# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-002037
**Filing Date:** 2026-3
**Character Count:** 17668
**Document Hash:** 9f1c04ae7dd474c35032585af4fccc8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002037.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 26790634

**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

## Series and Classes Contracts Data

### Fidelity SAI Merger Arbitrage Fund (Series ID: S000091043)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000258438 | Fidelity SAI Merger Arbitrage Fund | FMADX           |

## 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 Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

- **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 Merger Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000091043

- **c. LEI of Series:** 2549004XFS05R4M5YU89

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $428208596.34

**Total Liabilities:** $18127192.82

**Net Assets:** $410081403.52

**Cash Not Reported:** $1404403.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258438 | 0.88%                | 1.36%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $552642.68               | $-1539147.69                               |
| Month 2  | $2051582.38              | $2497373.00                                |
| Month 3  | $1364673.92              | $-3213039.06                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMICUS THERAPEUTICS INC                             | AMICUS THERAPEUTICS INC                    | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    700000 | NS      | $10003000.00  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                                | CSG SYSTEMS INTL INC                       | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    110000 | NS      | $8772500.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                | CHART INDUSTRIES INC                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    210000 | NS      | $43541400.00  | 10.62%            |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                 | ELECTRONIC ARTS INC                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    180000 | NS      | $36705600.00  | 8.95%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                 | EXACT SCIENCES CORP                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    237416 | NS      | $24297153.44  | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                 | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  20600619 | NS      | $20604739.11  | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                       | GOLDMAN SACHS GROUP INC                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2750 | NS      | $2572377.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                                     | HILLENBRAND INC                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    100000 | NS      | $3191000.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                         | HOLOGIC INC                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    139627 | NS      | $10462251.11  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares Core S and P 500 ETF               | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     10800 | NS      | $7506324.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                               | JPMORGAN CHASE and CO                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5960 | NS      | $1823104.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                      | MASTERCARD INC CL A                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     67000 | NS      | $36098930.00  | 8.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                         | NETFLIX INC                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     25000 | NS      | $2087250.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                               | NORFOLK SOUTHERN CORP                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     35000 | NS      | $10193400.00  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA CORP                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     54000 | NS      | $10321020.00  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                     | CYBER-ARK SOFTWARE LTD                     | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |      8636 | NS      | $3720647.88   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                            | PROASSURANCE CORPORATION                   | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    125000 | NS      | $3027500.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                     | SEALED AIR CORP                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    265000 | NS      | $11098200.00  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                           | TEGNA INC                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    400000 | NS      | $7664000.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTALOUPE INC                                      | CANTALOUPE INC                             | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |    200000 | NS      | $2148000.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VANGUARD INDEX FUNDS                                | Vanguard S and P 500 ETF                   | CUSIP: 922908363<br>LEI: N/A                  | Long             | EC               | RF                | US        |     11700 | NS      | $7443774.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                        | DAYFORCE INC                               | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    181550 | NS      | $12575968.50  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT THERAPEUTICS INC                               | RAPT THERAPEUTICS INC                      | CUSIP: 75382E208<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |    125000 | NS      | $7210000.00   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                             | AVIDITY BIOSCIENCES                        | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $10885500.00  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                       | CONFLUENT INC                              | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |   1125000 | NS      | $34357500.00  | 8.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                   | CLEARWATER ANALYTICS HOLDINGS INC          | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385000 | NS      | $9274650.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                              | VENTYX BIOSCIENCES INC                     | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200000 | NS      | $2790000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                           | WARNER BROS DISCOVERY INC                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    700000 | NS      | $19278000.00  | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                          | KENVUE INC                                 | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    250000 | NS      | $4350000.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | Total Return Basket Swap GS                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |         1 | NC      | $40333.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS NY BRANCH                               | Total Return Basket Swap BNP               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DO               | CORP              | US        |         1 | NC      | $-315827.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH INTERNATIONAL LIMITED | Total Return Basket Swap BOA               | CUSIP: N/A<br>LEI: EYKN6V0ZCB8VD9IULB80       | N/A              | DO               | CORP              | GB        |         1 | NC      | $-685245.88   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/05/2026                    | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15950341.44  | 3.89%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | VOO 02/10/2026 ETRS GS 94bps + SOFR        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     11700 | NC      | $-66564.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/17/2026                    | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9956632.70   | 2.43%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | IVV 2/11/2026 GS 90bps + SOFR ETRS         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     10800 | NC      | $-69160.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                          | PFIZER INC CVR RT                          | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | EC               | CORP              | US        |     30000 | NS      | $147000.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | JPM 2/17/2026 GS 90bps + SOFR ETRS         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      5960 | NC      | $123643.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/31/2026                    | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19884606.60  | 4.85%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                      | AMICUS THERAPEUTICS INC CALL 15 02/20/2026 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      3000 | NC      | $7500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer