# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-002014
**Filing Date:** 2026-3
**Character Count:** 21856
**Document Hash:** dcb282c10f5af54864789e2281eba690
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002014.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002014

**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:** 26790605

**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 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           |

## 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 Risk Parity Fund

- **b. EDGAR series identifier (if any):** S000075414

- **c. LEI of Series:** 5493006VR3SHKBTZ0009

**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:** $24062473.30

**Total Liabilities:** $8377791.89

**Net Assets:** $15684681.41

**Amount of Assets Invested in Other Investment Companies:** $620296.05

**Cash Not Reported:** $18197.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234491 | 1.07%                | 0.57%                | 4.77%                |
| Class ID C000234492 | 1.16%                | 0.47%                | 4.67%                |
| Class ID C000234493 | 1.24%                | 0.51%                | 4.78%                |
| Class ID C000234494 | 1.15%                | 0.65%                | 4.77%                |
| Class ID C000234495 | 1.16%                | 0.57%                | 4.81%                |
| Class ID C000234496 | 1.15%                | 0.53%                | 4.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $855.19                  | $89340.73                                  |
| Month 2  | $1845.54                 | $-161777.50                                |
| Month 3  | $-8298.56                | $481384.78                                 |

**Designated Index Information**

- **Index Name:** Fidelity Risk Parity Composite Index

- **Index Identifier:** 76627765

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Concord Street Trust                       | FIDELITY TOTAL MARKET INDEX FUNDFIDELITY ADV   | CUSIP: 315911693<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |      4362 | NS      | $827627.64    | 5.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Concord Street Trust                       | Fidelity International Index Fund              | CUSIP: 315911727<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |     19125 | NS      | $1220948.17   | 7.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Small Cap Index Fund                  | CUSIP: 316146182<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     26384 | NS      | $859854.14    | 5.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Real Estate Index Fund                | CUSIP: 316146232<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     32649 | NS      | $541001.98    | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Emerging Markets Index Fund           | CUSIP: 316146331<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    102588 | NS      | $1518298.74   | 9.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                     | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    418852 | NS      | $418935.69    | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Inflation-Protected Bond Index Fund   | CUSIP: 31635T104<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    341523 | NS      | $3128354.95   | 19.95%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Gold Trust                                  | iShares Gold Trust                             | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | CORP              | US        |       198 | NS      | $18057.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES INC                                         | iShares J.P. Morgan EM Local Currency Bond ETF | CUSIP: 464286517<br>LEI: 549300X7CW3B8850WA94 | Long             | EC               | RF                | US        |     27606 | NS      | $1168838.04   | 7.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares JP Morgan USD Em Mkts Bd ETF           | CUSIP: 464288281<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       239 | NS      | $23082.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | ISHARES IBOXX HIGH YLD CORP ETF                | CUSIP: 464288513<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       788 | NS      | $63922.56     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares US Treasury Bond ETF                   | CUSIP: 46429B267<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     67318 | NS      | $1550670.13   | 9.89%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO S and P SMALLCAP 600 REVENUE ETF            | Invesco Senior Loan ETF                        | CUSIP: 46138G508<br>LEI: 549300INXEJOUVOV7Z07 | Long             | EC               | RF                | US        |      3932 | NS      | $81549.68     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Oxford Street Trust                        | Fidelity Commodity Strategy Fund               | CUSIP: 31634R307<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |     15906 | NS      | $1758241.83   | 11.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Long-Term Treasury Bond Index Fund    | CUSIP: 31635V232<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     19855 | NS      | $183658.50    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | FIDELITY SMALL CAP VALUE INDEX FUND            | CUSIP: 31635T773<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     43111 | NS      | $1298942.02   | 8.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | FIDELITY INTERNATIONAL BOND INDEX FUND         | CUSIP: 31635T732<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     29481 | NS      | $271818.51    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EAFE FUT MAR26 MFSH6                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         3 | NC      | $22358.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT MAR26 MESH6                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        11 | NC      | $74308.30     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TIP 6/1/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      4235 | NC      | $1154.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | BKLN 2/2/2026 FDS ETRS                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      1872 | NC      | $-614.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 2/2/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       386 | NC      | $94.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | EMB 5/1/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      1049 | NC      | $17.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | GLD 2/2/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       247 | NC      | $11224.13     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/05/2026                        | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $259193.05    | 1.65%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TIP 9/1/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      1640 | NC      | $447.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | EMB 6/1/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       266 | NC      | $4.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 04/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       741 | NC      | $170.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TIP 10/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      3253 | NC      | $887.01       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | EMB 04/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       873 | NC      | $-11.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | BKLN 04/01/26 FDS ETRS                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      9516 | NC      | $-3108.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 04/09/2026                        | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $377502.45    | 2.41%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 05/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      6212 | NC      | $1444.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TIP 05/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      7630 | NC      | $2080.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | EMB 05/01/26 FDS ETRS                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      6208 | NC      | $-82.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 02/02/26 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |     20983 | NC      | $-6664.86     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 03/02/26 BNPSA -85 BPS 0 BPS BF           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |     22250 | NC      | $-7030.95     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | TLT 06/01/26 BNPSA 25 BPS 0 BPS BF             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      1741 | NC      | $-287.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 06/01/26 MSCS -25 BPS 0 BPS BF             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      4092 | NC      | $964.66       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | GLD 07/01/26 GOLDSIL 40 BPS 0 BPS BF           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      3102 | NC      | $141292.62    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TIP 07/01/26 GOLDSIL 40 BPS 0 BPS BF           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      2890 | NC      | $841.56       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | HYG 07/01/26 GOLDSIL 0 BPS 0 BPS BF            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     17040 | NC      | $3847.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | TLT 07/01/26 BNPSA 35 BPS 0 BPS BF             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      3115 | NC      | $-503.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | EMB 01/04/27 GOLDSIL -10 BPS 0 BPS BF          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      1034 | NC      | $43.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 4/1/2026 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |     56594 | NC      | $-19899.30    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | EMB 01/04/27 GOLDSIL -5 BPS 0 BPS BF           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       378 | NC      | $131.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | HYG 07/01/26 BNPSA -10 BPS 0 BPS BF            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      1185 | NC      | $-8.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | GLD 7/1/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       112 | NC      | $3636.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 04/01/26 BNPSA -125 BPS 0 BPS BF          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      4099 | NC      | $-1471.54     | -0.01%            |  |  |  | No            |                  2 | 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