# EDGAR Filing Document

**Accession Number:** 0000028540
**File Stem:** 0001752724-23-067576
**Filing Date:** 2023-3
**Character Count:** 25621
**Document Hash:** 9d6c4f26e76fa5bd69ef9c1377d78d20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067576.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY OXFORD STREET TRUST
- **CENTRAL INDEX KEY:** 0000028540
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03480
- **FILM NUMBER:** 23763685

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DAILY MONEY FUND/MA/
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEVONSHIRE STREET FUND INC
- **DATE OF NAME CHANGE:** 19821213

## Series and Classes Contracts Data

### Fidelity SAI Inflation-Focused Fund (Series ID: S000063840)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000206762 | Fidelity SAI Inflation-Focused Fund | FIFGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Oxford Street Trust

- **b. Investment Company Act file number:** 811-03480

- **c. CIK number of Registrant:** 0000028540

- **d. LEI of Registrant:** Z2ZIGDKL3355UQRAKY22

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity SAI Inflation-Focused Fund

- **b. EDGAR series identifier (if any):** S000063840

- **c. LEI of Series:** 549300IPVDDP0JFHBJ62

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1693539251.93

**Total Liabilities:** $651366.41

**Net Assets:** $1692887885.52

**Amount of Assets Invested in Other Investment Companies:** $332365805.33

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 4392.60556980 | **1-Year:** 126279.01929630 | **5-Year:** 187928.81396320 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206762 | 3.41%                | -3.78%               | -0.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-48249606.89            | $13086826.61                               |
| Month 2  | $-51218009.20            | $36043452.35                               |
| Month 3  | $-103045739.39           | $79401890.19                               |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index

- **Index Identifier:** 19808267

### Schedule of Portfolio Investments

| Name                         | Title                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE FUTURES US               | SUGAR #11 (WORLD) FUT MAY23 SBK3 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      2673 | NC      | $5083469.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | CORN FUTURE MAY23 C K3           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1308 | NC      | $198019.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC       | COPPER FUTURE JUL23 HGN3         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       291 | NC      | $2827849.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | WHEAT FUTURE(CBT) SEP23 W U3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       400 | NC      | $-1453909.63  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.5% 04/15/2024         | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46649000 | PA      | $53696494.78  | 3.17%             | 2024-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 01/15/2024       | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76835000 | PA      | $96127494.85  | 5.68%             | 2024-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC       | SILVER FUTURE MAR23 SIH3         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       624 | NC      | $7829992.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN MEAL FUTR DEC23 SMZ3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       947 | NC      | $-1938153.51  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC  | LEAN HOGS FUTURE AUG23 LHQ3      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       242 | NC      | $-13929.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | NATURAL GAS FUTR MAR23 NGH23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1377 | NC      | $-32253699.23 | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC       | GOLD 100 OZ FUTR APR23 GCJ3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1282 | NC      | $4966678.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2024       | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67535000 | PA      | $82219671.62  | 4.86%             | 2024-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN MEAL FUTR MAY23 SMK3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       696 | NC      | $1006828.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN FUTURE MAY23 S K3        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       598 | NC      | $801906.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME ALUMINUM CMDY FWD 05/17/23   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       560 | NC      | $147965.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2024       | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68470000 | PA      | $76911135.04  | 4.54%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 07/15/2025       | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71168000 | PA      | $86442502.96  | 5.11%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 07/15/2027       | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63311000 | PA      | $73765457.49  | 4.36%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | WTI CRUDE FUTURE MAY23 CLK3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1517 | NC      | $-1848300.64  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME LEAD CMDY FWD 07/19/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       110 | NC      | $13393.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | GASOLINE RBOB FUT SEP23 XBU3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       260 | NC      | $2689952.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.25% 01/15/2025        | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64798000 | PA      | $78587164.66  | 4.64%             | 2025-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN FUTURE NOV23 S X3        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       942 | NC      | $-951384.29   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 01/15/2026       | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60027000 | PA      | $72775067.13  | 4.30%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES US               | COTTON NO.2 FUTR DEC23 CTZ3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       400 | NC      | $1335959.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 01/15/2027       | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56688000 | PA      | $66785408.62  | 3.95%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 1.625% 10/15/2027       | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86453000 | PA      | $88058725.80  | 5.20%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | NATURAL GAS FUTR MAY23 NGK23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1734 | NC      | $-15094871.96 | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC  | LIVE CATTLE FUTR JUN23 LCM3      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       294 | NC      | $517194.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | NATURAL GAS FUTR JUL23 NGN23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       267 | NC      | $-3164829.23  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2025       | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69039000 | PA      | $75989991.16  | 4.49%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | CORN FUTURE JUL23 C N3           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       928 | NC      | $-285149.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | CORN FUTURE SEP23 C U3           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |      1023 | NC      | $53115.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Cash Central Fund       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 141475911 | NS      | $141504205.96 | 8.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2026       | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56896000 | PA      | $67379557.85  | 3.98%             | 2026-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC  | LIVE CATTLE FUTR APR23 LCJ3      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       355 | NC      | $973942.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD          | LOW SU GASOIL G FUT MAY23 QSK3   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       687 | NC      | $-1423434.67  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | GASOLINE RBOB FUT MAY23 XBK3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       124 | NC      | $-118781.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 04/15/2023       | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76358000 | PA      | $91160887.57  | 5.38%             | 2023-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN OIL FUTR MAY23 BOK3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       453 | NC      | $371716.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME ALUMINUM CMDY FWD 07/19/23   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       380 | NC      | $1677270.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2027       | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82097000 | PA      | $81784210.68  | 4.83%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | KC HRW WHEAT FUT SEP23 KWU3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       229 | NC      | $-427257.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME NICKEL CMDY FWD 07/19/23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        89 | NC      | $643007.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | WHEAT FUTURE(CBT) JUL23 W N3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       404 | NC      | $226236.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | KC HRW WHEAT FUT JUL23 KWN3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       230 | NC      | $400738.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | KC HRW WHEAT FUT MAY23 KWK3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       546 | NC      | $741684.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | SOYBEAN OIL FUTR DEC23 BOZ3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       961 | NC      | $1458936.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.375% 1/15/27          | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23483000 | PA      | $35773763.85  | 2.11%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME NICKEL CMDY FWD 05/17/23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        98 | NC      | $711885.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US               | COFFEE 'C' FUTURE MAY23 KCK3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       781 | NC      | $4323139.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2026       | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53928000 | PA      | $58176112.79  | 3.44%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE       | WHEAT FUTURE(CBT) MAY23 W K3     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        30 | NC      | $14026.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2026       | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77754000 | PA      | $80573703.25  | 4.76%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC  | LEAN HOGS FUTURE APR23 LHJ3      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       295 | NC      | $-479520.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME LEAD CMDY FWD 05/17/2023     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       165 | NC      | $-109265.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII .375% 07/15/2023        | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80484000 | PA      | $102404968.16 | 6.05%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2% 1/15/26              | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23893000 | PA      | $36066582.92  | 2.13%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2025       | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56473000 | PA      | $62418637.26  | 3.69%             | 2025-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC       | COPPER FUTURE MAY23 HGK3         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       575 | NC      | $-78305.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.375% 1/15/25          | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35145000 | PA      | $55771173.52  | 3.29%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE | NY HARB ULSD FUT MAY23 HOK3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       389 | NC      | $-832031.98   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD          | BRENT CRUDE FUTR MAY23 COK3      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |      1651 | NC      | $4381886.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME ZINC CMDY FWD 05/17/23       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       413 | NC      | $-581141.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE        | LME ZINC CMDY FWD 07/19/23       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       211 | NC      | $986363.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer