48 Wall Street New York, NY
|
10005
|
(Address of principal executive offices)
|
(Zip code)
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
Description
|
No. of Shares
|
Value
|
||||||
EQUITY SECURITIES - 98.52%
|
||||||||
CLOSED-END FUNDS - 26.82%
|
||||||||
CORE - 9.01%
|
||||||||
Adams Diversified Equity Fund, Inc.
|
712,445
|
$ |
10,836,288
|
|||||
Advent/Claymore Enhanced Growth & Income Fund
|
72,388
|
623,261
|
||||||
General American Investors Company, Inc.
|
318,510
|
11,469,545
|
||||||
Liberty All-Star Equity Fund
|
1,306,346
|
7,877,266
|
||||||
Royce Micro-Cap Trust, Inc.
|
522,910
|
4,904,896
|
||||||
Royce Value Trust
|
420,964
|
6,647,022
|
||||||
Source Capital, Inc.
|
41,654
|
1,687,404
|
||||||
Sprott Focus Trust, Inc.
|
87,568
|
676,901
|
||||||
Tri-Continental Corporation
|
319,083
|
8,152,571
|
||||||
52,875,154
|
||||||||
CORPORATE DEBT BBB LEVERAGED - 0.17%
|
||||||||
Western Asset/Claymore Inflation-Linked Opportunities & Income Fund
|
54,830
|
618,482
|
||||||
Western Asset/Claymore Inflation-Linked Securities & Income Fund
|
31,752
|
366,736
|
||||||
985,218
|
||||||||
DEVELOPED MARKET - 0.79%
|
||||||||
Aberdeen Japan Equity Fund, Inc.
|
10,814
|
94,190
|
||||||
Aberdeen Singapore Fund, Inc.
|
27,638
|
321,153
|
||||||
European Equity Fund, Inc. (The)
|
2,540
|
24,587
|
||||||
Japan Smaller Capitalization Fund, Inc.
|
53,156
|
668,171
|
||||||
Morgan Stanley Asia-Pacific Fund, Inc.
|
113,932
|
1,964,188
|
||||||
New Germany Fund, Inc. (The)
|
34,121
|
633,661
|
||||||
New Ireland Fund, Inc. (The)
|
37,850
|
519,302
|
||||||
Swiss Helvetia Fund, Inc. (The)
|
31,989
|
406,900
|
||||||
4,632,152
|
||||||||
EMERGING MARKETS - 4.53%
|
||||||||
Aberdeen Chile Fund, Inc.
|
103,947
|
872,115
|
||||||
Aberdeen Latin America Equity Fund, Inc.
|
12,213
|
334,148
|
||||||
Central Europe, Russia and Turkey Fund, Inc. (The )
|
26,450
|
653,315
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
India Fund, Inc. (The)
|
205,105
|
$ |
5,486,559
|
|||||
Latin American Discovery Fund, Inc. (The)
|
53,545
|
646,824
|
||||||
Mexico Equity & Income Fund Inc. *
|
17,369
|
202,349
|
||||||
Mexico Fund, Inc. (The)
|
224,320
|
3,853,818
|
||||||
Morgan Stanley China A Share Fund, Inc.
|
311,519
|
7,432,843
|
||||||
Morgan Stanley Emerging Markets Fund, Inc.
|
56,946
|
993,138
|
||||||
Morgan Stanley India Investment Fund, Inc.
|
32,418
|
1,111,581
|
||||||
Taiwan Fund, Inc. (The) *
|
14,077
|
289,705
|
||||||
Templeton Dragon Fund, Inc.
|
157,932
|
3,284,986
|
||||||
Templeton Emerging Markets Fund
|
86,264
|
1,425,081
|
||||||
26,586,462
|
||||||||
EMERGING MARKETS HARD CURRENCY DEBT - 0.30%
|
||||||||
Templeton Emerging Markets Income Fund
|
154,150
|
1,783,515
|
||||||
ENERGY MLP - 0.23%
|
||||||||
ClearBridge American Energy MLP Fund Inc.
|
48,591
|
416,425
|
||||||
Kayne Anderson Energy Total Return Fund, Inc.
|
8,952
|
99,546
|
||||||
Kayne Anderson Midstream/Energy Fund, Inc.
|
55,357
|
813,748
|
||||||
1,329,719
|
||||||||
GLOBAL - 1.70%
|
||||||||
Alpine Global Total Dynamic Dividend Fund
|
571,740
|
5,145,672
|
||||||
Delaware Enhanced Global Dividend and Income Fund
|
91,344
|
1,083,340
|
||||||
Gabelli Global Small and Mid Cap Value Trust (The)
|
78,374
|
1,035,321
|
||||||
GDL Fund (The)
|
71,043
|
725,349
|
||||||
Lazard Global Total Return and Income Fund, Inc.
|
2,998
|
50,246
|
||||||
Lazard World Dividend & Income Fund, Inc.
|
27,426
|
310,736
|
||||||
Royce Global Value Trust, Inc.
|
158,158
|
1,636,934
|
||||||
9,987,598
|
||||||||
GLOBAL INCOME - 0.49%
|
||||||||
Legg Mason BW Global Income Opportunities Fund Inc.
|
214,990
|
2,889,466
|
||||||
INCOME & PREFERRED STOCK - 0.24%
|
||||||||
Delaware Investments Dividend & Income Fund, Inc.
|
17,682
|
190,258
|
||||||
LMP Capital and Income Fund Inc.
|
76,092
|
1,106,385
|
||||||
Rivernorth Opportunities Fund, Inc.
|
4,100
|
84,583
|
||||||
1,381,226
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
NATURAL RESOURCES - 2.98%
|
||||||||
Adams Natural Resources Fund, Inc.
|
379,559
|
$ |
7,458,334
|
|||||
BlackRock Energy & Resources Trust
|
79,021
|
1,084,958
|
||||||
BlackRock Resources & Commodities Strategy Trust
|
994,848
|
8,844,199
|
||||||
Cushing Renaissance Fund
|
3,900
|
72,969
|
||||||
17,460,460
|
||||||||
OPTION ARBITRAGE/OPTIONS STRATEGIES - 0.18%
|
||||||||
BlackRock Enhanced Global Dividend Trust
|
21,212
|
287,635
|
||||||
Cohen & Steers Global Income Builder, Inc.
|
40,680
|
395,003
|
||||||
Madison Strategic Sector Premium Fund
|
3,485
|
41,890
|
||||||
Voya Asia Pacific High Dividend Equity Income Fund
|
32,261
|
345,515
|
||||||
1,070,043
|
||||||||
PACIFIC EX JAPAN - 0.39%
|
||||||||
Aberdeen Greater China Fund, Inc.
|
42,147
|
495,227
|
||||||
Asia Tigers Fund, Inc. (The)
|
100
|
1,239
|
||||||
Korea Fund, Inc. (The)
|
33,259
|
1,345,327
|
||||||
Thai Fund, Inc. (The)
|
42,607
|
414,992
|
||||||
2,256,785
|
||||||||
REAL ESTATE - 2.56%
|
||||||||
Alpine Global Premier Properties Fund
|
527,722
|
3,498,797
|
||||||
CBRE Clarion Global Real Estate Income Fund
|
963,664
|
7,612,946
|
||||||
Cohen & Steers Preferred Securities and Income Fund, Inc.
|
270
|
5,724
|
||||||
Cohen & Steers Quality Income Realty Fund, Inc.
|
117,021
|
1,469,784
|
||||||
RMR Real Estate Income Fund
|
125,575
|
2,426,108
|
||||||
15,013,359
|
||||||||
SECTOR EQUITY - 1.11%
|
||||||||
BlackRock Science and Technology Trust
|
17,104
|
417,851
|
||||||
Gabelli Healthcare & WellnessRx Trust
|
198,719
|
2,009,049
|
||||||
Nuveen Real Asset Income and Growth Fund
|
67,511
|
1,214,523
|
||||||
Tekla Healthcare Opportunities Fund
|
73,704
|
1,368,683
|
||||||
Tekla World Healthcare Fund
|
101,495
|
1,477,767
|
||||||
6,487,873
|
||||||||
UTILITY - 2.11%
|
||||||||
Brookfield Global Listed Infrastructure Income Fund Inc.
|
152,162
|
2,055,709
|
||||||
Cohen & Steers Infrastructure Fund, Inc.
|
271,841
|
6,252,343
|
||||||
Duff & Phelps Global Utility Income Fund Inc.
|
38,984
|
632,710
|
||||||
Gabelli Global Utility & Income Trust (The)
|
54,335
|
1,115,807
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
Macquarie Global Infrastructure Total Return Fund Inc.
|
81,337
|
$ |
2,136,723
|
|||||
Reaves Utility Income Fund
|
5,673
|
179,834
|
||||||
12,373,126
|
||||||||
VALUE - 0.03%
|
||||||||
Gabelli Dividend & Income Trust
|
8,427
|
188,680
|
||||||
TOTAL CLOSED-END FUNDS
|
157,300,836
|
|||||||
CONSUMER DISCRETIONARY - 9.16%
|
||||||||
Amazon.com, Inc. *
|
7,500
|
7,210,125
|
||||||
Carnival Corporation
|
5,000
|
322,850
|
||||||
Charter Communications, Inc. *
|
5,600
|
2,035,152
|
||||||
Comcast Corporation - Class A
|
175,000
|
6,734,000
|
||||||
Delphi Automotive PLC
|
6,000
|
590,400
|
||||||
Ford Motor Company
|
97,000
|
1,161,090
|
||||||
General Motors Company
|
39,000
|
1,574,820
|
||||||
Home Depot, Inc. (The)
|
56,600
|
9,257,496
|
||||||
Lowe's Companies, Inc.
|
30,000
|
2,398,200
|
||||||
McDonald's Corporation
|
28,700
|
4,496,716
|
||||||
Netflix, Inc. *
|
16,000
|
2,901,600
|
||||||
Newell Brands Inc.
|
19,000
|
810,730
|
||||||
NIKE, Inc.
|
48,500
|
2,514,725
|
||||||
Priceline Group Inc. (The) *
|
1,500
|
2,746,230
|
||||||
Royal Caribbean Cruises Ltd.
|
6,000
|
711,240
|
||||||
Starbucks Corporation
|
52,000
|
2,792,920
|
||||||
TJX Companies, Inc. (The)
|
18,000
|
1,327,140
|
||||||
Walt Disney Company (The)
|
42,200
|
4,159,654
|
||||||
|
53,745,088
|
|||||||
CONSUMER STAPLES - 5.51%
|
||||||||
Altria Group, Inc.
|
55,000
|
3,488,100
|
||||||
Archer-Daniels-Midland Company
|
19,000
|
807,690
|
||||||
British American Tobacco p.l.c. - ADR
|
14,202
|
886,915
|
||||||
ConAgra Foods, Inc.
|
7,500
|
253,050
|
||||||
Constellation Brands, Inc.
|
7,000
|
1,396,150
|
||||||
Costco Wholesale Corporation
|
15,000
|
2,464,350
|
||||||
CVS Health Corporation
|
31,000
|
2,520,920
|
||||||
Estée Lauder Companies Inc. (The) - Class A
|
8,000
|
862,720
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
General Mills, Inc.
|
18,900
|
$ |
978,264
|
|||||
Kellogg Company
|
8,700
|
542,619
|
||||||
Kraft Heinz Company (The)
|
16,000
|
1,240,800
|
||||||
Kroger Company (The)
|
25,000
|
501,500
|
||||||
Molson Coors Brewing Company - Class B
|
2,000
|
163,280
|
||||||
Mondelez International, Inc.
|
45,000
|
1,829,700
|
||||||
Monster Beverage Corporation *
|
14,000
|
773,500
|
||||||
PepsiCo, Inc.
|
41,900
|
4,668,917
|
||||||
Procter & Gamble Company (The)
|
56,000
|
5,094,880
|
||||||
Sysco Corporation
|
17,500
|
944,125
|
||||||
Tyson Foods, Inc.
|
8,000
|
563,600
|
||||||
Walgreens Boots Alliance, Inc.
|
30,000
|
2,316,600
|
||||||
|
32,297,680
|
|||||||
ENERGY - 2.60%
|
||||||||
Baker Hughes, a GE company
|
9,000
|
329,580
|
||||||
Chevron Corporation
|
35,000
|
4,112,500
|
||||||
Concho Resources Inc. *
|
2,500
|
329,300
|
||||||
ConocoPhillips
|
23,000
|
1,151,150
|
||||||
Enbridge Inc.
|
4,723
|
197,610
|
||||||
EOG Resources, Inc.
|
8,600
|
831,964
|
||||||
Exxon Mobil Corporation
|
84,636
|
6,938,459
|
||||||
Occidental Petroleum Corporation
|
14,400
|
924,624
|
||||||
Pioneer Natural Resources Company
|
3,000
|
442,620
|
||||||
|
15,257,807
|
|||||||
EXCHANGE-TRADED FUNDS - 2.15%
|
||||||||
iShares Core S&P 500 ETF
|
30,000
|
7,587,900
|
||||||
SPDR S&P 500 ETF
|
20,000
|
5,024,600
|
||||||
|
12,612,500
|
|||||||
FINANCIALS - 10.72%
|
||||||||
Allstate Corporation (The)
|
14,000
|
1,286,740
|
||||||
Aon plc
|
9,000
|
1,314,900
|
||||||
Bank of America Corporation
|
363,300
|
9,206,022
|
||||||
Bank of New York Mellon Corporation (The)
|
38,500
|
2,041,270
|
||||||
BB&T Corporation
|
22,000
|
1,032,680
|
||||||
Berkshire Hathaway Inc. - Class B *
|
20,000
|
3,666,400
|
||||||
BlackRock, Inc. - Class A
|
3,000
|
1,341,270
|
||||||
Brighthouse Financial, Inc. *
|
2,316
|
140,813
|
||||||
Charles Schwab Corporation (The)
|
44,000
|
1,924,560
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
Chubb Limited
|
13,000
|
$ |
1,853,150
|
|||||
Citigroup Inc.
|
77,000
|
5,600,980
|
||||||
CME Group Inc.
|
9,000
|
1,221,120
|
||||||
Goldman Sachs Group, Inc. (The)
|
11,000
|
2,609,090
|
||||||
JPMorgan Chase & Co.
|
131,000
|
12,511,810
|
||||||
Loews Corporation
|
10,000
|
478,600
|
||||||
Marsh & McLennan Companies, Inc.
|
18,000
|
1,508,580
|
||||||
MetLife, Inc.
|
25,500
|
1,324,725
|
||||||
Moody's Corporation
|
6,000
|
835,260
|
||||||
Morgan Stanley
|
54,000
|
2,601,180
|
||||||
PNC Financial Services Group, Inc. (The)
|
18,000
|
2,425,860
|
||||||
S&P Global Inc.
|
9,000
|
1,406,790
|
||||||
State Street Corporation
|
13,000
|
1,242,020
|
||||||
U.S. Bancorp
|
40,000
|
2,143,600
|
||||||
Wells Fargo & Company
|
56,800
|
3,132,520
|
||||||
|
62,849,940
|
|||||||
HEALTH CARE - 11.20%
|
||||||||
Abbott Laboratories
|
37,000
|
1,974,320
|
||||||
AbbVie Inc.
|
72,000
|
6,397,920
|
||||||
Aetna Inc.
|
13,000
|
2,067,130
|
||||||
Allergan plc
|
4,400
|
901,780
|
||||||
Amgen Inc.
|
26,000
|
4,847,700
|
||||||
Anthem, Inc.
|
7,000
|
1,329,160
|
||||||
Baxter International Inc.
|
17,000
|
1,066,750
|
||||||
Becton, Dickinson and Company
|
6,000
|
1,175,700
|
||||||
Boston Scientific Corporation *
|
49,000
|
1,429,330
|
||||||
Bristol-Myers Squibb Company
|
34,000
|
2,167,160
|
||||||
Cardinal Health, Inc.
|
11,000
|
736,120
|
||||||
Celgene Corporation *
|
28,000
|
4,082,960
|
||||||
Cigna Corporation
|
9,000
|
1,682,460
|
||||||
Edwards Lifesciences Corporation *
|
8,000
|
874,480
|
||||||
Eli Lilly and Company
|
18,000
|
1,539,720
|
||||||
Express Scripts Holding Company *
|
22,000
|
1,393,040
|
||||||
Gilead Sciences, Inc.
|
36,000
|
2,916,720
|
||||||
HCA Healthcare, Inc. *
|
8,000
|
636,720
|
||||||
Humana Inc.
|
5,000
|
1,218,150
|
||||||
Johnson & Johnson
|
75,700
|
9,841,757
|
||||||
McKesson Corporation
|
6,000
|
921,660
|
||||||
Medtronic Plc
|
28,000
|
2,177,560
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
Mylan N.V. *
|
13,000
|
$ |
407,810
|
|||||
Regeneron Pharmaceuticals, Inc. *
|
3,000
|
1,341,360
|
||||||
Thermo Fisher Scientific Inc.
|
14,000
|
2,648,800
|
||||||
UnitedHealth Group Incorporated
|
42,000
|
8,225,700
|
||||||
Vertex Pharmaceuticals Incorporated *
|
9,000
|
1,368,360
|
||||||
Zimmer Biomet Holdings, Inc.
|
3,000
|
351,270
|
||||||
65,721,597
|
||||||||
INDUSTRIALS - 7.51%
|
||||||||
3M Company
|
17,000
|
3,568,300
|
||||||
Boeing Company (The)
|
21,000
|
5,338,410
|
||||||
Caterpillar Inc.
|
16,500
|
2,057,715
|
||||||
CSX Corporation
|
32,000
|
1,736,320
|
||||||
Cummins Inc.
|
4,000
|
672,120
|
||||||
Danaher Corporation
|
17,000
|
1,458,260
|
||||||
Deere & Company
|
10,000
|
1,255,900
|
||||||
Delta Air Lines, Inc
|
26,000
|
1,253,720
|
||||||
Eaton Corporation plc
|
12,500
|
959,875
|
||||||
FedEx Corporation
|
9,000
|
2,030,220
|
||||||
Fortive Corporation
|
6,500
|
460,135
|
||||||
General Dynamics Corporation
|
8,000
|
1,644,640
|
||||||
Honeywell International Inc.
|
24,000
|
3,401,760
|
||||||
Illinois Tool Works Inc.
|
11,900
|
1,760,724
|
||||||
Ingersoll-Rand Plc
|
7,000
|
624,190
|
||||||
Norfolk Southern Corporation
|
8,000
|
1,057,920
|
||||||
Northrop Grumman Corporation
|
8,000
|
2,301,760
|
||||||
Raytheon Company
|
8,000
|
1,492,640
|
||||||
Republic Services, Inc.
|
7,000
|
462,420
|
||||||
Southwest Airlines Co.
|
21,500
|
1,203,570
|
||||||
United Parcel Service, Inc. - Class B
|
19,000
|
2,281,710
|
||||||
United Technologies Corporation
|
21,000
|
2,437,680
|
||||||
Union Pacific Corporation
|
30,000
|
3,479,100
|
||||||
Waste Management, Inc.
|
14,000
|
1,095,780
|
||||||
|
44,034,869
|
|||||||
INFORMATION TECHNOLOGY - 17.21%
|
||||||||
Activision Blizzard, Inc.
|
9,400
|
606,394
|
||||||
Adobe Systems Incorporated *
|
17,000
|
2,536,060
|
||||||
Alphabet Inc. - Class A *
|
2,000
|
1,947,440
|
||||||
Alphabet Inc. - Class C *
|
15,005
|
14,391,446
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
Analog Devices, Inc.
|
13,000
|
$ |
1,120,210
|
|||||
Apple Inc.
|
65,000
|
10,017,800
|
||||||
Applied Materials, Inc.
|
43,000
|
2,239,870
|
||||||
Broadcom Limited
|
16,000
|
3,880,640
|
||||||
Cognizant Technology Solutions Corporation
|
6,000
|
435,240
|
||||||
Corning Incorporated
|
31,900
|
954,448
|
||||||
Electronic Arts Inc. *
|
12,000
|
1,416,720
|
||||||
Facebook, Inc. - Class A *
|
85,500
|
14,609,385
|
||||||
Fidelity National Information Services, Inc.
|
15,000
|
1,400,850
|
||||||
Fiserv, Inc. *
|
10,000
|
1,289,600
|
||||||
Intel Corporation
|
198,500
|
7,558,880
|
||||||
Intuit Inc.
|
9,000
|
1,279,260
|
||||||
Mastercard Incorporated
|
34,000
|
4,800,800
|
||||||
Micron Technology, Inc. *
|
37,000
|
1,455,210
|
||||||
Microsoft Corporation
|
156,000
|
11,620,440
|
||||||
NVIDIA Corporation
|
21,500
|
3,843,555
|
||||||
Oracle Corporation
|
87,272
|
4,219,601
|
||||||
PayPal Holdings, Inc. *
|
20,000
|
1,280,600
|
||||||
Symantec Corporation
|
10,400
|
341,224
|
||||||
TE Connectivity Ltd.
|
13,000
|
1,079,780
|
||||||
Texas Instruments Incorporated
|
35,000
|
3,137,400
|
||||||
Visa, Inc. - Class A
|
33,000
|
3,472,920
|
||||||
|
100,935,773
|
|||||||
MATERIALS - 1.98%
|
||||||||
Air Products and Chemicals, Inc.
|
7,000
|
1,058,540
|
||||||
DowDuPont Inc.
|
61,294
|
4,243,384
|
||||||
Ecolab Inc.
|
8,000
|
1,028,880
|
||||||
LyondellBasell Industries N.V.
|
12,000
|
1,188,600
|
||||||
Monsanto Company
|
12,000
|
1,437,840
|
||||||
Nucor Corporation
|
11,200
|
627,648
|
||||||
Praxair, Inc.
|
7,000
|
978,180
|
||||||
Sherwin-Williams Company (The)
|
3,000
|
1,074,120
|
||||||
|
11,637,192
|
|||||||
REAL ESTATE - 0.60%
|
||||||||
American Tower Corporation
|
17,000
|
2,323,560
|
||||||
Prologis, Inc.
|
19,000
|
1,205,740
|
||||||
|
3,529,300
|
CORNERSTONE STRATEGIC VALUE FUND, INC.
|
|
SCHEDULE OF INVESTMENTS - SEPTEMBER 30, 2017 (Unaudited)
|
TELECOMMUNICATION SERVICES - 1.59%
|
||||||||
AT&T, Inc.
|
107,568
|
$ |
4,213,439
|
|||||
Verizon Communications, Inc.
|
103,000
|
5,097,470
|
||||||
|
9,310,909
|
|||||||
UTILITIES - 1.47%
|
||||||||
American Electric Power Company, Inc.
|
14,200
|
997,408
|
||||||
DTE Energy Company
|
7,000
|
751,520
|
||||||
Edison International
|
9,800
|
756,266
|
||||||
NextEra Energy, Inc.
|
18,000
|
2,637,900
|
||||||
PG&E Corporation
|
14,000
|
953,260
|
||||||
Sempra Energy
|
9,000
|
1,027,170
|
||||||
WEC Energy Group, Inc.
|
10,000
|
627,800
|
||||||
Xcel Energy Inc.
|
19,000
|
899,080
|
||||||
|
8,650,404
|
|||||||
TOTAL EQUITY SECURITIES (cost - $529,630,331)
|
577,883,895
|
|||||||
|
||||||||
SHORT-TERM INVESTMENT - 1.95%
|
||||||||
MONEY MARKET FUND - 1.95%
|
||||||||
Fidelity Institutional Money Market Government Portfolio - Class I, 0.91%^ (cost - $11,434,330)
|
11,434,330
|
11,434,330
|
||||||
|
||||||||
TOTAL INVESTMENTS - 100.47% (cost - $541,064,661)
|
589,318,225
|
|||||||
|
||||||||
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.47)%
|
(2,731,527
|
)
|
||||||
|
||||||||
NET ASSETS - 100.00%
|
$
|
586,586,698
|
*
|
Non-income producing security.
|
^
|
The rate shown is the 7-day effective yield as of September 30, 2017.
|
Cost of portfolio investments
|
$
|
541,474,605
|
||
Gross unrealized appreciation
|
$
|
53,964,190
|
||
Gross unrealized depreciation
|
(6,120,570
|
) | ||
Net unrealized appreciation
|
$
|
47,843,620
|
·
|
Level 1 - quoted unadjusted prices for identical instruments in active markets to which the Fund has access at the date of measurement.
|
·
|
Level 2 - quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets. Level 2 inputs are those in markets for which there are few transactions, the prices are not current, little public information exists or instances where prices vary substantially over time or among brokered market makers.
|
·
|
Level 3 - model derived valuations in which one or more significant inputs or significant value drivers are unobservable. Unobservable inputs are those inputs that reflect the Fund's own assumptions that market participants would use to price the asset or liability based on the best available information.
|
VALUATION INPUTS
|
INVESTMENTS
IN
SECURITIES
|
OTHER
FINANCIAL
INSTRUMENTS* |
||||||
|
||||||||
Level 1 – Quoted Prices
|
||||||||
Equity Investments
|
$
|
577,883,895
|
$
|
-
|
||||
Short-Term Investments
|
11,434,330
|
-
|
||||||
Level 2 – Other Significant Observable Inputs
|
-
|
-
|
||||||
Level 3 – Significant Unobservable Inputs
|
-
|
-
|
||||||
Total
|
$
|
589,318,225
|
$
|
-
|
*
|
Other financial instruments include futures, forwards and swap contracts, if any.
|
By (Signature and Title)*
|
/s/ Ralph W. Bradshaw
|
||
Ralph W. Bradshaw, President and Chairman
|
|||
(Principal Executive Officer)
|
|||
Date
|
November 21, 2017
|
||
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
|||
By (Signature and Title)*
|
/s/ Ralph W. Bradshaw
|
||
Ralph W. Bradshaw, President and Chairman
|
|||
(Principal Executive Officer)
|
|||
Date
|
November 21, 2017
|
||
By (Signature and Title)*
|
/s/ Frank J. Maresca
|
||
Frank J. Maresca, Treasurer
(Principal Financial Officer)
|
|||
Date
|
November 21, 2017
|
* |
Print the name and title of each signing officer under his or her signature.
|
Date: November 21, 2017
|
/s/ Ralph W. Bradshaw
|
|
Ralph W. Bradshaw, Chairman and President
(Principal Executive Officer)
|
Date: November 21, 2017
|
/s/ Frank J. Maresca
|
|
Frank J. Maresca, Treasurer
(Principal Financial Officer)
|