CIBC@BCOMTR LG CM SWAP 5/6/22

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 2022-04-30 N 3938549079.05 34592.97 3938514486.08 0.00000000 679558952.69000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 801747.94000000 N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 5/6/22 N/A 200000000.00000000 NC USD 17056480.96000000 0.433068889813 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-06 0.00000000 USD 0.00000000 USD 200000000.00000000 USD 17056480.96000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 06/17/22 N/A 183000000.00000000 NC USD -985206.89000000 -0.02501468240 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-17 0.00000000 USD 0.00000000 USD 183000000.00000000 USD -985206.89000000 N N N COMMODITY EXCHANGE INC N/A GOLD 100 OZ FUTR JUN22 GCM2 N/A 161.00000000 NC USD -108678.78000000 -0.00275938505 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long GOLD BULLION GOLD BULLION 2022-06-28 30887048.78000000 USD -108678.78000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN OIL FUTR JUL22 BON2 N/A 172.00000000 NC USD 676880.73000000 0.017186193738 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN OIL SOYBEAN OIL 2022-07-14 8010495.27000000 USD 676880.73000000 N N N LONDON METAL EXCHANGE N/A LME ALUMINUM CMDY FWD 07/20/2022 N/A 112.00000000 NC USD -438493.21000000 -0.01113346698 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ALUMINUM ALUMINUM 2022-07-20 8979193.21000000 USD -438493.21000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 7/18/22 N/A 100000000.00000000 NC USD -154395.38000000 -0.00392014249 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-07-18 0.00000000 USD 0.00000000 USD 100000000.00000000 USD -154395.38000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NATURAL GAS FUTR JUL22 NGN22 N/A 416.00000000 NC USD 1348216.06000000 0.034231588198 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long NATURAL GAS NATURAL GAS 2022-06-28 29248583.94000000 USD 1348216.06000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 07/15/2022 N/A 140000000.00000000 NC USD -1643448.07000000 -0.04172761267 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-07-15 0.00000000 USD 0.00000000 USD 140000000.00000000 USD -1643448.07000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 6/16/22 N/A 230000000.00000000 NC USD -2463255.10000000 -0.06254274571 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-16 0.00000000 USD 0.00000000 USD 230000000.00000000 USD -2463255.10000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 06/10/22 N/A 185000000.00000000 NC USD -3989928.32000000 -0.10130541182 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-10 0.00000000 USD 0.00000000 USD 185000000.00000000 USD -3989928.32000000 N N N CHICAGO BOARD OF TRADE N/A WHEAT FUTURE(CBT) JUL22 W N2 N/A 146.00000000 NC USD -199506.01000000 -0.00506551418 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long WHEAT WHEAT 2022-07-14 7906481.01000000 USD -199506.01000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 5/19/22 N/A 126000000.00000000 NC USD 7601629.44000000 0.193007527758 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-19 0.00000000 USD 0.00000000 USD 126000000.00000000 USD 7601629.44000000 N N N COMMODITY EXCHANGE INC N/A COPPER FUTURE JUL22 HGN2 N/A 95.00000000 NC USD -500629.20000000 -0.01271111739 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long COPPER COPPER 2022-07-27 10970816.70000000 USD -500629.20000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 6/13/22 N/A 50000000.00000000 NC USD 1193416.34000000 0.030301179396 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-13 0.00000000 USD 0.00000000 USD 50000000.00000000 USD 1193416.34000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LIVE CATTLE FUTR JUN22 LCM2 N/A 125.00000000 NC USD -81271.66000000 -0.00206351050 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LIVE CATTLE LIVE CATTLE 2022-06-30 6713771.66000000 USD -81271.66000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS @BCOMTR LG CM SWAP 06/10/22 N/A 135000000.00000000 NC USD -726791.97000000 -0.01845345428 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-10 0.00000000 USD 0.00000000 USD 135000000.00000000 USD -726791.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS@BCOMTR LG CM SWAP 05/23/2022 N/A 68000000.00000000 NC USD -732216.31000000 -0.01859117981 N/A DCO CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-23 0.00000000 USD 0.00000000 USD 68000000.00000000 USD -732216.31000000 N N N ICE-ICE FUTURES LTD N/A LOW SU GASOIL G FUT JUL22 QSN2 N/A 72.00000000 NC USD 819717.93000000 0.020812870763 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long GAS OIL GAS OIL 2022-07-12 7098482.07000000 USD 819717.93000000 N N N ICE FUTURES US N/A COTTON NO.2 FUTR JUL22 CTN2 N/A 50.00000000 NC USD 189978.84000000 0.004823616636 N/A DCO CORP US N 1 ICE FUTURES US N/A Long COTTON COTTON 2022-07-07 3450771.16000000 USD 189978.84000000 N N N COMMODITY EXCHANGE INC N/A SILVER FUTURE JUL22 SIN2 N/A 82.00000000 NC USD -643337.49000000 -0.01633452136 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long SILVER BULLION (1 OZ BAR) SILVER BULLION (1 OZ = 1 SHR) 2022-07-27 10108187.49000000 USD -643337.49000000 N N N LONDON METAL EXCHANGE N/A LME NICKEL CMDY FWD 07/20/22 N/A 42.00000000 NC USD -344238.36000000 -0.00874030960 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long NICKEL NICKEL 2022-07-20 8349522.36000000 USD -344238.36000000 N N N CHICAGO BOARD OF TRADE N/A CORN FUTURE JUL22 C N2 N/A 355.00000000 NC USD 559240.94000000 0.014199286100 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long CORN CORN 2022-07-14 13880384.06000000 USD 559240.94000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 05/12/22 N/A 178000000.00000000 NC USD 10741638.34000000 0.272733244424 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-12 0.00000000 USD 0.00000000 USD 178000000.00000000 USD 10741638.34000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 6/9/22 N/A 179000000.00000000 NC USD -1924852.59000000 -0.04887255326 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-09 0.00000000 USD 0.00000000 USD 179000000.00000000 USD -1924852.59000000 N N N ICE-ICE FUTURES LTD N/A BRENT CRUDE FUTR JUL22 CON2 N/A 163.00000000 NC USD 533559.08000000 0.013547216390 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long BRENT CRUDE OIL BRENT CRUDE OIL 2022-05-31 16930260.92000000 USD 533559.08000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN FUTURE JUL22 S N2 N/A 160.00000000 NC USD 148706.39000000 0.003775697424 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEANS SOYBEANS 2022-07-14 13329293.61000000 USD 148706.39000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 05/23/2022 N/A 227000000.00000000 NC USD -2444310.33000000 -0.06206173263 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-23 0.00000000 USD 0.00000000 USD 227000000.00000000 USD -2444310.33000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 05/19/22 N/A 250000000.00000000 NC USD 15102461.13000000 0.383455772052 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-19 0.00000000 USD 0.00000000 USD 250000000.00000000 USD 15102461.13000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 6/21/22 N/A 190000000.00000000 NC USD 918413.93000000 0.023318790199 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-21 0.00000000 USD 0.00000000 USD 190000000.00000000 USD 918413.93000000 N N N ICE FUTURES US N/A SUGAR #11 (WORLD) FUT JUL22 SBN2 N/A 263.00000000 NC USD -136422.56000000 -0.00346380749 N/A DCO CORP US N 1 ICE FUTURES US N/A Long SUGAR SUGAR 2022-06-30 5777246.56000000 USD -136422.56000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN MEAL FUTR JUL22 SMN2 N/A 164.00000000 NC USD -291236.45000000 -0.00739457607 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN MEAL SOYBEAN MEAL 2022-07-14 7380956.45000000 USD -291236.45000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 5/20/22 N/A 194000000.00000000 NC USD 10319235.58000000 0.262008318529 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-20 0.00000000 USD 0.00000000 USD 194000000.00000000 USD 10319235.58000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 06/17/22 N/A 174000000.00000000 NC USD -3752689.34000000 -0.09528184682 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-17 0.00000000 USD 0.00000000 USD 174000000.00000000 USD -3752689.34000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 5/12/22 N/A 178000000.00000000 NC USD 10747295.32000000 0.272876876750 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-12 0.00000000 USD 0.00000000 USD 178000000.00000000 USD 10747295.32000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 05/26/22 N/A 128000000.00000000 NC USD -1374572.28000000 -0.03490078010 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-26 0.00000000 USD 0.00000000 USD 128000000.00000000 USD -1374572.28000000 N N N UST BILLS N/A UST BILLS 0% 06/16/2022 912796J42 200000000.00000000 PA USD 199888906.00000000 5.075236023797 Long DBT UST US N 2 2022-06-16 Fixed 0.00000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 3512078743.95400000 NS USD 3512781159.70000000 89.19051007976 Long STIV RF US N 1 N N N ICE FUTURES US N/A COFFEE 'C' FUTURE JUL22 KCN2 N/A 60.00000000 NC USD -36621.80000000 -0.00092983789 N/A DCO CORP US N 1 ICE FUTURES US N/A Long COFFEE COFFEE 2022-07-19 5033871.80000000 USD -36621.80000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NY HARB ULSD FUT JUL22 HON2 N/A 38.00000000 NC USD 509593.64000000 0.012938727070 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long HEATING OIL HEATING OIL 2022-06-30 5391616.36000000 USD 509593.64000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 6/16/22 N/A 131000000.00000000 NC USD 4093166.89000000 0.103926668404 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-16 0.00000000 USD 0.00000000 USD 131000000.00000000 USD 4093166.89000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LEAN HOGS FUTURE JUN22 LHM2 N/A 101.00000000 NC USD -247038.75000000 -0.00627238393 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LEAN HOGS LEAN HOGS 2022-06-14 4544588.75000000 USD -247038.75000000 N N N NEW YORK MERCANTILE EXCHANGE N/A GASOLINE RBOB FUT JUL22 XBN2 N/A 43.00000000 NC USD 360947.94000000 0.009164570583 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long REFORMULATED 84 OCT OXG INDEX 34T99S223 2022-06-30 5733218.46000000 USD 360947.94000000 N N N LONDON METAL EXCHANGE N/A LME ZINC CMDY FWD 7/20/22 N/A 67.00000000 NC USD -286652.36000000 -0.00727818473 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ZINC ZINC 2022-07-20 7175508.61000000 USD -286652.36000000 N N N CHICAGO BOARD OF TRADE N/A KC HRW WHEAT FUT JUL22 KWN2 N/A 83.00000000 NC USD -141924.39000000 -0.00360350052 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long WHEAT WHEAT 2022-07-14 4730786.89000000 USD -141924.39000000 N N N UST BILLS N/A UST BILLS 0% 07/21/2022 912796S42 110000000.00000000 PA USD 109798537.20000000 2.787816004944 Long DBT UST US N 2 2022-07-21 Fixed 0.00000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 5/13/22 N/A 201000000.00000000 NC USD 12129602.84000000 0.307974056788 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-05-13 0.00000000 USD 0.00000000 USD 201000000.00000000 USD 12129602.84000000 N N N NEW YORK MERCANTILE EXCHANGE N/A WTI CRUDE FUTURE JUL22 CLN2 N/A 196.00000000 NC USD 788423.71000000 0.020018301641 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long WTI CRUDE WTI CRUDE 2022-06-21 19387816.29000000 USD 788423.71000000 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 CS@BCOMTR LG CM SWAP 06/13/22 N/A 180000000.00000000 NC USD 7175425.37000000 0.182186085524 N/A DCO CORP GB N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2022-06-13 0.00000000 USD 0.00000000 USD 180000000.00000000 USD 7175425.37000000 N N N 2022-05-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX