Top performing managers by category: separate accounts, 2nd Quarter 2019

Large Blend1 year gross return1 year net return
Euclid Advisory Large Cap Growth22.4621.02
Copeland All Cap Dividend Growth20.2019.49
Washington Crossing Rising Div Portfolio19.8819.47
Gyroscope Low Volatility Portfolio20.9618.81
Wellington Select Quality Equity19.5618.75
JWB Equity Composite17.8017.48
BFM High Quality Dividend Appreciation18.2917.36
MFS Low Volatility US Equity17.6917.29
OakBrook Select Equity17.6317.20
Bahl & Gaynor Inv Counsel Quality Gr17.7017.20
Source: Morningstar Separate Account/CIT Fund Database
Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth18.7217.27
Andersen Weather Mark15.2514.11
BFM High Quality Dividend Appreciation13.6112.80
Mellon Capital Dynamic U.S. Equity Comp13.3212.79
Fisher US Total Return12.9712.67
AB US Strategic Core Equity12.9712.47
Washington Crossing Rising Div Portfolio12.6712.28
Chicago FactorSmart Dynamic Beta12.5312.26
Stance Equity13.3012.25
Calvert US Lg Cap Core Responsible strgy11.1912.21
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Blend1 year gross return1 year net return
NewSouth Capital Mgt NSCM SMIDCap Val Eq15.7514.91
Janus Henderson Opportunistic Alpha14.6613.93
Morgan Dempsey Midcap Institutional14.6713.58
The London Co Mid Cap13.6813.25
Boston Trust Mid Cap Equity13.7812.81
River Road Focused Absolute Value Comp12.8812.44
SFE Pathways™ (SRI) All-Cap Composite12.8712.39
Cambiar SMID Value13.1112.38
Sterling SMID Opportunities SMA12.6411.29
The CMC Dividend Appreciation11.6811.20
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Blend5 year gross return5 year net return
The London Co Mid Cap11.3110.85
Blackrock Russ 3000 Alpha Tilts Compt11.1610.85
EARNEST Mid Cap Core11.6910.57
Boston Trust Mid Cap Equity11.5410.51
River Road Focused Absolute Value Comp11.0010.43
Bahl & Gaynor - Small/Mid Cap Income Gr10.7410.37
Clarkston Capital SMID Composite10.8210.26
Piedmont Optimized SMid Core10.3910.03
Zacks Mid-Cap Core Strategy10.7910.00
EARNEST Mid Cap Value11.089.97
Source: Morningstar Separate Account/CIT Fund Database
Small Blend1 year gross return1 year net return
Gyroscope SMID Cap Low Vol Portfolio15.1413.65
River Road Small-Mid Cap Val Eq Comp11.0210.29
Burgundy US Small Cap Value Composite10.899.84
River Road Small Cap Value Eq Composite10.509.54
NewSouth Capital Mgt NSCM Sm Cap Val Eq9.218.40
RS Small Cap Value8.787.69
Segall Small Cap Value Concentrated7.907.49
Kennedy ESG SMID Cap7.797.17
Calvert Small Cap Core Strategy7.977.16
Wellington Small Cap Opportunities7.426.46
Source: Morningstar Separate Account/CIT Fund Database
Small Blend5 year gross return5 year net return
Jacobs Levy Small Cap (S&P 600)12.2911.36
WCM Focused Small Cap11.3811.14
Calvert Small Cap Core Strategy11.0110.89
Martingale Low Volatility SmallCap+11.6210.59
Segall Small Cap Value Concentrated10.7610.29
River Road Small-Mid Cap Val Eq Comp10.7710.04
Wellington Small Cap Opportunities10.979.98
Jacobs Levy Small Cap (Russell 2000)10.869.94
River Road Small Cap Value Eq Composite10.779.87
Pacific Income Small Cap Core10.959.86
Source: Morningstar Separate Account/CIT Fund Database
Large Growth1 year gross return1 year net return
Atlanta High Quality Focused Growth27.5026.63
Morgan Stanley Insight26.9725.78
Atlanta High Quality Calvert Equity26.3325.35
Commerce Large-cap Growth Composite17.2525.27
Atlanta High Quality Focused Growth Wrap27.7725.24
Marshfield Core Value Equity26.4324.95
Atlanta High Quality Growth Plus25.5224.66
Atlanta High Quality Select Equity24.3723.64
TCW New America Premier Equities24.3223.39
AB Concentrated US Growth23.7722.74
Source: Morningstar Separate Account/CIT Fund Database
Large Growth5 year gross return5 year net return
Morgan Stanley Insight20.8619.70
Peregrine Capital Mgt Large Cap Growth19.8419.34
Morgan Stanley Growth18.3217.46
Polen Focus Growth18.0117.43
ARI Global Opportunities (ESG)17.0116.90
Baillie Gifford US Equities17.5416.86
Brown Advisory Lg-Cap Sustainable Growth17.1016.49
Morgan Stanley Advantage17.0216.40
Loomis Sayles All Cap Growth16.5415.99
Commerce Large-cap Growth Composite15.0315.90
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Growth1 year gross return1 year net return
Elemental Capital Small and Mid-Cap Gr33.6531.12
Morgan Stanley Discovery30.6129.58
Salient MLP High Conviction2.3227.55
Riverbridge Concentrated Growth24.2222.46
DF Dent Mid Cap Growth21.3220.70
Brown Capital Mid Company21.2020.55
BlackRock Md-Cap Gr Eq21.4520.50
Kayne Anderson Rudnick Mid Sustain Gr21.1620.28
Artisan U.S. Mid-Cap Growth21.1220.02
Baron Mid Cap Growth Strategy20.9819.79
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Growth5 year gross return5 year net return
Kayne Anderson Rudnick Mid Sustain Gr17.8416.98
Kayne Anderson Rudnick Small Cap Core17.6216.48
BlackRock Md-Cap Gr Eq17.0616.27
Fiera Mid Cap Growth15.8814.77
Janus Henderson Mid Cap Growth15.4014.65
Brown Advisory Mid-Cap Composite15.2714.57
Jackson Square - Smid-Cap Growth-Focus15.4614.57
Riverbridge Concentrated Growth16.7114.53
Snyder Capital Mgt Concen All-Cap Value15.6214.51
Federated Kaufmann Growth Equity Comp15.9614.36
Source: Morningstar Separate Account/CIT Fund Database
Small Growth1 year gross return1 year net return
Granahan Inv Mgt - Sm Cap Focused Grth32.4731.28
Port Capital Small Cap Equity24.9624.08
Morgan Stanley Inception21.6620.83
Wasatch Small Cap Growth Composite21.3120.25
Granahan SC Advantage20.6420.14
Columbia Small Cap Growth21.1920.12
Alger Small Cap Focus SMA Composite19.7119.69
Kayne Anderson Rudnick SC Sustain Growth20.3719.18
Next Century Growth Micro Cap Growth19.1518.40
Alger Small Cap Focus Composite18.8617.96
Source: Morningstar Separate Account/CIT Fund Database
Small Growth5 year gross return5 year net return
Kayne Anderson Rudnick SC Sustain Growth23.5622.36
Granahan Inv Mgt - Sm Cap Focused Grth22.9022.10
Next Century Growth Micro Cap Growth19.4218.58
Kayne Anderson Rudnick SC Quality Select19.2817.79
Ashford Small Company Growth17.7416.91
Driehaus Micro Cap Growth18.0616.90
Driehaus Small Cap Growth17.6216.62
Friess Small Cap Growth17.1516.13
Brown Capital Small Company17.1216.11
Columbia Small Cap Growth16.0815.05
Source: Morningstar Separate Account/CIT Fund Database
Large Value1 year gross return1 year net return
Dearborn High and Rising Dividends19.6117.74
DCM US Large Cap Value Creators17.8717.29
Madison Dividend Income17.7116.90
BMO Disciplined US Low Volatility Equity16.8116.28
Cooke & Bieler Concentrated Value Equity16.6915.68
Conning High Dividend Equity15.8915.43
SmithAssetMgt-Dividend Growth15.4414.87
Crawford Inv Counsel Dividend Growth15.3414.84
Nuance Concentrated Value15.6014.75
Northern Trust QDF Defensive15.1514.64
Source: Morningstar Separate Account/CIT Fund Database
Large Value5 year gross return5 year net return
Conning High Dividend Equity12.1411.70
Goldman Sachs Enhanced Large-Cap11.3210.99
AJO Top Cap10.8710.63
PGFG Focused Equity11.8910.57
MACRO Dividend Portfolio11.3610.39
GLOBALT Equity Income10.9410.36
Columbia Dividend Value11.0510.36
BMO Disciplined US Low Volatility Equity10.8910.35
Madison Dividend Income11.1110.31
WFAM Golden Disciplined US Div Yield10.5210.27
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Value1 year gross return1 year net return
Nuance Mid Cap Value Separate Account14.8614.06
Anchor Mid Cap Value Institutional13.2412.42
DCM US Mid Cap Value Creators12.3811.77
MAP US Multi-Cap Value Composite11.8610.76
Jensen Quality Value Composite9.979.25
WFAM Special US Mid Cap Value Eq9.538.61
Dean Mid Cap Value8.707.79
McKinley Capital U.S. Equity Income8.357.77
Dean Inv Mid-Cap Value8.707.66
Ceredex Mid Cap Value Equity7.957.14
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Value5 year gross return5 year net return
MAP US Multi-Cap Value Composite12.9511.84
Levin Easterly Mid Cap Value11.7710.67
Shapiro Capital Mgt All Cap Value11.6610.60
Nuance Mid Cap Value Separate Account10.539.80
Clifford Capital All-Cap Value10.279.68
Sycamore Mid Cap Value Comp10.309.48
Anchor Mid Cap Value Institutional10.159.41
AJO Managed Volatility9.148.97
Boston Partners Mid-Cap Value Equity8.928.55
Cooke & Bieler Mid Cap Value Eq9.188.44
Source: Morningstar Separate Account/CIT Fund Database
Small Value1 year gross return1 year net return
Vulcan Value Partners Small Cap Stra7.216.31
Anchor Founders Value Institutional5.775.77
DePrince, Race & Zollo, Sm-Cap Val4.433.51
Ballast Quality Value SmallCap4.233.20
Sycamore Small Cap Value Comp4.193.16
Gabelli Small Cap SMA Wrap2.832.36
Horizon Small Cap Value1.951.95
DePrince, Race & Zollo SMID Cap Value1.951.10
Perkins Small Cap Value1.850.92
Olstein US SMID Value Equity1.280.28
Source: Morningstar Separate Account/CIT Fund Database
Small Value5 year gross return5 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val11.7110.00
Sycamore Small Cap Value Comp10.569.45
DePrince, Race & Zollo, Micro Cap Val9.578.45
Fuller & Thaler Small-Cap Value7.997.55
Jacobs Levy Sm Cap Val (R 2500 Val)8.417.51
Perkins Small Cap Value8.467.50
CornerCap Fundametrics Small8.617.43
WFAM Special US Small Cap Value Eq8.487.40
Denali Network Value Micro8.687.35
Hotchkis & Wiley -Small Cap Divsfd Value7.887.23
Source: Morningstar Separate Account/CIT Fund Database
Bear Market1 year gross return1 year net return
Federated Alternative Bear Equity Comp-10.52-11.64
Source: Morningstar Separate Account/CIT Fund Database
Bear Market5 year gross return5 year net return
Federated Alternative Bear Equity Comp-10.86-12.13
Source: Morningstar Separate Account/CIT Fund Database
Financial1 year gross return1 year net return
Manole Fin Tech15.4414.30
Confluence BDC-Wrap10.899.26
McKinley Capital Business Development Co8.096.78
Penn Capital FinTech Catalyst-3.47-3.66
ZPR Volume Value-4.18-5.76
ZPR Volume Winners-6.27-7.46
J.P. Morgan Global Bank Opportunities-10.11-11.34
Source: Morningstar Separate Account/CIT Fund Database
Financial5 year gross return5 year net return
ZPR Volume Value15.9214.06
ZPR Volume Winners13.7912.04
Penn Capital FinTech Catalyst11.7611.48
Confluence BDC-Wrap4.733.24
Manole Fin Tech0.000.00
McKinley Capital Business Development Co0.000.00
J.P. Morgan Global Bank Opportunities0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Health1 year gross return1 year net return
ARK Genomic Revolution22.0121.09
Nicholas Inv-NicHealth16.7614.54
Janus Henderson Global Life Sciences11.3710.66
Financial Trust Health Value-8.71-9.84
Source: Morningstar Separate Account/CIT Fund Database
Health5 year gross return5 year net return
Janus Henderson Global Life Sciences11.4010.69
Financial Trust Health Value6.044.73
ARK Genomic Revolution0.000.00
Nicholas Inv-NicHealth0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Natural Resources1 year gross return1 year net return
KBIGI Global Resource Solution5.264.37
Cohen & Steers Natural Resources2.451.78
Investec Global Natural Res Composite-2.99-3.72
Wellington Global Natural Resources-4.64-5.62
The Boston Global Natural Resources-9.48-10.17
Jennison Global Natural Resources-16.38-17.01
Financial Trust Global Resources-20.22-21.21
Source: Morningstar Separate Account/CIT Fund Database
Natural Resources5 year gross return5 year net return
KBIGI Global Resource Solution1.230.37
Cohen & Steers Natural Resources0.10-0.54
The Boston Global Natural Resources-0.96-1.74
Investec Global Natural Res Composite-1.96-2.72
Wellington Global Natural Resources-2.34-3.31
Financial Trust Global Resources-7.82-8.96
Jennison Global Natural Resources-9.65-10.08
Source: Morningstar Separate Account/CIT Fund Database
Equity Precious Metals1 year gross return1 year net return
WFAM Precious Metals16.5015.40
GAMCO Gold14.1413.05
VanEck Global Hard Assets Composite-18.39-19.03
Source: Morningstar Separate Account/CIT Fund Database
Equity Precious Metals5 year gross return5 year net return
GAMCO Gold-0.31-1.27
WFAM Precious Metals-0.33-1.28
VanEck Global Hard Assets Composite-10.60-11.31
Source: Morningstar Separate Account/CIT Fund Database
Real Estate1 year gross return1 year net return
Adelante NewCORE Strategy21.4620.62
Cohen & Steers US Realty TR SMA16.5515.71
Cohen & Steers US Realty Total Return16.5015.56
WFAM PMV REIT Equity16.2815.42
PGI Real Estate Equity Securities15.5014.90
Cohen & Steers US Realty Focus15.3214.46
Wellington Real Estate Securities14.4513.56
American Century US Real Estate Secs14.4913.34
LaSalle U.S. Real Estate Securities13.5512.87
Adelante Total Return Strategy Composite13.0912.60
Source: Morningstar Separate Account/CIT Fund Database
Real Estate5 year gross return5 year net return
Cohen & Steers US Realty Focus12.3611.43
PGI Real Estate Equity Securities10.389.78
Heitman US Focused RE Securities10.459.74
Heitman US RE Securities10.069.54
Anchor REIT10.069.50
Cohen & Steers US Realty TR SMA10.099.28
Cohen & Steers US Realty Total Return10.099.19
Wellington Real Estate Securities9.668.84
Sterling Stratton Real Estate Composite9.468.82
Chilton Capital REIT9.608.67
Source: Morningstar Separate Account/CIT Fund Database
Technology1 year gross return1 year net return
Princeton Young Enterprise Shares (YES)24.0722.72
J.P. Morgan US Technology Leaders - MA21.0320.59
Wellington Global Technology14.5013.65
Wellington Global Technology Opps14.5113.64
Janus Henderson Global Technology13.9513.23
AllianzGI Global Technology Equity14.1513.03
Oak Associates Technology Portfolio13.9812.29
Zevenbergen Genea Growth12.7511.71
Columbia Global Technology Growth12.1311.03
MFS Technology Equity11.2610.47
Source: Morningstar Separate Account/CIT Fund Database
Technology5 year gross return5 year net return
J.P. Morgan US Technology Leaders - MA21.0220.57
RS Science And Technology Composite21.2520.05
Columbia Global Technology Growth20.5619.39
Zevenbergen Genea Growth19.5318.45
MFS Technology Equity19.3018.42
Janus Henderson Global Technology18.9618.19
AllianzGI Global Technology Equity18.6717.63
Wellington Global Technology18.1817.31
Wellington Global Technology Opps17.6816.79
Oak Associates Technology Portfolio16.3015.21
Source: Morningstar Separate Account/CIT Fund Database
Utilities1 year gross return1 year net return
Miller/Howard – Utilities Plus17.0515.90
MFS Utilities Equity15.3014.55
Source: Morningstar Separate Account/CIT Fund Database
Utilities5 year gross return5 year net return
Miller/Howard – Utilities Plus7.956.88
MFS Utilities Equity5.154.47
Source: Morningstar Separate Account/CIT Fund Database
Equity Energy1 year gross return1 year net return
Miller/Howard Drill Bit Burn Tip® No K1s-5.09-6.05
Miller/Howard Drill Bit Burn Tip®-6.51-7.45
Drill Bit to Burner Tip® No K1s SMA-5.51-8.32
Miller/Howard Drill Bit Burner Tip® SMA-6.69-9.47
Tortoise Select Energy Opportunity-15.59-16.31
Wellington Energy-18.24-19.08
BP Capital TwinLine Energy-23.47-24.42
Orleans Energy Opportunities-33.96-34.64
Ivy Energy Model Portfolio0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Equity Energy5 year gross return5 year net return
Miller/Howard Drill Bit Burn Tip®-3.70-4.66
Miller/Howard Drill Bit Burn Tip® No K1s-3.78-4.74
BP Capital TwinLine Energy-5.46-6.55
Drill Bit to Burner Tip® No K1s SMA-3.78-6.64
Miller/Howard Drill Bit Burner Tip® SMA-3.78-6.64
Tortoise Select Energy Opportunity-6.94-7.82
Wellington Energy-7.83-8.76
Orleans Energy Opportunities-17.04-17.89
Ivy Energy Model Portfolio0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Aggressive Allocation1 year gross return1 year net return
Congress Asset Mgt Multi-Cap Balanced11.3410.90
Eads & Heald Wealth Managment Bal11.1410.22
Bartlett & Co. Socially Responsible Bal10.7210.14
iSectors Post-MPT Growth Allocation10.199.32
C.J. Lawrence Balanced Strategy10.589.04
Calamos US Opportunities Composite9.468.74
Securian AM Real Asset Income9.358.69
CNR Capital Growth Txbl9.338.04
Peavine Capital Aggressive8.197.77
Nuveen Stable Gr Bal Advsr Spnsrd11.007.74
Source: Morningstar Separate Account/CIT Fund Database
Aggressive Allocation5 year gross return5 year net return
Clark Navigator MultiStrategy 75-258.548.54
Congress Asset Mgt Multi-Cap Balanced8.588.14
Calamos US Opportunities Composite8.758.03
Eads & Heald Wealth Managment Bal8.837.93
C.J. Lawrence Balanced Strategy9.117.89
SMART Portfolio-Mod Agg-American Core7.867.86
Dorsey Wright Sys Reltv Strength Bal8.897.83
Atalanta Sosnoff Balanced8.447.78
SMART Portfolio-Mod Agg-Transamerica7.787.78
SMART Portfolio-Mod Agg-iShares Core7.667.66
Source: Morningstar Separate Account/CIT Fund Database
Bank Loan1 year gross return1 year net return
BNP Paribas Global Loans6.836.19
Bain Capital Liquid Senior Loan4.824.43
T. Rowe Price Floating Rate Bank Loan4.914.39
Stone Harbor Leveraged Loans4.574.27
TCW Bank Loans4.854.27
Penn Capital Def Floating Rate Inc4.684.26
MacKay Hi Yld Floating Rate Composite4.794.23
Aegon Bank Loans4.804.23
Pacific Corporate Bank Loan Composite4.634.09
Shenkman Capital Mgt Bank Loan Composite4.594.08
Source: Morningstar Separate Account/CIT Fund Database
Bank Loan5 year gross return5 year net return
Octagon Senior Secured Credit5.304.62
Pacific Corporate Bank Loan Composite4.324.18
Eaton Vance Mgt Senior Secured Floating4.524.03
Aegon Bank Loans4.584.00
MacKay Hi Yld Floating Rate Composite4.583.96
Federated Bank Loan Composite4.473.95
Loomis Sayles Sr Floating Rate and FI4.453.94
Aegon Bank Loans Constrained4.453.93
PGIM Fixed Inc US Sr Sec Loans Composite4.453.88
T. Rowe Price Floating Rate Bank Loan4.303.79
Source: Morningstar Separate Account/CIT Fund Database
Small Value1 year gross return1 year net return
Vulcan Value Partners Small Cap Stra7.216.31
Anchor Founders Value Institutional5.775.77
DePrince, Race & Zollo, Sm-Cap Val4.433.51
Ballast Quality Value SmallCap4.233.20
Sycamore Small Cap Value Comp4.193.16
Gabelli Small Cap SMA Wrap2.832.36
Horizon Small Cap Value1.951.95
DePrince, Race & Zollo SMID Cap Value1.951.10
Perkins Small Cap Value1.850.92
Olstein US SMID Value Equity1.280.28
Source: Morningstar Separate Account/CIT Fund Database
Small Value5 year gross return5 year net return
Pacific Ridge Capital Ptnrs Micro Cp Val11.7110.00
Sycamore Small Cap Value Comp10.569.45
DePrince, Race & Zollo, Micro Cap Val9.578.45
Fuller & Thaler Small-Cap Value7.997.55
Jacobs Levy Sm Cap Val (R 2500 Val)8.417.51
Perkins Small Cap Value8.467.50
CornerCap Fundametrics Small8.617.43
WFAM Special US Small Cap Value Eq8.487.40
Denali Network Value Micro8.687.35
Hotchkis & Wiley -Small Cap Divsfd Value7.887.23
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Value1 year gross return1 year net return
Nuance Mid Cap Value Separate Account14.8614.06
Anchor Mid Cap Value Institutional13.2412.42
DCM US Mid Cap Value Creators12.3811.77
MAP US Multi-Cap Value Composite11.8610.76
Jensen Quality Value Composite9.979.25
WFAM Special US Mid Cap Value Eq9.538.61
Dean Mid Cap Value8.707.79
McKinley Capital U.S. Equity Income8.357.77
Dean Inv Mid-Cap Value8.707.66
Ceredex Mid Cap Value Equity7.957.14
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Value5 year gross return5 year net return
MAP US Multi-Cap Value Composite12.9511.84
Levin Easterly Mid Cap Value11.7710.67
Shapiro Capital Mgt All Cap Value11.6610.60
Nuance Mid Cap Value Separate Account10.539.80
Clifford Capital All-Cap Value10.279.68
Sycamore Mid Cap Value Comp10.309.48
Anchor Mid Cap Value Institutional10.159.41
AJO Managed Volatility9.148.97
Boston Partners Mid-Cap Value Equity8.928.55
Cooke & Bieler Mid Cap Value Eq9.188.44
Source: Morningstar Separate Account/CIT Fund Database
Large Value1 year gross return1 year net return
Dearborn High and Rising Dividends19.6117.74
DCM US Large Cap Value Creators17.8717.29
Madison Dividend Income17.7116.90
BMO Disciplined US Low Volatility Equity16.8116.28
Cooke & Bieler Concentrated Value Equity16.6915.68
Conning High Dividend Equity15.8915.43
SmithAssetMgt-Dividend Growth15.4414.87
Crawford Inv Counsel Dividend Growth15.3414.84
Nuance Concentrated Value15.6014.75
Northern Trust QDF Defensive15.1514.64
Source: Morningstar Separate Account/CIT Fund Database
Large Value5 year gross return5 year net return
Conning High Dividend Equity12.1411.70
Goldman Sachs Enhanced Large-Cap11.3210.99
AJO Top Cap10.8710.63
PGFG Focused Equity11.8910.57
MACRO Dividend Portfolio11.3610.39
GLOBALT Equity Income10.9410.36
Columbia Dividend Value11.0510.36
BMO Disciplined US Low Volatility Equity10.8910.35
Madison Dividend Income11.1110.31
WFAM Golden Disciplined US Div Yield10.5210.27
Source: Morningstar Separate Account/CIT Fund Database
Small Growth1 year gross return1 year net return
Granahan Inv Mgt - Sm Cap Focused Grth32.4731.28
Port Capital Small Cap Equity24.9624.08
Morgan Stanley Inception21.6620.83
Wasatch Small Cap Growth Composite21.3120.25
Granahan SC Advantage20.6420.14
Columbia Small Cap Growth21.1920.12
Alger Small Cap Focus SMA Composite19.7119.69
Kayne Anderson Rudnick SC Sustain Growth20.3719.18
Next Century Growth Micro Cap Growth19.1518.40
Alger Small Cap Focus Composite18.8617.96
Source: Morningstar Separate Account/CIT Fund Database
Small Growth5 year gross return5 year net return
Kayne Anderson Rudnick SC Sustain Growth23.5622.36
Granahan Inv Mgt - Sm Cap Focused Grth22.9022.10
Next Century Growth Micro Cap Growth19.4218.58
Kayne Anderson Rudnick SC Quality Select19.2817.79
Ashford Small Company Growth17.7416.91
Driehaus Micro Cap Growth18.0616.90
Driehaus Small Cap Growth17.6216.62
Friess Small Cap Growth17.1516.13
Brown Capital Small Company17.1216.11
Columbia Small Cap Growth16.0815.05
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Growth1 year gross return1 year net return
Elemental Capital Small and Mid-Cap Gr33.6531.12
Morgan Stanley Discovery30.6129.58
Salient MLP High Conviction2.3227.55
Riverbridge Concentrated Growth24.2222.46
DF Dent Mid Cap Growth21.3220.70
Brown Capital Mid Company21.2020.55
BlackRock Md-Cap Gr Eq21.4520.50
Kayne Anderson Rudnick Mid Sustain Gr21.1620.28
Artisan U.S. Mid-Cap Growth21.1220.02
Baron Mid Cap Growth Strategy20.9819.79
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Growth5 year gross return5 year net return
Kayne Anderson Rudnick Mid Sustain Gr17.8416.98
Kayne Anderson Rudnick Small Cap Core17.6216.48
BlackRock Md-Cap Gr Eq17.0616.27
Fiera Mid Cap Growth15.8814.77
Janus Henderson Mid Cap Growth15.4014.65
Brown Advisory Mid-Cap Composite15.2714.57
Jackson Square - Smid-Cap Growth-Focus15.4614.57
Riverbridge Concentrated Growth16.7114.53
Snyder Capital Mgt Concen All-Cap Value15.6214.51
Federated Kaufmann Growth Equity Comp15.9614.36
Source: Morningstar Separate Account/CIT Fund Database
Large Growth1 year gross return1 year net return
Atlanta High Quality Focused Growth27.5026.63
Morgan Stanley Insight26.9725.78
Atlanta High Quality Calvert Equity26.3325.35
Commerce Large-cap Growth Composite17.2525.27
Atlanta High Quality Focused Growth Wrap27.7725.24
Marshfield Core Value Equity26.4324.95
Atlanta High Quality Growth Plus25.5224.66
Atlanta High Quality Select Equity24.3723.64
TCW New America Premier Equities24.3223.39
AB Concentrated US Growth23.7722.74
Source: Morningstar Separate Account/CIT Fund Database
Large Growth5 year gross return5 year net return
Morgan Stanley Insight20.8619.70
Peregrine Capital Mgt Large Cap Growth19.8419.34
Morgan Stanley Growth18.3217.46
Polen Focus Growth18.0117.43
ARI Global Opportunities (ESG)17.0116.90
Baillie Gifford US Equities17.5416.86
Brown Advisory Lg-Cap Sustainable Growth17.1016.49
Morgan Stanley Advantage17.0216.40
Loomis Sayles All Cap Growth16.5415.99
Commerce Large-cap Growth Composite15.0315.90
Source: Morningstar Separate Account/CIT Fund Database
Small Blend1 year gross return1 year net return
Gyroscope SMID Cap Low Vol Portfolio15.1413.65
River Road Small-Mid Cap Val Eq Comp11.0210.29
Burgundy US Small Cap Value Composite10.899.84
River Road Small Cap Value Eq Composite10.509.54
NewSouth Capital Mgt NSCM Sm Cap Val Eq9.218.40
RS Small Cap Value8.787.69
Segall Small Cap Value Concentrated7.907.49
Kennedy ESG SMID Cap7.797.17
Calvert Small Cap Core Strategy7.977.16
Wellington Small Cap Opportunities7.426.46
Source: Morningstar Separate Account/CIT Fund Database
Small Blend5 year gross return5 year net return
Jacobs Levy Small Cap (S&P 600)12.2911.36
WCM Focused Small Cap11.3811.14
Calvert Small Cap Core Strategy11.0110.89
Martingale Low Volatility SmallCap+11.6210.59
Segall Small Cap Value Concentrated10.7610.29
River Road Small-Mid Cap Val Eq Comp10.7710.04
Wellington Small Cap Opportunities10.979.98
Jacobs Levy Small Cap (Russell 2000)10.869.94
River Road Small Cap Value Eq Composite10.779.87
Pacific Income Small Cap Core10.959.86
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Blend1 year gross return1 year net return
NewSouth Capital Mgt NSCM SMIDCap Val Eq15.7514.91
Janus Henderson Opportunistic Alpha14.6613.93
Morgan Dempsey Midcap Institutional14.6713.58
The London Co Mid Cap13.6813.25
Boston Trust Mid Cap Equity13.7812.81
River Road Focused Absolute Value Comp12.8812.44
SFE Pathways™ (SRI) All-Cap Composite12.8712.39
Cambiar SMID Value13.1112.38
Sterling SMID Opportunities SMA12.6411.29
The CMC Dividend Appreciation11.6811.20
Source: Morningstar Separate Account/CIT Fund Database
Mid-Cap Blend5 year gross return5 year net return
The London Co Mid Cap11.3110.85
Blackrock Russ 3000 Alpha Tilts Compt11.1610.85
EARNEST Mid Cap Core11.6910.57
Boston Trust Mid Cap Equity11.5410.51
River Road Focused Absolute Value Comp11.0010.43
Bahl & Gaynor - Small/Mid Cap Income Gr10.7410.37
Clarkston Capital SMID Composite10.8210.26
Piedmont Optimized SMid Core10.3910.03
Zacks Mid-Cap Core Strategy10.7910.00
EARNEST Mid Cap Value11.089.97
Source: Morningstar Separate Account/CIT Fund Database
Large Blend1 year gross return1 year net return
Euclid Advisory Large Cap Growth22.4621.02
Copeland All Cap Dividend Growth20.2019.49
Washington Crossing Rising Div Portfolio19.8819.47
Gyroscope Low Volatility Portfolio20.9618.81
Wellington Select Quality Equity19.5618.75
JWB Equity Composite17.8017.48
BFM High Quality Dividend Appreciation18.2917.36
MFS Low Volatility US Equity17.6917.29
OakBrook Select Equity17.6317.20
Bahl & Gaynor Inv Counsel Quality Gr17.7017.20
Source: Morningstar Separate Account/CIT Fund Database
Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth18.7217.27
Andersen Weather Mark15.2514.11
BFM High Quality Dividend Appreciation13.6112.80
Mellon Capital Dynamic U.S. Equity Comp13.3212.79
Fisher US Total Return12.9712.67
AB US Strategic Core Equity12.9712.47
Washington Crossing Rising Div Portfolio12.6712.28
Chicago FactorSmart Dynamic Beta12.5312.26
Stance Equity13.3012.25
Calvert US Lg Cap Core Responsible strgy11.1912.21
Source: Morningstar Separate Account/CIT Fund Database
Long/Short Equity1 year gross return1 year net return
Robinson Market Opportunity14.4413.47
River Road Long-Short Equity13.1112.14
BlackRock Alpha Advantage 500 Composite10.4910.23
Trowbridge Dync Low Volatil (Adv Class)10.5410.15
Wellington Hedged Alpha Opportunities9.308.46
AGFiQ Core ETF Absolute Return8.238.23
Cognios Quantitiatve Long-Short Growth7.077.07
M.D. Sass Equity Income Plus7.156.34
Clark Navigator Alternative5.505.13
Nicholas Inv-US Convertible Arbitrage6.024.96
Source: Morningstar Separate Account/CIT Fund Database
Long/Short Equity5 year gross return5 year net return
BlackRock Alpha Advantage 500 Composite11.5411.43
QMA US Core Equity Extended10.8110.10
WFAM Analytic Global Long/Short Eq7.166.53
Calamos Phineus Long/Short Composite7.706.27
Epoch Global Absolute Return6.705.49
Elite Tactical Long/Short6.175.13
Robinson Market Opportunity5.945.01
Astor Dynamic Allocation6.714.68
River Road Long-Short Equity5.684.61
PVG Dynamic Core ETF5.684.48
Source: Morningstar Separate Account/CIT Fund Database
Leveraged Net Long1 year gross return1 year net return
Martingale Low Volatility Long/Short13.7713.04
LA Capital U.S. Large Cap Active Exten13.0712.66
AJO Top Cap Absolute Value 130/309.409.01
PVG Global Macro Portfolio9.488.15
Large Cap Core 130/308.247.86
UBS: US Equity Opportunity Unconstrained6.786.65
Chicago Equity Large Cap 130/306.736.10
Quant US Large Cap 130/30 Equity5.114.33
Martingale 130/30 LargeCap Growth4.714.03
Constantia Large Cap 130/304.023.40
Source: Morningstar Separate Account/CIT Fund Database
Leveraged Net Long5 year gross return5 year net return
Martingale Low Volatility Long/Short14.1213.31
LA Capital U.S. Large Cap Active Exten11.8611.49
Martingale 130/30 LargeCap Growth11.8111.02
Chicago Equity Large Cap 130/3010.9710.29
Large Cap Core 130/3010.349.84
MacKay Shields US Equity Opportunities10.499.84
UBS: US Equity Opportunity Unconstrained9.869.73
Constantia Large Cap 130/309.969.30
AJO Top Cap Absolute Value 130/309.459.09
Martingale 130/30 LargeCap Core 5009.859.06
Source: Morningstar Separate Account/CIT Fund Database
Market Neutral1 year gross return1 year net return
SSI Convertible Income5.864.85
Research Market Neutral4.984.45
Constantia Merger-Arbitrage5.014.42
PSI Managed Volatility3.752.72
Constantia Equity Market Neutral1.680.87
Copeland Risk Managed Dividend Growth0.84-0.15
Q3 Bull Cipher2.10-0.17
Convergence Market Neutral-1.40-2.43
Cognios Market Neutral Large Cap Value-1.35-2.70
PVG Loss Averse Equity Income-4.05-5.42
Source: Morningstar Separate Account/CIT Fund Database
Market Neutral5 year gross return5 year net return
Constantia Merger-Arbitrage5.384.81
Copeland Risk Managed Dividend Growth5.344.28
Cognios Market Neutral Large Cap Value4.833.34
SSI Convertible Income3.692.69
Constantia Equity Market Neutral2.921.98
Research Market Neutral1.961.04
Invesco US Market Neutral Equity0.210.21
PSI Managed Volatility-0.33-1.33
Martingale Equity Market Neutral-1.69-2.68
PVG Loss Averse Equity Income-1.50-2.84
Source: Morningstar Separate Account/CIT Fund Database
World Stock1 year gross return1 year net return
WCM Quality Global Growth20.5719.95
ACM Global Growth21.0119.68
WCM Quality Growth Global ADR20.2219.51
Martin Global Investing19.4418.31
Wellington Global Dividend Growth18.7817.88
OakBrook Global Select Equity16.7117.59
Sands Global Leaders Equity Composite17.7216.75
Mar Vista Global Equity16.4915.64
Impax Global Opportunities16.4315.56
Morgan Stanley Glbl Franchise16.3015.47
Source: Morningstar Separate Account/CIT Fund Database
World Stock5 year gross return5 year net return
Morgan Stanley Global Opportunity18.1216.87
Wellington Global Growth (AUD)17.4616.59
Baillie Gifford Long Term Global Growth15.5614.76
Baron Global Advantage Strategy14.8114.53
Wellington Global Research ex-Aus15.1214.26
WCM Quality Global Growth14.3913.85
Jennison Global Equity Opportunities14.5013.65
SGA Global Large Cap Growth Equity14.1113.10
WCM Quality Growth Global ADR13.8513.09
T. Rowe Price Glb Focused Growth Equity12.7612.08
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Value1 year gross return1 year net return
Mondrian Inv Emerging Markets Wealth6.775.47
Financial Trust Intl Leaders Index5.494.18
Mondrian Inv Focused International Eq4.043.40
Gilman Hill International Income Comp4.053.01
Foresight International Value3.392.70
Manning&Napier Discip Val-Intl ADR Comp3.082.57
Mondrian Inv All Countries World ex US2.742.56
Mondrian Inv Intl Eq1.941.89
AllianzGI International Value2.641.77
Northern Trust Tax Advtd S&P ADR1.991.76
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Value5 year gross return5 year net return
State Street Int’l Value Spotlight1.327.41
WFAM EverKey Focused Global Equity6.155.10
Brandywine Intl Opportunistic Eq4.713.93
Columbia International Equity4.683.84
Acadian ACW ex-U.S. Equity Composite4.233.46
RBC International Equity Fund4.373.39
American Century Non-U.S. Intrinsic Val3.823.36
Wellington Intl Contrarian Value3.933.05
NT Quality Large Cap Core EAFE3.372.95
ClariVest International Core3.772.93
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Blend1 year gross return1 year net return
Int'l Alpha (ACWI Ex-US) Equities3.3810.75
Avalon International Value Equity10.439.39
ACM International ADR10.308.98
Calvert International Equity Strategy9.028.29
MFS International Equity8.277.45
Jarislowsky Fraser International Equity6.716.08
Pyrford International Equity6.695.97
WCM Focused International Value5.825.34
Aristotle International Equity ADR6.035.26
Innealta ETF Country Rotation6.305.07
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Blend5 year gross return5 year net return
Fiduciary Mgt of Milwaukee Intl Comp6.525.79
Int'l Alpha (ACWI Ex-US) Equities4.645.60
AB International Strategic Core Equity6.045.46
Parametric CC Dev World ex-US Local - TM6.095.39
Acadian ADR Non-U.S. Equity Composite6.095.30
Acadian Non-US ADR Eq (Model/LPL)5.645.25
SmithAssetMgt-IntlLargeCap6.255.19
Acadian Non-U.S. Concentrated Eq Compst6.135.17
WCM Focused International Value5.134.99
Clark Navigator International Equity/ADR5.194.83
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Growth1 year gross return1 year net return
WCM Focused Growth International ADR14.5313.90
WCM Inv Mgt Focused Growth Intl13.0512.54
International Tortue Capital13.0011.91
MC International LT Unconstrained12.0611.70
SGA International Growth11.1410.04
GQG Partners International Equity10.759.98
MFS International Concentrated Equity10.739.80
Artisan Non-U.S. Growth10.039.03
Walter Scott EAFE Composite (USD)9.738.92
Invesco International Growth9.138.27
Source: Morningstar Separate Account/CIT Fund Database
Foreign Large Growth5 year gross return5 year net return
Morgan Stanley International Advantage13.8112.55
Morgan Stanley International Opportunity13.6412.45
WCM Inv Mgt Focused Growth Intl10.239.56
WCM Focused Growth International ADR10.259.49
Jennison Intl Eq Opportunities Cmpst8.998.53
Eagle Ridge International Quality8.648.18
Mitchell Capital International Equity9.068.10
Wellington International Quality Growth8.828.01
MFS International Intrinsic Value Equity8.437.61
William Blair International Leaders8.237.37
Source: Morningstar Separate Account/CIT Fund Database
Foreign Small/Mid Value1 year gross return1 year net return
Runde Int'l Small-Cap Value-2.03-2.19
Templeton Intl Sm Cap Eq-3.72-4.63
DCM Global Ex-US Small Cap Structured-4.74-5.55
Causeway International Small Cap-6.21-6.93
LSV Asset Mgt Intl Sm-Cap Val Eq-6.15-7.06
Advisory Research Intl Small Cap Value-6.08-7.32
LMCG Int'l Sm Cap Eq-6.66-7.45
SSgA International Small Cap Active-4.85-8.03
ARGA International Small-Cap Strategy-7.01-8.13
Renaissance International Small Cap Eq-7.52-8.21
Source: Morningstar Separate Account/CIT Fund Database
Foreign Small/Mid Value5 year gross return5 year net return
LMCG Int'l Sm Cap Eq5.774.81
LSV Asset Mgt Intl Sm-Cap Val Eq4.543.51
Templeton Intl Sm Cap Eq3.993.02
QMA International Small Cap Equity3.652.78
Advisory Research Intl Small Cap Value4.092.72
GlobeFlex International Micro Cap Cmpst3.602.67
SSgA International Small Cap Active3.552.13
Renaissance International Small Cap Eq2.491.76
Segall Bryant International Small Cap2.421.75
Brandes International Sm-Mid Cap Equity1.410.47
Source: Morningstar Separate Account/CIT Fund Database
Foreign Small/Mid Growth1 year gross return1 year net return
Global Equity - Small Cap12.0411.21
Ashmore EM Middle East Equity11.389.69
Brown Capital Intl Small Company6.826.48
Copeland Inter Divsfd Small Cap Div Gr5.894.42
Expedition Intl Micro Cap Comp5.303.73
Winslow International Small Cap Comp4.733.70
Wasatch Int'l Micro Cap Composite5.123.61
Federated NonUS SmallMid Cap Equity Comp3.182.14
GA International Small Cap Composite2.331.46
MFS International Small-Mid Cap Equity1.840.90
Source: Morningstar Separate Account/CIT Fund Database
Foreign Small/Mid Growth5 year gross return5 year net return
Brown Capital Intl Small Company16.0215.63
Expedition Intl Micro Cap Comp12.9811.31
Axiom International Small Cap Strategy10.609.55
GA International Small Cap Composite10.249.31
Winslow International Small Cap Comp10.068.97
Wasatch Int'l Micro Cap Composite10.378.51
OFI Global International Small-Mid Cap9.358.40
Kayne Anderson Rudnick SC International9.288.22
Global Equity - Small Cap8.917.91
Kabouter International SMID-Cap8.917.81
Source: Morningstar Separate Account/CIT Fund Database
Latin America Stock1 year gross return1 year net return
T. Rowe Price Latin America Equity26.7125.64
Morgan Stanley Latin America Equity25.6924.86
Latin American Equity25.8624.61
Ashmore Latin America Small Cap Equity21.9820.12
Financial Trust Latin Value Momentum7.005.70
Source: Morningstar Separate Account/CIT Fund Database
Latin America Stock5 year gross return5 year net return
Financial Trust Latin Value Momentum6.835.52
T. Rowe Price Latin America Equity2.831.96
Latin American Equity1.470.46
Morgan Stanley Latin America Equity0.00-0.57
Ashmore Latin America Small Cap Equity-0.22-1.77
Source: Morningstar Separate Account/CIT Fund Database
Europe Stock1 year gross return1 year net return
T. Rowe Price Europe ex-UK Equity7.547.02
Burgundy European Equity Composite7.496.43
NS Partners European Equity5.464.83
T. Rowe Price Europe Equity5.244.71
Intech European Large Cap Core4.864.30
MFS European Research Equity4.033.42
LA Capital Europe Equity3.703.03
Vontobel Quality Growth European Equity3.192.89
FIIG European Equity2.871.93
Baillie Gifford Europe ex-UK Equities2.471.91
Source: Morningstar Separate Account/CIT Fund Database
Europe Stock5 year gross return5 year net return
Intech European Large Cap Core7.486.93
Baillie Gifford Europe ex-UK Equities6.135.49
Boston Company Euroland Small Cap Equity6.215.21
Wellington Strategic European Equity5.985.20
T. Rowe Price Europe Smaller Comp Equity5.895.11
SSgA Eurozone Value Spotlight5.825.01
MFS European Research Equity4.974.30
Burgundy European Equity Composite4.943.91
PGI European Equity4.313.85
T. Rowe Price Europe ex-UK Equity4.343.83
Source: Morningstar Separate Account/CIT Fund Database
Japan Stock1 year gross return1 year net return
Baillie Gifford Japan Growth-2.53-3.12
Baillie Gifford Japanese All Cap-2.86-3.49
MFS Japan Equity-4.02-4.65
FIAM Japan Growth-4.26-5.03
Lazard Japanese Equity-5.20-5.42
Burgundy Focus Asian Composite-4.99-5.70
Burgundy Asian (All Cap) Composite-5.51-6.45
NWQ Japan Equity-6.03-6.79
Brandes Japan Equity-7.57-8.33
Acadian Japanese Equity Composite-7.72-8.42
Source: Morningstar Separate Account/CIT Fund Database
Japan Stock5 year gross return5 year net return
Burgundy Focus Asian Composite10.9310.06
Burgundy Asian (All Cap) Composite10.859.75
Baillie Gifford Japanese All Cap9.088.38
Baillie Gifford Japan Growth8.347.69
Dalton Japan Long Only Composite8.097.21
Brandes Japan Equity7.046.17
Usonian Japan Value6.755.57
NWQ Japan Equity6.335.49
MFS Japan Equity5.594.92
Lazard Japanese Equity5.104.78
Source: Morningstar Separate Account/CIT Fund Database
Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Asia Pacific ex Japan Equity7.526.45
Lazard Emg Markets Eq Blend Asia ADR4.443.74
T. Rowe Price Asia Opportunities Eq Comp2.782.06
MFS Asia ex Japan Equity2.071.31
MFS Asia Pacific ex Japan2.071.29
Brandes Asia Pacific ex-Japan Equity1.910.95
Morgan Stanley Asia Opportunity1.850.67
T. Rowe Price Asia ex-Japan Equity1.130.41
Baillie Gifford Asia ex Japan Equities-0.99-1.64
Morgan Stanley Asia Pacific Equity-1.42-2.24
Source: Morningstar Separate Account/CIT Fund Database
Pacific/Asia ex-Japan Stk5 year gross return5 year net return
T. Rowe Price Asia Opportunities Eq Comp9.598.82
MFS Asia ex Japan Equity6.926.14
Investec 4Factor Asia Pacific ex Jap Eq6.485.79
MFS Asia Pacific ex Japan6.185.40
Baillie Gifford Asia ex Japan Equities6.065.34
T. Rowe Price Asia ex-Japan Equity6.115.27
Mirae Asset Asia Sector Leader Eq5.374.16
Morgan Stanley Asia Equity4.183.92
FIIG Asia ex-Japan Equity4.783.90
Brandes Asia Pacific ex-Japan Equity4.703.70
Source: Morningstar Separate Account/CIT Fund Database
Diversified Pacific/Asia1 year gross return1 year net return
State Street Asia Pac Value Spotlight5.404.78
Asia Pacific inc Japan Equity5.224.17
Impax Asia-Pacific4.663.63
Financial Trust Asia ValueMomentum-1.53-2.75
Sit Inv Pac Basin-2.53-3.41
Accuvest Asian Advantage-2.76-3.46
Horizon Asia Institutional-5.82-6.76
WFAM SF Global Asia Pacific Equity-6.23-6.98
Dalton Asia Pacific Long Only Composite-7.20-7.96
Templeton Asia Pacific Eq-8.13-8.75
Source: Morningstar Separate Account/CIT Fund Database
Diversified Pacific/Asia5 year gross return5 year net return
ARI Asia Pacific9.078.96
State Street Asia Pac Value Spotlight9.268.61
Sit Inv Pac Basin5.874.93
Financial Trust Asia ValueMomentum5.984.67
Impax Asia-Pacific5.504.45
WFAM SF Global Asia Pacific Equity4.864.02
Accuvest Asian Advantage4.233.60
Asia Pacific inc Japan Equity4.643.59
Dalton Asia Pacific Long Only Composite4.113.16
Horizon Asia Institutional3.542.51
Source: Morningstar Separate Account/CIT Fund Database
Diversified Emerging Mkts1 year gross return1 year net return
Artisan Developing World Composite20.0518.81
Emerging Markets Equity11.2010.10
Thornburg Developing World Strategy10.649.64
GQG Partners Emerging Markets Equity10.119.19
RBC Emerging Markets Equity9.858.81
JPMorgan Global Emg Markets Eq Focused9.688.79
SGA Emerging Markets Growth9.838.64
FIIG Frontier Markets8.908.62
Oaktree Emerging Markets Equity8.667.80
Baillie Gifford Emerging Mkts All Cap Eq8.647.78
Source: Morningstar Separate Account/CIT Fund Database
Diversified Emerging Mkts5 year gross return5 year net return
Wellington Emerging Markets Equity (AUD)10.379.28
JP Morgan GEM Discovery8.017.57
Vontobel Quality Growth Asia Pac Equity8.157.24
UBS Emerging Markets Equity HALO7.727.24
Baillie Gifford Emerging Mkts Lead Co Eq6.815.96
Baillie Gifford Emerging Mkts All Cap Eq6.675.83
Wellington Emerging Markets Research Eq6.665.72
T. Rowe Price Emerging Markets Equity6.615.71
Barings Global Emerging Markets Equity6.515.67
Lazard Emerging Markets Core Eq Sel ADR6.495.43
Source: Morningstar Separate Account/CIT Fund Database
Global Real Estate1 year gross return1 year net return
Morgan Stanley Glbl Infrastructure Sec13.6112.53
American Century Global Real Estate12.7812.36
Cohen & Steers Global Realty Focus12.7111.71
Cohen & Steers Global Real Estate Secs12.1411.69
PGI Global Real Estate Securities11.8111.24
Duff&Phelps Glbl Real Estate Securities11.8810.93
Janus Henderson Global Eq-Property Eq12.8310.93
Global REIT Income Preference10.7610.00
Adelante Global Property Sec Fund LP10.649.93
CenterSquare Global REIT10.059.61
Source: Morningstar Separate Account/CIT Fund Database
Global Real Estate5 year gross return5 year net return
Cohen & Steers Global Realty Focus10.359.37
Global REIT Income Preference8.998.26
Duff&Phelps Glbl Real Estate Securities8.567.67
Cohen & Steers Global Real Estate Secs7.567.12
PGI Global Real Estate Securities7.597.04
Cohen & Steers European Real Estate Secs7.836.91
Adelante Global Strategy Composite7.196.52
GF Multi-Factor Global REIT7.526.49
CenterSquare Global REIT6.836.39
Adelante Global Property Sec Fund LP7.036.27
Source: Morningstar Separate Account/CIT Fund Database
World Bond1 year gross return1 year net return
Wellington Global Bond Unhedged (AUD)12.4712.07
MFS Global Aggregate Opportunistic FI11.0010.54
PGIM Fixed Inc Glob Aggregate Plus Comp10.289.99
Stone Harbor Global High Yield 50/5010.019.25
Stone Harbor Glbl High Yield Comp 70/309.509.14
MacKay Global Hi Yld Constrained Comp8.998.99
T. Rowe Price Gbl Invmt Grade Corp Bond8.998.66
Wellington Opportunistic Fixed Income9.238.65
WFAM Global Bond (Hedged)8.958.46
WFAM Global Bond Opportunity8.888.39
Source: Morningstar Separate Account/CIT Fund Database
World Bond5 year gross return5 year net return
Wellington Global Bond Unhedged (AUD)7.306.92
BW Global Unconstrained FI - Enhanced6.335.17
PIMCO International Bond USD-Hedged5.615.08
MFS Global Aggregate Opportunistic FI5.204.77
PIMCO Global Aggregate Hedged4.864.44
PIMCO Global Government Hedged4.484.21
Wellington Opportunistic Fixed Income4.844.16
Stone Harbor Global High Yield 50/504.363.91
UBS: Global Aggregate Bond4.013.80
Stone Harbor Glbl High Yield Comp 70/304.113.74
Source: Morningstar Separate Account/CIT Fund Database
High Yield Bond1 year gross return1 year net return
Diamond Hill High Yield10.339.78
PNC Cap Adv High Yield10.009.44
Oaktree European High Yield Bonds9.989.43
T. Rowe Price Global High Income Bd9.879.33
Payden & Rygel High Yield9.749.25
Cincinnati Asset Mgt High Yld9.539.16
JPM Upper Tier High Yield9.499.11
PGIM US Higher Quality High Yield9.619.06
Columbia Inst High Yield Fixed Income9.488.94
Oppenheimer Inv Mgmt High Yield FI9.188.88
Source: Morningstar Separate Account/CIT Fund Database
High Yield Bond5 year gross return5 year net return
Herzfeld Fixed Income Composite8.858.04
Artisan High Income7.106.34
Diamond Hill Corporate Credit6.726.24
MacKay Select High Yield Composite6.505.89
Oaktree European High Yield Bonds6.325.80
PGIM US Broad Market High Yield5.995.46
Strategic Income Mmgt SiM High Yld Instl5.845.43
DDJ U.S. Opportunistic High Yield Comp5.925.41
MacKay Shields High Yld5.805.27
Lord Abbett High Yield Opportunistic5.785.21
Source: Morningstar Separate Account/CIT Fund Database
Intermediate Government1 year gross return1 year net return
SSgA U.S. Aggregate Bond Index Strategy7.917.84
M.D. Sass Core Fix-Inc7.447.16
Northern Trust Government Index7.277.11
Chicago Equity Core Fix-Inc7.357.08
MFS US Government Fixed Income7.226.91
Breckinridge Core Interm Gov Credit7.166.79
Amalgamated Bank Intermediate Duration6.876.60
Garcia Hamilton Government/Credit6.736.51
Great Lakes Core Government Only6.536.44
TCW Index Plus MBS6.676.40
Source: Morningstar Separate Account/CIT Fund Database
Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities4.794.42
Garcia Hamilton Government/Credit3.543.32
SSgA U.S. Aggregate Bond Index Strategy2.962.89
M.D. Sass Core Fix-Inc3.032.75
Community Core Fixed Income Composite2.952.57
Great Lakes Core Government Only2.642.55
MFS US Government Fixed Income2.782.48
Chicago Equity Core Fix-Inc2.682.43
TCW Index Plus MBS2.682.43
RBC Access Capital Community Invmt2.822.40
Source: Morningstar Separate Account/CIT Fund Database
Intermediate-Term Bond1 year gross return1 year net return
Brandywine Global U.S. Fixed Income12.3312.00
Conning LDI Credit 5-15 Year Maturity11.5711.23
AB US Investment Grade Corporates11.1710.73
BlackRock Corporates10.4010.13
EARNEST Fixed Income Long Duration10.289.91
Stadion Master Short Duration Fix Inc9.759.71
WEDGE Core Govt/Corp Fixed Income9.709.32
WS Core IG Credit9.559.11
BBH Core Fixed Income9.339.07
WS Core Bond9.298.95
Source: Morningstar Separate Account/CIT Fund Database
Intermediate-Term Bond5 year gross return5 year net return
Brandywine Global U.S. Fixed Income6.115.80
Spectrum Preferred Securities6.045.79
Ross Sinclaire Taxable Total Return5.224.69
BBH Core Fixed Income4.914.65
EARNEST Fixed Income Long Duration4.964.60
Ramirez Strategic Core Strategy4.474.24
Templeton Taxable Municipal Intermediate4.424.16
Belle Haven Taxable PLUS4.534.15
AB US Investment Grade Corporates4.444.00
Invesco Core Plus Composite4.123.76
Source: Morningstar Separate Account/CIT Fund Database
Short Government1 year gross return1 year net return
JP Morgan Mortgage Backed Securities7.407.11
Sit Inv Short Dur Strat6.596.17
PNC Cap Adv Intermediate U.S. Governemnt6.225.96
Capital Group PCS Core Bond Composite6.385.94
Federated Short-Inter. US Govt FI Comp6.195.89
Atlanta High Quality Intermediate6.185.81
M.D. Sass 3-Year FI6.245.78
Morgan Stanley U.S. Mortgage5.925.78
INCORE Short Government Comp5.415.04
Congress Asset Mgt Short-Term Fixed Inc4.944.68
Source: Morningstar Separate Account/CIT Fund Database
Short Government5 year gross return5 year net return
JP Morgan Mortgage Backed Securities3.463.18
Sit Inv Short Dur Strat3.092.68
Morgan Stanley U.S. Mortgage2.802.60
INCORE Short Government Comp2.442.09
M.D. Sass 3-Year FI2.392.00
Atlanta High Quality Intermediate2.301.94
PNC Cap Adv Intermediate U.S. Governemnt1.911.66
M.D. Sass 2-Year FI1.721.47
Federated Short-Inter. US Govt FI Comp1.761.44
Garcia Hamilton Short Duration1.561.42
Source: Morningstar Separate Account/CIT Fund Database
Short-Term Bond1 year gross return1 year net return
MCM Tactical Income8.688.41
BlackRock Core PLUS8.178.04
BlackRock Core Bond Enhcd Idx8.147.98
Aegon Structured Finance7.937.61
WFAM U.S. Intermediate Income Focus7.487.16
Merganser Interm. Bond7.437.16
Sawgrass Intermediate Fixed Income7.327.08
Richmond Capital Mgt Interm/Defensive6.996.80
Wellington Intermediate Bond7.116.78
OFI Global SNW Taxable Intermediate6.976.73
Source: Morningstar Separate Account/CIT Fund Database
Short-Term Bond5 year gross return5 year net return
Aegon Structured Finance4.564.26
Post Limited Term High Yield Comp4.003.33
Frost Intermediate Taxable Composite3.773.27
Manulife IM Strategic Fixed Income Opp3.603.18
Frost Core Plus Composite3.773.15
BlackRock Core PLUS3.323.14
BlackRock Core Bond Enhcd Idx3.203.10
Brandes Corporate Focus Fixed Income3.242.89
WFAM U.S. Intermediate Income Focus3.122.81
Dodge & Cox Intermediate FI Composite3.062.74
Source: Morningstar Separate Account/CIT Fund Database
Ultrashort Bond1 year gross return1 year net return
Schroders Enhanced Securitized7.386.89
DBF Short Duration Govt/Agency4.944.67
Federated Low Duration Broad Comp4.484.22
Janus Henderson Short Duration Bond4.423.83
Winthrop Ultra-Short Fixed Income4.423.82
FIAM Leveraged Loan Composite4.323.80
RBC GAM US - Ultra Short Full Style3.953.77
Federated Trade Finance Fixed Inc Comp4.413.53
Federated Active Cash Broad FI Composite3.573.40
Morgan Stanley U.S. Short Duration3.443.38
Source: Morningstar Separate Account/CIT Fund Database
Ultrashort Bond5 year gross return5 year net return
Schroders Enhanced Securitized5.555.04
FIAM Leveraged Loan Composite4.033.51
Federated Trade Finance Fixed Inc Comp3.202.32
BNP Paribas Mortgage Alpha2.542.04
Pioneer Multi-Asset Ultrashort Income2.221.96
RBC GAM US - Ultra Short Full Style2.091.89
PIMCO Short Term2.321.89
Federated Low Duration Broad Comp2.131.84
Garcia Hamilton Short Duration Opp1.891.78
Federated Active Cash Broad FI Composite1.961.72
Source: Morningstar Separate Account/CIT Fund Database
Long Government1 year gross return1 year net return
Aegon Long US Treasury Strips14.3514.19
NISA 15+ STRIPS Fixed Income Composite14.2514.11
Hillswick Long Duration Government14.3513.50
Hoisington Inv Mgt Macroeconomic FI Comp12.7312.51
BNYM Mellon DB NSL Long Term Govt BI Fd12.2612.12
SSgA Long U.S. Govt Bond Index Strategy12.0211.97
W.E. DonoghuePowerTreasuryIndexPortfolio13.2611.85
PIMCO Long Duration Treasury11.6411.08
DoubleLine Long Duration Total Return12.3410.90
Source: Morningstar Separate Account/CIT Fund Database
Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite7.837.62
Hillswick Long Duration Government7.046.62
Hoisington Inv Mgt Macroeconomic FI Comp6.506.27
SSgA Long U.S. Govt Bond Index Strategy5.625.57
BNYM Mellon DB NSL Long Term Govt BI Fd5.675.51
PIMCO Long Duration Treasury5.795.28
Aegon Long US Treasury Strips0.000.00
W.E. DonoghuePowerTreasuryIndexPortfolio0.000.00
DoubleLine Long Duration Total Return0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Long-Term Bond1 year gross return1 year net return
Stadion Master Long Duration Fix Inc18.5618.47
Schroders Value Long Duration14.1617.78
Conning LDI Credit over 25 Year Maturity16.3215.99
PIMCO Long Term Bond - Long Credit15.9415.67
Standish Long Corporate15.8315.63
TCW Long Duration Credit15.2015.01
BlackRock US Long Credit15.1514.94
FIAM Long Corporate Composite15.2314.92
NISA Long Credit15.1214.86
Securian AM Long Duration Fixed Income15.1014.86
Source: Morningstar Separate Account/CIT Fund Database
Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit7.146.85
Camden Long Duration (Govt/Credit) Comp7.096.61
Schroders Value Long Duration5.976.48
PIMCO Long Term Bond Full Authority6.716.46
Capital Group Long Crd 75%/Gov 25% Comp6.686.41
Logan Circle Long Duration6.476.15
TCW Long Duration Credit6.236.04
Dodge & Cox Long Duration FI Composite6.386.01
NISA Long Credit6.195.95
Morgan Stanley U.S. Long Duration6.165.94
Source: Morningstar Separate Account/CIT Fund Database
Multisector Bond1 year gross return1 year net return
PIMCO Diversified Income11.4910.76
Guggenheim Fixed Income10.3410.13
Cincinnati Asset Mgt Broad Mkt10.3410.01
FIAM Investment Grade Credit11.069.94
Newfleet Global Multi-Sector Income Comp10.649.15
GW&K Corporate Bond Opportunities Strat9.789.07
FIAM Tactical Bond9.258.81
GW&K Total Return Bond Strategy9.398.69
Stone Harbor Core Plus8.888.58
Federated Strategic Multi-Sector FI Comp8.748.36
Source: Morningstar Separate Account/CIT Fund Database
Multisector Bond5 year gross return5 year net return
PIMCO Income Composite5.775.20
Guggenheim Fixed Income5.355.03
PIMCO Diversified Income5.674.95
FIAM Tactical Bond4.514.10
Federated Strategic Multi-Sector FI Comp4.414.05
FIAM Investment Grade Credit4.474.03
Columbia Strategic Income Allocation4.623.99
Muzinich Global Tactical Credit4.473.95
Invesco Multi-Sector Credit Composite4.443.83
Loomis Sayles Multi-Sector Full Discretn3.903.56
Source: Morningstar Separate Account/CIT Fund Database
High Yield Bond1 year gross return1 year net return
Diamond Hill High Yield10.339.78
PNC Cap Adv High Yield10.009.44
Oaktree European High Yield Bonds9.989.43
T. Rowe Price Global High Income Bd9.879.33
Payden & Rygel High Yield9.749.25
Cincinnati Asset Mgt High Yld9.539.16
JPM Upper Tier High Yield9.499.11
PGIM US Higher Quality High Yield9.619.06
Columbia Inst High Yield Fixed Income9.488.94
Oppenheimer Inv Mgmt High Yield FI9.188.88
Source: Morningstar Separate Account/CIT Fund Database
High Yield Bond5 year gross return5 year net return
Herzfeld Fixed Income Composite8.858.04
Artisan High Income7.106.34
Diamond Hill Corporate Credit6.726.24
MacKay Select High Yield Composite6.505.89
Oaktree European High Yield Bonds6.325.80
PGIM US Broad Market High Yield5.995.46
Strategic Income Mmgt SiM High Yld Instl5.845.43
DDJ U.S. Opportunistic High Yield Comp5.925.41
MacKay Shields High Yld5.805.27
Lord Abbett High Yield Opportunistic5.785.21
Source: Morningstar Separate Account/CIT Fund Database
Intermediate Government1 year gross return1 year net return
SSgA U.S. Aggregate Bond Index Strategy7.917.84
M.D. Sass Core Fix-Inc7.447.16
Northern Trust Government Index7.277.11
Chicago Equity Core Fix-Inc7.357.08
MFS US Government Fixed Income7.226.91
Breckinridge Core Interm Gov Credit7.166.79
Amalgamated Bank Intermediate Duration6.876.60
Garcia Hamilton Government/Credit6.736.51
Great Lakes Core Government Only6.536.44
TCW Index Plus MBS6.676.40
Source: Morningstar Separate Account/CIT Fund Database
Intermediate Government5 year gross return5 year net return
Semper Active Mortgage-Backed Securities4.794.42
Garcia Hamilton Government/Credit3.543.32
SSgA U.S. Aggregate Bond Index Strategy2.962.89
M.D. Sass Core Fix-Inc3.032.75
Community Core Fixed Income Composite2.952.57
Great Lakes Core Government Only2.642.55
MFS US Government Fixed Income2.782.48
Chicago Equity Core Fix-Inc2.682.43
TCW Index Plus MBS2.682.43
RBC Access Capital Community Invmt2.822.40
Source: Morningstar Separate Account/CIT Fund Database
Intermediate-Term Bond1 year gross return1 year net return
Brandywine Global U.S. Fixed Income12.3312.00
Conning LDI Credit 5-15 Year Maturity11.5711.23
AB US Investment Grade Corporates11.1710.73
BlackRock Corporates10.4010.13
EARNEST Fixed Income Long Duration10.289.91
Stadion Master Short Duration Fix Inc9.759.71
WEDGE Core Govt/Corp Fixed Income9.709.32
WS Core IG Credit9.559.11
BBH Core Fixed Income9.339.07
WS Core Bond9.298.95
Source: Morningstar Separate Account/CIT Fund Database
Intermediate-Term Bond5 year gross return5 year net return
Brandywine Global U.S. Fixed Income6.115.80
Spectrum Preferred Securities6.045.79
Ross Sinclaire Taxable Total Return5.224.69
BBH Core Fixed Income4.914.65
EARNEST Fixed Income Long Duration4.964.60
Ramirez Strategic Core Strategy4.474.24
Templeton Taxable Municipal Intermediate4.424.16
Belle Haven Taxable PLUS4.534.15
AB US Investment Grade Corporates4.444.00
Invesco Core Plus Composite4.123.76
Source: Morningstar Separate Account/CIT Fund Database
Short Government1 year gross return1 year net return
JP Morgan Mortgage Backed Securities7.407.11
Sit Inv Short Dur Strat6.596.17
PNC Cap Adv Intermediate U.S. Governemnt6.225.96
Capital Group PCS Core Bond Composite6.385.94
Federated Short-Inter. US Govt FI Comp6.195.89
Atlanta High Quality Intermediate6.185.81
M.D. Sass 3-Year FI6.245.78
Morgan Stanley U.S. Mortgage5.925.78
INCORE Short Government Comp5.415.04
Congress Asset Mgt Short-Term Fixed Inc4.944.68
Source: Morningstar Separate Account/CIT Fund Database
Short Government5 year gross return5 year net return
JP Morgan Mortgage Backed Securities3.463.18
Sit Inv Short Dur Strat3.092.68
Morgan Stanley U.S. Mortgage2.802.60
INCORE Short Government Comp2.442.09
M.D. Sass 3-Year FI2.392.00
Atlanta High Quality Intermediate2.301.94
PNC Cap Adv Intermediate U.S. Governemnt1.911.66
M.D. Sass 2-Year FI1.721.47
Federated Short-Inter. US Govt FI Comp1.761.44
Garcia Hamilton Short Duration1.561.42
Source: Morningstar Separate Account/CIT Fund Database
Short-Term Bond1 year gross return1 year net return
MCM Tactical Income8.688.41
BlackRock Core PLUS8.178.04
BlackRock Core Bond Enhcd Idx8.147.98
Aegon Structured Finance7.937.61
WFAM U.S. Intermediate Income Focus7.487.16
Merganser Interm. Bond7.437.16
Sawgrass Intermediate Fixed Income7.327.08
Richmond Capital Mgt Interm/Defensive6.996.80
Wellington Intermediate Bond7.116.78
OFI Global SNW Taxable Intermediate6.976.73
Source: Morningstar Separate Account/CIT Fund Database
Short-Term Bond5 year gross return5 year net return
Aegon Structured Finance4.564.26
Post Limited Term High Yield Comp4.003.33
Frost Intermediate Taxable Composite3.773.27
Manulife IM Strategic Fixed Income Opp3.603.18
Frost Core Plus Composite3.773.15
BlackRock Core PLUS3.323.14
BlackRock Core Bond Enhcd Idx3.203.10
Brandes Corporate Focus Fixed Income3.242.89
WFAM U.S. Intermediate Income Focus3.122.81
Dodge & Cox Intermediate FI Composite3.062.74
Source: Morningstar Separate Account/CIT Fund Database
Ultrashort Bond1 year gross return1 year net return
Schroders Enhanced Securitized7.386.89
DBF Short Duration Govt/Agency4.944.67
Federated Low Duration Broad Comp4.484.22
Janus Henderson Short Duration Bond4.423.83
Winthrop Ultra-Short Fixed Income4.423.82
FIAM Leveraged Loan Composite4.323.80
RBC GAM US - Ultra Short Full Style3.953.77
Federated Trade Finance Fixed Inc Comp4.413.53
Federated Active Cash Broad FI Composite3.573.40
Morgan Stanley U.S. Short Duration3.443.38
Source: Morningstar Separate Account/CIT Fund Database
Ultrashort Bond5 year gross return5 year net return
Schroders Enhanced Securitized5.555.04
FIAM Leveraged Loan Composite4.033.51
Federated Trade Finance Fixed Inc Comp3.202.32
BNP Paribas Mortgage Alpha2.542.04
Pioneer Multi-Asset Ultrashort Income2.221.96
RBC GAM US - Ultra Short Full Style2.091.89
PIMCO Short Term2.321.89
Federated Low Duration Broad Comp2.131.84
Garcia Hamilton Short Duration Opp1.891.78
Federated Active Cash Broad FI Composite1.961.72
Source: Morningstar Separate Account/CIT Fund Database
Long Government1 year gross return1 year net return
Aegon Long US Treasury Strips14.3514.19
NISA 15+ STRIPS Fixed Income Composite14.2514.11
Hillswick Long Duration Government14.3513.50
Hoisington Inv Mgt Macroeconomic FI Comp12.7312.51
BNYM Mellon DB NSL Long Term Govt BI Fd12.2612.12
SSgA Long U.S. Govt Bond Index Strategy12.0211.97
W.E. DonoghuePowerTreasuryIndexPortfolio13.2611.85
PIMCO Long Duration Treasury11.6411.08
DoubleLine Long Duration Total Return12.3410.90
Source: Morningstar Separate Account/CIT Fund Database
Long Government5 year gross return5 year net return
NISA 15+ STRIPS Fixed Income Composite7.837.62
Hillswick Long Duration Government7.046.62
Hoisington Inv Mgt Macroeconomic FI Comp6.506.27
SSgA Long U.S. Govt Bond Index Strategy5.625.57
BNYM Mellon DB NSL Long Term Govt BI Fd5.675.51
PIMCO Long Duration Treasury5.795.28
Aegon Long US Treasury Strips0.000.00
W.E. DonoghuePowerTreasuryIndexPortfolio0.000.00
DoubleLine Long Duration Total Return0.000.00
Source: Morningstar Separate Account/CIT Fund Database
Long-Term Bond1 year gross return1 year net return
Stadion Master Long Duration Fix Inc18.5618.47
Schroders Value Long Duration14.1617.78
Conning LDI Credit over 25 Year Maturity16.3215.99
PIMCO Long Term Bond - Long Credit15.9415.67
Standish Long Corporate15.8315.63
TCW Long Duration Credit15.2015.01
BlackRock US Long Credit15.1514.94
FIAM Long Corporate Composite15.2314.92
NISA Long Credit15.1214.86
Securian AM Long Duration Fixed Income15.1014.86
Source: Morningstar Separate Account/CIT Fund Database
Long-Term Bond5 year gross return5 year net return
PIMCO Long Term Bond - Long Credit7.146.85
Camden Long Duration (Govt/Credit) Comp7.096.61
Schroders Value Long Duration5.976.48
PIMCO Long Term Bond Full Authority6.716.46
Capital Group Long Crd 75%/Gov 25% Comp6.686.41
Logan Circle Long Duration6.476.15
TCW Long Duration Credit6.236.04
Dodge & Cox Long Duration FI Composite6.386.01
NISA Long Credit6.195.95
Morgan Stanley U.S. Long Duration6.165.94
Source: Morningstar Separate Account/CIT Fund Database
Multisector Bond1 year gross return1 year net return
PIMCO Diversified Income11.4910.76
Guggenheim Fixed Income10.3410.13
Cincinnati Asset Mgt Broad Mkt10.3410.01
FIAM Investment Grade Credit11.069.94
Newfleet Global Multi-Sector Income Comp10.649.15
GW&K Corporate Bond Opportunities Strat9.789.07
FIAM Tactical Bond9.258.81
GW&K Total Return Bond Strategy9.398.69
Stone Harbor Core Plus8.888.58
Federated Strategic Multi-Sector FI Comp8.748.36
Source: Morningstar Separate Account/CIT Fund Database
Multisector Bond5 year gross return5 year net return
PIMCO Income Composite5.775.20
Guggenheim Fixed Income5.355.03
PIMCO Diversified Income5.674.95
FIAM Tactical Bond4.514.10
Federated Strategic Multi-Sector FI Comp4.414.05
FIAM Investment Grade Credit4.474.03
Columbia Strategic Income Allocation4.623.99
Muzinich Global Tactical Credit4.473.95
Invesco Multi-Sector Credit Composite4.443.83
Loomis Sayles Multi-Sector Full Discretn3.903.56
Source: Morningstar Separate Account/CIT Fund Database
Inflation-Protected Bond1 year gross return1 year net return
Franklin U.S. TIPS Composite5.815.50
PIMCO Real Ret Asset Long Duration5.765.18
State Street U.S. TIPS Index4.854.80
Northern Trust TIPS4.874.77
BlackRock TIPS (Treasury Infl-Protected)4.854.73
IR+M TIPS4.834.73
Standish US TIPS Barclays4.734.65
PIMCO Real Return Medium Authority4.884.63
Wellington TIPS4.824.63
Richmond Capital Mgt TIPS 1-10 Yr4.654.60
Source: Morningstar Separate Account/CIT Fund Database
Inflation-Protected Bond5 year gross return5 year net return
PIMCO Real Ret Asset Long Duration3.022.46
Laffer Investments US Inflation Strategy3.152.13
Franklin U.S. TIPS Composite1.971.79
Standish US TIPS Barclays1.821.76
Northern Trust TIPS1.781.70
IR+M TIPS1.781.68
BlackRock TIPS (Treasury Infl-Protected)1.721.61
BlackRock TIPS PLUS1.651.53
PIMCO Real Return Medium Authority1.761.50
Wellington TIPS1.661.50
Source: Morningstar Separate Account/CIT Fund Database
Stable Value1 year gross return1 year net return
PIMCO Stable Value3.022.75
JPMorgan US FI Stable Value (NY)2.402.40
Invesco Stable Value2.592.39
Putnam Stable Value Composite2.632.39
Standish Stable Value2.462.35
Galliard Stable Value Composite2.572.16
Source: Morningstar Separate Account/CIT Fund Database
Stable Value5 year gross return5 year net return
PIMCO Stable Value3.002.74
Standish Stable Value2.252.15
Invesco Stable Value2.222.01
Putnam Stable Value Composite2.201.96
JPMorgan US FI Stable Value (NY)1.951.94
Galliard Stable Value Composite2.131.73
Source: Morningstar Separate Account/CIT Fund Database
Convertibles1 year gross return1 year net return
AllianzGI Convertibles12.8912.32
Gabelli Asset Mgt Convertibles Strategy11.0010.26
Advent Investment Grade10.6410.16
Invesco Convertible Securities9.338.68
MacKay Shields Convertibles8.928.38
Lord Abbett & Co. Convertibles9.398.26
INCORE Inv Grade Convertibles Comp8.748.14
Nicholas Inv - Convertibles8.757.94
Palisade Convertible Securities Comp8.357.75
SSI Convertible Investment Strategy8.177.58
Source: Morningstar Separate Account/CIT Fund Database
Convertibles5 year gross return5 year net return
SSI Inv Grade Convert Strat10.679.73
Advent Investment Grade9.448.97
INCORE Inv Grade Convertibles Comp8.688.08
AllianzGI Convertibles8.307.82
MacKay Shields Convertibles7.967.42
Gabelli Asset Mgt Convertibles Strategy8.107.36
Conning Convertible Bond7.386.85
SSI Convertible Investment Strategy6.976.45
Lord Abbett & Co. Convertibles7.356.23
Advent Balanced Convertible Strategy6.325.83
Source: Morningstar Separate Account/CIT Fund Database
Emerging Markets Bond1 year gross return1 year net return
Ashmore Emerg Mkts External Dbt Comp14.6513.57
Ashmore EM Ext Debt (Sovereign) Comp14.3713.36
PGIM Fixed Income EMD Composite13.1812.56
Global Evolution EM Debt12.5112.30
TCW Emerging Markets Fixed Income12.8612.29
Payden & Rygel Emerging Markets12.6012.10
Ashmore EM Ext Debt (Sovn Invt Grd) Comp12.8611.97
Manulife IM Emerging Markets Debt12.6111.93
Capital Group EM Debt (USD) Composite12.5611.90
Lazard EM Debt - Core12.4511.86
Source: Morningstar Separate Account/CIT Fund Database
Emerging Markets Bond5 year gross return5 year net return
Global Evolution Frontier Markets7.816.59
PGIM Fixed Income EMD Composite6.445.85
Blackrock Emerging Mkts Debt Corp Bond5.655.65
Global Evolution EM Debt6.595.64
Ashmore Emerg Mkts External Dbt Comp6.425.42
Ashmore EM Ext Debt (Sovereign) Comp6.185.23
Fort Washington Emerging Market Debt6.005.21
Payden & Rygel Emerging Markets5.595.11
Finisterre EMTR Composite5.885.11
JPMorgan Emerging Market Debt5.345.10
Source: Morningstar Separate Account/CIT Fund Database
World Allocation1 year gross return1 year net return
PIMCO StocksPLUS Enhanced Equity10.8010.43
PIMCO StocksPLUS Absolute Return10.369.68
Morgan Stanley Glbl Tactical Asset Alloc9.979.66
Nuveen Real Asset Income10.529.65
First Quadrant Essential Beta9.859.51
First Trust Balanced Closed-End Fund8.266.66
Frontier Asset Mgmt Focused Opp7.186.39
First Eagle Global Value Equity6.645.85
Sterling AS Growth (All Funds)5.665.49
Capital Group Absolute Inc Grower Comp6.255.34
Source: Morningstar Separate Account/CIT Fund Database
World Allocation5 year gross return5 year net return
PIMCO StocksPLUS Absolute Return11.3510.71
PIMCO StocksPLUS Enhanced Equity10.9810.55
PIMCO RAE PLUS8.527.67
Morgan Stanley Glbl Tactical Asset Alloc7.777.45
ICON - SBI Global Moderate7.366.11
DMAP Moderate Relative Return USD-H6.535.77
Nuveen Real Asset Income6.525.67
First Eagle Global Value Equity5.754.96
Calamos Global Opportunities Composite5.524.76
NorthCoast Diversified Growth5.334.62
Source: Morningstar Separate Account/CIT Fund Database
Conservative Allocation1 year gross return1 year net return
AMP Income Generating9.489.48
Weitz Conservative Allocation10.269.35
AGFiQ Multi-Asset Income9.189.18
WS Multi-Sector Income9.769.10
MCM American Revival - Balanced9.609.09
MCA Conservative Portfolios9.608.81
Winans Balanced 50/50 Composite9.218.71
Washington Crossing Con Alt Inc & Grow8.197.92
TSW Multi-Asset Income8.087.74
Washington Crossing Con Alt Income7.987.71
Source: Morningstar Separate Account/CIT Fund Database
Conservative Allocation5 year gross return5 year net return
MCA Conservative Portfolios10.229.39
Clark Navigator MultiStrategy 50-507.157.15
AllianzGI Income & Growth6.706.27
TSW Multi-Asset Income6.536.16
SMART Portfolio-Mod Cons-iShares Core5.335.33
Winans Balanced 50/50 Composite6.125.28
AMP Moderately Conservative5.585.26
SMART Portfolio-Mod Cons-American Core5.195.19
Morningstar Balanced - Advisor Group WMP5.165.16
ASAP Balanced Strategy5.395.14
Source: Morningstar Separate Account/CIT Fund Database
Moderate Allocation1 year gross return1 year net return
Congress Asset Mgt Balanced15.1614.61
WJA Equity Oriented (Balanced) Composite15.2514.39
Montag & Caldwell Balanced12.9712.43
Johnson Institutional Mgt Enhanced Index12.2811.91
MCM American Revival - Growth-Plus11.7811.28
Bartlett & Co. Relative Value Balanced11.5511.02
Hillman Capital Mgt Bal Cnsv11.7510.91
iSectors Post-MPT Moderate Allocation11.7610.88
1919 SRI Balanced11.0410.49
ThomasPartners Balanced Income Strategy11.2610.44
Source: Morningstar Separate Account/CIT Fund Database
Moderate Allocation5 year gross return5 year net return
MCA Balanced Portfolios11.8611.10
Johnson Institutional Mgt Enhanced Index11.0310.70
Congress Asset Mgt Balanced9.879.21
Winans Balanced 75/25 Composite9.588.67
Janus Henderson Balanced8.628.07
WJA Equity Oriented (Balanced) Composite8.697.97
Sit Inv Balanced8.777.96
Montag & Caldwell Balanced7.997.62
Investment Management of Virginia Balanc7.867.31
1919 SRI Balanced7.767.23
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2000-20101 year gross return1 year net return
FIAM Index Target Date 2010 Composite6.946.78
FIAM Index Target Date 2005 Composite6.806.64
Capital Group 2010 Tgt Date Ret Trst Cmp6.906.11
FIAM Blend Target Date 2010 Composite6.406.01
FIAM Blend Target Date 2005 Composite6.295.90
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2000-20105 year gross return5 year net return
Capital Group 2010 Tgt Date Ret Trst Cmp5.114.95
FIAM Blend Target Date 2010 Composite5.164.85
FIAM Index Target Date 2010 Composite4.714.60
FIAM Blend Target Date 2005 Composite4.644.33
FIAM Index Target Date 2005 Composite4.204.17
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2011-20151 year gross return1 year net return
FIAM Index Target Date 2015 Composite7.187.03
Capital Group 2015 Tgt Date Ret Trst Cmp6.996.20
FIAM Blend Target Date 2015 Composite6.546.14
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2011-20155 year gross return5 year net return
FIAM Blend Target Date 2015 Composite5.655.34
Capital Group 2015 Tgt Date Ret Trst Cmp5.405.25
FIAM Index Target Date 2015 Composite5.255.14
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2016-20201 year gross return1 year net return
FIAM Index Target Date 2020 Composite7.287.13
Capital Group 2020 Tgt Date Ret Trst Cmp6.886.09
FIAM Blend Target Date 2020 Composite6.486.09
Q3 Voyage Target 20202.622.11
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2016-20205 year gross return5 year net return
Capital Group 2020 Tgt Date Ret Trst Cmp5.885.72
FIAM Blend Target Date 2020 Composite5.975.65
FIAM Index Target Date 2020 Composite5.615.50
Q3 Voyage Target 20200.000.00
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2021-20251 year gross return1 year net return
FIAM Index Target Date 2025 Composite7.397.23
FIAM Blend Target Date 2025 Composite6.586.18
Capital Group 2025 Target Date Trust Cmp6.755.96
Sage Target Date 2025 Fund5.635.21
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2021-20255 year gross return5 year net return
Capital Group 2025 Target Date Trust Cmp6.456.29
FIAM Blend Target Date 2025 Composite6.275.96
FIAM Index Target Date 2025 Composite5.925.82
Sage Target Date 2025 Fund4.764.34
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2026-20301 year gross return1 year net return
FIAM Index Target Date 2030 Composite7.537.37
FIAM Blend Target Date 2030 Composite6.486.08
Capital Group 2030 Target Date Trust Cmp6.615.82
Q3 Voyage Target 20303.272.75
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2026-20305 year gross return5 year net return
Capital Group 2030 Target Date Trust Cmp7.307.14
FIAM Blend Target Date 2030 Composite6.916.60
FIAM Index Target Date 2030 Composite6.626.51
Q3 Voyage Target 20300.000.00
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2031-20351 year gross return1 year net return
FIAM Index Target Date 2035 Composite7.207.05
Capital Group 2035 Target Date Trust Cmp6.505.71
FIAM Blend Target Date 2035 Composite6.105.71
Sage Target Date 2035 Fund5.685.26
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2031-20355 year gross return5 year net return
Capital Group 2035 Target Date Trust Cmp7.967.80
FIAM Index Target Date 2035 Composite7.147.03
FIAM Blend Target Date 2035 Composite7.347.02
Sage Target Date 2035 Fund5.705.28
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2036-20401 year gross return1 year net return
FIAM Index Target Date 2040 Composite7.036.87
Capital Group 2040 Target Date Trust Cmp6.495.70
FIAM Blend Target Date 2040 Composite5.885.49
Q3 Voyage Target 20403.853.33
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2036-20405 year gross return5 year net return
Capital Group 2040 Target Date Trust Cmp8.198.03
FIAM Index Target Date 2040 Composite7.157.04
FIAM Blend Target Date 2040 Composite7.337.01
Q3 Voyage Target 20400.000.00
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2041-20451 year gross return1 year net return
FIAM Index Target Date 2045 Composite7.046.88
Capital Group 2045 Target Date Trust Cmp6.465.67
FIAM Blend Target Date 2045 Composite5.875.48
Sage Target Date 2045 Fund5.334.91
Source: Morningstar Separate Account/CIT Fund Database
Target Date 2041-20455 year gross return5 year net return
Capital Group 2045 Target Date Trust Cmp8.348.18
FIAM Index Target Date 2045 Composite7.157.04
FIAM Blend Target Date 2045 Composite7.327.00
Sage Target Date 2045 Fund6.165.73
Source: Morningstar Separate Account/CIT Fund Database
Retirement Income1 year gross return1 year net return
Beacon Dividend Income Composite10.769.54
Texas Retirement Income Strategy9.659.32
UBS PWS Diversified Income7.587.26
FIAM Index Target Date Income Composite6.646.48
UBS PWS Diversified Income w/ Muni6.736.41
PIMCO Retirement Income Model Cnsrv5.925.92
FIAM Blend Target Date Income Composite6.175.78
Advisors Capital Mgt Income w/Growth7.225.68
PIMCO Retirement Income Model-Mod Gr5.515.51
PIMCO Retirement Income Model - Balanced5.115.11
Source: Morningstar Separate Account/CIT Fund Database
Retirement Income5 year gross return5 year net return
HW Dividend Income5.845.14
Beacon Dividend Income Composite6.104.64
PIMCO Retirement Income Model-Mod Gr4.414.41
Texas Retirement Income Strategy5.253.97
PIMCO Retirement Income Model Cnsrv3.823.82
PIMCO Retirement Income Model - Balanced3.723.72
FIAM Blend Target Date Income Composite3.983.67
Horizon Real Spend 74.843.56
FIAM Index Target Date Income Composite3.553.44
Horizon Real Spend 64.193.43
Source: Morningstar Separate Account/CIT Fund Database
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