Top performing managers by category: separate accounts, 2nd Quarter 2017

Large Blend1 year gross return1 year net return
Harris Assoc. Concentrated36.0734.75
AT Capital Management Lg Cap Core31.9531.44
TCW New America Premier Equities31.5230.54
Harris Assoc. U.S. Equity Composite31.0830.12
The CMC Dividend Appreciation30.1929.55
Todd Large Cap Intrinsic Value28.6527.90
Sierra Inv Large Cap Intrinsic Value Eq28.6527.90
Dodge & Cox U.S. Equity Composite28.3427.59
Oak Associates All Cap Core Growth28.4727.53
NB Nackenson SMA Strategy27.2927.29
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
NB Nackenson SMA Strategy17.8817.88
Mellon Capital Dynamic U.S. Equity Comp18.3917.81
Aristotle Value Equity17.2216.83
Glenmede Large Cap Equity17.4016.53
Oak Associates All Cap Core Growth17.3916.53
NB Multi-Cap Opportunities16.3916.34
Glenmede Large Cap Socially Responsible16.9716.11
Lazard U.S. Equity Concentrated16.8716.10
River Road Focused Absolute Value Comp16.8416.06
Oak Associates Select Gr Portfolio16.7416.05
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
The Capital Mgt Corp All Cap Equity Comp35.4534.38
The Boston Opportunistic Investor42.9734.09
Advisors Capital Mgt Growth31.2129.58
Fisher Small and Mid Cap Value29.0328.37
PPCM Mid-Cap Eq Comp28.6828.03
Stewart Capital Mid Cap Portfolio28.4327.77
The Boston SMID Cap Opportunistic Value28.6827.56
Smith Graham SMID (Small/Mid) Cap Value28.1827.27
New Amsterdam Md-Cap Active Eq26.9026.57
Federated MDT Mid Cap Growth27.2526.20
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Smith Graham SMID (Small/Mid) Cap Value18.6717.80
Boston Partners Mid-Cap Value Equity17.8917.43
QMA US Mid Cap Core Equity17.7717.13
Clarkston Capital SMID Composite17.3616.71
Iridian Private Value/ Mid-Cap Equity17.0816.31
AT Capital Management Mid Cap Core16.6716.31
Chartwell Mid-Cap Value17.0316.11
Triboro Socially Responsible All Cap16.0616.06
Triboro All Cap16.0116.01
Channing Capital Small Mid-Cap Value16.3215.72
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Paradigm Capital Small Cap Core41.6440.67
The Capital Mgt Corp SMID36.3435.68
Kestrel Inv Mgt Corp. Sm-Cap Val Eq35.4434.21
Perritt MicroCap Opportunities35.5234.20
Mesirow Financial Inv Mgt Micro Cap Val34.3733.09
Ironwood Inv Mgt Conc Small Cap Val34.7932.97
Federated MDT Sm-Cap Core33.0731.79
Orchard Select Small Cap Value32.5231.23
Messner & Smith Mid-Cap Equity32.3431.09
Sterling Small Cap Value31.7430.90
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
The Capital Mgt Corp SMID19.8419.13
Federated MDT Sm-Cap Core19.9618.79
Jacobs Levy Small Cap (S&P 600)19.2218.24
361 U.S. Small Cap Equity19.0917.79
Wakefield Small Cap Equity19.0617.51
BMO Disciplined Small-Cap Core18.2317.18
Smith Graham Small Cap Value17.9217.06
Jacobs Levy Small Cap (Russell 2000)18.0017.03
Orchard Select Small Cap Value18.1817.01
Wellington Small Cap Opportunities18.0216.98
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
LEIA CBI41.3541.35
Zevenbergen Growth Equity36.9236.41
ICON Dom Core Eq36.9136.06
Edgewood Mgt Lg-Cap Gr34.5733.48
T. Rowe Price US Large-Cap Growth Equity32.1831.54
Morgan Creek Direct Top 2032.5131.28
Morgan Stanley Growth31.2930.31
Morgan Stanley Multi Cap Growth31.5030.23
T. Rowe Price U.S. Growth Stock SMA30.1729.95
Baron Large Cap Growth Strategy29.9929.14
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI21.2421.24
Loomis Sayles All Cap Growth19.7619.23
Cognios Quantitative Large Cap Growth19.5619.19
Edgewood Mgt Lg-Cap Gr20.1219.11
Loomis Sayles Large Cap Growth18.9018.47
Cookson Peirce All-Cap Equity MA19.0318.44
Advisory Research U.S. Large Cap Growth18.8218.32
Morgan Stanley Growth18.9818.10
Suffolk Capital Mgt Core Eq18.9718.04
ClearBridge Large Cap Growth18.4717.73
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Naylor & Company Core Composite46.2743.58
Riverbridge Concentrated Growth37.9434.63
Kopp Emerging Blend34.0132.15
FIIG Small and Mid Cap Core32.3031.35
Pinnacle Small Mid Cap Equity32.4331.14
Princeton Sector Select Composite31.1329.77
Baron High Growth Strategy29.7328.50
Sandhill Concentrated Equity Alpha28.8327.75
Frontier Smid Research Portfolio28.8727.66
Kopp Balanced Blend29.5627.55
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite25.3122.71
BlackRock Md-Cap Gr Eq18.2117.32
Pinnacle Loprice18.2217.05
Cognios Quantitative All Cap Growth17.0216.62
T. Rowe Price US Mid-Cap Growth Equity17.2916.59
ClariVest Mid Cap Growth17.4116.54
William Blair SMID Gr Team17.6216.52
Janus Henderson Mid Cap Growth17.1316.38
Sandhill Concentrated Equity Alpha17.2116.33
T. Rowe Price US Small-Cap Growth Equity17.0816.30
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Bares Capital Mgt Small-Cap50.9948.95
Baron Discovery Strategy45.4344.37
Weatherbie Capital – Spec Gr Eq44.3843.26
Granahan Inv Mgt Small Cap Discoveries41.5340.76
Kopp Emerging Growth42.4940.31
Granahan SC Advantage40.8640.24
Granahan Inv Mgt - Sm Cap Focused Grth38.5837.73
Granhan Small Cap Select37.8337.49
Granahan SMID Select38.0936.78
Rice Hall James Micro Cap Opportunities36.2535.19
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA21.5620.34
Driehaus Micro Cap Growth21.4920.25
Oberweis Micro-Cap Growth20.5019.49
Renaissance Small Cap Growth19.7619.04
Brown Capital Small Company Service20.0518.95
Friess Small Cap Growth19.6418.46
Kayne Anderson Rudnick SC Sustain Growth19.5318.35
Hood River Small Cap Growth19.1918.08
William Blair Sm-Cap Gr Team19.0617.88
US Equity Small Cap Core18.7017.84
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
Pzena U.S. Best Ideas32.8531.56
Pzena Large Cap Focused Value30.6030.13
Large Cap Value29.7228.96
Cornerstone Concentrated 3029.1528.20
Pzena Focused Value28.7228.14
Harris Assoc. U.S. Diversified Composite29.1827.25
Hotchkis & Wiley - Lg-Cap Divers Val27.2627.04
Markston U.S. Large Cap Value27.8927.03
Snow Capital Mgt Large Cap Value27.9327.03
Hotchkis & Wiley - Lg-Cap Fundamental V27.3326.88
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
Lyrical U.S. Value Equity – EQ20.4718.78
PIMCO StocksPLUS Long Duration19.2818.71
Alpha Quant Value Equity19.3618.06
WEDGE Large Cap Value17.9417.09
Large Cap Value17.6816.98
Cornerstone Value 5017.7516.89
Levin Capital Strategies Large Cap Conc17.7916.63
Levin Cap Concntrtd Eq Lng Only Taxable17.4316.28
Boston Partners Premium Equity16.8416.23
Queens Oak Concentrated Large Cap Value17.1916.21
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Seizert Capital Partners Mid Cap32.3731.45
Allianz Mid Cap Value 10032.0030.90
Fairpointe Mid-Cap Core Equity31.3630.36
TCW Relative Value Mid Cap30.8129.76
MAP US Multi-Cap Value Composite30.8829.61
Pzena Mid-Cap Focused Value30.3129.58
Donald Smith & Co. Md-Cap Val Eq29.8729.53
Smith Graham Mid-Cap Value30.1129.15
Cooke & Bieler SMID Cap Value Equity28.0827.07
Pzena Mid Cap Value27.3727.06
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Brandes U.S. Small-Mid Cap Value Equity20.0018.89
Smith Graham Mid-Cap Value19.3118.43
TSW Mid-Cap Value18.3317.83
Donald Smith & Co. Lg-Cap Cncntrd Val Eq18.1917.60
Brandywine Div Mid Cap Dedicated Val18.3617.50
Martingale MidCap Core17.9917.18
LSV Asset Mgt Md-Cap Val Eq17.7717.04
Seizert Capital Partners Mid Cap17.8816.96
Nuance Mid Cap Value Separate Account17.5416.73
WellsCap Special US Mid Cap Value Eq17.6716.69
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Schneider Capital Mgt Sm-Cap Val56.6554.92
Pacific Ridge Capital Ptnrs Micro Cp Val47.1444.31
ZPR Volume Momentum43.5741.06
Pacific Ridge Capital Partners Sm Cp Val35.7834.29
Hotchkis & Wiley -Small Cap Divsfd Value34.4433.46
Towle & Co. Deep Value32.8331.89
Denali NV Micro32.8531.29
CCP SMID Value32.3831.07
Foundry Partners Micro Cap Value32.2230.98
Columbia Small Cap Value I32.1230.96
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Towle & Co. Deep Value20.7119.86
Pacific Ridge Capital Ptnrs Micro Cp Val21.6719.77
O'Shaughnessy Micro Cap20.5519.26
Cooke & Bieler Small Cap Value Equity19.4818.62
Federated MDT Sm-Cap Val19.3118.13
WellsCap Analytic Small-Mid Cap Equity18.2317.53
ZPR Volume Momentum19.2817.30
Foundry Partners Micro Cap Value18.3917.30
LSV Asset Mgt Small/Mid Cap Val Eq (US)18.0117.18
Hotchkis & Wiley -Small Cap Divsfd Value18.0817.10
Source: Morningstar Separate Account/CIT Fund Database

Bear Market1 year gross return1 year net return
Federated Alternative Bear Equity Comp-15.30-16.57
Source: Morningstar Separate Account/CIT Fund Database

Bear Market5 year gross return5 year net return
Federated Alternative Bear Equity Comp-13.94-15.24
Source: Morningstar Separate Account/CIT Fund Database

Financial1 year gross return1 year net return
ZPR Volume Value55.7953.26
Bluestone Banking Total Return Strategy40.5138.67
ZPR Volume Winners39.4237.20
Bluestone US Bank Opportunity Strategy33.8031.71
Confluence BDC-Wrap20.2318.33
McKinley Capital Business Development Co18.1916.65
Advisory Research BDC15.5514.46
Source: Morningstar Separate Account/CIT Fund Database

Financial5 year gross return5 year net return
ZPR Volume Value25.0923.00
ZPR Volume Winners20.4918.54
Bluestone Banking Total Return Strategy0.000.00
Bluestone US Bank Opportunity Strategy0.000.00
Confluence BDC-Wrap0.000.00
McKinley Capital Business Development Co0.000.00
Advisory Research BDC0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health1 year gross return1 year net return
Kopp AccruHealth45.3643.57
Financial Trust Health Value11.4810.10
Janus Henderson Gbl Life Sciences ADR MA10.517.32
Nicholas Inv-Healthcare Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health5 year gross return5 year net return
Financial Trust Health Value20.7319.23
Kopp AccruHealth20.0118.64
Janus Henderson Gbl Life Sciences ADR MA19.1915.73
Nicholas Inv-Healthcare Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources1 year gross return1 year net return
Signia Concentrated Value Equity21.5120.62
GMO Resources Strategy20.7919.98
KBIGI Global Resource Solution17.3416.36
Boston Global Natural Resources Equity9.979.10
Wellington Global Natural Resources8.757.67
Cohen & Steers Natural Resources4.984.32
CLS Active Real4.614.25
Jennison Global Natural Resources-1.67-2.06
Financial Trust Global Resources-1.14-2.37
SailingStone Global Natural Resources-1.83-2.48
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources5 year gross return5 year net return
Boston Global Natural Resources Equity2.822.01
GMO Resources Strategy2.491.79
Financial Trust Global Resources1.880.62
Wellington Global Natural Resources-0.65-1.64
Jennison Global Natural Resources-3.23-3.59
SailingStone Global Natural Resources-5.97-6.73
SSgA Dow Jones-UBS Commodity TR Index-9.32-9.51
Goldman Sachs Commodities Enh Idx-13.74-14.02
Signia Concentrated Value Equity0.000.00
KBIGI Global Resource Solution0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals1 year gross return1 year net return
WellsCap Precious Metals-19.28-20.06
GAMCO Gold-19.97-20.72
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals5 year gross return5 year net return
GAMCO Gold-7.90-8.85
WellsCap Precious Metals-8.95-9.82
Source: Morningstar Separate Account/CIT Fund Database

Real Estate1 year gross return1 year net return
Ranger Global Real Estate10.379.50
Cohen & Steers Realty Focus8.747.78
SmithAssetMgt–REIT8.046.97
CBRE Clarion International Real Estate5.985.09
Anchor REIT4.674.12
Adelante Core Plus Strategy Composite1.931.93
Brookfield US Rl Estate Secs Value Inc1.330.81
Wellington Real Estate Securities1.270.51
Heitman US Diversified Wilshire0.960.49
Invesco US REITs1.200.44
Source: Morningstar Separate Account/CIT Fund Database

Real Estate5 year gross return5 year net return
Cohen & Steers Realty Focus16.3315.29
Chilton Capital REIT12.2511.32
Heitman US Diversified Wilshire11.1410.65
Heitman US Focused Wilshire11.3910.65
PGI Real Estate Equity Securities11.0810.47
Ranger Global Real Estate11.1910.31
Wellington Real Estate Securities11.0210.20
SmithAssetMgt–REIT11.2510.15
CenterSquare REIT Separate Account10.559.99
Cohen & Steers Realty Total Return10.619.70
Source: Morningstar Separate Account/CIT Fund Database

Technology1 year gross return1 year net return
Zevenbergen Z/Tech53.2851.96
RS Technology Composite45.5344.10
Wellington Global Technology Opps41.4340.35
Crabtree Multi-Cap Technology36.6735.79
Wellington Global Technology35.0034.00
Oak Associates Technology Portfolio34.3133.32
Allianz Global Technology Equity33.7132.39
Princeton Young Enterprise Shares (YES)28.8627.58
TCW Global Technology26.0624.80
MFS Technology Equity-0.18-0.93
Source: Morningstar Separate Account/CIT Fund Database

Technology5 year gross return5 year net return
Zevenbergen Z/Tech26.2725.12
Wellington Global Technology Opps21.6220.72
Wellington Global Technology19.6618.77
Oak Associates Technology Portfolio19.0618.41
Crabtree Multi-Cap Technology19.1618.34
RS Technology Composite19.0617.84
Allianz Global Technology Equity18.9217.70
TCW Global Technology15.6814.52
MFS Technology Equity12.8511.99
Princeton Young Enterprise Shares (YES)11.299.89
Source: Morningstar Separate Account/CIT Fund Database

Utilities1 year gross return1 year net return
Miller/Howard Infrastructure9.638.54
Wellington Enduring Assets6.886.24
Miller/Howard – Utilities Plus5.454.40
Reaves Long Term Val(Util/Ener/Infrastr)3.292.74
MFS Utilities Equity-3.81-4.41
Source: Morningstar Separate Account/CIT Fund Database

Utilities5 year gross return5 year net return
Miller/Howard – Utilities Plus13.4112.29
Miller/Howard Infrastructure10.759.66
Reaves Long Term Val(Util/Ener/Infrastr)9.779.21
Wellington Enduring Assets9.608.73
MFS Utilities Equity7.546.85
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy1 year gross return1 year net return
Harvest Energy MLP Alpha Concentrated4.833.41
Miller/Howard Drill Bit Burn Tipˆ®0.38-0.62
Baron Energy and Resources Strategy-0.67-1.36
Miller/Howard Drill Bit Burn Tipˆ® No K1s-0.57-1.56
Wellington Energy-1.43-2.42
Drill Bit to Burner Tipˆ® SMA0.22-2.74
Drill Bit to Burner Tipˆ® No K1s SMA-0.48-3.42
Tortoise Select Energy Opportunity-3.18-4.14
Orleans Energy Opportunities-15.34-16.20
Miller/Howard E&P Institutional Strategy-17.47-18.30
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy5 year gross return5 year net return
Miller/Howard Drill Bit Burn Tipˆ®7.366.30
Tortoise Select Energy Opportunity6.715.66
Drill Bit to Burner Tipˆ® SMA7.414.25
Wellington Energy1.890.88
Baron Energy and Resources Strategy-0.98-1.46
Orleans Energy Opportunities-3.69-4.65
Miller/Howard E&P Institutional Strategy-4.34-5.30
Harvest Energy MLP Alpha Concentrated0.000.00
Miller/Howard Drill Bit Burn Tipˆ® No K1s0.000.00
Drill Bit to Burner Tipˆ® No K1s SMA0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation1 year gross return1 year net return
ValueWorks Cap App30.8129.28
Golub Group Equity Income20.9919.65
Morningstar A/P Growth - BNY21.0619.26
Morningstar A/P Growth TaxSen - BNY20.3618.56
Clark Navigator MultiStrategy 75-25(SAI)18.2317.82
AT Capital Management MA - Agg Gr18.4917.53
Morningstar A/P Growth - TDA19.2517.47
Morningstar A/P Growth - NFS19.1717.40
Morningstar A/P Growth - FIWS19.1717.40
Morningstar A/P Growth - Pershing19.1717.39
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation5 year gross return5 year net return
Clark Navigator MultiStrategy 75-25(SAI)12.5512.16
ValueWorks Cap App13.4012.02
Golub Group Equity Income13.0511.92
Advisors Capital Mgt Balanced13.1411.73
CLS American Funds Agg Growth 8511.8011.53
Eads and Heald Inv Counsel Bal11.9010.97
Dean Inv Multi-Cap 8011.5610.77
Atalanta Sosnoff Balanced11.5010.65
Neuberger Berman Capital Group EI (PAM)11.4810.65
Niemann Risk Managed12.7510.61
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan1 year gross return1 year net return
DDJ Bank Loan Strategy13.3512.71
OFI Global Senior Loans10.129.60
Loomis Sayles Sr Floating Rate and FI9.168.62
Eaton Vance Mgt Senior Secured Floating9.078.56
Octagon Senior Secured Credit8.868.16
Invesco Zodiac US Senior Loan Composite8.237.69
Prudential US Senior Secured Loans7.897.29
Seix High Yield Bank Loans7.747.20
Franklin Bank Loans Separate Acct Comp7.667.20
Columbia Bank Loan Strategy7.687.00
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan5 year gross return5 year net return
Invesco Euro Bank Loans Euro Composite6.706.17
Octagon Senior Secured Credit6.425.73
Loomis Sayles Sr Floating Rate and FI6.135.61
OFI Global Senior Loans5.785.28
ICM Senior Loan Fund (ICM SLF)5.714.95
Columbia Bank Loan Strategy5.454.83
Invesco Zodiac US Senior Loan Composite5.374.82
Lord Abbett & Co. Bank Loan5.514.74
Franklin Bank Loans Separate Acct Comp5.134.73
Voya Senior Loan5.224.71
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Schneider Capital Mgt Sm-Cap Val56.6554.92
Pacific Ridge Capital Ptnrs Micro Cp Val47.1444.31
ZPR Volume Momentum43.5741.06
Pacific Ridge Capital Partners Sm Cp Val35.7834.29
Hotchkis & Wiley -Small Cap Divsfd Value34.4433.46
Towle & Co. Deep Value32.8331.89
Denali NV Micro32.8531.29
CCP SMID Value32.3831.07
Foundry Partners Micro Cap Value32.2230.98
Columbia Small Cap Value I32.1230.96
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Towle & Co. Deep Value20.7119.86
Pacific Ridge Capital Ptnrs Micro Cp Val21.6719.77
O'Shaughnessy Micro Cap20.5519.26
Cooke & Bieler Small Cap Value Equity19.4818.62
Federated MDT Sm-Cap Val19.3118.13
WellsCap Analytic Small-Mid Cap Equity18.2317.53
ZPR Volume Momentum19.2817.30
Foundry Partners Micro Cap Value18.3917.30
LSV Asset Mgt Small/Mid Cap Val Eq (US)18.0117.18
Hotchkis & Wiley -Small Cap Divsfd Value18.0817.10
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Seizert Capital Partners Mid Cap32.3731.45
Allianz Mid Cap Value 10032.0030.90
Fairpointe Mid-Cap Core Equity31.3630.36
TCW Relative Value Mid Cap30.8129.76
MAP US Multi-Cap Value Composite30.8829.61
Pzena Mid-Cap Focused Value30.3129.58
Donald Smith & Co. Md-Cap Val Eq29.8729.53
Smith Graham Mid-Cap Value30.1129.15
Cooke & Bieler SMID Cap Value Equity28.0827.07
Pzena Mid Cap Value27.3727.06
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Brandes U.S. Small-Mid Cap Value Equity20.0018.89
Smith Graham Mid-Cap Value19.3118.43
TSW Mid-Cap Value18.3317.83
Donald Smith & Co. Lg-Cap Cncntrd Val Eq18.1917.60
Brandywine Div Mid Cap Dedicated Val18.3617.50
Martingale MidCap Core17.9917.18
LSV Asset Mgt Md-Cap Val Eq17.7717.04
Seizert Capital Partners Mid Cap17.8816.96
Nuance Mid Cap Value Separate Account17.5416.73
WellsCap Special US Mid Cap Value Eq17.6716.69
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
Pzena U.S. Best Ideas32.8531.56
Pzena Large Cap Focused Value30.6030.13
Large Cap Value29.7228.96
Cornerstone Concentrated 3029.1528.20
Pzena Focused Value28.7228.14
Harris Assoc. U.S. Diversified Composite29.1827.25
Hotchkis & Wiley - Lg-Cap Divers Val27.2627.04
Markston U.S. Large Cap Value27.8927.03
Snow Capital Mgt Large Cap Value27.9327.03
Hotchkis & Wiley - Lg-Cap Fundamental V27.3326.88
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
Lyrical U.S. Value Equity – EQ20.4718.78
PIMCO StocksPLUS Long Duration19.2818.71
Alpha Quant Value Equity19.3618.06
WEDGE Large Cap Value17.9417.09
Large Cap Value17.6816.98
Cornerstone Value 5017.7516.89
Levin Capital Strategies Large Cap Conc17.7916.63
Levin Cap Concntrtd Eq Lng Only Taxable17.4316.28
Boston Partners Premium Equity16.8416.23
Queens Oak Concentrated Large Cap Value17.1916.21
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Bares Capital Mgt Small-Cap50.9948.95
Baron Discovery Strategy45.4344.37
Weatherbie Capital – Spec Gr Eq44.3843.26
Granahan Inv Mgt Small Cap Discoveries41.5340.76
Kopp Emerging Growth42.4940.31
Granahan SC Advantage40.8640.24
Granahan Inv Mgt - Sm Cap Focused Grth38.5837.73
Granhan Small Cap Select37.8337.49
Granahan SMID Select38.0936.78
Rice Hall James Micro Cap Opportunities36.2535.19
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA21.5620.34
Driehaus Micro Cap Growth21.4920.25
Oberweis Micro-Cap Growth20.5019.49
Renaissance Small Cap Growth19.7619.04
Brown Capital Small Company Service20.0518.95
Friess Small Cap Growth19.6418.46
Kayne Anderson Rudnick SC Sustain Growth19.5318.35
Hood River Small Cap Growth19.1918.08
William Blair Sm-Cap Gr Team19.0617.88
US Equity Small Cap Core18.7017.84
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Naylor & Company Core Composite46.2743.58
Riverbridge Concentrated Growth37.9434.63
Kopp Emerging Blend34.0132.15
FIIG Small and Mid Cap Core32.3031.35
Pinnacle Small Mid Cap Equity32.4331.14
Princeton Sector Select Composite31.1329.77
Baron High Growth Strategy29.7328.50
Sandhill Concentrated Equity Alpha28.8327.75
Frontier Smid Research Portfolio28.8727.66
Kopp Balanced Blend29.5627.55
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite25.3122.71
BlackRock Md-Cap Gr Eq18.2117.32
Pinnacle Loprice18.2217.05
Cognios Quantitative All Cap Growth17.0216.62
T. Rowe Price US Mid-Cap Growth Equity17.2916.59
ClariVest Mid Cap Growth17.4116.54
William Blair SMID Gr Team17.6216.52
Janus Henderson Mid Cap Growth17.1316.38
Sandhill Concentrated Equity Alpha17.2116.33
T. Rowe Price US Small-Cap Growth Equity17.0816.30
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
LEIA CBI41.3541.35
Zevenbergen Growth Equity36.9236.41
ICON Dom Core Eq36.9136.06
Edgewood Mgt Lg-Cap Gr34.5733.48
T. Rowe Price US Large-Cap Growth Equity32.1831.54
Morgan Creek Direct Top 2032.5131.28
Morgan Stanley Growth31.2930.31
Morgan Stanley Multi Cap Growth31.5030.23
T. Rowe Price U.S. Growth Stock SMA30.1729.95
Baron Large Cap Growth Strategy29.9929.14
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI21.2421.24
Loomis Sayles All Cap Growth19.7619.23
Cognios Quantitative Large Cap Growth19.5619.19
Edgewood Mgt Lg-Cap Gr20.1219.11
Loomis Sayles Large Cap Growth18.9018.47
Cookson Peirce All-Cap Equity MA19.0318.44
Advisory Research U.S. Large Cap Growth18.8218.32
Morgan Stanley Growth18.9818.10
Suffolk Capital Mgt Core Eq18.9718.04
ClearBridge Large Cap Growth18.4717.73
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Paradigm Capital Small Cap Core41.6440.67
The Capital Mgt Corp SMID36.3435.68
Kestrel Inv Mgt Corp. Sm-Cap Val Eq35.4434.21
Perritt MicroCap Opportunities35.5234.20
Mesirow Financial Inv Mgt Micro Cap Val34.3733.09
Ironwood Inv Mgt Conc Small Cap Val34.7932.97
Federated MDT Sm-Cap Core33.0731.79
Orchard Select Small Cap Value32.5231.23
Messner & Smith Mid-Cap Equity32.3431.09
Sterling Small Cap Value31.7430.90
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
The Capital Mgt Corp SMID19.8419.13
Federated MDT Sm-Cap Core19.9618.79
Jacobs Levy Small Cap (S&P 600)19.2218.24
361 U.S. Small Cap Equity19.0917.79
Wakefield Small Cap Equity19.0617.51
BMO Disciplined Small-Cap Core18.2317.18
Smith Graham Small Cap Value17.9217.06
Jacobs Levy Small Cap (Russell 2000)18.0017.03
Orchard Select Small Cap Value18.1817.01
Wellington Small Cap Opportunities18.0216.98
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
The Capital Mgt Corp All Cap Equity Comp35.4534.38
The Boston Opportunistic Investor42.9734.09
Advisors Capital Mgt Growth31.2129.58
Fisher Small and Mid Cap Value29.0328.37
PPCM Mid-Cap Eq Comp28.6828.03
Stewart Capital Mid Cap Portfolio28.4327.77
The Boston SMID Cap Opportunistic Value28.6827.56
Smith Graham SMID (Small/Mid) Cap Value28.1827.27
New Amsterdam Md-Cap Active Eq26.9026.57
Federated MDT Mid Cap Growth27.2526.20
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Smith Graham SMID (Small/Mid) Cap Value18.6717.80
Boston Partners Mid-Cap Value Equity17.8917.43
QMA US Mid Cap Core Equity17.7717.13
Clarkston Capital SMID Composite17.3616.71
Iridian Private Value/ Mid-Cap Equity17.0816.31
AT Capital Management Mid Cap Core16.6716.31
Chartwell Mid-Cap Value17.0316.11
Triboro Socially Responsible All Cap16.0616.06
Triboro All Cap16.0116.01
Channing Capital Small Mid-Cap Value16.3215.72
Source: Morningstar Separate Account/CIT Fund Database

Large Blend1 year gross return1 year net return
Harris Assoc. Concentrated36.0734.75
AT Capital Management Lg Cap Core31.9531.44
TCW New America Premier Equities31.5230.54
Harris Assoc. U.S. Equity Composite31.0830.12
The CMC Dividend Appreciation30.1929.55
Todd Large Cap Intrinsic Value28.6527.90
Sierra Inv Large Cap Intrinsic Value Eq28.6527.90
Dodge & Cox U.S. Equity Composite28.3427.59
Oak Associates All Cap Core Growth28.4727.53
NB Nackenson SMA Strategy27.2927.29
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
NB Nackenson SMA Strategy17.8817.88
Mellon Capital Dynamic U.S. Equity Comp18.3917.81
Aristotle Value Equity17.2216.83
Glenmede Large Cap Equity17.4016.53
Oak Associates All Cap Core Growth17.3916.53
NB Multi-Cap Opportunities16.3916.34
Glenmede Large Cap Socially Responsible16.9716.11
Lazard U.S. Equity Concentrated16.8716.10
River Road Focused Absolute Value Comp16.8416.06
Oak Associates Select Gr Portfolio16.7416.05
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity1 year gross return1 year net return
Calamos Phineus Long/Short Composite29.9928.39
BlackRock Alpha Advantage 500 Composite21.1921.19
QMA US Core Equity Extended20.2819.51
BP Emerging Markets L/S Equity20.5218.30
Epoch Global Absolute Return17.8716.58
PVG Dynamic Core ETF17.2816.18
Global Low Volatility (SM)16.0814.96
Confluence IDEA - Plus15.2513.34
River Road Long-Short Equity14.3413.20
Horizon Focused ETF with Risk Assist14.5412.31
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity5 year gross return5 year net return
QMA US Core Equity Extended17.3216.56
BlackRock Alpha Advantage 500 Composite15.9415.94
Calamos Phineus Long/Short Composite13.3711.77
Confluence IDEA - Plus12.9511.31
WellsCap Analytic Global Long/Short Eq11.8011.28
Boston Partners Research Equity Comp10.078.71
Atlas 100/30 Long Short9.068.15
Epoch Global Absolute Return9.267.91
SP US Tactical BRI9.667.76
Horizon Focused ETF with Risk Assist9.697.54
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long1 year gross return1 year net return
PanAgora Dynamic Intl Extended Alpha27.0325.53
UBS: US Equity Opportunity Unconstrained25.6725.52
AQR Capital Global RC 40(140/40)25.2424.32
Martingale 130/30 LargeCap Growth24.4823.56
AQR Capital US Relaxed Constraint 4024.0223.30
PVG Global Macro Portfolio24.3222.80
Cornerstone International Opportunities23.6522.80
Boston Partners 130/30 Large Cap Value22.5322.25
Large Cap Core 130/3023.2422.22
Martingale 130/30 LargeCap Core 50022.4521.55
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long5 year gross return5 year net return
Numeric Investors Amplified Core 130/3020.1118.94
UBS: US Equity Opportunity Unconstrained17.3817.24
Martingale 130/30 LargeCap Growth17.8216.95
Cornerstone US Equity Opportunities17.6416.94
AQR Capital US Relaxed Constraint 4017.4216.73
Glenmede Large Cap 130/3017.4016.54
Martingale Low Volatility Long/Short17.2316.36
Martingale 130/30 LargeCap Core 50017.1716.31
Martingale 130/30 LargeCap Value16.5815.72
Boston Partners 130/30 Large Cap Value15.8615.62
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral1 year gross return1 year net return
RVP Absolute Return Strategy11.2310.28
Copeland Risk Managed Dividend Growth10.249.12
Convergence Market Neutral9.288.16
PanAgora Dynamic Global Market Neutral11.416.87
Swan Defined Risk Strategy7.136.65
Constantia Merger-Arbitrage7.026.40
Research Market Neutral7.076.01
SSI Convertible Income6.975.96
Invesco US Market Neutral Equity4.874.87
DCM Structured US Market Neutral4.493.46
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral5 year gross return5 year net return
Copeland Risk Managed Dividend Growth11.6210.51
Swan Defined Risk Strategy7.126.55
Constantia Merger-Arbitrage6.255.72
PanAgora Dynamic Global Market Neutral7.235.49
RVP Absolute Return Strategy5.454.48
Cognios Market Neutral Large Cap Value4.713.31
SSI Convertible Income3.602.59
Invesco US Market Neutral Equity2.582.43
Martingale Equity Market Neutral3.162.13
Numeric Investors US Market Neutral2.581.57
Source: Morningstar Separate Account/CIT Fund Database

World Stock1 year gross return1 year net return
Harris Assoc. Global Concentrated Comp41.0940.02
Baillie Gifford Long Term Global Growth35.8534.93
Southeastern Asset Mgt Global Equity33.5532.93
Pzena Global Focused Value33.3532.60
Global Thematic Partners Equity32.4331.79
Harris Assoc. GLB All Cap Eq Composite32.7131.68
DSM Global Growth Equity32.3431.14
OFI Global Gbl Equity31.8931.12
Morgan Stanley Global Opportunity32.3030.97
Johnston Asset Mgt Corp. Global Equity30.7729.88
Source: Morningstar Separate Account/CIT Fund Database

World Stock5 year gross return5 year net return
Morgan Stanley Global Opportunity20.3818.90
Thornburg Global Opportunities Sep Acct18.1717.27
Baillie Gifford Long Term Global Growth18.0517.22
T. Rowe Price Glb Focused Growth Equity16.8816.15
DSM Global Focus Equity17.0315.88
DSM Global Growth Equity16.6015.49
Wellington Global Growth16.3115.45
Navellier International Select17.0715.06
Henry James International Select Equity17.0315.02
Jennison Global Equity Opportunities15.6514.78
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value1 year gross return1 year net return
American Century Non-U.S. Intrinsic Val34.0833.66
Wellington Intl Contrarian Value34.6433.54
Pzena International(ex-U.S.)FocusedValue33.0732.33
RBC International Equity Fund29.9428.73
Pzena Intl Value All Country (ex-U.S.)28.9028.16
Pzena International Value EAFE28.5128.12
Acadian ACW ex-U.S. Equity Composite27.8626.95
ARGA International Diversified Strategy28.0426.85
LSV International ACWI Ex US27.8526.81
Acadian Non-U.S. All-Cap Equity Compst27.7226.77
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value5 year gross return5 year net return
American Century Non-U.S. Intrinsic Val17.6117.13
Wellington Intl Contrarian Value16.3015.33
RBC International Equity Fund13.7012.63
Pzena International(ex-U.S.)FocusedValue12.6911.98
Acadian Non-U.S. All-Cap Equity Compst12.3911.55
Pzena International Value EAFE11.8511.50
Systematic International Equity12.3111.33
Cornerstone Systematic Intl Equity11.7711.22
BMO Disciplined International Equity11.8611.01
NT Quality Large Cap Core EAFE11.4310.95
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend1 year gross return1 year net return
Harris Assoc. International41.5240.56
Southeastern Asset Mgt Intl Eq30.9729.91
Federated EAFE Equity Composite29.5128.54
HGK International Equity28.9127.71
Intl Select Equity Ex Emerging Markets28.7827.61
WellsCap EverKey Focused Global Equity28.8627.61
WellsCap International Equity CEF28.5427.47
EARNEST International Equity27.9826.90
Acadian Non-U.S. Equity Composite27.7826.85
Trilogy International Equity Composite26.6726.21
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend5 year gross return5 year net return
Acadian ADR Non-U.S. Equity Composite15.7314.86
Harris Assoc. International13.8113.01
HGK International Equity13.7912.79
Artisan Non-U.S. Value13.6112.57
Acadian Non-U.S. Equity Composite13.3212.48
Fiduciary Mgt of Milwaukee Intl Comp12.9812.18
Southeastern Asset Mgt Intl Eq13.1112.14
Acadian Non-US ADR Eq (Model/Envestnet)13.8612.13
WellsCap EverKey Focused Global Equity13.0111.89
BlackRock Intl Alpha Tilt Composite11.8811.88
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth1 year gross return1 year net return
Morgan Stanley International Opportunity33.4732.10
Baillie Gifford EAFE Plus Alpha Equities31.6130.88
Morgan Stanley International Advantage31.5230.13
Fisher All Foreign Equity Focused30.3129.92
Lazard International Discounted Assets28.4127.76
Thornburg International Growth Sep Acct28.0427.02
Baillie Gifford ACWI ex US Alpha Eq27.3626.61
Johnston Asset Mgt Corp. Intl Eq27.1126.36
Capital Group Intl All Countries Eq Comp27.0026.13
Fisher Foreign Equity26.2525.44
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth5 year gross return5 year net return
Wellington International Quality Growth15.6414.78
Morgan Stanley International Opportunity15.8914.61
Morgan Stanley International Advantage14.3612.96
Burgundy EAFE Composite12.9712.11
Nuveen International Gr ADR comp13.0511.92
Brown Capital International Equity Svc12.5611.78
Financial Trust Intl ValueMomentum13.1011.70
Thornburg International Growth Sep Acct12.5611.65
WCM Inv Mgt Focused Growth Intl12.2111.44
Baillie Gifford EAFE Plus Alpha Equities11.5310.87
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value1 year gross return1 year net return
LSV Asset Mgt Intl Sm-Cap Val Eq33.5732.26
ARGA International Small-Cap Strategy30.9329.40
Acadian Non-U.S. Small-Cap Equity Compst27.4126.47
First Eagle International Small Cap Val27.5826.12
SSgA International Small Cap Active27.1125.90
AJO International Small Cap26.5725.85
WellsCap Special Intl Small Cap Equity26.8425.60
GlobeFlex International Micro Cap Cmpst26.4525.35
Segall Bryant International Small Cap25.8825.03
GlobeFlex International Small Cap25.8324.86
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value5 year gross return5 year net return
LMCG Int'l Sm Cap Eq17.2916.20
Acadian Non-U.S. Small-Cap Equity Compst15.9015.04
QMA International Small Cap Equity15.9715.00
Segall Bryant International Small Cap15.3914.77
LSV Asset Mgt Intl Sm-Cap Val Eq15.1113.99
Brandes International Small Cap Eq14.8313.85
Brandes International Sm-Mid Cap Equity14.7613.60
SSgA International Small Cap Active14.6213.57
GlobeFlex International Micro Cap Cmpst14.5213.51
The Boston International Small Cap Eq14.4413.42
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth1 year gross return1 year net return
GW&K International Small Cap Strategy34.3333.01
FIIG Foreign Equity Small Cap Composite31.3630.62
Expedition Intl Micro Cap Comp32.2230.25
FIIG All Foreign Equity Small Cap29.7329.00
Schroders International Small Cap28.6427.62
TimesSquare International Small Cap28.4027.16
T. Rowe Price International Small-Cap Eq26.3625.19
Baring International Small Cap Equity25.7724.85
OFI Global International Small-Mid Cap25.6424.57
Granahan International Small Cap26.0423.83
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth5 year gross return5 year net return
Oberweis Intl Opportunities21.0819.93
OFI Global International Small-Mid Cap20.1719.14
Expedition Intl Micro Cap Comp20.5818.95
EAM International Small Cap18.4617.32
Baring International Small Cap Equity17.6516.71
Rainier International Small Cap Equity16.9516.03
TimesSquare International Small Cap16.9515.80
FIIG Foreign Equity Small Cap Composite14.9814.34
Granahan International Small Cap16.1214.33
Wasatch Int'l Micro Cap Composite16.1613.99
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock1 year gross return1 year net return
Ashmore Latin America Small Cap Equity31.9229.99
Financial Trust Latin Value Momentum24.1322.62
Latin American Equity17.5916.42
Morgan Stanley Latin America Equity16.1715.75
T. Rowe Price Latin America Equity15.6114.64
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock5 year gross return5 year net return
Financial Trust Latin Value Momentum11.6710.30
Latin American Equity-0.42-1.45
T. Rowe Price Latin America Equity-0.61-1.46
Ashmore Latin America Small Cap Equity-0.72-2.26
Morgan Stanley Latin America Equity-1.96-2.31
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock1 year gross return1 year net return
T. Rowe Price Europe Smaller Comp Equity37.7236.69
Pzena European Focused Value34.7334.28
Evermore European Opportunities35.5534.22
Boston Company Euroland Small Cap Equity34.2332.99
SSgA Europe ex-UK Alpha Strategy32.8532.85
Baillie Gifford Europe ex-UK Equities31.3030.47
Pictet Small Cap European Core Comp31.2930.40
Pictet Asset Mgt Eastern European Equity31.0029.98
Baillie Gifford Pan-European Equities28.7327.89
Acadian European Equity Composite28.5027.54
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock5 year gross return5 year net return
Boston Company Euroland Small Cap Equity19.1118.01
SSgA Europe ex-UK Alpha Strategy17.7617.76
Numeric Investors Europe Core18.2217.38
T. Rowe Price Europe Smaller Comp Equity17.5716.69
Pictet Small Cap European Core Comp16.0115.21
Baillie Gifford Europe ex-UK Equities15.1914.45
Acadian European Equity Composite15.2014.34
INTECH European Large Cap Core13.9213.33
Wellington Strategic European Equity14.0513.21
T. Rowe Price Europe ex-UK Equity13.3712.82
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock1 year gross return1 year net return
DaiwaSB Japan EqSmall Cap Absolute Value48.6047.59
Lazard Japanese Strategic Equity38.9838.46
DaiwaSB Japan Eq MidSm Cap GARP35.1434.22
DaiwaSB Japan Eq Small Cap GARP34.8133.90
Lazard Japanese Equity32.5432.16
Baillie Gifford Japanese All Cap29.3928.53
Baillie Gifford Japan Growth27.3426.60
DaiwaSB Japan Eq Value Plus Alpha25.3224.58
Dalton Japan Long Only Composite24.8723.96
Brandes Japan Equity24.2723.28
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock5 year gross return5 year net return
DaiwaSB Japan EqSmall Cap Absolute Value24.2523.39
DaiwaSB Japan Eq MidSm Cap GARP19.1018.28
DaiwaSB Japan Eq Small Cap GARP17.0616.30
Dalton Japan Long Only Composite17.1916.01
Burgundy Asian (All Cap) Composite16.4315.28
Baillie Gifford Japanese All Cap15.9715.23
Burgundy Focus Asian Composite15.0414.18
T. Rowe Price Japan Equity14.1413.50
Baillie Gifford Japan Growth13.8913.15
Brandes Japan Equity13.4212.52
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Baillie Gifford Asia ex Japan Equities34.6733.82
Lazard Emg Markets Eq Blend Asia ADR31.3330.28
FIIG Asia ex-Japan Equity30.9329.01
PGI Asia ex-Japan Equity28.6827.88
T. Rowe Price Asia ex-Japan Equity25.3424.28
Morgan Stanley Asia Equity23.0822.90
Asia Pacific ex Japan Equity24.0922.85
Newton Asia Pacific Ex Japan Equity22.7822.02
Allianz Asia-Pfc ex Japan Eq (Core Reg)22.5721.43
Morgan Stanley Asia Pacific Equity21.7120.78
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk5 year gross return5 year net return
Brandes Asia Pacific ex-Japan Equity12.8511.71
Baillie Gifford Asia ex Japan Equities11.1610.42
FIIG Asia ex-Japan Equity11.099.61
Morgan Stanley Asia Equity8.708.45
PGI Asia ex-Japan Equity8.217.61
T. Rowe Price Asia ex-Japan Equity8.437.53
Allianz Total Return Asia Equity9.537.51
Morgan Stanley Asia Pacific Equity8.157.39
Allianz Asia-Pfc ex Japan Eq (Core Reg)8.047.15
Asia Pacific ex Japan Equity7.296.19
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia1 year gross return1 year net return
Financial Trust Asia ValueMomentum32.0430.41
Templeton Asia Pacific Eq30.0629.28
GAM Asia-Pacific Equity26.8526.34
ZPR All Asian26.1824.66
Dalton Asia Long Only Composite23.0721.83
Sit Inv Pac Basin22.7321.65
Accuvest Asian Advantage22.0621.21
Asia Pacific inc Japan Equity20.4719.26
WellsCap SF Global Asia Pacific Equity20.1319.19
ARI Asian Pacific16.8416.84
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia5 year gross return5 year net return
Financial Trust Asia ValueMomentum17.4716.02
Dalton Asia Long Only Composite15.3613.72
ARI Asian Pacific12.7712.77
ZPR All Asian11.9410.54
WellsCap SF Global Asia Pacific Equity10.859.97
Horizon Asia Institutional10.919.80
Templeton Asia Pacific Eq8.868.26
Sit Inv Pac Basin8.687.71
Accuvest Asian Advantage7.286.86
Asia Pacific inc Japan Equity7.856.74
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts1 year gross return1 year net return
Numeric Investors Emerging Markets Alpha37.1635.78
Baillie Gifford Emerging Mkts Lead Co Eq36.4835.43
Baillie Gifford Emerging Mkts All Cap Eq35.9634.90
Pzena Emerging Markets Focused Value34.3733.46
JPMorgan Emg Mkts Eq Diversified28.8332.77
PIMCO RAE Fundamental PLUS EMG34.1632.62
UBS Emerging Markets Equity HALO32.6131.84
GlobeFlex Emerging Mkts Small Cap Cmpst33.0631.76
Macquarie Emerging Markets Equity32.7831.49
Acadian Emerging Markets Small-Cap Comp32.9731.37
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts5 year gross return5 year net return
Acadian Frontier Markets Equity Compst16.2714.57
Ashmore EM Middle East Equity16.0214.24
Acadian Emerging Markets Small-Cap Comp14.9513.54
Ashmore EM Frontier Markets Equity14.4012.68
Numeric Investors Emerging Markets Alpha13.3012.08
QMA Emerging Markets Small Cap Equity12.8011.69
William Blair – Emerging Mkts Sm Cap Gr12.5511.47
SSGA Active Emerging Markets Sm Cp Strat12.5311.37
Morgan Stanley Frontier Emerging Markets13.3811.31
EAM Emerging Markets Small Cap11.9310.55
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate1 year gross return1 year net return
Third Avenue Real Estate Value Equity16.1914.93
Cohen & Steers European Real Estate Secs14.3513.17
International REITs Composite9.758.74
PGI Core Real Estate Property9.828.55
Cohen & Steers Int'l Real Estate Secs9.088.33
Presima Global RE Sec. Enhanced Yield7.946.97
LaSalle ex-US Real Estate Securities7.676.93
Morgan Stanley Glbl Infrastructure Sec7.776.66
PGI Global ex-US Real Estate Securities7.106.47
Goldman Sachs Intl Real Estate Secs6.785.91
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate5 year gross return5 year net return
Cohen & Steers European Real Estate Secs13.4612.56
PGI Core Real Estate Property12.7111.42
Third Avenue Real Estate Value Equity12.3111.07
Brookfield Gbl Rl Estate Secs Alpha11.0810.31
Financial Trust Global REIT11.6510.28
Global REIT Income Preference10.8910.18
Morgan Stanley Glbl Infrastructure Sec11.3110.10
Cohen & Steers Global Real Estate Secs9.709.21
AB Global Real Estate Securities9.748.98
Adelante Global Strategy Composite9.678.96
Source: Morningstar Separate Account/CIT Fund Database

World Bond1 year gross return1 year net return
Templeton Global Multisector Plus Comp13.2212.72
Templeton Global Bond Plus Composite10.8710.38
Newfleet Global Multi-Sector Income Comp11.109.61
Stone Harbor Glbl High Yield Comp 70/309.949.57
Templeton International Bond Plus Comp10.039.55
Stone Harbor Global High Yield 50/509.469.10
Western Asset Mgt Glbl Multi Sector9.378.94
Brandywine Global Opportunistic Tot Ret9.428.63
Muzinich & Co., Glbl High Yld8.928.38
Brandywine Global Unconstrained F/I8.597.81
Source: Morningstar Separate Account/CIT Fund Database

World Bond5 year gross return5 year net return
Western Asset Mgt UK Core Full7.797.51
Newfleet Global Multi-Sector Income Comp7.886.43
OFI Global Cat Bond7.646.09
GMO Currency Hedged Int’l Bond Strategy6.486.05
Stone Harbor Glbl High Yield Comp 70/305.875.45
PIMCO Non US Hedged5.955.44
Muzinich & Co., Glbl High Yld5.915.33
Stone Harbor Global High Yield 50/505.675.28
Standish Euro Core Plus Fixed Income5.495.22
Western Asset Mgt Euro Core Full Discr5.255.02
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ U.S. Opportunistic High Yield Comp19.5318.92
DCM High Yield18.7318.14
DDJ Total Return Credit II Composite20.1517.75
MacKay Select High Yield Composite18.1717.59
Nuveen High Yield Fixed Income16.8816.30
PineBridge High Yield Bond Composite16.2215.71
T. Rowe Price Credit Opportunities Comp15.7415.14
Logan Circle High Yield15.4214.85
Diamond Hill High Yield15.1914.62
Penn Capital Opportunistic High Yield14.7914.44
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
TCW Opportunistic MBS10.9310.15
T. Rowe Price Europe High Yield Bond9.879.31
MacKay Select High Yield Composite9.659.11
Nomura NCRAM HY Total Return Inst9.218.67
Oaktree European High Yield Bonds9.208.66
DCM High Yield9.078.53
Morgan Stanley U.S. High Yield9.198.26
Federated Opportunistic High Yield Comp8.808.26
Strategic Income Mmgt SiM High Yld Instl8.648.19
Lord Abbett High Yield Opportunistic8.988.07
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities5.104.74
Columbia US Government Mortgage2.171.67
Chilton International Fixed1.751.26
Smith Breeden Mortgage Index Plus0.560.23
DBF Interm Mortgage-Backed Securities-0.07-0.25
CCM Fixed Income Portfolio0.23-0.27
TCW Index Plus MBS-0.33-0.59
DBF Intermediate Duration Govt/Agency-0.46-0.60
Ryan Labs LDI Interm Duration 3-5-0.40-0.77
Amalgamated Bank Intermediate Duration-0.74-0.99
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.775.29
Columbia US Government Mortgage3.352.93
TCW Index Plus MBS3.042.83
Smith Breeden Mortgage Index Plus2.301.94
M.D. Sass Core Fix-Inc2.111.83
Ryan Labs LDI Interm Duration 3-52.091.71
Amalgamated Bank Intermediate Duration1.851.59
Great Lakes Core Govmt Only Fix-Inc1.531.41
Chicago Equity Core Fix-Inc1.601.35
Northern Trust Government Index1.371.22
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond13.0412.04
Flaherty & Crumrine Separate Mgd Account11.8211.29
Spectrum Preferred Securities11.0910.83
PIMCO Diversified Income9.518.74
BBH Core Fixed Income6.596.33
Logan Circle Multi-Sector Fixed Income5.765.38
Morgan Stanley Core Plus Fix-Inc5.815.20
BCM Decathlon Conservative Aspect(Pro1)7.835.04
PIMCO Global Invstm Grade Corporate5.384.88
Brandes Corporate Focus Fixed Income5.134.76
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account9.258.73
Spectrum Preferred Securities8.528.26
Herzfeld Taxable Closed-End Bond7.316.39
RSA Unconstrained Bond Strategy5.915.39
PIMCO Diversified Income6.115.38
ClearArc Capital Strategic Income Plus5.434.97
PIMCO Global Invstm Grade Corporate5.444.95
Manulife AM US Core Plus Fixed Income4.984.67
Morgan Stanley Core Plus Fix-Inc5.194.54
Loomis Sayles Core Plus Full Discretion4.744.44
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite1.210.90
Garcia Hamilton Fix-Inc Short Dur0.810.67
Ryan Labs Limited Duration Govt Credit0.850.54
Standish Glb Govt-Short Dur (US$ Hedged)0.650.50
M.D. Sass 2-Year FI0.690.47
TCW MBS Short-Intermediate0.670.39
BlackRock Mortgage0.530.34
AB US Low Duration0.720.26
WellsCap Montgomery US Short Duration FI0.690.24
RBC Short Duration: 1-3 Year Government0.220.08
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.972.71
RBC Access Capital Community Invmt2.522.09
Sit Inv Short Dur Strat2.281.87
PNC Cap Adv US Government Mortgage1.941.59
Victory INCORE Short Government1.791.48
M.D. Sass 3-Year FI1.731.38
Garcia Hamilton Fix-Inc Short Dur1.261.13
M.D. Sass 2-Year FI1.341.09
WellsCap Montgomery US Short Duration FI1.280.83
TCW MBS Short-Intermediate1.070.77
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Goldman Sachs Opportunistic Fixed Income5.705.08
Advisors Capital Mgt Fixed Income5.644.77
Post Limited Term High Yield Comp5.454.77
Newfleet Multi-Sector Short Dur Cpst4.894.39
Century Mgmt Fixed Income4.724.34
Frost Intermediate Taxable Composite4.754.32
TCW Strategic Income6.013.78
Semper Short Duration Fixed Income Strgy3.983.73
Lord Abbett Short Duration Credit3.072.82
iSectors Domestic Fixed Income3.082.62
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Post Limited Term High Yield Comp5.274.59
Frost Intermediate Taxable Composite4.714.30
TCW Strategic Income5.964.05
Newfleet Multi-Sector Short Dur Cpst4.013.51
Goldman Sachs Opportunistic Fixed Income3.863.23
Advisors Capital Mgt Fixed Income3.813.13
WellsCap Intermediate Premier FI3.323.01
Thornburg Limited Term Income Sep Acct3.322.94
Dodge & Cox Intermediate FI Composite3.182.84
Century Mgmt Fixed Income3.102.64
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak26.9325.80
FIAM Leveraged Loan Composite7.817.28
BNP Paribas Mortgage Alpha4.093.53
PIMCO Short Term3.753.30
Pioneer Multi-Asset Ultrashort Income2.822.56
Western Asset Mgt US Enhanced Cash2.372.16
Federated Active Cash Broad FI Composite2.051.82
Merganser Floating Rate Bond1.841.65
Seix Ultra Short1.761.58
Payden & Rygel Enhanced Cash Long1.511.35
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak17.2616.78
FIAM Leveraged Loan Composite5.555.03
BNP Paribas Mortgage Alpha4.233.72
Western Asset Mgt US Enhanced Cash1.911.72
Pioneer Multi-Asset Ultrashort Income2.021.70
PIMCO Short Term2.091.66
Federated Active Cash Broad FI Composite1.471.19
TCW Ultra Short1.291.06
Payden & Rygel Enhanced Cash Long1.211.03
Federated Active Cash Moderate FI Comp1.331.02
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
JKMAM Active Aggregate-0.32-0.47
Long Duration Gov/Credit Plus Composite-0.20-0.51
Long Duration Gov/Credit Composite-0.33-0.56
Camden Long Duration (US Corporate) Comp-1.95-2.18
Hillswick Long Duration Government-3.25-3.56
DoubleLine Long Duration Total Return-3.59-5.21
TCW Long Duration Gov-5.81-5.92
PIMCO Long Duration Treasury-6.24-6.70
SSgA Long U.S. Govt Bond Index Strategy-6.98-7.02
NISA Long Dur Govt Only Consolidated-8.57-8.75
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
Long Duration Gov/Credit Composite4.654.39
Long Duration Gov/Credit Plus Composite4.714.13
Hillswick Long Duration Government4.133.84
NISA 15+ STRIPS Fixed Income Composite3.703.47
NISA Long Dur Govt Only Consolidated2.972.72
Hoisington Inv Mgt Macroeconomic FI Comp2.942.72
PIMCO Long Duration Treasury3.102.61
TCW Long Duration Gov2.362.24
JKMAM Active Aggregate2.312.15
SSgA Long U.S. Govt Bond Index Strategy2.791.17
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
PIMCO Long Term Bond - Long Credit5.955.66
Niemann Tactical Global Bond6.614.83
FIAM Long Corporate Composite3.963.68
Standish Long Corporate3.733.52
Ramirez Long Duration Composite3.323.26
NISA Long Dur Credit Only Consolidated3.273.04
BlackRock US Long Credit3.213.02
NISA Long Credit3.222.99
Loomis Sayles Core Plus3.262.97
Dodge & Cox Long Duration FI Composite3.302.94
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit7.327.02
TCW Long Duration Credit6.446.26
Dodge & Cox Long Duration FI Composite6.325.93
BlackRock US Long Credit6.105.85
Western Asset Mgt US Long Duration6.185.85
Schroders Value Long Duration6.005.80
FIAM Long Corporate Composite6.025.73
Ryan Labs Long-Credit6.025.71
Logan Circle Long Duration5.985.65
NISA Long Credit5.835.59
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
First Trust Taxable Closed End Fund14.7913.19
Putnam Fixed Income Global Alpha Plus13.2512.56
PIMCO Floating Income12.7712.03
Eaton Vance Multi-Sector Bond12.4411.89
PIMCO Income Composite10.089.49
Federated Strategic Multi-Sector FI Comp9.409.02
Aristotle Strategic Credit - Composite8.308.30
Loomis Sayles Multi-Sector Full Discretn8.478.11
Newfleet Multi-Sector Opportunistic Cpst8.397.79
PIMCO Unconstrained Bond Strategy8.297.49
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
PIMCO Income Composite8.658.10
TCW Securitized Opportunities7.516.44
Loomis Sayles Multi-Sector Full Discretn6.265.93
Thornburg Multisector Opportun Sep Acct6.295.58
Newfleet Multi-Sector Opportunistic Cpst5.855.27
Guggenheim Fixed Income5.565.21
First Trust Taxable Closed End Fund6.815.18
Manulife AM Strategic Fixed Income Opp5.565.14
FIAM Tactical Bond5.304.88
Federated Strategic Multi-Sector FI Comp5.124.78
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ U.S. Opportunistic High Yield Comp19.5318.92
DCM High Yield18.7318.14
DDJ Total Return Credit II Composite20.1517.75
MacKay Select High Yield Composite18.1717.59
Nuveen High Yield Fixed Income16.8816.30
PineBridge High Yield Bond Composite16.2215.71
T. Rowe Price Credit Opportunities Comp15.7415.14
Logan Circle High Yield15.4214.85
Diamond Hill High Yield15.1914.62
Penn Capital Opportunistic High Yield14.7914.44
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
TCW Opportunistic MBS10.9310.15
T. Rowe Price Europe High Yield Bond9.879.31
MacKay Select High Yield Composite9.659.11
Nomura NCRAM HY Total Return Inst9.218.67
Oaktree European High Yield Bonds9.208.66
DCM High Yield9.078.53
Morgan Stanley U.S. High Yield9.198.26
Federated Opportunistic High Yield Comp8.808.26
Strategic Income Mmgt SiM High Yld Instl8.648.19
Lord Abbett High Yield Opportunistic8.988.07
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities5.104.74
Columbia US Government Mortgage2.171.67
Chilton International Fixed1.751.26
Smith Breeden Mortgage Index Plus0.560.23
DBF Interm Mortgage-Backed Securities-0.07-0.25
CCM Fixed Income Portfolio0.23-0.27
TCW Index Plus MBS-0.33-0.59
DBF Intermediate Duration Govt/Agency-0.46-0.60
Ryan Labs LDI Interm Duration 3-5-0.40-0.77
Amalgamated Bank Intermediate Duration-0.74-0.99
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.775.29
Columbia US Government Mortgage3.352.93
TCW Index Plus MBS3.042.83
Smith Breeden Mortgage Index Plus2.301.94
M.D. Sass Core Fix-Inc2.111.83
Ryan Labs LDI Interm Duration 3-52.091.71
Amalgamated Bank Intermediate Duration1.851.59
Great Lakes Core Govmt Only Fix-Inc1.531.41
Chicago Equity Core Fix-Inc1.601.35
Northern Trust Government Index1.371.22
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond13.0412.04
Flaherty & Crumrine Separate Mgd Account11.8211.29
Spectrum Preferred Securities11.0910.83
PIMCO Diversified Income9.518.74
BBH Core Fixed Income6.596.33
Logan Circle Multi-Sector Fixed Income5.765.38
Morgan Stanley Core Plus Fix-Inc5.815.20
BCM Decathlon Conservative Aspect(Pro1)7.835.04
PIMCO Global Invstm Grade Corporate5.384.88
Brandes Corporate Focus Fixed Income5.134.76
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account9.258.73
Spectrum Preferred Securities8.528.26
Herzfeld Taxable Closed-End Bond7.316.39
RSA Unconstrained Bond Strategy5.915.39
PIMCO Diversified Income6.115.38
ClearArc Capital Strategic Income Plus5.434.97
PIMCO Global Invstm Grade Corporate5.444.95
Manulife AM US Core Plus Fixed Income4.984.67
Morgan Stanley Core Plus Fix-Inc5.194.54
Loomis Sayles Core Plus Full Discretion4.744.44
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite1.210.90
Garcia Hamilton Fix-Inc Short Dur0.810.67
Ryan Labs Limited Duration Govt Credit0.850.54
Standish Glb Govt-Short Dur (US$ Hedged)0.650.50
M.D. Sass 2-Year FI0.690.47
TCW MBS Short-Intermediate0.670.39
BlackRock Mortgage0.530.34
AB US Low Duration0.720.26
WellsCap Montgomery US Short Duration FI0.690.24
RBC Short Duration: 1-3 Year Government0.220.08
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.972.71
RBC Access Capital Community Invmt2.522.09
Sit Inv Short Dur Strat2.281.87
PNC Cap Adv US Government Mortgage1.941.59
Victory INCORE Short Government1.791.48
M.D. Sass 3-Year FI1.731.38
Garcia Hamilton Fix-Inc Short Dur1.261.13
M.D. Sass 2-Year FI1.341.09
WellsCap Montgomery US Short Duration FI1.280.83
TCW MBS Short-Intermediate1.070.77
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Goldman Sachs Opportunistic Fixed Income5.705.08
Advisors Capital Mgt Fixed Income5.644.77
Post Limited Term High Yield Comp5.454.77
Newfleet Multi-Sector Short Dur Cpst4.894.39
Century Mgmt Fixed Income4.724.34
Frost Intermediate Taxable Composite4.754.32
TCW Strategic Income6.013.78
Semper Short Duration Fixed Income Strgy3.983.73
Lord Abbett Short Duration Credit3.072.82
iSectors Domestic Fixed Income3.082.62
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Post Limited Term High Yield Comp5.274.59
Frost Intermediate Taxable Composite4.714.30
TCW Strategic Income5.964.05
Newfleet Multi-Sector Short Dur Cpst4.013.51
Goldman Sachs Opportunistic Fixed Income3.863.23
Advisors Capital Mgt Fixed Income3.813.13
WellsCap Intermediate Premier FI3.323.01
Thornburg Limited Term Income Sep Acct3.322.94
Dodge & Cox Intermediate FI Composite3.182.84
Century Mgmt Fixed Income3.102.64
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak26.9325.80
FIAM Leveraged Loan Composite7.817.28
BNP Paribas Mortgage Alpha4.093.53
PIMCO Short Term3.753.30
Pioneer Multi-Asset Ultrashort Income2.822.56
Western Asset Mgt US Enhanced Cash2.372.16
Federated Active Cash Broad FI Composite2.051.82
Merganser Floating Rate Bond1.841.65
Seix Ultra Short1.761.58
Payden & Rygel Enhanced Cash Long1.511.35
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak17.2616.78
FIAM Leveraged Loan Composite5.555.03
BNP Paribas Mortgage Alpha4.233.72
Western Asset Mgt US Enhanced Cash1.911.72
Pioneer Multi-Asset Ultrashort Income2.021.70
PIMCO Short Term2.091.66
Federated Active Cash Broad FI Composite1.471.19
TCW Ultra Short1.291.06
Payden & Rygel Enhanced Cash Long1.211.03
Federated Active Cash Moderate FI Comp1.331.02
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
JKMAM Active Aggregate-0.32-0.47
Long Duration Gov/Credit Plus Composite-0.20-0.51
Long Duration Gov/Credit Composite-0.33-0.56
Camden Long Duration (US Corporate) Comp-1.95-2.18
Hillswick Long Duration Government-3.25-3.56
DoubleLine Long Duration Total Return-3.59-5.21
TCW Long Duration Gov-5.81-5.92
PIMCO Long Duration Treasury-6.24-6.70
SSgA Long U.S. Govt Bond Index Strategy-6.98-7.02
NISA Long Dur Govt Only Consolidated-8.57-8.75
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
Long Duration Gov/Credit Composite4.654.39
Long Duration Gov/Credit Plus Composite4.714.13
Hillswick Long Duration Government4.133.84
NISA 15+ STRIPS Fixed Income Composite3.703.47
NISA Long Dur Govt Only Consolidated2.972.72
Hoisington Inv Mgt Macroeconomic FI Comp2.942.72
PIMCO Long Duration Treasury3.102.61
TCW Long Duration Gov2.362.24
JKMAM Active Aggregate2.312.15
SSgA Long U.S. Govt Bond Index Strategy2.791.17
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
PIMCO Long Term Bond - Long Credit5.955.66
Niemann Tactical Global Bond6.614.83
FIAM Long Corporate Composite3.963.68
Standish Long Corporate3.733.52
Ramirez Long Duration Composite3.323.26
NISA Long Dur Credit Only Consolidated3.273.04
BlackRock US Long Credit3.213.02
NISA Long Credit3.222.99
Loomis Sayles Core Plus3.262.97
Dodge & Cox Long Duration FI Composite3.302.94
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit7.327.02
TCW Long Duration Credit6.446.26
Dodge & Cox Long Duration FI Composite6.325.93
BlackRock US Long Credit6.105.85
Western Asset Mgt US Long Duration6.185.85
Schroders Value Long Duration6.005.80
FIAM Long Corporate Composite6.025.73
Ryan Labs Long-Credit6.025.71
Logan Circle Long Duration5.985.65
NISA Long Credit5.835.59
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
First Trust Taxable Closed End Fund14.7913.19
Putnam Fixed Income Global Alpha Plus13.2512.56
PIMCO Floating Income12.7712.03
Eaton Vance Multi-Sector Bond12.4411.89
PIMCO Income Composite10.089.49
Federated Strategic Multi-Sector FI Comp9.409.02
Aristotle Strategic Credit - Composite8.308.30
Loomis Sayles Multi-Sector Full Discretn8.478.11
Newfleet Multi-Sector Opportunistic Cpst8.397.79
PIMCO Unconstrained Bond Strategy8.297.49
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
PIMCO Income Composite8.658.10
TCW Securitized Opportunities7.516.44
Loomis Sayles Multi-Sector Full Discretn6.265.93
Thornburg Multisector Opportun Sep Acct6.295.58
Newfleet Multi-Sector Opportunistic Cpst5.855.27
Guggenheim Fixed Income5.565.21
First Trust Taxable Closed End Fund6.815.18
Manulife AM Strategic Fixed Income Opp5.565.14
FIAM Tactical Bond5.304.88
Federated Strategic Multi-Sector FI Comp5.124.78
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond1 year gross return1 year net return
Lord Abbett & Co. Inflation Focused – SA6.556.19
BNP Paribas GlobalInflationLinked Bonds2.251.99
Chilton Global Inflation Linked1.861.27
Standish Global TIPS1.091.03
Wellington TIPS0.700.54
PIMCO Real Return Full Authority0.970.50
NB U.S.Treasury Inflation Protection-0.19-0.19
BlackRock TIPS PLUS-0.11-0.22
Standish U.S. TIPS 1-10 Year-0.13-0.32
Richmond Capital Mgt TIPS 1-10 Yr-0.26-0.35
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond5 year gross return5 year net return
BNP Paribas GlobalInflationLinked Bonds3.172.91
Standish Global TIPS1.731.65
Franklin U.S. TIPS Composite0.670.54
BBH U.S. TIPS0.580.43
NB U.S.Treasury Inflation Protection0.400.40
Wellington TIPS0.460.31
Standish US TIPS Barclays0.360.29
NISA Intermediate TIPS0.380.26
BlackRock TIPS PLUS0.390.25
Standish U.S. TIPS 1-10 Year0.360.24
Source: Morningstar Separate Account/CIT Fund Database

Stable Value1 year gross return1 year net return
PIMCO Stable Value (BV)2.962.73
Standish Stable Value2.142.03
T. Rowe Price Stable Value2.231.98
Invesco Stable Value2.011.81
Putnam Stable Value Composite2.061.81
JPMorgan US FI Stable Value (NY)1.741.74
Galliard Stable Value Composite2.011.62
Source: Morningstar Separate Account/CIT Fund Database

Stable Value5 year gross return5 year net return
PIMCO Stable Value (BV)3.333.11
T. Rowe Price Stable Value2.462.21
Standish Stable Value2.272.17
Invesco Stable Value2.081.88
Putnam Stable Value Composite2.011.77
JPMorgan US FI Stable Value (NY)1.841.73
Galliard Stable Value Composite2.041.63
Source: Morningstar Separate Account/CIT Fund Database

Convertibles1 year gross return1 year net return
SSI Inv Grade Convert Strat24.3723.38
Lord Abbett & Co. Convertibles22.0220.77
Palisade Convertible Securities Comp17.3216.74
MacKay Shields Convertibles16.9216.34
Zazove Institutional Blend Convertibles16.6115.80
Calamos Instl Convertible Composite16.3615.55
Allianz Convertibles15.9915.48
Zazove High Yield Convertible Strategy15.4015.40
Advent Balanced Convertible Strategy15.3214.79
INCORE Inv Grade Convertibles Comp15.2314.60
Source: Morningstar Separate Account/CIT Fund Database

Convertibles5 year gross return5 year net return
SSI Inv Grade Convert Strat14.1513.09
Advent Investment Grade11.6311.16
INCORE Inv Grade Convertibles Comp11.4010.79
MacKay Shields Convertibles11.3310.78
Allianz Convertibles10.9110.47
SSI Convertible Investment Strategy11.0110.46
Palisade Convertible Securities Comp10.8810.24
ClearBridge U.S. Convertibles10.8610.20
Lord Abbett & Co. Convertibles11.029.94
Gabelli Asset Mgt Convertibles Strategy10.619.82
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond1 year gross return1 year net return
Ashmore EM Corporate Debt High Yld Comp24.5023.16
Ashmore EM Corp Dbt Broad (CEMBI) Comp19.4718.13
Stone Harbor EMD Total Return17.3716.26
Global Evolution Frontier Markets16.4215.27
GMO Emerging Country Debt Strategy11.2310.42
Franklin Emerging Mkt Dbt Opp (USD) Comp10.9210.17
Ashmore Emerg Mkts External Dbt Comp11.1410.09
Logan Circle Emerging Market Debt10.529.98
TIAA-CREF Emerging Markets Debt10.649.91
Manulife AM Emerging Markets Debt10.269.60
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond5 year gross return5 year net return
Global Evolution Frontier Markets9.398.31
GMO Emerging Country Debt Strategy9.078.27
DCM Emerging Markets Debt7.957.31
Prudential Fixed Inc Emerging Mkts Debt7.637.02
Macquarie Emerging Markets Debt7.076.54
FIAM Emerging Market Debt Composite7.096.40
Invesco Emerging Market Corporate Bond6.796.14
TIAA-CREF Emerging Markets Debt6.806.13
Stone Harbor EMD Total Return6.866.02
Ashmore Emerg Mkts External Dbt Comp7.066.02
Source: Morningstar Separate Account/CIT Fund Database

World Allocation1 year gross return1 year net return
PIMCO StocksPLUS International Unhedged23.3722.85
PIMCO StocksPLUS Absolute Return22.6121.95
PIMCO StocksPlus19.4118.93
PIMCO RAE Fundamental PLUS19.6918.74
NorthCoast Tactical Growth17.6716.58
Innealta Global All Asset Opp Growth18.5216.46
ICON - SBI Global Moderate17.8416.36
Morgan Stanley Glbl Tactical Asset Alloc16.2015.88
THG Balanced Aggressive16.6415.78
CW Frontier Asset Mgmt Global Opp16.2615.68
Source: Morningstar Separate Account/CIT Fund Database

World Allocation5 year gross return5 year net return
PIMCO StocksPLUS Absolute Return15.9715.30
PIMCO StocksPlus15.7715.23
PIMCO RAE Fundamental PLUS15.6414.72
Morgan Stanley Glbl Tactical Asset Alloc10.4510.14
DMAP Moderate Relative Return USD-H9.869.12
PIMCO StocksPLUS International Unhedged9.628.98
THG Balanced Aggressive9.778.93
CKW Opportunistic Global Balanced9.888.93
IVA Diversified International9.058.07
CKW Sprinkle Global Balance9.117.92
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation1 year gross return1 year net return
Messner & Smith - Balanced19.9618.77
AAM Credit Opportunities19.6018.11
MCA Conservative Portfolios17.0816.22
Clark Navigator MultiStrategy 50-50(SAI)15.1014.72
Allianz Income & Growth15.0714.57
Lazard Cap Alloc -Gbl Non-Traditional14.6713.54
Morningstar Balanced - Advisor Group WMP11.5311.53
Morningstar ETF Strategic Mod Gr & Inc11.1911.19
AMP Moderately Conservative11.2110.71
ASAP Balanced Strategy10.8910.63
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation5 year gross return5 year net return
Clark Navigator MultiStrategy 50-50(SAI)10.4910.12
Allianz Income & Growth9.719.27
Copeland Large Cap Div Growth Balanced8.828.24
MCA Conservative Portfolios8.928.10
Morningstar Balanced - Advisor Group WMP7.987.98
Morningstar ETF Strategic Mod Gr & Inc7.917.91
AMP Moderately Conservative8.227.74
Tocqueville Enhanced Income Composite8.487.47
ACM Growth & Income 518.067.18
ASAP Balanced Strategy7.317.08
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation1 year gross return1 year net return
Hotchkis & Wiley - Capital Income24.5123.72
ValueWorks Bal Comp24.7523.10
Dodge & Cox Balanced Composite19.6919.22
Brandywine Domestic Balanced19.0518.26
Invesco Equity and Income Composite18.3817.68
Harris Assoc. Equity & Income Comp18.0117.31
Johnson Institutional Mgt Enhanced Index17.6017.25
Herzfeld Balanced Closed-End18.1717.07
Darrell & King Balanced17.7117.00
WJA Equity Oriented (Balanced) Composite17.2816.45
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation5 year gross return5 year net return
Johnson Institutional Mgt Enhanced Index15.1414.83
Dodge & Cox Balanced Composite12.4212.33
Invesco Equity and Income Composite11.8011.14
Hotchkis & Wiley - Capital Income11.8211.10
ValueWorks Bal Comp12.3610.82
UBS: U.S. Balanced Portfolio11.2810.56
Darrell & King Balanced11.3210.54
EIC Mid-Cap Value SMA13.5010.18
Cumberland Total Return Balanced Port10.7010.09
EIC Mid-Cap Value13.4010.08
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20151 year gross return1 year net return
Sage Target Date 2015 Fund4.714.29
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20155 year gross return5 year net return
Sage Target Date 2015 Fund5.184.78
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2016-20201 year gross return1 year net return
BCM DynamicBelay Balanced Growth (QDIA)7.375.84
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2016-20205 year gross return5 year net return
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
Sage Target Date 2025 Fund6.956.52
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20255 year gross return5 year net return
Sage Target Date 2025 Fund6.826.41
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2026-20301 year gross return1 year net return
BCM DynamicBelay Conservative Gro(QDIA)9.998.43
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2026-20305 year gross return5 year net return
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 Fund8.928.48
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20355 year gross return5 year net return
Sage Target Date 2035 Fund7.997.58
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2036-20401 year gross return1 year net return
BCM DynamicBelay Moderate Growth (QDIA)10.108.54
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2036-20405 year gross return5 year net return
BCM DynamicBelay Moderate Growth (QDIA)0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20451 year gross return1 year net return
Sage Target Date 2045 Fund9.859.41
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20455 year gross return5 year net return
Sage Target Date 2045 Fund8.658.22
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income1 year gross return1 year net return
Nuveen-Sector Dividend Preferred16.9516.08
PIMCO Retirement Income Model-Mod Gr12.6812.68
Horizon Hybrid Real Spend 711.1611.16
Horizon Hybrid Real Spend 610.3410.34
Advisors Capital Mgt Income w/Growth11.4510.33
Horizon Hybrid Real Spend 59.479.47
PIMCO Retirement Income Model - Balanced9.369.36
Horizon Hybrid Real Spend 48.488.48
PIMCO Retirement Income Model Cnsrv8.108.10
Morningstar Ret Inc Long-Range - TDA9.537.90
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income5 year gross return5 year net return
Beacon Dividend Income Composite10.859.37
Nuveen-Sector Dividend Preferred8.537.58
Texas Retirement Income Strategy9.197.41
Horizon Real Spend 78.806.73
Horizon Real Spend 58.616.54
Horizon Real Spend 48.446.38
Advisors Capital Mgt Income w/Growth7.415.95
Morningstar Ret Inc Long-Range - TDA6.445.27
Horizon Real Spend 66.984.95
Morningstar Ret Inc Long-Range - BNY6.434.84
Source: Morningstar Separate Account/CIT Fund Database
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