value Equity5.064.43
Nuance Concentrated Value4.023.30
TS&W Mid-Cap Value3.913.29
Dean Mid Cap Value3.692.70
Dean Inv Mid-Cap Value3.692.70
Sowell Flagship Dividend4.172.63
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
TS&W Mid-Cap Value14.4113.88
Brandes U.S. Small-Mid Cap Value Equity14.0112.97
AJO Managed Volatility13.0512.79
Nuance Mid Cap Value Separate Account13.6212.71
Martingale MidCap Core13.4812.70
Boston Partners Mid-Cap Value Equity13.0412.47
Nuance Concentrated Value13.1512.44
Brandywine Div Mid Cap Dedicated Val13.1612.32
BMO Disciplined Mid-Cap Value13.2812.29
Smith Graham Mid-Cap Value13.0312.19
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Donald Smith & Co. Micro Cap Val Eq7.065.83
Symons Concentrated Small Cap Value5.535.53
Fuller & Thaler Small-Cap Value4.964.59
River Road Independent Value Composite3.972.92
Brandes US Sm Cap Eq Single ADR NonComp2.912.40
Brandes U.S. Small Cap Value Equity2.891.92
Emerald Smid Cap Value1.210.45
Signia Small Micro Value Equity0.590.02
LMCG Sm-Cap Val0.60-0.24
Frontier Small Cap Value0.71-0.25
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Analytic Small-Mid Cap Equity16.2215.42
Cooke & Bieler Small Cap Value Equity14.0413.09
Donald Smith & Co. Micro Cap Val Eq13.7812.42
Fuller & Thaler Small-Cap Value12.8412.34
O'Shaughnessy Micro Cap13.2111.93
BMO Disciplined SCV Composite12.8511.84
Brandes US Sm Cap Eq Single ADR NonComp12.1711.61
Frontier Small Cap Value12.6411.57
LSV Asset Mgt Small/Mid Cap Val Eq (US)12.1111.32
CornerCap Fundametrics Small12.1711.21
Source: Morningstar Separate Account/CIT Fund Database

Bear Market1 year gross return1 year net return
Optimus Global Advantage Plus12.3611.80
Optimus Global Advantage All Asset8.928.38
Leuthold AdvantHedge8.377.29
Federated Alternative Bear Equity Comp-1.60-3.10
Source: Morningstar Separate Account/CIT Fund Database

Bear Market5 year gross return5 year net return
Optimus Global Advantage Plus1.921.42
Leuthold AdvantHedge-8.89-9.85
Federated Alternative Bear Equity Comp-12.16-13.48
Optimus Global Advantage All Asset0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Financial1 year gross return1 year net return
ZPR Volume Winners16.3814.40
ZPR Volume Value8.126.41
Davis Financial Product-0.64-1.19
McKinley Capital Business Development Co-4.39-5.68
RevenueShares VTL Financial Index-5.57-6.04
Source: Morningstar Separate Account/CIT Fund Database

Financial5 year gross return5 year net return
ZPR Volume Value18.2615.21
ZPR Volume Winners11.9410.02
Davis Financial Product9.468.91
RevenueShares VTL Financial Index8.828.28
McKinley Capital Business Development Co0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health1 year gross return1 year net return
Kopp AccruHealth-24.91-25.94
Source: Morningstar Separate Account/CIT Fund Database

Health5 year gross return5 year net return
Kopp AccruHealth16.3115.05
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources1 year gross return1 year net return
Cohen & Steers Natural Resources-10.52-11.01
Geneva Advisors Natural Resources Cmpst-11.79-12.68
Wellington Global Natural Resources-12.79-13.66
CLS Active Real-14.58-14.87
Wellington Global Agriculture-15.90-16.73
Boston Global Natural Resources Equity-16.71-17.39
Newgate Global Resources-16.80-17.48
Wellington Energy-18.74-19.58
Jennison Global Natural Resources-22.14-22.44
BP Capital TwinLine Energy-22.54-23.41
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources5 year gross return5 year net return
DAC MLP Only2.071.28
Wellington Global Agriculture-4.84-5.78
Boston Global Natural Resources Equity-5.75-6.50
Wellington Energy-5.57-6.51
Wellington Global Natural Resources-10.33-11.23
Jennison Global Natural Resources-12.62-12.93
SailingStone Global Natural Resources-12.06-12.93
Cohen & Steers Natural Resources0.000.00
Geneva Advisors Natural Resources Cmpst0.000.00
CLS Active Real0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals1 year gross return1 year net return
GAMCO Gold18.0716.88
WellsCap Precious Metals14.8713.79
AIS TAAP-0.24-1.02
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals5 year gross return5 year net return
AIS TAAP-3.51-4.41
GAMCO Gold-14.43-15.34
WellsCap Precious Metals-15.62-16.44
Source: Morningstar Separate Account/CIT Fund Database

Real Estate1 year gross return1 year net return
Cohen & Steers Realty Focus9.408.43
Heitman US Focused Wilshire8.487.76
Chilton Capital REIT8.347.35
Heitman US Diversified Wilshire7.256.79
CenterSquare REIT Separate Account6.616.10
AEW U.S. Diversified REIT Strategy6.515.86
AEW U.S. Long/Short REIT Strategy6.165.38
Goldman Sachs Real Estate Securities6.095.30
AEW U.S. Focus REIT Strategy5.625.24
Deutsche US Real Estate Securities Comp5.454.94
Source: Morningstar Separate Account/CIT Fund Database

Real Estate5 year gross return5 year net return
Chilton Capital REIT15.7014.76
Heitman US Focused Wilshire14.3013.53
Heitman US Diversified Wilshire13.7013.20
PGI Real Estate Equity Securities13.6413.02
CenterSquare REIT Separate Account13.4312.90
Baron Real Estate Strategy13.6412.76
AEW U.S. Diversified REIT Strategy13.1512.48
Adelante Total Return Strategy Composite12.8912.44
Goldman Sachs Real Estate Securities13.2112.38
Cohen & Steers Realty Focus13.3612.36
Source: Morningstar Separate Account/CIT Fund Database

Technology1 year gross return1 year net return
MFS Technology Equity8.898.06
Wellington Global Technology6.005.23
Oak Associates Technology Portfolio5.204.67
Wellington Global Technology Opps5.404.62
Allianz Global Technology Equity0.79-0.22
Zevenbergen Z/Tech-4.13-5.02
Crabtree Multi-Cap Technology-5.93-6.59
Princeton Young Enterprise Shares (YES)-19.63-20.70
Source: Morningstar Separate Account/CIT Fund Database

Technology5 year gross return5 year net return
Wellington Global Technology13.7412.91
MFS Technology Equity13.7012.80
Oak Associates Technology Portfolio12.0711.44
Crabtree Multi-Cap Technology12.0211.21
Allianz Global Technology Equity10.189.12
Zevenbergen Z/Tech9.007.99
Princeton Young Enterprise Shares (YES)-2.88-4.16
Wellington Global Technology Opps0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Utilities1 year gross return1 year net return
HIS Top 15 Utility18.4217.15
Levin Capital Strategies Utilities Yield13.1312.02
Miller/Howard – Utilities Plus5.044.00
Miller/Howard – Utilities Plus SMA5.422.84
Reaves Long Term Val(Util/Ener/Infrastr)1.581.04
Miller/Howard Infrastructure-5.59-6.54
MFS Utilities Equity-7.85-8.46
Source: Morningstar Separate Account/CIT Fund Database

Utilities5 year gross return5 year net return
Levin Capital Strategies Utilities Yield15.0113.87
Miller/Howard – Utilities Plus12.2111.10
Miller/Howard – Utilities Plus SMA12.619.53
Reaves Long Term Val(Util/Ener/Infrastr)8.347.78
MFS Utilities Equity8.127.42
Miller/Howard Infrastructure6.365.31
HIS Top 15 Utility0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy1 year gross return1 year net return
Miller/Howard Drill Bit Burn Tipˆ®-9.65-10.56
Miller/Howard Drill Bit Burn Tipˆ® No K1s-9.86-10.77
Drill Bit to Burner Tipˆ® SMA-9.45-12.16
Drill Bit to Burner Tipˆ® No K1s SMA-9.59-12.29
TMG Energy Equity-20.49-21.09
Orleans Energy Opportunities-20.93-21.73
Tortoise Select Energy Opportunity-22.34-23.13
NBC Energy Infrastructure Portfolio-23.19-23.67
Miller/Howard E&P Institutional Strategy-25.62-26.38
Baron Energy and Resources Strategy-34.83-35.32
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy5 year gross return5 year net return
NBC Energy Infrastructure Portfolio4.594.05
TCIA Equity Yield Focus2.000.23
TMG Energy Equity-5.25-5.94
Miller/Howard E&P Institutional Strategy-8.58-9.50
Orleans Energy Opportunities-8.70-9.62
Miller/Howard Drill Bit Burn Tipˆ®0.000.00
Miller/Howard Drill Bit Burn Tipˆ® No K1s0.000.00
Drill Bit to Burner Tipˆ® SMA0.000.00
Drill Bit to Burner Tipˆ® No K1s SMA0.000.00
Tortoise Select Energy Opportunity0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation1 year gross return1 year net return
ASCP Opportunistic Growth Strategy7.116.51
Kensington Income Equity5.494.16
Ferguson Wellman Cap Mgt Fix-Inc Interm2.101.65
Gerstein Fisher Growth Composite2.281.61
Robinson Wealth of Nationsˆ®2.321.52
Golub Group Equity Income1.800.84
Dean Inv Multi-Cap 801.200.48
Eads and Heald Inv Counsel Bal1.050.20
Meeder Aggressive Growth ETF Portfolio0.000.00
Meeder Growth ETF Portfolio0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation5 year gross return5 year net return
Golub Group Equity Income10.389.31
Eads and Heald Inv Counsel Bal10.019.10
Kensington Income Equity10.198.82
Parametric Aggressive Composite9.198.70
iSectors Post-MPT Moderate Allocation9.238.59
Wealthcare Growth9.267.87
S&P Capital Appreciation ETF EnhGrwth7.977.81
Dean Inv Multi-Cap 808.557.78
FB&P EDP Balanced 7268.507.78
Wealthcare Balanced Growth9.107.69
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan1 year gross return1 year net return
Invesco Euro Bank Loans USD Composite9.697.57
MacKay Hi Yld Floating Rate Composite2.722.11
T. Rowe Price Floating Rate Bank Loan1.921.43
MacKay Shields Leveraged Loan Comp1.741.23
DDJ U.S. Opportunistic Loan I Composite1.781.16
Post Senior Loan Composite1.601.10
Federated Bank Loan Composite1.250.73
Goldman Sachs LIBOR Plus1.030.47
Voya Senior Loan0.790.28
Octagon Senior Secured Credit1.590.10
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan5 year gross return5 year net return
3i US Senior Loan Composite5.374.64
Voya Senior Loan4.413.87
Franklin Bank Loans Separate Acct Comp4.223.84
Invesco Zodiac US Senior Loan Composite4.413.84
Columbia Bank Loan Strategy4.363.77
Prudential US Senior Secured Loans4.313.74
Lord Abbett & Co. Bank Loan4.493.65
Federated Bank Loan Composite4.153.64
T. Rowe Price Floating Rate Bank Loan4.113.59
Newfleet Floating Rate Composite4.183.56
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Donald Smith & Co. Micro Cap Val Eq7.065.83
Symons Concentrated Small Cap Value5.535.53
Fuller & Thaler Small-Cap Value4.964.59
River Road Independent Value Composite3.972.92
Brandes US Sm Cap Eq Single ADR NonComp2.912.40
Brandes U.S. Small Cap Value Equity2.891.92
Emerald Smid Cap Value1.210.45
Signia Small Micro Value Equity0.590.02
LMCG Sm-Cap Val0.60-0.24
Frontier Small Cap Value0.71-0.25
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Analytic Small-Mid Cap Equity16.2215.42
Cooke & Bieler Small Cap Value Equity14.0413.09
Donald Smith & Co. Micro Cap Val Eq13.7812.42
Fuller & Thaler Small-Cap Value12.8412.34
O'Shaughnessy Micro Cap13.2111.93
BMO Disciplined SCV Composite12.8511.84
Brandes US Sm Cap Eq Single ADR NonComp12.1711.61
Frontier Small Cap Value12.6411.57
LSV Asset Mgt Small/Mid Cap Val Eq (US)12.1111.32
CornerCap Fundametrics Small12.1711.21
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Navellier Power Dividend8.946.91
MAP US Multi-Cap Value Composite6.865.87
Longfellow Merger Arb5.804.80
Nuance Mid Cap Value Separate Account5.434.76
Speece Thorson Mid-Cap Value Equity5.064.43
Nuance Concentrated Value4.023.30
TS&W Mid-Cap Value3.913.29
Dean Mid Cap Value3.692.70
Dean Inv Mid-Cap Value3.692.70
Sowell Flagship Dividend4.172.63
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
TS&W Mid-Cap Value14.4113.88
Brandes U.S. Small-Mid Cap Value Equity14.0112.97
AJO Managed Volatility13.0512.79
Nuance Mid Cap Value Separate Account13.6212.71
Martingale MidCap Core13.4812.70
Boston Partners Mid-Cap Value Equity13.0412.47
Nuance Concentrated Value13.1512.44
Brandywine Div Mid Cap Dedicated Val13.1612.32
BMO Disciplined Mid-Cap Value13.2812.29
Smith Graham Mid-Cap Value13.0312.19
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
MIS Dividend Non-MLP SSB17.2415.31
RCM Focus 1013.5512.43
Federated Strategic Value Dividend Comp12.7011.90
S&P Dividend Income & Growth11.8711.59
MIS Dividend Select Stock Basket12.3410.50
Crest Dividend Equity11.099.88
Woodley Dividend Portfolio10.889.59
Dean Equity Income10.329.53
SmithAssetMgt-Dividend Growth10.049.42
Wright Investors Dividend Income9.608.82
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration20.2319.64
S&P 415.9315.64
MPI Dividend Equity16.1515.54
S&P Dividend Income & Growth15.6415.35
RIM High Income Dividend Yield Portfolio14.7614.76
Acadian U.S. Managed Volatility Eq Comp14.8814.53
Analytic Investors US Low Volatility14.6414.41
LSV Asset Management Managed Volatility14.7914.27
S&P Intrinsic Value14.2413.96
BMO Disciplined US Low Volatility Equity14.4913.82
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Aberdeen US Equity Small Cap Core9.919.14
Oberweis Micro-Cap Growth6.255.28
Kayne Anderson Rudnick SC Sustain Growth4.944.21
Granite Small Growth Equity3.202.19
Kayne Anderson Rud SC Sustain Gr Wrap4.612.11
Kayne Anderson Rudnick SC Quality Value2.741.73
Navellier Small Cap Growth Wrap2.911.65
Atlanta High Quality Small Cap2.391.58
Kayne Anderson Rd SC Quality Value Wrap3.371.10
Henderson Geneva US Small Cap Growth1.610.94
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
Rice Hall James Small Cap Opportunities14.8814.08
Kayne Anderson Rudnick SC Sustain Growth14.5913.56
Wasatch Small Cap Core Growth Composite14.2913.32
Navellier Small Cap Growth Wrap14.3812.96
AMI Small Cap Growth Composite14.4112.65
Copeland Small Cap Dividend Growth13.4712.51
PNC Cap Adv Structured Sm Cap Core Eq13.4912.47
Renaissance Small Cap Growth12.9112.09
Aberdeen US Equity Small Cap Core12.9012.03
Neumeier Poma Small Cap Value13.0311.97
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Atlanta High Quality Smid Cap7.947.09
CVI Faith Portfolio7.037.03
Snyder Capital Mgt Concen All-Cap Value7.666.65
Snyder Capital Mgt Small/Mid Cap Val5.644.68
Atlanta High Quality SMID Cap Wrap7.634.46
Select Equity Small-Mid Cap Core5.153.22
Fenimore Managed Equity Accounts Comp3.672.74
Jackson Square - Smid-Cap Growth-Focus3.502.73
Kayne Anderson Rudnick SMID Core3.102.21
CMG Scotia Dynamic Momentum Program4.421.88
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite22.1219.54
Confluence Value Opportunities17.7016.28
Broad Run Focus Equity Strategy Cmpst14.8813.74
Select Equity Small-Mid Cap Core15.0313.20
ClariVest Mid Cap Growth13.8212.98
PGI Mid-Cap Equity13.4812.96
Atlanta High Quality Smid Cap13.6112.67
T. Rowe Price US Small-Cap Growth Equity13.4412.59
Snyder Capital Mgt Concen All-Cap Value13.4512.38
Congress Asset Mgt Md-Cap Gr12.8312.24
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
Polen Focus Growth11.7811.20
Eagle Ridge Large Cap Equity- Core10.7510.33
Polen Focus Growth Wrap11.7410.26
Provident Large Core Growth Equity7.707.15
Crest Quality Equity8.337.14
Loomis Sayles Large Cap Growth7.116.68
Vontobel Asset Mgt US Equity7.956.56
Sterling Special Opportunities SMA7.686.42
Jensen Large Cap Quality Growth6.966.41
Euclid Advisory Large Cap Growth7.916.04
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
S&P Competitive Advantage17.1816.89
HSMP Concentrated Quality Growth Eq15.8115.16
ClearBridge Large Cap Growth15.4214.69
Loomis Sayles Large Cap Growth15.0214.61
Goldman Sachs Structured US Large Growth14.8414.32
Polen Focus Growth14.9114.24
Edgewood Mgt Lg-Cap Gr15.1714.17
ClariVest Large Cap Growth14.3614.12
Eagle Ridge Large Cap Equity- Core14.3614.06
Martingale LargeCap Growth14.8014.00
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Symons Small Cap Value6.845.90
WellsCap SMID Cap Value Equity5.554.56
WellsCap Small Cap Value Equity II3.912.88
River Road Small-Mid Cap Val Eq Comp3.022.32
NorthPointe Capital Micro Cap Value3.032.07
River Road Small Cap Value Eq Composite2.822.01
Kennedy Small Cap Select SRI2.761.73
Cove Classic Value Small Cap2.021.38
Martingale Low Volatility SmallCap+1.820.80
Systematic Smal Cap FOC Fr Ca Fl Wr1.760.30
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA15.4414.28
NorthPointe Capital Micro Cap Value14.4613.70
Tradewinds-Sector Small Cap13.7812.82
First Midwest U.S. Small Cap Composite12.7512.75
Great Lakes - Disciplined SR SMidCap12.1412.57
Martingale Low Volatility SmallCap+13.4212.31
BMO Disciplined Small-Cap Core13.2012.19
Burgundy US Small Cap Value Composite13.2212.09
Cove Classic Value Small Cap12.7312.05
Algert US Small Cap13.0412.05
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Ativo Mid Cap5.294.04
Clarkston Capital SMID Composite4.253.88
Sowell Flagship Equity2.921.44
NewSouth Capital Mgt NSCM Mid-Cap Val Eq1.731.42
LA Capital U.S. Mid Cap Equity1.761.08
Martin Capital Dividend Opportunity1.151.05
Chartwell Mid-Cap Value0.920.11
Triboro Socially Responsible All Cap0.030.03
Linde Hansen Contrarian Value Composite1.00-0.01
Schroders U.S. Small and Mid Cap1.43-0.08
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Clarkston Capital SMID Composite15.2914.57
Triboro All Cap13.2413.24
JPMorgan Md-Cap Val MA13.0012.99
JPMorgan Md-Cap Val13.2112.44
Zacks Mid-Cap Core Strategy12.8512.02
Iridian Private Value/ Mid-Cap Equity12.6711.90
DGHM UltraValue13.4011.87
NewSouth Capital Mgt NSCM Mid-Cap Val Eq12.0811.59
AT Capital Management Mid Cap Core11.8811.45
WellsCap Select Equity12.4511.34
Source: Morningstar Separate Account/CIT Fund Database

Large Blend1 year gross return1 year net return
Lunt U.S. Large Cap Rotation Portfolio11.299.65
SaratogaRIM Large Cap Quality Focus9.629.02
CS US Sustainable Dividend Composite9.668.32
STMM Core Equity-2.188.25
Martingale Low Volatility LargeCap+8.718.17
Sterling Insight SMA9.598.10
MFS Low Volatility US Equity8.287.90
Franchise Partners - US Equity7.897.15
Portformulas Freedom DJ308.996.28
Clarkston Capital Large Cap Composite5.785.56
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
Entrepreneur US Large Cap16.6415.89
BNY Mellon EB DV Dynamic U.S. Equity16.2815.71
Martingale Low Volatility LargeCap+15.8615.24
Smead Capital Appreciation15.7914.99
Hilliard Lyons Large Cap Equity15.6414.23
Hilliard Lyons SMA Large Cap Equity15.5814.09
Lazard U.S. Equity Concentrated14.7114.00
Wakefield Large Cap Equity15.2013.56
JPMorgan Quantitative Enhanced Equity12.1113.35
Franchise Partners - US Equity13.9413.14
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity1 year gross return1 year net return
Analytic Global Long/Short Equity13.2512.71
Optimus High Yield Bull/Bear8.748.20
CIM InvestFlexâ„¢ U.S. Long/Short6.184.12
Confluence IDEA - Plus5.583.74
Coe Capital Intrinisic Edge Plus5.303.12
IRON S&P 500 Equity Plus3.513.00
QMA US Core Equity Extended3.082.42
Coe Capital Intrinisic Edge Partners3.591.99
Optimus Global Long/Short2.361.85
Acadian Glb Market Neutral Eq (Tax Sens)2.341.44
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity5 year gross return5 year net return
QMA US Core Equity Extended14.6913.95
Analytic Global Long/Short Equity13.1112.64
Connors Covered Call10.129.06
Bluestone Elite9.308.78
Acadian Glb Market Neutral Eq (Tax Sens)11.188.25
Atlas 100/30 Long Short8.958.04
Boston Partners Research Equity Comp9.027.68
Acadian Global Leveraged Market Neutral12.187.65
Cullinan Assoc DividendWriting7.596.62
Lazard Fundamental Long/Short8.126.50
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long1 year gross return1 year net return
Martingale Low Volatility Long/Short14.9714.12
LA Capital U.S. Large Cap Active Exten4.854.08
Analytic Core Eq Plus (Russ1000)4.163.64
MFSˆ® Blended Rsrch - US Cor Eq Extension4.033.38
Martingale 130/30 LargeCap Core 5003.953.18
AQR Capital US Relaxed Constraint 403.512.89
Martingale 130/30 LargeCap Growth3.462.69
Cornerstone US Equity Opportunities1.520.91
Hillsdale US 130 30 Composite0.770.02
AQR Capital Global RC 40(140/40)2.10-0.19
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long5 year gross return5 year net return
Martingale Low Volatility Long/Short18.4917.62
AQR Capital US Relaxed Constraint 4014.8814.03
Cornerstone US Equity Opportunities14.5413.82
Martingale 130/30 LargeCap Growth14.4313.59
MFSˆ® Blended Rsrch - US Cor Eq Extension14.4313.53
Hillsdale US 130 30 Composite14.1413.29
Analytic Core Eq Plus (Russ1000)13.6313.05
Martingale 130/30 LargeCap Core 50013.6612.82
AJO Top Cap Absolute Value 130/3012.4812.22
LA Capital U.S. Large Cap Active Exten12.5512.11
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral1 year gross return1 year net return
ArbitrOption Cptl Event-Driven Investing29.3522.30
Cognios Market Neutral Large Cap Value13.4611.84
Analytic USMN Systematic Volatility12.8811.74
Invesco US Market Neutral Equity9.909.90
Constantia Merger-Arbitrage7.196.67
SL Advisors Low Vol Hedged6.515.72
Constantia Equity Market Neutral6.535.67
12th Street Asset Management LP2.771.47
American Century US Discp Eq Mkt Neutral2.270.78
Martingale Equity Market Neutral1.060.06
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral5 year gross return5 year net return
ArbitrOption Cptl Event-Driven Investing35.2530.76
12th Street Asset Management LP11.359.26
Copeland Risk Managed Dividend Growth9.978.93
Invesco US Market Neutral Equity4.914.50
Analytic USMN Systematic Volatility5.204.12
Swan Defined Risk Strategy All Accounts4.834.04
Swan Defined Risk Strategy4.744.03
Martingale Equity Market Neutral3.802.77
American Century US Discp Eq Mkt Neutral3.772.20
PVG Loss Averse Equity Income2.321.14
Source: Morningstar Separate Account/CIT Fund Database

World Stock1 year gross return1 year net return
Newton Capital Mgt Global Higher Income10.149.40
Acadian Global Managed Volatility Eq Cmp9.188.77
4Thought Thematic Systematic Investing10.098.57
OFI Global Global Multi Cap Growth8.377.60
Morgan Stanley Global Quality8.067.52
Franchise Partners - Global Equity7.736.87
WCM Quality Global Growth7.046.56
Morgan Stanley Global Opportunity7.836.52
INTECH Global Low Volatility6.826.44
Brandes Global Small-Mid Cap Equity7.336.38
Source: Morningstar Separate Account/CIT Fund Database

World Stock5 year gross return5 year net return
Mittleman Global Value14.4112.74
Franchise Partners - Global Equity13.1512.25
DSM Global Focus Equity13.0712.00
Morgan Stanley Global Opportunity12.7811.27
Deutsche Global Infrastructure Sec Comp11.7511.24
Burgundy Global (ex Canada) Eq Cmpst11.9010.76
Acadian Global Managed Volatility Eq Cmp11.1610.73
MFSˆ® Global Concentrated Eq11.3110.38
Lazard Glb Managed Volatility Unhedged0.0010.37
Thornburg Global Opportunities Strategy11.1910.33
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value1 year gross return1 year net return
Acadian ADR Non-U.S. Equity Composite3.022.26
Acadian Non-US ADR Eq (Model/Envestnet)1.51-0.04
Ariel International Equity Product (DM)0.50-0.30
Goldman Sachs Structured Int'l CT0.29-0.41
Acadian Non-U.S. Concentrated Eq Compst0.26-0.65
Ariel Inter Equity Product (DM/EM)-0.16-0.95
Pictet EAFE Equity-0.56-1.15
Acadian Non-U.S. Equity Composite-1.70-2.42
T. Rowe Price Intl Concentrated Equity-1.91-2.50
Columbia International Equity-1.89-2.65
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value5 year gross return5 year net return
Acadian ADR Non-U.S. Equity Composite11.3810.54
BMO Disciplined International Equity7.696.85
Acadian Non-US ADR Eq (Model/Envestnet)8.446.71
T. Rowe Price Intl Concentrated Equity6.926.26
Systematic International Equity6.555.63
TS&W International Equity5.755.37
Logan International Dividend ADR5.475.15
ClariVest International Core5.955.15
Acadian Non-U.S. Equity Composite5.264.47
Delaware Investments Intl Eq ADR (SMA)4.314.27
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend1 year gross return1 year net return
Zevin SRI/ESG Global Equity5.545.16
MFSˆ® International Val Eq3.432.66
Euclid Prime ETF1.820.92
Tocqueville Asset Mgt Intl Multi Cap Eq-0.31-1.25
GlobeFlex International All Cap-0.70-1.43
Parametric International Equity-1.59-2.28
Cambiar International Equity ADR-1.64-2.31
Lazard International Equity Select ADR-1.91-2.52
Fiduciary Mgt of Milwaukee Intl Comp-1.86-2.52
Santa Barbara Intl. Dividend Growth ADR-1.77-2.56
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend5 year gross return5 year net return
MFSˆ® International Val Eq10.639.80
Fiduciary Mgt of Milwaukee Intl Comp10.629.80
Artisan Non-U.S. Value8.657.64
Lazard Intl Equity ex-Emerging Markets6.936.63
Polaris Capital Mgt Polaris Intl Eq6.766.13
Lazard International Equity Plus6.366.11
SGA International Large Cap Core Equity6.845.78
SGA Intl Large Cap Core ADR6.755.74
WellsCap EverKey Focused Global Equity6.805.74
SGA International All Cap Core Equity6.785.72
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth1 year gross return1 year net return
Burgundy EAFE Composite6.395.60
Copeland International AllCapDiv Growth5.373.81
Vontobel Asset Mgt Intl Eq2.621.83
Morgan Stanley International Advantage3.011.78
MCM International Equity2.701.57
WCM Inv Mgt Focused Growth Intl2.191.56
Cornerstone Fundamental Intl Equity1.931.41
Eagle Ridge Intl. Multi Cap Equity- Core1.761.27
OFI Global International Growth1.310.71
WCM Focused Growth International ADR1.210.36
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth5 year gross return5 year net return
Dorsey Wright Sys Reltv Strength Intl12.0210.27
Burgundy EAFE Composite10.579.76
Wellington International Quality Growth10.189.36
Morgan Stanley International Advantage9.888.47
Navellier International Select9.507.78
Lazard Intl Strategic Eq (ACW ex-U.S.)8.197.48
Brown Capital International Equity Svc7.566.86
OFI Global International Growth6.946.31
Lazard International Strategic Equity7.006.28
WCM Inv Mgt Focused Growth Intl7.036.27
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value1 year gross return1 year net return
Brandes International Small Cap Eq6.936.04
AQR Capital International Small Cap6.195.13
Brandes International Sm-Mid Cap Equity6.115.11
Acadian Non-U.S. Small-Cap Equity Compst5.684.91
LMCG Int'l Sm Cap Eq5.384.37
GlobeFlex Intl Sm Cp4.003.19
GlobeFlex International Micro Cap Cmpst3.342.39
WisdomTree Internatl Small Cap Dividend2.242.24
Kopernik Global All Cap2.461.75
GlobeFlex International Small Cap2.531.72
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value5 year gross return5 year net return
LMCG Int'l Sm Cap Eq9.868.83
SB&H International Small Cap8.518.00
Brandes International Small Cap Eq8.287.36
Acadian Non-U.S. Small-Cap Equity Compst8.007.19
GlobeFlex International Micro Cap Cmpst7.786.82
ClearBridge International Small Cap7.796.73
Brandes International Sm-Mid Cap Equity7.646.51
The Boston International Small Cap Eq7.236.25
AQR Capital International Small Cap7.206.15
WisdomTree Internatl Small Cap Dividend5.945.94
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth1 year gross return1 year net return
Axiom Int. Small Cap Equity Composite19.0917.97
Expedition Intl Micro Cap Comp16.3014.55
Arbor Capital International Small Cap9.0611.95
Expedition Intl SMID Cap Comp10.199.14
TimesSquare International Small Cap9.988.89
Expedition Intl Small Cap Comp9.047.95
EAM International Micro Cap9.447.81
Brown Capital Intl Small Company Service7.877.49
Wasatch Int'l Micro Cap Composite8.686.61
Oberweis Intl Opportunities7.456.43
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth5 year gross return5 year net return
Oberweis Intl Opportunities15.0413.94
OFI Global International Small-Mid Cap12.4411.64
Baring International Small Cap Equity10.759.83
Expedition Intl Micro Cap Comp10.118.68
Wasatch Int'l Micro Cap Composite10.758.63
Wasatch Int’l Small Cap Growth Composite9.638.43
T. Rowe Price International Small-Cap Eq8.637.61
Lazard International Small Cap8.707.59
Thornburg International Growth Strategy8.407.50
Copper Rock International Small Cap8.417.34
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock1 year gross return1 year net return
T. Rowe Price Latin America Equity-4.27-5.08
Ashmore Latin America Small Cap Equity-3.80-5.42
Aberdeen Latin American Equity-5.00-5.95
Morgan Stanley Latin America Equity-8.23-8.65
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock5 year gross return5 year net return
Aberdeen Latin American Equity-8.40-9.39
Morgan Stanley Latin America Equity-9.74-10.07
T. Rowe Price Latin America Equity-10.41-11.19
Ashmore Latin America Small Cap Equity-10.06-11.47
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock1 year gross return1 year net return
T. Rowe Price Europe Smaller Comp Equity11.1410.31
Burgundy European Equity Composite8.597.52
Vontobel Asset Mgt European Equity6.815.80
Pictet Small Cap European Core Comp5.324.58
Baillie Gifford Europe ex-UK Equities2.792.11
Wellington Strategic European Equity2.651.87
Baillie Gifford Pan-European Equities1.000.32
Acadian European Equity Composite0.970.24
Evermore European Opportunities18.61-0.03
Brandes European Equity-0.22-0.75
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock5 year gross return5 year net return
INTECH European Large Cap Core11.1010.52
Burgundy European Equity Composite10.879.78
LA Capital Europe Equity10.269.55
Wellington Strategic European Equity9.668.85
T. Rowe Price Europe Smaller Comp Equity9.668.84
Vontobel Asset Mgt European Equity8.997.93
International Tortue Capital8.337.30
Pictet Small Cap European Core Comp8.007.25
Baillie Gifford Europe ex-UK Equities7.486.78
Pyrford European Equity6.195.61
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock1 year gross return1 year net return
T. Rowe Price Japan Equity4.473.88
DaiwaSB Japan Eq Small Cap GARP4.063.34
Brandes Japan Equity3.782.92
DaiwaSB Japan Eq MidSm Cap GARP3.182.46
Tradewinds Japan Equity2.451.64
Burgundy Asian (All Cap) Composite2.071.05
Burgundy Focus Asian Composite1.220.46
Acadian Japanese Equity Composite-0.14-0.88
MFSˆ® Japan Equity-1.70-2.35
Aberdeen Japanese Equity-3.01-3.64
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock5 year gross return5 year net return
DaiwaSB Japan Eq MidSm Cap GARP12.3111.53
DaiwaSB Japan Eq Small Cap GARP11.1310.43
Burgundy Focus Asian Composite9.718.88
Burgundy Asian (All Cap) Composite9.568.35
T. Rowe Price Japan Equity8.988.34
Aberdeen Japanese Equity9.038.18
Baillie Gifford Japanese All Cap8.798.10
Acadian Japanese Equity Composite7.746.95
MFSˆ® Japan Equity7.436.71
Brandes Japan Equity7.496.65
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Brandes Asia Pacific ex-Japan Equity-3.34-4.24
MFSˆ® Asia Pacific ex Japan-6.49-7.20
MFSˆ® Asia ex Japan Equity-7.22-7.88
Newton Capital Mgt Pacific Bas ex Jap Eq-8.68-9.27
Morgan Stanley Asia Pacific Equity-9.29-10.15
Allianz Asia-Pfc ex Japan Eq (Core Reg)-9.44-10.30
T. Rowe Price Asia ex-Japan Equity-9.74-10.50
Pyrford Pacific Basin ex Japan Equity-9.74-10.50
Morgan Stanley Asia Equity-10.38-10.60
PGI Asia ex-Japan Equity-10.52-11.08
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk5 year gross return5 year net return
Brandes Asia Pacific ex-Japan Equity6.305.19
Baillie Gifford Asia ex Japan Equities4.613.92
T. Rowe Price Asia ex-Japan Equity2.811.94
Pyrford Pacific Basin ex Japan Equity2.001.42
Morgan Stanley Asia Equity1.331.07
PGI Asia ex-Japan Equity1.450.96
MFSˆ® Asia ex Japan Equity1.690.92
Allianz Asia-Pfc ex Japan Eq (Core Reg)1.460.71
MFSˆ® Asia Pacific ex Japan1.460.70
Investec 4Factor Asia Pacific ex Jap Eq0.840.18
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia1 year gross return1 year net return
Horizon Asia Institutional0.30-0.70
Denver Inv International Small-Cap0.54-0.70
Denver Inv Concentrated Intl Small-Cap-0.74-1.98
WellsCap SF Global Asia Pacific Equity-5.86-6.62
Pyrford Intl Plc Asia Pacific Equity-7.53-8.29
Sit Inv Pac Basin-7.74-8.58
ZPR All Asian-9.74-10.86
John Hsu Capital Intl Top-Down Eq-11.93-12.60
Accuvest Asian Advantage-12.59-13.04
Templeton Asia Pacific Eq-12.95-13.50
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia5 year gross return5 year net return
Horizon Asia Institutional9.218.11
ZPR All Asian8.446.99
WellsCap SF Global Asia Pacific Equity5.524.68
Denver Inv Concentrated Intl Small-Cap5.524.21
Denver Inv International Small-Cap4.493.17
Pyrford Intl Plc Asia Pacific Equity3.703.12
Templeton Asia Pacific Eq3.122.60
Laffer Investments Glbl Equity Composite2.411.48
Sit Inv Pac Basin1.390.48
Accuvest Asian Advantage-0.26-0.57
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts1 year gross return1 year net return
WCM Inv Mgt Emerging Markets-1.97-2.41
Lazard Developing Markets Equity-3.29-3.74
Brandes Emerging Markets Equity-3.83-4.58
Burgundy Emerging Markets-4.63-4.63
Aberdeen Emg Mkts Equity - Small Cap-3.73-4.94
Morgan Stanley Emerging Markets Leaders-3.37-5.00
Acadian Frontier Markets Equity Compst-3.59-5.05
Tradewinds-Sector Emerging Markets (ADR)-4.17-5.12
Lazard Emerging MarketsManagedVolatility-4.61-5.18
QMA Emerging Markets Small Cap Equity-4.46-5.41
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts5 year gross return5 year net return
Ashmore EM Middle East Equity14.0612.33
Ashmore EM Frontier Markets Equity6.595.19
Acadian Frontier Markets Equity Compst6.605.03
Expedition EMSC Equity Comp4.673.67
Morgan Stanley Frontier Emerging Markets5.243.25
Acadian EM Managed Volatility Eq Compst3.532.86
Baron Emerging Markets Strategy3.382.84
Vontobel Asset Mgt Far East Equity4.582.84
Aberdeen Frontier Markets Equity4.232.67
Burgundy Emerging Markets2.632.62
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate1 year gross return1 year net return
PGI Core Real Estate Property12.5111.23
LaSalle Core GRES7.266.51
Heitman Global Diversified Rental5.484.86
Duff&Phelps Glbl Real Estate Securities4.593.75
LaSalle Global Real Estate Securities4.243.52
Duff & Phelps Intl Real Estate Secs3.953.06
Cohen & Steers European Real Estate Secs3.222.65
Heitman Global Focused Developed2.822.49
AEW Global Diversified REIT (EPRA)2.842.38
Cohen & Steers Global Real Estate Secs2.822.38
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate5 year gross return5 year net return
PGI Core Real Estate Property14.0712.79
Heitman Global Diversified Rental11.0810.43
Duff&Phelps Glbl Real Estate Securities10.9910.10
Morgan Stanley Glbl Infrastructure Sec11.2510.03
Adelante Global Strategy Composite10.659.94
Global REIT Income Preference10.449.77
Heitman Global Focused Developed10.189.72
Heitman Global Diversified Developed9.729.40
Gbl Rl Estate Secs Alpha10.189.28
Cornerstone Global RE Securities9.909.24
Source: Morningstar Separate Account/CIT Fund Database

World Bond1 year gross return1 year net return
Federated NonUS FI (Unhedged) Comp8.137.66
Western Asset Mgt Glbl Sovereign6.776.53
BlackRock International Fixed Inc (SMA)6.526.52
AB Global ex-US Plus FI6.916.38
Goldman Sachs Global Fixed Income6.336.10
Goldman Sachs Global Aggregate Plus5.315.95
UBS: Global Sovereign6.045.92
Wellington Global Bond Unhedged6.095.72
UBS: Global (ex-US) Bond6.105.70
Baring International Fixed Income6.265.69
Source: Morningstar Separate Account/CIT Fund Database

World Bond5 year gross return5 year net return
Western Asset Mgt UK Core Full7.547.26
Goldman Sachs European Fix-Inc (Eur Agg)7.447.15
OFI Global Cat Bond7.846.81
PIMCO Non US Hedged7.066.55
Western Asset Mgt Euro Core Full Discr6.706.47
Standish Euro Core Plus Fixed Income6.366.17
PIMCO Global Aggregate Hedged6.105.72
Western Asset Mgt Glbl Core Full Discr5.995.63
PIMCO Global Government Hedged6.105.61
WellsCap FIA Global FI (USD Hedged)5.735.26
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
Spectrum Dynamic HY Bond Strategy11.409.30
Optimus Tactical High Yield6.055.52
Clark Navigator FI Total Return (SAI)3.473.10
Clark Navigator Fixed Income TR3.473.10
Federated Trade Finance Fixed Inc Comp3.512.64
Eagle Core Plus Fixed Income2.522.49
WellsCap U.S. Short-Term High Yield FI2.471.96
Oaktree European High Yield Bonds2.391.87
Bradford & Marzec Limited Dur Hi Yld1.971.59
Guggenheim US Bank Loans Composite2.751.54
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
TCW Opportunistic MBS9.558.78
FIAM High Yield CMBS Composite8.848.03
Oaktree European High Yield Bonds7.927.38
Federated Opportunistic High Yield Comp7.296.76
NCRAM Hi Yld Tol Ret Instl (HYTRIC)7.276.74
Strategic Income Mmgt SiM High Yld Instl6.986.52
DDJ Total Return Credit I Composite7.996.47
Babson High Yield7.046.45
Post High Yield Plus Composite7.036.34
Aviva Global High Yield USD6.746.31
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities3.393.11
Amalgamated Bank Intermediate Duration3.293.04
M.D. Sass Core Fix-Inc2.802.50
Great Lakes Core Govmt Only Fix-Inc2.442.38
Northern Trust Government Index2.382.22
FIAM Mortgage-Backed Securities2.472.19
Delaware Interm Agg Dur US Govt (SMA)2.242.16
Delaware Aggregate Dur US Govt (SMA)2.232.16
Eagle Government Securities Inst2.732.15
Northern Trust Intermediate Government2.212.06
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.825.49
Columbia US Government Mortgage4.784.40
M.D. Sass Core Fix-Inc4.073.78
Great Lakes Core Govmt Only Fix-Inc3.693.54
FIAM Mortgage-Backed Securities3.753.47
Delaware Aggregate Dur US Govt (SMA)3.473.46
Northern Trust Government Index3.493.34
Smith Breeden Mortgage Index Plus3.533.17
Federated Govt Credit w MAPS MA4.683.13
Federated Govt Credit no MAPS MA4.613.07
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Templeton Taxable Municipal Intermediate5.765.50
Belle Haven Taxable PLUS4.454.06
Western Asset Mgt US Core4.153.92
JPMorgan U.S. Fix-Inc Core Inv G2.063.46
Western Asset Mgt US Core Full3.653.42
Breckinridge Government Credit3.713.35
Belle Haven Taxable Ladder PLUS3.583.35
Moorings Core Intermediate Fixed Income3.463.32
CS McKee Government Credit Fixed3.753.22
FFTW Mortgage - Unconstrained3.363.10
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account8.608.09
Spectrum Preferred Securities7.447.17
FFTW Mortgage - Unconstrained6.526.26
Templeton Taxable Municipal Intermediate6.255.99
OFI Global Core Plus Bond5.975.69
WellsCap Premier Income I6.035.68
Garcia Fix-Inc Government/Credit5.845.59
BlackRock Corporates5.715.45
Natl Inv Servcs NIS Aggrgt Core Plus FI5.555.30
Clark Navigator Taxable Fixed Income5.815.29
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
JPMorgan MBS Bond (Columbus)3.042.79
Sit Inv Short Dur Strat2.942.53
PIMCO Mortgage Constrained2.502.33
BlackRock Mortgage2.542.28
RBC Access Capital Community Invmt2.662.25
PNC Cap Adv Intermediate U.S. Governemnt2.151.90
M.D. Sass 3-Year FI2.261.89
JPMorgan Interm Govt Bond Style2.101.80
FFTW Mortgage Alpha2.141.64
Garcia Hamilton Fix-Inc Short Dur1.671.57
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
FFTW Mortgage Alpha4.774.26
JPMorgan MBS Bond (Columbus)4.143.89
RBC Access Capital Community Invmt3.823.34
PIMCO Mortgage Constrained3.383.21
Sit Inv Short Dur Strat3.312.90
M.D. Sass 3-Year FI3.102.75
JPMorgan Interm Govt Bond Style2.722.46
Capital Group PCS Core Bond Composite3.072.35
PNC Cap Adv Intermediate U.S. Governemnt2.342.07
Madison Interm Government Bond SA1.861.84
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Wasmer, Schroeder & Co Short Dur CMBS3.302.85
PIMCO Mortgage Unconstrained2.792.52
AT Capital Management Interm Bd2.712.52
Cleary Gull Core Plus Tax Aware2.792.48
Chandler Intermediate Bond2.552.34
Richmond Capital Mgt Interm/Defensive2.492.34
TJIM Interm Fixed Income2.772.19
Richmond Capital Mgt Interm Aggregate2.432.19
Highland Capital Intermediate Fixed Inc2.472.08
TCW Mortgage-Backed Securities2.362.05
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
McDonnell 1-3 Year Gov Credit Bond1.16130.82
TCW Mortgage-Backed Securities5.465.14
Post Limited Term High Yield Comp5.674.99
Ryan Labs Government/Credit4.494.17
Alpha Bonds Strategy6.204.11
BlackRock Core PLUS4.354.09
WellsCap Intermediate Premier FI4.444.09
Morgan Stanley U.S. Mortgage4.133.98
BlackRock Core Bond Enhcd Idx4.113.95
BlackRock Core Bond4.113.85
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
First Quadrant Tact Curr Alloc L/S USD3.713.49
Western Asset Mgt US Index Plus1.601.30
DBF Short Duration Govt/Agency1.060.81
Advantus Ultra Short Duration0.950.80
RIM Enh Csh Bd Opportunity Portfolio0.760.76
Logan Circle Enhanced Cash0.860.73
Payden & Rygel Enhanced Cash Long0.820.67
Morgan Stanley U.S. Short Duration0.730.66
SNW Enhanced Cash Management Strategy0.720.62
Standish Ultra Short Gov/Cr0.710.60
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
Western Asset Mgt US Index Plus12.2411.92
TCW Alpha Trak12.1511.90
FIAM Leveraged Loan Composite4.453.95
TCW Ultra Short1.361.18
Western Asset Mgt US Enhanced Cash1.351.17
PIMCO Short Term1.561.15
DBF Short Duration Govt/Agency1.281.11
Lazard US Short Duration Fixed Income1.180.95
First Quadrant Tact Curr Alloc L/S USD1.140.94
Advantus Ultra Short Duration1.090.93
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
Camden Long Duration (US Corporate) Comp4.913.02
Hillswick Long Duration Government2.762.47
NISA Long Dur Govt Only Consolidated2.562.33
NISA 15+ STRIPS Fixed Income Composite2.462.23
PIMCO Long Duration Treasury2.612.12
JKMAM Active Aggregate1.761.62
Hoisington Inv Mgt Macroeconomic FI Comp1.731.51
Ryan Labs LDI Extended Duration 10-161.280.91
JPMorgan Long Govt/Credit(Corporate-Foc)0.370.12
JPMorgan Long Govt/Credit Plus0.16-1.46
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite14.7514.49
NISA Long Dur Govt Only Consolidated13.7513.49
Hoisington Inv Mgt Macroeconomic FI Comp12.0411.80
Hillswick Long Duration Government10.8610.56
PIMCO Long Duration Treasury9.749.22
JPMorgan Long Govt/Credit(Corporate-Foc)8.838.53
Ryan Labs LDI Extended Duration 10-168.868.46
JPMorgan Long Govt/Credit Plus8.948.29
SSgA Long U.S. Govt Bond Index Strategy9.477.74
JKMAM Active Aggregate3.823.63
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
Western Asset Mgt US Long Duration7.677.39
Western Asset Mgt US Inv Grade Credit4.334.09
Strategic Fixed Income4.473.67
Baird Advisors Long Duration Bond3.763.64
WSC Core Taxable Fixed Income3.853.50
DoubleLine Long Duration Total Return3.963.19
Ryan Labs Long Government3.062.75
Cumberland Total Ret Taxable Bond3.272.66
Brandywine Global U.S. Fixed Income2.482.17
Ryan Labs LDI Long Duration 7-102.271.90
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
Logan Circle Long Duration10.129.77
NISA Long Dur Gov/Credit Consolidated9.849.59
Western Asset Mgt US Long Duration9.869.51
Ryan Labs Long Government9.849.51
Capital Group Long Dur Govnmt/Credit9.429.08
Schroders Value Long Duration9.269.04
PIMCO Long Term Bond - Long Credit9.359.04
Loomis Sayles Long Dur Government/Credit9.188.98
Capital Group Long Dur Govt/Credit+ Comp9.298.97
Delaware Long Duration Gov't/Credit9.168.92
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
Federated Alternative BearGlobal FI Comp5.183.60
BTS Select Bond Asset Allocation Program5.273.12
Community Core Fixed Income Composite2.982.68
Truth Investments - Fixed Income Blend2.742.57
T. Rowe Price Global Multi-Sector Bond2.942.54
WST Asset Manager – U.S. Bond3.602.43
PIMCO Income Composite2.912.35
DCM Core Fixed Income2.211.89
Fort Washington Full Discretion F/I2.341.88
Guggenheim Fixed Income2.201.86
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
PIMCO Income Composite8.437.91
TCW Securitized Opportunities8.167.09
Guggenheim Fixed Income7.116.76
RSA Unconstrained Bond Strategy7.066.53
SSgA Long US Credit Index Strategy7.826.30
FIAM Tactical Bond6.095.67
FIAM Investment Grade Credit5.535.24
Manulife AM Strategic Fixed Income Opp5.575.15
Loomis Sayles Multi-Sector Full Discretn5.284.96
Thornburg Multisector Opportunistic Stra5.594.87
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
Spectrum Dynamic HY Bond Strategy11.409.30
Optimus Tactical High Yield6.055.52
Clark Navigator FI Total Return (SAI)3.473.10
Clark Navigator Fixed Income TR3.473.10
Federated Trade Finance Fixed Inc Comp3.512.64
Eagle Core Plus Fixed Income2.522.49
WellsCap U.S. Short-Term High Yield FI2.471.96
Oaktree European High Yield Bonds2.391.87
Bradford & Marzec Limited Dur Hi Yld1.971.59
Guggenheim US Bank Loans Composite2.751.54
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
TCW Opportunistic MBS9.558.78
FIAM High Yield CMBS Composite8.848.03
Oaktree European High Yield Bonds7.927.38
Federated Opportunistic High Yield Comp7.296.76
NCRAM Hi Yld Tol Ret Instl (HYTRIC)7.276.74
Strategic Income Mmgt SiM High Yld Instl6.986.52
DDJ Total Return Credit I Composite7.996.47
Babson High Yield7.046.45
Post High Yield Plus Composite7.036.34
Aviva Global High Yield USD6.746.31
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities3.393.11
Amalgamated Bank Intermediate Duration3.293.04
M.D. Sass Core Fix-Inc2.802.50
Great Lakes Core Govmt Only Fix-Inc2.442.38
Northern Trust Government Index2.382.22
FIAM Mortgage-Backed Securities2.472.19
Delaware Interm Agg Dur US Govt (SMA)2.242.16
Delaware Aggregate Dur US Govt (SMA)2.232.16
Eagle Government Securities Inst2.732.15
Northern Trust Intermediate Government2.212.06
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.825.49
Columbia US Government Mortgage4.784.40
M.D. Sass Core Fix-Inc4.073.78
Great Lakes Core Govmt Only Fix-Inc3.693.54
FIAM Mortgage-Backed Securities3.753.47
Delaware Aggregate Dur US Govt (SMA)3.473.46
Northern Trust Government Index3.493.34
Smith Breeden Mortgage Index Plus3.533.17
Federated Govt Credit w MAPS MA4.683.13
Federated Govt Credit no MAPS MA4.613.07
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Templeton Taxable Municipal Intermediate5.765.50
Belle Haven Taxable PLUS4.454.06
Western Asset Mgt US Core4.153.92
JPMorgan U.S. Fix-Inc Core Inv G2.063.46
Western Asset Mgt US Core Full3.653.42
Breckinridge Government Credit3.713.35
Belle Haven Taxable Ladder PLUS3.583.35
Moorings Core Intermediate Fixed Income3.463.32
CS McKee Government Credit Fixed3.753.22
FFTW Mortgage - Unconstrained3.363.10
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account8.608.09
Spectrum Preferred Securities7.447.17
FFTW Mortgage - Unconstrained6.526.26
Templeton Taxable Municipal Intermediate6.255.99
OFI Global Core Plus Bond5.975.69
WellsCap Premier Income I6.035.68
Garcia Fix-Inc Government/Credit5.845.59
BlackRock Corporates5.715.45
Natl Inv Servcs NIS Aggrgt Core Plus FI5.555.30
Clark Navigator Taxable Fixed Income5.815.29
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
JPMorgan MBS Bond (Columbus)3.042.79
Sit Inv Short Dur Strat2.942.53
PIMCO Mortgage Constrained2.502.33
BlackRock Mortgage2.542.28
RBC Access Capital Community Invmt2.662.25
PNC Cap Adv Intermediate U.S. Governemnt2.151.90
M.D. Sass 3-Year FI2.261.89
JPMorgan Interm Govt Bond Style2.101.80
FFTW Mortgage Alpha2.141.64
Garcia Hamilton Fix-Inc Short Dur1.671.57
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
FFTW Mortgage Alpha4.774.26
JPMorgan MBS Bond (Columbus)4.143.89
RBC Access Capital Community Invmt3.823.34
PIMCO Mortgage Constrained3.383.21
Sit Inv Short Dur Strat3.312.90
M.D. Sass 3-Year FI3.102.75
JPMorgan Interm Govt Bond Style2.722.46
Capital Group PCS Core Bond Composite3.072.35
PNC Cap Adv Intermediate U.S. Governemnt2.342.07
Madison Interm Government Bond SA1.861.84
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Wasmer, Schroeder & Co Short Dur CMBS3.302.85
PIMCO Mortgage Unconstrained2.792.52
AT Capital Management Interm Bd2.712.52
Cleary Gull Core Plus Tax Aware2.792.48
Chandler Intermediate Bond2.552.34
Richmond Capital Mgt Interm/Defensive2.492.34
TJIM Interm Fixed Income2.772.19
Richmond Capital Mgt Interm Aggregate2.432.19
Highland Capital Intermediate Fixed Inc2.472.08
TCW Mortgage-Backed Securities2.362.05
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
McDonnell 1-3 Year Gov Credit Bond1.16130.82
TCW Mortgage-Backed Securities5.465.14
Post Limited Term High Yield Comp5.674.99
Ryan Labs Government/Credit4.494.17
Alpha Bonds Strategy6.204.11
BlackRock Core PLUS4.354.09
WellsCap Intermediate Premier FI4.444.09
Morgan Stanley U.S. Mortgage4.133.98
BlackRock Core Bond Enhcd Idx4.113.95
BlackRock Core Bond4.113.85
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
First Quadrant Tact Curr Alloc L/S USD3.713.49
Western Asset Mgt US Index Plus1.601.30
DBF Short Duration Govt/Agency1.060.81
Advantus Ultra Short Duration0.950.80
RIM Enh Csh Bd Opportunity Portfolio0.760.76
Logan Circle Enhanced Cash0.860.73
Payden & Rygel Enhanced Cash Long0.820.67
Morgan Stanley U.S. Short Duration0.730.66
SNW Enhanced Cash Management Strategy0.720.62
Standish Ultra Short Gov/Cr0.710.60
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
Western Asset Mgt US Index Plus12.2411.92
TCW Alpha Trak12.1511.90
FIAM Leveraged Loan Composite4.453.95
TCW Ultra Short1.361.18
Western Asset Mgt US Enhanced Cash1.351.17
PIMCO Short Term1.561.15
DBF Short Duration Govt/Agency1.281.11
Lazard US Short Duration Fixed Income1.180.95
First Quadrant Tact Curr Alloc L/S USD1.140.94
Advantus Ultra Short Duration1.090.93
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
Camden Long Duration (US Corporate) Comp4.913.02
Hillswick Long Duration Government2.762.47
NISA Long Dur Govt Only Consolidated2.562.33
NISA 15+ STRIPS Fixed Income Composite2.462.23
PIMCO Long Duration Treasury2.612.12
JKMAM Active Aggregate1.761.62
Hoisington Inv Mgt Macroeconomic FI Comp1.731.51
Ryan Labs LDI Extended Duration 10-161.280.91
JPMorgan Long Govt/Credit(Corporate-Foc)0.370.12
JPMorgan Long Govt/Credit Plus0.16-1.46
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite14.7514.49
NISA Long Dur Govt Only Consolidated13.7513.49
Hoisington Inv Mgt Macroeconomic FI Comp12.0411.80
Hillswick Long Duration Government10.8610.56
PIMCO Long Duration Treasury9.749.22
JPMorgan Long Govt/Credit(Corporate-Foc)8.838.53
Ryan Labs LDI Extended Duration 10-168.868.46
JPMorgan Long Govt/Credit Plus8.948.29
SSgA Long U.S. Govt Bond Index Strategy9.477.74
JKMAM Active Aggregate3.823.63
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
Western Asset Mgt US Long Duration7.677.39
Western Asset Mgt US Inv Grade Credit4.334.09
Strategic Fixed Income4.473.67
Baird Advisors Long Duration Bond3.763.64
WSC Core Taxable Fixed Income3.853.50
DoubleLine Long Duration Total Return3.963.19
Ryan Labs Long Government3.062.75
Cumberland Total Ret Taxable Bond3.272.66
Brandywine Global U.S. Fixed Income2.482.17
Ryan Labs LDI Long Duration 7-102.271.90
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
Logan Circle Long Duration10.129.77
NISA Long Dur Gov/Credit Consolidated9.849.59
Western Asset Mgt US Long Duration9.869.51
Ryan Labs Long Government9.849.51
Capital Group Long Dur Govnmt/Credit9.429.08
Schroders Value Long Duration9.269.04
PIMCO Long Term Bond - Long Credit9.359.04
Loomis Sayles Long Dur Government/Credit9.188.98
Capital Group Long Dur Govt/Credit+ Comp9.298.97
Delaware Long Duration Gov't/Credit9.168.92
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
Federated Alternative BearGlobal FI Comp5.183.60
BTS Select Bond Asset Allocation Program5.273.12
Community Core Fixed Income Composite2.982.68
Truth Investments - Fixed Income Blend2.742.57
T. Rowe Price Global Multi-Sector Bond2.942.54
WST Asset Manager – U.S. Bond3.602.43
PIMCO Income Composite2.912.35
DCM Core Fixed Income2.211.89
Fort Washington Full Discretion F/I2.341.88
Guggenheim Fixed Income2.201.86
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
PIMCO Income Composite8.437.91
TCW Securitized Opportunities8.167.09
Guggenheim Fixed Income7.116.76
RSA Unconstrained Bond Strategy7.066.53
SSgA Long US Credit Index Strategy7.826.30
FIAM Tactical Bond6.095.67
FIAM Investment Grade Credit5.535.24
Manulife AM Strategic Fixed Income Opp5.575.15
Loomis Sayles Multi-Sector Full Discretn5.284.96
Thornburg Multisector Opportunistic Stra5.594.87
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond1 year gross return1 year net return
NISA Intermediate TIPS1.971.97
BBH U.S. TIPS1.961.81
IR+M Int. TIPS1.881.77
Standish U.S. TIPS 1-10 Year1.911.74
Richmond Capital Mgt TIPS 1-10 Yr1.841.73
Franklin U.S. TIPS Composite1.751.63
Northern Trust TIPS1.651.53
Wellington TIPS1.641.51
FFTW Inflation Linked Bonds U.S.1.661.46
Standish US TIPS1.561.43
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond5 year gross return5 year net return
PIMCO Real Ret Asset Long Duration5.374.85
FFTW Global Inflation Linked Bonds4.494.23
Franklin U.S. TIPS Composite3.743.61
BBH U.S. TIPS3.453.30
Standish Global TIPS3.323.24
FFTW Inflation Linked Bonds U.S.3.313.09
Standish US TIPS3.093.01
Northern Trust TIPS3.082.97
BlackRock TIPS (Treasury Infl-Protected)2.982.83
Ryan Labs Inflation Index3.112.80
Source: Morningstar Separate Account/CIT Fund Database

Stable Value1 year gross return1 year net return
PIMCO Stable Value (BV)3.072.84
Standish Stable Value2.212.12
T. Rowe Price Stable Value2.231.98
Invesco Stable Value2.131.92
JPMorgan US FI Stable Value (NY)1.841.77
Fiduciary Capital Mgt FCM/GIC Stable Val1.951.69
Galliard Stable Value Composite1.971.57
Columbia Stable Value – Inv Grade Strat1.641.42
Columbia Stable Value – Government Strat1.341.14
Source: Morningstar Separate Account/CIT Fund Database

Stable Value5 year gross return5 year net return
PIMCO Stable Value (BV)3.713.49
T. Rowe Price Stable Value2.622.45
Standish Stable Value2.482.38
Fiduciary Capital Mgt FCM/GIC Stable Val2.552.28
Invesco Stable Value2.362.16
JPMorgan US FI Stable Value (NY)2.011.89
Galliard Stable Value Composite2.281.87
Columbia Stable Value – Inv Grade Strat1.741.53
Columbia Stable Value – Government Strat1.741.53
Source: Morningstar Separate Account/CIT Fund Database

Convertibles1 year gross return1 year net return
Cohen & Steers Preferred Securities3.462.46
W.E. Donoghue Power Dividend and Yield0.410.23
Laffer Investments Convertible Strategy0.88-0.15
Zazove Inv. Grade Convertible Strategy-0.17-0.17
Oaktree High Income Convertibles-0.01-0.75
INCORE Inv Grade Convertibles Comp-0.58-1.13
Laffer Investments Convertible Inc Strat-0.35-1.36
SSI Inv Grade Convert Strat-0.42-1.38
MacKay Convertible SMA-1.90-2.24
Victory SMA Inv Grade Cvt WRAP Comp0.62-2.34
Source: Morningstar Separate Account/CIT Fund Database

Convertibles5 year gross return5 year net return
Cohen & Steers Preferred Securities9.158.19
SSI Inv Grade Convert Strat8.837.73
ClearBridge U.S. Convertibles7.336.68
INCORE Inv Grade Convertibles Comp7.166.57
Camden Long Only Convertible Composite7.166.53
Allianz Convertibles6.075.67
Zazove Inv. Grade Convertible Strategy5.665.66
SSI Outright Discretionary Convert Strat6.045.47
MacKay Shields Convertibles5.865.35
Dinsmore Capital Management6.105.35
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond1 year gross return1 year net return
DCM Emerging Markets Debt10.379.72
Ashmore EM Ext Debt (Sovereign) Comp7.626.66
Ashmore Emerg Mkts External Dbt Comp7.616.60
T. Rowe Price Emerging Markets Bond5.364.84
Pictet Asset Mgt Emerging Markets Debt4.454.35
Aegon Emerging Markets - Glb Diversified4.704.17
Stone Harbor Emerging Markets Debt4.634.12
Lazard EM Debt - Core4.534.00
Wellington Emerging Markets Debt4.353.73
Prudential Fixed Inc Emerging Mkts Debt4.223.65
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond5 year gross return5 year net return
Global Evolution EM Debt7.157.76
Pictet Asset Mgt Emerging Markets Debt6.816.79
Prudential Fixed Inc Emerging Mkts Debt7.326.67
Global Evolution Frontier Markets7.746.65
Delaware Emerging Markets Debt6.776.21
Wellington Emerging Markets Debt6.756.12
Aegon Emerging Markets - Glb Diversified6.626.09
Ashmore EM Ext Debt (Sovereign) Comp6.605.65
Aviva Emging Mkts Debt - Hard Currency6.135.50
Lazard EM Debt - Core6.235.46
Source: Morningstar Separate Account/CIT Fund Database

World Allocation1 year gross return1 year net return
CIFG Sustainable Max Balanced4.193.99
CIFG Maxbalanced3.063.15
MAP Balanced Composite3.732.72
Pyrford Global Absolute Return GBP2.261.70
CCM Cassia Diversified1.140.71
Sowell Platinum Plus Income and Growth1.240.59
Strategies Conservative0.510.43
Dunn Warren Conservative w/ mutual funds0.000.00
Dunn Warren Growth w/ mutual funds0.000.00
PIMCO StocksPlus0.06-0.20
Source: Morningstar Separate Account/CIT Fund Database

World Allocation5 year gross return5 year net return
PIMCO RAE Fundamental PLUS13.3012.41
PIMCO StocksPlus12.3611.86
Morgan Stanley Glbl Tactical Asset Alloc7.457.14
Russell TM Balanced Model Strategy5.805.80
FrontierAssetMgmt Focused Opportunities6.185.76
MAP Balanced Composite6.775.73
Morningstar Growth - NFS5.605.29
Loring Ward Global Capital Appr DFA5.525.26
Loring Ward Global Moderate Growth DFA5.325.05
GIM Tax Aware 75/255.825.02
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation1 year gross return1 year net return
CVI Sanctuary Portfolio4.846.30
Parametric Liquid Alternative4.113.86
SEI Tax-Managed ETF Moderate3.392.82
RNC Balanced Growth With Muni3.692.77
RNC Balanced Income With Muni3.492.57
RNC Balanced Growth With Div Inc3.592.57
RNC Balanced Max Income with Muni3.422.54
RNC Balanced Income With Div Inc3.272.27
WST Asset Manager - Diversified Income2.572.20
RNC Balanced Max Income With Div Inc3.102.14
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation5 year gross return5 year net return
Tillar-Wenstrup Core Balanced9.198.35
Parametric Tax-Advantage Enhanced Income8.067.70
RNC Balanced Growth With Div Inc8.197.18
RNC Balanced Growth With Muni8.117.16
MCA Conservative Portfolios7.917.11
Copeland Large Cap Div Growth Balanced7.697.07
Parametric Enhanced Income6.816.44
Clark Navigator MultiStrategy 50-50(SAI)7.136.22
Confluence Income and Growth7.006.15
New Frontier ETF Global Balanced Income6.216.05
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation1 year gross return1 year net return
Montag & Caldwell Balanced3.202.87
Robinson Contrarian Value Balanced3.562.67
Investment Management of Virginia Balanc3.142.63
PSI Seasonal Opportunity Model3.402.37
Natixis / AIA Mgd ETF - Inc. Aggrsv2.352.35
Parametric Moderate Conservative Muni2.792.34
Johnson Institutional Mgt Enhanced Index2.562.30
Cashen Balanced2.842.01
Hallmark Balanced Portfolio Strategy2.251.71
LM Large Cap Growth Bal Tax 60/40 w/GSM54.691.63
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation5 year gross return5 year net return
Johnson Institutional Mgt Enhanced Index12.6112.33
Scharf Balanced10.949.89
Palouse Capital Diversified Income Strat10.079.63
Dorsey Wright Sys Reltv Strength Cons10.008.90
Dodge & Cox Balanced Composite8.598.59
MCA Balanced Portfolios9.298.50
Montag & Caldwell Balanced8.608.27
UBS: U.S. Balanced Portfolio8.888.18
Parametric Moderate Aggressive Muni8.487.99
Sit Inv Balanced8.707.89
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2000-20101 year gross return1 year net return
AGF Steward Navigator 2010 Fund-0.16-0.16
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2000-20105 year gross return5 year net return
AGF Steward Navigator 2010 Fund4.064.06
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20151 year gross return1 year net return
Sage Target Date 2015 Fund-0.52-0.92
Meeder Age-based 60-62-5.40-5.40
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20155 year gross return5 year net return
Meeder Age-based 60-624.674.67
Sage Target Date 2015 Fund4.764.37
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2016-20201 year gross return1 year net return
BCM DynamicBelay Balanced Growth (QDIA)1.300.28
AGF Steward Navigator 2020 Fund-0.69-0.69
Meeder Age-based 55-59-5.94-5.94
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2016-20205 year gross return5 year net return
Meeder Age-based 55-595.005.00
AGF Steward Navigator 2020 Fund4.344.34
BCM DynamicBelay Balanced Growth (QDIA)0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20251 year gross return1 year net return
Sheaff Brock SSB Conservative Balanced-0.32-1.11
Sage Target Date 2025 Fund-1.22-1.61
Meeder Age-based 65 and Over-3.98-3.98
Meeder Age-based 63-64-4.68-4.68
Meeder Age-based 50-54-6.59-6.59
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20255 year gross return5 year net return
Sheaff Brock SSB Conservative Balanced6.835.96
Meeder Age-based 50-545.295.29
Sage Target Date 2025 Fund5.585.19
Meeder Age-based 65 and Over0.000.00
Meeder Age-based 63-640.000.00
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2026-20301 year gross return1 year net return
BCM DynamicBelay Conservative Gro(QDIA)0.34-0.70
AGF Steward Navigator 2030 Fund-1.24-1.24
Meeder Age-based 45-49-7.19-7.19
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2026-20305 year gross return5 year net return
Meeder Age-based 45-495.665.66
AGF Steward Navigator 2030 Fund4.694.69
BCM DynamicBelay Conservative Gro(QDIA)0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20351 year gross return1 year net return
Sage Target Date 2035 Fund-1.93-2.32
Meeder Age-based 44 and under-7.52-7.52
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20355 year gross return5 year net return
Meeder Age-based 44 and under5.845.84
Sage Target Date 2035 Fund6.115.71
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2036-20401 year gross return1 year net return
AGF Steward Navigator 2040 Fund-1.77-1.77
Sheaff Brock SSB Growth & Income-1.58-2.30
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2036-20405 year gross return5 year net return
Sheaff Brock SSB Growth & Income8.437.58
AGF Steward Navigator 2040 Fund5.115.11
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20451 year gross return1 year net return
Sage Target Date 2045 Fund-2.26-2.65
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20455 year gross return5 year net return
Sage Target Date 2045 Fund6.436.03
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income1 year gross return1 year net return
New Frontier Multi Asset Income Conserv1.120.67
New Frontier Multi Asset Income Balanced0.620.17
Palladiem Diversified Income Model0.35-0.18
Ladenburg LAMP Specialty Conserv Income0.38-0.23
New Frontier Multi Asset Income Growth0.13-0.32
Stringer Income Portfolio-0.35-0.62
Guggenheim Wealth Conservative Inc Model-0.87-1.27
UBS PWS Diversified Income w/ Muni-1.23-1.53
Oxbow KING Income Opportunities Comp-0.26-1.67
PIMCO Retirement Income Model Cnsrv-1.69-1.69
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income5 year gross return5 year net return
Texas Retirement Income Strategy9.177.73
Tradwinds-Sector Dividend Preferred6.575.60
Horizon Real Spend 46.914.95
Horizon Real Spend 76.664.70
Horizon Real Spend 56.374.42
Morningstar Ret Inc Long-Range - TDA4.823.95
Morningstar Ret Inc Mid-Range - TDA4.203.33
Morningstar Ret Inc Long-Range - FIWS4.823.26
Morningstar Ret Inc Long-Range - BNY4.583.03
Morningstar Ret Inc Long-Range-Pershing4.532.98
Source: Morningstar Separate Account/CIT Fund Database
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