BLACKROCK INSTITUTIONAL TRUST COMPANY, N.A. has sponsored the creation of one or more 401k plans.
| Measure | Date | Value |
|---|
| 2022 : RUSSELL 2000 ALPHA TILTS FUND 2022 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2022-12-31 | $-541,338,023 |
| Total unrealized appreciation/depreciation of assets | 2022-12-31 | $-541,338,023 |
| Total transfer of assets to this plan | 2022-12-31 | $141,786,177 |
| Total transfer of assets from this plan | 2022-12-31 | $153,325,261 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-12-31 | $695,962,510 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-12-31 | $908,027,707 |
| Total income from all sources (including contributions) | 2022-12-31 | $-609,243,223 |
| Total loss/gain on sale of assets | 2022-12-31 | $-108,626,949 |
| Total of all expenses incurred | 2022-12-31 | $165,691 |
| Value of total assets at end of year | 2022-12-31 | $3,239,914,972 |
| Value of total assets at beginning of year | 2022-12-31 | $4,072,928,167 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2022-12-31 | $165,691 |
| Total interest from all sources | 2022-12-31 | $1,697,129 |
| Total dividends received (eg from common stock, registered investment company shares) | 2022-12-31 | $39,024,620 |
| Has a resolution to terminate the plan been adopted during the plan year or any prior plan year | 2022-12-31 | No |
| Administrative expenses professional fees incurred | 2022-12-31 | $11,541 |
| Assets. Corporate prefeered stocks other than exployer securities at end of year | 2022-12-31 | $441,781 |
| Assets. Corporate prefeered stocks other than exployer securities at beginning of year | 2022-12-31 | $516,422 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2022-12-31 | $14,157,601 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2022-12-31 | $4,878,392 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2022-12-31 | $695,962,510 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2022-12-31 | $908,027,707 |
| Administrative expenses (other) incurred | 2022-12-31 | $6,642 |
| Total non interest bearing cash at end of year | 2022-12-31 | $1,156,636 |
| Total non interest bearing cash at beginning of year | 2022-12-31 | $1,113,540 |
| Value of net income/loss | 2022-12-31 | $-609,408,914 |
| Value of net assets at end of year (total assets less liabilities) | 2022-12-31 | $2,543,952,462 |
| Value of net assets at beginning of year (total assets less liabilities) | 2022-12-31 | $3,164,900,460 |
| Investment advisory and management fees | 2022-12-31 | $147,508 |
| Interest earned on other investments | 2022-12-31 | $1,395,099 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2022-12-31 | $696,272,260 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2022-12-31 | $922,330,128 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2022-12-31 | $922,330,128 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2022-12-31 | $302,030 |
| Income. Dividends from common stock | 2022-12-31 | $39,024,620 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2022-12-31 | $2,527,886,694 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2022-12-31 | $3,144,089,685 |
| Aggregate proceeds on sale of assets | 2022-12-31 | $2,938,793,558 |
| Aggregate carrying amount (costs) on sale of assets | 2022-12-31 | $3,047,420,507 |
| 2021 : RUSSELL 2000 ALPHA TILTS FUND 2021 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2021-12-31 | $-230,135,791 |
| Total unrealized appreciation/depreciation of assets | 2021-12-31 | $-230,135,791 |
| Total transfer of assets to this plan | 2021-12-31 | $764,212,440 |
| Total transfer of assets from this plan | 2021-12-31 | $332,111,461 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-12-31 | $908,027,707 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-12-31 | $841,941,241 |
| Expenses. Interest paid | 2021-12-31 | $549 |
| Amount of participant contributions which was failed to transmit to the plan within the time period described in 29 CFR 251.3-102 | 2021-12-31 | $549 |
| Total income from all sources (including contributions) | 2021-12-31 | $374,722,936 |
| Total loss/gain on sale of assets | 2021-12-31 | $570,151,006 |
| Total of all expenses incurred | 2021-12-31 | $176,215 |
| Value of total assets at end of year | 2021-12-31 | $4,072,928,167 |
| Value of total assets at beginning of year | 2021-12-31 | $3,200,194,001 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2021-12-31 | $175,666 |
| Total interest from all sources | 2021-12-31 | $1,392,766 |
| Total dividends received (eg from common stock, registered investment company shares) | 2021-12-31 | $33,315,711 |
| Has a resolution to terminate the plan been adopted during the plan year or any prior plan year | 2021-12-31 | No |
| Administrative expenses professional fees incurred | 2021-12-31 | $10,941 |
| Assets. Corporate prefeered stocks other than exployer securities at end of year | 2021-12-31 | $516,422 |
| Assets. Corporate prefeered stocks other than exployer securities at beginning of year | 2021-12-31 | $526,531 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2021-12-31 | $4,878,392 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2021-12-31 | $76,845,605 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2021-12-31 | $908,027,707 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2021-12-31 | $841,941,241 |
| Other income not declared elsewhere | 2021-12-31 | $-756 |
| Administrative expenses (other) incurred | 2021-12-31 | $9,204 |
| Total non interest bearing cash at end of year | 2021-12-31 | $1,113,540 |
| Total non interest bearing cash at beginning of year | 2021-12-31 | $998,261 |
| Value of net income/loss | 2021-12-31 | $374,546,721 |
| Value of net assets at end of year (total assets less liabilities) | 2021-12-31 | $3,164,900,460 |
| Value of net assets at beginning of year (total assets less liabilities) | 2021-12-31 | $2,358,252,760 |
| Investment advisory and management fees | 2021-12-31 | $155,521 |
| Interest earned on other investments | 2021-12-31 | $1,355,363 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2021-12-31 | $922,330,128 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2021-12-31 | $778,221,548 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2021-12-31 | $778,221,548 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2021-12-31 | $37,403 |
| Income. Dividends from common stock | 2021-12-31 | $33,315,711 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2021-12-31 | $3,144,089,685 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2021-12-31 | $2,343,602,056 |
| Aggregate proceeds on sale of assets | 2021-12-31 | $3,265,597,441 |
| Aggregate carrying amount (costs) on sale of assets | 2021-12-31 | $2,695,446,435 |
| 2020 : RUSSELL 2000 ALPHA TILTS FUND 2020 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2020-12-31 | $272,025,027 |
| Total unrealized appreciation/depreciation of assets | 2020-12-31 | $272,025,027 |
| Total transfer of assets to this plan | 2020-12-31 | $447,307,102 |
| Total transfer of assets from this plan | 2020-12-31 | $305,979,756 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-12-31 | $841,941,241 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-12-31 | $482,635,696 |
| Expenses. Interest paid | 2020-12-31 | $185 |
| Amount of participant contributions which was failed to transmit to the plan within the time period described in 29 CFR 251.3-102 | 2020-12-31 | $185 |
| Total income from all sources (including contributions) | 2020-12-31 | $410,790,177 |
| Total loss/gain on sale of assets | 2020-12-31 | $112,043,306 |
| Total of all expenses incurred | 2020-12-31 | $133,039 |
| Value of total assets at end of year | 2020-12-31 | $3,200,194,001 |
| Value of total assets at beginning of year | 2020-12-31 | $2,288,903,972 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2020-12-31 | $132,854 |
| Total interest from all sources | 2020-12-31 | $2,084,774 |
| Total dividends received (eg from common stock, registered investment company shares) | 2020-12-31 | $24,636,385 |
| Has a resolution to terminate the plan been adopted during the plan year or any prior plan year | 2020-12-31 | No |
| Administrative expenses professional fees incurred | 2020-12-31 | $10,355 |
| Assets. Corporate prefeered stocks other than exployer securities at end of year | 2020-12-31 | $526,531 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2020-12-31 | $76,845,605 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2020-12-31 | $2,859,017 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2020-12-31 | $841,941,241 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2020-12-31 | $482,635,696 |
| Other income not declared elsewhere | 2020-12-31 | $685 |
| Administrative expenses (other) incurred | 2020-12-31 | $7,209 |
| Total non interest bearing cash at end of year | 2020-12-31 | $998,261 |
| Total non interest bearing cash at beginning of year | 2020-12-31 | $788,588 |
| Value of net income/loss | 2020-12-31 | $410,657,138 |
| Value of net assets at end of year (total assets less liabilities) | 2020-12-31 | $2,358,252,760 |
| Value of net assets at beginning of year (total assets less liabilities) | 2020-12-31 | $1,806,268,276 |
| Investment advisory and management fees | 2020-12-31 | $115,290 |
| Interest earned on other investments | 2020-12-31 | $2,014,981 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2020-12-31 | $778,221,548 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2020-12-31 | $490,615,866 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2020-12-31 | $490,615,866 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2020-12-31 | $69,793 |
| Income. Dividends from common stock | 2020-12-31 | $24,636,385 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2020-12-31 | $2,343,602,056 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2020-12-31 | $1,794,640,501 |
| Aggregate proceeds on sale of assets | 2020-12-31 | $1,980,355,377 |
| Aggregate carrying amount (costs) on sale of assets | 2020-12-31 | $1,868,312,071 |
| 2019 : RUSSELL 2000 ALPHA TILTS FUND 2019 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2019-12-31 | $272,289,977 |
| Total unrealized appreciation/depreciation of assets | 2019-12-31 | $272,289,977 |
| Total transfer of assets to this plan | 2019-12-31 | $642,067,219 |
| Total transfer of assets from this plan | 2019-12-31 | $156,989,451 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-12-31 | $482,635,696 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-12-31 | $182,703,113 |
| Total income from all sources (including contributions) | 2019-12-31 | $371,754,735 |
| Total loss/gain on sale of assets | 2019-12-31 | $76,947,961 |
| Total of all expenses incurred | 2019-12-31 | $116,282 |
| Value of total assets at end of year | 2019-12-31 | $2,288,903,972 |
| Value of total assets at beginning of year | 2019-12-31 | $1,132,255,168 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2019-12-31 | $116,282 |
| Total interest from all sources | 2019-12-31 | $1,060,575 |
| Total dividends received (eg from common stock, registered investment company shares) | 2019-12-31 | $21,456,222 |
| Has a resolution to terminate the plan been adopted during the plan year or any prior plan year | 2019-12-31 | No |
| Administrative expenses professional fees incurred | 2019-12-31 | $12,165 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2019-12-31 | $2,859,017 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2019-12-31 | $8,603,895 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2019-12-31 | $482,635,696 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2019-12-31 | $182,703,113 |
| Total non interest bearing cash at end of year | 2019-12-31 | $788,588 |
| Total non interest bearing cash at beginning of year | 2019-12-31 | $4,881 |
| Value of net income/loss | 2019-12-31 | $371,638,453 |
| Value of net assets at end of year (total assets less liabilities) | 2019-12-31 | $1,806,268,276 |
| Value of net assets at beginning of year (total assets less liabilities) | 2019-12-31 | $949,552,055 |
| Investment advisory and management fees | 2019-12-31 | $104,117 |
| Interest earned on other investments | 2019-12-31 | $853,130 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2019-12-31 | $490,615,866 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2019-12-31 | $180,412,314 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2019-12-31 | $180,412,314 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2019-12-31 | $207,445 |
| Income. Dividends from common stock | 2019-12-31 | $21,456,222 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2019-12-31 | $1,794,640,501 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2019-12-31 | $943,234,078 |
| Aggregate proceeds on sale of assets | 2019-12-31 | $1,364,799,081 |
| Aggregate carrying amount (costs) on sale of assets | 2019-12-31 | $1,287,851,120 |
| 2018 : RUSSELL 2000 ALPHA TILTS FUND 2018 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2018-12-31 | $-243,549,314 |
| Total unrealized appreciation/depreciation of assets | 2018-12-31 | $-243,549,314 |
| Total transfer of assets to this plan | 2018-12-31 | $39,398,622 |
| Total transfer of assets from this plan | 2018-12-31 | $379,569,412 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-12-31 | $182,703,113 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-12-31 | $279,898,338 |
| Total income from all sources (including contributions) | 2018-12-31 | $-86,136,897 |
| Total loss/gain on sale of assets | 2018-12-31 | $140,859,212 |
| Total of all expenses incurred | 2018-12-31 | $103,574 |
| Value of total assets at end of year | 2018-12-31 | $1,132,255,168 |
| Value of total assets at beginning of year | 2018-12-31 | $1,655,861,654 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2018-12-31 | $103,574 |
| Total interest from all sources | 2018-12-31 | $964,336 |
| Total dividends received (eg from common stock, registered investment company shares) | 2018-12-31 | $15,589,048 |
| Has a resolution to terminate the plan been adopted during the plan year or any prior plan year | 2018-12-31 | No |
| Administrative expenses professional fees incurred | 2018-12-31 | $12,354 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2018-12-31 | $8,603,895 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2018-12-31 | $14,805,720 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2018-12-31 | $182,703,113 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2018-12-31 | $279,898,338 |
| Other income not declared elsewhere | 2018-12-31 | $-179 |
| Administrative expenses (other) incurred | 2018-12-31 | $3,941 |
| Total non interest bearing cash at end of year | 2018-12-31 | $4,881 |
| Value of net income/loss | 2018-12-31 | $-86,240,471 |
| Value of net assets at end of year (total assets less liabilities) | 2018-12-31 | $949,552,055 |
| Value of net assets at beginning of year (total assets less liabilities) | 2018-12-31 | $1,375,963,316 |
| Investment advisory and management fees | 2018-12-31 | $87,279 |
| Interest earned on other investments | 2018-12-31 | $825,930 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2018-12-31 | $180,412,314 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2018-12-31 | $273,209,570 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2018-12-31 | $273,209,570 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2018-12-31 | $138,406 |
| Income. Dividends from common stock | 2018-12-31 | $15,589,048 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2018-12-31 | $943,234,078 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2018-12-31 | $1,367,846,364 |
| Aggregate proceeds on sale of assets | 2018-12-31 | $1,421,818,365 |
| Aggregate carrying amount (costs) on sale of assets | 2018-12-31 | $1,280,959,153 |
| 2017 : RUSSELL 2000 ALPHA TILTS FUND 2017 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2017-12-31 | $-33,037,934 |
| Total unrealized appreciation/depreciation of assets | 2017-12-31 | $-33,037,934 |
| Total transfer of assets to this plan | 2017-12-31 | $158,992,437 |
| Total transfer of assets from this plan | 2017-12-31 | $122,939,856 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-12-31 | $279,898,338 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-12-31 | $248,042,873 |
| Total income from all sources (including contributions) | 2017-12-31 | $145,310,514 |
| Total loss/gain on sale of assets | 2017-12-31 | $160,069,952 |
| Total of all expenses incurred | 2017-12-31 | $110,467 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2017-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2017-12-31 | $0 |
| Value of total assets at end of year | 2017-12-31 | $1,655,861,654 |
| Value of total assets at beginning of year | 2017-12-31 | $1,442,753,561 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2017-12-31 | $110,467 |
| Total interest from all sources | 2017-12-31 | $1,180,292 |
| Total dividends received (eg from common stock, registered investment company shares) | 2017-12-31 | $17,098,113 |
| Administrative expenses professional fees incurred | 2017-12-31 | $12,316 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2017-12-31 | $14,805,720 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2017-12-31 | $2,415,158 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2017-12-31 | $279,898,338 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2017-12-31 | $248,042,873 |
| Other income not declared elsewhere | 2017-12-31 | $91 |
| Value of net income/loss | 2017-12-31 | $145,200,047 |
| Value of net assets at end of year (total assets less liabilities) | 2017-12-31 | $1,375,963,316 |
| Value of net assets at beginning of year (total assets less liabilities) | 2017-12-31 | $1,194,710,688 |
| Investment advisory and management fees | 2017-12-31 | $98,151 |
| Interest earned on other investments | 2017-12-31 | $1,083,591 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2017-12-31 | $273,209,570 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2017-12-31 | $254,339,137 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2017-12-31 | $254,339,137 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2017-12-31 | $96,701 |
| Income. Dividends from common stock | 2017-12-31 | $17,098,113 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2017-12-31 | $1,367,846,364 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2017-12-31 | $1,185,999,266 |
| Aggregate proceeds on sale of assets | 2017-12-31 | $1,358,302,010 |
| Aggregate carrying amount (costs) on sale of assets | 2017-12-31 | $1,198,232,058 |
| 2016 : RUSSELL 2000 ALPHA TILTS FUND 2016 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2016-12-31 | $195,565,979 |
| Total unrealized appreciation/depreciation of assets | 2016-12-31 | $195,565,979 |
| Total transfer of assets to this plan | 2016-12-31 | $192,405,325 |
| Total transfer of assets from this plan | 2016-12-31 | $51,289,857 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-12-31 | $248,042,873 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-12-31 | $202,652,391 |
| Total income from all sources (including contributions) | 2016-12-31 | $194,380,626 |
| Total loss/gain on sale of assets | 2016-12-31 | $-15,179,862 |
| Total of all expenses incurred | 2016-12-31 | $88,639 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2016-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2016-12-31 | $0 |
| Value of total assets at end of year | 2016-12-31 | $1,442,753,561 |
| Value of total assets at beginning of year | 2016-12-31 | $1,061,955,624 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2016-12-31 | $88,639 |
| Total interest from all sources | 2016-12-31 | $1,270,135 |
| Total dividends received (eg from common stock, registered investment company shares) | 2016-12-31 | $12,724,374 |
| Administrative expenses professional fees incurred | 2016-12-31 | $12,590 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2016-12-31 | $2,415,158 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2016-12-31 | $11,582,892 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2016-12-31 | $248,042,873 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2016-12-31 | $202,652,391 |
| Value of net income/loss | 2016-12-31 | $194,291,987 |
| Value of net assets at end of year (total assets less liabilities) | 2016-12-31 | $1,194,710,688 |
| Value of net assets at beginning of year (total assets less liabilities) | 2016-12-31 | $859,303,233 |
| Investment advisory and management fees | 2016-12-31 | $76,049 |
| Interest earned on other investments | 2016-12-31 | $1,233,222 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2016-12-31 | $254,339,137 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2016-12-31 | $197,789,299 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2016-12-31 | $197,789,299 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2016-12-31 | $36,913 |
| Income. Dividends from common stock | 2016-12-31 | $12,724,374 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2016-12-31 | $1,185,999,266 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2016-12-31 | $852,583,433 |
| Aggregate proceeds on sale of assets | 2016-12-31 | $836,494,437 |
| Aggregate carrying amount (costs) on sale of assets | 2016-12-31 | $851,674,299 |
| 2015 : RUSSELL 2000 ALPHA TILTS FUND 2015 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2015-12-31 | $-109,653,102 |
| Total unrealized appreciation/depreciation of assets | 2015-12-31 | $-109,653,102 |
| Total transfer of assets to this plan | 2015-12-31 | $287,551,979 |
| Total transfer of assets from this plan | 2015-12-31 | $24,516,511 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-12-31 | $202,652,391 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-12-31 | $10,003,717 |
| Total income from all sources (including contributions) | 2015-12-31 | $-40,017,067 |
| Total loss/gain on sale of assets | 2015-12-31 | $55,348,761 |
| Total of all expenses incurred | 2015-12-31 | $79,605 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2015-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2015-12-31 | $0 |
| Value of total assets at end of year | 2015-12-31 | $1,061,955,624 |
| Value of total assets at beginning of year | 2015-12-31 | $646,368,154 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2015-12-31 | $79,605 |
| Total interest from all sources | 2015-12-31 | $945,461 |
| Total dividends received (eg from common stock, registered investment company shares) | 2015-12-31 | $12,386,847 |
| Administrative expenses professional fees incurred | 2015-12-31 | $12,590 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2015-12-31 | $11,582,892 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2015-12-31 | $10,000,000 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2015-12-31 | $202,652,391 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2015-12-31 | $10,003,717 |
| Value of net income/loss | 2015-12-31 | $-40,096,672 |
| Value of net assets at end of year (total assets less liabilities) | 2015-12-31 | $859,303,233 |
| Value of net assets at beginning of year (total assets less liabilities) | 2015-12-31 | $636,364,437 |
| Investment advisory and management fees | 2015-12-31 | $67,015 |
| Interest earned on other investments | 2015-12-31 | $928,627 |
| Value of interest in common/collective trusts at end of year | 2015-12-31 | $0 |
| Value of interest in common/collective trusts at beginning of year | 2015-12-31 | $636,358,771 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2015-12-31 | $197,789,299 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2015-12-31 | $9,383 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2015-12-31 | $9,383 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2015-12-31 | $16,834 |
| Net investment gain or loss from common/collective trusts | 2015-12-31 | $954,966 |
| Income. Dividends from common stock | 2015-12-31 | $12,386,847 |
| Assets. Corporate common stocks other than exployer securities at end of year | 2015-12-31 | $852,583,433 |
| Assets. Corporate common stocks other than exployer securities at beginning of year | 2015-12-31 | $0 |
| Aggregate proceeds on sale of assets | 2015-12-31 | $1,473,976,056 |
| Aggregate carrying amount (costs) on sale of assets | 2015-12-31 | $1,418,627,295 |
| 2014 : RUSSELL 2000 ALPHA TILTS FUND 2014 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2014-12-31 | $-19,661,048 |
| Total unrealized appreciation/depreciation of assets | 2014-12-31 | $-19,661,048 |
| Total transfer of assets to this plan | 2014-12-31 | $38,999,675 |
| Total transfer of assets from this plan | 2014-12-31 | $1,952,972 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-12-31 | $10,003,717 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-12-31 | $4,622 |
| Total income from all sources (including contributions) | 2014-12-31 | $44,972,496 |
| Total loss/gain on sale of assets | 2014-12-31 | $82,933 |
| Total of all expenses incurred | 2014-12-31 | $9,642 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2014-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2014-12-31 | $0 |
| Value of total assets at end of year | 2014-12-31 | $646,368,154 |
| Value of total assets at beginning of year | 2014-12-31 | $554,359,502 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2014-12-31 | $9,642 |
| Total interest from all sources | 2014-12-31 | $0 |
| Total dividends received (eg from common stock, registered investment company shares) | 2014-12-31 | $0 |
| Administrative expenses professional fees incurred | 2014-12-31 | $3,860 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2014-12-31 | $10,000,000 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2014-12-31 | $0 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2014-12-31 | $10,003,717 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2014-12-31 | $4,622 |
| Value of net income/loss | 2014-12-31 | $44,962,854 |
| Value of net assets at end of year (total assets less liabilities) | 2014-12-31 | $636,364,437 |
| Value of net assets at beginning of year (total assets less liabilities) | 2014-12-31 | $554,354,880 |
| Investment advisory and management fees | 2014-12-31 | $5,782 |
| Value of interest in common/collective trusts at end of year | 2014-12-31 | $636,358,771 |
| Value of interest in common/collective trusts at beginning of year | 2014-12-31 | $554,349,969 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2014-12-31 | $9,383 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2014-12-31 | $9,533 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2014-12-31 | $9,533 |
| Net investment gain or loss from common/collective trusts | 2014-12-31 | $64,550,611 |
| Aggregate proceeds on sale of assets | 2014-12-31 | $1,969,282 |
| Aggregate carrying amount (costs) on sale of assets | 2014-12-31 | $1,886,349 |
| 2013 : RUSSELL 2000 ALPHA TILTS FUND 2013 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2013-12-31 | $57,857,552 |
| Total unrealized appreciation/depreciation of assets | 2013-12-31 | $57,857,552 |
| Total transfer of assets to this plan | 2013-12-31 | $77,964,223 |
| Total transfer of assets from this plan | 2013-12-31 | $20,681,564 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-12-31 | $4,622 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-12-31 | $4,651 |
| Total income from all sources (including contributions) | 2013-12-31 | $159,420,876 |
| Total loss/gain on sale of assets | 2013-12-31 | $624,419 |
| Total of all expenses incurred | 2013-12-31 | $9,946 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2013-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2013-12-31 | $0 |
| Value of total assets at end of year | 2013-12-31 | $554,359,502 |
| Value of total assets at beginning of year | 2013-12-31 | $337,665,942 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2013-12-31 | $9,946 |
| Total interest from all sources | 2013-12-31 | $50 |
| Total dividends received (eg from common stock, registered investment company shares) | 2013-12-31 | $0 |
| Administrative expenses professional fees incurred | 2013-12-31 | $4,100 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2013-12-31 | $0 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2013-12-31 | $467 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2013-12-31 | $4,622 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2013-12-31 | $4,651 |
| Value of net income/loss | 2013-12-31 | $159,410,930 |
| Value of net assets at end of year (total assets less liabilities) | 2013-12-31 | $554,354,880 |
| Value of net assets at beginning of year (total assets less liabilities) | 2013-12-31 | $337,661,291 |
| Investment advisory and management fees | 2013-12-31 | $5,846 |
| Value of interest in common/collective trusts at end of year | 2013-12-31 | $554,349,969 |
| Value of interest in common/collective trusts at beginning of year | 2013-12-31 | $337,655,942 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2013-12-31 | $9,533 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2013-12-31 | $9,533 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2013-12-31 | $9,533 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2013-12-31 | $50 |
| Net investment gain or loss from common/collective trusts | 2013-12-31 | $100,938,855 |
| Aggregate proceeds on sale of assets | 2013-12-31 | $20,686,212 |
| Aggregate carrying amount (costs) on sale of assets | 2013-12-31 | $20,061,793 |
| 2012 : RUSSELL 2000 ALPHA TILTS FUND 2012 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2012-12-31 | $11,159,317 |
| Total unrealized appreciation/depreciation of assets | 2012-12-31 | $11,159,317 |
| Total transfer of assets to this plan | 2012-12-31 | $58,999,825 |
| Total transfer of assets from this plan | 2012-12-31 | $1,332,656 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-12-31 | $4,651 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-12-31 | $5,435 |
| Total income from all sources (including contributions) | 2012-12-31 | $54,438,846 |
| Total loss/gain on sale of assets | 2012-12-31 | $265,763 |
| Total of all expenses incurred | 2012-12-31 | $9,840 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2012-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2012-12-31 | $0 |
| Value of total assets at end of year | 2012-12-31 | $337,665,942 |
| Value of total assets at beginning of year | 2012-12-31 | $225,570,551 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2012-12-31 | $9,840 |
| Total interest from all sources | 2012-12-31 | $16 |
| Total dividends received (eg from common stock, registered investment company shares) | 2012-12-31 | $0 |
| Administrative expenses professional fees incurred | 2012-12-31 | $4,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2012-12-31 | $467 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2012-12-31 | $272 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2012-12-31 | $4,651 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2012-12-31 | $5,435 |
| Value of net income/loss | 2012-12-31 | $54,429,006 |
| Value of net assets at end of year (total assets less liabilities) | 2012-12-31 | $337,661,291 |
| Value of net assets at beginning of year (total assets less liabilities) | 2012-12-31 | $225,565,116 |
| Investment advisory and management fees | 2012-12-31 | $5,840 |
| Value of interest in common/collective trusts at end of year | 2012-12-31 | $337,655,942 |
| Value of interest in common/collective trusts at beginning of year | 2012-12-31 | $225,569,611 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2012-12-31 | $9,533 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2012-12-31 | $668 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2012-12-31 | $668 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2012-12-31 | $16 |
| Net investment gain or loss from common/collective trusts | 2012-12-31 | $43,013,750 |
| Aggregate proceeds on sale of assets | 2012-12-31 | $1,747,050 |
| Aggregate carrying amount (costs) on sale of assets | 2012-12-31 | $1,481,287 |
| 2011 : RUSSELL 2000 ALPHA TILTS FUND 2011 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2011-12-31 | $-52,892,946 |
| Total unrealized appreciation/depreciation of assets | 2011-12-31 | $-52,892,946 |
| Total transfer of assets to this plan | 2011-12-31 | $0 |
| Total transfer of assets from this plan | 2011-12-31 | $171,980,987 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-12-31 | $5,435 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-12-31 | $5,901 |
| Total income from all sources (including contributions) | 2011-12-31 | $5,142,975 |
| Total loss/gain on sale of assets | 2011-12-31 | $1,243,090 |
| Total of all expenses incurred | 2011-12-31 | $10,755 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2011-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2011-12-31 | $0 |
| Value of total assets at end of year | 2011-12-31 | $225,570,551 |
| Value of total assets at beginning of year | 2011-12-31 | $392,419,784 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2011-12-31 | $10,755 |
| Total interest from all sources | 2011-12-31 | $0 |
| Total dividends received (eg from common stock, registered investment company shares) | 2011-12-31 | $0 |
| Administrative expenses professional fees incurred | 2011-12-31 | $4,975 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2011-12-31 | $272 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2011-12-31 | $0 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2011-12-31 | $5,435 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2011-12-31 | $5,901 |
| Value of net income/loss | 2011-12-31 | $5,132,220 |
| Value of net assets at end of year (total assets less liabilities) | 2011-12-31 | $225,565,116 |
| Value of net assets at beginning of year (total assets less liabilities) | 2011-12-31 | $392,413,883 |
| Investment advisory and management fees | 2011-12-31 | $5,780 |
| Value of interest in common/collective trusts at end of year | 2011-12-31 | $225,569,611 |
| Value of interest in common/collective trusts at beginning of year | 2011-12-31 | $392,418,861 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2011-12-31 | $668 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2011-12-31 | $923 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2011-12-31 | $923 |
| Net investment gain or loss from common/collective trusts | 2011-12-31 | $56,792,831 |
| Aggregate proceeds on sale of assets | 2011-12-31 | $171,996,584 |
| Aggregate carrying amount (costs) on sale of assets | 2011-12-31 | $170,753,494 |
| 2010 : RUSSELL 2000 ALPHA TILTS FUND 2010 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2010-12-31 | $1,964,733 |
| Total unrealized appreciation/depreciation of assets | 2010-12-31 | $1,964,733 |
| Total transfer of assets to this plan | 2010-12-31 | $2,000,000 |
| Total transfer of assets from this plan | 2010-12-31 | $276,584,607 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2010-12-31 | $5,901 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2010-12-31 | $5,776 |
| Total income from all sources (including contributions) | 2010-12-31 | $114,097,721 |
| Total loss/gain on sale of assets | 2010-12-31 | $14,205,591 |
| Total of all expenses incurred | 2010-12-31 | $10,800 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2010-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2010-12-31 | $0 |
| Value of total assets at end of year | 2010-12-31 | $392,419,784 |
| Value of total assets at beginning of year | 2010-12-31 | $552,917,345 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2010-12-31 | $10,800 |
| Total interest from all sources | 2010-12-31 | $11 |
| Total dividends received (eg from common stock, registered investment company shares) | 2010-12-31 | $0 |
| Administrative expenses professional fees incurred | 2010-12-31 | $4,975 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2010-12-31 | $5,901 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2010-12-31 | $5,776 |
| Value of net income/loss | 2010-12-31 | $114,086,921 |
| Value of net assets at end of year (total assets less liabilities) | 2010-12-31 | $392,413,883 |
| Value of net assets at beginning of year (total assets less liabilities) | 2010-12-31 | $552,911,569 |
| Investment advisory and management fees | 2010-12-31 | $5,825 |
| Value of interest in common/collective trusts at end of year | 2010-12-31 | $392,418,861 |
| Value of interest in common/collective trusts at beginning of year | 2010-12-31 | $552,916,794 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2010-12-31 | $923 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2010-12-31 | $551 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2010-12-31 | $551 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2010-12-31 | $11 |
| Net investment gain or loss from common/collective trusts | 2010-12-31 | $97,927,386 |
| Aggregate proceeds on sale of assets | 2010-12-31 | $274,618,902 |
| Aggregate carrying amount (costs) on sale of assets | 2010-12-31 | $260,413,311 |
