Top performing managers by category: separate accounts, 2nd Quarter 2020




Large Blend1 year gross return1 year net return
Profit Inv Mgt (PIM) Profit Social21.9121.53
Fisher US Total Return18.5218.21
FIAM Focused Large Cap Growth17.7917.14
Sparrow Large Cap16.3615.27
GCM Large Cap Value15.8214.85
AGFiQ Hedged Equity13.7713.77
Roosevelt Select Equity SMA Composite15.3513.37
Fayez Sarofim & Co. Large Cap Equity13.6213.34
GCI Select Equity14.3313.13
Slow Capital Stock13.3212.92
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth17.1415.71
Fisher US Total Return14.2113.90
Mellon Dynamic US Equity Composite13.8813.38
Stance Equity14.3713.35
BFM High Quality Dividend Appreciation14.0013.16
VanEck Morningstar Wide Moat13.1812.64
SaratogaRIM Large Cap Quality Focus13.2012.58
PanAgora Defensive US Eq Low Volatility12.7312.43
Profit Inv Mgt (PIM) Profit Social12.9712.29
Oak Associates Select Gr Portfolio12.6412.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Blend1 year gross return1 year net return
Congress SMID Growth21.1120.63
Triboro All Cap12.8712.87
Investment Management of Virginia Opport9.008.45
HIS Horizon Enh Socially Responsible8.657.22
Janus Henderson US Opportunistic Alpha7.656.97
Blackrock Russ 3000 Alpha Tilts Compt6.416.41
Day Hagan/Ned Davis Rsch Smart Sector7.066.23
Leuthold Select Industries5.013.96
Winslow Asset Mgt All Cap Equity4.183.51
Winslow Asset Mgt All Cap Balanced3.822.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Blend5 year gross return5 year net return
Blackrock Russ 3000 Alpha Tilts Compt10.4910.26
EARNEST Mid Cap Core10.939.81
TrimTabs All Cap US Free Cash Flow10.419.72
The London Co Mid Cap10.069.61
Scout Mid Cap Equity9.488.62
Argent Mid Cap Equity Composite8.718.44
Parnassus Mid Cap Composite9.198.41
Clarkston Capital Mid Cap Composite8.377.98
EARNEST Small/Mid Cap Core8.897.81
Aasgard SMid Cap8.267.79
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Blend1 year gross return1 year net return
AllianzGI Rising Disruptors MA40.4940.49
Harvey Partners Long Only Equity20.9719.80
Ironwood Inv Mgt Small Cap Core12.0410.92
Ironwood Micro Cap11.6110.50
Ironwood Inv Mgt Conc Small Cap Val11.4810.36
Investment Management of Virginia Sm Cap10.179.59
Old West Small/Mid Cap Growth4.413.52
Eagle SMID Cap ESG Select (Vermont Team)2.502.08
NIS Small Cap Equity Composite2.562.00
Burgundy US Small Cap Value Composite2.831.81
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Blend5 year gross return5 year net return
Burgundy US Small Cap Value Composite9.708.62
EARNEST Small Cap Core8.997.92
Ironwood Inv Mgt Small Cap Core8.927.84
Ironwood Micro Cap8.447.36
Jacobs Levy Small Cap (S&P 600)8.157.25
JPM US Small Cap Core-Composite7.856.87
Cooke & Bieler Small Cap Value Equity7.506.57
River Road Small-Mid Cap Val Eq Comp7.246.55
Cornerstone Diversified Small Cap Core6.856.42
Reinhart Partners Genesis PMV7.216.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Growth1 year gross return1 year net return
Zevenbergen Growth Equity56.4055.85
Baillie Gifford US Equity Growth50.7149.92
ETCM Leading Innovators Focused Gr Inst50.5049.44
Morgan Stanley Insight50.2648.68
LEIA CBI48.3248.32
Morgan Stanley Growth47.8246.79
Baron High Growth Strategy43.7342.32
Elemental Capital Focused Growth44.1541.63
Mark Focus43.4441.44
Maytech Global Growth Composite42.3840.71
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Growth5 year gross return5 year net return
Morgan Stanley Insight28.1626.90
Baillie Gifford US Equity Growth26.3025.67
Morgan Stanley Growth24.8723.97
Peregrine Capital Mgt Large Cap Growth23.9323.42
Zevenbergen Growth Equity23.2022.78
Baron High Growth Strategy21.6320.46
Morgan Stanley Advantage20.6620.17
LEIA CBI20.1520.15
Maytech Global Growth Composite21.5820.13
Slow Capital Growth19.6819.26
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Growth1 year gross return1 year net return
Morgan Stanley Discovery58.5557.28
ARK Disruptive Innovation45.1744.89
Kayne Anderson Rudnick Mid Sustain Gr34.6633.70
ARK Disruptive Innovation Strategy SMA33.4033.14
Mellon US Small/Mid Cap Growth Equity33.5732.76
Night Owl All Cap34.2132.71
Macquarie US Smid-Cap Growth Equity33.4032.49
Mellon US Mid Cap Growth Equity32.2831.31
Kayne Anderson Rudnick SMID Growth31.1830.04
Alger Mid Cap Focus Composite29.9629.10
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Growth5 year gross return5 year net return
ARK Disruptive Innovation27.1326.88
Morgan Stanley Discovery24.5723.56
APS Equity Strategy Composite24.5823.32
Night Owl All Cap22.6121.23
Kayne Anderson Rudnick Mid Sustain Gr21.7820.90
TFCM Core Growth17.9916.67
Mellon US Small/Mid Cap Growth Equity17.2516.30
Mellon US Mid Cap Growth Equity16.9916.09
Kayne Anderson Rudnick Small Cap Core17.0715.93
Riverbridge Eco Leaders Portfolio16.5815.77
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Growth1 year gross return1 year net return
TFCM Israeli Innovation55.5453.97
Morgan Stanley Inception47.6246.67
Granahan Small Cap Select46.0044.63
PVG Emerging Healthcare40.4339.36
Wasatch Small Cap Ultra Growth Composite38.8237.58
Granahan SMID Select38.9137.57
Azzad Small Cap Growth32.1730.35
Macquarie US Small Cap Growth Equity32.2729.71
Granahan Inv Mgt - Sm Cap Focused Grth30.3429.27
Silvercrest U.S. SMID Growth27.8727.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Growth5 year gross return5 year net return
Azzad Small Cap Growth27.9726.59
Granahan Inv Mgt - Sm Cap Focused Grth27.1426.24
Kayne Anderson Rudnick SC Sustain Growth24.2023.00
Wasatch Small Cap Ultra Growth Composite21.8720.69
Spouting Rock Small Cap Growth - Conc.21.4320.36
20.4519.66
Weatherbie Specialized Growth Composite20.3019.39
Granahan Small Cap Select20.3219.18
Alger Small Cap Focus SMA Composite18.9018.75
Alger Small Cap Focus Composite19.3018.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Value1 year gross return1 year net return
DCM Value Creators-US Large Cap14.6214.05
Polaris Concentrated Value15.0913.86
MFG US Sustainable Composite13.0912.19
Alpha Quant SmartALPHA® Defensive Val12.3011.07
Seizert Capital Partners Core Equity11.6011.06
Fairfax Large Cap Core9.828.18
Weatherstone High Quality Growth9.627.80
Stewart Capital Large Cap Value Port7.546.75
Cambiar Large Cap Value7.026.42
Tannin Capital Large Cap Value6.115.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Value5 year gross return5 year net return
DWA Equity12.3112.16
Polaris Concentrated Value12.9111.79
Hillman Advantage Value Equity SMA11.2410.20
Seizert Capital Partners Core Equity10.5610.03
Conning High Dividend Equity10.329.89
GLOBALT Equity Income10.249.79
Madison Dividend Income10.389.62
Columbia Dividend Value10.119.42
Cooke & Bieler Concentrated Value Equity10.309.33
WFAM Golden Disciplined US Div Yield9.569.18
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Value1 year gross return1 year net return
DOMO Concentrated All Cap Value48.0246.32
Longfellow Merger Arb14.1413.52
Azzad Mid Cap Value11.9310.23
WCM Focused Mid Cap2.172.17
AJO Managed Volatility1.101.03
Nuance Mid Cap Value Separate Account0.890.20
Jensen Quality Value Composite-0.66-1.31
Ballast Select Value Strategy-0.40-1.37
Old West Large Cap-1.67-2.56
Speece Thorson Mid-Cap Value Equity-2.39-2.99
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Value5 year gross return5 year net return
DOMO Concentrated All Cap Value14.0412.16
MAP US Multi-Cap Value Composite12.4611.35
Nuance Mid Cap Value Separate Account9.869.12
AJO Managed Volatility7.737.61
Azzad Mid Cap Value8.747.52
Clifford Capital All-Cap Value7.577.09
Silvercrest U.S. Multi Cap Value7.736.93
Longfellow Merger Arb7.646.67
Anchor Mid Cap Value Institutional7.176.43
Shapiro Capital Mgt All Cap Value7.466.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Value1 year gross return1 year net return
Brandes U.S. Small Cap Value Equity-0.28-1.19
Heartland Sm-Cap Val Strat-2.56-3.21
WCM Focused SMID Cap-4.23-4.23
Symons Small Cap Value-4.16-4.94
Brandywine Small Mid Cap Val Eq-4.62-5.48
Heartland Small-Cap Value Plus Strategy-5.28-5.91
Ballast Quality Value SmallCap-6.99-7.90
CornerCap Fundametrics SMID Cap Equity-9.41-10.32
Azzad Small Cap Value-9.10-10.45
Smith Graham Small Cap Value-10.22-10.90
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Value5 year gross return5 year net return
Sycamore Small Cap Value Comp6.705.53
Azzad Small Cap Value6.655.46
DePrince, Race & Zollo, Micro Cap Val6.295.25
Brandywine Small Mid Cap Val Eq6.035.09
CornerCap Fundametrics SMID Cap Equity5.314.27
Brandes U.S. Small Cap Value Equity4.493.53
Heartland Small-Cap Value Plus Strategy4.223.37
CornerCap Fundametrics Small4.373.29
Symons Small Cap Value3.983.11
WFAM Special US Small Cap Value Eq4.043.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Bear Market1 year gross return1 year net return
Triboro Alternative6.236.23
Federated Hermes Alternative Bear Eq.-8.39-9.53
Optimus Global Advantage All Asset-11.22-11.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Bear Market5 year gross return5 year net return
Optimus Global Advantage All Asset-0.79-1.28
Federated Hermes Alternative Bear Eq.-9.99-11.23
Triboro Alternativen/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Financial1 year gross return1 year net return
Manole Fin Tech8.066.08
Penn Capital FinTech Catalyst3.593.32
McKinley Capital Business Development Co-19.00-20.03
Confluence BDC-Wrap-21.58-22.82
Kennedy Bank Sector-22.45-23.20
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Financial5 year gross return5 year net return
Manole Fin Tech15.3013.97
Penn Capital FinTech Catalyst11.7611.49
McKinley Capital Business Development Co0.61-0.64
Confluence BDC-Wrap0.76-0.76
Kennedy Bank Sectorn/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Health1 year gross return1 year net return
ARK Genomic Revolution56.8555.71
Gerstein Fisher Cancer Research Strategy18.4018.17
Janus Henderson Global Life Sciences16.5915.85
Financial Trust Health Value0.33-0.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Health5 year gross return5 year net return
ARK Genomic Revolution20.1119.22
Janus Henderson Global Life Sciences7.316.62
Financial Trust Health Value0.50-0.75
Gerstein Fisher Cancer Research Strategyn/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Natural Resources1 year gross return1 year net return
Tortoise Global Water Composite3.122.33
KBIGI Global Resource Solution0.34-0.51
KBIGI Water Strategy-2.50-3.33
GMO Resources Strategy-13.52-14.12
Mellon Global Natural Resources-15.16-15.77
Cohen & Steers Natural Resources-16.33-16.90
VanEck Global Hard Assets Composite-18.69-19.25
Jennison Global Natural Resources-20.36-20.95
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Natural Resources5 year gross return5 year net return
Tortoise Global Water Composite10.469.52
GMO Resources Strategy6.005.29
KBIGI Water Strategy5.574.68
KBIGI Global Resource Solution3.822.94
Cohen & Steers Natural Resources0.830.19
Mellon Global Natural Resources-1.08-1.84
Jennison Global Natural Resources-6.12-6.64
VanEck Global Hard Assets Composite-8.11-8.82
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Equity Precious Metals1 year gross return1 year net return
VanEck Gold Composite54.0753.04
WFAM Precious Metals44.8643.53
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Equity Precious Metals5 year gross return5 year net return
VanEck Gold Composite17.9817.18
WFAM Precious Metals15.8814.79
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Real Estate1 year gross return1 year net return
Adelante NewCORE Strategy6.665.92
WFAM PMV REIT Equity3.953.18
Azzad REITs2.511.03
Neuberger Berman REIT0.05-0.69
Chilton Capital REIT-0.02-0.81
Sterling Stratton Real Estate Composite-1.75-2.38
Cohen & Steers US Realty Focus-3.26-3.95
Cohen & Steers US Realty TR SMA-3.72-4.44
Cohen & Steers US Realty Total Return-3.71-4.46
PGI Real Estate Equity Securities-5.66-6.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Real Estate5 year gross return5 year net return
Cohen & Steers US Realty Focus10.099.20
WFAM PMV REIT Equity9.859.03
Neuberger Berman REIT8.838.03
Azzad REITs9.117.90
Sterling Stratton Real Estate Composite7.797.15
Cohen & Steers US Realty TR SMA7.917.10
Cohen & Steers US Realty Total Return7.917.03
PGI Real Estate Equity Securities7.576.99
Chilton Capital REIT7.476.57
Heitman US Focused RE Securities6.776.10
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Technology1 year gross return1 year net return
ARK Next Generation Internet64.0662.83
Zevenbergen Genea Growth48.1046.79
ARK Industrial Innovation40.9339.88
J.P. Morgan US Technology Leaders - MA38.5538.04
Janus Henderson Gbl Tech and Innovation35.2034.31
Columbia Global Technology Growth31.7530.46
Wellington Global Technology Opps31.0730.09
Wellington Global Technology30.5029.57
AllianzGI Global Technology Equity29.5628.26
RS Science And Technology Composite29.0627.79
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Technology5 year gross return5 year net return
ARK Next Generation Internet35.2334.24
Zevenbergen Genea Growth28.3527.21
J.P. Morgan US Technology Leaders - MA25.2224.75
Janus Henderson Gbl Tech and Innovation24.3923.58
RS Science And Technology Composite24.5623.32
Columbia Global Technology Growth23.6322.43
MFS Technology Equity22.6721.78
AllianzGI Global Technology Equity22.2721.17
Wellington Global Technology Opps21.6820.77
Wellington Global Technology21.3720.48
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Utilities1 year gross return1 year net return
MFS Utilities Equity-1.57-2.21
BB Income Growth-1.45-3.42
Miller/Howard – Utilities Plus-7.60-8.53
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Utilities5 year gross return5 year net return
BB Income Growth10.498.32
Miller/Howard – Utilities Plus8.056.98
MFS Utilities Equity5.674.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Equity Energy1 year gross return1 year net return
KBIGI Energy Solutions Strategy11.8810.93
Miller/Howard Drill Bit Burn Tip® No K1s-19.78-20.60
Tortoise Energy Evolution Composite-20.59-21.30
Drill Bit to Burner Tip® No K1s SMA-23.00-25.35
Miller/Howard Drill Bit Burn Tip®-27.59-28.34
Miller/Howard Drill Bit Burner Tip® SMA-28.27-30.47
Salient C-Corp SMA Strategy-34.87-35.34
Orleans Energy Opportunities-34.80-35.47
Ivy Energy Model Portfolio-49.04-49.23
Ivy Energy Composite-50.32-50.75
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Equity Energy5 year gross return5 year net return
KBIGI Energy Solutions Strategy7.236.32
Miller/Howard Drill Bit Burn Tip® No K1s-3.22-4.19
Miller/Howard Drill Bit Burn Tip®-5.50-6.45
Drill Bit to Burner Tip® No K1s SMA-4.03-6.89
Miller/Howard Drill Bit Burner Tip® SMA-5.71-8.52
Tortoise Energy Evolution Composite-7.90-8.74
Ivy Energy Composite-11.77-12.44
Orleans Energy Opportunities-18.44-19.27
Salient C-Corp SMA Strategyn/an/a
Ivy Energy Model Portfolion/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Aggressive Allocation1 year gross return1 year net return
Congress Asset Mgt Multi-Cap Balanced11.9011.44
Nuveen Stable Gr Bal Advsr Spnsrd14.1210.78
Calamos US Opportunities Composite10.339.59
iSectors Post-MPT Growth Allocation10.139.26
C.J. Lawrence Balanced Strategy10.729.10
Atalanta Sosnoff Balanced9.478.94
Severin Moderate Growth10.298.30
Bartlett & Co. Socially Responsible Bal8.678.12
Peavine Capital Aggressive8.017.69
Confluence Growth and Income8.526.85
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Aggressive Allocation5 year gross return5 year net return
Calamos US Opportunities Composite9.909.17
Atalanta Sosnoff Balanced9.098.51
Congress Asset Mgt Multi-Cap Balanced8.808.37
Clark Navigator MultiStrategy 75-258.308.30
C.J. Lawrence Balanced Strategy9.568.23
Washington Crossing Conquest Sec Mod Gr8.428.15
Nuveen Stable Gr Bal Advsr Spnsrd11.107.83
iSectors Post-MPT Growth Allocation8.367.53
Eads & Heald Wealth Managment Bal8.367.46
Zevin Global Appreciation7.957.31
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Bank Loan1 year gross return1 year net return
PGI Bank Loans1.931.45
Octagon Senior Secured Credit0.740.08
Post Senior Loan Composite0.560.05
MacKay Hi Yld Floating Rate Composite0.33-0.25
MacKay Shields Leveraged Loan Comp0.02-0.48
Pacific Corporate Bank Loan Composite-0.20-0.70
Stone Harbor Leveraged Loans-0.83-1.11
T. Rowe Price Floating Rate Bank Loan-0.79-1.30
Shenkman Capital Mgt Bank Loan Composite-0.92-1.42
Eaton Vance Floating-Rate Loan Composite-0.97-1.44
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Bank Loan5 year gross return5 year net return
Octagon Senior Secured Credit4.714.03
Pacific Corporate Bank Loan Composite3.963.72
MacKay Hi Yld Floating Rate Composite4.043.43
Eaton Vance Floating-Rate Loan Composite3.833.34
T. Rowe Price Floating Rate Bank Loan3.442.93
Bain Capital Liquid Senior Loan3.372.90
Post Senior Loan Composite3.372.86
MacKay Shields Leveraged Loan Comp3.362.84
Aegon Bank Loans CLO3.332.81
Stone Harbor Leveraged Loans3.112.80
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Value1 year gross return1 year net return
Brandes U.S. Small Cap Value Equity-0.28-1.19
Heartland Sm-Cap Val Strat-2.56-3.21
WCM Focused SMID Cap-4.23-4.23
Symons Small Cap Value-4.16-4.94
Brandywine Small Mid Cap Val Eq-4.62-5.48
Heartland Small-Cap Value Plus Strategy-5.28-5.91
Ballast Quality Value SmallCap-6.99-7.90
CornerCap Fundametrics SMID Cap Equity-9.41-10.32
Azzad Small Cap Value-9.10-10.45
Smith Graham Small Cap Value-10.22-10.90
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Value5 year gross return5 year net return
Sycamore Small Cap Value Comp6.705.53
Azzad Small Cap Value6.655.46
DePrince, Race & Zollo, Micro Cap Val6.295.25
Brandywine Small Mid Cap Val Eq6.035.09
CornerCap Fundametrics SMID Cap Equity5.314.27
Brandes U.S. Small Cap Value Equity4.493.53
Heartland Small-Cap Value Plus Strategy4.223.37
CornerCap Fundametrics Small4.373.29
Symons Small Cap Value3.983.11
WFAM Special US Small Cap Value Eq4.043.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Value1 year gross return1 year net return
DOMO Concentrated All Cap Value48.0246.32
Longfellow Merger Arb14.1413.52
Azzad Mid Cap Value11.9310.23
WCM Focused Mid Cap2.172.17
AJO Managed Volatility1.101.03
Nuance Mid Cap Value Separate Account0.890.20
Jensen Quality Value Composite-0.66-1.31
Ballast Select Value Strategy-0.40-1.37
Old West Large Cap-1.67-2.56
Speece Thorson Mid-Cap Value Equity-2.39-2.99
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Value5 year gross return5 year net return
DOMO Concentrated All Cap Value14.0412.16
MAP US Multi-Cap Value Composite12.4611.35
Nuance Mid Cap Value Separate Account9.869.12
AJO Managed Volatility7.737.61
Azzad Mid Cap Value8.747.52
Clifford Capital All-Cap Value7.577.09
Silvercrest U.S. Multi Cap Value7.736.93
Longfellow Merger Arb7.646.67
Anchor Mid Cap Value Institutional7.176.43
Shapiro Capital Mgt All Cap Value7.466.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Value1 year gross return1 year net return
DCM Value Creators-US Large Cap14.6214.05
Polaris Concentrated Value15.0913.86
MFG US Sustainable Composite13.0912.19
Alpha Quant SmartALPHA® Defensive Val12.3011.07
Seizert Capital Partners Core Equity11.6011.06
Fairfax Large Cap Core9.828.18
Weatherstone High Quality Growth9.627.80
Stewart Capital Large Cap Value Port7.546.75
Cambiar Large Cap Value7.026.42
Tannin Capital Large Cap Value6.115.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Value5 year gross return5 year net return
DWA Equity12.3112.16
Polaris Concentrated Value12.9111.79
Hillman Advantage Value Equity SMA11.2410.20
Seizert Capital Partners Core Equity10.5610.03
Conning High Dividend Equity10.329.89
GLOBALT Equity Income10.249.79
Madison Dividend Income10.389.62
Columbia Dividend Value10.119.42
Cooke & Bieler Concentrated Value Equity10.309.33
WFAM Golden Disciplined US Div Yield9.569.18
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Growth1 year gross return1 year net return
TFCM Israeli Innovation55.5453.97
Morgan Stanley Inception47.6246.67
Granahan Small Cap Select46.0044.63
PVG Emerging Healthcare40.4339.36
Wasatch Small Cap Ultra Growth Composite38.8237.58
Granahan SMID Select38.9137.57
Azzad Small Cap Growth32.1730.35
Macquarie US Small Cap Growth Equity32.2729.71
Granahan Inv Mgt - Sm Cap Focused Grth30.3429.27
Silvercrest U.S. SMID Growth27.8727.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Growth5 year gross return5 year net return
Azzad Small Cap Growth27.9726.59
Granahan Inv Mgt - Sm Cap Focused Grth27.1426.24
Kayne Anderson Rudnick SC Sustain Growth24.2023.00
Wasatch Small Cap Ultra Growth Composite21.8720.69
Spouting Rock Small Cap Growth - Conc.21.4320.36
20.4519.66
Weatherbie Specialized Growth Composite20.3019.39
Granahan Small Cap Select20.3219.18
Alger Small Cap Focus SMA Composite18.9018.75
Alger Small Cap Focus Composite19.3018.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Growth1 year gross return1 year net return
Morgan Stanley Discovery58.5557.28
ARK Disruptive Innovation45.1744.89
Kayne Anderson Rudnick Mid Sustain Gr34.6633.70
ARK Disruptive Innovation Strategy SMA33.4033.14
Mellon US Small/Mid Cap Growth Equity33.5732.76
Night Owl All Cap34.2132.71
Macquarie US Smid-Cap Growth Equity33.4032.49
Mellon US Mid Cap Growth Equity32.2831.31
Kayne Anderson Rudnick SMID Growth31.1830.04
Alger Mid Cap Focus Composite29.9629.10
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Growth5 year gross return5 year net return
ARK Disruptive Innovation27.1326.88
Morgan Stanley Discovery24.5723.56
APS Equity Strategy Composite24.5823.32
Night Owl All Cap22.6121.23
Kayne Anderson Rudnick Mid Sustain Gr21.7820.90
TFCM Core Growth17.9916.67
Mellon US Small/Mid Cap Growth Equity17.2516.30
Mellon US Mid Cap Growth Equity16.9916.09
Kayne Anderson Rudnick Small Cap Core17.0715.93
Riverbridge Eco Leaders Portfolio16.5815.77
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Growth1 year gross return1 year net return
Zevenbergen Growth Equity56.4055.85
Baillie Gifford US Equity Growth50.7149.92
ETCM Leading Innovators Focused Gr Inst50.5049.44
Morgan Stanley Insight50.2648.68
LEIA CBI48.3248.32
Morgan Stanley Growth47.8246.79
Baron High Growth Strategy43.7342.32
Elemental Capital Focused Growth44.1541.63
Mark Focus43.4441.44
Maytech Global Growth Composite42.3840.71
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Growth5 year gross return5 year net return
Morgan Stanley Insight28.1626.90
Baillie Gifford US Equity Growth26.3025.67
Morgan Stanley Growth24.8723.97
Peregrine Capital Mgt Large Cap Growth23.9323.42
Zevenbergen Growth Equity23.2022.78
Baron High Growth Strategy21.6320.46
Morgan Stanley Advantage20.6620.17
LEIA CBI20.1520.15
Maytech Global Growth Composite21.5820.13
Slow Capital Growth19.6819.26
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Blend1 year gross return1 year net return
AllianzGI Rising Disruptors MA40.4940.49
Harvey Partners Long Only Equity20.9719.80
Ironwood Inv Mgt Small Cap Core12.0410.92
Ironwood Micro Cap11.6110.50
Ironwood Inv Mgt Conc Small Cap Val11.4810.36
Investment Management of Virginia Sm Cap10.179.59
Old West Small/Mid Cap Growth4.413.52
Eagle SMID Cap ESG Select (Vermont Team)2.502.08
NIS Small Cap Equity Composite2.562.00
Burgundy US Small Cap Value Composite2.831.81
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Small Blend5 year gross return5 year net return
Burgundy US Small Cap Value Composite9.708.62
EARNEST Small Cap Core8.997.92
Ironwood Inv Mgt Small Cap Core8.927.84
Ironwood Micro Cap8.447.36
Jacobs Levy Small Cap (S&P 600)8.157.25
JPM US Small Cap Core-Composite7.856.87
Cooke & Bieler Small Cap Value Equity7.506.57
River Road Small-Mid Cap Val Eq Comp7.246.55
Cornerstone Diversified Small Cap Core6.856.42
Reinhart Partners Genesis PMV7.216.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Blend1 year gross return1 year net return
Congress SMID Growth21.1120.63
Triboro All Cap12.8712.87
Investment Management of Virginia Opport9.008.45
HIS Horizon Enh Socially Responsible8.657.22
Janus Henderson US Opportunistic Alpha7.656.97
Blackrock Russ 3000 Alpha Tilts Compt6.416.41
Day Hagan/Ned Davis Rsch Smart Sector7.066.23
Leuthold Select Industries5.013.96
Winslow Asset Mgt All Cap Equity4.183.51
Winslow Asset Mgt All Cap Balanced3.822.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Mid-Cap Blend5 year gross return5 year net return
Blackrock Russ 3000 Alpha Tilts Compt10.4910.26
EARNEST Mid Cap Core10.939.81
TrimTabs All Cap US Free Cash Flow10.419.72
The London Co Mid Cap10.069.61
Scout Mid Cap Equity9.488.62
Argent Mid Cap Equity Composite8.718.44
Parnassus Mid Cap Composite9.198.41
Clarkston Capital Mid Cap Composite8.377.98
EARNEST Small/Mid Cap Core8.897.81
Aasgard SMid Cap8.267.79
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Blend1 year gross return1 year net return
Profit Inv Mgt (PIM) Profit Social21.9121.53
Fisher US Total Return18.5218.21
FIAM Focused Large Cap Growth17.7917.14
Sparrow Large Cap16.3615.27
GCM Large Cap Value15.8214.85
AGFiQ Hedged Equity13.7713.77
Roosevelt Select Equity SMA Composite15.3513.37
Fayez Sarofim & Co. Large Cap Equity13.6213.34
GCI Select Equity14.3313.13
Slow Capital Stock13.3212.92
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Large Blend5 year gross return5 year net return
Euclid Advisory Large Cap Growth17.1415.71
Fisher US Total Return14.2113.90
Mellon Dynamic US Equity Composite13.8813.38
Stance Equity14.3713.35
BFM High Quality Dividend Appreciation14.0013.16
VanEck Morningstar Wide Moat13.1812.64
SaratogaRIM Large Cap Quality Focus13.2012.58
PanAgora Defensive US Eq Low Volatility12.7312.43
Profit Inv Mgt (PIM) Profit Social12.9712.29
Oak Associates Select Gr Portfolio12.6412.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long/Short Equity1 year gross return1 year net return
FM Integrated Alpha Long / Short25.5325.53
Robinson Market Opportunity14.2113.25
Wellington Hedged Alpha Opportunities5.734.95
Quantum Hedged Equity5.414.52
BP Emerging Markets L/S Equity5.143.70
PVG Dynamic Core ETF4.383.11
Epoch Global Absolute Return3.942.88
Frontier Asset Mgmt Absolute Return Plus2.831.55
Frontier Asset Mgmt Absolute Return2.230.96
AGFiQ Core ETF Absolute Return0.400.40
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long/Short Equity5 year gross return5 year net return
QMA US Core Equity Extended8.177.47
Robinson Market Opportunity7.436.50
PVG Dynamic Core ETF5.954.80
Epoch Global Absolute Return5.884.74
River Road Long-Short Equity5.424.42
Quantum Hedged Equity5.394.41
WFAM Analytic Global Long/Short Eq5.004.32
Elite Tactical Long/Short5.244.26
Wellington Hedged Alpha Opportunities4.783.99
Frontier Asset Mgmt Absolute Return Plus4.483.76
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Leveraged Net Long1 year gross return1 year net return
PVG Absolute Tactical Return20.5419.10
JPM US Large Cap Core 130/30-Composite13.0212.23
UBS: US Equity Opportunity Unconstrained9.319.18
LA Capital U.S. Large Cap Active Exten9.058.60
WFAM Analytic Core Eq Plus (SP500)8.467.96
Martingale 130/30 LargeCap Growth7.086.37
Lazard Global 130/303.682.80
AQR Capital US Relaxed Constraint 402.561.99
MacKay Shields US Equity Opportunities-0.40-1.00
Constantia Large Cap 130/30-1.07-1.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Leveraged Net Long5 year gross return5 year net return
PVG Absolute Tactical Return13.0411.66
LA Capital U.S. Large Cap Active Exten12.0611.65
Martingale 130/30 LargeCap Growth11.0610.28
JPM US Large Cap Core 130/30-Composite10.8410.03
Martingale Low Volatility Lg/Shrt LgCp+10.319.54
UBS: US Equity Opportunity Unconstrained8.948.81
WFAM Analytic Core Eq Plus (SP500)8.958.46
AQR Capital US Relaxed Constraint 408.287.65
Constantia Large Cap 130/308.017.36
Martingale 130/30 LargeCap Core 5007.726.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Market Neutral1 year gross return1 year net return
JPM US Research Market Neutral-Composite9.348.54
Q3 Bull Cipher6.724.36
SSI Convertible Income4.323.31
Constantia Merger-Arbitrage-0.32-0.85
DCM Merger Arbitrage-0.64-1.13
PSI Managed Volatility-3.67-4.62
Invesco US Market Neutral Equity-6.79-6.79
Convergence Market Neutral-8.41-9.35
Martingale Equity Market Neutral-10.04-10.96
PIMCO RAE Fundamental Advantage PLUS-11.24-12.02
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Market Neutral5 year gross return5 year net return
Constantia Merger-Arbitrage4.493.92
SSI Convertible Income4.673.65
DCM Merger Arbitrage3.352.83
JPM US Research Market Neutral-Composite3.632.76
Convergence Market Neutral2.071.02
Invesco US Market Neutral Equity-0.42-0.42
PSI Managed Volatility0.26-0.74
PIMCO RAE Fundamental Advantage PLUS-2.07-2.94
Martingale Equity Market Neutral-3.79-4.76
PVG Loss Averse Equity Income-4.00-5.34
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Stock1 year gross return1 year net return
Baillie Gifford Long Term Global Growth57.4956.38
ETCM Global Innovators Focused Growth47.4646.26
Baron Global Advantage Strategy47.2546.07
DSM Global Focus Equity35.4934.20
OFI Global Global Value34.9133.97
Blackcrane Global Equity34.2833.62
Jennison Global Equity Opportunities33.6732.67
Baillie Gifford Global Stewardship30.4029.72
Sparrow World Total Return30.9829.54
Columbia Focused Global26.7925.71
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Stock5 year gross return5 year net return
Baillie Gifford Long Term Global Growth23.7222.86
Baron Global Advantage Strategy22.5422.04
Morgan Stanley Global Opportunity19.6818.48
ARI Global Opportunities (ESG)18.6318.28
Jennison Global Equity Opportunities17.6316.75
Polen Global Growth - ADR16.0915.39
WCM Quality Global Growth15.9215.32
Hardman Johnston Global Equity16.0715.27
T. Rowe Price Glb Focused Growth Equity15.8515.17
Wellington Global Fundamental Growth AUS15.7614.90
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Value1 year gross return1 year net return
Weatherstone Int'l High Quality Growth2.901.15
Dana International ADR1.691.05
WGI Developed Markets Ex-U.S. Composite0.970.43
Columbia International Equity-0.87-1.73
Mondrian Global All Countries World Eq-1.63-2.27
GMO Intnl Dvlpd Eqt Allctn Strtgy-1.77-2.46
GMO International Equity Strategy-1.87-2.58
GMO Intnl All Cntry Eqt Allct Strg-2.39-3.12
Foresight Global Value Composite-3.39-3.47
1919 SRI International ADR Equity-2.94-3.91
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Value5 year gross return5 year net return
Mondrian Global All Countries World Eq6.065.37
Foresight Global Value Composite4.674.65
Acadian ACW ex-U.S. Equity Composite5.214.43
Columbia International Equity4.673.83
State Street Int’l Value Spotlight1.203.29
Acadian ACWI ex-US Value Composite3.943.17
Logan International Dividend ADR2.251.88
NT Quality Large Cap Core Intl1.611.19
GMO Intnl All Cntry Eqt Allct Strg1.921.15
Schafer Cullen Intl High Dividend1.591.02
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Blend1 year gross return1 year net return
FT VMV Developed Markets ex US22.5921.08
ARI EAFE12.5511.43
Ninety One International Franchise10.2210.22
Financial Trust Intl ValueMomentum7.826.48
Int'l Alpha (ACWI Ex-US) Equities6.996.42
Acadian Global Sustainable Eq Composite6.085.29
Schroders International Alpha6.185.25
Schroders International Alpha ADR4.624.39
Wellington International Dividend Growth3.222.56
Thornburg International ADR Sep Acct2.762.28
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Blend5 year gross return5 year net return
ARI EAFE8.968.63
Int'l Alpha (ACWI Ex-US) Equities6.687.67
FT VMV Developed Markets ex US8.607.26
Acadian Non-US Focused Alpha Composite7.196.23
Acadian Global Sustainable Eq Composite6.605.81
Schroders International Alpha6.085.10
AB International Strategic Core Equity5.685.10
Acadian Non-U.S. Equity Composite5.845.06
WCM Focused International Value5.144.90
Schroders International Alpha ADR4.914.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Growth1 year gross return1 year net return
Sands International Growth Equity Comp.34.0832.98
Baillie Gifford International Growth31.2630.48
Jennison Intl Eq Opportunities Cmpst28.0227.19
AllianzGI International Equity Growth25.2024.27
Morgan Stanley International Opportunity24.3423.10
Thornburg International Growth Sep Acct17.3716.42
Axiom International Equity Strategy16.4215.46
Calamos International Growth Composite15.7314.62
WCM Focused Growth International ADR15.0114.42
WCM Inv Mgt Focused Growth Intl15.1814.41
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Large Growth5 year gross return5 year net return
Morgan Stanley International Opportunity16.3415.16
Morgan Stanley International Advantage14.0812.88
Jennison Intl Eq Opportunities Cmpst13.2812.72
Baillie Gifford International Growth13.0412.37
WCM Focused Growth International ADR13.0612.34
WCM Inv Mgt Focused Growth Intl12.7912.07
AllianzGI International Equity Growth12.3111.47
GQG Partners International Equity11.8311.03
Lazard Global Quality Growth11.0010.31
MFS International Intrinsic Value Equity9.818.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Small/Mid Value1 year gross return1 year net return
DCM Global Ex-US Small Cap Structured-0.46-1.31
Runde Int'l Small-Cap Value-1.44-1.88
GlobeFlex International Micro Cap Cmpst-2.10-2.98
Mondrian Emerging Markets Small Cap Eq-2.97-4.10
Rice Hall James International Small Cap-5.15-5.15
QMA International Small Cap Equity-5.93-6.73
Metis Global Micro Cap Equity-7.79-8.79
SSgA International Small Cap Active-8.10-8.79
Brandes International Sm-Mid Cap Equity-8.34-9.10
Metis International Micro Cap Equity-9.39-10.18
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Small/Mid Value5 year gross return5 year net return
DCM Global Ex-US Small Cap Structured4.533.64
Rice Hall James International Small Cap3.783.21
GlobeFlex International Micro Cap Cmpst2.671.75
LMCG Int'l Sm Cap Eq2.051.03
Causeway International Small Cap1.820.90
QMA International Small Cap Equity1.540.68
LSV Asset Mgt Intl Sm-Cap Val Eq1.490.48
Renaissance International Small Cap Eq0.910.20
SSgA International Small Cap Active1.500.13
Brandes International Sm-Mid Cap Equity0.32-0.57
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Small/Mid Growth1 year gross return1 year net return
WCM International Small Cap Growth31.1430.66
Pinnacle International Small Cap Equity19.1917.73
Axiom International Small Cap Strategy17.7916.67
Oberweis Intl Opportunities16.8615.86
Wasatch Int'l Micro Cap Composite17.3615.81
Brown Capital Intl Small Company13.1512.17
T. Rowe Price International Small-Cap Eq13.0211.98
American Century Non-U.S. Small Cap12.8011.65
Artisan Non-U.S. Small-Mid Growth Comp12.2911.12
AllianzGI International Small Cap Equity0.3210.60
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Foreign Small/Mid Growth5 year gross return5 year net return
WCM International Small Cap Growth17.6217.03
Brown Capital Intl Small Company16.2815.65
TH & B International Opportunities12.1710.89
Wasatch Int'l Micro Cap Composite12.4110.66
Axiom International Small Cap Strategy11.5010.44
GW&K International Small Cap Strategy11.059.95
Kayne Anderson Rudnick SC International10.849.74
OFI Global International Small-Mid Cap10.709.71
T. Rowe Price International Small-Cap Eq9.418.38
Global Equity - Small Cap8.968.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Latin America Stock1 year gross return1 year net return
Morgan Stanley Latin America Equity-25.62-26.12
T. Rowe Price Latin America Equity-25.76-26.41
Latin American Equity-32.32-32.99
Financial Trust Latin Value Momentum-44.90-45.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Latin America Stock5 year gross return5 year net return
T. Rowe Price Latin America Equity1.590.73
Morgan Stanley Latin America Equity-0.56-1.17
Latin American Equity-0.38-1.38
Financial Trust Latin Value Momentum-2.94-4.13
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Europe Stock1 year gross return1 year net return
Baillie Gifford Europe ex UK22.0621.37
Baillie Gifford Pan-Europe10.429.76
T. Rowe Price Europe Smaller Comp Equity8.447.69
NS Partners European Equity6.796.13
T. Rowe Price Europe ex-UK Equity1.380.86
T. Rowe Price Europe Equity0.680.16
Financial Trust Europe ValueMomentum1.09-0.16
Wellington Strategic European Equity0.07-0.66
PGI European Equity-0.47-0.90
BNP Paribas Europe High Conviction Eqty-1.12-1.52
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Europe Stock5 year gross return5 year net return
Baillie Gifford Europe ex UK11.7811.12
T. Rowe Price Europe Smaller Comp Equity8.317.52
Baillie Gifford Pan-Europe7.116.42
Wellington Strategic European Equity6.025.25
T. Rowe Price Europe ex-UK Equity5.585.06
Mellon Euroland Small Cap Equity5.964.95
NS Partners European Equity4.984.35
PGI European Equity4.804.35
Acadian European Equity Composite4.974.19
Burgundy European Equity Composite4.383.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Japan Stock1 year gross return1 year net return
T. Rowe Price Japan Equity14.9814.36
Burgundy Focus Asian Composite14.7213.88
FIAM Japan Growth13.0112.11
Burgundy Asian (All Cap) Composite10.979.87
DS_ Japan Equity Fundamental Active9.018.47
MFS Japan Equity6.655.98
Baillie Gifford Japan Growth5.624.98
Acadian Japanese Equity Composite4.503.72
Lazard Japanese Equity2.672.31
Lazard Japanese Strategic Equity1.661.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Japan Stock5 year gross return5 year net return
T. Rowe Price Japan Equity11.0410.42
Burgundy Focus Asian Composite11.1810.31
Burgundy Asian (All Cap) Composite11.1510.05
DS_ Japan Equity SmallCap Absolute Value10.399.63
Baillie Gifford Japan Growth7.747.10
Baillie Gifford Japan All Cap7.727.03
FIAM Japan Growth5.484.64
MFS Japan Equity5.174.50
DS_ Japan Equity High Conviction Value4.724.20
Lazard Japanese Equity4.273.94
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Pacific/Asia ex-Japan Stk1 year gross return1 year net return
Baillie Gifford Asia ex Japan26.0625.23
Morgan Stanley Asia Opportunity26.6325.22
AllianzGI Total Return Asia Equity21.8719.46
Fisher Investments Asia ex-Japan Equity11.6311.63
T. Rowe Price Asia ex-Japan Equity11.4910.72
T. Rowe Price Asia Opportunities Eq Comp10.749.98
AllianzGI Asia-Pfc ex Japan Eq(Core Reg)7.786.78
RBC Asia ex Japan Equity3.652.68
Morgan Stanley Asia Equity1.991.73
Morgan Stanley Asia Pacific Equity1.340.84
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Pacific/Asia ex-Japan Stk5 year gross return5 year net return
Baillie Gifford Asia ex Japan10.9710.23
T. Rowe Price Asia Opportunities Eq Comp9.408.64
T. Rowe Price Asia ex-Japan Equity7.786.96
Lazard Emg Markets Eq Blend Asia ADR7.146.53
Ninety One Asia Pacific Ex Japan6.665.97
RBC Asia ex Japan Equity6.975.97
MFS Asia Pacific ex Japan6.745.95
AllianzGI Total Return Asia Equity7.465.47
MFS Asia ex Japan Equity6.245.46
Fisher Investments Asia ex-Japan Equity5.845.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Diversified Pacific/Asia1 year gross return1 year net return
Financial Trust Asia ValueMomentum26.5925.04
ARI Asia Pacific12.3811.23
Sit Inv Pac Basin7.286.32
Asia Pacific inc Japan Equity6.515.45
Impax Asia-Pacific Strategy Composite4.373.34
State Street Asia Pac Value Spotlight2.161.51
Accuvest Asian Advantage2.081.41
Horizon Asia Institutional1.220.21
Asia Pacific Separately Mangaed Account-5.82-6.48
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Diversified Pacific/Asia5 year gross return5 year net return
ARI Asia Pacific11.0510.71
Financial Trust Asia ValueMomentum11.089.70
Sit Inv Pac Basin6.435.48
State Street Asia Pac Value Spotlight5.534.90
Asia Pacific inc Japan Equity5.784.72
Asia Pacific Separately Mangaed Account5.144.28
Impax Asia-Pacific Strategy Composite4.713.67
Accuvest Asian Advantage1.901.23
Horizon Asia Institutional1.500.49
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Diversified Emerging Mkts1 year gross return1 year net return
Artisan Developing World Composite39.3237.90
Jennison Emerging Markets27.0926.20
Sands Capital Emerging Markets Growth18.5917.61
Morgan Stanley Emerging Markets Leaders17.9016.95
Oberweis Emerging Markets17.4116.17
Wasatch EM Small Cap Composite17.6916.04
Calamos Emerging Economies Composite17.1915.91
Champlain Emerging Markets Composite15.8414.76
Wasatch EM Select Composite14.6714.05
William Blair Emerging Markets Growth14.7413.60
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Diversified Emerging Mkts5 year gross return5 year net return
Artisan Developing World Composite16.4215.22
Jennison Emerging Markets9.909.16
JPM GEM Discovery-Composite9.748.94
WCM Inv Mgt Emerging Markets9.048.59
Sands Capital Emerging Markets Growth9.698.49
Baillie Gifford Emerging Markets Lead Co8.667.80
SGA Emerging Markets Growth8.757.57
JPM GEM Focused-Composite8.427.55
Wellington Emerging Markets Equity (AUD)8.387.30
Morgan Stanley Emerging Markets Leaders8.357.26
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Global Real Estate1 year gross return1 year net return
PGI Real Estate Core Property2.781.60
Cohen & Steers European Real Estate Secs1.470.69
Timbercreek Global Focused RE-3.67-4.15
Morgan Stanley Glbl Infrastructure Sec-3.97-4.70
Timbercreek Global Real Estate Core-5.36-5.68
American Century Global Real Estate-5.49-5.80
Janus Henderson Global Eq-Property Eq-4.05-5.90
Neuberger Berman Global REIT - ISA-5.49-6.20
Timbercreek Core International RE-6.87-7.24
Chilton Global Real Estate-7.15-7.54
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Global Real Estate5 year gross return5 year net return
Cohen & Steers European Real Estate Secs8.227.26
PGI Real Estate Core Property8.397.15
Timbercreek Global Focused RE7.426.80
Cohen & Steers Global Realty Focus7.646.68
Global REIT Income Preference6.215.49
Duff&Phelps Glbl Real Estate Securities6.215.41
Janus Henderson Global Eq-Property Eq7.385.37
Neuberger Berman Global REIT - ISA5.474.69
Timbercreek Core International RE5.024.44
Timbercreek Global Real Estate Core4.934.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Bond1 year gross return1 year net return
WFAM Global Bond Opportunity7.557.23
WFAM Global Bond (Hedged)7.477.15
Wellington Global Bond Unhedged (AUD)7.407.02
WFAM Global Investment Grade Credit7.447.01
UBS: Global Aggregate Bond6.956.73
Janus Henderson Global Multi-Sector Bond7.026.56
T. Rowe Price Global Agg Bond Strategy6.826.48
BlackRock Glbl Bond6.306.15
Western Asset Global Aggregate6.405.99
Mondrian Inv Glbl Fix-Inc6.205.73
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Bond5 year gross return5 year net return
Wellington Global Bond Unhedged (AUD)6.386.01
PGIM Fixed Income Global Total Return6.185.81
Wellington Opportunistic Fixed Income6.115.50
MFS Global Aggregate Opportunistic FI5.935.49
T. Rowe Price Gbl Invmt Grade Corp Bond5.675.35
MacKay Global Hi Yld Constrained Comp4.994.98
PIMCO Global Aggregate Hedged5.284.85
PIMCO International Bond USD-Hedged5.364.83
UBS: Global Aggregate Bond4.924.71
PIMCO Global Government Hedged4.714.52
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


High Yield Bond1 year gross return1 year net return
Eagle Core Plus Fixed Income8.848.57
Clark Navigator Fixed Inc TR7.887.88
Clark Navigator Fixed Inc TR (Wells)7.887.51
Braver Tactical High Income8.186.57
Weatherstone Managed High Yield8.216.13
Diamond Hill High Yield6.015.48
TCW High Yield6.095.37
Potomac High Yield Plus7.364.70
Aristotle Strategic Credit - Composite5.164.58
MetLife Inv. Mgmt. High Yield Mid-Grade3.943.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


High Yield Bond5 year gross return5 year net return
Diamond Hill High Yield8.137.65
Clark Navigator Fixed Inc TR6.646.64
Clark Navigator Fixed Inc TR (Wells)6.646.27
Diamond Hill Corporate Credit6.576.10
Artisan High Income6.595.84
T. Rowe Price US High Yield Bd (Phila.)6.215.68
Horizon High Yield Opportunity Instl6.515.45
MacKay Select High Yield Composite6.055.39
PineBridge High Yield Bond Composite5.865.39
PGIM US Broad Market High Yield5.855.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate Government1 year gross return1 year net return
CS McKee Broad Government Fixed11.6011.31
Northern Trust Government Index10.4610.30
Great Lakes Core Government Only9.779.68
M.D. Sass Core Fix-Inc9.108.78
MFS US Government Fixed Income8.398.08
Intermediate Sustainable Fixed Income7.617.24
Breckinridge Intermediate Fixed Income7.577.19
SSgA Intermediate U.S. Govt Bond Index7.077.00
Northern Trust Intermediate Government7.096.93
RBC Access Capital Community Investing6.826.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate Government5 year gross return5 year net return
CS McKee Broad Government Fixed4.544.16
M.D. Sass Core Fix-Inc4.294.00
Great Lakes Core Government Only4.083.99
Semper Active Mortgage-Backed Securities4.313.98
Northern Trust Government Index4.123.96
MFS US Government Fixed Income3.993.69
Columbia US Government Mortgage4.023.52
RBC Access Capital Community Investing3.553.12
Community Core Fixed Income Composite3.473.09
DBF Interm Mortgage-Backed Securities3.303.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate-Term Bond1 year gross return1 year net return
Reams Core Fixed Income16.1815.90
Brandywine Global U.S. Fixed Income14.1413.80
EARNEST Fixed Income Long Duration13.6613.26
Jennison Active Core11.2911.14
WFAM U.S. Aggregate Income Focus11.0210.69
IR+M Gov/Credit10.9910.66
BlackRock Corporates10.7910.59
Reinhart Partners Active Core FI10.7010.54
Pacific Income Market Duration10.9310.48
HGK Fixed Income Pension Co10.7710.47
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate-Term Bond5 year gross return5 year net return
Brandywine Global U.S. Fixed Income8.608.28
EARNEST Fixed Income Long Duration6.916.54
BBH Core Fixed Income6.266.00
AB US Investment Grade Corporates6.185.93
Reams Core Fixed Income5.935.67
BlackRock Corporates5.505.30
Spectrum Preferred Securities5.545.30
WFAM U.S. Aggregate Income Focus5.565.24
FIAM Broad Market Duration Composite5.435.13
Western Asset US Core5.405.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short Government1 year gross return1 year net return
Capital Group PCS Core Bond Composite7.567.56
Federated Hermes Short-Interm U.S. Gov7.046.74
PNC Cap Adv Intermediate U.S. Governemnt6.966.69
Atlanta High Quality Intermediate6.706.32
Sterling Intermediate Government SMA6.926.28
M.D. Sass 3-Year FI6.516.06
Eagle Government Securities Inst6.395.82
Sterling Short Term Government SMA5.405.05
Morgan Stanley U.S. Mortgage5.064.96
Thornburg Limited Term U.S. Government5.254.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short Government5 year gross return5 year net return
Capital Group PCS Core Bond Composite3.573.57
Morgan Stanley U.S. Mortgage3.233.07
Atlanta High Quality Intermediate3.262.90
M.D. Sass 3-Year FI3.282.87
Sit Inv Short Dur Strat3.182.77
PNC Cap Adv Intermediate U.S. Governemnt2.992.73
Federated Hermes Short-Interm U.S. Gov2.932.62
Eagle Government Securities Inst3.142.54
Thornburg Limited Term U.S. Government2.762.38
Sterling Intermediate Government SMA3.022.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short-Term Bond1 year gross return1 year net return
BlackRock Core Bond Enhcd Idx9.599.46
Reams Intermediate Fixed Income9.399.12
BlackRock Core PLUS9.249.03
Buckhead Intermediate Taxable Fixed8.388.22
Ziegler Cap Intermediate Fixed Income8.528.08
Wellington Intermediate Bond8.268.00
Reinhart Active Interm Catholic Values8.147.95
PNC Cap Adv Interm Govt/Credit Fixed Inc8.127.74
Reinhart Partners Active Interm FI7.967.70
Congress Asset Mgt Core Fixed Income8.107.67
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short-Term Bond5 year gross return5 year net return
BlackRock Core Bond Enhcd Idx4.694.59
BlackRock Core PLUS4.714.54
Templeton Taxable Municipal Intermediate4.754.49
Aegon Structured Finance4.484.17
Reams Intermediate Fixed Income4.243.99
Madison Corporate Bond Ladder 1-10 Yr4.183.97
WFAM U.S. Intermediate Income Focus4.213.90
Wellington Intermediate Bond4.153.84
Dodge & Cox Intermediate FI Composite4.093.78
Sawgrass Intermediate Fixed Income4.073.74
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Ultrashort Bond1 year gross return1 year net return
DBF Short Duration Govt/Agency4.644.10
Janus Henderson Short Duration Bond4.433.83
Lazard US Short Duration Fixed Income3.933.66
Sterling Enhanced Cash Institutional3.473.32
Morgan Stanley U.S. Short Duration3.323.26
Schroders Enhanced Securitized3.653.14
Federated Hermes Low Duration Broad3.353.12
Mellon Ultra Short Government/Credit3.213.10
PNC Cap Adv Ultra Short Duration3.293.08
Chandler Ultra Short Bond3.062.82
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Ultrashort Bond5 year gross return5 year net return
Schroders Enhanced Securitized4.744.22
FIAM Leveraged Loan Composite3.122.60
Federated Hermes Trade Finance3.242.36
Federated Hermes Low Duration Broad2.632.35
RBC US Ultra Short Duration: Full Style2.472.27
PIMCO Short Term2.642.20
Federated Hermes Active Cash Broad2.272.06
Janus Henderson Short Duration Bond2.612.04
Calvert Ultra-Short Duration Bond2.231.98
Garcia Hamilton Short Duration Opp2.111.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long Government1 year gross return1 year net return
Aegon Long US Treasury Strips35.8835.71
Barrow Hanley Extended Duration34.5434.23
NISA 15+ STRIPS Fixed Income Composite34.2834.15
Hoisington Inv Mgt Macroeconomic FI Comp29.9629.71
PIMCO Long Bond Extended Duration27.0826.68
SSgA Long U.S. Govt Bond Index Strategy25.2025.08
PIMCO Long Duration Treasury25.6925.07
Hillswick Long Duration Government22.3821.91
DoubleLine Long Duration Total Return20.1619.84
W.E. DonoghuePowerTreasuryIndexPortfolio15.1614.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long Government5 year gross return5 year net return
Barrow Hanley Extended Duration12.7812.51
NISA 15+ STRIPS Fixed Income Composite12.4312.24
PIMCO Long Bond Extended Duration11.9811.58
Hoisington Inv Mgt Macroeconomic FI Comp10.3410.12
Hillswick Long Duration Government10.369.89
SSgA Long U.S. Govt Bond Index Strategy9.169.09
PIMCO Long Duration Treasury9.498.96
DoubleLine Long Duration Total Return8.657.73
Sterling Full Term Govt Credit SMA Wrapn/an/a
W.E. DonoghuePowerTreasuryIndexPortfolion/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long-Term Bond1 year gross return1 year net return
Barrow Hanley Long Government/Credit22.3321.90
IR+M Long Government Credit21.9821.63
Jennison Active Long Gov/Credit21.6721.47
MetLife Inv. Mgmt. Long Duration G/C21.7321.37
Schroders Value Long Duration21.4021.20
Loomis Sayles Long Dur Government/Credit21.4421.18
Camden Long Duration (Govt/Credit) Comp22.6621.03
Capital Group Long Crd 75%/Gov 25% Comp20.7920.74
Wellington Long Bond20.5820.21
FIAM Long Duration20.4520.13
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long-Term Bond5 year gross return5 year net return
Capital Group Long Crd 75%/Gov 25% Comp10.1710.16
MetLife Inv. Mgmt. Long Duration G/C10.3310.00
Jennison Active Long Gov/Credit9.779.59
Camden Long Duration (Govt/Credit) Comp10.289.59
Loomis Sayles Long Dur Government/Credit9.839.59
Schroders Value Long Duration9.699.49
PIMCO Long Term Bond - Long Credit9.789.49
Baird Advisors Long Govt Credit Bond9.639.47
Dodge & Cox Long Duration FI Composite9.849.46
Wellington Long Bond9.779.45
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Multisector Bond1 year gross return1 year net return
FIAM Investment Grade Credit10.119.81
BW Global Multi-Sector Income (fka GITR)9.799.19
Loomis Sayles Multi-Sector Full Discretn8.728.37
AB US Core Fixed Income8.287.89
DCM Core Fixed Income8.067.72
Guggenheim Fixed Income7.567.56
Stone Harbor Core Plus7.256.95
Cincinnati Asset Mgt Broad Mkt6.656.39
Stone Harbor Multi Sector Total Return6.626.25
MetLife Inv. Mgmt. Multi-Sector6.446.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Multisector Bond5 year gross return5 year net return
Herzfeld Fixed Income Composite7.366.52
PIMCO Diversified Income6.595.86
Guggenheim Fixed Income6.015.76
FIAM Investment Grade Credit6.195.75
BW Global Multi-Sector Income (fka GITR)6.145.46
Loomis Sayles Multi-Sector Full Discretn5.785.43
MetLife Inv. Mgmt. Multi-Sector5.294.89
DMC Credit5.194.88
FIAM Tactical Bond5.234.81
Newfleet Global Multi-Sector Income Comp6.054.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


High Yield Bond1 year gross return1 year net return
Eagle Core Plus Fixed Income8.848.57
Clark Navigator Fixed Inc TR7.887.88
Clark Navigator Fixed Inc TR (Wells)7.887.51
Braver Tactical High Income8.186.57
Weatherstone Managed High Yield8.216.13
Diamond Hill High Yield6.015.48
TCW High Yield6.095.37
Potomac High Yield Plus7.364.70
Aristotle Strategic Credit - Composite5.164.58
MetLife Inv. Mgmt. High Yield Mid-Grade3.943.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


High Yield Bond5 year gross return5 year net return
Diamond Hill High Yield8.137.65
Clark Navigator Fixed Inc TR6.646.64
Clark Navigator Fixed Inc TR (Wells)6.646.27
Diamond Hill Corporate Credit6.576.10
Artisan High Income6.595.84
T. Rowe Price US High Yield Bd (Phila.)6.215.68
Horizon High Yield Opportunity Instl6.515.45
MacKay Select High Yield Composite6.055.39
PineBridge High Yield Bond Composite5.865.39
PGIM US Broad Market High Yield5.855.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate Government1 year gross return1 year net return
CS McKee Broad Government Fixed11.6011.31
Northern Trust Government Index10.4610.30
Great Lakes Core Government Only9.779.68
M.D. Sass Core Fix-Inc9.108.78
MFS US Government Fixed Income8.398.08
Intermediate Sustainable Fixed Income7.617.24
Breckinridge Intermediate Fixed Income7.577.19
SSgA Intermediate U.S. Govt Bond Index7.077.00
Northern Trust Intermediate Government7.096.93
RBC Access Capital Community Investing6.826.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate Government5 year gross return5 year net return
CS McKee Broad Government Fixed4.544.16
M.D. Sass Core Fix-Inc4.294.00
Great Lakes Core Government Only4.083.99
Semper Active Mortgage-Backed Securities4.313.98
Northern Trust Government Index4.123.96
MFS US Government Fixed Income3.993.69
Columbia US Government Mortgage4.023.52
RBC Access Capital Community Investing3.553.12
Community Core Fixed Income Composite3.473.09
DBF Interm Mortgage-Backed Securities3.303.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate-Term Bond1 year gross return1 year net return
Reams Core Fixed Income16.1815.90
Brandywine Global U.S. Fixed Income14.1413.80
EARNEST Fixed Income Long Duration13.6613.26
Jennison Active Core11.2911.14
WFAM U.S. Aggregate Income Focus11.0210.69
IR+M Gov/Credit10.9910.66
BlackRock Corporates10.7910.59
Reinhart Partners Active Core FI10.7010.54
Pacific Income Market Duration10.9310.48
HGK Fixed Income Pension Co10.7710.47
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Intermediate-Term Bond5 year gross return5 year net return
Brandywine Global U.S. Fixed Income8.608.28
EARNEST Fixed Income Long Duration6.916.54
BBH Core Fixed Income6.266.00
AB US Investment Grade Corporates6.185.93
Reams Core Fixed Income5.935.67
BlackRock Corporates5.505.30
Spectrum Preferred Securities5.545.30
WFAM U.S. Aggregate Income Focus5.565.24
FIAM Broad Market Duration Composite5.435.13
Western Asset US Core5.405.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short Government1 year gross return1 year net return
Capital Group PCS Core Bond Composite7.567.56
Federated Hermes Short-Interm U.S. Gov7.046.74
PNC Cap Adv Intermediate U.S. Governemnt6.966.69
Atlanta High Quality Intermediate6.706.32
Sterling Intermediate Government SMA6.926.28
M.D. Sass 3-Year FI6.516.06
Eagle Government Securities Inst6.395.82
Sterling Short Term Government SMA5.405.05
Morgan Stanley U.S. Mortgage5.064.96
Thornburg Limited Term U.S. Government5.254.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short Government5 year gross return5 year net return
Capital Group PCS Core Bond Composite3.573.57
Morgan Stanley U.S. Mortgage3.233.07
Atlanta High Quality Intermediate3.262.90
M.D. Sass 3-Year FI3.282.87
Sit Inv Short Dur Strat3.182.77
PNC Cap Adv Intermediate U.S. Governemnt2.992.73
Federated Hermes Short-Interm U.S. Gov2.932.62
Eagle Government Securities Inst3.142.54
Thornburg Limited Term U.S. Government2.762.38
Sterling Intermediate Government SMA3.022.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short-Term Bond1 year gross return1 year net return
BlackRock Core Bond Enhcd Idx9.599.46
Reams Intermediate Fixed Income9.399.12
BlackRock Core PLUS9.249.03
Buckhead Intermediate Taxable Fixed8.388.22
Ziegler Cap Intermediate Fixed Income8.528.08
Wellington Intermediate Bond8.268.00
Reinhart Active Interm Catholic Values8.147.95
PNC Cap Adv Interm Govt/Credit Fixed Inc8.127.74
Reinhart Partners Active Interm FI7.967.70
Congress Asset Mgt Core Fixed Income8.107.67
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Short-Term Bond5 year gross return5 year net return
BlackRock Core Bond Enhcd Idx4.694.59
BlackRock Core PLUS4.714.54
Templeton Taxable Municipal Intermediate4.754.49
Aegon Structured Finance4.484.17
Reams Intermediate Fixed Income4.243.99
Madison Corporate Bond Ladder 1-10 Yr4.183.97
WFAM U.S. Intermediate Income Focus4.213.90
Wellington Intermediate Bond4.153.84
Dodge & Cox Intermediate FI Composite4.093.78
Sawgrass Intermediate Fixed Income4.073.74
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Ultrashort Bond1 year gross return1 year net return
DBF Short Duration Govt/Agency4.644.10
Janus Henderson Short Duration Bond4.433.83
Lazard US Short Duration Fixed Income3.933.66
Sterling Enhanced Cash Institutional3.473.32
Morgan Stanley U.S. Short Duration3.323.26
Schroders Enhanced Securitized3.653.14
Federated Hermes Low Duration Broad3.353.12
Mellon Ultra Short Government/Credit3.213.10
PNC Cap Adv Ultra Short Duration3.293.08
Chandler Ultra Short Bond3.062.82
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Ultrashort Bond5 year gross return5 year net return
Schroders Enhanced Securitized4.744.22
FIAM Leveraged Loan Composite3.122.60
Federated Hermes Trade Finance3.242.36
Federated Hermes Low Duration Broad2.632.35
RBC US Ultra Short Duration: Full Style2.472.27
PIMCO Short Term2.642.20
Federated Hermes Active Cash Broad2.272.06
Janus Henderson Short Duration Bond2.612.04
Calvert Ultra-Short Duration Bond2.231.98
Garcia Hamilton Short Duration Opp2.111.98
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long Government1 year gross return1 year net return
Aegon Long US Treasury Strips35.8835.71
Barrow Hanley Extended Duration34.5434.23
NISA 15+ STRIPS Fixed Income Composite34.2834.15
Hoisington Inv Mgt Macroeconomic FI Comp29.9629.71
PIMCO Long Bond Extended Duration27.0826.68
SSgA Long U.S. Govt Bond Index Strategy25.2025.08
PIMCO Long Duration Treasury25.6925.07
Hillswick Long Duration Government22.3821.91
DoubleLine Long Duration Total Return20.1619.84
W.E. DonoghuePowerTreasuryIndexPortfolio15.1614.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long Government5 year gross return5 year net return
Barrow Hanley Extended Duration12.7812.51
NISA 15+ STRIPS Fixed Income Composite12.4312.24
PIMCO Long Bond Extended Duration11.9811.58
Hoisington Inv Mgt Macroeconomic FI Comp10.3410.12
Hillswick Long Duration Government10.369.89
SSgA Long U.S. Govt Bond Index Strategy9.169.09
PIMCO Long Duration Treasury9.498.96
DoubleLine Long Duration Total Return8.657.73
Sterling Full Term Govt Credit SMA Wrapn/an/a
W.E. DonoghuePowerTreasuryIndexPortfolion/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long-Term Bond1 year gross return1 year net return
Barrow Hanley Long Government/Credit22.3321.90
IR+M Long Government Credit21.9821.63
Jennison Active Long Gov/Credit21.6721.47
MetLife Inv. Mgmt. Long Duration G/C21.7321.37
Schroders Value Long Duration21.4021.20
Loomis Sayles Long Dur Government/Credit21.4421.18
Camden Long Duration (Govt/Credit) Comp22.6621.03
Capital Group Long Crd 75%/Gov 25% Comp20.7920.74
Wellington Long Bond20.5820.21
FIAM Long Duration20.4520.13
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Long-Term Bond5 year gross return5 year net return
Capital Group Long Crd 75%/Gov 25% Comp10.1710.16
MetLife Inv. Mgmt. Long Duration G/C10.3310.00
Jennison Active Long Gov/Credit9.779.59
Camden Long Duration (Govt/Credit) Comp10.289.59
Loomis Sayles Long Dur Government/Credit9.839.59
Schroders Value Long Duration9.699.49
PIMCO Long Term Bond - Long Credit9.789.49
Baird Advisors Long Govt Credit Bond9.639.47
Dodge & Cox Long Duration FI Composite9.849.46
Wellington Long Bond9.779.45
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Multisector Bond1 year gross return1 year net return
FIAM Investment Grade Credit10.119.81
BW Global Multi-Sector Income (fka GITR)9.799.19
Loomis Sayles Multi-Sector Full Discretn8.728.37
AB US Core Fixed Income8.287.89
DCM Core Fixed Income8.067.72
Guggenheim Fixed Income7.567.56
Stone Harbor Core Plus7.256.95
Cincinnati Asset Mgt Broad Mkt6.656.39
Stone Harbor Multi Sector Total Return6.626.25
MetLife Inv. Mgmt. Multi-Sector6.446.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Multisector Bond5 year gross return5 year net return
Herzfeld Fixed Income Composite7.366.52
PIMCO Diversified Income6.595.86
Guggenheim Fixed Income6.015.76
FIAM Investment Grade Credit6.195.75
BW Global Multi-Sector Income (fka GITR)6.145.46
Loomis Sayles Multi-Sector Full Discretn5.785.43
MetLife Inv. Mgmt. Multi-Sector5.294.89
DMC Credit5.194.88
FIAM Tactical Bond5.234.81
Newfleet Global Multi-Sector Income Comp6.054.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Inflation-Protected Bond1 year gross return1 year net return
PIMCO Real Ret Asset Long Duration23.6723.04
Neuberger Berman TIPS8.658.60
PIMCO Real Return Medium Authority8.828.55
BNP Paribas InflationLinkedBonds U.S.8.678.46
Mellon US TIPS Barclays8.538.42
BlackRock TIPS (Treasury Infl-Protected)8.468.34
PIMCO Real Return Full Authority8.898.29
BlackRock TIPS PLUS8.408.28
State Street U.S. TIPS Index8.308.25
Northern Trust TIPS8.258.14
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Inflation-Protected Bond5 year gross return5 year net return
PIMCO Real Ret Asset Long Duration8.257.67
Neuberger Berman TIPS3.953.92
Mellon US TIPS Barclays3.853.77
PIMCO Real Return Medium Authority4.013.75
Northern Trust TIPS3.783.71
BlackRock TIPS (Treasury Infl-Protected)3.803.69
PIMCO Real Return Full Authority4.203.68
IR+M TIPS3.763.66
BNP Paribas InflationLinkedBonds U.S.3.923.65
BlackRock TIPS PLUS3.683.57
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Stable Value1 year gross return1 year net return
NISA Stable Value3.002.74
PIMCO Stable Value2.882.62
Putnam Stable Value Composite2.672.43
Mellon Stable Value2.482.38
Invesco Stable Value2.582.37
Galliard Stable Value Composite2.642.26
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Stable Value5 year gross return5 year net return
PIMCO Stable Value2.982.72
NISA Stable Value2.852.59
Mellon Stable Value2.292.18
Invesco Stable Value2.312.11
Putnam Stable Value Composite2.332.09
Galliard Stable Value Composite2.281.89
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Convertibles1 year gross return1 year net return
Lord Abbett & Co. Convertibles26.7125.40
Calamos Instl Convertible Composite22.3221.46
AllianzGI Convertibles20.6520.13
Calamos Global Convertible Composite18.2916.72
Westwood Strategic Global Convertible16.1715.44
SSI Convertible Investment Strategy15.8415.20
Palisade Convertible Securities Comp15.6114.96
Invesco Convertible Securities15.6214.94
Oaktree U.S. Convertibles15.3414.77
Nicholas Inv - Convertibles15.1114.17
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Convertibles5 year gross return5 year net return
AllianzGI Convertibles11.4310.92
Lord Abbett & Co. Convertibles11.9210.76
Calamos Instl Convertible Composite10.349.57
SSI Inv Grade Convert Strat10.299.39
MacKay Shields Convertibles9.438.89
SSI Convertible Investment Strategy9.228.67
Palisade Convertible Securities Comp8.738.15
Invesco Convertible Securities8.557.91
Advent Balanced Convertible Strategy8.317.80
INCORE Inv Grade Convertibles Comp8.207.62
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Emerging Markets Bond1 year gross return1 year net return
Lazard EM Debt - Total Return5.474.56
Wellington Emerging Markets Debt4.894.27
Finisterre EMTR Composite5.314.25
Stone Harbor Emerging Mkts Corp Dbt Cor4.093.66
SeaCrest Inv Mgmt Intl Sovereign Debt4.163.17
Lazard EM Debt - Corporate Broad3.332.76
PGI Emerging Market Broad3.142.66
Pictet Asset Mgt Emerging Markets Debt3.082.32
Invesco Emerging Market Corporate Bond2.512.00
MIM Emerging Markets Debt Sovereign2.761.99
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Emerging Markets Bond5 year gross return5 year net return
Finisterre EMTR Composite7.116.27
TIAA-CREF Emerging Markets Debt6.275.64
Wellington Emerging Markets Debt6.275.64
Global Evolution EM Debt5.935.62
Global Evolution Frontier Markets6.835.50
T. Rowe Price Emerging Markets Corp Bd6.065.49
JPM EM Hard Currency Sovereign Debt-Comp5.155.40
PGIM Fixed Income EMD Composite5.895.31
TCW Emerging Markets Fixed Income5.835.30
PIMCO Emg Mkts External Bond Full Auth6.165.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Allocation1 year gross return1 year net return
THG Balanced Aggressive11.2110.39
Calamos Global Opportunities Composite9.498.91
3D ESG Equity7.827.29
Cadinha GPS607.297.21
CW Frontier Asset Mgmt Focused Opp.8.026.68
WSTCM International Select Risk-Managed6.946.18
Leuthold Global Tactical ETF Portfolio4.614.61
Morgan Stanley Glbl Tactical Asset Alloc4.624.32
Cypress Global Equity and Income5.254.14
ICON - SBI Global Moderate5.454.00
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


World Allocation5 year gross return5 year net return
Morgan Stanley Glbl Tactical Asset Alloc8.588.26
Cadinha GPS607.326.72
Calamos Global Opportunities Composite7.186.45
THG Balanced Aggressive6.785.99
ICON - SBI Global Moderate7.345.96
WSTCM International Select Risk-Managed6.055.31
Sterling AS Growth (All Funds)5.794.96
Arroyo Global All Cap Balanced6.004.93
Northern Trust NFP Passive Gr Mod Inc5.114.85
Frontier Asset Mgmt Focused Opp5.574.84
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Conservative Allocation1 year gross return1 year net return
MCA Conservative Portfolios16.1015.28
Fairfax All Weather Permanent Portfolio14.4112.27
Manning&Napier Growth Reduced Volatility11.6010.66
WestEnd Advisors Global Conservative9.539.26
Washington Crossing Conquest Conserv7.437.17
RiverFront ETF Conservative Income Bldr8.646.95
Washington Crossing Conquest Alt Income6.556.28
Lazard Cap Alloc -Gbl Div 25/75 (TE)6.576.15
AMP Income Generating6.696.13
Washington Crossing Conquest Balanced5.935.67
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Conservative Allocation5 year gross return5 year net return
MCA Conservative Portfolios11.7510.91
Clark Navigator MultiStrategy 50-507.677.67
Copeland Large Cap Div Growth Balanced9.067.57
TSW Multi-Asset Income6.666.32
Winans Balanced 50/50 Composite6.856.13
Fairfax All Weather Permanent Portfolio8.156.07
Washington Crossing Conquest Balanced6.055.79
ASAP Balanced Strategy5.945.69
Manning&Napier Growth Reduced Volatility6.425.65
Weitz Conservative Allocation6.645.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Moderate Allocation1 year gross return1 year net return
MCA Balanced Portfolios19.3318.63
Montag & Caldwell Balanced15.3214.71
Manning & Napier Equity-Focused Blend12.8712.06
Sit Inv Balanced12.6311.79
Manning & Napier Long Term Growth12.3711.45
Congress Asset Mgt Balanced11.7411.20
1919 SRI Balanced10.7010.15
Legg Mason LCG Bal Tax 60/40 SMA13.3610.08
SSI Flexible Allocation Strategy10.719.96
iSectors Post-MPT Moderate Allocation10.319.44
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Moderate Allocation5 year gross return5 year net return
MCA Balanced Portfolios13.3112.57
Johnson Institutional Mgt Enhanced Index11.2910.96
Congress Asset Mgt Balanced10.8510.21
Montag & Caldwell Balanced9.759.32
WJA Equity Oriented (Balanced) Composite9.849.07
Janus Henderson Balanced9.508.94
Sit Inv Balanced9.708.88
1919 SRI Balanced9.018.47
Granite Balanced9.028.30
Winans Balanced 75/25 Composite8.607.85
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2000-20101 year gross return1 year net return
FIAM Index Target Date 2005 Composite6.506.34
FIAM Index Target Date 2010 Composite6.356.22
FIAM Blend Target Date 2010 Composite5.415.07
Capital Group 2010 Target Date Ret Comp4.934.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2000-20105 year gross return5 year net return
Capital Group 2010 Target Date Ret Comp5.735.73
FIAM Index Target Date 2010 Composite5.615.50
FIAM Blend Target Date 2010 Composite5.635.35
FIAM Index Target Date 2005 Composite5.165.10
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2011-20151 year gross return1 year net return
FIAM Index Target Date 2015 Composite6.155.97
FIAM Blend Target Date 2015 Composite5.395.05
Capital Group 2015 Target Date Ret Comp5.015.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2011-20155 year gross return5 year net return
Capital Group 2015 Target Date Ret Comp5.985.98
FIAM Index Target Date 2015 Composite6.055.94
FIAM Blend Target Date 2015 Composite6.055.78
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2016-20201 year gross return1 year net return
FIAM Index Target Date 2020 Composite5.905.77
Capital Group 2020 Target Date Ret Comp5.655.65
FIAM Blend Target Date 2020 Composite5.335.00
Q3 Voyage Target 2020-0.60-1.09
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2016-20205 year gross return5 year net return
Capital Group 2020 Target Date Ret Comp6.466.46
FIAM Index Target Date 2020 Composite6.336.22
FIAM Blend Target Date 2020 Composite6.316.03
Q3 Voyage Target 2020n/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2021-20251 year gross return1 year net return
Capital Group 2025 Target Date Ret Comp7.067.06
FIAM Index Target Date 2025 Composite5.705.56
FIAM Blend Target Date 2025 Composite5.174.83
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2021-20255 year gross return5 year net return
Capital Group 2025 Target Date Ret Comp7.297.29
FIAM Index Target Date 2025 Composite6.586.47
FIAM Blend Target Date 2025 Composite6.516.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2026-20301 year gross return1 year net return
Capital Group 2030 Target Date Ret Comp6.746.74
FIAM Index Target Date 2030 Composite5.345.18
FIAM Blend Target Date 2030 Composite4.954.61
Q3 Voyage Target 20301.240.74
Northern Trust Goal Engineer 2030 Model-0.71n/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2026-20305 year gross return5 year net return
Capital Group 2030 Target Date Ret Comp7.827.82
FIAM Index Target Date 2030 Composite7.147.05
FIAM Blend Target Date 2030 Composite7.026.74
Q3 Voyage Target 2030n/an/a
Northern Trust Goal Engineer 2030 Modeln/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2031-20351 year gross return1 year net return
Capital Group 2035 Target Date Ret Comp7.117.11
FIAM Index Target Date 2035 Composite4.284.17
FIAM Blend Target Date 2035 Composite4.153.82
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2031-20355 year gross return5 year net return
Capital Group 2035 Target Date Ret Comp8.508.50
FIAM Index Target Date 2035 Composite7.427.32
FIAM Blend Target Date 2035 Composite7.246.96
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2036-20401 year gross return1 year net return
Capital Group 2040 Target Date Ret Comp6.956.95
FIAM Index Target Date 2040 Composite3.703.62
FIAM Blend Target Date 2040 Composite3.593.26
Q3 Voyage Target 20403.182.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2036-20405 year gross return5 year net return
Capital Group 2040 Target Date Ret Comp8.698.69
FIAM Index Target Date 2040 Composite7.337.23
FIAM Blend Target Date 2040 Composite7.126.84
Q3 Voyage Target 2040n/an/a
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2041-20451 year gross return1 year net return
Capital Group 2045 Target Date Ret Comp6.996.99
FIAM Index Target Date 2045 Composite3.713.61
FIAM Blend Target Date 2045 Composite3.633.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Target Date 2041-20455 year gross return5 year net return
Capital Group 2045 Target Date Ret Comp8.818.81
FIAM Index Target Date 2045 Composite7.337.22
FIAM Blend Target Date 2045 Composite7.116.83
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Retirement Income1 year gross return1 year net return
FIAM Index Target Date Income Composite6.636.41
FIAM Blend Target Date Income Composite5.535.17
Morningstar Ret Inc Ultra Short - BNY4.643.29
Morningstar Ret Inc Ultra Short - TDA4.683.12
Morningstar Ret Inc Short-Range - TDA4.262.70
Morningstar Ret Inc Short-Range - BNY3.992.65
Morningstar Ret Inc Mid-Range - TDA2.681.15
Morningstar Ret Inc Mid-Range - BNY2.260.94
Morningstar Ret Inc Long-Range - TDA1.39-0.12
Morningstar Ret Inc Long-Range - BNY0.82-0.49
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020


Retirement Income5 year gross return5 year net return
Beacon Dividend Income Composite5.804.56
FIAM Index Target Date Income Composite4.614.50
FIAM Blend Target Date Income Composite4.704.42
Texas Retirement Income Strategy3.942.73
Morningstar Ret Inc Long-Range - BNY4.152.65
Morningstar Ret Inc Mid-Range - BNY4.112.61
Morningstar Ret Inc Long-Range - TDA4.122.57
Morningstar Ret Inc Mid-Range - TDA3.932.38
Morningstar Ret Inc Short-Range - BNY3.642.14
Morningstar Ret Inc Short-Range - TDA3.511.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020
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