# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0001898391-26-000080
**Filing Date:** 2026-6
**Character Count:** 4378
**Document Hash:** 7af8bcb427e656ee496c4f2a3b4a0cbd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001898391-26-000080.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001898391-26-000080

**CONFORMED SUBMISSION TYPE**: 497

**PUBLIC DOCUMENT COUNT**: 1

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**EFFECTIVENESS DATE**: 20260605

**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:** 497
- **SEC ACT:** 1933 Act
- **SEC FILE NUMBER:** 333-261594
- **FILM NUMBER:** 261067404

**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 Risk Parity Fund (Series ID: S000075414)

---

|  |  |  |
|:---|:---|:---|
| Class Name                                 | Ticker Symbol | Class ID   |
| Fidelity Advisor Risk Parity Fund: Class M | FAPWX         | C000234491 |
| Fidelity Advisor Risk Parity Fund: Class C | FAPVX         | C000234492 |
| Fidelity Advisor Risk Parity Fund: Class I | FAPYX         | C000234493 |
| Fidelity Advisor Risk Parity Fund: Class Z | FAPZX         | C000234494 |
| Fidelity Risk Parity Fund                  | FAPSX         | C000234495 |
| Fidelity Advisor Risk Parity Fund: Class A | FAPUX         | C000234496 |

---

## Series and Classes Contracts Data

### Fidelity Risk Parity Fund (Series ID: S000075414)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000234491 | Fidelity Advisor Risk Parity Fund: Class M | FAPWX           |
| C000234492 | Fidelity Advisor Risk Parity Fund: Class C | FAPVX           |
| C000234493 | Fidelity Advisor Risk Parity Fund: Class I | FAPYX           |
| C000234494 | Fidelity Advisor Risk Parity Fund: Class Z | FAPZX           |
| C000234495 | Fidelity Risk Parity Fund                  | FAPSX           |
| C000234496 | Fidelity Advisor Risk Parity Fund: Class A | FAPUX           |

**Supplement to the**

**Fidelity® Risk Parity Fund**

**Class A, Class M, Class C, Class I, and Class Z**

**April 1, 2026**

**STATEMENT OF ADDITIONAL INFORMATION**

*The following information supplements information found in the "Management Contract" section.*

The following table provides information relating to other accounts managed by Jon Loehrke as of April 30, 2026:

---

| | | | |
|:---|:---|:---|:---|
|  | Registered Investment<br> <u>Companies</u>\* | Other Pooled<br> Investment<br> <u>Vehicles</u> | Other<br> <u>Accounts</u> |
| Number of Accounts Managed | 2 |  |  |
| Number of Accounts Managed with Performance-Based Advisory Fees |  |  |  |
| Assets Managed (in millions) | $17 |  |  |
| Assets Managed with Performance-Based Advisory Fees (in millions) |  |  |  |

---

\* Includes assets of Fidelity® Risk Parity Fund managed by the portfolio manager ($16 (in millions) assets managed).

As of April 30, 2026, the dollar range of shares of Fidelity® Risk Parity Fund beneficially owned by the portfolio manager was $10,001 - $50,000.

AGMO-SSTK-0626-103-1.9910281.103 June 5, 2026

**Supplement to the**

**Fidelity® Risk Parity Fund**

**April 1, 2026**

**STATEMENT OF ADDITIONAL INFORMATION**

*The following information supplements information found in the "Management Contract" section.*

The following table provides information relating to other accounts managed by Jon Loehrke as of April 30, 2026:

---

| | | | |
|:---|:---|:---|:---|
|  | Registered Investment<br> <u>Companies</u>\* | Other Pooled<br> Investment<br> <u>Vehicles</u> | Other<br> <u>Accounts</u> |
| Number of Accounts Managed | 2 |  |  |
| Number of Accounts Managed with Performance-Based Advisory Fees |  |  |  |
| Assets Managed (in millions) | $17 |  |  |
| Assets Managed with Performance-Based Advisory Fees (in millions) |  |  |  |

---

\* Includes assets of Fidelity® Risk Parity Fund managed by the portfolio manager ($16 (in millions) assets managed).

As of April 30, 2026, the dollar range of shares of Fidelity® Risk Parity Fund beneficially owned by the portfolio manager was $10,001 - $50,000.

GMO-SSTK-0626-103-1.9910280.103 June 5, 2026