| Convertibles | 1 year gross return | 1 year net return |
|---|---|---|
| Zazove Alternative Credit Conv Composite | -0.08 | -0.08 |
| Oaktree High Income Convertibles | -2.58 | -3.14 |
| Palisade Short Duration Convertible Bond | -4.55 | -5.11 |
| Conning Convertible Bond | -5.47 | -5.67 |
| SSI Inv Grade Convert Strat | -5.49 | -6.21 |
| Zazove Institutional Blend Convertibles | -8.71 | -8.71 |
| Advent Investment Grade | -8.53 | -8.94 |
| Zazove Inv. Grade Convertible Strategy | -9.11 | -9.11 |
| INCORE Inv Grade Convertibles Comp | -9.81 | -10.25 |
| Oaktree Global ex-US Convertibles | -10.24 | -10.70 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of March 9, 2023
| Convertibles | 5 year gross return | 5 year net return |
|---|---|---|
| MacKay Shields Convertibles | 9.89 | 9.34 |
| Lord Abbett & Co. Convertibles | 10.10 | 9.02 |
| Invesco Convertible Securities | 9.67 | 9.01 |
| SSI Convertible Investment Strategy | 9.08 | 8.50 |
| Calamos Instl Convertible Composite | 9.24 | 8.48 |
| Advent Balanced Convertible Strategy | 8.31 | 7.77 |
| Nicholas Inv - Convertibles | 8.22 | 7.40 |
| Palisade Convertible Securities Comp | 7.71 | 7.10 |
| SSI Inv Grade Convert Strat | 7.92 | 7.10 |
| Zazove Institutional Blend Convertibles | 6.99 | 6.60 |
