Top performing managers by category: separate accounts, 3rd Quarter 2017


Large Blend1 year gross return1 year net return
TCW New America Premier Equities29.9428.96
Harris Assoc. Concentrated Comp29.2628.00
Todd Large Cap Intrinsic Value28.6027.84
Sierra Inv Large Cap Intrinsic Value Eq28.6027.84
AT Capital Mgmt Large Cap Core27.2326.73
Marshfield Core Value Equity27.9226.45
The CMC Dividend Appreciation26.8726.23
Wright Large Cap Core Equity26.2625.75
NB Nackenson SMA Strategy25.2425.24
Julex Dyn TA Large Cap Risk Mnged Comp26.1524.90
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
NB Nackenson SMA Strategy17.5717.57
Mellon Capital Dynamic U.S. Equity Comp17.8017.23
Glenmede Large Cap Equity17.1316.27
Aristotle Value Equity16.4916.11
Wakefield Large Cap Equity17.7216.10
NB Multi-Cap Opportunities16.0716.07
Jacobs Levy Core Equity (Russell 3000)16.2915.79
Glenmede Large Cap Environmental16.4915.63
Jacobs Levy Large Cap (S&P 500)16.1815.63
Harris Assoc. U.S. Equity Comp16.4315.58
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Clark Navigator All Cap Core30.0029.55
The Capital Mgt Corp All Cap Equity Comp30.4729.46
The Boston Opportunistic Investor34.4328.45
Fisher Small and Mid Cap Value27.4626.46
Advisors Capital Mgt Growth26.3324.76
Fisher Mid-Cap Value25.5324.64
Scout Mid Cap Equity25.3624.38
Leuthold Select Industries25.0323.82
Smith Graham SMID (Small/Mid) Cap Value24.6923.80
Zacks Mid-Cap Core Strategy24.6723.76
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Smith Graham SMID (Small/Mid) Cap Value17.9017.03
Boston Partners Mid-Cap Value Equity17.4517.01
Clarkston Capital SMID Composite17.1316.50
QMA US Mid Cap Core Equity17.1216.49
Chartwell Mid-Cap Value17.0416.12
Zacks Mid-Cap Core Strategy16.9216.06
Triboro Socially Responsible All Cap15.7915.79
Leuthold Select Industries16.8215.69
Iridian Private Value/ Mid-Cap Equity16.3415.56
Clark Navigator All Cap Core15.8715.47
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Wakefield Small Cap Equity33.8832.16
Ironwood Inv Mgt Conc Small Cap Val33.6532.10
Allianz US Systematic Small Cap32.1731.52
Kestrel Inv Mgt Corp. Sm-Cap Val Eq30.8929.71
The Capital Mgt Corp SMID30.3329.70
Robotti Value Equity30.4428.08
Zacks Small Company Earnings Strategy28.3427.40
Shapiro Capital Mgt Sm-Cap Val28.4227.23
Systematic Small Cap Free Cash Flow28.3127.11
WEDGE Micro Cap Value28.6427.07
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
Federated MDT Sm-Cap Core20.0818.91
Wakefield Small Cap Equity20.0118.45
Jacobs Levy Small Cap (S&P 600)19.4218.43
361 U.S. Small Cap Equity19.6618.39
ZPR Fundamental Small Cap Value19.1917.82
The Capital Mgt Corp SMID18.4517.77
BMO Disciplined Small-Cap Core18.8017.76
Affinity Small Cap Equity18.1617.32
Wellington Small Cap Opportunities18.2317.17
Orchard Select Small Cap Value18.2817.12
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
ICON Dom Core Eq37.2736.41
Merlin Dynamic Growth33.9232.44
The CMC Alpha32.5431.78
LEIA CBI31.4431.44
T. Rowe Price US Large-Cap Growth Equity31.3430.72
Mark Focus32.8630.20
Integre Large Cap Value30.1829.99
Merlin Large Cap Growth30.7829.88
T. Rowe Price U.S. Growth Stock SMA29.0229.02
Marsico Non-Taxable Select Alpha Growth31.0028.86
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI20.4320.43
Cookson Peirce All-Cap Equity MA20.4219.83
Cognios Quantitative Large Cap Growth19.5819.20
Loomis Sayles All Cap Growth19.3718.82
Edgewood Mgt Lg-Cap Gr19.8218.81
Advisory Research U.S. Large Cap Growth19.1018.56
Morgan Stanley Growth19.3318.45
Loomis Sayles Large Cap Growth18.6518.22
T. Rowe Price US Large-Cap Growth Equity18.4817.91
Cookson All-Cap Equity18.9717.81
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
FIIG Small and Mid Cap Core31.1230.17
Naylor & Company Core Composite32.5130.04
Princeton Sector Select Composite30.0328.76
Loomis Sayles Small/Mid Cap Growth28.3127.25
Pinnacle Small Mid Cap Equity28.2226.97
Curran Mid Cap Core Growth Equity26.4125.59
William Blair SMID Gr Team26.5625.36
Baron High Growth Strategy26.0624.86
BlackRock Md-Cap Gr Eq25.1924.69
Texas All Cap Growth25.1124.68
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite26.0523.39
BlackRock Md-Cap Gr Eq18.4917.65
Janus Henderson Mid Cap Growth17.5516.79
ClariVest Mid Cap Growth17.6016.73
Snyder Capital Mgt Concen All-Cap Value17.7916.66
Cognios Quantitative All Cap Growth17.0516.64
T. Rowe Price US Mid-Cap Growth Equity17.3316.64
Pinnacle Loprice17.6916.53
Sandhill Concentrated Equity Alpha17.2816.38
T. Rowe Price US Small-Cap Growth Equity17.2116.26
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Kayne Anderson Rudnick SC Quality Select72.8470.82
Granahan Inv Mgt Small Cap Discoveries40.3539.41
Weatherbie Capital – Spec Gr Eq35.3334.39
Kayne Anderson Rudnick SC Sustain Growth35.0733.78
Oberweis Micro-Cap Growth34.6833.67
RS Small Cap Growth33.6732.48
Granahan SC Advantage32.9632.39
Baron Discovery Strategy32.8531.75
Scout Small Cap Equity32.5231.42
Conestoga Small Cap Growth31.9331.15
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA21.5120.29
Oberweis Micro-Cap Growth20.9319.91
Kayne Anderson Rudnick SC Sustain Growth20.8319.65
Friess Small Cap Growth19.9618.84
Renaissance Small Cap Growth19.4518.77
Granahan Inv Mgt Small Cap Discoveries19.2118.69
Brown Capital Small Company Service19.7618.67
US Equity Small Cap Core18.9118.06
Essex Inv Mgt Micro Cap Growth18.9717.73
Jacobs Levy Sm Cap Gr (R 2000 Gr)18.7017.72
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
Cornerstone Concentrated 3028.6327.69
O'Shaughnessy Market Leaders Core26.3525.80
Markston U.S. Large Cap Value26.2725.41
Large Cap Value25.6524.91
Cornerstone Value 5025.0224.10
Harris Assoc. U.S. Diversified Comp25.8924.01
Hotchkis & Wiley - Lg-Cap Divers Val24.0723.86
Federated Clover All Cap Value24.7723.85
Systematic Financial Mgt Lg-Cap Val ES24.4123.68
Hotchkis & Wiley - Lg-Cap Fundamental V24.0823.65
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration18.4417.87
Lyrical U.S. Value Equity – EQ19.5517.82
Alpha Quant Value Equity19.0117.71
WEDGE Large Cap Value17.6616.80
Large Cap Value16.9216.24
Cornerstone Value 5016.9616.09
Numeric Investors Large Core16.6916.08
Pzena U.S. Best Ideas17.0115.86
Queens Oak Concentrated Large Cap Value16.7915.81
Boston Partners Premium Equity16.4315.81
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Donald Smith & Co. Md-Cap Val Eq34.0933.72
Allianz Mid Cap Value 10031.8730.77
Knightsbridge Asset Mgt Opp Val30.4829.05
MAP US Multi-Cap Value Composite28.0126.77
Shapiro Capital Mgt Enh Small Cap Value27.4226.24
Smith Graham Mid-Cap Value26.6125.68
Donald Smith & Co. All Eq Accounts Comp26.2525.62
TCW Relative Value Mid Cap26.4325.42
AJO Large Cap - Dynamic 115/1524.8324.51
HIS Dividend Plus25.9924.11
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Smith Graham Mid-Cap Value18.6217.74
Donald Smith & Co. Lg-Cap Cncntrd Val Eq18.1717.59
Martingale MidCap Core17.8817.07
Brandywine Div Mid Cap Dedicated Val17.8717.00
Brandes U.S. Small-Mid Cap Value Equity17.9916.91
Denali Network Value Mid16.8116.40
Pzena Mid-Cap Focused Value17.1016.37
Donald Smith & Co. Md-Cap Val Eq16.5316.22
TSW Mid-Cap Value16.6516.16
LSV Asset Mgt Md-Cap Val Eq16.8716.15
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val38.2135.55
Towle & Co. Deep Value33.3332.39
ZPR Volume Momentum33.6931.34
DGHM Micro Cap31.7730.22
Schneider Capital Mgt Sm-Cap Val31.2629.72
Walthausen & Co Small Cap Value Comp29.7928.99
Cooke & Bieler Small Cap Value Equity29.9928.71
Denali Network Value Micro29.9028.38
DePrince, Race & Zollo, Micro Cap Val28.3027.09
Hotchkis & Wiley -Small Cap Divsfd Value27.7326.81
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Towle & Co. Deep Value21.5520.69
Pacific Ridge Capital Ptnrs Micro Cp Val22.5720.66
O'Shaughnessy Micro Cap21.2819.99
Cooke & Bieler Small Cap Value Equity18.9318.07
Federated MDT Sm-Cap Val19.0317.85
DGHM Micro Cap19.1017.70
ZPR Volume Momentum19.5717.57
Hotchkis & Wiley -Small Cap Divsfd Value18.0617.09
Foundry Partners Micro Cap Value18.1517.06
WellsCap Analytic Small-Mid Cap Equity17.6616.99
Source: Morningstar Separate Account/CIT Fund Database

Bear Market1 year gross return1 year net return
Federated Alternative Bear Equity Comp-15.03-16.32
Source: Morningstar Separate Account/CIT Fund Database

Bear Market5 year gross return5 year net return
Federated Alternative Bear Equity Comp-13.71-15.02
Source: Morningstar Separate Account/CIT Fund Database

Financial1 year gross return1 year net return
ZPR Volume Value42.5640.23
Bluestone Banking Total Return Strategy35.5333.77
ZPR Volume Winners34.0331.90
Bluestone US Bank Opportunity Strategy28.2925.83
McKinley Capital Business Development Co11.7210.26
Confluence BDC-Wrap11.7210.00
Advisory Research BDC5.954.94
Source: Morningstar Separate Account/CIT Fund Database

Financial5 year gross return5 year net return
ZPR Volume Value24.8022.74
ZPR Volume Winners20.7718.82
Bluestone Banking Total Return Strategy0.000.00
Bluestone US Bank Opportunity Strategy0.000.00
McKinley Capital Business Development Co0.000.00
Confluence BDC-Wrap0.000.00
Advisory Research BDC0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health1 year gross return1 year net return
Kopp AccruHealth24.5022.92
Financial Trust Health Value13.2211.82
Janus Henderson Gbl Life Sciences ADR MA11.338.12
Nicholas Inv-Healthcare Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health5 year gross return5 year net return
Financial Trust Health Value19.4017.91
Kopp AccruHealth17.4416.08
Janus Henderson Gbl Life Sciences ADR MA18.1414.71
Nicholas Inv-Healthcare Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources1 year gross return1 year net return
KBIGI Global Resource Solution17.0816.11
Boston Global Natural Resources Equity15.9515.04
Wellington Global Natural Resources14.8913.77
Cohen & Steers Natural Resources9.448.74
CLS Active Real8.027.65
Signia Concentrated Value Equity6.916.11
SailingStone Global Natural Resources5.164.50
Financial Trust Global Resources3.622.33
Jennison Global Natural Resources2.151.75
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources5 year gross return5 year net return
Boston Global Natural Resources Equity3.052.23
Financial Trust Global Resources1.00-0.25
Wellington Global Natural Resources-0.34-1.34
Jennison Global Natural Resources-3.73-4.09
SailingStone Global Natural Resources-5.41-6.13
KBIGI Global Resource Solution0.000.00
Cohen & Steers Natural Resources0.000.00
CLS Active Real0.000.00
Signia Concentrated Value Equity0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals1 year gross return1 year net return
WellsCap Precious Metals-14.24-15.06
GAMCO Gold-16.48-17.27
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals5 year gross return5 year net return
GAMCO Gold-11.50-12.41
WellsCap Precious Metals-12.41-13.25
Source: Morningstar Separate Account/CIT Fund Database

Real Estate1 year gross return1 year net return
Ranger Global Real Estate13.5712.69
Anchor REIT9.989.42
Cohen & Steers Realty Focus7.906.98
SmithAssetMgt–REIT7.526.47
Adelante Core Plus Strategy Composite4.514.51
CBRE Clarion International Real Estate4.443.59
Neuberger Berman REIT3.983.20
Heitman US Diversified Wilshire3.152.72
Adelante Total Return Strategy Composite2.492.20
PGI Real Estate Equity Securities2.391.84
Source: Morningstar Separate Account/CIT Fund Database

Real Estate5 year gross return5 year net return
Cohen & Steers Realty Focus15.4514.43
Chilton Capital REIT11.9410.98
Heitman US Focused Wilshire11.6610.92
Heitman US Diversified Wilshire11.3510.87
PGI Real Estate Equity Securities11.3710.76
CenterSquare REIT Separate Account10.8810.32
SmithAssetMgt–REIT11.2210.12
Wellington Real Estate Securities10.8510.03
Cornerstone U.S. REIT Total Return10.449.89
Adelante Total Return Strategy Composite10.259.84
Source: Morningstar Separate Account/CIT Fund Database

Technology1 year gross return1 year net return
Crabtree Multi-Cap Technology40.6239.73
Zevenbergen Z/Tech39.8238.63
RS Technology Composite37.7236.35
Allianz Global Technology Equity32.2330.93
Wellington Global Technology Opps31.0730.06
Wellington Global Technology29.8428.88
Princeton Young Enterprise Shares (YES)29.2328.35
Oak Associates Technology Portfolio29.0127.74
MFS Technology Equity27.9727.01
TCW Global Technology20.1518.95
Source: Morningstar Separate Account/CIT Fund Database

Technology5 year gross return5 year net return
Zevenbergen Z/Tech26.3625.22
Wellington Global Technology Opps21.7020.80
Crabtree Multi-Cap Technology20.8019.97
RS Technology Composite20.6019.39
Wellington Global Technology20.0019.12
Oak Associates Technology Portfolio19.7719.06
Allianz Global Technology Equity19.7718.54
MFS Technology Equity19.2218.32
TCW Global Technology14.9313.78
Princeton Young Enterprise Shares (YES)12.4411.10
Source: Morningstar Separate Account/CIT Fund Database

Utilities1 year gross return1 year net return
MFS Utilities Equity12.7812.05
Wellington Enduring Assets11.4510.62
Miller/Howard – Utilities Plus10.769.66
Miller/Howard Infrastructure7.946.88
Reaves Long Term Val(Util/Ener/Infrastr)6.956.39
Source: Morningstar Separate Account/CIT Fund Database

Utilities5 year gross return5 year net return
Miller/Howard – Utilities Plus12.8411.73
Miller/Howard Infrastructure10.119.02
Wellington Enduring Assets9.828.96
Reaves Long Term Val(Util/Ener/Infrastr)9.328.76
MFS Utilities Equity9.458.74
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy1 year gross return1 year net return
Miller/Howard Drill Bit Burn Tipˆ®-0.89-1.87
Wellington Energy-2.01-2.98
Harvest Energy MLP Alpha Concentrated-2.10-3.19
Miller/Howard Drill Bit Burn Tipˆ® No K1s-2.70-3.67
Drill Bit to Burner Tipˆ® SMA-0.76-3.70
Drill Bit to Burner Tipˆ® No K1s SMA-2.66-5.55
Tortoise Select Energy Opportunity-7.56-8.42
Baron Energy and Resources Strategy-9.04-9.65
Orleans Energy Opportunities-16.07-16.92
Miller/Howard E&P Institutional Strategy-19.95-20.76
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy5 year gross return5 year net return
Miller/Howard Drill Bit Burn Tipˆ®6.375.31
Tortoise Select Energy Opportunity5.234.21
Drill Bit to Burner Tipˆ® SMA6.383.25
Wellington Energy1.380.37
Baron Energy and Resources Strategy-2.31-2.82
Miller/Howard E&P Institutional Strategy-4.97-5.92
Orleans Energy Opportunities-5.15-6.10
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 App27.3425.87
Clark Navigator MultiStrategy 75-25(SAI)18.1017.69
WSTCM International Select Risk-Managed18.2617.42
Morningstar A/P Growth - BNY19.0517.27
CLS American Funds Agg Growth 8517.4417.17
Horizon Hybrid Focused17.1117.11
AT Capital Mgmt MA - Aggressive Growth17.6316.68
WisdomTree Aggressive Allocation CF16.1816.18
WisdomTree Aggressive Allocation16.1816.18
Morningstar A/P Growth TaxSen - BNY17.8816.12
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation5 year gross return5 year net return
ValueWorks Cap App13.8312.44
Clark Navigator MultiStrategy 75-25(SAI)12.5012.11
Niemann Risk Managed US Equity13.8111.66
CLS American Funds Agg Growth 8511.6711.40
Advisors Capital Mgt Balanced12.5811.16
Golub Group Equity Income12.1110.95
Eads and Heald Inv Counsel Bal11.4110.49
Dean Inv Multi-Cap 8011.1910.40
Palouse Capital Diversified Income Strat10.8110.37
Atalanta Sosnoff Balanced10.9510.12
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan1 year gross return1 year net return
DDJ Bank Loan Strategy10.6610.04
Octagon Senior Secured Credit7.406.71
OFI Global Senior Loans6.816.30
Eaton Vance Mgt Senior Secured Floating6.776.27
Loomis Sayles Sr Floating Rate and FI6.505.97
Ares Institutional Loan Fund L.P.6.315.46
Prudential US Senior Secured Loans6.035.45
Invesco Zodiac US Senior Loan Composite5.885.35
Seix High Yield Bank Loans5.765.23
Columbia Bank Loan Strategy5.664.99
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan5 year gross return5 year net return
Invesco Euro Bank Loans Euro Composite6.385.85
Octagon Senior Secured Credit6.115.42
Loomis Sayles Sr Floating Rate and FI5.735.21
OFI Global Senior Loans5.354.85
ICM Senior Loan Fund (ICM SLF)5.344.58
Columbia Bank Loan Strategy5.064.44
Prudential US Senior Secured Loans4.914.33
Eaton Vance Mgt Senior Secured Floating4.804.31
Invesco Zodiac US Senior Loan Composite4.844.29
Lord Abbett & Co. Bank Loan5.044.29
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val38.2135.55
Towle & Co. Deep Value33.3332.39
ZPR Volume Momentum33.6931.34
DGHM Micro Cap31.7730.22
Schneider Capital Mgt Sm-Cap Val31.2629.72
Walthausen & Co Small Cap Value Comp29.7928.99
Cooke & Bieler Small Cap Value Equity29.9928.71
Denali Network Value Micro29.9028.38
DePrince, Race & Zollo, Micro Cap Val28.3027.09
Hotchkis & Wiley -Small Cap Divsfd Value27.7326.81
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Towle & Co. Deep Value21.5520.69
Pacific Ridge Capital Ptnrs Micro Cp Val22.5720.66
O'Shaughnessy Micro Cap21.2819.99
Cooke & Bieler Small Cap Value Equity18.9318.07
Federated MDT Sm-Cap Val19.0317.85
DGHM Micro Cap19.1017.70
ZPR Volume Momentum19.5717.57
Hotchkis & Wiley -Small Cap Divsfd Value18.0617.09
Foundry Partners Micro Cap Value18.1517.06
WellsCap Analytic Small-Mid Cap Equity17.6616.99
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Donald Smith & Co. Md-Cap Val Eq34.0933.72
Allianz Mid Cap Value 10031.8730.77
Knightsbridge Asset Mgt Opp Val30.4829.05
MAP US Multi-Cap Value Composite28.0126.77
Shapiro Capital Mgt Enh Small Cap Value27.4226.24
Smith Graham Mid-Cap Value26.6125.68
Donald Smith & Co. All Eq Accounts Comp26.2525.62
TCW Relative Value Mid Cap26.4325.42
AJO Large Cap - Dynamic 115/1524.8324.51
HIS Dividend Plus25.9924.11
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Smith Graham Mid-Cap Value18.6217.74
Donald Smith & Co. Lg-Cap Cncntrd Val Eq18.1717.59
Martingale MidCap Core17.8817.07
Brandywine Div Mid Cap Dedicated Val17.8717.00
Brandes U.S. Small-Mid Cap Value Equity17.9916.91
Denali Network Value Mid16.8116.40
Pzena Mid-Cap Focused Value17.1016.37
Donald Smith & Co. Md-Cap Val Eq16.5316.22
TSW Mid-Cap Value16.6516.16
LSV Asset Mgt Md-Cap Val Eq16.8716.15
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
Cornerstone Concentrated 3028.6327.69
O'Shaughnessy Market Leaders Core26.3525.80
Markston U.S. Large Cap Value26.2725.41
Large Cap Value25.6524.91
Cornerstone Value 5025.0224.10
Harris Assoc. U.S. Diversified Comp25.8924.01
Hotchkis & Wiley - Lg-Cap Divers Val24.0723.86
Federated Clover All Cap Value24.7723.85
Systematic Financial Mgt Lg-Cap Val ES24.4123.68
Hotchkis & Wiley - Lg-Cap Fundamental V24.0823.65
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration18.4417.87
Lyrical U.S. Value Equity – EQ19.5517.82
Alpha Quant Value Equity19.0117.71
WEDGE Large Cap Value17.6616.80
Large Cap Value16.9216.24
Cornerstone Value 5016.9616.09
Numeric Investors Large Core16.6916.08
Pzena U.S. Best Ideas17.0115.86
Queens Oak Concentrated Large Cap Value16.7915.81
Boston Partners Premium Equity16.4315.81
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Kayne Anderson Rudnick SC Quality Select72.8470.82
Granahan Inv Mgt Small Cap Discoveries40.3539.41
Weatherbie Capital – Spec Gr Eq35.3334.39
Kayne Anderson Rudnick SC Sustain Growth35.0733.78
Oberweis Micro-Cap Growth34.6833.67
RS Small Cap Growth33.6732.48
Granahan SC Advantage32.9632.39
Baron Discovery Strategy32.8531.75
Scout Small Cap Equity32.5231.42
Conestoga Small Cap Growth31.9331.15
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
BMO Microcap Equity - Institutional - SA21.5120.29
Oberweis Micro-Cap Growth20.9319.91
Kayne Anderson Rudnick SC Sustain Growth20.8319.65
Friess Small Cap Growth19.9618.84
Renaissance Small Cap Growth19.4518.77
Granahan Inv Mgt Small Cap Discoveries19.2118.69
Brown Capital Small Company Service19.7618.67
US Equity Small Cap Core18.9118.06
Essex Inv Mgt Micro Cap Growth18.9717.73
Jacobs Levy Sm Cap Gr (R 2000 Gr)18.7017.72
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
FIIG Small and Mid Cap Core31.1230.17
Naylor & Company Core Composite32.5130.04
Princeton Sector Select Composite30.0328.76
Loomis Sayles Small/Mid Cap Growth28.3127.25
Pinnacle Small Mid Cap Equity28.2226.97
Curran Mid Cap Core Growth Equity26.4125.59
William Blair SMID Gr Team26.5625.36
Baron High Growth Strategy26.0624.86
BlackRock Md-Cap Gr Eq25.1924.69
Texas All Cap Growth25.1124.68
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite26.0523.39
BlackRock Md-Cap Gr Eq18.4917.65
Janus Henderson Mid Cap Growth17.5516.79
ClariVest Mid Cap Growth17.6016.73
Snyder Capital Mgt Concen All-Cap Value17.7916.66
Cognios Quantitative All Cap Growth17.0516.64
T. Rowe Price US Mid-Cap Growth Equity17.3316.64
Pinnacle Loprice17.6916.53
Sandhill Concentrated Equity Alpha17.2816.38
T. Rowe Price US Small-Cap Growth Equity17.2116.26
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
ICON Dom Core Eq37.2736.41
Merlin Dynamic Growth33.9232.44
The CMC Alpha32.5431.78
LEIA CBI31.4431.44
T. Rowe Price US Large-Cap Growth Equity31.3430.72
Mark Focus32.8630.20
Integre Large Cap Value30.1829.99
Merlin Large Cap Growth30.7829.88
T. Rowe Price U.S. Growth Stock SMA29.0229.02
Marsico Non-Taxable Select Alpha Growth31.0028.86
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI20.4320.43
Cookson Peirce All-Cap Equity MA20.4219.83
Cognios Quantitative Large Cap Growth19.5819.20
Loomis Sayles All Cap Growth19.3718.82
Edgewood Mgt Lg-Cap Gr19.8218.81
Advisory Research U.S. Large Cap Growth19.1018.56
Morgan Stanley Growth19.3318.45
Loomis Sayles Large Cap Growth18.6518.22
T. Rowe Price US Large-Cap Growth Equity18.4817.91
Cookson All-Cap Equity18.9717.81
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Wakefield Small Cap Equity33.8832.16
Ironwood Inv Mgt Conc Small Cap Val33.6532.10
Allianz US Systematic Small Cap32.1731.52
Kestrel Inv Mgt Corp. Sm-Cap Val Eq30.8929.71
The Capital Mgt Corp SMID30.3329.70
Robotti Value Equity30.4428.08
Zacks Small Company Earnings Strategy28.3427.40
Shapiro Capital Mgt Sm-Cap Val28.4227.23
Systematic Small Cap Free Cash Flow28.3127.11
WEDGE Micro Cap Value28.6427.07
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
Federated MDT Sm-Cap Core20.0818.91
Wakefield Small Cap Equity20.0118.45
Jacobs Levy Small Cap (S&P 600)19.4218.43
361 U.S. Small Cap Equity19.6618.39
ZPR Fundamental Small Cap Value19.1917.82
The Capital Mgt Corp SMID18.4517.77
BMO Disciplined Small-Cap Core18.8017.76
Affinity Small Cap Equity18.1617.32
Wellington Small Cap Opportunities18.2317.17
Orchard Select Small Cap Value18.2817.12
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Clark Navigator All Cap Core30.0029.55
The Capital Mgt Corp All Cap Equity Comp30.4729.46
The Boston Opportunistic Investor34.4328.45
Fisher Small and Mid Cap Value27.4626.46
Advisors Capital Mgt Growth26.3324.76
Fisher Mid-Cap Value25.5324.64
Scout Mid Cap Equity25.3624.38
Leuthold Select Industries25.0323.82
Smith Graham SMID (Small/Mid) Cap Value24.6923.80
Zacks Mid-Cap Core Strategy24.6723.76
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Smith Graham SMID (Small/Mid) Cap Value17.9017.03
Boston Partners Mid-Cap Value Equity17.4517.01
Clarkston Capital SMID Composite17.1316.50
QMA US Mid Cap Core Equity17.1216.49
Chartwell Mid-Cap Value17.0416.12
Zacks Mid-Cap Core Strategy16.9216.06
Triboro Socially Responsible All Cap15.7915.79
Leuthold Select Industries16.8215.69
Iridian Private Value/ Mid-Cap Equity16.3415.56
Clark Navigator All Cap Core15.8715.47
Source: Morningstar Separate Account/CIT Fund Database

Large Blend1 year gross return1 year net return
TCW New America Premier Equities29.9428.96
Harris Assoc. Concentrated Comp29.2628.00
Todd Large Cap Intrinsic Value28.6027.84
Sierra Inv Large Cap Intrinsic Value Eq28.6027.84
AT Capital Mgmt Large Cap Core27.2326.73
Marshfield Core Value Equity27.9226.45
The CMC Dividend Appreciation26.8726.23
Wright Large Cap Core Equity26.2625.75
NB Nackenson SMA Strategy25.2425.24
Julex Dyn TA Large Cap Risk Mnged Comp26.1524.90
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
NB Nackenson SMA Strategy17.5717.57
Mellon Capital Dynamic U.S. Equity Comp17.8017.23
Glenmede Large Cap Equity17.1316.27
Aristotle Value Equity16.4916.11
Wakefield Large Cap Equity17.7216.10
NB Multi-Cap Opportunities16.0716.07
Jacobs Levy Core Equity (Russell 3000)16.2915.79
Glenmede Large Cap Environmental16.4915.63
Jacobs Levy Large Cap (S&P 500)16.1815.63
Harris Assoc. U.S. Equity Comp16.4315.58
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity1 year gross return1 year net return
BlackRock Alpha Advantage 500 Composite24.2124.21
QMA US Core Equity Extended21.9521.18
TAMP US Tactical ETF L/S - PULSE20.2620.26
BP Emerging Markets L/S Equity21.3319.22
Calamos Phineus Long/Short Composite20.5919.11
Epoch Global Absolute Return18.3917.09
PVG Dynamic Core ETF17.9616.82
Atlas 100/30 Long Short16.8015.67
Horizon Focused ETF with Risk Assist16.8614.63
Confluence IDEA - Plus16.2214.29
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity5 year gross return5 year net return
QMA US Core Equity Extended17.1516.39
BlackRock Alpha Advantage 500 Composite15.9915.99
WellsCap Analytic Global Long/Short Eq12.3411.80
Confluence IDEA - Plus12.7211.05
Calamos Phineus Long/Short Composite11.8510.28
Atlas 100/30 Long Short9.698.77
Boston Partners Research Equity Comp9.448.09
Horizon Focused ETF with Risk Assist9.977.83
Epoch Global Absolute Return9.097.73
PIMCO Long/Short Strategy9.177.56
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long1 year gross return1 year net return
AQR Capital Global RC 40(140/40)27.6826.75
Cornerstone US Equity Opportunities25.2124.47
AQR Capital US Relaxed Constraint 4024.9024.17
Martingale 130/30 LargeCap Growth24.6523.74
Cornerstone International Opportunities23.1122.25
Boston Partners 130/30 Large Cap Value22.3922.11
Martingale 130/30 LargeCap Core 50022.9222.02
PVG Global Macro Portfolio23.0921.58
PanAgora Dynamic Intl Extended Alpha22.9021.55
AJO Top Cap Absolute Value 130/3021.3520.99
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long5 year gross return5 year net return
Numeric Investors Amplified Core 130/3019.9418.78
AQR Capital US Relaxed Constraint 4018.0517.35
Martingale 130/30 LargeCap Growth18.0017.12
Cornerstone US Equity Opportunities17.6216.93
UBS: US Equity Opportunity Unconstrained16.7316.59
Martingale Low Volatility Long/Short17.2116.34
Glenmede Large Cap 130/3017.0216.16
Martingale 130/30 LargeCap Core 50017.0116.15
AQR Capital Global RC 40(140/40)17.7716.01
Martingale 130/30 LargeCap Value16.4815.62
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral1 year gross return1 year net return
Copeland Risk Managed Dividend Growth14.5513.37
Convergence Market Neutral10.759.61
Swan Defined Risk Strategy9.328.84
Invesco US Market Neutral Equity7.537.53
PanAgora Dynamic Global Market Neutral9.746.48
Constantia Merger-Arbitrage6.996.36
GAM Absolute Return Bond Strategy5.785.20
Research Market Neutral6.105.05
SSI Convertible Income5.574.57
Constantia Equity Market Neutral4.553.72
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral5 year gross return5 year net return
Copeland Risk Managed Dividend Growth10.779.66
Swan Defined Risk Strategy7.066.51
PanAgora Dynamic Global Market Neutral7.505.76
Constantia Merger-Arbitrage6.265.72
Invesco US Market Neutral Equity3.463.36
Martingale Equity Market Neutral3.612.58
SSI Convertible Income3.462.46
Cognios Market Neutral Large Cap Value3.632.18
Numeric Investors US Market Neutral3.112.08
American Century US Discp Eq Mkt Neutral2.591.08
Source: Morningstar Separate Account/CIT Fund Database

World Stock1 year gross return1 year net return
Harris Assoc. Global Concentrated Comp35.5834.55
Morgan Stanley Global Discovery35.5633.53
Morgan Stanley Global Opportunity34.6833.46
Baillie Gifford Long Term Global Growth32.4331.53
Harris Assoc. Global All Cap Comp32.3631.33
DSM Global Growth Equity31.0729.93
Jennison Global Equity Opportunities29.5328.56
Johnston Asset Mgt Corp. Global Equity29.1028.22
Global Thematic Partners Equity28.7228.12
OFI Global Gbl Equity28.6027.84
Source: Morningstar Separate Account/CIT Fund Database

World Stock5 year gross return5 year net return
Morgan Stanley Global Opportunity22.2620.78
Morgan Stanley Global Discovery21.5919.83
Baillie Gifford Long Term Global Growth18.8718.03
DSM Global Focus Equity17.1716.01
DSM Global Growth Equity16.8815.77
T. Rowe Price Glb Focused Growth Equity16.3215.60
Navellier International Select17.6115.55
Henry James International Select Equity17.5615.46
Thornburg Global Opportunities Sep Acct16.2315.35
Jennison Global Equity Opportunities16.2115.34
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value1 year gross return1 year net return
American Century Non-U.S. Intrinsic Val29.4929.25
Acadian Non-U.S. All-Cap Equity Compst28.3527.41
Acadian ACW ex-U.S. Equity Composite27.7526.82
Wellington Intl Contrarian Value26.9425.89
Denali Network Value International26.0325.73
Pzena International(ex-U.S.)FocusedValue25.9025.23
Systematic International Equity26.0324.99
Causeway International Opportunities24.9824.53
LSV International ACWI Ex US25.5524.53
EP International Equity Unconstrained24.6924.37
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value5 year gross return5 year net return
American Century Non-U.S. Intrinsic Val16.5116.06
Wellington Intl Contrarian Value16.0815.11
RBC International Equity Fund12.7111.66
Acadian Non-U.S. All-Cap Equity Compst12.4111.57
Systematic International Equity12.4511.47
Cornerstone Systematic Intl Equity11.8711.32
Pzena International(ex-U.S.)FocusedValue11.2510.57
ClariVest International Core11.4310.55
BMO Disciplined International Equity11.3810.54
NT Quality Large Cap Core EAFE10.7910.32
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend1 year gross return1 year net return
Harris Assoc. International Comp36.3235.40
Oechsle Select International Equity30.6129.34
HGK International Equity30.3729.15
Intl Select Equity Ex Emerging Markets29.8428.67
Acadian Non-U.S. Equity Composite28.8427.91
WGI Developed Markets Ex-U.S. Composite28.2926.84
Federated EAFE Equity Composite27.1626.18
WellsCap EverKey Focused Global Equity26.9225.68
Southeastern Asset Mgt Intl Eq26.0925.06
GlobeFlex ACWI Ex-U.S.25.9425.05
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend5 year gross return5 year net return
HGK International Equity14.7013.69
Acadian ADR Non-U.S. Equity Composite14.4513.59
Harris Assoc. International Comp14.0313.23
WellsCap EverKey Focused Global Equity13.5612.44
Acadian Non-U.S. Equity Composite13.2712.43
Artisan Non-U.S. Value13.0311.99
Fiduciary Mgt of Milwaukee Intl Comp12.6911.89
SGA International All Cap Equity12.1911.56
Acadian Non-US ADR Eq (Model/Envestnet)13.2811.56
BlackRock Intl Alpha Tilt Composite11.4511.45
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth1 year gross return1 year net return
Morgan Stanley International Opportunity38.0036.61
Morgan Stanley International Advantage33.9532.59
Baillie Gifford EAFE Plus Alpha Equities33.0332.28
Fisher All Foreign Equity Focused27.9327.55
Jennison Intl Eq Opportunities Cmpst28.0127.55
ClearBridge International Growth27.8526.89
Lazard International Discounted Assets27.3426.79
Nuveen International Gr ADR comp27.6326.39
Thornburg International Growth Sep Acct25.8724.86
Franklin All Country World ex US Equity25.5424.83
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth5 year gross return5 year net return
Morgan Stanley International Opportunity18.0716.77
Wellington International Quality Growth15.7214.87
Morgan Stanley International Advantage15.5314.14
Nuveen International Gr ADR comp13.8212.68
Financial Trust Intl ValueMomentum13.7812.37
MFSˆ® International Val Eq13.0512.21
Baillie Gifford EAFE Plus Alpha Equities12.8212.16
WCM Inv Mgt Focused Growth Intl12.1511.39
Nuveen International Gr ORD Comp12.1111.18
Thornburg International Growth Sep Acct11.8710.97
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value1 year gross return1 year net return
LSV Asset Mgt Intl Sm-Cap Val Eq30.7229.45
AJO International Small Cap29.0928.38
Acadian Non-U.S. Small-Cap Equity Compst29.2528.28
GlobeFlex International Small Cap28.0127.00
Renaissance International Small Cap Eq26.5725.68
GlobeFlex International Micro Cap Cmpst26.5625.44
Segall Bryant International Small Cap24.5623.72
The Boston International Small Cap Eq23.4522.36
QMA International Small Cap Equity23.1522.13
Advisory Research Intl Small Cap Value23.5621.97
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value5 year gross return5 year net return
LMCG Int'l Sm Cap Eq16.8215.72
Acadian Non-U.S. Small-Cap Equity Compst16.2415.37
Segall Bryant International Small Cap15.8215.19
QMA International Small Cap Equity15.9614.99
GlobeFlex International Micro Cap Cmpst15.0214.01
LSV Asset Mgt Intl Sm-Cap Val Eq14.9813.86
GlobeFlex International Small Cap14.5513.63
The Boston International Small Cap Eq14.1913.17
Brandes International Sm-Mid Cap Equity14.2513.11
Brandes International Small Cap Eq13.0912.13
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth1 year gross return1 year net return
FIIG Foreign Equity Small Cap Composite33.4732.72
GW&K International Small Cap Strategy33.6032.28
FIIG All Foreign Equity Small Cap29.7729.04
Macquarie International Small Cap Equity28.6828.25
Trilogy International Small Cap26.6325.37
T. Rowe Price International Small-Cap Eq26.4425.27
Schroders International Small Cap26.0825.07
Lord Abbett & Co. Int'l Sm-Cap Core Eq.25.7424.66
Harding Loevner Intl Small Co25.4424.18
Expedition Intl Micro Cap Comp26.0224.15
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth5 year gross return5 year net return
Expedition Intl Micro Cap Comp21.1119.46
Oberweis Intl Opportunities20.0418.91
OFI Global International Small-Mid Cap19.4218.40
EAM International Small Cap18.6217.47
Baring International Small Cap Equity17.6116.67
FIIG Foreign Equity Small Cap Composite15.1414.49
T. Rowe Price International Small-Cap Eq15.0213.94
Schroders International Small Cap14.7613.84
Macquarie International Small Cap Equity14.6213.72
Schroders Global Smaller Companies14.7613.07
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock1 year gross return1 year net return
Ashmore Latin America Small Cap Equity39.2437.22
Latin American Equity29.4028.11
T. Rowe Price Latin America Equity27.8226.74
Financial Trust Latin Value Momentum27.6426.09
Morgan Stanley Latin America Equity25.7325.30
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock5 year gross return5 year net return
Financial Trust Latin Value Momentum13.2211.83
T. Rowe Price Latin America Equity0.910.05
Latin American Equity0.95-0.07
Morgan Stanley Latin America Equity-0.24-0.60
Ashmore Latin America Small Cap Equity-0.85-2.40
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock1 year gross return1 year net return
T. Rowe Price Europe Smaller Comp Equity37.4736.45
Boston Company Euroland Small Cap Equity30.9729.76
Pzena European Focused Value29.5429.12
Baillie Gifford Europe ex-UK Equities29.9029.10
Acadian European Equity Composite29.4228.45
Oechsle Diversified Europe Equity27.5526.43
Baillie Gifford Pan-European Equities26.8626.06
Atlas Enhanced Europe26.0524.32
Wellington Strategic European Equity24.7023.79
T. Rowe Price Europe ex-UK Equity24.3023.69
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock5 year gross return5 year net return
Boston Company Euroland Small Cap Equity18.6117.52
T. Rowe Price Europe Smaller Comp Equity17.5516.68
Numeric Investors Europe Core17.0016.17
Baillie Gifford Europe ex-UK Equities14.7013.97
Acadian European Equity Composite14.6813.83
Wellington Strategic European Equity13.5012.66
Intech European Large Cap Core13.1812.60
T. Rowe Price Europe ex-UK Equity12.7612.21
Pzena European Focused Value11.3110.92
PGI European Equity11.4210.88
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock1 year gross return1 year net return
DaiwaSB Japan EqSmall Cap Absolute Value49.2748.26
DaiwaSB Japan Eq MidSm Cap GARP31.9531.05
DaiwaSB Japan Eq Small Cap GARP28.9328.05
Lazard Japanese Strategic Equity27.7527.32
Baillie Gifford Japanese All Cap24.0323.22
Lazard Japanese Equity23.1522.80
DaiwaSB Japan Eq Value Plus Alpha20.8620.15
Acadian Japanese Equity Composite21.0320.10
Baillie Gifford Japan Growth20.5519.84
Dalton Japan Long Only Composite20.4519.60
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock5 year gross return5 year net return
DaiwaSB Japan EqSmall Cap Absolute Value27.7726.90
DaiwaSB Japan Eq MidSm Cap GARP21.5020.67
DaiwaSB Japan Eq Small Cap GARP18.8518.07
Dalton Japan Long Only Composite18.3617.19
Baillie Gifford Japanese All Cap16.6415.90
Burgundy Asian (All Cap) Composite16.5515.40
T. Rowe Price Japan Equity15.3514.71
Burgundy Focus Asian Composite15.2714.41
Baillie Gifford Japan Growth15.0614.34
Brandes Japan Equity14.4413.53
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Baillie Gifford Asia ex Japan Equities30.8329.96
Lazard Emg Markets Eq Blend Asia ADR26.5825.74
NB Asian Opportunities Composite26.5125.43
MFSˆ® Asia ex Japan Equity26.0425.14
FIIG Asia ex-Japan Equity26.2224.67
PGI Asia ex-Japan Equity25.3624.58
MFSˆ® Asia Pacific ex Japan22.4821.61
T. Rowe Price Asia ex-Japan Equity21.1920.18
Allianz Total Return Asia Equity21.4419.34
Asia Pacific ex Japan Equity19.8318.63
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk5 year gross return5 year net return
Brandes Asia Pacific ex-Japan Equity11.3510.23
Baillie Gifford Asia ex Japan Equities10.739.99
FIIG Asia ex-Japan Equity11.039.59
MFSˆ® Asia ex Japan Equity8.737.93
Allianz Total Return Asia Equity9.557.53
MFSˆ® Asia Pacific ex Japan8.277.48
Morgan Stanley Asia Equity7.617.37
PGI Asia ex-Japan Equity7.867.25
T. Rowe Price Asia ex-Japan Equity7.846.94
Allianz Asia-Pfc ex Japan Eq (Core Reg)7.656.75
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia1 year gross return1 year net return
ZPR All Asian27.8426.27
ARI Asian Pacific25.5925.59
Financial Trust Asia ValueMomentum27.1625.57
Sit Inv Pac Basin21.1820.11
Templeton Asia Pacific Eq20.3119.58
GAM Asia-Pacific Equity19.7619.30
WellsCap SF Global Asia Pacific Equity19.4318.49
Accuvest Asian Advantage17.5416.70
Dalton Asia Pacific Long Only Composite17.6816.18
Asia Pacific inc Japan Equity14.9213.77
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia5 year gross return5 year net return
Financial Trust Asia ValueMomentum18.7217.26
ARI Asian Pacific13.1813.18
Dalton Asia Pacific Long Only Composite14.4012.83
ZPR All Asian11.6410.23
WellsCap SF Global Asia Pacific Equity10.719.83
Sit Inv Pac Basin9.218.23
Horizon Asia Institutional9.248.15
Accuvest Asian Advantage7.587.13
Templeton Asia Pacific Eq7.536.93
Asia Pacific inc Japan Equity7.116.03
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts1 year gross return1 year net return
Numeric Investors Emerging Markets Alpha35.7834.33
Lazard Dev Mkts Eq Select ADR/GDR (Qual)34.7633.82
JPMorgan Emg Mkts Eq Diversified28.8232.77
Baillie Gifford Emerging Mkts All Cap Eq33.2632.25
Acadian Emerging Markets Small-Cap Comp33.3331.72
Macquarie Emerging Markets Equity32.6531.36
Martin Currie Global Emerging Markets31.6630.97
UBS Emerging Markets Equity HALO31.2930.54
JPMorgan GEM Opportunities Strategy31.2830.26
PGI Emerging Global Leaders Equity30.8929.92
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts5 year gross return5 year net return
Acadian Frontier Markets Equity Compst15.6313.93
Ashmore EM Middle East Equity15.4113.64
Acadian Emerging Markets Small-Cap Comp14.8113.40
Numeric Investors Emerging Markets Alpha14.2413.01
Ashmore EM Frontier Markets Equity14.3112.55
QMA Emerging Markets Small Cap Equity12.2011.09
William Blair – Emerging Mkts Sm Cap Gr12.0310.89
Macquarie Emerging Markets Equity Sm Cap12.6110.66
SSGA Active Emerging Markets Sm Cp Strat11.7110.54
Nuveen-Sector Emerging Markets (ADR)10.559.49
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate1 year gross return1 year net return
Cohen & Steers European Real Estate Secs15.5414.33
Third Avenue Real Estate Value Equity14.4613.24
PGI Core Real Estate Property9.858.58
Cohen & Steers Int'l Real Estate Secs7.817.06
PGI Global ex-US Real Estate Securities7.046.41
Global REIT Income Preference7.076.37
Financial Trust Global REIT6.665.33
Morgan Stanley Glbl Infrastructure Sec6.275.15
Northern Trust Global REIT4.554.30
Adelante Global Strategy Composite4.824.20
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate5 year gross return5 year net return
Cohen & Steers European Real Estate Secs13.5012.59
PGI Core Real Estate Property12.4711.18
Third Avenue Real Estate Value Equity11.2610.03
Financial Trust Global REIT11.239.85
Global REIT Income Preference10.529.81
Morgan Stanley Glbl Infrastructure Sec10.609.41
Brookfield Gbl Rl Estate Secs Alpha9.979.22
Duff&Phelps Glbl Real Estate Securities9.468.59
Cohen & Steers Global Real Estate Secs9.028.55
Heitman Global Diversified Rental9.108.46
Source: Morningstar Separate Account/CIT Fund Database

World Bond1 year gross return1 year net return
Templeton Global Multisector Plus Comp15.2614.76
Templeton Global Bond Plus Composite13.6313.12
Templeton International Bond Plus Comp12.4611.97
Brandywine Global Opportunistic Tot Ret11.1710.37
Brandywine Global Unconstrained F/I10.249.46
Newfleet Global Multi-Sector Income Comp8.817.35
Western Asset Mgt Glbl Multi Sector7.777.34
Stone Harbor Global High Yield 50/507.667.31
Stone Harbor Glbl High Yield Comp 70/307.657.30
PCM Absolute Bond Composite8.246.88
Source: Morningstar Separate Account/CIT Fund Database

World Bond5 year gross return5 year net return
Western Asset Mgt UK Core Full7.016.73
Newfleet Global Multi-Sector Income Comp6.845.41
Stone Harbor Glbl High Yield Comp 70/305.344.93
Muzinich & Co., Glbl High Yld5.384.83
Stone Harbor Global High Yield 50/505.164.78
PIMCO Non US Hedged5.224.71
Western Asset Mgt Euro Core Full Discr4.744.51
Standish Euro Core Plus Fixed Income4.734.44
Oaktree European Senior Loans4.704.18
Western Asset Mgt Glbl Core Full Discr4.524.15
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ U.S. Opportunistic High Yield Comp14.5413.96
DDJ Total Return Credit II Composite14.7912.79
MacKay Select High Yield Composite12.8412.28
DCM High Yield12.4311.87
PineBridge High Yield Bond Composite12.1811.68
Nuveen High Yield Fixed Income12.1211.57
Horizon High Yield Opportunity Instl12.0310.91
Penn Capital Opportunistic High Yield11.0210.72
Global High Yield10.9510.40
Logan Circle High Yield10.8910.35
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
T. Rowe Price Europe High Yield Bond8.998.44
MacKay Select High Yield Composite8.848.30
Nomura NCRAM HY Total Return Inst8.477.94
Oaktree European High Yield Bonds8.397.85
Federated Opportunistic High Yield Comp8.317.78
DCM High Yield8.247.70
TCW Opportunistic MBS8.437.67
DDJ U.S. Opportunistic High Yield Comp8.137.57
Lord Abbett High Yield Opportunistic8.437.54
Morgan Stanley U.S. High Yield8.437.51
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities5.144.77
Chilton International Fixed2.972.47
Columbia US Government Mortgage2.201.70
Smith Breeden Mortgage Index Plus0.810.46
DBF Interm Mortgage-Backed Securities0.400.15
CCM Fixed Income Portfolio0.630.13
DBF Intermediate Duration Govt/Agency0.05-0.15
TCW Index Plus MBS0.10-0.18
Ryan Labs LDI Interm Duration 3-50.00-0.36
M.D. Sass Core Fix-Inc-0.33-0.61
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.214.76
Columbia US Government Mortgage2.932.51
TCW Index Plus MBS2.352.13
Smith Breeden Mortgage Index Plus2.221.86
M.D. Sass Core Fix-Inc2.091.81
Ryan Labs LDI Interm Duration 3-51.881.50
MFS US Government Fixed Income1.751.45
Great Lakes Core Government Only1.461.35
Chicago Equity Core Fix-Inc1.511.26
Northern Trust Government Index1.331.18
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond12.5211.54
Flaherty & Crumrine Separate Mgd Account9.759.23
Spectrum Preferred Securities9.479.21
PIMCO Diversified Income7.316.57
BBH Core Fixed Income5.505.23
BCM Decathlon Conservative Aspect(Pro1)7.404.62
RSA Unconstrained Bond Strategy5.144.61
Logan Circle Multi-Sector Fixed Income4.494.11
ClearArc Capital Strategic Income Plus4.463.99
Piedmont Inv Advisors Yld Advantage Agg1.153.89
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account8.287.77
Spectrum Preferred Securities7.647.38
Herzfeld Taxable Closed-End Bond6.926.02
RSA Unconstrained Bond Strategy5.865.34
PIMCO Diversified Income5.614.89
ClearArc Capital Strategic Income Plus4.994.53
PIMCO Global Invstm Grade Corporate4.954.46
Morgan Stanley Core Plus Fix-Inc4.854.20
Manulife AM US Core Plus Fixed Income4.414.10
Invesco Core Plus Composite4.243.88
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite1.591.28
Ryan Labs Limited Duration Govt Credit1.321.03
Garcia Hamilton Fix-Inc Short Dur0.970.84
Standish Glb Govt-Short Dur (US$ Hedged)0.830.68
M.D. Sass 2-Year FI0.840.62
TCW MBS Short-Intermediate0.870.59
BlackRock Mortgage0.680.55
WellsCap Montgomery US Short Duration FI0.880.43
AB US Low Duration0.860.41
RBC Short Duration: 1-3 Year Government0.560.39
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.722.46
RBC Access Capital Community Invmt2.341.91
Sit Inv Short Dur Strat2.171.76
PNC Cap Adv US Government Mortgage1.881.52
Victory INCORE Short Government1.631.32
M.D. Sass 3-Year FI1.671.31
Garcia Hamilton Fix-Inc Short Dur1.241.12
M.D. Sass 2-Year FI1.291.04
WellsCap Montgomery US Short Duration FI1.170.71
MPI Inv Mgt US Fix-Inc1.240.70
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Post Limited Term High Yield Comp4.714.04
Diamond Hill Short Duration Total Return4.173.80
Frost Intermediate Taxable Composite4.123.66
Newfleet Multi-Sector Short Dur Cpst4.143.65
Advisors Capital Mgt Fixed Income4.433.55
TCW Strategic Income5.553.27
iSectors Domestic Fixed Income3.002.61
Lord Abbett Short Duration Credit2.762.50
Century Mgmt Fixed Income2.372.13
Ryan Labs Low Duration Income2.321.97
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Post Limited Term High Yield Comp4.964.29
Frost Intermediate Taxable Composite4.343.92
TCW Strategic Income5.003.09
Newfleet Multi-Sector Short Dur Cpst3.553.05
Advisors Capital Mgt Fixed Income3.502.81
WellsCap Intermediate Premier FI3.012.70
Dodge & Cox Intermediate FI Composite2.932.60
Thornburg Limited Term Income Sep Acct2.902.53
Century Mgmt Fixed Income2.932.48
Lazard U.S. Intermediate Core2.582.39
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak23.8022.69
FIAM Leveraged Loan Composite5.565.03
PIMCO Short Term3.162.72
BNP Paribas Mortgage Alpha3.222.67
Pioneer Multi-Asset Ultrashort Income2.412.15
Western Asset Mgt US Enhanced Cash2.342.13
Federated Active Cash Broad FI Composite2.051.84
Merganser Floating Rate Bond1.871.68
Seix Ultra Short1.841.66
Payden & Rygel Enhanced Cash Long1.631.47
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak16.5115.98
FIAM Leveraged Loan Composite4.874.35
BNP Paribas Mortgage Alpha4.053.54
PIMCO Short Term1.981.57
Pioneer Multi-Asset Ultrashort Income1.861.57
Western Asset Mgt US Enhanced Cash1.621.43
Federated Active Cash Broad FI Composite1.431.14
Payden & Rygel Enhanced Cash Long1.170.99
Seix Ultra Short1.170.94
Federated Active Cash Moderate FI Comp1.170.88
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
JKMAM Active Aggregate0.12-0.06
Long Duration Gov/Credit Composite-0.40-0.58
Long Duration Gov/Credit Plus Composite-0.36-0.65
Camden Long Duration (US Corporate) Comp-1.69-1.95
Hillswick Long Duration Government-2.16-2.46
DoubleLine Long Duration Total Return-3.58-5.40
TCW Long Duration Gov-5.64-5.72
SSgA Long U.S. Govt Bond Index Strategy-6.17-6.21
PIMCO Long Duration Treasury-5.82-6.29
NISA Long Dur Govt Only Consolidated-7.37-7.55
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
Long Duration Gov/Credit Composite4.223.98
Hillswick Long Duration Government4.133.83
Long Duration Gov/Credit Plus Composite4.303.72
NISA 15+ STRIPS Fixed Income Composite3.933.71
NISA Long Dur Govt Only Consolidated3.182.93
Hoisington Inv Mgt Macroeconomic FI Comp3.112.88
PIMCO Long Duration Treasury3.102.61
TCW Long Duration Gov2.362.24
JKMAM Active Aggregate2.081.91
SSgA Long U.S. Govt Bond Index Strategy2.841.22
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
Ramirez Long Duration Composite5.255.14
Niemann Risk Managed Global Bond6.504.78
PIMCO Long Term Bond - Long Credit5.064.77
Standish Long Corporate3.493.29
FIAM Long Corporate Composite3.222.93
Ryan Labs Long-Credit3.222.92
BlackRock US Long Credit3.042.91
NISA Long Credit3.112.88
NISA Long Dur Credit Only Consolidated3.012.78
Standish US Investment Grade Corporate2.722.55
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit6.636.33
Dodge & Cox Long Duration FI Composite5.795.41
TCW Long Duration Credit5.615.41
Western Asset Mgt US Long Duration5.675.34
BlackRock US Long Credit5.395.16
PIMCO Long Term Bond Full Authority5.385.13
Logan Circle Long Duration5.445.12
Ryan Labs Long-Credit5.395.08
NISA Long Credit5.224.98
FIAM Long Corporate Composite5.234.94
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
First Trust Taxable Closed End Fund12.3510.79
Schroder Opportunistic Multi-Sector Sec11.2710.73
Putnam Fixed Income Global Alpha Plus10.159.49
PIMCO Floating Income10.019.26
Eaton Vance Multi-Sector Bond9.629.08
PIMCO Income Composite9.068.49
PIMCO Unconstrained Bond Strategy7.396.60
Prudential Absolute Return Composite6.666.20
Federated Strategic Multi-Sector FI Comp6.446.07
Thornburg Multisector Opportun Sep Acct6.786.04
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
Schroder Opportunistic Multi-Sector Sec9.148.45
Schroders Enhanced Securitized7.987.44
PIMCO Income Composite7.376.82
Loomis Sayles Multi-Sector Full Discretn5.455.12
TCW Securitized Opportunities6.054.99
Guggenheim Fixed Income5.224.87
Thornburg Multisector Opportun Sep Acct5.574.86
Manulife AM Strategic Fixed Income Opp5.204.78
Newfleet Multi-Sector Opportunistic Cpst5.214.64
First Trust Taxable Closed End Fund6.094.49
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ U.S. Opportunistic High Yield Comp14.5413.96
DDJ Total Return Credit II Composite14.7912.79
MacKay Select High Yield Composite12.8412.28
DCM High Yield12.4311.87
PineBridge High Yield Bond Composite12.1811.68
Nuveen High Yield Fixed Income12.1211.57
Horizon High Yield Opportunity Instl12.0310.91
Penn Capital Opportunistic High Yield11.0210.72
Global High Yield10.9510.40
Logan Circle High Yield10.8910.35
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
T. Rowe Price Europe High Yield Bond8.998.44
MacKay Select High Yield Composite8.848.30
Nomura NCRAM HY Total Return Inst8.477.94
Oaktree European High Yield Bonds8.397.85
Federated Opportunistic High Yield Comp8.317.78
DCM High Yield8.247.70
TCW Opportunistic MBS8.437.67
DDJ U.S. Opportunistic High Yield Comp8.137.57
Lord Abbett High Yield Opportunistic8.437.54
Morgan Stanley U.S. High Yield8.437.51
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities5.144.77
Chilton International Fixed2.972.47
Columbia US Government Mortgage2.201.70
Smith Breeden Mortgage Index Plus0.810.46
DBF Interm Mortgage-Backed Securities0.400.15
CCM Fixed Income Portfolio0.630.13
DBF Intermediate Duration Govt/Agency0.05-0.15
TCW Index Plus MBS0.10-0.18
Ryan Labs LDI Interm Duration 3-50.00-0.36
M.D. Sass Core Fix-Inc-0.33-0.61
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities5.214.76
Columbia US Government Mortgage2.932.51
TCW Index Plus MBS2.352.13
Smith Breeden Mortgage Index Plus2.221.86
M.D. Sass Core Fix-Inc2.091.81
Ryan Labs LDI Interm Duration 3-51.881.50
MFS US Government Fixed Income1.751.45
Great Lakes Core Government Only1.461.35
Chicago Equity Core Fix-Inc1.511.26
Northern Trust Government Index1.331.18
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond12.5211.54
Flaherty & Crumrine Separate Mgd Account9.759.23
Spectrum Preferred Securities9.479.21
PIMCO Diversified Income7.316.57
BBH Core Fixed Income5.505.23
BCM Decathlon Conservative Aspect(Pro1)7.404.62
RSA Unconstrained Bond Strategy5.144.61
Logan Circle Multi-Sector Fixed Income4.494.11
ClearArc Capital Strategic Income Plus4.463.99
Piedmont Inv Advisors Yld Advantage Agg1.153.89
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account8.287.77
Spectrum Preferred Securities7.647.38
Herzfeld Taxable Closed-End Bond6.926.02
RSA Unconstrained Bond Strategy5.865.34
PIMCO Diversified Income5.614.89
ClearArc Capital Strategic Income Plus4.994.53
PIMCO Global Invstm Grade Corporate4.954.46
Morgan Stanley Core Plus Fix-Inc4.854.20
Manulife AM US Core Plus Fixed Income4.414.10
Invesco Core Plus Composite4.243.88
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite1.591.28
Ryan Labs Limited Duration Govt Credit1.321.03
Garcia Hamilton Fix-Inc Short Dur0.970.84
Standish Glb Govt-Short Dur (US$ Hedged)0.830.68
M.D. Sass 2-Year FI0.840.62
TCW MBS Short-Intermediate0.870.59
BlackRock Mortgage0.680.55
WellsCap Montgomery US Short Duration FI0.880.43
AB US Low Duration0.860.41
RBC Short Duration: 1-3 Year Government0.560.39
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.722.46
RBC Access Capital Community Invmt2.341.91
Sit Inv Short Dur Strat2.171.76
PNC Cap Adv US Government Mortgage1.881.52
Victory INCORE Short Government1.631.32
M.D. Sass 3-Year FI1.671.31
Garcia Hamilton Fix-Inc Short Dur1.241.12
M.D. Sass 2-Year FI1.291.04
WellsCap Montgomery US Short Duration FI1.170.71
MPI Inv Mgt US Fix-Inc1.240.70
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Post Limited Term High Yield Comp4.714.04
Diamond Hill Short Duration Total Return4.173.80
Frost Intermediate Taxable Composite4.123.66
Newfleet Multi-Sector Short Dur Cpst4.143.65
Advisors Capital Mgt Fixed Income4.433.55
TCW Strategic Income5.553.27
iSectors Domestic Fixed Income3.002.61
Lord Abbett Short Duration Credit2.762.50
Century Mgmt Fixed Income2.372.13
Ryan Labs Low Duration Income2.321.97
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Post Limited Term High Yield Comp4.964.29
Frost Intermediate Taxable Composite4.343.92
TCW Strategic Income5.003.09
Newfleet Multi-Sector Short Dur Cpst3.553.05
Advisors Capital Mgt Fixed Income3.502.81
WellsCap Intermediate Premier FI3.012.70
Dodge & Cox Intermediate FI Composite2.932.60
Thornburg Limited Term Income Sep Acct2.902.53
Century Mgmt Fixed Income2.932.48
Lazard U.S. Intermediate Core2.582.39
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak23.8022.69
FIAM Leveraged Loan Composite5.565.03
PIMCO Short Term3.162.72
BNP Paribas Mortgage Alpha3.222.67
Pioneer Multi-Asset Ultrashort Income2.412.15
Western Asset Mgt US Enhanced Cash2.342.13
Federated Active Cash Broad FI Composite2.051.84
Merganser Floating Rate Bond1.871.68
Seix Ultra Short1.841.66
Payden & Rygel Enhanced Cash Long1.631.47
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak16.5115.98
FIAM Leveraged Loan Composite4.874.35
BNP Paribas Mortgage Alpha4.053.54
PIMCO Short Term1.981.57
Pioneer Multi-Asset Ultrashort Income1.861.57
Western Asset Mgt US Enhanced Cash1.621.43
Federated Active Cash Broad FI Composite1.431.14
Payden & Rygel Enhanced Cash Long1.170.99
Seix Ultra Short1.170.94
Federated Active Cash Moderate FI Comp1.170.88
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
JKMAM Active Aggregate0.12-0.06
Long Duration Gov/Credit Composite-0.40-0.58
Long Duration Gov/Credit Plus Composite-0.36-0.65
Camden Long Duration (US Corporate) Comp-1.69-1.95
Hillswick Long Duration Government-2.16-2.46
DoubleLine Long Duration Total Return-3.58-5.40
TCW Long Duration Gov-5.64-5.72
SSgA Long U.S. Govt Bond Index Strategy-6.17-6.21
PIMCO Long Duration Treasury-5.82-6.29
NISA Long Dur Govt Only Consolidated-7.37-7.55
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
Long Duration Gov/Credit Composite4.223.98
Hillswick Long Duration Government4.133.83
Long Duration Gov/Credit Plus Composite4.303.72
NISA 15+ STRIPS Fixed Income Composite3.933.71
NISA Long Dur Govt Only Consolidated3.182.93
Hoisington Inv Mgt Macroeconomic FI Comp3.112.88
PIMCO Long Duration Treasury3.102.61
TCW Long Duration Gov2.362.24
JKMAM Active Aggregate2.081.91
SSgA Long U.S. Govt Bond Index Strategy2.841.22
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
Ramirez Long Duration Composite5.255.14
Niemann Risk Managed Global Bond6.504.78
PIMCO Long Term Bond - Long Credit5.064.77
Standish Long Corporate3.493.29
FIAM Long Corporate Composite3.222.93
Ryan Labs Long-Credit3.222.92
BlackRock US Long Credit3.042.91
NISA Long Credit3.112.88
NISA Long Dur Credit Only Consolidated3.012.78
Standish US Investment Grade Corporate2.722.55
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit6.636.33
Dodge & Cox Long Duration FI Composite5.795.41
TCW Long Duration Credit5.615.41
Western Asset Mgt US Long Duration5.675.34
BlackRock US Long Credit5.395.16
PIMCO Long Term Bond Full Authority5.385.13
Logan Circle Long Duration5.445.12
Ryan Labs Long-Credit5.395.08
NISA Long Credit5.224.98
FIAM Long Corporate Composite5.234.94
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
First Trust Taxable Closed End Fund12.3510.79
Schroder Opportunistic Multi-Sector Sec11.2710.73
Putnam Fixed Income Global Alpha Plus10.159.49
PIMCO Floating Income10.019.26
Eaton Vance Multi-Sector Bond9.629.08
PIMCO Income Composite9.068.49
PIMCO Unconstrained Bond Strategy7.396.60
Prudential Absolute Return Composite6.666.20
Federated Strategic Multi-Sector FI Comp6.446.07
Thornburg Multisector Opportun Sep Acct6.786.04
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
Schroder Opportunistic Multi-Sector Sec9.148.45
Schroders Enhanced Securitized7.987.44
PIMCO Income Composite7.376.82
Loomis Sayles Multi-Sector Full Discretn5.455.12
TCW Securitized Opportunities6.054.99
Guggenheim Fixed Income5.224.87
Thornburg Multisector Opportun Sep Acct5.574.86
Manulife AM Strategic Fixed Income Opp5.204.78
Newfleet Multi-Sector Opportunistic Cpst5.214.64
First Trust Taxable Closed End Fund6.094.49
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond1 year gross return1 year net return
Lord Abbett & Co. Inflation Focused – SA5.184.78
Chilton Global Inflation Linked2.571.98
Wellington TIPS0.620.47
PIMCO Real Return Full Authority0.620.16
Standish Global TIPS0.00-0.05
Standish U.S. TIPS 1-10 Year0.04-0.15
Richmond Capital Mgt TIPS 1-10 Yr-0.09-0.19
NISA Intermediate TIPS-0.08-0.22
IR+M Int. TIPS-0.13-0.23
NB U.S.Treasury Inflation Protection-0.44-0.48
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond5 year gross return5 year net return
BNP Paribas GlobalInflationLinked Bonds3.132.87
Standish Global TIPS1.481.40
Franklin U.S. TIPS Composite0.390.26
NB U.S.Treasury Inflation Protection0.150.14
BBH U.S. TIPS0.260.11
Wellington TIPS0.250.10
Standish U.S. TIPS 1-10 Year0.180.06
Standish US TIPS Barclays0.130.06
NISA Intermediate TIPS0.160.05
Richmond Capital Mgt TIPS 1-10 Yr0.090.00
Source: Morningstar Separate Account/CIT Fund Database

Stable Value1 year gross return1 year net return
PIMCO Stable Value (BV)2.962.74
Standish Stable Value2.132.03
T. Rowe Price Stable Value2.211.97
Putnam Stable Value Composite2.131.89
Invesco Stable Value2.021.82
Galliard Stable Value Composite2.021.61
Source: Morningstar Separate Account/CIT Fund Database

Stable Value5 year gross return5 year net return
PIMCO Stable Value (BV)3.263.04
T. Rowe Price Stable Value2.422.17
Standish Stable Value2.242.13
Invesco Stable Value2.061.86
Putnam Stable Value Composite2.011.76
Galliard Stable Value Composite2.011.60
Source: Morningstar Separate Account/CIT Fund Database

Convertibles1 year gross return1 year net return
SSI Inv Grade Convert Strat24.5823.62
INCORE Inv Grade Convertibles Comp18.0617.41
Lord Abbett & Co. Convertibles17.7316.54
Advent Investment Grade15.7315.25
Palisade Convertible Securities Comp14.4713.91
Allianz Convertibles14.3213.79
SSI Convertible Investment Strategy13.1412.63
Advent Balanced Convertible Strategy13.1012.57
MacKay Shields Convertibles12.9412.39
Calamos Instl Convertible Composite13.0812.30
Source: Morningstar Separate Account/CIT Fund Database

Convertibles5 year gross return5 year net return
SSI Inv Grade Convert Strat14.8413.79
Advent Investment Grade11.5011.03
INCORE Inv Grade Convertibles Comp11.4710.86
MacKay Shields Convertibles10.9810.43
SSI Convertible Investment Strategy10.7910.29
Allianz Convertibles10.6210.19
Palisade Convertible Securities Comp10.569.94
ClearBridge U.S. Convertibles10.549.89
Lord Abbett & Co. Convertibles10.959.83
Advent Balanced Convertible Strategy9.919.41
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond1 year gross return1 year net return
Ashmore EM Corporate Debt High Yld Comp22.2620.88
Stone Harbor EMD Total Return17.4416.28
Ashmore EM Corp Dbt Broad (CEMBI) Comp17.5016.17
Global Evolution Frontier Markets12.9711.86
Van Eck Unconstr Emg Mkts Bond Comp.12.1311.34
Mondrian Inv Emerging Markets Debt10.269.72
Logan Circle Emerging Market Debt10.269.71
Schroders Multi-Sector Emg Mkt Debt10.419.54
OFI Global Emerging Markets Local Bond10.069.41
Standish Em Mkts Dbt - Opportunistic10.299.21
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond5 year gross return5 year net return
Global Evolution Frontier Markets8.577.50
DCM Emerging Markets Debt7.026.39
Macquarie Emerging Markets Debt6.746.22
Prudential Fixed Inc Emerging Mkts Debt6.676.08
Ashmore EM Corporate Debt High Yld Comp6.845.64
Stone Harbor EMD Total Return6.305.45
Ashmore EM Corp Dbt Broad (CEMBI) Comp6.625.41
FIAM Emerging Market Debt Composite6.075.38
Global Evolution EM Debt6.425.37
Ashmore Emerg Mkts External Dbt Comp6.395.36
Source: Morningstar Separate Account/CIT Fund Database

World Allocation1 year gross return1 year net return
PIMCO StocksPLUS Absolute Return22.7522.06
PIMCO StocksPLUS International Unhedged21.7021.16
Innealta Global All Asset Opp Growth21.9519.82
PIMCO StocksPlus19.6219.12
PIMCO RAE Fundamental PLUS19.9819.04
NorthCoast Tactical Growth18.1117.03
Innealta Global All Asset Opp Moderate18.2216.25
THG Balanced Aggressive16.3615.50
Lazard Cap Alloc -Gbl Div 75/25 (TX)15.5815.36
CW Frontier Asset Mgmt Global Opp15.8115.24
Source: Morningstar Separate Account/CIT Fund Database

World Allocation5 year gross return5 year net return
PIMCO StocksPlus15.0514.53
PIMCO StocksPLUS Absolute Return15.0614.40
PIMCO RAE Fundamental PLUS14.8413.94
Morgan Stanley Glbl Tactical Asset Alloc10.029.71
ICON - SBI Global Moderate10.179.38
THG Balanced Aggressive9.718.87
CKW Opportunistic Global Balanced9.558.60
DMAP Moderate Relative Return USD-H9.158.36
PIMCO StocksPLUS International Unhedged8.978.34
CKW Sprinkle Global Balance8.957.76
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation1 year gross return1 year net return
MCA Conservative Portfolios17.3216.45
Clark Navigator MultiStrategy 50-50(SAI)14.3313.94
Lazard Cap Alloc -Gbl Non-Traditional14.6413.50
Copeland Large Cap Div Growth Balanced13.5112.98
AAM Credit Opportunities13.9612.56
Allianz Income & Growth12.2211.74
Morningstar Balanced - Advisor Group WMP11.3111.31
Messner & Smith - Balanced12.3611.24
AMP Moderately Conservative11.2610.75
ASAP Balanced Strategy10.6810.42
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation5 year gross return5 year net return
Clark Navigator MultiStrategy 50-50(SAI)10.309.92
Allianz Income & Growth9.228.79
Copeland Large Cap Div Growth Balanced8.848.27
MCA Conservative Portfolios8.717.90
Morningstar Balanced - Advisor Group WMP7.567.56
AMP Moderately Conservative7.837.35
Tocqueville Enhanced Income Composite8.067.05
ASAP Balanced Strategy7.136.90
ACM Growth & Income 517.776.89
CLS American Funds Moderate 507.086.82
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation1 year gross return1 year net return
ValueWorks Bal Comp20.4018.81
Johnson Institutional Mgt Enhanced Index18.4618.10
Hotchkis & Wiley - Capital Income18.4317.67
MCA Balanced Portfolios16.9816.18
Dodge & Cox Balanced Composite16.6416.01
Brandywine Domestic Balanced16.7115.92
Janus Henderson Balanced16.4515.90
WJA Equity Oriented (Balanced) Composite16.5715.79
Herzfeld Balanced Closed-End16.6115.54
Harris Assoc. Equity & Income Comp16.1915.51
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation5 year gross return5 year net return
Johnson Institutional Mgt Enhanced Index14.5614.25
Dodge & Cox Balanced Composite11.8211.70
ValueWorks Bal Comp12.5811.05
Invesco Equity and Income Composite11.3610.70
Hotchkis & Wiley - Capital Income11.2710.56
UBS: U.S. Balanced Portfolio10.8610.15
Dorsey Wright Sys Reltv Strength Cons11.3110.02
EIC Mid-Cap Value13.299.98
MCA Balanced Portfolios10.499.70
Harris Assoc. Equity & Income Comp10.229.57
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20151 year gross return1 year net return
Sage Target Date 2015 Fund5.815.39
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20155 year gross return5 year net return
Sage Target Date 2015 Fund4.814.41
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2016-20201 year gross return1 year net return
BCM DynamicBelay Balanced Growth (QDIA)8.366.82
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 Fund8.588.15
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20255 year gross return5 year net return
Sage Target Date 2025 Fund6.416.00
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2026-20301 year gross return1 year net return
BCM DynamicBelay Conservative Gro(QDIA)10.939.36
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 Fund11.6511.21
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20355 year gross return5 year net return
Sage Target Date 2035 Fund7.717.29
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2036-20401 year gross return1 year net return
BCM DynamicBelay Moderate Growth (QDIA)11.019.44
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 Fund13.2212.77
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20455 year gross return5 year net return
Sage Target Date 2045 Fund8.438.01
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income1 year gross return1 year net return
Nuveen-Sector Dividend Preferred15.3014.59
Horizon Hybrid Real Spend 711.2511.25
PIMCO Retirement Income Model-Mod Gr10.9910.99
Horizon Hybrid Real Spend 610.4510.45
Horizon Hybrid Real Spend 59.629.62
PIMCO Retirement Income Model - Balanced9.519.51
Horizon Real Spend 711.239.03
Horizon Hybrid Real Spend 48.668.66
Morningstar Ret Inc Long-Range - TDA10.258.60
Morningstar Ret Inc Long-Range - BNY10.198.55
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income5 year gross return5 year net return
Beacon Dividend Income Composite9.888.42
Nuveen-Sector Dividend Preferred8.617.61
Texas Retirement Income Strategy8.616.80
Horizon Real Spend 78.596.51
Horizon Real Spend 58.336.26
Horizon Real Spend 48.136.06
Advisors Capital Mgt Income w/Growth6.635.17
Horizon Real Spend 67.195.14
Morningstar Ret Inc Long-Range - TDA6.154.92
Morningstar Ret Inc Long-Range - BNY6.074.49
Source: Morningstar Separate Account/CIT Fund Database
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