ML @BCOMTR LG CM SWAP 12/20/21

NPORT-P false 0000028540 XXXXXXXX S000042145 C000130874 Fidelity Oxford Street Trust 811-03480 0000028540 Z2ZIGDKL3355UQRAKY22 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Series Commodity Strategy Fund S000042145 549300JVNMRTU8Q1RR46 2022-07-31 2021-10-31 N 7732171128.23 48066.35 7732123061.88 0.00000000 1340735234.40000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.92000000 N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 12/20/21 N/A 80000000.00000000 NC USD 6135511.49000000 0.079350929116 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-20 0.00000000 USD 0.00000000 USD 80000000.00000000 USD 6135511.49000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 01/27/22 N/A 167000000.00000000 NC USD 8052813.05000000 0.104147502381 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-27 0.00000000 USD 0.00000000 USD 167000000.00000000 USD 8052813.05000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 2/17/22 N/A 150000000.00000000 NC USD -2455865.17000000 -0.03176184794 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-17 0.00000000 USD 0.00000000 USD 150000000.00000000 USD -2455865.17000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 02/11/22 N/A 100000000.00000000 NC USD -902105.76000000 -0.01166698658 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-11 0.00000000 USD 0.00000000 USD 100000000.00000000 USD -902105.76000000 N N N ICE FUTURES US N/A COTTON NO.2 FUTR DEC21 CTZ1 N/A 136.00000000 NC USD 837130.55000000 0.010826658387 N/A DCO CORP US N 1 ICE FUTURES US N/A Long COTTON COTTON 2021-12-08 6972669.45000000 USD 837130.55000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 12/03/21 N/A 175000000.00000000 NC USD 17406432.89000000 0.225118415093 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-03 0.00000000 USD 0.00000000 USD 175000000.00000000 USD 17406432.89000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 12/10/21 N/A 100000000.00000000 NC USD 7571785.27000000 0.097926341955 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-10 0.00000000 USD 0.00000000 USD 100000000.00000000 USD 7571785.27000000 N N N ICE-ICE FUTURES LTD N/A LOW SU GASOIL G FUT JAN22 QSF2 N/A 215.00000000 NC USD -119396.65000000 -0.00154416386 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long GAS OIL GAS OIL 2022-01-12 15271521.65000000 USD -119396.65000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 01/28/22 N/A 77000000.00000000 NC USD 4913876.16000000 0.063551447909 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-28 0.00000000 USD 0.00000000 USD 77000000.00000000 USD 4913876.16000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 02/04/22 N/A 192000000.00000000 NC USD 1895062.69000000 0.024508956658 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-04 0.00000000 USD 0.00000000 USD 192000000.00000000 USD 1895062.69000000 N N N LONDON METAL EXCHANGE N/A LME ALUMINUM CMDY FWD 01/19/22 N/A 298.00000000 NC USD -1216737.84000000 -0.01573614168 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ALUMINUM ALUMINUM 2022-01-19 21465837.84000000 USD -1216737.84000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 12/06/21 N/A 126000000.00000000 NC USD 13269567.79000000 0.171616096689 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-06 0.00000000 USD 0.00000000 USD 126000000.00000000 USD 13269567.79000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 11/15/21 N/A 162000000.00000000 NC USD 15365967.48000000 0.198728956549 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-15 0.00000000 USD 0.00000000 USD 162000000.00000000 USD 15365967.48000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 12/09/21 N/A 180000000.00000000 NC USD 22365327.98000000 0.289252095459 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-09 0.00000000 USD 0.00000000 USD 180000000.00000000 USD 22365327.98000000 N N N LONDON METAL EXCHANGE N/A LME ZINC CMDY FWD 1/19/22 N/A 162.00000000 NC USD 175588.79000000 0.002270900095 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ZINC ZINC 2022-01-19 13534673.71000000 USD 175588.79000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NATURAL GAS FUT JAN22 NGF22 N/A 1079.00000000 NC USD -4944252.23000000 -0.06394430340 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long NATURAL GAS NATURAL GAS 2021-12-29 64602162.23000000 USD -4944252.23000000 N N N ICE FUTURES US N/A COFFEE 'C' FUTURE DEC21 KCZ1 N/A 217.00000000 NC USD 649691.02000000 0.008402491977 N/A DCO CORP US N 1 ICE FUTURES US N/A Long COFFEE COFFEE 2021-12-20 15946740.23000000 USD 649691.02000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 1/24/22 N/A 145000000.00000000 NC USD 5473349.28000000 0.070787146508 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-24 0.00000000 USD 0.00000000 USD 145000000.00000000 USD 5473349.28000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NY HARB ULSD FUT JAN22 HOF2 N/A 115.00000000 NC USD -138663.10000000 -0.00179333798 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long HEATING OIL HEATING OIL 2021-12-31 12030606.10000000 USD -138663.10000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 01/24/22 N/A 158000000.00000000 NC USD 5965968.01000000 0.077158213368 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-24 0.00000000 USD 0.00000000 USD 158000000.00000000 USD 5965968.01000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 02/10/22 N/A 140000000.00000000 NC USD -1418756.22000000 -0.01834885721 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-10 0.00000000 USD 0.00000000 USD 140000000.00000000 USD -1418756.22000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN OIL FUTR JAN22 BOF2 N/A 437.00000000 NC USD 80400.25000000 0.001039821137 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN OIL SOYBEAN OIL 2022-01-14 15926909.75000000 USD 80400.25000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC@BCOMTR LG CM SWAP 01/28/22 N/A 50000000.00000000 NC USD -818621.72000000 -0.01058728260 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-28 0.00000000 USD 0.00000000 USD 50000000.00000000 USD -818621.72000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 11/05/21 N/A 100000000.00000000 NC USD 7422996.81000000 0.096002052096 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-05 0.00000000 USD 0.00000000 USD 100000000.00000000 USD 7422996.81000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 11/19/2021 N/A 166000000.00000000 NC USD 14605923.79000000 0.188899267033 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-19 0.00000000 USD 0.00000000 USD 166000000.00000000 USD 14605923.79000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 12/17/21 N/A 185000000.00000000 NC USD 10369848.64000000 0.134113859246 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-17 0.00000000 USD 0.00000000 USD 185000000.00000000 USD 10369848.64000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 02/07/22 N/A 178000000.00000000 NC USD 130552.94000000 0.001688448812 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-07 0.00000000 USD 0.00000000 USD 178000000.00000000 USD 130552.94000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 11/18/21 N/A 149000000.00000000 NC USD 13140109.07000000 0.169941799488 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-18 0.00000000 USD 0.00000000 USD 149000000.00000000 USD 13140109.07000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN MEAL FUTR JAN22 SMF2 N/A 300.00000000 NC USD 194205.30000000 0.002511668508 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN MEAL SOYBEAN MEAL 2022-01-14 9717794.70000000 USD 194205.30000000 N N N UST BILLS N/A UST BILLS 0% 11/18/2021 912796H69 200000000.00000000 PA USD 199995278.00000000 2.586550632981 Long DBT UST US N 2 2021-11-18 Fixed 0.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 11/08/21 N/A 100000000.00000000 NC USD 5972343.02000000 0.077240661745 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-08 0.00000000 USD 0.00000000 USD 100000000.00000000 USD 5972343.02000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 2/4/22 N/A 190000000.00000000 NC USD 1876467.66000000 0.024268466047 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-04 0.00000000 USD 0.00000000 USD 190000000.00000000 USD 1876467.66000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 11/08/21 N/A 125000000.00000000 NC USD 7468579.46000000 0.096591575175 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-08 0.00000000 USD 0.00000000 USD 125000000.00000000 USD 7468579.46000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 12/20/21 N/A 147000000.00000000 NC USD 10325136.72000000 0.133535597369 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-20 0.00000000 USD 0.00000000 USD 147000000.00000000 USD 10325136.72000000 N N N COMMODITY EXCHANGE INC N/A SILVER FUTURE DEC21 SIZ1 N/A 115.00000000 NC USD 305161.30000000 0.003946668949 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long SILVER BULLION (1 OZ BAR) SILVER BULLION (1 OZ = 1 SHR) 2021-12-29 13465513.70000000 USD 305161.30000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 01/21/22 N/A 117000000.00000000 NC USD 6561113.53000000 0.084855265203 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-21 0.00000000 USD 0.00000000 USD 117000000.00000000 USD 6561113.53000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 02/03/22 N/A 115000000.00000000 NC USD 1990302.61000000 0.025740700116 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-03 0.00000000 USD 0.00000000 USD 115000000.00000000 USD 1990302.61000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LIVE CATTLE FUTR DEC21 LCZ1 N/A 301.00000000 NC USD -53071.81000000 -0.00068638082 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LIVE CATTLE LIVE CATTLE 2021-12-31 15617781.81000000 USD -53071.81000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 1/31/22 N/A 152000000.00000000 NC USD 7912994.89000000 0.102339225936 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-31 0.00000000 USD 0.00000000 USD 152000000.00000000 USD 7912994.89000000 N N N NEW YORK MERCANTILE EXCHANGE N/A GASOLINE RBOB FUT JAN22 XBF2 N/A 125.00000000 NC USD -35464.65000000 -0.00045866639 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long REFORMULATED 84 OCT OXG INDEX 34T99S223 2021-12-31 12206014.65000000 USD -35464.65000000 N N N CHICAGO BOARD OF TRADE N/A KC HRW WHEAT FUT DEC21 KWZ1 N/A 189.00000000 NC USD 329915.87000000 0.004266821251 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long WHEAT WHEAT 2021-12-14 7095421.63000000 USD 329915.87000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 01/07/22 N/A 147000000.00000000 NC USD 10115117.91000000 0.130819411810 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-07 0.00000000 USD 0.00000000 USD 147000000.00000000 USD 10115117.91000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 12/16/21 N/A 123000000.00000000 NC USD 8426831.44000000 0.108984704104 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-16 0.00000000 USD 0.00000000 USD 123000000.00000000 USD 8426831.44000000 N N N UST BILLS N/A UST BILLS 0% 11/04/2021 9127964W6 200000000.00000000 PA USD 199999416.00000000 2.586604149978 Long DBT UST US N 2 2021-11-04 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A SUGAR #11 (WORLD) FUT MAR22 SBH2 N/A 615.00000000 NC USD -252745.80000000 -0.00326877622 N/A DCO CORP US N 1 ICE FUTURES US N/A Long SUGAR SUGAR 2022-02-28 13525921.80000000 USD -252745.80000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GS @BCOMTR LG CM SWAP 12/03/21 N/A 175000000.00000000 NC USD 17399432.89000000 0.225027883684 N/A DCO CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-03 0.00000000 USD 0.00000000 USD 175000000.00000000 USD 17399432.89000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN FUTURE JAN22 S F2 N/A 309.00000000 NC USD 135899.60000000 0.001757597478 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEANS SOYBEANS 2022-01-14 19168875.40000000 USD 135899.60000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GS @BCOMTR LG CM SWAP 11/05/21 N/A 120000000.00000000 NC USD 8921453.89000000 0.115381685193 N/A DCO CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-05 0.00000000 USD 0.00000000 USD 120000000.00000000 USD 8921453.89000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 11/04/21 N/A 133000000.00000000 NC USD 10412024.05000000 0.134659316292 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-04 0.00000000 USD 0.00000000 USD 133000000.00000000 USD 10412024.05000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 12/16/21 N/A 124000000.00000000 NC USD 8495342.26000000 0.109870758548 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-16 0.00000000 USD 0.00000000 USD 124000000.00000000 USD 8495342.26000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LEAN HOGS FUTURE DEC21 LHZ1 N/A 225.00000000 NC USD 197072.94000000 0.002548755864 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LEAN HOGS LEAN HOGS 2021-12-14 6649677.06000000 USD 197072.94000000 N N N LONDON METAL EXCHANGE N/A LME NICKEL CMDY FWD 01/19/22 N/A 90.00000000 NC USD 108997.80000000 0.001409674925 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long NICKEL NICKEL 2022-01-19 10399942.20000000 USD 108997.80000000 N N N CHICAGO BOARD OF TRADE N/A CORN FUTURE DEC21 C Z1 N/A 814.00000000 NC USD 910463.03000000 0.011775071642 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long CORN CORN 2021-12-14 22217311.97000000 USD 910463.03000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 11/04/21 N/A 200000000.00000000 NC USD 15657179.02000000 0.202495212436 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-04 0.00000000 USD 0.00000000 USD 200000000.00000000 USD 15657179.02000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 11/18/21 N/A 150000000.00000000 NC USD 13234790.87000000 0.171166324747 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-18 0.00000000 USD 0.00000000 USD 150000000.00000000 USD 13234790.87000000 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 6527256104.24300000 NS USD 6528561555.46000000 84.43426861176 Long STIV RF US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS @BCOMTR LG CM SWAP 12/06/21 N/A 50000000.00000000 NC USD 5263728.90000000 0.068076113867 N/A DCO CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-06 0.00000000 USD 0.00000000 USD 50000000.00000000 USD 5263728.90000000 N N N ICE-ICE FUTURES LTD N/A BRENT CRUDE FUTR JAN22 COF2 N/A 453.00000000 NC USD 1922854.28000000 0.024868386917 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long BRENT CRUDE OIL BRENT CRUDE OIL 2021-11-30 36002305.72000000 USD 1922854.28000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 11/19/21 N/A 190000000.00000000 NC USD 16713563.33000000 0.216157492531 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-19 0.00000000 USD 0.00000000 USD 190000000.00000000 USD 16713563.33000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 01/07/22 N/A 106000000.00000000 NC USD 7295375.64000000 0.094351520036 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-07 0.00000000 USD 0.00000000 USD 106000000.00000000 USD 7295375.64000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 12/10/21 N/A 118000000.00000000 NC USD 8932831.55000000 0.115528833135 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-10 0.00000000 USD 0.00000000 USD 118000000.00000000 USD 8932831.55000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GS @BCOMTR LG CM SWAP 11/15/21 N/A 157000000.00000000 NC USD 14895150.32000000 0.192639850669 N/A DCO CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-15 0.00000000 USD 0.00000000 USD 157000000.00000000 USD 14895150.32000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 12/17/21 N/A 148000000.00000000 NC USD 10387266.14000000 0.134339120793 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-17 0.00000000 USD 0.00000000 USD 148000000.00000000 USD 10387266.14000000 N N N COMMODITY EXCHANGE INC N/A COPPER FUTURE DEC21 HGZ1 N/A 210.00000000 NC USD -70118.56000000 -0.00090684743 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long COPPER COPPER 2021-12-29 23002118.56000000 USD -70118.56000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 02/11/2022 N/A 150000000.00000000 NC USD -1353240.82000000 -0.01750154270 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-11 0.00000000 USD 0.00000000 USD 150000000.00000000 USD -1353240.82000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GS @BCOMTR LG CM SWAP 12/09/21 N/A 151000000.00000000 NC USD 18767899.66000000 0.242726344495 N/A DCO CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-12-09 0.00000000 USD 0.00000000 USD 151000000.00000000 USD 18767899.66000000 N N N NEW YORK MERCANTILE EXCHANGE N/A WTI CRUDE FUTURE JAN22 CLF2 N/A 575.00000000 NC USD 866128.97000000 0.011201696650 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long WTI CRUDE WTI CRUDE 2021-12-20 46157371.03000000 USD 866128.97000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 01/27/22 N/A 150000000.00000000 NC USD 7233065.61000000 0.093545660772 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-27 0.00000000 USD 0.00000000 USD 150000000.00000000 USD 7233065.61000000 N N N UST BILLS N/A UST BILLS 0% 12/02/2021 9127965G0 300000000.00000000 PA USD 299983854.00000000 3.879708737163 Long DBT UST US N 2 2021-12-02 Fixed 0.00000000 N N N N N N COMMODITY EXCHANGE INC N/A GOLD 100 OZ FUTR DEC21 GCZ1 N/A 276.00000000 NC USD 26759.36000000 0.000346080368 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long GOLD BULLION GOLD BULLION 2021-12-29 49208880.64000000 USD 26759.36000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 02/03/22 N/A 164000000.00000000 NC USD 2837311.18000000 0.036695111514 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-03 0.00000000 USD 0.00000000 USD 164000000.00000000 USD 2837311.18000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 01/31/22 N/A 150000000.00000000 NC USD 7804438.19000000 0.100935255783 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-31 0.00000000 USD 0.00000000 USD 150000000.00000000 USD 7804438.19000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 02/10/22 N/A 140000000.00000000 NC USD -1418756.22000000 -0.01834885721 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-02-10 0.00000000 USD 0.00000000 USD 140000000.00000000 USD -1418756.22000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 11/12/21 N/A 167000000.00000000 NC USD 14083148.04000000 0.182138177668 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2021-11-12 0.00000000 USD 0.00000000 USD 167000000.00000000 USD 14083148.04000000 N N N CHICAGO BOARD OF TRADE N/A WHEAT FUTURE(CBT) DEC21 W Z1 N/A 324.00000000 NC USD 504348.92000000 0.006522774094 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long WHEAT WHEAT 2021-12-14 12014201.08000000 USD 504348.92000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 1/28/22 N/A 110000000.00000000 NC USD 7022053.21000000 0.090816625056 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-01-28 0.00000000 USD 0.00000000 USD 110000000.00000000 USD 7022053.21000000 N N N 2021-11-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX