# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0001752724-23-067500
**Filing Date:** 2023-3
**Character Count:** 11122
**Document Hash:** 6b1863eaf7ecf02e51ba47891a2ab023
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067500.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067500

**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**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391
- **IRS NUMBER:** 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:** 23763593

**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 Macro Opportunities Fund (Series ID: S000075413)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000234485 | Fidelity Advisor Macro Opportunities Fund: Class M | FAQDX           |
| C000234486 | Fidelity Advisor Macro Opportunities Fund: Class C | FAQCX           |
| C000234487 | Fidelity Advisor Macro Opportunities Fund: Class I | FAQEX           |
| C000234488 | Fidelity Advisor Macro Opportunities Fund: Class Z | FAQFX           |
| C000234489 | Fidelity Macro Opportunities Fund                  | FAQAX           |
| C000234490 | Fidelity Advisor Macro Opportunities Fund: Class A | FAQBX           |

## 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 Macro Opportunities Fund

- **b. EDGAR series identifier (if any):** S000075413

- **c. LEI of Series:** 549300FXLI6ODEVW8T34

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

- **a. Date of fiscal year-end:** 2023-01-31

- **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:** $6937393.49

**Total Liabilities:** $27886.65

**Net Assets:** $6909506.84

**Amount of Assets Invested in Other Investment Companies:** $57.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234485 | -3.40%               | -3.81%               | -3.09%               |
| Class ID C000234490 | -5.55%               | -6.05%               | -5.24%               |
| Class ID C000234489 | 0.21%                | -0.31%               | 0.52%                |
| Class ID C000234488 | 0.21%                | -0.32%               | 0.54%                |
| Class ID C000234486 | -0.89%               | -1.32%               | -0.57%               |
| Class ID C000234487 | 0.21%                | -0.32%               | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29383.21               | $109685.85                                 |
| Month 2  | $-1774.12                | $-74846.11                                 |
| Month 3  | $-1148.97                | $69040.67                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST BILLS                              | UST BILLS 0% 02/09/2023                                                 | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59944.07     | 0.87%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF | iShares 7-10 Year Treasury Bond ETF                                     | CUSIP: 464287440<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     13647 | NS      | $1353918.87   | 19.60%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC            | SP500 MIC EMIN FUTMAR23 HWAH3                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -16 | NC      | $-9707.15     | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| VANGUARD WORLD FDS                     | Vanguard World Funds: Vanguard Health Care Index Fund; ETF Class Shares | CUSIP: 92204A504<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1348 | NS      | $331715.84    | 4.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 04/27/2023                                                 | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $39575.28     | 0.57%             | 2023-04-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                      | The EURO STOXX Banks Index CALL 100 06/16/2023                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        20 | NC      | $11904.29     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                 | US 2YR NOTE (CBT) FUT MAR23 TUH3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        21 | NC      | $14289.72     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES INC                            | iShares MSCI Brazil ETF                                                 | CUSIP: 464286400<br>LEI: 549300X7CW3B8850WA94 | Long             | EC               | RF                | US        |      4727 | NS      | $143417.18    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 04/20/2023                                                 | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9901.73      | 0.14%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust           | Fidelity Cash Central Fund                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4281136 | NS      | $4281992.72   | 61.97%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 04/13/2023                                                 | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $158572.51    | 2.29%             | 2023-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                 | US 5YR NOTE (CBT) FUT MAR23 FVH3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        34 | NC      | $29421.67     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 04/06/2023                                                 | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29761.33     | 0.43%             | 2023-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VANGUARD WORLD FDS                     | Vanguard World Funds: Vanguard Consumer Staples Index Fund; ETF Shares  | CUSIP: 92204A207<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1752 | NS      | $335087.52    | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                 | US ULTRA BOND CBT FUT MAR23 WNH3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-564.31      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF | iShares Russell 2000 ETF                                                | CUSIP: 464287655<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       832 | NS      | $159311.36    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE              | ICE CDX CXPHY539 12/20/27                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  -3620000 | NC      | $-193357.05   | -2.80%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer