Top performing managers by category: separate accounts, 1st Quarter 2018


Large Blend1 year gross return1 year net return
361 Large Cap Concentrated Equity26.9126.18
361 Large Cap Concentrated Equity – Wrap27.3325.98
361 Large Cap Tax Aware Equity26.9625.82
Euclid Advisory Large Cap Growth24.4623.11
Federated MDT Large Cap Growth23.4422.58
Wright Large Cap Core Equity22.9922.48
AlphaMark Advisors Quality Large Cap Gr23.1221.91
Wakefield Large Cap Equity23.2821.80
Wakefield Biblically Responsible Equity21.3720.45
Eagle Ridge Relative Value20.9320.20
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth18.9217.56
Mellon Capital Dynamic U.S. Equity Comp16.5916.03
Jacobs Levy Core Equity (Russell 3000)15.7615.25
Jacobs Levy Large Cap (S&P 500)15.6815.14
Wakefield Large Cap Equity16.6915.11
Oak Associates All Cap Core Growth15.9615.10
Wright Large Cap Core Equity15.6415.09
Calvert US Lg Cap Core Responsible strgy13.9114.95
Alpha Quant Core Equity16.1614.89
Piedmont Inv Advisors Market Plus15.0414.85
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Federated MDT Mid Cap Growth23.2122.20
Zacks Mid-Cap Core Strategy23.0522.15
Clark Navigator All Cap Core U.S. Equity22.3521.93
UBS: Global Sustainable Innovators23.0320.56
The Capital Mgt Corp All Cap Equity Comp18.9818.09
Leuthold Select Industries19.0617.89
Calvert U.S. Mid Cap Core Resp Index12.5817.76
WellsCap Select Equity18.7217.56
Scout Mid Cap Equity18.3617.45
The London Co Mid Cap17.3916.90
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Clarkston Capital SMID Composite15.5614.97
Federated MDT Mid Cap Growth15.8714.83
Clark Navigator All Cap Core U.S. Equity15.2214.82
Triboro Socially Responsible All Cap14.4714.47
Zacks Mid-Cap Core Strategy15.2914.43
Boston Partners Mid-Cap Value Equity14.7414.35
PPCM Mid-Cap Eq Comp14.4413.87
Scout Mid Cap Equity14.7013.80
Leuthold Select Industries14.9113.78
Bahl & Gaynor - Small/Mid Cap Income Gr14.0313.74
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Van Hulzen Small Cap24.7924.07
Piedmont Optimized SMid Core21.1620.67
Bernzott Capital US Small Cap Value21.4820.66
Systematic SMID Cap Free Cash Flow21.3520.35
Reinhart Partners Genesis PMV20.4419.45
AllianzGI US Systematic Small Cap19.6619.10
Orchard Select Small Cap Value19.9818.81
Wakefield Small Cap Equity19.6018.09
Perritt MicroCap Opportunities19.1117.94
Systematic Small Cap Free Cash Flow19.0417.92
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
Jacobs Levy Small Cap (S&P 600)18.2817.30
Wakefield Small Cap Equity17.5015.98
ZPR Fundamental Small Cap Value17.0515.68
Algert US Small Cap16.3915.37
The Capital Mgt Corp SMID16.0115.36
Jacobs Levy Small Cap (Russell 2000)16.1515.19
Wellington Small Cap Opportunities16.1915.15
Federated MDT Sm-Cap Core16.2815.14
Systematic Small Cap Free Cash Flow16.1415.04
Palisades Small Cap Core15.5614.85
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
Maytech Global Growth Composite43.4541.94
Morgan Stanley Multi Cap Growth40.2638.91
Baillie Gifford US Equities38.3037.51
ARI Global Opportunities (ESG)37.2837.28
Morgan Stanley Growth36.9035.94
Marsico Non-Taxable Select Alpha Growth37.7835.54
MRM All Domestic Equity36.0534.21
Elemental Capital Focused Growth33.5932.09
Baron Large Cap Growth Strategy32.2531.40
ARI Global Equity (ESG)30.9530.95
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI23.1423.14
Morgan Stanley Growth21.7420.85
ARI Global Opportunities (ESG)20.5620.56
Morgan Stanley Multi Cap Growth20.9519.77
Maytech Global Growth Composite20.6319.14
T. Rowe Price US Large-Cap Growth Equity19.5118.93
Edgewood Mgt Lg-Cap Gr19.8418.84
Cognios Quantitative Large Cap Growth19.2318.82
Peregrine Capital Mgt Large Cap Growth19.1918.67
Merlin Focused Growth19.6918.56
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Advisory Research U.S. Mid Cap Growth37.9536.90
Morgan Stanley Mid-Cap Growth Strategy35.4334.36
Baron High Growth Strategy34.7633.48
Kayne Anderson Rudnick Mid Sustain Gr34.3433.40
DF Dent Mid Cap Growth30.5129.73
Night Owl All Cap30.0728.59
DF Dent Multi Cap Growth29.2028.37
AB US SMID Cap Growth29.5728.36
Federated Growth Equity Comp29.8428.05
Fiera Mid Cap Growth29.0327.80
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite20.2817.77
Cognios Quantitative All Cap Growth17.9217.44
Sandhill Concentrated Equity Alpha17.4916.57
Federated Growth Equity Comp18.0816.41
Janus Henderson Mid Cap Growth16.6515.90
ClariVest Mid Cap Growth16.6215.76
Fiera Mid Cap Growth16.8515.75
Essex Inv Mgt Research Strategy16.7115.59
T. Rowe Price US Mid-Cap Growth Equity16.2715.58
William Blair Small-Mid Cap Growth16.6415.54
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Kayne Anderson Rudnick SC Quality Select76.3174.30
Next Century Growth Small Cap Ultra45.5644.56
Granahan SC Advantage42.4041.84
Kayne Anderson Rudnick SC Sustain Growth42.1540.83
Granahan Inv Mgt - Sm Cap Focused Grth41.2740.35
Granahan Inv Mgt Small Cap Discoveries41.3240.05
Kayne Anderson Rudnick Small Cap Core36.7335.46
Macquarie Small Cap Growth36.1835.16
Weatherbie Capital – Spec Gr Eq35.7835.06
Wasatch Micro Cap Growth Composite36.0434.07
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
Kayne Anderson Rudnick SC Sustain Growth20.9819.80
Ashford Small Company Growth20.4219.57
Granahan Inv Mgt Small Cap Discoveries19.2018.62
Granahan Inv Mgt - Sm Cap Focused Grth19.2118.52
Kayne Anderson Rudnick SC Quality Select19.6318.15
Driehaus Micro Cap Growth19.3418.13
Rice Hall James Micro Cap Opportunities19.0918.13
Rice Hall James Small Cap Opportunities18.6717.93
Friess Small Cap Growth18.8017.74
Driehaus Small Cap Growth18.6217.57
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
O'Shaughnessy Market Leaders Core24.0023.47
RCM Focus 1020.7619.56
O'Shaughnessy Market Leaders Value20.4719.16
Federated MDT All Cap Core19.7618.95
RCM Focus 2019.7218.65
Cornerstone Concentrated 3019.2918.41
Braver Dividend Income20.0418.27
PIMCO StocksPLUS Long Duration18.1017.53
Queens Oak Concentrated Large Cap Value18.4617.47
Ziegler Cap Large Cap Core17.8617.17
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration17.2716.71
Alpha Quant Value Equity16.6315.36
Shapiro Capital All Cap Opportunity16.2915.20
Levin Capital All-cap16.2915.15
O'Shaughnessy Market Leaders Core15.1914.53
Queens Oak Concentrated Large Cap Value15.1914.22
WEDGE Large Cap Value15.0314.19
Federated MDT All Cap Core14.8414.05
AJO Top Cap14.2814.00
Boston Partners Premium Equity14.5613.94
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Donald Smith & Co. Md-Cap Val Eq21.3421.06
Smith Graham Mid-Cap Value17.6516.77
MAP US Multi-Cap Value Composite17.7516.60
AllianzGI Mid Cap Value 10017.5416.55
Donald Smith & Co. Lg-Cap Cncntrd Val Eq16.1115.57
TCW Relative Value Mid Cap15.9515.02
Donald Smith & Co. All Eq Accounts Comp15.4214.92
Financial Trust Discplnd Dividend Income16.0414.61
AJO Large Cap - Dynamic 115/1514.2313.97
Affinity Midcap Equity13.7913.12
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Smith Graham Mid-Cap Value17.0216.15
Martingale MidCap Core15.2914.50
Donald Smith & Co. Lg-Cap Cncntrd Val Eq14.9914.43
Smith Graham SMID (Small/Mid) Cap Value15.1614.32
Clifford Capital All-Cap Value14.8314.09
Brandywine Div Mid Cap Dedicated Val14.6413.80
AJO Large Cap - Dynamic 115/1514.0113.75
Donald Smith & Co. Md-Cap Val Eq13.9113.61
Kennedy All Cap Value14.2013.43
Sycamore Mid Cap Value Comp14.2213.37
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Brandywine Small Mid Cap Val Eq15.1914.17
O'Shaughnessy Micro Cap14.6913.53
Brandywine Institutional Small Cap Value13.9212.82
Hotchkis & Wiley -Small Cap Divsfd Value13.3612.71
Huber Select SMID Cap Value12.4312.03
Walthausen & Co Select Value Composite12.3411.80
InView Domestic (US) Small Value Port12.3611.80
Walthausen & Co Small Cap Value Comp12.3611.65
Vulcan Value Partners Small Cap Stra12.3711.42
DePrince, Race & Zollo, Micro Cap Val12.4411.38
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val18.9717.11
O'Shaughnessy Micro Cap18.2817.05
Foundry Partners Micro Cap Value15.0613.98
Towle & Co. Deep Value14.7913.97
Hotchkis & Wiley -Small Cap Divsfd Value14.8013.93
Federated MDT Sm-Cap Val14.9113.77
DGHM Micro Cap15.1013.73
Jacobs Levy Sm Cap Val (R 2500 Val)14.5813.67
BMO Disciplined SCV Composite14.4313.43
WellsCap Special US Small Cap Value Eq14.4513.33
Source: Morningstar Separate Account/CIT Fund Database

Bear Market1 year gross return1 year net return
Triboro Alternative6.616.61
Federated Alternative Bear Equity Comp-9.52-10.82
Source: Morningstar Separate Account/CIT Fund Database

Bear Market5 year gross return5 year net return
Federated Alternative Bear Equity Comp-12.24-13.54
Triboro Alternative0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Financial1 year gross return1 year net return
Hilton Financial Opportunity15.2213.60
ZPR Volume Winners12.8711.17
ZPR Volume Value11.129.35
Confluence BDC-Wrap-8.83-10.16
Source: Morningstar Separate Account/CIT Fund Database

Financial5 year gross return5 year net return
ZPR Volume Value22.2720.29
ZPR Volume Winners19.1317.24
Confluence BDC-Wrap3.912.57
Hilton Financial Opportunity0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Health1 year gross return1 year net return
Financial Trust Health Value9.888.52
Janus Henderson Gbl Life Sciences ADR MA10.997.78
Nicholas Inv-Healthcare Opportunities24.900.00
Source: Morningstar Separate Account/CIT Fund Database

Health5 year gross return5 year net return
Financial Trust Health Value15.4213.99
Janus Henderson Gbl Life Sciences ADR MA14.8011.47
Nicholas Inv-Healthcare Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources1 year gross return1 year net return
GMO Resources Strategy25.9625.16
KBIGI Global Resource Solution14.1413.18
Investec Global Natural Res Composite11.6510.83
Boston Global Natural Resources Equity11.3310.45
Wellington Global Natural Resources10.399.33
Cohen & Steers Natural Resources9.458.74
Jennison Global Natural Resources3.673.26
Financial Trust Global Resources3.972.67
Signia Concentrated Value Equity-4.56-5.29
SailingStone Global Natural Resources-6.99-7.60
Source: Morningstar Separate Account/CIT Fund Database

Natural Resources5 year gross return5 year net return
GMO Resources Strategy6.205.50
Boston Global Natural Resources Equity3.322.50
Investec Global Natural Res Composite0.31-0.49
Wellington Global Natural Resources0.24-0.75
Financial Trust Global Resources-0.53-1.76
Jennison Global Natural Resources-3.20-3.56
SailingStone Global Natural Resources-8.15-8.78
KBIGI Global Resource Solution0.000.00
Cohen & Steers Natural Resources0.000.00
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-6.59-7.48
GAMCO Gold-12.53-13.26
Source: Morningstar Separate Account/CIT Fund Database

Equity Precious Metals5 year gross return5 year net return
GAMCO Gold-7.07-7.98
WellsCap Precious Metals-7.95-8.83
Source: Morningstar Separate Account/CIT Fund Database

Real Estate1 year gross return1 year net return
CBRE Clarion International Real Estate15.5314.60
Ranger Global Real Estate10.099.21
Financial Trust Global REIT6.445.12
Neuberger Berman REIT2.962.19
PGI Real Estate Equity Securities2.652.09
Cohen & Steers Realty Focus2.771.98
Invesco US REITs1.150.39
Wellington Real Estate Securities0.53-0.20
Adelante Core Plus Strategy Composite-0.35-0.35
Neuberger Berman REIT SMA2.61-0.37
Source: Morningstar Separate Account/CIT Fund Database

Real Estate5 year gross return5 year net return
Cohen & Steers Realty Focus11.7310.77
PGI Real Estate Equity Securities9.008.41
Heitman US Focused RE Securities8.637.91
Chilton Capital REIT8.737.79
Heitman US RE Securities8.267.78
Wellington Real Estate Securities8.097.29
CenterSquare REIT Separate Account7.787.25
Adelante Total Return Strategy Composite7.667.24
Adelante Core Plus Strategy Composite8.017.15
Cornerstone U.S. REIT Total Return7.416.87
Source: Morningstar Separate Account/CIT Fund Database

Technology1 year gross return1 year net return
Zevenbergen Z/Tech51.7450.51
QID U.S. Titans Equity Strategy43.7443.74
AllianzGI Global Technology Equity40.3538.98
RS Technology Composite35.7234.36
MFS Technology Equity33.4432.47
Wellington Global Technology31.5630.60
Wellington Global Technology Opps24.8623.90
Oak Associates Technology Portfolio23.7021.88
Crabtree Multi-Cap Technology21.2720.50
Princeton Young Enterprise Shares (YES)9.268.67
Source: Morningstar Separate Account/CIT Fund Database

Technology5 year gross return5 year net return
Zevenbergen Z/Tech27.5326.40
AllianzGI Global Technology Equity23.2422.10
RS Technology Composite23.1621.97
Wellington Global Technology Opps22.4021.49
MFS Technology Equity21.6020.69
Wellington Global Technology21.2220.33
Oak Associates Technology Portfolio19.8118.99
Crabtree Multi-Cap Technology17.5616.76
Princeton Young Enterprise Shares (YES)9.678.43
QID U.S. Titans Equity Strategy0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Utilities1 year gross return1 year net return
Wellington Enduring Assets10.359.55
MFS Utilities Equity5.454.76
Miller/Howard – Utilities Plus1.380.37
Source: Morningstar Separate Account/CIT Fund Database

Utilities5 year gross return5 year net return
Miller/Howard – Utilities Plus9.918.82
Wellington Enduring Assets8.037.27
MFS Utilities Equity6.605.91
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy1 year gross return1 year net return
Wellington Energy0.32-0.67
Miller/Howard Drill Bit Burn Tipˆ® No K1s-5.45-6.40
Tortoise Select Energy Opportunity-6.10-6.90
Miller/Howard Drill Bit Burn Tipˆ®-6.39-7.32
Miller/Howard E&P Institutional Strategy-6.40-7.34
Drill Bit to Burner Tipˆ® No K1s SMA-5.58-8.39
Drill Bit to Burner Tipˆ® SMA-6.44-9.22
Baron Energy and Resources Strategy-8.94-9.49
Orleans Energy Opportunities-15.93-16.78
Source: Morningstar Separate Account/CIT Fund Database

Equity Energy5 year gross return5 year net return
Miller/Howard Drill Bit Burn Tipˆ®2.561.54
Miller/Howard Drill Bit Burn Tipˆ® No K1s2.071.05
Tortoise Select Energy Opportunity1.010.04
Drill Bit to Burner Tipˆ® SMA2.57-0.46
Wellington Energy0.29-0.72
Drill Bit to Burner Tipˆ® No K1s SMA2.16-0.86
Baron Energy and Resources Strategy-3.99-4.54
Miller/Howard E&P Institutional Strategy-4.87-5.83
Orleans Energy Opportunities-7.40-8.33
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation1 year gross return1 year net return
WSTCM International Select Risk-Managed17.4516.62
Horizon Hybrid Focused16.2916.29
NorthCoast CAN SLIM Investment Program18.1916.19
Niemann Risk Managed US Equity17.3915.27
CLS American Funds Agg Growth 8515.3515.08
Taxable Frontier Asset Mgmt LT Growth15.2314.66
Atalanta Sosnoff Balanced15.0114.42
CW Frontier Asset Mgmt Global Opp14.9814.41
Frontier Asset Mgmt Long-Term Growth14.8914.32
Horizon Hybrid Growth14.1014.10
Source: Morningstar Separate Account/CIT Fund Database

Aggressive Allocation5 year gross return5 year net return
Clark Navigator MultiStrategy 75-2511.4611.08
Niemann Risk Managed US Equity13.0910.96
CLS American Funds Agg Growth 8510.6810.41
Atalanta Sosnoff Balanced10.739.93
Golub Group Equity Income10.869.69
NorthCoast Growth10.749.57
Eads & Heald Wealth Counsel Bal10.429.50
Calamos US Opportunities Composite10.209.47
ASAP Conservative Growth Strategy9.679.41
Horizon Hybrid Focused9.409.40
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan1 year gross return1 year net return
DDJ Bank Loan Strategy9.478.89
Octagon Senior Secured Credit7.356.62
Loomis Sayles Sr Floating Rate and FI6.025.50
Prudential US Senior Secured Loans5.685.10
Eaton Vance Mgt Senior Secured Floating5.575.08
Columbia Bank Loan Strategy5.715.04
Ares Institutional Loan Fund L.P.5.564.72
Barings U.S. Senior Secured Loans5.114.58
Penn Capital Def Floating Rate Inc4.804.48
Lord Abbett & Co. Bank Loan4.934.40
Source: Morningstar Separate Account/CIT Fund Database

Bank Loan5 year gross return5 year net return
Octagon Senior Secured Credit5.755.05
Loomis Sayles Sr Floating Rate and FI5.454.93
Invesco Euro Bank Loans Euro Composite5.344.82
OFI Global Senior Loans5.084.57
Columbia Bank Loan Strategy4.864.23
Prudential US Senior Secured Loans4.784.20
Lord Abbett & Co. Bank Loan4.674.17
Eaton Vance Mgt Senior Secured Floating4.634.14
ICM Senior Loan Fund (ICM SLF)4.864.11
Federated Bank Loan Composite4.574.06
Source: Morningstar Separate Account/CIT Fund Database

Small Value1 year gross return1 year net return
Brandywine Small Mid Cap Val Eq15.1914.17
O'Shaughnessy Micro Cap14.6913.53
Brandywine Institutional Small Cap Value13.9212.82
Hotchkis & Wiley -Small Cap Divsfd Value13.3612.71
Huber Select SMID Cap Value12.4312.03
Walthausen & Co Select Value Composite12.3411.80
InView Domestic (US) Small Value Port12.3611.80
Walthausen & Co Small Cap Value Comp12.3611.65
Vulcan Value Partners Small Cap Stra12.3711.42
DePrince, Race & Zollo, Micro Cap Val12.4411.38
Source: Morningstar Separate Account/CIT Fund Database

Small Value5 year gross return5 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val18.9717.11
O'Shaughnessy Micro Cap18.2817.05
Foundry Partners Micro Cap Value15.0613.98
Towle & Co. Deep Value14.7913.97
Hotchkis & Wiley -Small Cap Divsfd Value14.8013.93
Federated MDT Sm-Cap Val14.9113.77
DGHM Micro Cap15.1013.73
Jacobs Levy Sm Cap Val (R 2500 Val)14.5813.67
BMO Disciplined SCV Composite14.4313.43
WellsCap Special US Small Cap Value Eq14.4513.33
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value1 year gross return1 year net return
Donald Smith & Co. Md-Cap Val Eq21.3421.06
Smith Graham Mid-Cap Value17.6516.77
MAP US Multi-Cap Value Composite17.7516.60
AllianzGI Mid Cap Value 10017.5416.55
Donald Smith & Co. Lg-Cap Cncntrd Val Eq16.1115.57
TCW Relative Value Mid Cap15.9515.02
Donald Smith & Co. All Eq Accounts Comp15.4214.92
Financial Trust Discplnd Dividend Income16.0414.61
AJO Large Cap - Dynamic 115/1514.2313.97
Affinity Midcap Equity13.7913.12
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Value5 year gross return5 year net return
Smith Graham Mid-Cap Value17.0216.15
Martingale MidCap Core15.2914.50
Donald Smith & Co. Lg-Cap Cncntrd Val Eq14.9914.43
Smith Graham SMID (Small/Mid) Cap Value15.1614.32
Clifford Capital All-Cap Value14.8314.09
Brandywine Div Mid Cap Dedicated Val14.6413.80
AJO Large Cap - Dynamic 115/1514.0113.75
Donald Smith & Co. Md-Cap Val Eq13.9113.61
Kennedy All Cap Value14.2013.43
Sycamore Mid Cap Value Comp14.2213.37
Source: Morningstar Separate Account/CIT Fund Database

Large Value1 year gross return1 year net return
O'Shaughnessy Market Leaders Core24.0023.47
RCM Focus 1020.7619.56
O'Shaughnessy Market Leaders Value20.4719.16
Federated MDT All Cap Core19.7618.95
RCM Focus 2019.7218.65
Cornerstone Concentrated 3019.2918.41
Braver Dividend Income20.0418.27
PIMCO StocksPLUS Long Duration18.1017.53
Queens Oak Concentrated Large Cap Value18.4617.47
Ziegler Cap Large Cap Core17.8617.17
Source: Morningstar Separate Account/CIT Fund Database

Large Value5 year gross return5 year net return
PIMCO StocksPLUS Long Duration17.2716.71
Alpha Quant Value Equity16.6315.36
Shapiro Capital All Cap Opportunity16.2915.20
Levin Capital All-cap16.2915.15
O'Shaughnessy Market Leaders Core15.1914.53
Queens Oak Concentrated Large Cap Value15.1914.22
WEDGE Large Cap Value15.0314.19
Federated MDT All Cap Core14.8414.05
AJO Top Cap14.2814.00
Boston Partners Premium Equity14.5613.94
Source: Morningstar Separate Account/CIT Fund Database

Small Growth1 year gross return1 year net return
Kayne Anderson Rudnick SC Quality Select76.3174.30
Next Century Growth Small Cap Ultra45.5644.56
Granahan SC Advantage42.4041.84
Kayne Anderson Rudnick SC Sustain Growth42.1540.83
Granahan Inv Mgt - Sm Cap Focused Grth41.2740.35
Granahan Inv Mgt Small Cap Discoveries41.3240.05
Kayne Anderson Rudnick Small Cap Core36.7335.46
Macquarie Small Cap Growth36.1835.16
Weatherbie Capital – Spec Gr Eq35.7835.06
Wasatch Micro Cap Growth Composite36.0434.07
Source: Morningstar Separate Account/CIT Fund Database

Small Growth5 year gross return5 year net return
Kayne Anderson Rudnick SC Sustain Growth20.9819.80
Ashford Small Company Growth20.4219.57
Granahan Inv Mgt Small Cap Discoveries19.2018.62
Granahan Inv Mgt - Sm Cap Focused Grth19.2118.52
Kayne Anderson Rudnick SC Quality Select19.6318.15
Driehaus Micro Cap Growth19.3418.13
Rice Hall James Micro Cap Opportunities19.0918.13
Rice Hall James Small Cap Opportunities18.6717.93
Friess Small Cap Growth18.8017.74
Driehaus Small Cap Growth18.6217.57
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth1 year gross return1 year net return
Advisory Research U.S. Mid Cap Growth37.9536.90
Morgan Stanley Mid-Cap Growth Strategy35.4334.36
Baron High Growth Strategy34.7633.48
Kayne Anderson Rudnick Mid Sustain Gr34.3433.40
DF Dent Mid Cap Growth30.5129.73
Night Owl All Cap30.0728.59
DF Dent Multi Cap Growth29.2028.37
AB US SMID Cap Growth29.5728.36
Federated Growth Equity Comp29.8428.05
Fiera Mid Cap Growth29.0327.80
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Growth5 year gross return5 year net return
Naylor & Company Core Composite20.2817.77
Cognios Quantitative All Cap Growth17.9217.44
Sandhill Concentrated Equity Alpha17.4916.57
Federated Growth Equity Comp18.0816.41
Janus Henderson Mid Cap Growth16.6515.90
ClariVest Mid Cap Growth16.6215.76
Fiera Mid Cap Growth16.8515.75
Essex Inv Mgt Research Strategy16.7115.59
T. Rowe Price US Mid-Cap Growth Equity16.2715.58
William Blair Small-Mid Cap Growth16.6415.54
Source: Morningstar Separate Account/CIT Fund Database

Large Growth1 year gross return1 year net return
Maytech Global Growth Composite43.4541.94
Morgan Stanley Multi Cap Growth40.2638.91
Baillie Gifford US Equities38.3037.51
ARI Global Opportunities (ESG)37.2837.28
Morgan Stanley Growth36.9035.94
Marsico Non-Taxable Select Alpha Growth37.7835.54
MRM All Domestic Equity36.0534.21
Elemental Capital Focused Growth33.5932.09
Baron Large Cap Growth Strategy32.2531.40
ARI Global Equity (ESG)30.9530.95
Source: Morningstar Separate Account/CIT Fund Database

Large Growth5 year gross return5 year net return
LEIA CBI23.1423.14
Morgan Stanley Growth21.7420.85
ARI Global Opportunities (ESG)20.5620.56
Morgan Stanley Multi Cap Growth20.9519.77
Maytech Global Growth Composite20.6319.14
T. Rowe Price US Large-Cap Growth Equity19.5118.93
Edgewood Mgt Lg-Cap Gr19.8418.84
Cognios Quantitative Large Cap Growth19.2318.82
Peregrine Capital Mgt Large Cap Growth19.1918.67
Merlin Focused Growth19.6918.56
Source: Morningstar Separate Account/CIT Fund Database

Small Blend1 year gross return1 year net return
Van Hulzen Small Cap24.7924.07
Piedmont Optimized SMid Core21.1620.67
Bernzott Capital US Small Cap Value21.4820.66
Systematic SMID Cap Free Cash Flow21.3520.35
Reinhart Partners Genesis PMV20.4419.45
AllianzGI US Systematic Small Cap19.6619.10
Orchard Select Small Cap Value19.9818.81
Wakefield Small Cap Equity19.6018.09
Perritt MicroCap Opportunities19.1117.94
Systematic Small Cap Free Cash Flow19.0417.92
Source: Morningstar Separate Account/CIT Fund Database

Small Blend5 year gross return5 year net return
Jacobs Levy Small Cap (S&P 600)18.2817.30
Wakefield Small Cap Equity17.5015.98
ZPR Fundamental Small Cap Value17.0515.68
Algert US Small Cap16.3915.37
The Capital Mgt Corp SMID16.0115.36
Jacobs Levy Small Cap (Russell 2000)16.1515.19
Wellington Small Cap Opportunities16.1915.15
Federated MDT Sm-Cap Core16.2815.14
Systematic Small Cap Free Cash Flow16.1415.04
Palisades Small Cap Core15.5614.85
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend1 year gross return1 year net return
Federated MDT Mid Cap Growth23.2122.20
Zacks Mid-Cap Core Strategy23.0522.15
Clark Navigator All Cap Core U.S. Equity22.3521.93
UBS: Global Sustainable Innovators23.0320.56
The Capital Mgt Corp All Cap Equity Comp18.9818.09
Leuthold Select Industries19.0617.89
Calvert U.S. Mid Cap Core Resp Index12.5817.76
WellsCap Select Equity18.7217.56
Scout Mid Cap Equity18.3617.45
The London Co Mid Cap17.3916.90
Source: Morningstar Separate Account/CIT Fund Database

Mid-Cap Blend5 year gross return5 year net return
Clarkston Capital SMID Composite15.5614.97
Federated MDT Mid Cap Growth15.8714.83
Clark Navigator All Cap Core U.S. Equity15.2214.82
Triboro Socially Responsible All Cap14.4714.47
Zacks Mid-Cap Core Strategy15.2914.43
Boston Partners Mid-Cap Value Equity14.7414.35
PPCM Mid-Cap Eq Comp14.4413.87
Scout Mid Cap Equity14.7013.80
Leuthold Select Industries14.9113.78
Bahl & Gaynor - Small/Mid Cap Income Gr14.0313.74
Source: Morningstar Separate Account/CIT Fund Database

Large Blend1 year gross return1 year net return
361 Large Cap Concentrated Equity26.9126.18
361 Large Cap Concentrated Equity – Wrap27.3325.98
361 Large Cap Tax Aware Equity26.9625.82
Euclid Advisory Large Cap Growth24.4623.11
Federated MDT Large Cap Growth23.4422.58
Wright Large Cap Core Equity22.9922.48
AlphaMark Advisors Quality Large Cap Gr23.1221.91
Wakefield Large Cap Equity23.2821.80
Wakefield Biblically Responsible Equity21.3720.45
Eagle Ridge Relative Value20.9320.20
Source: Morningstar Separate Account/CIT Fund Database

Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth18.9217.56
Mellon Capital Dynamic U.S. Equity Comp16.5916.03
Jacobs Levy Core Equity (Russell 3000)15.7615.25
Jacobs Levy Large Cap (S&P 500)15.6815.14
Wakefield Large Cap Equity16.6915.11
Oak Associates All Cap Core Growth15.9615.10
Wright Large Cap Core Equity15.6415.09
Calvert US Lg Cap Core Responsible strgy13.9114.95
Alpha Quant Core Equity16.1614.89
Piedmont Inv Advisors Market Plus15.0414.85
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity1 year gross return1 year net return
Epoch Global Absolute Return20.4819.13
QMA US Core Equity Extended16.8016.05
Atlas 100/30 Long Short16.6515.55
BP Emerging Markets L/S Equity16.0914.31
PVG Dynamic Core ETF13.1612.01
Horizon Focused ETF with Risk Assist14.0311.98
WellsCap Analytic Global Long/Short Eq12.2911.56
Robinson Market Opportunity12.4611.49
Quantum Hedged Equity11.3310.40
Horizon Growth ETF with Risk Assist12.3610.35
Source: Morningstar Separate Account/CIT Fund Database

Long/Short Equity5 year gross return5 year net return
QMA US Core Equity Extended16.1715.42
WellsCap Analytic Global Long/Short Eq10.6910.14
Confluence IDEA - Plus11.599.86
Atlas 100/30 Long Short10.269.32
Calamos Phineus Long/Short Composite10.629.09
Epoch Global Absolute Return8.807.47
Boston Partners Research Equity Comp8.306.97
Horizon Focused ETF with Risk Assist8.686.58
Astor Dynamic Allocation8.296.31
Glenmede Long Short7.305.98
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long1 year gross return1 year net return
AQR Capital Global RC 40(140/40)21.9821.09
Lazard Global 130/3021.7520.72
MacKay Shields US Equity Opportunities17.3616.67
Martingale 130/30 LargeCap Growth17.2216.39
Chicago Equity Large Cap 130/3017.0316.34
WellsCap Analytic Core Eq Plus(Russ1000)16.0615.50
AQR Capital US Relaxed Constraint 4016.1415.46
Numeric Investors Amplified Core 130/3015.3414.43
Martingale 130/30 LargeCap Core 50014.8814.06
AJO Top Cap Absolute Value 130/3013.9713.54
Source: Morningstar Separate Account/CIT Fund Database

Leveraged Net Long5 year gross return5 year net return
Numeric Investors Amplified Core 130/3017.7616.64
Martingale 130/30 LargeCap Growth16.9816.12
MacKay Shields US Equity Opportunities16.2515.56
AQR Capital US Relaxed Constraint 4016.2415.56
Martingale Low Volatility Long/Short15.8915.04
Martingale 130/30 LargeCap Core 50015.5114.66
Constantia Small Cap 130/3015.5214.62
UBS: US Equity Opportunity Unconstrained14.5514.41
Constantia Large Cap 130/3015.0614.38
Glenmede Large Cap 130/3015.1814.33
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral1 year gross return1 year net return
Cognios Enhanced Market Neutral29.2127.76
Copeland Risk Managed Dividend Growth12.4211.22
Convergence Market Neutral9.278.14
Cognios Market Neutral Large Cap Value8.606.99
Invesco US Market Neutral Equity5.035.03
Swan Defined Risk Strategy4.954.48
Constantia Merger-Arbitrage4.784.17
SSI Convertible Income4.943.93
Research Market Neutral4.163.12
American Century US Discp Eq Mkt Neutral2.461.03
Source: Morningstar Separate Account/CIT Fund Database

Market Neutral5 year gross return5 year net return
Copeland Risk Managed Dividend Growth9.778.66
Cognios Market Neutral Large Cap Value7.205.66
Swan Defined Risk Strategy5.945.44
Constantia Merger-Arbitrage5.474.93
Invesco US Market Neutral Equity3.623.61
Constantia Equity Market Neutral4.013.11
SSI Convertible Income3.212.21
Martingale Equity Market Neutral2.111.09
Research Market Neutral2.051.01
American Century US Discp Eq Mkt Neutral2.370.89
Source: Morningstar Separate Account/CIT Fund Database

World Stock1 year gross return1 year net return
Baillie Gifford Long Term Global Growth41.7540.77
Morgan Stanley Global Opportunity36.5235.25
Marsico Non-Taxable Global Growth36.3635.16
Jennison Global Equity Opportunities34.7733.76
DSM Global Growth Equity34.2333.15
John Hsu Capital Glbl Top-Down Eq32.0931.09
Sands Global Growth Eqty31.1630.08
DSM Global Focus Equity68.9428.02
Artisan Global Equity28.6727.42
Hardman Johnston Global Equity28.1427.27
Source: Morningstar Separate Account/CIT Fund Database

World Stock5 year gross return5 year net return
Morgan Stanley Global Opportunity24.3822.92
Baillie Gifford Long Term Global Growth20.9720.13
T. Rowe Price Glb Focused Growth Equity16.6915.97
Morgan Stanley Global Discovery17.5515.84
Jennison Global Equity Opportunities16.6515.78
DSM Global Growth Equity16.5515.46
Hardman Johnston Global Equity15.5014.68
Marsico Non-Taxable Global Growth15.6914.51
DSM Global Focus Equity22.0014.50
Wellington Global Growth15.1314.28
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value1 year gross return1 year net return
Acadian ACW ex-U.S. Equity Composite24.0823.17
Columbia International Equity21.3420.38
Systematic International Equity19.5718.58
AJO International Large Cap18.8718.37
Denali Network Value International18.3418.05
O'Shaughnessy International ADR.20.7217.76
Neosho International All Cap Value18.6717.66
Causeway International Opportunities18.0017.57
GMO Intnl All Cntry Eqt Allct Strg18.3417.45
ClariVest International Core18.1017.12
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Value5 year gross return5 year net return
American Century Non-U.S. Intrinsic Val13.3912.99
Wellington Intl Contrarian Value12.7211.78
RBC International Equity Fund10.179.14
Systematic International Equity10.089.12
MacKay Shields Systematic Intl Equity9.498.94
ClariVest International Core9.688.79
Pzena International Focused Value9.418.78
Acadian ACW ex-U.S. Equity Composite9.488.66
Columbia International Equity9.498.62
Brandywine Intl Opportunistic Eq9.308.50
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend1 year gross return1 year net return
Acadian Non-U.S. All-Cap Equity Compst24.1823.27
Shelton International Select Equity24.4823.05
UBS: Global Equity Ex-US ACWI23.9222.93
WellsCap International Equity CEF23.9222.89
Acadian Non-U.S. Concentrated Eq Compst23.8722.78
Acadian Non-U.S. Equity Composite23.1622.25
HGK International Equity23.4122.25
UBS: Global Ex-US Sustainable Equity22.0121.06
UBS: Global Equity Ex-US20.9820.42
GlobeFlex ACWI Ex-U.S.20.8720.01
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Blend5 year gross return5 year net return
Acadian ADR Non-U.S. Equity Composite12.8412.00
Acadian Non-U.S. Equity Composite11.5610.73
Acadian Non-US ADR Eq (Model/Envestnet)12.3710.67
HGK International Equity11.2910.29
Acadian Non-U.S. All-Cap Equity Compst10.8610.03
WellsCap EverKey Focused Global Equity11.1110.02
Clark Navigator International Equity/ADR10.019.63
SGA International All Cap Equity10.209.54
Tocqueville Asset Mgt Intl Multi Cap Eq10.229.23
WellsCap International Equity CEF10.159.22
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth1 year gross return1 year net return
Morgan Stanley International Opportunity39.2637.92
Jennison Intl Eq Opportunities Cmpst37.0236.52
Baillie Gifford EAFE Plus Alpha Equities36.9436.12
ARI EAFE35.1335.13
PNC Cap Adv International Growth Equity33.7632.73
Morgan Stanley International Advantage33.7132.31
Marsico Non-Taxable International Growth34.1332.10
American Century Non-US Concntr Growth30.6230.04
Putnam International Growth Equity29.1728.24
ClearBridge International Growth29.1328.12
Source: Morningstar Separate Account/CIT Fund Database

Foreign Large Growth5 year gross return5 year net return
Morgan Stanley International Opportunity19.6818.40
Morgan Stanley International Advantage15.4714.11
Wellington International Quality Growth14.0013.16
Baillie Gifford EAFE Plus Alpha Equities12.4011.73
Baron International Growth Strategy12.4611.47
Nuveen International Gr ADR comp12.5811.45
MFSˆ® International Val Eq11.8411.00
Eagle Ridge International Quality11.3310.85
PNC Cap Adv International Growth Equity11.4110.56
WCM Inv Mgt Focused Growth Intl11.2010.47
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value1 year gross return1 year net return
Acadian Non-U.S. Small-Cap Equity Compst27.2526.31
ARGA International Small-Cap Strategy27.0125.52
The Boston International Small Cap Eq26.5525.44
GlobeFlex International Micro Cap Cmpst26.2725.20
AJO International Small Cap24.4924.03
Templeton Intl Sm Cap Eq24.7923.63
QMA International Small Cap Equity23.8622.84
LMCG Int'l Sm Cap Eq22.9921.87
Renaissance International Small Cap Eq21.0720.21
LSV Asset Mgt Intl Sm-Cap Val Eq21.1519.98
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Value5 year gross return5 year net return
Acadian Non-U.S. Small-Cap Equity Compst13.7712.93
LMCG Int'l Sm Cap Eq13.9912.92
GlobeFlex International Micro Cap Cmpst12.9111.92
Segall Bryant International Small Cap12.5211.87
QMA International Small Cap Equity12.4611.53
The Boston International Small Cap Eq12.4211.42
LSV Asset Mgt Intl Sm-Cap Val Eq12.3711.27
ClearBridge International Small Cap10.719.62
Brandes International Small Cap Eq9.828.90
Templeton Intl Sm Cap Eq9.818.79
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth1 year gross return1 year net return
Brown Capital Intl Small Company45.4644.99
CastleArk International Small Cap Equity42.2941.16
Macquarie International Small Cap Equity39.4038.93
WCM International Small Cap Growth39.3238.26
Driehaus International Small Cap Gr37.6736.19
TH & B International Opportunities37.2835.69
American Century Non-U.S. Small Cap35.5834.36
TCW International Small Cap34.6233.27
EAM International Small Cap34.5733.24
GW&K International Small Cap Strategy33.9532.63
Source: Morningstar Separate Account/CIT Fund Database

Foreign Small/Mid Growth5 year gross return5 year net return
OFI Global International Small-Mid Cap17.9516.93
Expedition Intl Micro Cap Comp18.4416.80
GA International Small Cap Composite16.2615.29
TimesSquare International Small Cap15.6314.49
Barings International Small Cap Equity15.3514.41
EAM International Small Cap14.8013.68
T. Rowe Price International Small-Cap Eq14.3113.24
FIIG Foreign Equity Small Cap Composite13.4512.82
Macquarie International Small Cap Equity13.3512.53
Driehaus International Small Cap Gr13.6212.35
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock1 year gross return1 year net return
Financial Trust Latin Value Momentum28.0726.48
Morgan Stanley Latin America Equity20.7320.31
T. Rowe Price Latin America Equity21.0520.03
Ashmore Latin America Small Cap Equity14.1012.42
Source: Morningstar Separate Account/CIT Fund Database

Latin America Stock5 year gross return5 year net return
Financial Trust Latin Value Momentum12.1510.77
T. Rowe Price Latin America Equity0.36-0.50
Morgan Stanley Latin America Equity-1.68-2.03
Ashmore Latin America Small Cap Equity-3.31-4.82
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock1 year gross return1 year net return
T. Rowe Price Europe Smaller Comp Equity36.3635.39
Boston Company Euroland Small Cap Equity28.3927.21
Baillie Gifford Europe ex-UK Equities24.0023.28
Acadian European Equity Composite22.2221.32
Newton Pan European Equity20.5019.89
MFSˆ® European Research Equity20.1019.38
PGI European Equity19.5319.05
Wellington Strategic European Equity19.6118.71
NS Partners International Equity19.5018.62
Atlas Enhanced Europe19.2218.58
Source: Morningstar Separate Account/CIT Fund Database

Europe Stock5 year gross return5 year net return
Boston Company Euroland Small Cap Equity16.6015.52
T. Rowe Price Europe Smaller Comp Equity16.0315.17
Numeric Investors Europe Core13.8313.02
Acadian European Equity Composite12.0911.26
Baillie Gifford Europe ex-UK Equities11.4010.70
Intech European Large Cap Core10.269.70
T. Rowe Price Europe ex-UK Equity10.189.64
Wellington Strategic European Equity10.349.52
Brandes European Equity9.278.61
PGI European Equity9.068.54
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock1 year gross return1 year net return
DaiwaSB Japan EqSmall Cap Absolute Value39.5338.58
Burgundy Asian (All Cap) Composite35.2633.94
Baillie Gifford Japan Growth31.7731.00
Baillie Gifford Japanese All Cap31.7430.88
DaiwaSB Japan Eq MidSm Cap GARP30.6329.74
T. Rowe Price Japan Equity28.6327.95
DaiwaSB Japan Eq Small Cap GARP26.4325.56
FIAM Japan Growth25.6724.69
Dalton Japan Long Only Composite25.3624.32
Lazard Japanese Equity24.5424.13
Source: Morningstar Separate Account/CIT Fund Database

Japan Stock5 year gross return5 year net return
DaiwaSB Japan EqSmall Cap Absolute Value24.2423.39
DaiwaSB Japan Eq MidSm Cap GARP18.9418.12
DaiwaSB Japan Eq Small Cap GARP16.5115.73
Burgundy Asian (All Cap) Composite16.4015.25
Baillie Gifford Japanese All Cap15.7214.97
Dalton Japan Long Only Composite16.0814.95
T. Rowe Price Japan Equity14.4113.78
Usonian Japan Value14.9113.57
Baillie Gifford Japan Growth14.0613.35
Brandes Japan Equity13.6612.76
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Baillie Gifford Asia ex Japan Equities39.7438.78
Investec 4Factor Asia Pacific ex Jap Eq36.3835.52
PGI Asia ex-Japan Equity26.7225.94
FIIG Asia ex-Japan Equity26.3025.69
AllianzGI Asia-Pfc ex Japan Eq(Core Reg)26.1224.95
NB Asian Opportunities Composite25.9824.92
MFSˆ® Asia ex Japan Equity25.7524.86
Lazard Emg Markets Eq Blend Asia ADR25.4624.77
AllianzGI Total Return Asia Equity27.1224.70
T. Rowe Price Asia ex-Japan Equity24.8323.88
Source: Morningstar Separate Account/CIT Fund Database

Pacific/Asia ex-Japan Stk5 year gross return5 year net return
Baillie Gifford Asia ex Japan Equities12.0411.29
FIIG Asia ex-Japan Equity11.5110.21
Investec 4Factor Asia Pacific ex Jap Eq10.329.61
Brandes Asia Pacific ex-Japan Equity10.179.09
MFSˆ® Asia ex Japan Equity9.348.54
Morgan Stanley Asia Equity8.077.81
AllianzGI Total Return Asia Equity9.777.75
T. Rowe Price Asia ex-Japan Equity8.587.68
MFSˆ® Asia Pacific ex Japan8.417.62
AllianzGI Asia-Pfc ex Japan Eq(Core Reg)8.527.57
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia1 year gross return1 year net return
ARI Asia Pacific41.0141.01
Sit Inv Pac Basin27.4826.36
WellsCap SF Global Asia Pacific Equity26.4025.41
ZPR All Asian23.7622.28
Financial Trust Asia ValueMomentum23.0721.55
Accuvest Asian Advantage19.6418.79
Asia Pacific inc Japan Equity19.2518.05
Horizon Asia Institutional17.8416.67
Templeton Asia Pacific Eq16.1915.49
Dalton Asia Pacific Long Only Composite13.3412.38
Source: Morningstar Separate Account/CIT Fund Database

Diversified Pacific/Asia5 year gross return5 year net return
Financial Trust Asia ValueMomentum17.1215.68
ARI Asia Pacific14.1814.18
Dalton Asia Pacific Long Only Composite11.4310.08
WellsCap SF Global Asia Pacific Equity9.798.92
Sit Inv Pac Basin9.458.47
SSgA Asia Pacific Value Spotlight8.918.27
Accuvest Asian Advantage7.066.56
Asia Pacific inc Japan Equity7.336.26
Horizon Asia Institutional7.176.10
ZPR All Asian6.975.63
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts1 year gross return1 year net return
Van Eck Emerging Markets Equ Comp.36.4635.52
Macquarie Emerging Markets Opportunities36.5835.15
FIIG Emerging Markets Small Cap35.2234.98
Ashmore EM Frontier Africa Equity38.4934.57
FIIG Frontier Markets35.1434.56
Barings Global Emerging Markets Equity35.2534.24
American Century Emerging Markets35.1834.04
McKinley Capital Emerging Markets Growth33.9633.87
WCM Inv Mgt Emerging Markets34.1633.64
Martin Currie Global Emerging Markets34.1833.50
Source: Morningstar Separate Account/CIT Fund Database

Diversified Emerging Mkts5 year gross return5 year net return
Numeric Investors Emerging Markets Alpha13.1811.95
Acadian Frontier Markets Equity Compst13.0811.42
Ashmore EM Frontier Markets Equity12.9911.19
AJO Emerging Markets Small Cap11.2710.74
Ashmore EM Middle East Equity12.4610.73
Acadian Emerging Markets Small-Cap Comp11.9510.58
Nuveen-Sector Emerging Markets (ADR)11.4410.40
Sands Capital Emerging Markets Growth10.939.64
JP Morgan GEM Discovery9.529.54
Macquarie Emerging Markets Equity Sm Cap11.109.35
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate1 year gross return1 year net return
Cohen & Steers European Real Estate Secs36.4534.97
PGI Global ex-US Real Estate Securities19.8819.18
Cohen & Steers Int'l Real Estate Secs19.9719.14
Duff & Phelps Intl Real Estate Secs19.4018.19
Goldman Sachs Intl Real Estate Secs14.9614.02
Global REIT Income Preference12.5111.76
Third Avenue Real Estate Value Equity11.7410.41
PGI Global Real Estate Securities10.7910.24
Heitman Global Prime Select Strategy10.9210.19
American Century Global Real Estate10.7610.10
Source: Morningstar Separate Account/CIT Fund Database

Global Real Estate5 year gross return5 year net return
Cohen & Steers European Real Estate Secs14.1813.22
PGI Core Real Estate Property12.2310.94
Third Avenue Real Estate Value Equity10.168.92
Global REIT Income Preference8.187.47
Duff&Phelps Glbl Real Estate Securities7.997.12
Brookfield Gbl Rl Estate Secs Alpha7.316.54
Duff & Phelps Intl Real Estate Secs7.446.48
PGI Global Real Estate Securities7.006.44
Adelante Global Strategy Composite7.016.32
Cohen & Steers Global Real Estate Secs6.626.17
Source: Morningstar Separate Account/CIT Fund Database

World Bond1 year gross return1 year net return
Brandywine International Fixed Inc12.5212.02
Brandywine Intl Opportunistic Fxd Inc12.3511.85
Brandywine Global Opportun Fxd Inc12.0311.52
AB Global ex-US Plus FI12.0811.52
Prudential Global Aggregate Plus11.9011.51
Brandywine Global Fixed Income11.8411.24
WellsCap International Bond11.0010.51
Brandywine Glbl Inv Grade Sovereign Fxd10.8310.34
OFI Global International Bond10.8510.32
Western Asset Mgt Glbl Sovereign10.109.79
Source: Morningstar Separate Account/CIT Fund Database

World Bond5 year gross return5 year net return
Western Asset Mgt UK Core Full6.436.15
Greystone Long Bond Fund4.974.66
PIMCO Non US Hedged5.024.50
Western Asset Mgt Euro Core Full Discr4.404.17
Prudential Global Aggregate Plus4.484.11
Stone Harbor Global High Yield 50/504.384.01
Stone Harbor Glbl High Yield Comp 70/304.243.84
Standish Euro Core Plus Fixed Income4.133.81
Brandywine Global Opportunistic Tot Ret4.553.78
MFS Global Aggregate Opportunistic FI4.193.77
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ Total Return Credit II Composite11.4810.00
DDJ U.S. Opportunistic High Yield Comp10.269.68
TCW Opportunistic MBS8.788.02
MacKay Select High Yield Composite8.137.48
Diamond Hill High Yield7.747.21
Wellington Global High Yield7.496.90
Morgan Stanley Global High Yield8.206.84
Pioneer Global High Yield7.186.65
Artisan High Income7.026.26
Pacific Income High Yield SMA6.766.25
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
MacKay Select High Yield Composite7.516.96
DDJ U.S. Opportunistic High Yield Comp7.486.93
T. Rowe Price Europe High Yield Bond7.196.65
Oaktree European High Yield Bonds7.026.49
Lord Abbett High Yield Opportunistic6.816.28
Nomura NCRAM HY Total Return Inst6.746.21
TCW Opportunistic MBS6.856.11
Strategic Income Mmgt SiM High Yld Instl6.476.05
Federated Opportunistic High Yield Comp6.505.98
PGI Global High Yield6.525.87
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities3.933.56
Great Lakes Core Government Only1.141.05
DBF Intermediate Duration Govt/Agency1.100.85
DBF Interm Mortgage-Backed Securities1.010.76
M.D. Sass Core Fix-Inc1.050.75
MFS US Government Fixed Income1.070.74
Chicago Equity Core Fix-Inc0.850.60
Smith Breeden Mortgage Index Plus0.950.59
Northern Trust Government Index0.500.35
CCM Fixed Income Portfolio0.840.34
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities4.484.05
Smith Breeden Mortgage Index Plus2.021.67
M.D. Sass Core Fix-Inc1.741.46
TCW Index Plus MBS1.681.46
Great Lakes Core Government Only1.411.31
MFS US Government Fixed Income1.591.30
Ryan Labs LDI Interm Duration 3-51.531.16
Chicago Equity Core Fix-Inc1.391.14
Amalgamated Bank Intermediate Duration1.331.08
Northern Trust Government Index1.151.00
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond10.9610.13
Flaherty & Crumrine Separate Mgd Account7.026.50
Spectrum Preferred Securities5.945.70
RSA Unconstrained Bond Strategy5.464.93
BCM Decathlon Conservative Aspect(Pro1)7.364.57
PIMCO Diversified Income5.094.38
Piedmont Inv Advisors Yld Advantage Agg1.684.32
Logan Circle Multi-Sector Fixed Income4.534.12
ClearArc Capital Strategic Income Plus4.494.02
BBH Core Fixed Income4.274.01
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account7.076.56
Herzfeld Taxable Closed-End Bond7.326.46
Spectrum Preferred Securities6.376.11
RSA Unconstrained Bond Strategy5.304.78
PIMCO Diversified Income4.874.14
Morgan Stanley Core Plus Fix-Inc4.523.88
ClearArc Capital Strategic Income Plus4.293.82
PIMCO Global Invstm Grade Corporate4.283.79
Templeton Taxable Municipal Intermediate3.723.47
BBH Core Fixed Income3.703.44
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite2.091.84
Garcia Hamilton Short Duration1.100.95
Standish Glb Govt-Short Dur (US$ Hedged)0.960.81
Ryan Labs Limited Duration Govt Credit0.950.68
Sit Inv Short Dur Strat1.080.67
PNC Cap Adv US Government Mortgage0.900.55
M.D. Sass 2-Year FI0.750.52
MPI Inv Mgt US Fix-Inc1.020.45
RBC Access Capital Community Invmt0.700.29
RBC Short Duration: 1-3 Year Government0.460.24
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.482.22
RBC Access Capital Community Invmt2.011.60
Sit Inv Short Dur Strat2.001.59
PNC Cap Adv US Government Mortgage1.701.34
Garcia Hamilton Short Duration1.211.08
Victory INCORE Short Government1.391.04
M.D. Sass 3-Year FI1.411.04
M.D. Sass 2-Year FI1.210.96
MPI Inv Mgt US Fix-Inc1.240.70
WellsCap Montgomery US Short Duration FI1.050.60
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Diamond Hill Short Duration Total Return4.353.98
Manulife AM Strategic Fixed Income Opp4.073.65
TCW Strategic Income5.122.86
Frost Intermediate Taxable Composite3.312.74
Semper Short Duration Fixed Income Strgy3.232.61
Newfleet Multi-Sector Short Dur Cpst2.912.42
Manulife AM US Strategic Fixed Income2.772.36
Crossmark Income Opportunities2.292.11
Advisors Capital Mgt Fixed Income2.871.99
Lord Abbett Short Duration Credit2.131.91
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Manulife AM Strategic Fixed Income Opp4.003.58
Post Limited Term High Yield Comp4.143.46
Frost Intermediate Taxable Composite3.543.10
Crossmark Income Opportunities3.203.00
Newfleet Multi-Sector Short Dur Cpst3.042.55
Manulife AM US Strategic Fixed Income2.892.47
TCW Strategic Income4.242.31
Advisors Capital Mgt Fixed Income3.012.29
Lord Abbett Short Duration Credit2.472.23
Dodge & Cox Intermediate FI Composite2.512.18
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak13.6012.52
FIAM Leveraged Loan Composite4.914.38
Federated Trade Finance Fixed Inc Comp3.002.11
PIMCO Short Term2.512.09
Pioneer Multi-Asset Ultrashort Income2.282.03
Western Asset Mgt US Enhanced Cash2.232.03
Federated Active Cash Broad FI Composite1.981.78
Seix Ultra Short1.911.73
Merganser Floating Rate Bond1.851.66
BNP Paribas Mortgage Alpha2.141.63
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak15.2314.59
FIAM Leveraged Loan Composite4.443.92
BNP Paribas Mortgage Alpha3.653.14
Federated Trade Finance Fixed Inc Comp2.892.00
Pioneer Multi-Asset Ultrashort Income1.871.61
PIMCO Short Term1.981.57
Western Asset Mgt US Enhanced Cash1.461.28
Federated Active Cash Broad FI Composite1.421.15
Seix Ultra Short1.231.02
Payden & Rygel Enhanced Cash Long1.140.96
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
NISA 15+ STRIPS Fixed Income Composite5.985.77
FIAM Long Duration Plus5.705.36
Long Duration Gov/Credit Composite5.124.87
Hillswick Long Duration Government5.164.83
Hoisington Inv Mgt Macroeconomic FI Comp4.934.71
NISA Long Dur Govt Only Consolidated3.983.77
SSgA Long U.S. Govt Bond Index Strategy3.513.47
PIMCO Long Duration Treasury3.963.46
TCW Long Duration Gov3.123.04
DoubleLine Long Duration Total Return3.352.73
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite5.074.85
Hillswick Long Duration Government4.674.36
FIAM Long Duration Plus4.414.07
Long Duration Gov/Credit Composite4.304.04
NISA Long Dur Govt Only Consolidated4.153.91
Hoisington Inv Mgt Macroeconomic FI Comp3.973.74
PIMCO Long Duration Treasury3.462.97
TCW Long Duration Gov2.822.71
SSgA Long U.S. Govt Bond Index Strategy3.261.64
DoubleLine Long Duration Total Return0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
PIMCO Long Term Bond - Long Credit7.447.14
Ramirez Long Duration Composite6.746.52
Standish Long Corporate6.496.31
NISA Long Dur Credit Only Consolidated6.476.24
PIMCO Long Term Bond Full Authority6.506.24
Dodge & Cox Long Duration FI Composite6.606.23
NISA Long Credit6.456.21
Morgan Stanley U.S. Long Duration6.296.08
UBS: Long Duration6.456.06
FIAM Long Corporate Composite6.336.04
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit6.075.77
Western Asset Mgt US Long Duration5.555.22
Dodge & Cox Long Duration FI Composite5.545.17
TCW Long Duration Credit5.174.98
Ryan Labs Long-Credit5.254.94
Logan Circle Long Duration5.264.94
PIMCO Long Term Bond Full Authority5.164.90
NISA Long Dur Credit Only Consolidated5.104.87
NISA Long Credit5.084.85
FIAM Long Corporate Composite5.124.83
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
Schroder Opportunistic Multi-Sector Sec9.989.21
Putnam Fixed Income Global Alpha Plus7.206.54
Prudential Absolute Return Composite6.065.58
PIMCO Income Composite5.474.89
TCW Securitized Opportunities5.794.73
Eaton Vance Multi-Sector Bond5.044.52
Newfleet Global Multi-Sector Income Comp5.864.43
First Trust Taxable Closed End Fund5.694.31
Guggenheim Fixed Income4.484.13
Columbia Strategic Income Allocation4.704.08
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
Schroder Opportunistic Multi-Sector Sec7.777.15
Schroders Enhanced Securitized6.856.32
PIMCO Income Composite6.125.56
Guggenheim Fixed Income4.554.21
Newfleet Global Multi-Sector Income Comp5.464.05
Loomis Sayles Multi-Sector Full Discretn4.303.96
BW Global Multi-Sector Income (fka GITR)4.663.87
TCW Securitized Opportunities4.913.86
Thornburg Multisector Opportun Sep Acct4.543.86
Federated Strategic Multi-Sector FI Comp4.153.81
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond1 year gross return1 year net return
DDJ Total Return Credit II Composite11.4810.00
DDJ U.S. Opportunistic High Yield Comp10.269.68
TCW Opportunistic MBS8.788.02
MacKay Select High Yield Composite8.137.48
Diamond Hill High Yield7.747.21
Wellington Global High Yield7.496.90
Morgan Stanley Global High Yield8.206.84
Pioneer Global High Yield7.186.65
Artisan High Income7.026.26
Pacific Income High Yield SMA6.766.25
Source: Morningstar Separate Account/CIT Fund Database

High Yield Bond5 year gross return5 year net return
MacKay Select High Yield Composite7.516.96
DDJ U.S. Opportunistic High Yield Comp7.486.93
T. Rowe Price Europe High Yield Bond7.196.65
Oaktree European High Yield Bonds7.026.49
Lord Abbett High Yield Opportunistic6.816.28
Nomura NCRAM HY Total Return Inst6.746.21
TCW Opportunistic MBS6.856.11
Strategic Income Mmgt SiM High Yld Instl6.476.05
Federated Opportunistic High Yield Comp6.505.98
PGI Global High Yield6.525.87
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government1 year gross return1 year net return
Semper Active Mortgage-Backed Securities3.933.56
Great Lakes Core Government Only1.141.05
DBF Intermediate Duration Govt/Agency1.100.85
DBF Interm Mortgage-Backed Securities1.010.76
M.D. Sass Core Fix-Inc1.050.75
MFS US Government Fixed Income1.070.74
Chicago Equity Core Fix-Inc0.850.60
Smith Breeden Mortgage Index Plus0.950.59
Northern Trust Government Index0.500.35
CCM Fixed Income Portfolio0.840.34
Source: Morningstar Separate Account/CIT Fund Database

Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities4.484.05
Smith Breeden Mortgage Index Plus2.021.67
M.D. Sass Core Fix-Inc1.741.46
TCW Index Plus MBS1.681.46
Great Lakes Core Government Only1.411.31
MFS US Government Fixed Income1.591.30
Ryan Labs LDI Interm Duration 3-51.531.16
Chicago Equity Core Fix-Inc1.391.14
Amalgamated Bank Intermediate Duration1.331.08
Northern Trust Government Index1.151.00
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond1 year gross return1 year net return
Herzfeld Taxable Closed-End Bond10.9610.13
Flaherty & Crumrine Separate Mgd Account7.026.50
Spectrum Preferred Securities5.945.70
RSA Unconstrained Bond Strategy5.464.93
BCM Decathlon Conservative Aspect(Pro1)7.364.57
PIMCO Diversified Income5.094.38
Piedmont Inv Advisors Yld Advantage Agg1.684.32
Logan Circle Multi-Sector Fixed Income4.534.12
ClearArc Capital Strategic Income Plus4.494.02
BBH Core Fixed Income4.274.01
Source: Morningstar Separate Account/CIT Fund Database

Intermediate-Term Bond5 year gross return5 year net return
Flaherty & Crumrine Separate Mgd Account7.076.56
Herzfeld Taxable Closed-End Bond7.326.46
Spectrum Preferred Securities6.376.11
RSA Unconstrained Bond Strategy5.304.78
PIMCO Diversified Income4.874.14
Morgan Stanley Core Plus Fix-Inc4.523.88
ClearArc Capital Strategic Income Plus4.293.82
PIMCO Global Invstm Grade Corporate4.283.79
Templeton Taxable Municipal Intermediate3.723.47
BBH Core Fixed Income3.703.44
Source: Morningstar Separate Account/CIT Fund Database

Short Government1 year gross return1 year net return
Mortgage Backed Securities Composite2.091.84
Garcia Hamilton Short Duration1.100.95
Standish Glb Govt-Short Dur (US$ Hedged)0.960.81
Ryan Labs Limited Duration Govt Credit0.950.68
Sit Inv Short Dur Strat1.080.67
PNC Cap Adv US Government Mortgage0.900.55
M.D. Sass 2-Year FI0.750.52
MPI Inv Mgt US Fix-Inc1.020.45
RBC Access Capital Community Invmt0.700.29
RBC Short Duration: 1-3 Year Government0.460.24
Source: Morningstar Separate Account/CIT Fund Database

Short Government5 year gross return5 year net return
Mortgage Backed Securities Composite2.482.22
RBC Access Capital Community Invmt2.011.60
Sit Inv Short Dur Strat2.001.59
PNC Cap Adv US Government Mortgage1.701.34
Garcia Hamilton Short Duration1.211.08
Victory INCORE Short Government1.391.04
M.D. Sass 3-Year FI1.411.04
M.D. Sass 2-Year FI1.210.96
MPI Inv Mgt US Fix-Inc1.240.70
WellsCap Montgomery US Short Duration FI1.050.60
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond1 year gross return1 year net return
Diamond Hill Short Duration Total Return4.353.98
Manulife AM Strategic Fixed Income Opp4.073.65
TCW Strategic Income5.122.86
Frost Intermediate Taxable Composite3.312.74
Semper Short Duration Fixed Income Strgy3.232.61
Newfleet Multi-Sector Short Dur Cpst2.912.42
Manulife AM US Strategic Fixed Income2.772.36
Crossmark Income Opportunities2.292.11
Advisors Capital Mgt Fixed Income2.871.99
Lord Abbett Short Duration Credit2.131.91
Source: Morningstar Separate Account/CIT Fund Database

Short-Term Bond5 year gross return5 year net return
Manulife AM Strategic Fixed Income Opp4.003.58
Post Limited Term High Yield Comp4.143.46
Frost Intermediate Taxable Composite3.543.10
Crossmark Income Opportunities3.203.00
Newfleet Multi-Sector Short Dur Cpst3.042.55
Manulife AM US Strategic Fixed Income2.892.47
TCW Strategic Income4.242.31
Advisors Capital Mgt Fixed Income3.012.29
Lord Abbett Short Duration Credit2.472.23
Dodge & Cox Intermediate FI Composite2.512.18
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond1 year gross return1 year net return
TCW Alpha Trak13.6012.52
FIAM Leveraged Loan Composite4.914.38
Federated Trade Finance Fixed Inc Comp3.002.11
PIMCO Short Term2.512.09
Pioneer Multi-Asset Ultrashort Income2.282.03
Western Asset Mgt US Enhanced Cash2.232.03
Federated Active Cash Broad FI Composite1.981.78
Seix Ultra Short1.911.73
Merganser Floating Rate Bond1.851.66
BNP Paribas Mortgage Alpha2.141.63
Source: Morningstar Separate Account/CIT Fund Database

Ultrashort Bond5 year gross return5 year net return
TCW Alpha Trak15.2314.59
FIAM Leveraged Loan Composite4.443.92
BNP Paribas Mortgage Alpha3.653.14
Federated Trade Finance Fixed Inc Comp2.892.00
Pioneer Multi-Asset Ultrashort Income1.871.61
PIMCO Short Term1.981.57
Western Asset Mgt US Enhanced Cash1.461.28
Federated Active Cash Broad FI Composite1.421.15
Seix Ultra Short1.231.02
Payden & Rygel Enhanced Cash Long1.140.96
Source: Morningstar Separate Account/CIT Fund Database

Long Government1 year gross return1 year net return
NISA 15+ STRIPS Fixed Income Composite5.985.77
FIAM Long Duration Plus5.705.36
Long Duration Gov/Credit Composite5.124.87
Hillswick Long Duration Government5.164.83
Hoisington Inv Mgt Macroeconomic FI Comp4.934.71
NISA Long Dur Govt Only Consolidated3.983.77
SSgA Long U.S. Govt Bond Index Strategy3.513.47
PIMCO Long Duration Treasury3.963.46
TCW Long Duration Gov3.123.04
DoubleLine Long Duration Total Return3.352.73
Source: Morningstar Separate Account/CIT Fund Database

Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite5.074.85
Hillswick Long Duration Government4.674.36
FIAM Long Duration Plus4.414.07
Long Duration Gov/Credit Composite4.304.04
NISA Long Dur Govt Only Consolidated4.153.91
Hoisington Inv Mgt Macroeconomic FI Comp3.973.74
PIMCO Long Duration Treasury3.462.97
TCW Long Duration Gov2.822.71
SSgA Long U.S. Govt Bond Index Strategy3.261.64
DoubleLine Long Duration Total Return0.000.00
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond1 year gross return1 year net return
PIMCO Long Term Bond - Long Credit7.447.14
Ramirez Long Duration Composite6.746.52
Standish Long Corporate6.496.31
NISA Long Dur Credit Only Consolidated6.476.24
PIMCO Long Term Bond Full Authority6.506.24
Dodge & Cox Long Duration FI Composite6.606.23
NISA Long Credit6.456.21
Morgan Stanley U.S. Long Duration6.296.08
UBS: Long Duration6.456.06
FIAM Long Corporate Composite6.336.04
Source: Morningstar Separate Account/CIT Fund Database

Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit6.075.77
Western Asset Mgt US Long Duration5.555.22
Dodge & Cox Long Duration FI Composite5.545.17
TCW Long Duration Credit5.174.98
Ryan Labs Long-Credit5.254.94
Logan Circle Long Duration5.264.94
PIMCO Long Term Bond Full Authority5.164.90
NISA Long Dur Credit Only Consolidated5.104.87
NISA Long Credit5.084.85
FIAM Long Corporate Composite5.124.83
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond1 year gross return1 year net return
Schroder Opportunistic Multi-Sector Sec9.989.21
Putnam Fixed Income Global Alpha Plus7.206.54
Prudential Absolute Return Composite6.065.58
PIMCO Income Composite5.474.89
TCW Securitized Opportunities5.794.73
Eaton Vance Multi-Sector Bond5.044.52
Newfleet Global Multi-Sector Income Comp5.864.43
First Trust Taxable Closed End Fund5.694.31
Guggenheim Fixed Income4.484.13
Columbia Strategic Income Allocation4.704.08
Source: Morningstar Separate Account/CIT Fund Database

Multisector Bond5 year gross return5 year net return
Schroder Opportunistic Multi-Sector Sec7.777.15
Schroders Enhanced Securitized6.856.32
PIMCO Income Composite6.125.56
Guggenheim Fixed Income4.554.21
Newfleet Global Multi-Sector Income Comp5.464.05
Loomis Sayles Multi-Sector Full Discretn4.303.96
BW Global Multi-Sector Income (fka GITR)4.663.87
TCW Securitized Opportunities4.913.86
Thornburg Multisector Opportun Sep Acct4.543.86
Federated Strategic Multi-Sector FI Comp4.153.81
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond1 year gross return1 year net return
Standish Global TIPS8.848.79
BNP Paribas GlobalInflationLinked Bonds3.373.11
PIMCO Real Ret Asset Long Duration3.532.94
Western Asset Mgt US TIPS Full Discr1.671.35
NB U.S.Treasury Inflation Protection1.341.29
Lord Abbett & Co. Inflation Focused – SA1.781.18
BNP Paribas InflationLinkedBonds U.S.1.271.07
Standish US TIPS Barclays1.051.02
PIMCO Real Return Full Authority1.471.00
Ryan Labs Inflation Index1.250.98
Source: Morningstar Separate Account/CIT Fund Database

Inflation-Protected Bond5 year gross return5 year net return
BNP Paribas GlobalInflationLinked Bonds2.972.71
Standish Global TIPS1.931.86
Franklin U.S. TIPS Composite0.430.29
NB U.S.Treasury Inflation Protection0.210.20
Standish US TIPS Barclays0.160.09
PIMCO Real Ret Asset Long Duration0.610.08
BBH U.S. TIPS0.220.07
Northern Trust TIPS0.120.02
IR+M TIPS0.100.00
Wellington TIPS0.14-0.01
Source: Morningstar Separate Account/CIT Fund Database

Stable Value1 year gross return1 year net return
PIMCO Stable Value (BV)3.042.83
Standish Stable Value2.182.07
Putnam Stable Value Composite2.272.03
Invesco Stable Value2.181.98
JPMorgan US FI Stable Value (NY)1.951.95
Galliard Stable Value Composite2.121.72
Source: Morningstar Separate Account/CIT Fund Database

Stable Value5 year gross return5 year net return
PIMCO Stable Value (BV)3.152.93
Standish Stable Value2.202.10
Invesco Stable Value2.061.85
Putnam Stable Value Composite2.041.79
JPMorgan US FI Stable Value (NY)1.821.74
Galliard Stable Value Composite1.981.57
Source: Morningstar Separate Account/CIT Fund Database

Convertibles1 year gross return1 year net return
SSI Inv Grade Convert Strat25.1624.18
INCORE Inv Grade Convertibles Comp18.5117.86
Advent Investment Grade17.5617.08
AllianzGI Convertibles14.6014.06
Calamos Instl Convertible Composite12.8512.07
ClearBridge U.S. Convertibles12.6812.01
Calamos Global Convertible Composite12.8311.33
Lord Abbett & Co. Convertibles12.0210.88
SSI Convertible Investment Strategy10.8610.34
Palisade Convertible Securities Comp10.6910.15
Source: Morningstar Separate Account/CIT Fund Database

Convertibles5 year gross return5 year net return
SSI Inv Grade Convert Strat15.8014.76
Advent Investment Grade11.7111.24
INCORE Inv Grade Convertibles Comp11.6111.00
MacKay Shields Convertibles10.429.87
SSI Convertible Investment Strategy9.979.47
AllianzGI Convertibles9.729.27
Palisade Convertible Securities Comp9.448.84
Lord Abbett & Co. Convertibles9.928.78
Gabelli Asset Mgt Convertibles Strategy9.338.56
Advent Balanced Convertible Strategy8.888.39
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond1 year gross return1 year net return
Mondrian Inv Emerging Markets Debt14.3613.81
Stone Harbor EMD Total Return14.8413.70
OFI Global Emerging Markets Local Bond13.0612.39
Global Evolution EM Local Debt12.7912.30
BNP Global Emg Bonds (Best Selection)12.4711.86
Global Evolution Frontier Markets12.8211.71
Lazard EM Debt - Local Debt12.6611.50
Brandywine Global Emerging Markets Debt12.0811.30
Morgan Stanley Emg Mkts Domestic Debt12.8411.11
Ashmore EM Corporate Debt High Yld Comp12.3311.05
Source: Morningstar Separate Account/CIT Fund Database

Emerging Markets Bond5 year gross return5 year net return
Global Evolution Frontier Markets8.327.25
Prudential Fixed Inc Emerging Mkts Debt6.285.69
GMO Emerging Country Debt Strategy6.395.61
DCM Emerging Markets Debt6.115.47
Stone Harbor EMD Total Return6.015.16
Global Evolution EM Debt6.155.10
FIAM Emerging Market Debt Composite5.504.82
Macquarie Emerging Markets Debt5.294.78
TIAA-CREF Emerging Markets Debt5.364.69
Investec Emerging Market Corporate Debt5.404.67
Source: Morningstar Separate Account/CIT Fund Database

World Allocation1 year gross return1 year net return
Innealta Global All Asset Opp Growth17.9516.04
Taxable Frontier Asset Mgmt Focused Opp15.9015.33
PIMCO StocksPLUS International Unhedged15.6415.11
Innealta ETF Country Rotation15.5014.60
PIMCO StocksPLUS Absolute Return15.2314.53
Morgan Stanley Glbl Tactical Asset Alloc14.8214.52
Frontier Asset Mgmt Focused Opp14.7714.21
THG Balanced Aggressive14.7313.89
PIMCO StocksPlus14.3313.87
ICON - SBI Global Moderate15.3213.86
Source: Morningstar Separate Account/CIT Fund Database

World Allocation5 year gross return5 year net return
PIMCO StocksPlus13.7713.31
PIMCO StocksPLUS Absolute Return13.9313.28
PIMCO RAE Fundamental PLUS12.7111.82
Morgan Stanley Glbl Tactical Asset Alloc9.469.16
ICON - SBI Global Moderate9.498.56
LMCG Global Multicap with ETF9.918.42
CKW Opportunistic Global Balanced8.907.97
THG Balanced Aggressive8.637.80
CLS AdvisorOne Risk Budget 85 Mod Aggr7.347.34
NorthCoast Tactical Growth8.227.29
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation1 year gross return1 year net return
MCA Conservative Portfolios18.0317.18
Copeland Large Cap Div Growth Balanced11.2110.68
FEG Moderate Growth Portfolio11.0010.21
Lazard Cap Alloc -Gbl Non-Traditional11.2110.08
Ryan Investments iFolios Growth10.839.92
Morningstar Balanced - Advisor Group WMP9.919.91
Auour Instinct Global Balanced10.489.53
AllianzGI Income & Growth9.849.37
Clark Navigator MultiStrategy 50-509.328.93
Mesirow Stable Performance9.128.73
Source: Morningstar Separate Account/CIT Fund Database

Conservative Allocation5 year gross return5 year net return
MCA Conservative Portfolios11.1110.29
Clark Navigator MultiStrategy 50-509.198.81
AllianzGI Income & Growth8.327.90
Copeland Large Cap Div Growth Balanced8.317.73
Morningstar Balanced - Advisor Group WMP6.686.68
AMP Moderately Conservative6.966.51
ASAP Balanced Strategy6.616.38
CLS American Funds Moderate 506.396.12
ACM Growth & Income 516.896.02
Lazard Cap Alloc -Gbl Non-Traditional6.875.82
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation1 year gross return1 year net return
Dorsey Wright Sys Reltv Strength Bal19.3118.18
MCA Balanced Portfolios18.9018.13
Congress Asset Mgt Balanced14.9414.28
Janus Henderson Balanced14.3513.81
FEG Equity Portfolio14.7113.71
Lazard Cap Alloc -Gbl Div 75/25 (TE)13.6613.66
WJA Equity Oriented (Balanced) Composite13.8113.06
Horizon Hybrid Focused with Risk Assist13.1312.97
Leuthold Core Investments13.7412.73
Taxable Frontier Asset Mgmt G&I13.1312.57
Source: Morningstar Separate Account/CIT Fund Database

Moderate Allocation5 year gross return5 year net return
Johnson Institutional Mgt Enhanced Index13.3713.05
MCA Balanced Portfolios12.3511.56
Dorsey Wright Sys Reltv Strength Bal11.6710.46
Dodge & Cox Balanced Composite10.129.94
UBS: U.S. Balanced Portfolio9.989.28
Sit Inv Balanced9.939.11
Janus Henderson Balanced9.609.07
Advisors Capital Mgt Balanced10.479.06
Congress Asset Mgt Balanced9.658.95
CCM Core Balanced9.658.83
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20151 year gross return1 year net return
Sage Target Date 2015 Fund5.635.21
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2011-20155 year gross return5 year net return
Sage Target Date 2015 Fund4.464.06
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20251 year gross return1 year net return
Sage Target Date 2025 Fund7.897.47
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2021-20255 year gross return5 year net return
Sage Target Date 2025 Fund5.985.57
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20351 year gross return1 year net return
Sage Target Date 2035 Fund11.0810.64
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2031-20355 year gross return5 year net return
Sage Target Date 2035 Fund7.376.95
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20451 year gross return1 year net return
Sage Target Date 2045 Fund12.8912.45
Source: Morningstar Separate Account/CIT Fund Database

Target Date 2041-20455 year gross return5 year net return
Sage Target Date 2045 Fund8.157.72
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income1 year gross return1 year net return
HW Dividend Income10.339.46
Horizon Hybrid Real Spend 78.938.77
Horizon Hybrid Real Spend 68.368.20
Nuveen-Sector Dividend Preferred8.417.88
Horizon Real Spend 79.207.78
Horizon Hybrid Real Spend 57.747.59
Horizon Real Spend 68.767.35
Horizon Real Spend 58.396.98
Horizon Hybrid Real Spend 47.056.90
PIMCO Retirement Income Model-Mod Gr6.826.82
Source: Morningstar Separate Account/CIT Fund Database

Retirement Income5 year gross return5 year net return
HW Dividend Income10.049.17
Nuveen-Sector Dividend Preferred7.186.25
Beacon Dividend Income Composite6.995.57
Horizon Real Spend 77.505.56
Horizon Real Spend 57.175.24
Horizon Real Spend 47.055.12
Horizon Real Spend 66.854.92
Texas Retirement Income Strategy6.104.49
Morningstar Ret Inc Long-Range - TDA5.183.85
Morningstar Ret Inc Long-Range - BNY5.153.58
Source: Morningstar Separate Account/CIT Fund Database
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