Top performing managers by category: commingled accounts, 4th Quarter 2021

Large Growth 1 year gross return 1 year net return
American Century US Lg Cp Grwth Eq Tr 1 28.66 27.99
Spartan Large Cap Growth Index Pool 27.60 27.60
State St Russell Lg Cap Gr® Indx SL Cl I 27.60 27.58
TCW Concentrated Core A 26.78 26.08
TCW Concentrated Core Fund, Class B 26.81 26.06
FIAM U.S. Total Market Equity CF 26.20 25.92
Wellington CIF II Large Cap Research Eq 25.70 25.59
Wellington CIF US Research Equity 24.85 24.85
Polen Focus Growth CIT Class 2 25.12 24.37
Nuveen Winslow Large Cap Growth Cl I 24.88 24.16
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Growth 5 year gross return 5 year net return
Wellington CIF II Growth 27.62 27.62
Wellington CIF II Growth S2 27.62 27.09
TCW Concentrated Core A n/a 26.56
TCW Concentrated Core Fund, Class B 27.33 26.53
Polen Focus Growth CIT Class 2 n/a 25.87
Nuveen Winslow Large Cap Growth Cl I 26.53 25.83
Nuveen Winslow Large Cap Growth, Class R 26.52 25.75
Nuveen Winslow Large Cap Growth Cl Y 26.52 25.69
Nuveen Winslow Large Cap Growth Cl I20 26.51 25.57
State St Russell Lg Cap Gr® Indx SL Cl I 25.29 25.29
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Conservative Allocation 1 year gross return 1 year net return
FIAM Pension Journey 50/50 Commingled Pl 7.58 7.58
FIAM Pension Journey 40/60 Commingled Pl 5.75 5.75
FIAM Pension Journey 30/70 Commingled Pl 3.87 3.87
FIAM Market Based Cash Balance 30/70 A 3.58 3.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Global Real Estate 1 year gross return 1 year net return
AEW Gl Property Secs Master Tr NIM 28.26 28.19
AEW Gl Property Secs Master Tr-DC Plan B 28.30 27.89
AEW Gl Property Secs Master Tr L 28.25 27.85
AEW Gl Property Secs Master Tr-Class A 28.25 27.70
Invesco Equity Global RE Secs Tr C 28.25 27.25
Invesco Global Real Estate Income Tr C 20.99 20.28
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Global Real Estate 5 year gross return 5 year net return
AEW Gl Property Secs Master Tr-DC Plan B 9.39 9.02
AEW Gl Property Secs Master Tr NIM n/a 9.00
AEW Gl Property Secs Master Tr L n/a 8.97
AEW Gl Property Secs Master Tr-Class A 9.37 8.89
Invesco Equity Global RE Secs Tr C n/a 7.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2000-2010 1 year gross return 1 year net return
AB Multi-Manager Retirement 2010 Cl W 9.08 9.06
AB Multi-Manager Ret Tr 2010 W CL T 9.10 8.61
AB Multi-Manager Retirement 2010 Cl T20 9.05 8.35
AB Multi-Manager Ret Tr 2010 W CL K15 9.09 8.28
AB Multi-Manager Ret Tr 2010 W CL K 9.11 8.19
FIAM Blend Target Date 2010 S 5.59 5.32
FIAM Blend Target Date 2010 T 5.57 5.32
FIAM Blend Target Date 2010 R 5.59 5.28
FIAM Blend Target Date 2010 X 5.65 5.24
FIAM Blend Target Date 2010 Y 5.59 5.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2000-2010 5 year gross return 5 year net return
FIAM Blend Target Date 2010 T 8.05 7.79
FIAM Blend Target Date 2010 S 8.06 7.78
FIAM Blend Target Date 2010 R 8.07 7.74
FIAM Blend Target Date 2010 Y 8.07 7.70
FIAM Blend Target Date 2010 Q 8.06 7.70
FIAM Blend Target Date 2010 X 8.06 7.67
FIAM Index Target Date 2010 Q 7.60 7.59
FIAM Blend Target Date 2010 W 8.01 7.58
FIAM Index Target Date 2010 R 7.63 7.58
FIAM Blend Target Date 2010 V 8.05 7.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long-Term Bond 1 year gross return 1 year net return
FIAM Long Corporate Commingled Pool -0.04 -0.23
BNYM Mellon DB SL Long Term Credit BIF -1.43 -1.50
FIAM Long Duration CIT -1.55 -1.74
FIAM 8-10 Year Corporate Bond CIT A -2.44 -2.44
Wellington CIF II Long Bond -2.63 -2.76
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long-Term Bond 5 year gross return 5 year net return
FIAM Long Duration CIT 8.37 8.12
Wellington CIF II Long Bond n/a 7.84
BNYM Mellon DB SL Long Term Credit BIF 7.66 7.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Blend 1 year gross return 1 year net return
BNYM Newton NSL Dynamic US Equity Fund 30.94 30.49
Epoch U.S. All Cap Equity CIT Class 1 30.43 29.59
BNYM Mellon SL SIF T 28.71 28.76
Spartan 500 Index Pool A 28.71 28.71
BNYM Mellon NSL SIF Instl 28.71 28.70
BNYM Mellon SL SIF Instl 28.71 28.70
State St S&P 500® Indx NL Cl A 28.68 28.69
Spartan 500 Index Pool D 28.71 28.69
Spartan 500 Index Pool C 28.71 28.69
Spartan 500 Index Pool E 28.70 28.68
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Blend 5 year gross return 5 year net return
BNYM Newton NSL Dynamic US Equity Fund 21.11 20.68
Pioneer Large Cap Core Equity Trust - T2 20.88 20.28
BNYM Mellon SL SIF T 18.49 18.49
BNYM Mellon NSL SIF Instl 18.48 18.47
State St S&P 500® Indx NL Cl A 14.50 18.46
State St S&P 500® Indx SL Cl I 18.46 18.46
BNYM Mellon SL SIF 18.49 18.44
BNYM Mellon DB SL SIF 18.49 18.43
IBEW-NECA EQUITY INDEX FUND 18.45 18.43
BNYM Mellon CF SL SIF 18.48 18.43
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2016-2020 1 year gross return 1 year net return
AB Multi-Manager Ret Tr 2020 W CL T 12.73 12.23
AB Multi-Manager Ret Tr 2020 W CL K15 12.72 11.88
AB Multi-Manager Ret Tr 2020 W CL K 12.72 11.76
State St Target Ret 2020 NL Cl A 9.82 9.82
BNYM Newton SL SmartPath TD2020 Fd 9.28 9.20
BNYM Newton SL SmartPath TD2020 Fd Instl 9.28 9.19
BNYM Newton SL SmartPath Trgt Dt 2020 T 9.28 9.18
Nuveen TIAA Lifecycle Index 2020 R 8.85 8.76
FIAM Blend Target Date 2020 T 8.93 8.67
FIAM Blend Target Date 2020 S 8.91 8.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2016-2020 5 year gross return 5 year net return
FIAM Blend Target Date 2020 T 10.24 9.98
FIAM Blend Target Date 2020 S 10.24 9.95
FIAM Blend Target Date 2020 R 10.24 9.91
FIAM Blend Target Date 2020 Q 10.24 9.88
FIAM Blend Target Date 2020 Y 10.24 9.87
FIAM Blend Target Date 2020 X 10.25 9.85
FIAM Blend Target Date 2020 W 10.25 9.80
FIAM Blend Target Date 2020 V 10.24 9.77
FIAM Index Target Date 2020 Q 9.71 9.70
FIAM Index Target Date 2020 R 9.74 9.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Value 1 year gross return 1 year net return
Brandywine Diversified Small Cap GT 40.61 39.52
American Century US Small Cp Val Eq Tr R 38.21 38.21
American Century US Small Cap Val Eq Tr 38.30 37.13
EARNEST Partners Smid Cap Value 1 26.38 25.57
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Value 5 year gross return 5 year net return
American Century US Small Cap Val Eq Tr 13.91 12.95
Brandywine Diversified Small Cap GT 7.43 6.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Intermediate-Term Bond 1 year gross return 1 year net return
FIAM Target Date Inv Grd Sctzd Cmgld Pl -0.44 -0.44
FIAM Broad Market Duration Pool -0.29 -0.47
MetLife Core Plus Collective Trust 1 -0.39 -0.55
Fort Washington Cor Pls Fxd Inc CIT Fdrs -0.53 -0.82
AFL-CIO Housing Inv Trust AFL-CIO CF -0.75 -1.01
Invesco Intermediate Bond Trust -0.90 -1.19
State St US Bnd Indx SL Cl I -1.63 -1.61
Wellington CIF II Core Bond S1 -1.35 -1.63
State St US Bnd Indx NL Cl A -1.64 -1.63
BNYM Mellon SL Aggregate BIF T -1.64 -1.64
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Intermediate-Term Bond 5 year gross return 5 year net return
FIAM Broad Market Duration Pool 4.75 4.50
Wellington CIF II Core Bond S1 4.40 4.12
State St US Bnd Indx SL Cl I 3.61 3.61
State St US Bnd Indx NL Cl A n/a 3.58
BNYM Mellon SL Aggregate BIF T 3.56 3.54
BNYM Mellon DB SL Aggregate BIF 3.56 3.52
BNYM Mellon SL Aggregate BIF 3.56 3.50
FIAM U.S. Bond Index Pool 3.52 3.48
BNYM Mellon NSL Aggregate BIF Instl 3.49 3.47
Invesco Intermediate Bond Trust 3.76 3.45
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Inflation-Protected Bond 1 year gross return 1 year net return
State St US Infl Protct Bnd Indx NL Cl A 5.92 5.92
BNYM Mellon SL TIPS Index Fund 5.88 5.85
BNYM Mellon NSL TIPS Index Fund Instl 5.86 5.83
BNYM Mellon NSL TIPS Index Fund 5.86 5.83
PIMCO Real Return Collective Trust II 5.93 5.61
FIAM Int Infl-Prot Bond Index Cmgld Pool 5.61 5.57
Wellington CIF II TIPS 4.92 4.92
Wellington CIF II TIPS S1 4.92 4.73
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Inflation-Protected Bond 5 year gross return 5 year net return
PIMCO Real Return Collective Trust II 5.71 5.34
State St US Infl Protct Bnd Indx NL Cl A 5.31 5.31
BNYM Mellon NSL TIPS Index Fund Instl 5.33 5.31
BNYM Mellon NSL TIPS Index Fund 5.33 5.29
Wellington CIF II TIPS 4.71 4.71
Wellington CIF II TIPS S1 n/a 4.48
FIAM Int Infl-Prot Bond Index Cmgld Pool 4.43 4.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Diversified Emerging Mkts 1 year gross return 1 year net return
Segall Bryant & Hamill EM Sm Cp Tr Fdrs 25.15 24.21
Acadian Emerging Markets Equity Cl E 8.32 8.27
Acadian Emerging Markets Equity Cl A 8.39 7.37
Mondrian All Countrs Wld ex US EqTier V 6.78 6.21
Parametric Emerging Markets Equity (CIT) 5.16 4.32
Parametric Emerging Markets Core Eq(CIT) 4.25 4.08
William Emerging Markets Growth CIT 4.15 3.38
KBI Emerging Markets Equity CIT B 3.72 2.70
EARNEST Partners Emerging Markets Fund 2.62 1.60
City of London Global Emg Mkts Fund 1.20 0.19
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Diversified Emerging Mkts 5 year gross return 5 year net return
Artisan Developing World Trust Tier 3 n/a 21.78
Artisan Developing World Trust Tier 1 23.02 21.74
William Emerging Markets Growth CIT 18.28 17.55
FIAM Select Emerging Markets Class A 12.30 11.72
FIAM Select Emerging Markets Class D n/a 11.52
City of London Global Emg Mkts Fund 12.49 11.35
Templeton Intl Emg Mkt CF 11.98 10.93
Acadian Emerging Markets Equity Cl E n/a 10.43
EARNEST Partners Emerging Markets Fund 11.24 10.14
Acadian Emerging Markets Equity Cl A n/a 9.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Blend 1 year gross return 1 year net return
Mesirow Fncl SMID Cap Val Eq CIT Fdrs 27.46 26.89
Wellington CIF II Small Cap Value S1 27.80 26.87
Amalgamated Bank LongView 600 SC Idx CF 26.74 26.68
Rothschild & Co US Small-Cap Trust 21.81 20.78
Rothschild & Co US Small-Cap Core Cl 2 21.30 20.40
Rothschild & Co US Small-Cap Core Cl 1 21.31 20.29
Rothschild & Co US Small/Mid-Cap Co Cl 2 20.53 19.63
Rothschild & Co US Small/Mid-Cap Co Cl 1 20.55 19.53
Aristotle Small Cap Equity CIT B 20.09 19.27
Aristotle Small Cap Equity CIT A 20.03 19.14
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Blend 5 year gross return 5 year net return
Wellington CIF II Small Cap Opps n/a 15.21
Amalgamated Bank LongView 600 SC Idx CF 12.42 12.36
State St Russell Sm Cap® Indx SL Cl I 9.50 12.17
BNYM Mellon SL Small Cap SIF T n/a 12.17
BNYM Mellon SL Small Cap SIF 11.98 12.16
BNYM Mellon NSL Small Cap SIF Instl 12.07 12.05
NT R2000 Index Fund - NL n/a 12.03
State St Russell Sm Cap® Indx NL Cl A 9.35 12.02
BNYM Mellon NSL Small Cap SIF 12.07 11.99
BNYM Mellon DB NSL Small Cap SIF 12.06 11.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Growth 1 year gross return 1 year net return
GW&K S/M Cp Cor Eq Collective Invmt Fund 27.16 26.35
Champlain Mid Cap Collective Fund Cl 4 25.90 25.90
FIAM Small/Mid Cap Core Pool 22.05 21.47
FIAM Small/Mid Cap Core Class K 22.04 21.38
FIAM Small/Mid Cap Core Class O 22.05 21.35
Hood River Small/Mid Cap Gr CITFounder's 19.97 19.37
Invesco Mid Cap Growth C 19.89 19.18
BNYM Mellon NSL Mkt Completion Fd Instl 13.32 13.30
BNYM Mellon NSL Mkt Completion Fd 13.32 13.24
Spartan Extended Market Index Pool A 12.39 12.39
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Growth 5 year gross return 5 year net return
Artisan Mid Cap Growth Trust Tier 1 24.26 23.21
Champlain Mid Cap Collective Fund Cl 4 21.43 21.43
Invesco Mid Cap Growth C 22.01 21.07
CastleArk Small Company Growth CIT 19.65 18.84
Voya Mid Cap Growth Trust Class 2 19.58 18.74
Jackson Square SMID-Cap Gr CIT Fd (Cl M) 19.30 18.42
GW&K S/M Cp Cor Eq Collective Invmt Fund 17.85 17.09
Wellington CIF II MdCap Opportunities 16.88 16.88
Wellington CIF II MdCap Opportunities S2 n/a 16.31
Wellington CIF II MdCap Opportunities S3 n/a 16.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2011-2015 1 year gross return 1 year net return
AB Multi-Manager Retirement 2015 Cl W 11.08 11.06
AB Multi-Manager Ret Tr 2015 W CL T 11.10 10.60
AB Multi-Manager Retirement 2015 Cl T20 11.21 10.50
AB Multi-Manager Ret Tr 2015 W CL K15 11.11 10.28
AB Multi-Manager Ret Tr 2015 W CL K 11.10 10.17
BNYM Newton SL SmartPath Trgt Dt 2015 T 7.98 8.01
BNYM Newton SL SmartPath TD2015 Fd 7.98 7.89
Nuveen TIAA Lifecycle Index 2015 R 7.97 7.88
FIAM Blend Target Date 2015 S 7.27 6.99
FIAM Blend Target Date 2015 T 7.24 6.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2011-2015 5 year gross return 5 year net return
FIAM Blend Target Date 2015 T 9.23 8.97
FIAM Blend Target Date 2015 S 9.23 8.94
FIAM Blend Target Date 2015 R 9.24 8.91
FIAM Blend Target Date 2015 Y 9.25 8.87
FIAM Blend Target Date 2015 Q 9.23 8.87
FIAM Blend Target Date 2015 X 9.24 8.85
FIAM Blend Target Date 2015 W 9.24 8.81
FIAM Blend Target Date 2015 V 9.23 8.76
FIAM Index Target Date 2015 R 8.79 8.73
FIAM Index Target Date 2015 Q 8.74 8.73
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2026-2030 1 year gross return 1 year net return
AB Multi-Manager Retirement 2030 Cl W 16.65 16.62
AB Multi-Manager Ret Tr 2030 W CL T 16.68 16.15
AB Multi-Manager Retirement 2030 Cl T20 16.56 15.81
AB Multi-Manager Ret Tr 2030 W CL K15 16.65 15.78
AB Multi-Manager Ret Tr 2030 W CL K 16.67 15.69
BNYM Newton SL SmartPath Trgt Dt 2030 T 12.85 12.81
PIMCO RealPath Blend 2030 CT C 13.08 12.78
PIMCO RealPath Blend 2030 CT Founders II 13.08 12.78
BNYM Newton SL SmartPath TD2030 Fd Instl 12.85 12.76
BNYM Newton SL SmartPath TD2030 Fd 12.85 12.76
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2026-2030 5 year gross return 5 year net return
State St Target Ret 2030 NL Cl A n/a 12.00
FIAM Blend Target Date 2030 T 12.27 12.00
FIAM Blend Target Date 2030 S 12.26 11.97
FIAM Blend Target Date 2030 R 12.28 11.94
FIAM Blend Target Date 2030 Q 12.27 11.90
FIAM Blend Target Date 2030 Y 12.27 11.89
FIAM Blend Target Date 2030 X 12.27 11.87
FIAM Blend Target Date 2030 W 12.27 11.82
FIAM Blend Target Date 2030 V 12.27 11.78
FIAM Index Target Date 2030 R 11.69 11.64
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Intermediate-Term Bond 1 year gross return 1 year net return
FIAM Target Date Inv Grd Sctzd Cmgld Pl -0.44 -0.44
FIAM Broad Market Duration Pool -0.29 -0.47
MetLife Core Plus Collective Trust 1 -0.39 -0.55
Fort Washington Cor Pls Fxd Inc CIT Fdrs -0.53 -0.82
AFL-CIO Housing Inv Trust AFL-CIO CF -0.75 -1.01
Invesco Intermediate Bond Trust -0.90 -1.19
State St US Bnd Indx SL Cl I -1.63 -1.61
Wellington CIF II Core Bond S1 -1.35 -1.63
State St US Bnd Indx NL Cl A -1.64 -1.63
BNYM Mellon SL Aggregate BIF T -1.64 -1.64
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Intermediate-Term Bond 5 year gross return 5 year net return
FIAM Broad Market Duration Pool 4.75 4.50
Wellington CIF II Core Bond S1 4.40 4.12
State St US Bnd Indx SL Cl I 3.61 3.61
State St US Bnd Indx NL Cl A n/a 3.58
BNYM Mellon SL Aggregate BIF T 3.56 3.54
BNYM Mellon DB SL Aggregate BIF 3.56 3.52
BNYM Mellon SL Aggregate BIF 3.56 3.50
FIAM U.S. Bond Index Pool 3.52 3.48
BNYM Mellon NSL Aggregate BIF Instl 3.49 3.47
Invesco Intermediate Bond Trust 3.76 3.45
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long Government 1 year gross return 1 year net return
State St US Lg Gov Bnd Indx SL Cl I -4.47 -4.47
NT LT Gov Bond Index Fund - NL - J -4.55 -4.55
FIAM Long U.S. Treasury STRIPS Pool Idx -4.62 -4.65
FIAM Target Date LT Treas Idx Cmgld Pool -4.83 -4.83
BNYM Mellon DB SL Long Term Govt BIF -4.86 -4.90
BNYM Mellon DB NSL Long Term Govt BIF -4.89 -4.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long Government 5 year gross return 5 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx 9.51 9.43
State St US Lg Gov Bnd Indx SL Cl I 6.60 6.60
NT LT Gov Bond Index Fund - NL - J 6.51 6.51
BNYM Mellon DB SL Long Term Govt BIF 6.51 6.47
BNYM Mellon DB NSL Long Term Govt BIF 6.45 6.36
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
High Yield Bond 1 year gross return 1 year net return
Mesirow Financial High Yield CIT Fdrs 11.56 11.11
DDJ Total Return Credit I Composite 9.05 8.21
Eaton Vance EB High Yield I 5.72 5.34
FIAM High Yield Bond Commingled Pool 5.14 4.74
Wellington CIF II Core High Yield S1 4.63 4.24
Loomis Sayles HYCSV CIT 4.55 4.04
Eaton Vance Multi-Asset Credit II CIT 2.45 2.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
High Yield Bond 5 year gross return 5 year net return
DDJ Total Return Credit I Composite 7.19 6.33
Wellington CIF II Core High Yield S1 6.48 6.05
Loomis Sayles HYCSV CIT 6.51 5.98
Eaton Vance EB High Yield I 6.23 5.76
FIAM High Yield Bond Commingled Pool 5.68 5.18
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Value 1 year gross return 1 year net return
Ceredex Mid-Cap Value Equity Trust 2 31.29 30.58
Ceredex Mid-Cap Value Equity Trust 1 31.25 30.46
Wellington CIF II Mid Cap Value S1 28.47 28.47
American Century US Mid Cap Val Eq Tr R 24.03 24.03
American Century US Mid Cap Value Eq Tr 24.03 23.31
Speece Thorson Value Fund 23.05 21.89
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Value 5 year gross return 5 year net return
Ceredex Mid-Cap Value Equity Trust 2 n/a 12.44
Ceredex Mid-Cap Value Equity Trust 1 13.17 12.41
Wellington CIF II Mid Cap Value S1 n/a 11.89
Speece Thorson Value Fund 11.72 10.67
American Century US Mid Cap Value Eq Tr 10.36 9.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
World Allocation 1 year gross return 1 year net return
Wellington CIF II Divers Inflation Hge 24.94 24.78
PIMCO Diversified Real Asset CIT 24.97 24.46
Global Risk Premium - Mod Volatility 8.04 7.53
Invesco Global Asset Allc Strat Tr C 8.04 7.52
Global Risk Premium - Low Volatility 6.72 6.30
Wellington Opportunistic Investment 6.79 5.61
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
World Allocation 5 year gross return 5 year net return
Global Risk Premium - Mod Volatility 9.44 8.92
Wellington Opportunistic Investment n/a 8.56
Global Risk Premium - Low Volatility 8.14 7.71
PIMCO Diversified Real Asset CIT 7.73 7.29
Wellington CIF II Divers Inflation Hge 7.23 7.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Value 1 year gross return 1 year net return
FIAM International Equity Value Cmgld Pl 16.17 16.17
Denali Network Value International A 15.17 14.22
Brandes International Equity Fd CL 7 14.16 13.42
Columbia Trust Overseas Value 11.38 11.05
Columbia Overseas Value CL RJ 11.37 10.94
Columbia Overseas Value CL R 11.34 10.92
Mondrian International Equity CIT VIII 10.98 10.39
Mondrian International Eq CIT IX 10.85 10.31
Mondrian International Equity CIT I 10.64 10.15
Harris Assoc. Oakmark Intl Gross of Fees 9.15 9.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Value 5 year gross return 5 year net return
Harris Assoc. Oakmark Intl Gross of Fees n/a 7.79
Harris Assoc. Oakmark Intl Col Fd Cl 2 n/a 7.79
Harris Assoc. Oakmark Intl Col Fd Cl 3 n/a 7.14
Harris Assoc. Oakmark Intl Col Fd Cl B n/a 7.13
Harris Assoc. Oakmark Intl Col Fd Cl 1 n/a 7.12
Brandes International Equity Fd CL 7 7.38 6.75
Mondrian International Equity CIT VIII n/a 6.11
Mondrian International Eq CIT IX n/a 6.06
Mondrian International Equity CIT I 6.40 5.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Value 1 year gross return 1 year net return
Brandywine Diversified Small Cap GT 40.61 39.52
American Century US Small Cp Val Eq Tr R 38.21 38.21
American Century US Small Cap Val Eq Tr 38.30 37.13
EARNEST Partners Smid Cap Value 1 26.38 25.57
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Value 5 year gross return 5 year net return
American Century US Small Cap Val Eq Tr 13.91 12.95
Brandywine Diversified Small Cap GT 7.43 6.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Value 1 year gross return 1 year net return
Ceredex Mid-Cap Value Equity Trust 2 31.29 30.58
Ceredex Mid-Cap Value Equity Trust 1 31.25 30.46
Wellington CIF II Mid Cap Value S1 28.47 28.47
American Century US Mid Cap Val Eq Tr R 24.03 24.03
American Century US Mid Cap Value Eq Tr 24.03 23.31
Speece Thorson Value Fund 23.05 21.89
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Value 5 year gross return 5 year net return
Ceredex Mid-Cap Value Equity Trust 2 n/a 12.44
Ceredex Mid-Cap Value Equity Trust 1 13.17 12.41
Wellington CIF II Mid Cap Value S1 n/a 11.89
Speece Thorson Value Fund 11.72 10.67
American Century US Mid Cap Value Eq Tr 10.36 9.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Retirement Income 1 year gross return 1 year net return
PIMCO RealPath Blend Income CT Fdrs II 9.30 8.93
PIMCO RealPath Blend Income CT C 9.20 8.84
State St Target Ret Income NL Cl A 8.08 8.08
AB Multi-Manager Ret Alloc Tr W CL T 8.07 7.58
AB Multi-Manager Ret Alloc Tr W CL K15 8.13 7.33
AB Multi-Manager Ret Alloc Tr W CL K 8.04 7.13
Nuveen TIAA Lifecycle Index Ret Inc R 7.09 7.00
Voya Target Solution Income Trust 6.79 6.37
BNYM Newton SL SmartPath RetInc Fd Instl 5.96 5.87
BNYM Newton SL SmartPath RetInc Fd 5.96 5.87
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Retirement Income 5 year gross return 5 year net return
Voya Target Solution Income Trust 8.06 7.64
State St Target Ret Income NL Cl A n/a 7.24
BNYM Newton SL SmartPath Ret Inc Fd Cl T 7.29 7.23
BNYM Newton SL SmartPath RetInc Fd 7.28 7.19
BNYM Newton SL SmartPath RetInc Fd Instl n/a 7.14
FIAM Blend Target Date Income T 5.99 5.74
FIAM Blend Target Date Income S 5.97 5.70
FIAM Blend Target Date Income R 5.97 5.65
FIAM Blend Target Date Income Q 5.99 5.64
FIAM Index Target Date Income Q 5.63 5.62
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Short-Term Bond 1 year gross return 1 year net return
Voya Short Duration High Quality Trust 0.59 0.37
FIAM Target Date Short Credit Cmgld Pool -0.27 -0.27
BNYM Mellon NSL 1-3 Yr G/C BIF Instl -0.52 -0.54
FIAM Short Duration Pool -0.41 -0.56
BNYM Mellon SL 1-3 Yr G/C BIF -0.51 -0.57
FIAM Intermediate Duration Pool -0.74 -0.93
FIAM Intermediate Duration Pool D -0.76 -1.01
State St US Int Gov/Crd Bnd Indx SL Cl I -1.42 -1.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Short-Term Bond 5 year gross return 5 year net return
FIAM Intermediate Duration Pool 3.51 3.26
State St US Int Gov/Crd Bnd Indx SL Cl I 3.03 3.03
FIAM Target Date Short Credit Cmgld Pool 2.40 2.40
Voya Short Duration High Quality Trust 2.61 2.38
FIAM Short Duration Pool 2.21 2.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Value 1 year gross return 1 year net return
Harris Assoc. Oakmark Collective Fd Cl 2 35.82 35.58
Harris Assoc. Oakmark Collective Fd Cl 1 35.59 34.93
BNYM Newton NSL US Dynamic LC Value UC1 34.27 34.14
Invesco Growth and Income Tr I 29.16 28.82
Wellington CIF II Quality Value 28.34 28.34
Wellington CIF II Quality Value S1 28.35 27.94
AB US Strategic Value CT V 28.32 26.74
Voya Large Cap Value Trust 27.39 26.71
Wellington CIF II Research Value 26.83 26.17
FIAM Target Date Val Discvry Cmgld Pool 26.04 26.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Value 5 year gross return 5 year net return
Harris Assoc. Oakmark Collective Fd Cl 2 n/a 16.31
Harris Assoc. Oakmark Collective Fd Cl 1 n/a 15.73
BNYM Newton NSL US Dynamic LC Value UC1 13.39 12.98
Wellington CIF II Quality Value 12.57 12.57
Eaton Vance Large Cap Val CIT 13.09 12.43
Voya Large Cap Value Trust 12.72 12.11
Wellington CIF II Quality Value S1 n/a 12.04
FIAM Target Date Val Discvry Cmgld Pool 11.80 11.80
Wellington CIF II Research Value n/a 11.26
State St Russell Lg Cp Val® Indx SL Cl I 11.25 11.25
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Small/Mid Growth 1 year gross return 1 year net return
Rainier Small Cap International Equity L 15.73 14.81
Rainier Small Cap International Equity B 15.72 14.58
Rainier Small Cap International Equity A 15.73 14.53
Axiom International Small Cap Eq Tr 3 n/a 9.77
Axiom International Small Cap Trust 2 10.60 9.72
CastleArk International Small Cap Eq 1 8.58 7.80
Artisan International Small-Mid Tr Fdrs 4.85 3.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Small/Mid Growth 5 year gross return 5 year net return
Rainier Small Cap International Equity L 19.56 18.61
Rainier Small Cap International Equity B n/a 18.36
Rainier Small Cap International Equity A 19.55 18.31
Axiom International Small Cap Eq Tr 3 n/a 17.67
Axiom International Small Cap Trust 2 n/a 17.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Blend 1 year gross return 1 year net return
Cardinal Capital SMID Cap CIT A 28.31 27.48
EARNEST Partners Smid Cap Value II A 25.71 25.70
EARNEST Partners Smid Cap Core Founders 25.71 25.02
State St S&P MidCap® Indx SL Cl I 24.79 24.76
BNYM Mellon SL Mid Cap SIF Instl 24.79 24.76
State St S&P MidCap® Indx NL Cl A 24.77 24.75
BNYM Mellon DB SL Mid Cap SIF 24.79 24.74
BNYM Mellon SL Mid Cap SIF 24.79 24.74
BNYM Mellon NSL Mid Cap SIF Instl 24.73 24.71
BNYM Mellon DB NSL Mid Cap SIF 24.76 24.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Blend 5 year gross return 5 year net return
State St Russell Sm/Mid Cp® Indx SL Cl I 13.51 15.54
State St Russell Sm/Mid Cp® Indx NL Cl A n/a 15.47
BNYM Mellon SL Mkt Completion Fd 15.42 15.38
State St S&P MidCap® Indx SL Cl I 10.30 13.12
BNYM Mellon SL Mid Cap SIF Instl n/a 13.12
BNYM Mellon DB SL Mid Cap SIF 13.16 13.11
BNYM Mellon SL Mid Cap SIF T n/a 13.11
BNYM Mellon SL Mid Cap SIF 13.14 13.10
BNYM Mellon NSL Mid Cap SIF Instl 13.10 13.09
State St S&P MidCap® Indx NL Cl A 10.26 13.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long Government 1 year gross return 1 year net return
State St US Lg Gov Bnd Indx SL Cl I -4.47 -4.47
NT LT Gov Bond Index Fund - NL - J -4.55 -4.55
FIAM Long U.S. Treasury STRIPS Pool Idx -4.62 -4.65
FIAM Target Date LT Treas Idx Cmgld Pool -4.83 -4.83
BNYM Mellon DB SL Long Term Govt BIF -4.86 -4.90
BNYM Mellon DB NSL Long Term Govt BIF -4.89 -4.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long Government 5 year gross return 5 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx 9.51 9.43
State St US Lg Gov Bnd Indx SL Cl I 6.60 6.60
NT LT Gov Bond Index Fund - NL - J 6.51 6.51
BNYM Mellon DB SL Long Term Govt BIF 6.51 6.47
BNYM Mellon DB NSL Long Term Govt BIF 6.45 6.36
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Multisector Bond 1 year gross return 1 year net return
FIAM Tactical Bond Pool 1.50 1.50
Invesco Active Multi-Sector Credit Tr II 1.79 1.47
Loomis Sayles MSFD CIT 0.55 -0.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Multisector Bond 5 year gross return 5 year net return
Loomis Sayles MSFD CIT 6.70 6.10
FIAM Tactical Bond Pool 5.96 5.96
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Real Estate 1 year gross return 1 year net return
PIMCO RealEstatePLUS CIT I 46.74 46.03
State St REIT Indx NL Cl A 45.91 45.90
BNYM Mellon SL REIT Index Fund T 45.82 45.89
BNYM Mellon NSL REIT Index Fund Instl 45.76 45.72
BNYM Mellon SL REIT Index Fund 45.82 45.70
BNYM Mellon NSL REIT Index Fund 45.76 45.62
American Century U.S. Real Estate Sec Tr 42.79 41.80
AEW Real Estate Securities Divers Trust 42.16 41.31
Spartan Real Estate Index Pool A 40.21 40.21
Spartan Real Estate Index Pool E 40.22 40.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Real Estate 5 year gross return 5 year net return
American Century U.S. Real Estate Sec Tr 12.32 11.53
FIAM U.S. Real Estate Invest Tr CIT 12.03 11.40
PIMCO RealEstatePLUS CIT I 11.31 10.78
AEW Real Estate Securities Divers Trust 10.60 9.94
State St REIT Indx NL Cl A 7.84 9.67
Invesco Equity RE Secs Tr C 11.85 9.63
BNYM Mellon NSL REIT Index Fund Instl 9.64 9.62
BNYM Mellon NSL REIT Index Fund 9.65 9.54
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Blend 1 year gross return 1 year net return
Cardinal Capital SMID Cap CIT A 28.31 27.48
EARNEST Partners Smid Cap Value II A 25.71 25.70
EARNEST Partners Smid Cap Core Founders 25.71 25.02
State St S&P MidCap® Indx SL Cl I 24.79 24.76
BNYM Mellon SL Mid Cap SIF Instl 24.79 24.76
State St S&P MidCap® Indx NL Cl A 24.77 24.75
BNYM Mellon DB SL Mid Cap SIF 24.79 24.74
BNYM Mellon SL Mid Cap SIF 24.79 24.74
BNYM Mellon NSL Mid Cap SIF Instl 24.73 24.71
BNYM Mellon DB NSL Mid Cap SIF 24.76 24.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Blend 5 year gross return 5 year net return
State St Russell Sm/Mid Cp® Indx SL Cl I 13.51 15.54
State St Russell Sm/Mid Cp® Indx NL Cl A n/a 15.47
BNYM Mellon SL Mkt Completion Fd 15.42 15.38
State St S&P MidCap® Indx SL Cl I 10.30 13.12
BNYM Mellon SL Mid Cap SIF Instl n/a 13.12
BNYM Mellon DB SL Mid Cap SIF 13.16 13.11
BNYM Mellon SL Mid Cap SIF T n/a 13.11
BNYM Mellon SL Mid Cap SIF 13.14 13.10
BNYM Mellon NSL Mid Cap SIF Instl 13.10 13.09
State St S&P MidCap® Indx NL Cl A 10.26 13.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Blend 1 year gross return 1 year net return
Wellington CIF International Contra Val 19.77 19.77
Acadian All Country World ex US Eq CIT E 16.97 16.85
Acadian All Country World ex US Eq CIT D 16.91 16.39
Acadian All Country Wld ex US Eq F 16.92 16.35
Acadian All Country World ex US Eq CIT A 16.86 16.22
Acadian All Country World ex US Eq CIT B 16.85 16.21
Aristotle International Equity CIT B 16.75 16.18
Acadian All Country World ex US Eq CIT C 16.89 16.13
Spartan Developed International Idx Pl A 12.86 12.86
SGA International Equity CIT 13.42 12.85
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Blend 5 year gross return 5 year net return
Wellington CIF International Research Eq n/a 11.30
Wellington CIF II Intl Opps 11.35 11.25
EARNEST Partners Intl Cl 1 11.90 10.95
Wellington CIF II Intl Opports S2 n/a 10.67
Wellington CIF II Intl Opps S1 n/a 10.63
FIAM Select International Pool 11.05 10.44
FIAM Select International Plus CIT 11.05 10.44
State St Gbl All Cp Eq ex-US Idx NL Cl A n/a 10.09
BNYM Mellon SL International SIF T 10.01 9.96
BNYM Mellon DB SL International SIF 10.01 9.94
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Short-Term Bond 1 year gross return 1 year net return
Voya Short Duration High Quality Trust 0.59 0.37
FIAM Target Date Short Credit Cmgld Pool -0.27 -0.27
BNYM Mellon NSL 1-3 Yr G/C BIF Instl -0.52 -0.54
FIAM Short Duration Pool -0.41 -0.56
BNYM Mellon SL 1-3 Yr G/C BIF -0.51 -0.57
FIAM Intermediate Duration Pool -0.74 -0.93
FIAM Intermediate Duration Pool D -0.76 -1.01
State St US Int Gov/Crd Bnd Indx SL Cl I -1.42 -1.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Short-Term Bond 5 year gross return 5 year net return
FIAM Intermediate Duration Pool 3.51 3.26
State St US Int Gov/Crd Bnd Indx SL Cl I 3.03 3.03
FIAM Target Date Short Credit Cmgld Pool 2.40 2.40
Voya Short Duration High Quality Trust 2.61 2.38
FIAM Short Duration Pool 2.21 2.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Blend 1 year gross return 1 year net return
BNYM Newton NSL Dynamic US Equity Fund 30.94 30.49
Epoch U.S. All Cap Equity CIT Class 1 30.43 29.59
BNYM Mellon SL SIF T 28.71 28.76
Spartan 500 Index Pool A 28.71 28.71
BNYM Mellon NSL SIF Instl 28.71 28.70
BNYM Mellon SL SIF Instl 28.71 28.70
State St S&P 500® Indx NL Cl A 28.68 28.69
Spartan 500 Index Pool D 28.71 28.69
Spartan 500 Index Pool C 28.71 28.69
Spartan 500 Index Pool E 28.70 28.68
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Blend 5 year gross return 5 year net return
BNYM Newton NSL Dynamic US Equity Fund 21.11 20.68
Pioneer Large Cap Core Equity Trust - T2 20.88 20.28
BNYM Mellon SL SIF T 18.49 18.49
BNYM Mellon NSL SIF Instl 18.48 18.47
State St S&P 500® Indx NL Cl A 14.50 18.46
State St S&P 500® Indx SL Cl I 18.46 18.46
BNYM Mellon SL SIF 18.49 18.44
BNYM Mellon DB SL SIF 18.49 18.43
IBEW-NECA EQUITY INDEX FUND 18.45 18.43
BNYM Mellon CF SL SIF 18.48 18.43
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Growth 1 year gross return 1 year net return
Frontegra Small Cap Core Fund 24.30 23.52
GW&K Small Cap Core Equity CIF 23.32 22.42
FIAM Small Company Pool 22.40 21.68
FIAM Small Company Class B 22.41 21.67
Wasatch Core Growth CIT A 22.09 21.06
FIAM Small Cap Core Class B 21.01 20.32
FIAM Small Cap Core Class P 21.00 20.29
FIAM Small Cap Core Pool 21.01 20.29
FIAM Small Cap Core Class O 21.01 20.26
FIAM Small Cap Core Class D 21.00 20.16
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Growth 5 year gross return 5 year net return
Wellington CIF II SMID Cap Research S1 n/a 17.15
Wellington CIF II Small Cap 2000 S1 n/a 16.35
Frontegra Small Cap Core Fund 16.89 16.14
FIAM Small Cap Core Class B 15.11 14.43
FIAM Small Cap Core Class P 15.08 14.40
FIAM Small Cap Core Class O 15.08 14.37
FIAM Small Cap Core Class D n/a 14.28
FIAM Small Cap Core Pool 15.09 14.23
FIAM Small Cap Core Class G 15.08 14.16
FIAM Small Company Class B 14.78 14.07
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long-Term Bond 1 year gross return 1 year net return
FIAM Long Corporate Commingled Pool -0.04 -0.23
BNYM Mellon DB SL Long Term Credit BIF -1.43 -1.50
FIAM Long Duration CIT -1.55 -1.74
FIAM 8-10 Year Corporate Bond CIT A -2.44 -2.44
Wellington CIF II Long Bond -2.63 -2.76
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Long-Term Bond 5 year gross return 5 year net return
FIAM Long Duration CIT 8.37 8.12
Wellington CIF II Long Bond n/a 7.84
BNYM Mellon DB SL Long Term Credit BIF 7.66 7.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Small/Mid Value 1 year gross return 1 year net return
Kopernik Global All-Cap CIT 2 19.22 18.16
Kopernik Global All-Cap CIT 1 19.15 18.02
Segall Bryant & Hamill Int SC Inst Plus 14.49 13.52
Segall B & H Intl Sml Cap Founders 14.49 13.52
Segall Bryant & Hamill Int SC InstUnits 14.48 13.46
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Small/Mid Value 5 year gross return 5 year net return
Segall Bryant & Hamill Int SC Inst Plus n/a 4.64
Segall B & H Intl Sml Cap Founders 5.53 4.64
Segall Bryant & Hamill Int SC InstUnits n/a 4.60
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
High Yield Bond 1 year gross return 1 year net return
Mesirow Financial High Yield CIT Fdrs 11.56 11.11
DDJ Total Return Credit I Composite 9.05 8.21
Eaton Vance EB High Yield I 5.72 5.34
FIAM High Yield Bond Commingled Pool 5.14 4.74
Wellington CIF II Core High Yield S1 4.63 4.24
Loomis Sayles HYCSV CIT 4.55 4.04
Eaton Vance Multi-Asset Credit II CIT 2.45 2.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
High Yield Bond 5 year gross return 5 year net return
DDJ Total Return Credit I Composite 7.19 6.33
Wellington CIF II Core High Yield S1 6.48 6.05
Loomis Sayles HYCSV CIT 6.51 5.98
Eaton Vance EB High Yield I 6.23 5.76
FIAM High Yield Bond Commingled Pool 5.68 5.18
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Growth 1 year gross return 1 year net return
GW&K S/M Cp Cor Eq Collective Invmt Fund 27.16 26.35
Champlain Mid Cap Collective Fund Cl 4 25.90 25.90
FIAM Small/Mid Cap Core Pool 22.05 21.47
FIAM Small/Mid Cap Core Class K 22.04 21.38
FIAM Small/Mid Cap Core Class O 22.05 21.35
Hood River Small/Mid Cap Gr CITFounder's 19.97 19.37
Invesco Mid Cap Growth C 19.89 19.18
BNYM Mellon NSL Mkt Completion Fd Instl 13.32 13.30
BNYM Mellon NSL Mkt Completion Fd 13.32 13.24
Spartan Extended Market Index Pool A 12.39 12.39
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Mid-Cap Growth 5 year gross return 5 year net return
Artisan Mid Cap Growth Trust Tier 1 24.26 23.21
Champlain Mid Cap Collective Fund Cl 4 21.43 21.43
Invesco Mid Cap Growth C 22.01 21.07
CastleArk Small Company Growth CIT 19.65 18.84
Voya Mid Cap Growth Trust Class 2 19.58 18.74
Jackson Square SMID-Cap Gr CIT Fd (Cl M) 19.30 18.42
GW&K S/M Cp Cor Eq Collective Invmt Fund 17.85 17.09
Wellington CIF II MdCap Opportunities 16.88 16.88
Wellington CIF II MdCap Opportunities S2 n/a 16.31
Wellington CIF II MdCap Opportunities S3 n/a 16.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2021-2025 1 year gross return 1 year net return
AB Multi-Manager Retirement 2025 Cl W 14.83 14.81
AB Multi-Manager Ret Tr 2025 W CL T 14.85 14.34
AB Multi-Manager Retirement 2025 Cl T20 14.82 14.08
AB Multi-Manager Ret Tr 2025 W CL K15 14.85 13.99
AB Multi-Manager Ret Tr 2025 W CL K 14.85 13.88
BNYM Newton SL SmartPath Trgt Dt 2025 T 11.12 11.06
BNYM Newton SL SmartPath TD2025 Fd Instl 11.12 11.03
BNYM Newton SL SmartPath TD2025 Fd 11.12 11.03
State St Target Ret 2025 NL Cl A 11.00 10.99
PIMCO RealPath Blend 2025 CT C 11.19 10.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2021-2025 5 year gross return 5 year net return
State St Target Ret 2025 NL Cl A n/a 10.93
FIAM Blend Target Date 2025 T 11.04 10.78
FIAM Blend Target Date 2025 S 11.05 10.76
FIAM Blend Target Date 2025 R 11.06 10.72
FIAM Blend Target Date 2025 Q 11.06 10.69
FIAM Blend Target Date 2025 Y 11.05 10.68
FIAM Blend Target Date 2025 X 11.07 10.65
FIAM Blend Target Date 2025 W 11.05 10.61
FIAM Blend Target Date 2025 V 11.06 10.58
FIAM Index Target Date 2025 Q 10.48 10.47
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Emerging Markets Bond 1 year gross return 1 year net return
FIAM Emerging Mkts Debt Commingled Pool -0.68 -1.16
Wellington CIF II Opportunistic EM Dbt -2.84 -2.84
Wellington CIF II Opportunistic EM DbtS1 -2.84 -3.32
MetLife Inv. Mgmt. Emerg Mkts Debt 2 -3.13 -3.66
Capital Group EM Debt (Broad) DB Fund -3.36 -3.90
Capital Group EM Debt (Broad) DC Unit T -3.40 -3.98
TCW Emerging Markets Fixed Income Cl B -3.98 -4.47
TCW Emerging Markets Fixed Income Cl A -4.02 -4.47
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Emerging Markets Bond 5 year gross return 5 year net return
Wellington CIF II Opportunistic EM Dbt 5.23 5.23
Capital Group EM Debt (Broad) DB Fund 5.50 4.88
Capital Group EM Debt (Broad) DC Unit T 5.44 4.81
Wellington CIF II Opportunistic EM DbtS1 n/a 4.67
MetLife Inv. Mgmt. Emerg Mkts Debt 2 5.00 4.38
FIAM Emerging Mkts Debt Commingled Pool 3.68 3.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2031-2035 1 year gross return 1 year net return
AB Multi-Manager Retirement 2035 Cl W 18.28 18.25
AB Multi-Manager Ret Tr 2035 W CL T 18.34 17.81
AB Multi-Manager Retirement 2035 Cl T20 18.23 17.46
AB Multi-Manager Ret Tr 2035 W CL K15 18.32 17.44
AB Multi-Manager Ret Tr 2035 W CL K 18.33 17.33
BNYM Newton SL SmartPath Trgt Dt 2035 T 15.12 15.06
BNYM Newton SL SmartPath TD2035 Fd Instl 15.12 15.02
BNYM Newton SL SmartPath TD2035 Fd 15.12 15.02
PIMCO RealPath Blend 2035 CT Founders II 15.15 14.91
PIMCO RealPath Blend 2035 CT C 15.14 14.90
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2031-2035 5 year gross return 5 year net return
FIAM Blend Target Date 2035 T 13.77 13.49
FIAM Blend Target Date 2035 S 13.77 13.47
FIAM Blend Target Date 2035 R 13.76 13.42
FIAM Blend Target Date 2035 Q 13.78 13.40
FIAM Blend Target Date 2035 Y 13.77 13.38
FIAM Blend Target Date 2035 X 13.76 13.35
FIAM Blend Target Date 2035 W 13.77 13.32
FIAM Blend Target Date 2035 V 13.76 13.27
FIAM Index Target Date 2035 Q 13.12 13.11
FIAM Index Target Date 2035 R 13.15 13.10
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Value 1 year gross return 1 year net return
Harris Assoc. Oakmark Collective Fd Cl 2 35.82 35.58
Harris Assoc. Oakmark Collective Fd Cl 1 35.59 34.93
BNYM Newton NSL US Dynamic LC Value UC1 34.27 34.14
Invesco Growth and Income Tr I 29.16 28.82
Wellington CIF II Quality Value 28.34 28.34
Wellington CIF II Quality Value S1 28.35 27.94
AB US Strategic Value CT V 28.32 26.74
Voya Large Cap Value Trust 27.39 26.71
Wellington CIF II Research Value 26.83 26.17
FIAM Target Date Val Discvry Cmgld Pool 26.04 26.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Value 5 year gross return 5 year net return
Harris Assoc. Oakmark Collective Fd Cl 2 n/a 16.31
Harris Assoc. Oakmark Collective Fd Cl 1 n/a 15.73
BNYM Newton NSL US Dynamic LC Value UC1 13.39 12.98
Wellington CIF II Quality Value 12.57 12.57
Eaton Vance Large Cap Val CIT 13.09 12.43
Voya Large Cap Value Trust 12.72 12.11
Wellington CIF II Quality Value S1 n/a 12.04
FIAM Target Date Val Discvry Cmgld Pool 11.80 11.80
Wellington CIF II Research Value n/a 11.26
State St Russell Lg Cp Val® Indx SL Cl I 11.25 11.25
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Growth 1 year gross return 1 year net return
FIAM Overseas Commingled Pool A 19.68 19.68
Axiom International Equity Trust 2 19.68 18.67
WCM Focused Growth Intl CIT Fndrs 18.23 17.18
Fiera International Equity 1 17.43 16.77
FIAM International Equity Gr Cmgld Pl 16.45 16.45
Vontobel International Equity Trust 15.41 14.40
Fisher Investments Foreign Equity 2 13.49 12.70
Wellington CIF II Intl Qual Gr S2 10.75 10.75
FIAM International Growth Pool 11.06 10.61
Wellington CIF II Intl Qual Gr S1 10.59 10.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Foreign Large Growth 5 year gross return 5 year net return
Axiom International Equity Trust 2 n/a 18.69
Fiera International Equity 1 18.38 17.71
Hardman Johnston Intl Equity Group Trust 17.43 16.69
William Blair International Growth CIT 16.18 15.27
Capital Group Intl All Countries Eq DB 15.96 15.16
Capital Group Intl All Countries Eq DC-T 15.92 15.12
Capital Group Int'l Equity DB Fund 15.58 14.78
Capital Group Intl Equity DC Unit T 15.41 14.62
Vontobel International Equity Trust 15.06 13.84
Artisan International Growth Trust - T3 13.24 12.34
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Growth 1 year gross return 1 year net return
Frontegra Small Cap Core Fund 24.30 23.52
GW&K Small Cap Core Equity CIF 23.32 22.42
FIAM Small Company Pool 22.40 21.68
FIAM Small Company Class B 22.41 21.67
Wasatch Core Growth CIT A 22.09 21.06
FIAM Small Cap Core Class B 21.01 20.32
FIAM Small Cap Core Class P 21.00 20.29
FIAM Small Cap Core Pool 21.01 20.29
FIAM Small Cap Core Class O 21.01 20.26
FIAM Small Cap Core Class D 21.00 20.16
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Growth 5 year gross return 5 year net return
Wellington CIF II SMID Cap Research S1 n/a 17.15
Wellington CIF II Small Cap 2000 S1 n/a 16.35
Frontegra Small Cap Core Fund 16.89 16.14
FIAM Small Cap Core Class B 15.11 14.43
FIAM Small Cap Core Class P 15.08 14.40
FIAM Small Cap Core Class O 15.08 14.37
FIAM Small Cap Core Class D n/a 14.28
FIAM Small Cap Core Pool 15.09 14.23
FIAM Small Cap Core Class G 15.08 14.16
FIAM Small Company Class B 14.78 14.07
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Growth 1 year gross return 1 year net return
American Century US Lg Cp Grwth Eq Tr 1 28.66 27.99
Spartan Large Cap Growth Index Pool 27.60 27.60
State St Russell Lg Cap Gr® Indx SL Cl I 27.60 27.58
TCW Concentrated Core A 26.78 26.08
TCW Concentrated Core Fund, Class B 26.81 26.06
FIAM U.S. Total Market Equity CF 26.20 25.92
Wellington CIF II Large Cap Research Eq 25.70 25.59
Wellington CIF US Research Equity 24.85 24.85
Polen Focus Growth CIT Class 2 25.12 24.37
Nuveen Winslow Large Cap Growth Cl I 24.88 24.16
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Large Growth 5 year gross return 5 year net return
Wellington CIF II Growth 27.62 27.62
Wellington CIF II Growth S2 27.62 27.09
TCW Concentrated Core A n/a 26.56
TCW Concentrated Core Fund, Class B 27.33 26.53
Polen Focus Growth CIT Class 2 n/a 25.87
Nuveen Winslow Large Cap Growth Cl I 26.53 25.83
Nuveen Winslow Large Cap Growth, Class R 26.52 25.75
Nuveen Winslow Large Cap Growth Cl Y 26.52 25.69
Nuveen Winslow Large Cap Growth Cl I20 26.51 25.57
State St Russell Lg Cap Gr® Indx SL Cl I 25.29 25.29
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2036-2040 1 year gross return 1 year net return
AB Multi-Manager Retirement 2040 Cl W 19.66 19.64
AB Multi-Manager Ret Tr 2040 W CL T 19.69 19.16
AB Multi-Manager Retirement 2040 Cl T20 19.61 18.84
AB Multi-Manager Ret Tr 2040 W CL K15 19.69 18.80
AB Multi-Manager Ret Tr 2040 W CL K 19.68 18.67
Voya Target Solution 2040 Trust 17.09 16.65
BNYM Newton SL SmartPath Trgt Dt 2040 T 16.53 16.48
BNYM Newton SL SmartPath TD2040 Fd 16.53 16.44
BNYM Newton SL SmartPath TD2040 Fd Instl 16.53 16.44
PIMCO RealPath Blend 2040 CT Founders II 16.63 16.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2036-2040 5 year gross return 5 year net return
FIAM Blend Target Date 2040 T 14.48 14.21
FIAM Blend Target Date 2040 S 14.48 14.19
FIAM Blend Target Date 2040 R 14.47 14.13
FIAM Blend Target Date 2040 Y 14.49 14.10
FIAM Blend Target Date 2040 Q 14.48 14.09
FIAM Blend Target Date 2040 X 14.49 14.08
FIAM Blend Target Date 2040 W 14.49 14.04
FIAM Blend Target Date 2040 V 14.49 14.00
FIAM Index Target Date 2040 R 13.89 13.84
FIAM Index Target Date 2040 Q 13.85 13.84
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
World Bond 1 year gross return 1 year net return
Schroder Global Strategic Bond Trust W 0.01 -0.49
Wellington CIF II World Bond S2 -0.44 -0.79
PIMCO Global Advantage Strategy CIT II -0.35 -0.91
PIMCO Global Advantage Strategy III CIT -0.40 -1.06
Brandywine Global Fixed Income BIT -3.56 -4.09
Brandywine Global Opportun Fxd BGIMT -4.81 -5.33
Brandywine Intl Opportunistic Fxd BIT -7.06 -7.57
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
World Bond 5 year gross return 5 year net return
Brandywine Global Fixed Income BIT 4.98 4.41
Brandywine Global Opportun Fxd BGIMT 4.84 4.27
PIMCO Global Advantage Strategy CIT II 4.70 4.12
PIMCO Global Advantage Strategy III CIT 4.70 4.00
Brandywine Intl Opportunistic Fxd BIT 3.20 2.64
Wellington CIF II World Bond S2 2.80 2.39
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Stable Value 1 year gross return 1 year net return
Putnam Stable Value Fund: Gross 2.47 2.46
Putnam Stable Value Fund: 10bps 2.46 2.36
Putnam Stable Value Fund: 15bps 2.46 2.31
Putnam Stable Value Fund: 20bps 2.46 2.26
Putnam Stable Value Fund: 25bps 2.46 2.22
MissionSquare PLUS Fund Gross 2.20 2.20
Putnam Stable Value Fund: 30bps 2.46 2.15
Putnam Stable Value Fund: 35bps 2.46 2.12
MissionSquare PLUS Fund R13 2.20 2.05
MissionSquare PLUS Fund M 2.20 2.05
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Stable Value 5 year gross return 5 year net return
Putnam Stable Value Fund: Gross 2.51 2.51
MissionSquare PLUS Fund Gross 2.50 2.50
Putnam Stable Value Fund: 10bps 2.51 2.41
Putnam Stable Value Fund: 15bps 2.51 2.35
Putnam Stable Value Fund: 20bps 2.51 2.32
Putnam Stable Value Fund: 25bps 2.51 2.26
Putnam Stable Value Fund: 30bps 2.52 2.21
MissionSquare PLUS Fund R10 2.50 2.19
Putnam Stable Value Fund: 35bps 2.52 2.16
Galliard Managed Income Fund 2.15 2.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Bank Loan 1 year gross return 1 year net return
FIAM Leveraged Loan Pool 5.54 5.15
Voya Senior Loan Trust 4.92 4.45
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Bank Loan 5 year gross return 5 year net return
FIAM Leveraged Loan Pool 4.58 4.08
Voya Senior Loan Trust 3.83 3.38
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Multisector Bond 1 year gross return 1 year net return
FIAM Tactical Bond Pool 1.50 1.50
Invesco Active Multi-Sector Credit Tr II 1.79 1.47
Loomis Sayles MSFD CIT 0.55 -0.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Multisector Bond 5 year gross return 5 year net return
Loomis Sayles MSFD CIT 6.70 6.10
FIAM Tactical Bond Pool 5.96 5.96
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Moderate Allocation 1 year gross return 1 year net return
Harris Assoc. Oakmark Eq & Inc Cl 2 21.49 21.27
Harris Oakmark Equity & Income CIT 21.51 20.79
Wellington CIF II Balanced Real Asset S1 17.73 17.01
Balanced Sustainable Fund Class R1 n/a 16.66
Balanced Sustainable Fund Class I1 17.03 16.65
Pioneer U.S. Balanced Trust - T2 15.86 15.30
State St Mod Strategic Bal SL Cl I 11.92 11.91
FIAM Pension Journey 70/30 Commingled Pl 11.04 11.04
FIAM Pension Journey 60/40 Commingled Pl 9.41 9.41
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Moderate Allocation 5 year gross return 5 year net return
FIAM Pension Journey 70/30 Commingled Pl 12.21 12.21
Pioneer U.S. Balanced Trust - T2 12.67 12.13
FIAM Pension Journey 60/40 Commingled Pl 11.69 11.69
Harris Assoc. Oakmark Eq & Inc Cl 2 n/a 10.77
State St Mod Strategic Bal SL Cl I 10.42 10.42
Harris Oakmark Equity & Income CIT n/a 10.31
Wellington CIF II Balanced Real Asset S1 7.04 6.46
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Blend 1 year gross return 1 year net return
Mesirow Fncl SMID Cap Val Eq CIT Fdrs 27.46 26.89
Wellington CIF II Small Cap Value S1 27.80 26.87
Amalgamated Bank LongView 600 SC Idx CF 26.74 26.68
Rothschild & Co US Small-Cap Trust 21.81 20.78
Rothschild & Co US Small-Cap Core Cl 2 21.30 20.40
Rothschild & Co US Small-Cap Core Cl 1 21.31 20.29
Rothschild & Co US Small/Mid-Cap Co Cl 2 20.53 19.63
Rothschild & Co US Small/Mid-Cap Co Cl 1 20.55 19.53
Aristotle Small Cap Equity CIT B 20.09 19.27
Aristotle Small Cap Equity CIT A 20.03 19.14
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Small Blend 5 year gross return 5 year net return
Wellington CIF II Small Cap Opps n/a 15.21
Amalgamated Bank LongView 600 SC Idx CF 12.42 12.36
State St Russell Sm Cap® Indx SL Cl I 9.50 12.17
BNYM Mellon SL Small Cap SIF T n/a 12.17
BNYM Mellon SL Small Cap SIF 11.98 12.16
BNYM Mellon NSL Small Cap SIF Instl 12.07 12.05
NT R2000 Index Fund - NL n/a 12.03
State St Russell Sm Cap® Indx NL Cl A 9.35 12.02
BNYM Mellon NSL Small Cap SIF 12.07 11.99
BNYM Mellon DB NSL Small Cap SIF 12.06 11.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2041-2045 1 year gross return 1 year net return
AB Multi-Manager Retirement 2045 Cl W 19.99 19.97
AB Multi-Manager Ret Tr 2045 W CL T 20.04 19.50
AB Multi-Manager Retirement 2045 Cl T20 19.96 19.18
AB Multi-Manager Ret Tr 2045 W CL K15 20.03 19.14
AB Multi-Manager Ret Tr 2045 W CL K 20.02 19.01
Voya Target Solution 2045 Trust 18.40 17.95
PIMCO RealPath Blend 2045 CT C 17.76 17.58
PIMCO RealPath Blend 2045 CT Founders II 17.76 17.58
BNYM Newton SL SmartPath Trgt Dt 2045 T 17.27 17.26
BNYM Newton SL SmartPath TD2045 Fd Instl 17.27 17.17
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
Target Date 2041-2045 5 year gross return 5 year net return
FIAM Blend Target Date 2045 T 14.48 14.20
FIAM Blend Target Date 2045 S 14.49 14.19
FIAM Blend Target Date 2045 R 14.48 14.14
FIAM Blend Target Date 2045 Q 14.48 14.10
FIAM Blend Target Date 2045 Y 14.48 14.09
FIAM Blend Target Date 2045 X 14.49 14.07
FIAM Blend Target Date 2045 W 14.49 14.03
FIAM Blend Target Date 2045 V 14.49 13.99
Voya Target Solution 2045 Trust 14.39 13.95
FIAM Index Target Date 2045 Q 13.87 13.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
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