Top performing managers by category: commingled accounts, 1st Quarter 2020




Large Blend1 year gross return1 year net return
Pioneer Large Cap Core Equity Trust - T2-1.02-1.51
BNYM Mellon NSL Dynamic US Equity Fund-1.47-1.73
FIAM Focused Large Cap Growth Pool-1.95-2.51
PanAgora US LgCp Stk Selector CF - I-6.02-6.49
PanAgora US LgCp Stk Selector CF - R-5.98-6.50
BNYM Mellon NSL Stock Index Fund Instl-6.93-6.94
BlackRock Equity Index F-6.94-6.94
Spartan 500 Index Pool A-6.97-6.97
BNYM Mellon NSL Stock Index Fund-6.93-6.97
BNYM Mellon SL Stock Index Fund Instl-6.96-6.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Blend5 year gross return5 year net return
BNYM Mellon NSL Dynamic US Equity Fund9.449.03
Pioneer Large Cap Core Equity Trust - T2n/a7.57
FIAM Focused Large Cap Growth Pool7.897.13
BlackRock Equity Index Fn/a6.78
Blackrock Eq Idx Fund CF6.786.77
State St S&P 500® Indx NL Cl A1.986.73
State St S&P 500® Indx SL Cl I13.436.73
BNYM Mellon SL Stock Index Fund6.756.71
BNYM Mellon CF SL Stock Index Fund6.756.70
IBEW-NECA EQUITY INDEX FUND6.736.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Blend1 year gross return1 year net return
Blackrock US Eq Mkt Fund CF-9.18-9.24
Blackrock Russ 3000 Alpha Tilts CF-9.45-9.45
Burgundy US Small/Mid Cap Fund-15.93-16.22
LMCG MidCap Core Collective Fund-17.08-17.66
Iridian Value Opportunity CIT B-19.60-20.20
State St Russell Sm/Mid Cp® Indx SL Cl I9.73-20.36
State St Russell Sm/Mid Cp® Indx NL Cl An/a-20.41
BNYM Mellon PE NSL US Mid Cap Opp Val Eq-19.91-20.50
BNYM Mellon SL Mkt Completion Fd-20.47-20.51
Blackrock Extended Mkt Fund CF-20.49-20.55
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Blend5 year gross return5 year net return
Blackrock Russ 3000 Alpha Tilts CF6.096.09
Blackrock US Eq Mkt Fund CF5.835.81
Burgundy US Small/Mid Cap Fund4.173.34
State St Russell Sm/Mid Cp® Indx SL Cl I16.371.26
State St Russell Sm/Mid Cp® Indx NL Cl An/a1.15
Blackrock Extended Mkt Fund CF1.171.15
BNYM Mellon SL Mkt Completion Fd1.071.03
BNYM Mellon NSL Mkt Completion Fd0.870.79
BlackRock Mid-Cap Equity Index Fn/a0.64
Blackrock Mid Cap Eq Idx Fund CF0.640.62
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Blend1 year gross return1 year net return
Blackrock Russell 2000 Alpha Tilts Fd A-21.64-21.64
BNYM Mellon SL Small Cap SIF Instl-23.80-23.81
BNYM Mellon SL Small Cap SIF-23.80-23.83
BNYM Mellon NSL Small Cap SIF Instl-23.89-23.91
BlackRock Russell 2000® Index F2.22-23.93
State St Russell Sm Cap® Indx SL Cl I4.14-23.93
BNYM Mellon NSL Small Cap SIF-23.89-23.94
BNYM Mellon SL Small Cap SIF UC3-23.80-23.97
NT R2000 Index Fund - NL25.55-23.97
Blackrock Russell 2000 Index Fund A-24.00-24.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Blend5 year gross return5 year net return
Wellington CIF II Small Cap Opps2.121.28
Blackrock Russell 2000 Alpha Tilts Fd A1.011.01
State St Russell Sm Cap® Indx SL Cl I14.50-0.04
BlackRock Russell 2000® Index Fn/a-0.05
BNYM Mellon SL Small Cap SIF-0.24-0.09
NT R2000 Index Fund - NL8.24-0.23
State St Russell Sm Cap® Indx NL Cl S12.51-0.23
Blackrock Russell 2000 Index Fund A-0.22-0.23
BNYM Mellon SL Small Cap SIF UC3-0.12-0.27
BNYM Mellon NSL Small Cap SIF-0.23-0.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Growth1 year gross return1 year net return
State St Nasdaq-100 Indx® NL Cl A27.487.11
State St Nasdaq-100 Indx® NL Cl C27.467.07
Wellington CIF II Growth S25.404.89
Ivy Large Cap Growth CIT Class 13.713.12
Alger Capital Appreciation Series CF R13.452.78
Polen Focus Growth CIT Class 23.312.69
PGI CIT Blue Chip Equity Fund2.291.84
Westfield All Cap Equity Collective2.361.64
American Century US Lg Cp Grwth Eq Tr 11.901.31
State St Russell Lg Cap Gr® Indx SL Cl In/a0.96
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Growth5 year gross return5 year net return
State St Nasdaq-100 Indx® NL Cl A20.0113.81
State St Nasdaq-100 Indx® NL Cl Cn/a13.77
Wellington CIF II Growth S213.1512.65
Ivy Large Cap Growth CIT Class 1n/a10.56
JENNISON GROWTH EQUITY FUND 3n/a10.47
State St Russell Lg Cap Gr® Indx SL Cl In/a10.36
State St Russell Lg Cap Gr® Indx NL Cl Cn/a10.32
Nuveen Winslow Large Cap Growth Cl I10.8910.28
Nuveen Winslow Large Cap Growth, Class R10.8710.21
BNYM Mellon NSL LargeCap Grwth SIF10.2410.19
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Growth1 year gross return1 year net return
KAR Small-Mid Cap Core Cl 11.560.85
Artisan Mid Cap Growth Trust Tier 11.260.40
Kayne Anderson Rudnick SC Sust Gr CIT 1-3.48-4.20
Kayne Anderson Rudnick SC Core CIT 1-3.58-4.30
Ivy Mid Cap Growth CIT 1-6.16-6.77
Voya Mid Cap Growth Trust Class 2-6.49-7.16
PGI CIT Mid-Cap Equity Fund A12.27-8.00
PGI CIT Mid-Cap Equity Fund-7.73-8.29
Champlain Mid Cap Collective Fund Cl 4-12.28-12.28
Champlain Mid Cap Collective Fund Cl 5-12.22-12.87
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Growth5 year gross return5 year net return
Champlain Mid Cap Collective Fund Cl 48.878.86
Champlain Mid Cap Collective Fund Cl 5n/a8.04
Champlain Mid Cap Collective Fund Cl 1n/a7.90
PGI CIT Mid-Cap Equity Fund A11.986.38
PGI CIT Mid-Cap Equity Fund6.726.09
Voya Mid Cap Growth Trust Class 25.614.87
Wellington CIF II MdCap Opportunities S3n/a4.87
Wellington CIF II MdCap Opportunities S25.234.71
Wellington CIF II MdCap Opportunities S15.254.53
GW&K S/M Cp Cor Eq Collective Invmt Fund4.033.36
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Growth1 year gross return1 year net return
Eastern Shore US Small Cap CIT-14.56-15.12
GW&K Small Cap Core Equity CIF-15.67-16.31
State St Russell Sm Cap® Gr Indx NL Cl C-1.45-18.66
Voya Small Cap Growth Trust-20.29-20.94
RHJ SMID Cap Opportunities CIT 1-21.53-22.07
Wellington CIF II Small Cap 2000 S1-21.71-22.44
FIAM Small Company Class B-22.45-22.94
FIAM Small Company Pool-22.45-23.09
Frontegra Small Cap Core Fund-23.96-24.45
FIAM Small Cap Core Class B-24.35-24.81
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Growth5 year gross return5 year net return
Wellington CIF II Small Cap 2000 S12.661.75
State St Russell Sm Cap® Gr Indx NL Cl Cn/a1.60
FIAM Small Cap Core Class B0.940.32
FIAM Small Cap Core Class O0.900.28
FIAM Small Company Class B0.890.27
FIAM Small Cap Core Class D0.900.20
FIAM Small Cap Core Class G0.900.10
FIAM Small Cap Core Pool0.900.10
FIAM Small Company Pool0.890.09
Voya Small Cap Growth Trust0.61-0.19
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Value1 year gross return1 year net return
Beutel Goodman American Equity Fund-7.40-7.40
American Century US Value Yield Eq Tr 2-11.29-11.63
American Century US Value Yield Eq Tr 1-11.26-11.76
Blackrock Eq Val Fund CF-12.16-12.17
Invesco US Quantitative Core Trust-12.97-13.45
Wellington CIF II Quality Value S1-13.47-13.88
Invesco Diversified Dividend CL I-14.16-14.55
Eaton Vance Large Cap Val CIT-14.70-15.24
FIAM Target Date Val Discvry Cmgld Pool-15.52-15.52
Blackrock Russ 1000 Val Idx CF-17.02-17.02
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Value5 year gross return5 year net return
Beutel Goodman American Equity Fund5.715.71
American Century US Value Yield Eq Tr 2n/a5.66
American Century US Value Yield Eq Tr 1n/a5.47
Blackrock Eq Val Fund CF3.473.44
Wellington CIF II Quality Value S13.422.85
Invesco US Quantitative Core Trust2.702.16
Eaton Vance Large Cap Val CIT2.832.16
Invesco Diversified Dividend CL I2.582.13
FIAM Target Date Val Discvry Cmgld Pool2.062.06
Blackrock Russ 1000 Val Idx CF2.032.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Value1 year gross return1 year net return
Speece Thorson Value Fund-16.05-16.87
American Century US Mid Cap Value Eq Tr-16.81-17.32
Ceredex Mid-Cap Value Equity Trust 1-21.97-22.52
PGI CIT SMID Cap Value Equity Fund-28.06-28.58
WEDGE Mid Cap Value INSTL-14.73-35.54
WEDGE Mid Cap Value C-15.91-36.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Value5 year gross return5 year net return
American Century US Mid Cap Value Eq Trn/a1.77
Speece Thorson Value Fund1.850.88
Ceredex Mid-Cap Value Equity Trust 1n/a0.72
PGI CIT SMID Cap Value Equity Fund-0.03-0.80
WEDGE Mid Cap Value INSTLn/a-5.05
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Value1 year gross return1 year net return
American Century US Small Cap Val Eq Tr-24.08-24.72
State St Russell Sm Cp® Val Indx NL Cl C-6.00-29.30
Invesco US Quantitative Sm Value Trust-32.21-32.70
Brandywine Diversified Sm Cap Select BIT-33.54-34.09
Brandywine Diversified Small Cap BIT-37.78-38.30
Brandywine Diversified Small Cap GT-37.79-38.31
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Value5 year gross return5 year net return
American Century US Small Cap Val Eq Trn/a-0.83
State St Russell Sm Cp® Val Indx NL Cl Cn/a-2.35
Invesco US Quantitative Sm Value Trust-3.99-4.70
Brandywine Diversified Sm Cap Select BIT-4.39-5.15
Brandywine Diversified Small Cap BIT-5.29-6.04
Brandywine Diversified Small Cap GT-5.36-6.12
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Real Estate1 year gross return1 year net return
Cohen & Steers U.S. Realty Fund Class C-11.91-12.35
Cohen & Steers U.S. Realty Fund Class B-11.94-12.42
Cohen & Steers U.S. Realty CIT Class A-11.94-12.51
American Century U.S. Real Estate Sec Tr-13.00-13.61
PGI US Real Estate Securities CIT II-13.38-13.91
PGI US Real Estate Securities CIT-13.38-14.00
Duff & Phelps U.S. REIT CIT, Class 1-14.61-15.17
FIAM U.S. Real Estate Invest Tr CIT-15.23-15.74
Invesco Equity RE Secs Tr C-16.28-16.87
AEW Real Estate Securities Divers Trust-19.29-19.77
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Real Estate5 year gross return5 year net return
Cohen & Steers U.S. Realty Fund Class Cn/a2.48
Cohen & Steers U.S. Realty Fund Class Bn/a2.45
Cohen & Steers U.S. Realty CIT Class An/a2.41
American Century U.S. Real Estate Sec Trn/a1.02
Invesco Equity RE Secs Tr C1.740.99
FIAM U.S. Real Estate Invest Tr CIT1.160.55
AEW Real Estate Securities Divers Trustn/a-0.33
PIMCO RealEstatePLUS CIT In/a-0.66
Blackrock US Real Estate Sec Idx-1.42-1.44
BNYM Mellon NSL REIT Index Fund-1.54-1.63
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Bank Loan1 year gross return1 year net return
FIAM Leveraged Loan Pool-7.64-8.10
Voya Senior Loan Trust-8.59-9.00
Shenkman Capital Mgt High Yld Bank Loan-8.50-9.17
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Bank Loan5 year gross return5 year net return
FIAM Leveraged Loan Pool1.981.47
Voya Senior Loan Trust1.290.85
Shenkman Capital Mgt High Yld Bank Loan1.450.82
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Value1 year gross return1 year net return
American Century US Small Cap Val Eq Tr-24.08-24.72
State St Russell Sm Cp® Val Indx NL Cl C-6.00-29.30
Invesco US Quantitative Sm Value Trust-32.21-32.70
Brandywine Diversified Sm Cap Select BIT-33.54-34.09
Brandywine Diversified Small Cap BIT-37.78-38.30
Brandywine Diversified Small Cap GT-37.79-38.31
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Value5 year gross return5 year net return
American Century US Small Cap Val Eq Trn/a-0.83
State St Russell Sm Cp® Val Indx NL Cl Cn/a-2.35
Invesco US Quantitative Sm Value Trust-3.99-4.70
Brandywine Diversified Sm Cap Select BIT-4.39-5.15
Brandywine Diversified Small Cap BIT-5.29-6.04
Brandywine Diversified Small Cap GT-5.36-6.12
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Value1 year gross return1 year net return
Speece Thorson Value Fund-16.05-16.87
American Century US Mid Cap Value Eq Tr-16.81-17.32
Ceredex Mid-Cap Value Equity Trust 1-21.97-22.52
PGI CIT SMID Cap Value Equity Fund-28.06-28.58
WEDGE Mid Cap Value INSTL-14.73-35.54
WEDGE Mid Cap Value C-15.91-36.06
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Value5 year gross return5 year net return
American Century US Mid Cap Value Eq Trn/a1.77
Speece Thorson Value Fund1.850.88
Ceredex Mid-Cap Value Equity Trust 1n/a0.72
PGI CIT SMID Cap Value Equity Fund-0.03-0.80
WEDGE Mid Cap Value INSTLn/a-5.05
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Value1 year gross return1 year net return
Beutel Goodman American Equity Fund-7.40-7.40
American Century US Value Yield Eq Tr 2-11.29-11.63
American Century US Value Yield Eq Tr 1-11.26-11.76
Blackrock Eq Val Fund CF-12.16-12.17
Invesco US Quantitative Core Trust-12.97-13.45
Wellington CIF II Quality Value S1-13.47-13.88
Invesco Diversified Dividend CL I-14.16-14.55
Eaton Vance Large Cap Val CIT-14.70-15.24
FIAM Target Date Val Discvry Cmgld Pool-15.52-15.52
Blackrock Russ 1000 Val Idx CF-17.02-17.02
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Value5 year gross return5 year net return
Beutel Goodman American Equity Fund5.715.71
American Century US Value Yield Eq Tr 2n/a5.66
American Century US Value Yield Eq Tr 1n/a5.47
Blackrock Eq Val Fund CF3.473.44
Wellington CIF II Quality Value S13.422.85
Invesco US Quantitative Core Trust2.702.16
Eaton Vance Large Cap Val CIT2.832.16
Invesco Diversified Dividend CL I2.582.13
FIAM Target Date Val Discvry Cmgld Pool2.062.06
Blackrock Russ 1000 Val Idx CF2.032.03
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Growth1 year gross return1 year net return
Eastern Shore US Small Cap CIT-14.56-15.12
GW&K Small Cap Core Equity CIF-15.67-16.31
State St Russell Sm Cap® Gr Indx NL Cl C-1.45-18.66
Voya Small Cap Growth Trust-20.29-20.94
RHJ SMID Cap Opportunities CIT 1-21.53-22.07
Wellington CIF II Small Cap 2000 S1-21.71-22.44
FIAM Small Company Class B-22.45-22.94
FIAM Small Company Pool-22.45-23.09
Frontegra Small Cap Core Fund-23.96-24.45
FIAM Small Cap Core Class B-24.35-24.81
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Growth5 year gross return5 year net return
Wellington CIF II Small Cap 2000 S12.661.75
State St Russell Sm Cap® Gr Indx NL Cl Cn/a1.60
FIAM Small Cap Core Class B0.940.32
FIAM Small Cap Core Class O0.900.28
FIAM Small Company Class B0.890.27
FIAM Small Cap Core Class D0.900.20
FIAM Small Cap Core Class G0.900.10
FIAM Small Cap Core Pool0.900.10
FIAM Small Company Pool0.890.09
Voya Small Cap Growth Trust0.61-0.19
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Growth1 year gross return1 year net return
KAR Small-Mid Cap Core Cl 11.560.85
Artisan Mid Cap Growth Trust Tier 11.260.40
Kayne Anderson Rudnick SC Sust Gr CIT 1-3.48-4.20
Kayne Anderson Rudnick SC Core CIT 1-3.58-4.30
Ivy Mid Cap Growth CIT 1-6.16-6.77
Voya Mid Cap Growth Trust Class 2-6.49-7.16
PGI CIT Mid-Cap Equity Fund A12.27-8.00
PGI CIT Mid-Cap Equity Fund-7.73-8.29
Champlain Mid Cap Collective Fund Cl 4-12.28-12.28
Champlain Mid Cap Collective Fund Cl 5-12.22-12.87
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Growth5 year gross return5 year net return
Champlain Mid Cap Collective Fund Cl 48.878.86
Champlain Mid Cap Collective Fund Cl 5n/a8.04
Champlain Mid Cap Collective Fund Cl 1n/a7.90
PGI CIT Mid-Cap Equity Fund A11.986.38
PGI CIT Mid-Cap Equity Fund6.726.09
Voya Mid Cap Growth Trust Class 25.614.87
Wellington CIF II MdCap Opportunities S3n/a4.87
Wellington CIF II MdCap Opportunities S25.234.71
Wellington CIF II MdCap Opportunities S15.254.53
GW&K S/M Cp Cor Eq Collective Invmt Fund4.033.36
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Growth1 year gross return1 year net return
State St Nasdaq-100 Indx® NL Cl A27.487.11
State St Nasdaq-100 Indx® NL Cl C27.467.07
Wellington CIF II Growth S25.404.89
Ivy Large Cap Growth CIT Class 13.713.12
Alger Capital Appreciation Series CF R13.452.78
Polen Focus Growth CIT Class 23.312.69
PGI CIT Blue Chip Equity Fund2.291.84
Westfield All Cap Equity Collective2.361.64
American Century US Lg Cp Grwth Eq Tr 11.901.31
State St Russell Lg Cap Gr® Indx SL Cl In/a0.96
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Growth5 year gross return5 year net return
State St Nasdaq-100 Indx® NL Cl A20.0113.81
State St Nasdaq-100 Indx® NL Cl Cn/a13.77
Wellington CIF II Growth S213.1512.65
Ivy Large Cap Growth CIT Class 1n/a10.56
JENNISON GROWTH EQUITY FUND 3n/a10.47
State St Russell Lg Cap Gr® Indx SL Cl In/a10.36
State St Russell Lg Cap Gr® Indx NL Cl Cn/a10.32
Nuveen Winslow Large Cap Growth Cl I10.8910.28
Nuveen Winslow Large Cap Growth, Class R10.8710.21
BNYM Mellon NSL LargeCap Grwth SIF10.2410.19
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Blend1 year gross return1 year net return
Blackrock Russell 2000 Alpha Tilts Fd A-21.64-21.64
BNYM Mellon SL Small Cap SIF Instl-23.80-23.81
BNYM Mellon SL Small Cap SIF-23.80-23.83
BNYM Mellon NSL Small Cap SIF Instl-23.89-23.91
BlackRock Russell 2000® Index F2.22-23.93
State St Russell Sm Cap® Indx SL Cl I4.14-23.93
BNYM Mellon NSL Small Cap SIF-23.89-23.94
BNYM Mellon SL Small Cap SIF UC3-23.80-23.97
NT R2000 Index Fund - NL25.55-23.97
Blackrock Russell 2000 Index Fund A-24.00-24.01
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Small Blend5 year gross return5 year net return
Wellington CIF II Small Cap Opps2.121.28
Blackrock Russell 2000 Alpha Tilts Fd A1.011.01
State St Russell Sm Cap® Indx SL Cl I14.50-0.04
BlackRock Russell 2000® Index Fn/a-0.05
BNYM Mellon SL Small Cap SIF-0.24-0.09
NT R2000 Index Fund - NL8.24-0.23
State St Russell Sm Cap® Indx NL Cl S12.51-0.23
Blackrock Russell 2000 Index Fund A-0.22-0.23
BNYM Mellon SL Small Cap SIF UC3-0.12-0.27
BNYM Mellon NSL Small Cap SIF-0.23-0.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Blend1 year gross return1 year net return
Blackrock US Eq Mkt Fund CF-9.18-9.24
Blackrock Russ 3000 Alpha Tilts CF-9.45-9.45
Burgundy US Small/Mid Cap Fund-15.93-16.22
LMCG MidCap Core Collective Fund-17.08-17.66
Iridian Value Opportunity CIT B-19.60-20.20
State St Russell Sm/Mid Cp® Indx SL Cl I9.73-20.36
State St Russell Sm/Mid Cp® Indx NL Cl An/a-20.41
BNYM Mellon PE NSL US Mid Cap Opp Val Eq-19.91-20.50
BNYM Mellon SL Mkt Completion Fd-20.47-20.51
Blackrock Extended Mkt Fund CF-20.49-20.55
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Mid-Cap Blend5 year gross return5 year net return
Blackrock Russ 3000 Alpha Tilts CF6.096.09
Blackrock US Eq Mkt Fund CF5.835.81
Burgundy US Small/Mid Cap Fund4.173.34
State St Russell Sm/Mid Cp® Indx SL Cl I16.371.26
State St Russell Sm/Mid Cp® Indx NL Cl An/a1.15
Blackrock Extended Mkt Fund CF1.171.15
BNYM Mellon SL Mkt Completion Fd1.071.03
BNYM Mellon NSL Mkt Completion Fd0.870.79
BlackRock Mid-Cap Equity Index Fn/a0.64
Blackrock Mid Cap Eq Idx Fund CF0.640.62
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Blend1 year gross return1 year net return
Pioneer Large Cap Core Equity Trust - T2-1.02-1.51
BNYM Mellon NSL Dynamic US Equity Fund-1.47-1.73
FIAM Focused Large Cap Growth Pool-1.95-2.51
PanAgora US LgCp Stk Selector CF - I-6.02-6.49
PanAgora US LgCp Stk Selector CF - R-5.98-6.50
BNYM Mellon NSL Stock Index Fund Instl-6.93-6.94
BlackRock Equity Index F-6.94-6.94
Spartan 500 Index Pool A-6.97-6.97
BNYM Mellon NSL Stock Index Fund-6.93-6.97
BNYM Mellon SL Stock Index Fund Instl-6.96-6.97
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Large Blend5 year gross return5 year net return
BNYM Mellon NSL Dynamic US Equity Fund9.449.03
Pioneer Large Cap Core Equity Trust - T2n/a7.57
FIAM Focused Large Cap Growth Pool7.897.13
BlackRock Equity Index Fn/a6.78
Blackrock Eq Idx Fund CF6.786.77
State St S&P 500® Indx NL Cl A1.986.73
State St S&P 500® Indx SL Cl I13.436.73
BNYM Mellon SL Stock Index Fund6.756.71
BNYM Mellon CF SL Stock Index Fund6.756.70
IBEW-NECA EQUITY INDEX FUND6.736.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Stock1 year gross return1 year net return
Artisan Global Discovery Trust Founders4.303.52
Artisan Global Opportunity Trust, Tier 32.531.77
Artisan Global Opportunity Trust, Tier 12.561.69
Hardman Johnston Glb Equity Group Trust0.48-0.21
Artisan Global Equity Trust, Tier 1-1.14-1.98
FIAM Global Low Volatility Eq Pool-5.92-6.15
American Century Glbl Grwth Eq Tr Tier 2-6.43-6.97
Wellington CIF II Global Equities-8.78-9.12
FIAM Select Global CIT-9.09-9.60
Wellington CIF Global Research Equity-9.08-9.76
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Stock5 year gross return5 year net return
Hardman Johnston Glb Equity Group Trust10.9110.19
Artisan Global Opportunity Trust, Tier 39.919.09
Artisan Global Opportunity Trust, Tier 19.918.98
Artisan Global Equity Trust, Tier 17.166.25
American Century Glbl Grwth Eq Tr Tier 2n/a5.27
Wellington CIF Global Research Equity4.443.66
Wellington CIF II Global Equities3.152.97
FIAM Select Global CIT2.671.99
Wellington CIF Global Contrarian Equity2.871.95
FIAM Global Core2.711.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Value1 year gross return1 year net return
KBI EAFE Markets Equity CIT A-18.39-19.14
Mondrian International Equity CIT VIII-19.18-19.51
Mondrian International Eq CIT IX-19.16-19.54
Mondrian International Equity CIT I-19.18-19.73
FIAM International Equity Value Cmgld Pl-20.15-20.16
LSV Asset Mgt Intl Lg Cap Val Eq Trust-20.05-20.65
Denali Network Value International A-26.69-27.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Value5 year gross return5 year net return
Mondrian International Equity CIT VIIIn/a-2.19
Mondrian International Eq CIT IXn/a-2.21
LSV Asset Mgt Intl Lg Cap Val Eq Trust-1.58-2.29
Mondrian International Equity CIT I-1.66-2.35
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Blend1 year gross return1 year net return
MFS International Research Equity CL 1-6.61-7.36
Thornburg Intl Equity Fd (CIT) Tier 1-8.72-9.31
Blackrock Curr Hedged EAFE Idx CF-10.16-10.30
Acadian Intl Eq Managed Vol S-11.46-11.70
Acadian Intl Eq Managed Vol M-11.48-11.72
Acadian Intl Eq Managed Vol E-11.52-11.74
FIAM Select International Class N-11.58-11.80
FIAM Select International Pool-11.58-12.07
FIAM Select International Plus CIT-13.17-13.70
NT EAFE Index Fund - Non-Lending-13.85-13.85
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Blend5 year gross return5 year net return
MFS International Research Equity CL 1n/a1.84
Altrinsic International Equity Collectivn/a1.81
Blackrock Curr Hedged EAFE Idx CF1.721.68
Blackrock Intl Alpha Tilt CF0.170.17
Wellington CIF II Intl Oppsn/a0.07
NT EAFE Index Fund - Non-Lending-0.23-0.23
BlackRock EAFE® Equity Index Fn/a-0.25
Blackrock EAFE Eq Idx Fund CF-0.25-0.26
BNYM Mellon DB SL International SIF-0.24-0.30
PGI CIT Diversified International Eq Fd0.27-0.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Growth1 year gross return1 year net return
FIAM International Equity Gr Cmgld Pl-1.30-1.30
Fiera International Equity 1-2.11-2.66
William Blair International Growth CIT-6.03-6.79
MFS International Equity CIT -Cl4-6.93-7.54
MFS Heritage International Growth 0213.63-7.55
Vontobel Quality Growth Intl Equity CIT-7.07-7.71
Artisan International Growth Trust - T3-7.06-7.80
Artisan International Growth Trust - T1-7.09-7.92
Capital Group Intl Equity DC Unit T-8.31-8.96
Hardman Johnston Intl Equity Group Trust-8.61-9.21
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Large Growth5 year gross return5 year net return
Fiera International Equity 1n/a5.25
MFS Heritage International Growth 02n/a4.75
Capital Group Intl All Countries Eq DC-T4.143.42
Hardman Johnston Intl Equity Group Trust3.562.87
Capital Group Intl Equity DC Unit T3.342.62
Vontobel Quality Growth Intl Equity CIT3.222.54
Capital Group Intl All Countries Eq DB4.202.42
William Blair International Growth CIT1.921.13
Artisan International Growth Trust - T31.030.22
Invesco International Growth Cl In/a0.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Small/Mid Value1 year gross return1 year net return
Segall Bryant & Hamill Int Sm Cp Fndrs +-26.90-27.41
Segall B & H Intl Sml Cap Founders-26.82-27.44
Segall Bryant & Hamill Int SC Inst Plus-26.82-27.44
Segall Bryant & Hamill Int SC InstUnits-26.89-27.55
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Small/Mid Growth1 year gross return1 year net return
CastleArk International Small Cap Eq 1-5.47-6.19
Rainier Small Cap International Equity L-8.87-9.59
Rainier Small Cap International Equity B-8.87-9.77
Rainier Small Cap International Equity A-8.83-9.78
MFS International SMID Cap CIT-Class 1-14.88-15.74
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Foreign Small/Mid Growth5 year gross return5 year net return
Rainier Small Cap International Equity Ln/a3.44
Rainier Small Cap International Equity Bn/a3.23
Rainier Small Cap International Equity An/a3.19
MFS International SMID Cap CIT-Class 1n/a2.79
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Diversified Emerging Mkts1 year gross return1 year net return
Artisan Developing World Trust Tier 17.376.26
William Emerging Markets Growth CIT-7.67-8.38
FIAM Emerging Markets Opports Cmgld Pl-13.83-13.90
Mondrian Emerging Markets Wlth Eq CIT F-14.48-14.99
FIAM Select Emerging Markets Class A-14.44-15.00
FIAM Select Emerging Markets Class D-14.45-15.05
Templeton Intl Emg Mkt CF-15.22-16.09
Acadian Emerging Markets Equity Cl E-17.30-17.50
BlackRock Emerging Markets Index F-17.63-17.65
BNYM Mellon NSL Emerging Mkt SIF Instl-17.71-17.78
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Diversified Emerging Mkts5 year gross return5 year net return
FIAM Select Emerging Markets Class A1.821.12
FIAM Select Emerging Markets Class D1.821.11
Templeton Intl Emg Mkt CF2.171.03
William Emerging Markets Growth CIT1.460.70
BlackRock Emerging Markets Index Fn/a-0.32
Blackrock MSCI Emg Mrkt Free Idx-0.47-0.49
State St Emg Mkts Indx NL Cl A4.93-0.50
City of London Global Emg Mkts Fundn/a-0.51
BNYM Mellon NSL Emerging Mkt SIF-0.44-0.57
EARNEST Partners Emerging Markets Fundn/a-1.46
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Global Real Estate1 year gross return1 year net return
Cohen & Steers Global Realty CIT B-15.94-16.52
Cohen & Steers Global Realty CIT-15.97-16.59
DWS RREEF Glb Real Estate Sec Cmgld Fund-16.79-16.79
DWS RREEF Global Real Estate Sec CF-A-17.44-17.44
PGI CIT Global Real Estate Securities Fd-18.73-19.31
AEW Gl Property Secs Master Tr L-20.29-20.59
AEW Gl Property Secs Master Tr-DC Plan B-20.34-20.59
AEW Gl Property Secs Master Tr-DC Plan A-20.31-20.67
Invesco Equity Global RE Secs Tr C-22.23-22.86
Blackrock Ex-US Real Estate Idx-22.77-22.93
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Global Real Estate5 year gross return5 year net return
Cohen & Steers Global Realty CIT Bn/a1.47
Cohen & Steers Global Realty CITn/a1.43
DWS RREEF Glb Real Estate Sec Cmgld Fund1.101.10
DWS RREEF Global Real Estate Sec CF-A0.350.35
PGI CIT Global Real Estate Securities Fd0.920.22
AEW Gl Property Secs Master Tr-DC Plan Bn/a-0.37
AEW Gl Property Secs Master Tr Ln/a-0.41
AEW Gl Property Secs Master Tr-DC Plan An/a-0.44
Blackrock Ex-US Real Estate Idx-1.10-1.15
Invesco Equity Global RE Secs Tr Cn/a-1.86
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Bond1 year gross return1 year net return
MacKay Shields Core Fixed Inc CIT Cl 36.546.38
Wellington CIF II World Bond S20.710.28
PIMCO Global Advantage Strategy CIT II0.630.08
PIMCO Global Advantage Strategy III CIT0.66n/a
Brandywine Global Fixed Income BGIMT-3.80-4.23
Brandywine Global Fixed Income BIT-3.92-4.45
Brandywine Global Fixed Income GT-4.13-4.66
Brandywine Global Opportun Fxd BGIMT-5.58-6.10
Brandywine International Fixed Inc BIT-8.42-8.93
Brandywine Intl Opportunistic Fxd BIT-9.80-10.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Bond5 year gross return5 year net return
PIMCO Global Advantage Strategy CIT IIn/a2.28
PIMCO Global Advantage Strategy III CITn/a2.16
Brandywine Global Opportun Fxd BGIMT0.570.03
Brandywine Global Fixed Income BGIMT0.470.02
Brandywine Global Fixed Income BIT0.560.01
Brandywine Global Fixed Income GT0.54-0.02
Brandywine International Fixed Inc BIT-0.96-1.50
Brandywine Intl Opportunistic Fxd BIT-1.04-1.59
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


High Yield Bond1 year gross return1 year net return
MacKay Shields High Yld Bond CIT Class 1-5.30-5.63
Shenkman Capital Mgt Primus HighYield CF-4.92-5.71
Eaton Vance EB High Yield I-5.52-5.88
FIAM High Yield Bond Commingled Pool-5.95-6.43
Wellington CIF II Core High Yield S1-6.43-6.80
BNYM Mellon DB SL High Yield Beta Fund-6.84-7.07
Shenkman Capital Four Pts Multi-Strat Fd-6.42-7.25
Fort Washington High Yield Fixed Inc CF-7.65-7.65
Loomis Sayles HYCSV CIT-7.36-7.82
DDJ Total Return Credit I Composite-15.69-16.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


High Yield Bond5 year gross return5 year net return
BNYM Mellon DB SL High Yield Beta Fund3.142.88
DDJ Total Return Credit I Composite3.952.85
Eaton Vance EB High Yield I3.322.83
Wellington CIF II Core High Yield S12.892.47
FIAM High Yield Bond Commingled Pool2.802.29
Shenkman Capital Four Pts Multi-Strat Fd3.062.14
Fort Washington High Yield Fixed Inc CF2.132.13
Shenkman Capital Mgt Primus HighYield CF2.671.81
Loomis Sayles HYCSV CIT2.231.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate Government1 year gross return1 year net return
FIAM Target Date Govt Bd Idx Cmgld Pl13.2713.27
Diversified Ret Interm Govt/Credit Tr5.605.39
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate-Term Bond1 year gross return1 year net return
Blackrock Govt/Credit Bond Idx CF9.939.86
State St US Bnd Indx NL Cl A-0.429.01
State St US Bnd Indx SL Cl I-0.409.01
FIAM U.S. Bond Index Pool9.039.00
Blackrock US Debt Idx Fund CF9.058.98
BNYM Mellon SL Agg Bond Index Fund9.038.97
State St US Bnd Indx NL Cl C-0.428.94
BNYM Mellon NSL Agg Bond Index Fd Instl8.898.88
BNYM Mellon DB SL Agg Bond Index Fd8.948.88
U.S. Debt Index Fund F8.938.87
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate-Term Bond5 year gross return5 year net return
Blackrock Govt/Credit Bond Idx CF3.703.68
Wellington CIF II Core Bond S13.863.57
Blackrock US Debt Idx Fund CF3.463.44
U.S. Debt Index Fund F3.433.41
State St US Bnd Indx SL Cl I2.303.40
State St US Bnd Indx NL Cl A2.303.37
State St US Bnd Indx NL Cl C2.303.33
FIAM U.S. Bond Index Pool3.403.32
BNYM Mellon DB SL Agg Bond Index Fd3.363.31
BNYM Mellon SL Agg Bond Index Fund3.343.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short Government1 year gross return1 year net return
Blackrock 1-3 Yr Govt Bond Idx CF5.435.39
BlackRock 1-3 Year Gov Bond Idx CL R5.385.30
BlackRock 1-3 Year Gov Bond Idx CL 65.385.28
BlackRock 1-3 Year Gov Bond Idx CL 85.385.26
BlackRock 1-3 Year Gov Bond Idx CL 315.385.02
BlackRock 1-3 Year Gov Bond Idx CL 465.384.86
BlackRock 1-3 Year Gov Bond Idx CL 665.384.64
BlackRock 1-3 Year Gov Bond Idx CL 965.384.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short Government5 year gross return5 year net return
Blackrock 1-3 Yr Govt Bond Idx CF1.981.97
BlackRock 1-3 Year Gov Bond Idx CL 61.961.86
BlackRock 1-3 Year Gov Bond Idx CL 81.961.83
BlackRock 1-3 Year Gov Bond Idx CL 311.951.60
BlackRock 1-3 Year Gov Bond Idx CL 461.951.44
BlackRock 1-3 Year Gov Bond Idx CL 661.951.24
BlackRock 1-3 Year Gov Bond Idx CL 961.950.94
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short-Term Bond1 year gross return1 year net return
BNYM Mellon SL 1-3 Yr G/C Bond Index Fd4.564.50
BNYM Mellon NSL 1-3 Yr G/C BI Fd Instl4.494.47
FIAM Short Duration Pool2.632.42
FIAM Target Date Short Credit Cmgld Pool2.302.30
Voya Short Duration High Quality Trust1.791.56
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short-Term Bond5 year gross return5 year net return
FIAM Short Duration Pool1.871.63
Voya Short Duration High Quality Trust1.761.52
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long Government1 year gross return1 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx51.2851.23
NT Long-Term Gov Bd Idx - DC - NL-Tier J33.2433.24
FIAM Target Date LT Treas Idx Cmgld Pool32.9833.03
Blackrock Long Govt Bond Idx Fund CF32.5132.46
BNYM Mellon DB SL Long Term Govt BI Fd32.3432.29
State St US Lg Gov Bnd Indx SL Cl I-6.4332.24
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long Government5 year gross return5 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx9.829.69
NT Long-Term Gov Bd Idx - DC - NL-Tier J7.487.48
State St US Lg Gov Bnd Indx SL Cl In/a7.35
BNYM Mellon DB SL Long Term Govt BI Fd7.367.31
Blackrock Long Govt Bond Idx Fund CF5.265.24
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long-Term Bond1 year gross return1 year net return
Wellington CIF II Long Bond21.5721.63
FIAM Long Duration CIT19.0518.76
Blackrock Long Corp Bond Idx CF9.209.11
BNYM Mellon DB SL Long Term Credit BI Fd9.179.09
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long-Term Bond5 year gross return5 year net return
Wellington CIF II Long Bondn/a6.72
FIAM Long Duration CIT6.195.92
Blackrock Long Corp Bond Idx CF4.804.78
BNYM Mellon DB SL Long Term Credit BI Fd4.734.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Multisector Bond1 year gross return1 year net return
Blackrock CoreActive Bond Fund7.016.82
Loomis Sayles MSFD CIT3.012.42
FIAM Tactical Bond Pool1.231.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Multisector Bond5 year gross return5 year net return
FIAM Tactical Bond Pool3.713.71
Loomis Sayles MSFD CIT3.883.30
Blackrock CoreActive Bond Fund3.323.27
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


High Yield Bond1 year gross return1 year net return
MacKay Shields High Yld Bond CIT Class 1-5.30-5.63
Shenkman Capital Mgt Primus HighYield CF-4.92-5.71
Eaton Vance EB High Yield I-5.52-5.88
FIAM High Yield Bond Commingled Pool-5.95-6.43
Wellington CIF II Core High Yield S1-6.43-6.80
BNYM Mellon DB SL High Yield Beta Fund-6.84-7.07
Shenkman Capital Four Pts Multi-Strat Fd-6.42-7.25
Fort Washington High Yield Fixed Inc CF-7.65-7.65
Loomis Sayles HYCSV CIT-7.36-7.82
DDJ Total Return Credit I Composite-15.69-16.15
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


High Yield Bond5 year gross return5 year net return
BNYM Mellon DB SL High Yield Beta Fund3.142.88
DDJ Total Return Credit I Composite3.952.85
Eaton Vance EB High Yield I3.322.83
Wellington CIF II Core High Yield S12.892.47
FIAM High Yield Bond Commingled Pool2.802.29
Shenkman Capital Four Pts Multi-Strat Fd3.062.14
Fort Washington High Yield Fixed Inc CF2.132.13
Shenkman Capital Mgt Primus HighYield CF2.671.81
Loomis Sayles HYCSV CIT2.231.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate Government1 year gross return1 year net return
FIAM Target Date Govt Bd Idx Cmgld Pl13.2713.27
Diversified Ret Interm Govt/Credit Tr5.605.39
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate-Term Bond1 year gross return1 year net return
Blackrock Govt/Credit Bond Idx CF9.939.86
State St US Bnd Indx NL Cl A-0.429.01
State St US Bnd Indx SL Cl I-0.409.01
FIAM U.S. Bond Index Pool9.039.00
Blackrock US Debt Idx Fund CF9.058.98
BNYM Mellon SL Agg Bond Index Fund9.038.97
State St US Bnd Indx NL Cl C-0.428.94
BNYM Mellon NSL Agg Bond Index Fd Instl8.898.88
BNYM Mellon DB SL Agg Bond Index Fd8.948.88
U.S. Debt Index Fund F8.938.87
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Intermediate-Term Bond5 year gross return5 year net return
Blackrock Govt/Credit Bond Idx CF3.703.68
Wellington CIF II Core Bond S13.863.57
Blackrock US Debt Idx Fund CF3.463.44
U.S. Debt Index Fund F3.433.41
State St US Bnd Indx SL Cl I2.303.40
State St US Bnd Indx NL Cl A2.303.37
State St US Bnd Indx NL Cl C2.303.33
FIAM U.S. Bond Index Pool3.403.32
BNYM Mellon DB SL Agg Bond Index Fd3.363.31
BNYM Mellon SL Agg Bond Index Fund3.343.30
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short Government1 year gross return1 year net return
Blackrock 1-3 Yr Govt Bond Idx CF5.435.39
BlackRock 1-3 Year Gov Bond Idx CL R5.385.30
BlackRock 1-3 Year Gov Bond Idx CL 65.385.28
BlackRock 1-3 Year Gov Bond Idx CL 85.385.26
BlackRock 1-3 Year Gov Bond Idx CL 315.385.02
BlackRock 1-3 Year Gov Bond Idx CL 465.384.86
BlackRock 1-3 Year Gov Bond Idx CL 665.384.64
BlackRock 1-3 Year Gov Bond Idx CL 965.384.33
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short Government5 year gross return5 year net return
Blackrock 1-3 Yr Govt Bond Idx CF1.981.97
BlackRock 1-3 Year Gov Bond Idx CL 61.961.86
BlackRock 1-3 Year Gov Bond Idx CL 81.961.83
BlackRock 1-3 Year Gov Bond Idx CL 311.951.60
BlackRock 1-3 Year Gov Bond Idx CL 461.951.44
BlackRock 1-3 Year Gov Bond Idx CL 661.951.24
BlackRock 1-3 Year Gov Bond Idx CL 961.950.94
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short-Term Bond1 year gross return1 year net return
BNYM Mellon SL 1-3 Yr G/C Bond Index Fd4.564.50
BNYM Mellon NSL 1-3 Yr G/C BI Fd Instl4.494.47
FIAM Short Duration Pool2.632.42
FIAM Target Date Short Credit Cmgld Pool2.302.30
Voya Short Duration High Quality Trust1.791.56
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Short-Term Bond5 year gross return5 year net return
FIAM Short Duration Pool1.871.63
Voya Short Duration High Quality Trust1.761.52
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long Government1 year gross return1 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx51.2851.23
NT Long-Term Gov Bd Idx - DC - NL-Tier J33.2433.24
FIAM Target Date LT Treas Idx Cmgld Pool32.9833.03
Blackrock Long Govt Bond Idx Fund CF32.5132.46
BNYM Mellon DB SL Long Term Govt BI Fd32.3432.29
State St US Lg Gov Bnd Indx SL Cl I-6.4332.24
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long Government5 year gross return5 year net return
FIAM Long U.S. Treasury STRIPS Pool Idx9.829.69
NT Long-Term Gov Bd Idx - DC - NL-Tier J7.487.48
State St US Lg Gov Bnd Indx SL Cl In/a7.35
BNYM Mellon DB SL Long Term Govt BI Fd7.367.31
Blackrock Long Govt Bond Idx Fund CF5.265.24
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long-Term Bond1 year gross return1 year net return
Wellington CIF II Long Bond21.5721.63
FIAM Long Duration CIT19.0518.76
Blackrock Long Corp Bond Idx CF9.209.11
BNYM Mellon DB SL Long Term Credit BI Fd9.179.09
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Long-Term Bond5 year gross return5 year net return
Wellington CIF II Long Bondn/a6.72
FIAM Long Duration CIT6.195.92
Blackrock Long Corp Bond Idx CF4.804.78
BNYM Mellon DB SL Long Term Credit BI Fd4.734.66
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Multisector Bond1 year gross return1 year net return
Blackrock CoreActive Bond Fund7.016.82
Loomis Sayles MSFD CIT3.012.42
FIAM Tactical Bond Pool1.231.23
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Multisector Bond5 year gross return5 year net return
FIAM Tactical Bond Pool3.713.71
Loomis Sayles MSFD CIT3.883.30
Blackrock CoreActive Bond Fund3.323.27
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Inflation-Protected Bond1 year gross return1 year net return
BNYM Mellon NSL TIPS Index Fund6.846.81
BNYM Mellon NSL TIPS Index Fund Instl6.846.81
BNYM Mellon SL TIPS Index Fund6.846.80
U.S. Treasury Inflation Prot Sec Fund F6.826.78
State St US Infl Protct Bnd Indx NL Cl A3.006.73
PIMCO Real Return Strategy Fund7.076.51
PIMCO Real Return Collective Trust II6.846.42
FIAM Int Infl-Prot Bond Index Cmgld Pool4.524.47
FIAM Inter Infla-Pro Bond Index Pool D4.514.47
Wellington CIF II TIPS S14.113.92
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Inflation-Protected Bond5 year gross return5 year net return
U.S. Treasury Inflation Prot Sec Fund F2.792.78
BNYM Mellon NSL TIPS Index Fund2.672.63
State St US Infl Protct Bnd Indx NL Cl An/a2.63
PIMCO Real Return Strategy Fundn/a2.43
PIMCO Real Return Collective Trust IIn/a2.34
Wellington CIF II TIPS S12.342.13
FIAM Inter Infla-Pro Bond Index Pool D2.162.12
FIAM Int Infl-Prot Bond Index Cmgld Pool2.162.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Stable Value1 year gross return1 year net return
Putnam Stable Value Fund: Gross2.702.70
Putnam Stable Value Fund: 10bps2.712.60
Vantagepoint PLUS Fund R132.752.60
VT III PLUS Fund2.752.60
Wells Fargo Stable Value Fund W2.772.56
Invesco Stable Asset ADPZ2.742.55
Putnam Stable Value Fund: 15bps2.712.54
Vantagepoint PLUS Fund R122.752.54
Invesco Stable Value Retirement Fund CL12.632.53
IBEW NECA Stable Value Tr Bas Category2.602.51
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Stable Value5 year gross return5 year net return
Putnam Stable Value Fund: Gross2.302.29
IBEW NECA Stable Value Tr Bas Category2.302.21
Putnam Stable Value Fund: 10bps2.312.20
Vantagepoint PLUS Fund R102.502.19
Galliard Managed Income Fundn/a2.16
Putnam Stable Value Fund: 15bps2.312.15
Vantagepoint PLUS Fund R92.502.13
Putnam Stable Value Fund: 20bps2.312.11
Wells Fargo Stable Value Fund Wn/a2.10
Vantagepoint PLUS Fund R82.502.08
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Emerging Markets Bond1 year gross return1 year net return
MFS Emerging Markets Debt CIT-3.96-4.58
Wellington CIF II Opportunistic EM DbtS1-5.19-5.70
Capital Group EM Debt (Broad) DC Unit T-5.49-6.01
Capital Group EM Debt (Broad) DB Fund-5.52-6.09
MetLife Inv. Mgmt. Emerg Mkts Debt 2-1.05-9.20
FIAM Emerging Mkts Debt Commingled Pool-12.02-12.59
TCW Emerging Markets Fixed Income Cl C10.98-14.29
TCW Emerging Markets Fixed Income Cl D10.98-14.44
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Emerging Markets Bond5 year gross return5 year net return
MFS Emerging Markets Debt CITn/a3.18
Wellington CIF II Opportunistic EM DbtS1n/a2.83
MetLife Inv. Mgmt. Emerg Mkts Debt 2n/a2.04
FIAM Emerging Mkts Debt Commingled Pool2.531.87
TCW Emerging Markets Fixed Income Cl Cn/a1.71
TCW Emerging Markets Fixed Income Cl Dn/a1.65
Capital Group EM Debt (Broad) DB Fund2.031.42
Capital Group EM Debt (Broad) DC Unit T1.981.38
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Allocation1 year gross return1 year net return
Invesco Balanced Risk Allocation Trust-5.39-5.78
PIMCO Diversified Real Asset CIT-10.98-11.34
State St Real Asset NL Cl A8.78-15.79
State St Real Asset NL Cl C8.76-15.95
Wellington CIF II Divers Inflation Hge-23.02-23.12
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


World Allocation5 year gross return5 year net return
Invesco Balanced Risk Allocation Trust2.552.10
PIMCO Diversified Real Asset CITn/a-1.38
State St Real Asset NL Cl A1.98-1.50
State St Real Asset NL Cl C1.98-1.69
Wellington CIF II Divers Inflation Hge-3.97-4.04
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Conservative Allocation1 year gross return1 year net return
FIAM Pension Journey 30/70 Commingled Pl8.958.95
FIAM Pension Journey 50/50 Commingled Pl3.663.66
Manning & Napier Pro-Mix Modrte Term S10.741.94
FIAM Pension Journey 60/40 Commingled Pl1.061.06
Manning & Napier Pro-Mix Consrv Term S6.940.89
Wellington CIF II Balanced Real Asset S1-14.80-15.26
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Conservative Allocation5 year gross return5 year net return
Manning & Napier Pro-Mix Modrte Term S13.162.99
Manning & Napier Pro-Mix Consrv Term S9.722.60
Wellington CIF II Balanced Real Asset S1-1.51-2.05
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Moderate Allocation1 year gross return1 year net return
Manning & Napier Pro-Mix Extend Term S13.791.23
FIAM Pension Journey 70/30 Commingled Pl-1.29-1.29
Pioneer U.S. Balanced Trust - T2-3.13-3.59
Harris Assoc. Oakmark Eq & Inc Cl 2-13.26-13.42
Harris Oakmark Equity & Income CIT-13.20-13.72
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Moderate Allocation5 year gross return5 year net return
Pioneer U.S. Balanced Trust - T2n/a4.04
Manning & Napier Pro-Mix Extend Term S15.783.46
Harris Assoc. Oakmark Eq & Inc Cl 2n/a0.92
Harris Oakmark Equity & Income CITn/a0.60
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2000-20101 year gross return1 year net return
Wellington Trust Target 20104.093.85
FIAM Index Target Date 2005 R2.952.94
FIAM Index Target Date 2005 S2.972.89
FIAM Index Target Date 2005 T2.962.89
FIAM Index Target Date 2005 Y2.952.89
FIAM Index Target Date 2005 U2.982.84
FIAM Index Target Date 2010 S1.481.40
FIAM Index Target Date 2010 R1.411.40
FIAM Blend Target Date 2005 S1.641.37
FIAM Blend Target Date 2005 T1.621.37
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2000-20105 year gross return5 year net return
FIAM Index Target Date 2010 R3.893.84
FIAM Index Target Date 2010 T3.903.82
FIAM Index Target Date 2010 Y3.893.82
FIAM Index Target Date 2010 S3.903.81
FIAM Index Target Date 2010 U3.903.74
FIAM Blend Target Date 2010 T3.953.70
FIAM Index Target Date 2005 R3.763.70
FIAM Blend Target Date 2010 S3.973.70
FIAM Index Target Date 2005 Y3.763.69
FIAM Index Target Date 2005 T3.753.68
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2011-20151 year gross return1 year net return
Manning & Napier RT 2015 CIT Class I11.001.49
Manning & Napier RT 2015 CIT Class S11.061.31
NT Focus 2015 Fund - Tier J6.810.43
BNYM Mellon SL SmartPath TD2015 Fd0.380.29
FIAM Index Target Date 2015 R-0.09-0.10
FIAM Index Target Date 2015 Y-0.12-0.18
FIAM Index Target Date 2015 S-0.10-0.18
FIAM Index Target Date 2015 T-0.11-0.18
FIAM Index Target Date 2015 U-0.11-0.24
FIAM Blend Target Date 2015 T-1.24-1.48
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2011-20155 year gross return5 year net return
FIAM Index Target Date 2015 R4.043.98
FIAM Index Target Date 2015 Y4.043.97
FIAM Index Target Date 2015 S4.043.96
FIAM Index Target Date 2015 T4.033.96
FIAM Blend Target Date 2015 S4.153.88
FIAM Index Target Date 2015 U4.023.87
FIAM Blend Target Date 2015 R4.063.75
FIAM Blend Target Date 2015 Y4.073.71
FIAM Blend Target Date 2015 X4.083.70
FIAM Blend Target Date 2015 Q4.053.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2016-20201 year gross return1 year net return
Wellington Trust Target 20207.997.89
Manning & Napier RT 2020 CIT Class I12.192.19
Manning & Napier RT 2020 CIT Class S12.251.92
NT Focus 2020 Fund - Tier Jn/a-0.52
Voya Target Solution 2020 Trust-0.35-0.74
BNYM Mellon SL SmartPath TD2020 Fd-1.18-1.27
BNYM Mellon SL SmartPath TD2020 Fd Instl-1.18-1.28
FIAM Index Target Date 2020 Y-1.50-1.56
FIAM Index Target Date 2020 R-1.53-1.59
FIAM Index Target Date 2020 S-1.54-1.62
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2016-20205 year gross return5 year net return
Wellington Trust Target 20204.944.53
FIAM Index Target Date 2020 R4.044.00
FIAM Index Target Date 2020 T4.063.99
FIAM Index Target Date 2020 Y4.053.98
FIAM Index Target Date 2020 S4.053.97
FIAM Index Target Date 2020 U4.043.89
FIAM Blend Target Date 2020 T4.053.80
FIAM Blend Target Date 2020 S4.073.80
FIAM Blend Target Date 2020 R4.043.73
FIAM Blend Target Date 2020 Y4.043.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2021-20251 year gross return1 year net return
Manning & Napier RT 2025 CIT Class I14.372.10
Manning & Napier RT 2025 CIT Class S14.341.89
NT Focus 2025 Fund - Tier Jn/a-1.91
FIAM Index Target Date 2025 R-2.63-2.68
FIAM Index Target Date 2025 S-2.65-2.73
FIAM Index Target Date 2025 T-2.66-2.73
FIAM Index Target Date 2025 Y-2.67-2.73
FIAM Index Target Date 2025 U-2.68-2.80
BNYM Mellon SL SmartPath TD2025 Fd-3.18-3.26
BNYM Mellon SL SmartPath TD2025 Fd Instl-3.18-3.58
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2021-20255 year gross return5 year net return
FIAM Index Target Date 2025 R4.074.00
FIAM Index Target Date 2025 T4.063.99
FIAM Index Target Date 2025 Y4.063.99
FIAM Index Target Date 2025 S4.063.98
FIAM Index Target Date 2025 U4.043.89
FIAM Blend Target Date 2025 S4.103.83
FIAM Blend Target Date 2025 T4.053.80
FIAM Blend Target Date 2025 R4.083.76
FIAM Blend Target Date 2025 Y4.063.71
FIAM Blend Target Date 2025 Q4.053.70
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2026-20301 year gross return1 year net return
Wellington Trust Target 20309.729.64
Manning & Napier RT 2030 CIT Class I15.591.54
Manning & Napier RT 2030 CIT Class S15.561.35
State St Target Ret 2030 SL Cl I11.01-3.99
State St Target Ret 2030 NL Cl An/a-4.08
FIAM Index Target Date 2030 T-4.27-4.34
FIAM Index Target Date 2030 Y-4.28-4.34
FIAM Index Target Date 2030 R-4.29-4.38
FIAM Index Target Date 2030 S-4.32-4.40
FIAM Index Target Date 2030 U-4.30-4.42
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2026-20305 year gross return5 year net return
Wellington Trust Target 20305.845.40
FIAM Index Target Date 2030 R4.364.31
FIAM Index Target Date 2030 Y4.364.29
FIAM Index Target Date 2030 T4.374.29
FIAM Index Target Date 2030 S4.354.27
FIAM Index Target Date 2030 U4.364.21
FIAM Blend Target Date 2030 T4.294.04
Manning & Napier RT 2030 CIT Class I17.594.03
FIAM Blend Target Date 2030 S4.284.01
FIAM Blend Target Date 2030 R4.313.99
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2031-20351 year gross return1 year net return
Manning & Napier RT 2035 CIT Class I16.780.06
Manning & Napier RT 2035 CIT Class S16.86-0.12
State St Target Ret 2035 SL Cl In/a-5.35
State St Target Ret 2035 NL Cl An/a-5.38
FIAM Index Target Date 2035 T-7.17-7.23
FIAM Index Target Date 2035 Y-7.23-7.28
FIAM Index Target Date 2035 S-7.21-7.29
FIAM Index Target Date 2035 R-7.29-7.32
FIAM Index Target Date 2035 U-7.26-7.38
BNYM Mellon SL SmartPath TD2035 Fd-7.56-7.65
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2031-20355 year gross return5 year net return
Manning & Napier RT 2035 CIT Class In/a4.30
FIAM Index Target Date 2035 R4.194.14
FIAM Index Target Date 2035 T4.214.13
FIAM Index Target Date 2035 Y4.204.13
FIAM Index Target Date 2035 S4.204.12
Manning & Napier RT 2035 CIT Class Sn/a4.05
FIAM Index Target Date 2035 U4.194.04
FIAM Blend Target Date 2035 T4.063.81
FIAM Blend Target Date 2035 S4.063.79
State St Target Ret 2035 SL Cl In/a3.78
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2036-20401 year gross return1 year net return
Wellington Trust Target 204011.4311.51
Manning & Napier RT 2040 CIT Class I18.17-1.43
Manning & Napier RT 2040 CIT Class S18.12-1.58
State St Target Ret 2040 SL Cl In/a-6.73
State St Target Ret 2040 NL Cl An/a-6.78
FIAM Index Target Date 2040 T-8.77-8.83
FIAM Index Target Date 2040 Y-8.78-8.83
BNYM Mellon SL SmartPath TD2040 Fd-8.76-8.84
FIAM Index Target Date 2040 S-8.81-8.88
FIAM Index Target Date 2040 R-8.83-8.90
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2036-20405 year gross return5 year net return
Wellington Trust Target 20406.706.26
Manning & Napier RT 2040 CIT Class I18.574.58
Manning & Napier RT 2040 CIT Class S18.594.33
FIAM Index Target Date 2040 T3.863.79
FIAM Index Target Date 2040 R3.843.79
FIAM Index Target Date 2040 Y3.853.78
FIAM Index Target Date 2040 S3.853.77
FIAM Index Target Date 2040 U3.853.70
State St Target Ret 2040 SL Cl In/a3.64
State St Target Ret 2040 NL Cl An/a3.61
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2041-20451 year gross return1 year net return
Manning & Napier RT 2045 CIT Class I18.84-2.87
Manning & Napier RT 2045 CIT Class S18.78-3.09
State St Target Ret 2045 SL Cl In/a-8.12
State St Target Ret 2045 NL Cl An/a-8.16
FIAM Index Target Date 2045 T-8.76-8.82
FIAM Index Target Date 2045 R-8.82-8.84
FIAM Index Target Date 2045 S-8.80-8.88
FIAM Index Target Date 2045 U-8.81-8.93
BNYM Mellon SL SmartPath TD2045 Fd Instl-9.61-9.69
BNYM Mellon SL SmartPath TD2045 Fd-9.61-9.69
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Target Date 2041-20455 year gross return5 year net return
Manning & Napier RT 2045 CIT Class In/a4.80
Manning & Napier RT 2045 CIT Class Sn/a4.54
FIAM Index Target Date 2045 T3.873.80
FIAM Index Target Date 2045 R3.853.80
FIAM Index Target Date 2045 S3.873.78
FIAM Index Target Date 2045 U3.853.70
State St Target Ret 2045 SL Cl In/a3.49
State St Target Ret 2045 NL Cl An/a3.45
FIAM Blend Target Date 2045 T3.683.43
FIAM Blend Target Date 2045 S3.683.41
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Retirement Income1 year gross return1 year net return
FIAM Index Target Date Income Y3.953.88
FIAM Index Target Date Income S3.973.88
FIAM Index Target Date Income T3.963.88
FIAM Index Target Date Income U3.903.77
FIAM Blend Target Date Income T2.572.32
FIAM Blend Target Date Income S2.522.25
FIAM Blend Target Date Income Q2.522.19
FIAM Blend Target Date Income R2.502.19
FIAM Blend Target Date Income Y2.542.19
FIAM Blend Target Date Income X2.492.12
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020


Retirement Income5 year gross return5 year net return
BNYM Mellon SL SmartPath RetInc Fd3.503.40
FIAM Index Target Date Income Y3.433.36
FIAM Index Target Date Income T3.423.35
FIAM Index Target Date Income S3.433.34
FIAM Blend Target Date Income T3.503.25
FIAM Index Target Date Income U3.413.25
FIAM Blend Target Date Income S3.473.21
FIAM Blend Target Date Income R3.473.16
FIAM Blend Target Date Income Y3.493.13
FIAM Blend Target Date Income Q3.483.13
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 13, 2020
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