# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0001752724-25-160042
**Filing Date:** 2025-6
**Character Count:** 69035
**Document Hash:** 48ab9e59d332acda1b6ca6283d252e7b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160042.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160042

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**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:** 251079988

**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 Convertible Arbitrage Fund (Series ID: S000081303)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000243999 | Fidelity SAI Convertible Arbitrage Fund | FSAWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Convertible Arbitrage Fund**

**April 30, 2025**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

SCA-NPRT1-0625

1.9909700.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 13.4%** | &nbsp;&nbsp;**Common Stocks - 13.4%** | &nbsp;&nbsp;**Common Stocks - 13.4%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 13.4%  |  |  |
| Information Technology - 13.4% |  |  |
| Semiconductors & Semiconductor Equipment - 7.3% |  |  |
| Broadcom Inc  | 75000 | 14435250 |
| NVIDIA Corp  | 160000 | 17427200 |
|  |  | 31862450 |
| Software - 2.1% |  |  |
| Microsoft Corp  | 24000 | 9486240 |
| Technology Hardware, Storage & Peripherals - 4.0% |  |  |
| Apple Inc  | 84000 | 17850000 |
| TOTAL INFORMATION TECHNOLOGY |  | 59198690 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $61,784,601) |  | <br> **59198690** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 39.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 39.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 39.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 39.1%  |  |  |
| Communication Services - 1.7% |  |  |
| Interactive Media & Services - 1.3% |  |  |
| fuboTV Inc 3.25% 2/15/2026  | 5670000 | 5496498 |
| Media - 0.4% |  |  |
| Cable One Inc 0% 3/15/2026 (b) | 2000000 | 1882000 |
| TOTAL COMMUNICATION SERVICES |  | 7378498 |
| Consumer Discretionary - 4.0% |  |  |
| Hotels, Restaurants & Leisure - 3.0% |  |  |
| Airbnb Inc 0% 3/15/2026 (b) | 9000000 | 8613000 |
| Cheesecake Factory Inc/The 2% 3/15/2030 (c) | 4620000 | 4526743 |
|  |  | 13139743 |
| Leisure Products - 1.0% |  |  |
| Peloton Interactive Inc 0% 2/15/2026 (d) | 5000000 | 4725000 |
| TOTAL CONSUMER DISCRETIONARY |  | 17864743 |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Galaxy Digital Holdings LP 3% 12/15/2026 (c) | 500000 | 496550 |
| Health Care - 8.8% |  |  |
| Biotechnology - 1.9% |  |  |
| Insmed Inc 0.75% 6/1/2028  | 3700000 | 8329112 |
| Health Care Equipment & Supplies - 4.7% |  |  |
| Enovis Corp 3.875% 10/15/2028  | 2000000 | 1983000 |
| Integra LifeSciences Holdings Corp 0.5% 8/15/2025  | 5000000 | 4892499 |
| Lantheus Holdings Inc 2.625% 12/15/2027  | 9500000 | 14086766 |
|  |  | 20962265 |
| Pharmaceuticals - 2.2% |  |  |
| Pacira BioSciences Inc 0.75% 8/1/2025  | 10000000 | 9862974 |
| TOTAL HEALTH CARE |  | 39154351 |
| Industrials - 8.8% |  |  |
| Aerospace & Defense - 0.9% |  |  |
| Axon Enterprise Inc 0.5% 12/15/2027  | 1500000 | 4065299 |
| Commercial Services & Supplies - 0.7% |  |  |
| Tetra Tech Inc 2.25% 8/15/2028  | 3000000 | 3184500 |
| Construction & Engineering - 5.0% |  |  |
| Granite Construction Inc 3.25% 6/15/2030 (c) | 6000000 | 7557000 |
| Granite Construction Inc 3.75% 5/15/2028  | 8000000 | 14684800 |
|  |  | 22241800 |
| Machinery - 0.4% |  |  |
| Middleby Corp/The 1% 9/1/2025  | 1500000 | 1644826 |
| Professional Services - 1.8% |  |  |
| Fiverr International Ltd 0% 11/1/2025 (b) | 8000000 | 7750400 |
| TOTAL INDUSTRIALS |  | 38886825 |
| Information Technology - 13.4% |  |  |
| Electronic Equipment, Instruments & Components - 0.8% |  |  |
| Advanced Energy Industries Inc 2.5% 9/15/2028  | 3500000 | 3673049 |
| IT Services - 1.7% |  |  |
| Okta Inc 0.125% 9/1/2025  | 2940000 | 2884140 |
| Snowflake Inc 0% 10/1/2027 (c)(d) | 3820000 | 4673770 |
|  |  | 7557910 |
| Semiconductors & Semiconductor Equipment - 3.6% |  |  |
| MACOM Technology Solutions Holdings Inc 0.25% 3/15/2026  | 12100000 | 15992872 |
| Software - 7.3% |  |  |
| BlackLine Inc 1% 6/1/2029 (c) | 5000000 | 4931335 |
| Box Inc 1.5% 9/15/2029 (c) | 3000000 | 2932500 |
| Core Scientific Inc 3% 9/1/2029 (c) | 6880000 | 7538986 |
| RingCentral Inc 0% 3/15/2026 (d) | 3000000 | 2853000 |
| Tyler Technologies Inc 0.25% 3/15/2026  | 11617000 | 13667401 |
|  |  | 31923222 |
| TOTAL INFORMATION TECHNOLOGY |  | 59147053 |
| Utilities - 2.3% |  |  |
| Independent Power and Renewable Electricity Producers - 2.3% |  |  |
| XPLR Infrastructure LP 0% 11/15/2025 (c)(d) | 2000000 | 1920000 |
| XPLR Infrastructure LP 2.5% 6/15/2026 (c) | 8750000 | 8225000 |
|  |  | 10145000 |
| TOTAL UNITED STATES |  | 173073020 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $172,046,951) |  | <br> **173073020** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Domestic Equity Funds - 4.9%** | &nbsp;&nbsp;**Domestic Equity Funds - 4.9%** | &nbsp;&nbsp;**Domestic Equity Funds - 4.9%** |
|  | Shares | Value ($)<br>|
| Financial Select Sector SPDR ETF  | 208300 | 10156708 |
| iShares Core S&P 500 ETF  | 20700 | 11549772 |
| <br> **TOTAL DOMESTIC EQUITY FUNDS**<br> (Cost $21,767,856) |  | **21706480** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 2.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 2.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 2.6%** |
|  | Shares | Value ($)<br>|
| Vanguard Total Bond Market ETF <br>(Cost $11,785,600)<br>| 160000 | **11760000** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 4.0%** | &nbsp;&nbsp;**Money Market Funds - 4.0%** | &nbsp;&nbsp;**Money Market Funds - 4.0%** | &nbsp;&nbsp;**Money Market Funds - 4.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f)<br>(Cost $17,809,694)<br>| 4.33 | 17806133 | **17809694** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 37.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.1%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/15/2025 (g) | 4.27 | 50000000 | 49918042 |
| US Treasury Bills 0% 6/12/2025 (g)(h) | 4.24 | 50000000 | 49753138 |
| US Treasury Bills 0% 7/15/2025 (g) | 4.23 to 4.24 | 65000000 | 64432740 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $164,105,735) |  |  | **164103920** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.1%**<br> (Cost $449,300,437)<br>| <br>**447651804** |
| **NET OTHER ASSETS (LIABILITIES) - (1.1)%**  | **(4899302)** |
| **NET ASSETS - 100.0%** | **442752502** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2 Year US Treasury Notes Contracts (United States) | 325 | Jun 2025 | 67648242 | (428953) | (428953) |
| CBOT 5 Year US Treasury Notes Contracts (United States) | 308 | Jun 2025 | 33632156 | (755459) | (755459) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **(1184412)** |
| The notional amount of futures sold as a percentage of Net Assets is 22.9% | The notional amount of futures sold as a percentage of Net Assets is 22.9% | The notional amount of futures sold as a percentage of Net Assets is 22.9% | The notional amount of futures sold as a percentage of Net Assets is 22.9% | The notional amount of futures sold as a percentage of Net Assets is 22.9% | The notional amount of futures sold as a percentage of Net Assets is 22.9% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| Description | Counterparty | Maturity Date | Absolute Notional Value ($) | Value ($) | Net Cash and Other Receivables/(Payables) ($) | Unrealized Appreciation/(Depreciation) ($) |
| The Fund receives the total return on a portfolio of long and short equity positions and fixed income positions and pays or receives the U.S SOFR Index plus or minus a specified spread ranging from (0.20)% to 0.55% , which is denominated in U.S. dollars based on the local currencies of the positions within the swap as applicable. | Bank of Montreal | Sep 2025 | 594681332 | (920015) | 137373 | (782642) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. |
| Description | Description | Principal Amount / (Shares) | Notional Value ($) | Unrealized Appreciation / (Depreciation) ($) | Percentage of Swap Value (%) | Investment Type |
| Akamai Technologies Inc | Akamai Technologies Inc | (35000) | (2820300) | (207817) | (0.27) | Common Stock |
| Ascendis Pharma A/S ADR | Ascendis Pharma A/S ADR | (28500) | (4857540) | (444436) | (0.57) | Common Stock |
| Bloom Energy Corp Class A | Bloom Energy Corp Class A | (154700) | (2834104) | (24263) | (0.03) | Common Stock |
| Burlington Stores Inc | Burlington Stores Inc | (37000) | (8326480) | 421226 | 0.54 | Common Stock |
| Carnival Corp | Carnival Corp | (460000) | (8436400) | (141691) | (0.18) | Common Stock |
| Centrus Energy Corp Class A | Centrus Energy Corp Class A | (43600) | (3021044) | (240710) | (0.31) | Common Stock |
| Century Aluminum Co | Century Aluminum Co | (130000) | (2133300) | (84767) | (0.11) | Common Stock |
| Chefs' Warehouse Inc/The | Chefs' Warehouse Inc/The | (155000) | (8830350) | (515355) | (0.66) | Common Stock |
| Coinbase Global Inc Class A | Coinbase Global Inc Class A | (12000) | (2434680) | (324097) | (0.41) | Common Stock |
| Datadog Inc Class A | Datadog Inc Class A | (10000) | (1021600) | (94513) | (0.12) | Common Stock |
| Dexcom Inc | Dexcom Inc | (2500) | (178450) | (5067) | (0.01) | Common Stock |
| Etsy Inc | Etsy Inc | (3000) | (130440) | 98 | 0.00 | Common Stock |
| Exact Sciences Corp | Exact Sciences Corp | (107000) | (4883480) | (202489) | (0.26) | Common Stock |
| FirstEnergy Corp | FirstEnergy Corp | (22000) | (943360) | (38876) | (0.05) | Common Stock |
| Ford Motor Co | Ford Motor Co | (183000) | (1831830) | (99408) | (0.13) | Common Stock |
| Green Plains Inc | Green Plains Inc | (55000) | (196900) | 2541 | 0.00 | Common Stock |
| Haemonetics Corp | Haemonetics Corp | (50400) | (3176208) | (232668) | (0.30) | Common Stock |
| Halozyme Therapeutics Inc | Halozyme Therapeutics Inc | (50000) | (3071000) | (1557) | 0.00 | Common Stock |
| Hewlett Packard Enterprise Co | Hewlett Packard Enterprise Co | - | - | (18687) | (0.02) | Common Stock |
| IMAX Corp | IMAX Corp | (67000) | (1630110) | (176402) | (0.23) | Common Stock |
| Itron Inc | Itron Inc | (32000) | (3561280) | (288917) | (0.37) | Common Stock |
| Jazz Pharmaceuticals PLC | Jazz Pharmaceuticals PLC | (3000) | (350880) | (41601) | (0.05) | Common Stock |
| Liberty Media Corp-Liberty Formula One Class C | Liberty Media Corp-Liberty Formula One Class C | (92000) | (8157640) | (761003) | (0.97) | Common Stock |
| Live Nation Entertainment Inc | Live Nation Entertainment Inc | (38300) | (5072835) | (124125) | (0.16) | Common Stock |
| Lumentum Holdings Inc | Lumentum Holdings Inc | (65000) | (3837600) | (406880) | (0.52) | Common Stock |
| Lyft Inc Class A | Lyft Inc Class A | (170000) | (2108000) | (253372) | (0.32) | Common Stock |
| MACOM Technology Solutions Holdings Inc | MACOM Technology Solutions Holdings Inc | (110000) | (11412500) | (449159) | (0.57) | Common Stock |
| MakeMyTrip Ltd | MakeMyTrip Ltd | (49000) | (5136180) | (95746) | (0.12) | Common Stock |
| Marriott Vacations Worldwide Corp | Marriott Vacations Worldwide Corp | (8000) | (438480) | (13389) | (0.02) | Common Stock |
| Merck & Co Inc | Merck & Co Inc | (25000) | (2130000) | (166768) | (0.21) | Common Stock |
| Microchip Technology Inc | Microchip Technology Inc | (8000) | (368640) | (58249) | (0.07) | Common Stock |
| Mirum Pharmaceuticals Inc | Mirum Pharmaceuticals Inc | (56800) | (2467960) | (270015) | (0.35) | Common Stock |
| Okta Inc Class A | Okta Inc Class A | (3000) | (336480) | (35315) | (0.05) | Common Stock |
| ON Semiconductor Corp | ON Semiconductor Corp | (95000) | (3771500) | (359700) | (0.46) | Common Stock |
| Parsons Corp | Parsons Corp | - | - | (80215) | (0.10) | Common Stock |
| Peabody Energy Corp | Peabody Energy Corp | (75000) | (925500) | 3840 | 0.00 | Common Stock |
| Penguin Solutions Inc | Penguin Solutions Inc | (212100) | (3620547) | 6431 | 0.01 | Common Stock |
| Progress Software Corp | Progress Software Corp | (60000) | (3597600) | (166716) | (0.21) | Common Stock |
| Seagate Technology Holdings PLC | Seagate Technology Holdings PLC | (90000) | (8192700) | (1531802) | (1.96) | Common Stock |
| Snap Inc Class A | Snap Inc Class A | (224900) | (1790204) | (16449) | (0.02) | Common Stock |
| Snowflake Inc Class A | Snowflake Inc Class A | (68000) | (10845320) | (862898) | (1.10) | Common Stock |
| Southern Co/The | Southern Co/The | (66000) | (6064740) | (46689) | (0.06) | Common Stock |
| Spotify Technology SA | Spotify Technology SA | (7400) | (4543452) | (300506) | (0.38) | Common Stock |
| Tetra Tech Inc | Tetra Tech Inc | (110000) | (3430900) | (127241) | (0.16) | Common Stock |
| Uber Technologies Inc | Uber Technologies Inc | (47200) | (3823672) | (295726) | (0.38) | Common Stock |
| United States Steel Corp | United States Steel Corp | (748000) | (32695080) | (1672551) | (2.14) | Common Stock |
| Veeco Instruments Inc | Veeco Instruments Inc | (26700) | (499290) | 17737 | 0.02 | Common Stock |
| Ventas Inc | Ventas Inc | (99900) | (7000992) | (276301) | (0.35) | Common Stock |
| Vertex Inc Class A | Vertex Inc Class A | (101000) | (4043030) | (23171) | (0.03) | Common Stock |
| WEC Energy Group Inc | WEC Energy Group Inc | (88000) | (9637760) | (93956) | (0.12) | Common Stock |
| Western Digital Corp | Western Digital Corp | (41000) | (1798260) | (257232) | (0.33) | Common Stock |
| Airbnb Inc 0% 3/15/2026 | Airbnb Inc 0% 3/15/2026 | 75000 | 7177500 | (3347) | 0.00 | Convertible Corporate Bond |
| Akamai Technologies Inc 1.125% 2/15/2029 | Akamai Technologies Inc 1.125% 2/15/2029 | 100000 | 9683750 | 245095 | 0.31 | Convertible Corporate Bond |
| Ascendis Pharma A/S 2.25% 4/1/2028 | Ascendis Pharma A/S 2.25% 4/1/2028 | 75000 | 9335880 | 456426 | 0.58 | Convertible Corporate Bond |
| Bloom Energy Corp 3% 6/1/2028 | Bloom Energy Corp 3% 6/1/2028 | 42500 | 5410250 | 38921 | 0.05 | Convertible Corporate Bond |
| BofA Finance LLC 0.6% 5/25/2027 | BofA Finance LLC 0.6% 5/25/2027 | 85000 | 8449850 | 172216 | 0.22 | Convertible Corporate Bond |
| Burlington Stores Inc 1.25% 12/15/2027 | Burlington Stores Inc 1.25% 12/15/2027 | 95000 | 12214361 | (397825) | (0.51) | Convertible Corporate Bond |
| Cable One Inc 0% 3/15/2026 | Cable One Inc 0% 3/15/2026 | 30000 | 2823000 | (20631) | (0.03) | Convertible Corporate Bond |
| Carnival Corp 5.75% 12/1/2027 | Carnival Corp 5.75% 12/1/2027 | 77500 | 12577927 | 162901 | 0.21 | Convertible Corporate Bond |
| Centrus Energy Corp 2.25% 11/1/2030 | Centrus Energy Corp 2.25% 11/1/2030 | 50000 | 4932500 | 316038 | 0.40 | Convertible Corporate Bond |
| Century Aluminum Co 2.75% 5/1/2028 | Century Aluminum Co 2.75% 5/1/2028 | 37500 | 4233750 | 103852 | 0.13 | Convertible Corporate Bond |
| Chefs' Warehouse Inc/The 2.375% 12/15/2028 | Chefs' Warehouse Inc/The 2.375% 12/15/2028 | 85000 | 12277153 | 540809 | 0.69 | Convertible Corporate Bond |
| Coinbase Global Inc 0.25% 4/1/2030 | Coinbase Global Inc 0.25% 4/1/2030 | 50000 | 4968541 | 352481 | 0.45 | Convertible Corporate Bond |
| Datadog Inc 0.125% 6/15/2025 | Datadog Inc 0.125% 6/15/2025 | 20000 | 2252776 | 96319 | 0.12 | Convertible Corporate Bond |
| Dexcom Inc 0.25% 11/15/2025 | Dexcom Inc 0.25% 11/15/2025 | 75000 | 7302342 | (3629) | 0.00 | Convertible Corporate Bond |
| Etsy Inc 0.125% 9/1/2027 | Etsy Inc 0.125% 9/1/2027 | 55000 | 4852145 | 12379 | 0.02 | Convertible Corporate Bond |
| Exact Sciences Corp 2% 3/1/2030 | Exact Sciences Corp 2% 3/1/2030 | 135000 | 12842999 | 93325 | 0.12 | Convertible Corporate Bond |
| FirstEnergy Corp 4% 5/1/2026 | FirstEnergy Corp 4% 5/1/2026 | 52500 | 5431125 | 59686 | 0.08 | Convertible Corporate Bond |
| Ford Motor Co 0% 3/15/2026 | Ford Motor Co 0% 3/15/2026 | 95000 | 9338500 | 80269 | 0.10 | Convertible Corporate Bond |
| Green Plains Inc 2.25% 3/15/2027 | Green Plains Inc 2.25% 3/15/2027 | 50000 | 3836239 | (65857) | (0.08) | Convertible Corporate Bond |
| Haemonetics Corp 2.5% 6/1/2029 | Haemonetics Corp 2.5% 6/1/2029 | 120000 | 11531000 | 207395 | 0.26 | Convertible Corporate Bond |
| Halozyme Therapeutics Inc 1% 8/15/2028 | Halozyme Therapeutics Inc 1% 8/15/2028 | 37500 | 4692677 | (1196) | 0.00 | Convertible Corporate Bond |
| IMAX Corp 0.5% 4/1/2026 | IMAX Corp 0.5% 4/1/2026 | 45000 | 4783125 | 178020 | 0.23 | Convertible Corporate Bond |
| Itron Inc 1.375% 7/15/2030 | Itron Inc 1.375% 7/15/2030 | 60000 | 6564828 | 360754 | 0.46 | Convertible Corporate Bond |
| Jazz Investments I Ltd 2% 6/15/2026 | Jazz Investments I Ltd 2% 6/15/2026 | 17500 | 1812192 | 46088 | 0.06 | Convertible Corporate Bond |
| Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027 | Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027 | 117500 | 14325109 | 790660 | 1.01 | Convertible Corporate Bond |
| Live Nation Entertainment Inc 3.125% 1/15/2029 | Live Nation Entertainment Inc 3.125% 1/15/2029 | 50000 | 7078506 | 143379 | 0.18 | Convertible Corporate Bond |
| Lumentum Holdings Inc 1.5% 12/15/2029 | Lumentum Holdings Inc 1.5% 12/15/2029 | 55000 | 6287492 | 354913 | 0.45 | Convertible Corporate Bond |
| Lyft Inc 0.625% 3/1/2029 | Lyft Inc 0.625% 3/1/2029 | 55000 | 5354479 | 173720 | 0.22 | Convertible Corporate Bond |
| MakeMyTrip Ltd 0% 2/15/2028 | MakeMyTrip Ltd 0% 2/15/2028 | 20000 | 5467000 | 78234 | 0.10 | Convertible Corporate Bond |
| Marriott Vacations Worldwide Corp 3.25% 12/15/2027 | Marriott Vacations Worldwide Corp 3.25% 12/15/2027 | 95000 | 8790138 | (22444) | (0.03) | Convertible Corporate Bond |
| Mesa Laboratories Inc 1.375% 8/15/2025 | Mesa Laboratories Inc 1.375% 8/15/2025 | 10000 | 989201 | 943 | 0.00 | Convertible Corporate Bond |
| Microchip Technology Inc 0.75% 6/1/2030 | Microchip Technology Inc 0.75% 6/1/2030 | 40000 | 3766640 | 22456 | 0.03 | Convertible Corporate Bond |
| Mirum Pharmaceuticals Inc 4% 5/1/2029 | Mirum Pharmaceuticals Inc 4% 5/1/2029 | 20000 | 3166000 | 231359 | 0.30 | Convertible Corporate Bond |
| Okta Inc 0.375% 6/15/2026 | Okta Inc 0.375% 6/15/2026 | 27000 | 2591775 | (852) | 0.00 | Convertible Corporate Bond |
| ON Semiconductor Corp 0% 5/1/2027 | ON Semiconductor Corp 0% 5/1/2027 | 95000 | 10140300 | 333867 | 0.43 | Convertible Corporate Bond |
| Parsons Corp 2.625% 3/1/2029 | Parsons Corp 2.625% 3/1/2029 | - | - | 175871 | 0.22 | Convertible Corporate Bond |
| Peabody Energy Corp 3.25% 3/1/2028 | Peabody Energy Corp 3.25% 3/1/2028 | 25000 | 2501041 | 1156 | 0.00 | Convertible Corporate Bond |
| Penguin Solutions Inc 2% 8/15/2030 | Penguin Solutions Inc 2% 8/15/2030 | 82500 | 7547438 | (13796) | (0.02) | Convertible Corporate Bond |
| Progress Software Corp 1% 4/15/2026 | Progress Software Corp 1% 4/15/2026 | 55000 | 6328007 | 155445 | 0.20 | Convertible Corporate Bond |
| Seagate HDD Cayman 3.5% 6/1/2028 | Seagate HDD Cayman 3.5% 6/1/2028 | 100000 | 12708333 | 1489528 | 1.90 | Convertible Corporate Bond |
| Snap Inc 0.5% 5/1/2030 | Snap Inc 0.5% 5/1/2030 | 100000 | 8175000 | 121646 | 0.16 | Convertible Corporate Bond |
| Snowflake Inc 0% 10/1/2027 | Snowflake Inc 0% 10/1/2027 | 121800 | 14902230 | 665765 | 0.85 | Convertible Corporate Bond |
| Southern Co/The 3.875% 12/15/2025 | Southern Co/The 3.875% 12/15/2025 | 75000 | 8524791 | 42945 | 0.05 | Convertible Corporate Bond |
| Spotify USA Inc 0% 3/15/2026 | Spotify USA Inc 0% 3/15/2026 | 50000 | 6438000 | 219954 | 0.28 | Convertible Corporate Bond |
| Tetra Tech Inc 2.25% 8/15/2028 | Tetra Tech Inc 2.25% 8/15/2028 | 38000 | 4051750 | 57584 | 0.07 | Convertible Corporate Bond |
| Uber Technologies Inc 0.875% 12/1/2028 | Uber Technologies Inc 0.875% 12/1/2028 | 55000 | 7227802 | 380615 | 0.49 | Convertible Corporate Bond |
| United States Steel Corp 5% 11/1/2026 | United States Steel Corp 5% 11/1/2026 | 100000 | 32675000 | 1621177 | 2.07 | Convertible Corporate Bond |
| Veeco Instruments Inc 2.875% 6/1/2029 | Veeco Instruments Inc 2.875% 6/1/2029 | 10830 | 1110593 | (19407) | (0.02) | Convertible Corporate Bond |
| Ventas Realty LP 3.75% 6/1/2026 | Ventas Realty LP 3.75% 6/1/2026 | 65000 | 8655562 | 227286 | 0.29 | Convertible Corporate Bond |
| Vertex Inc 0.75% 5/1/2029 | Vertex Inc 0.75% 5/1/2029 | 47200 | 6144965 | 93069 | 0.12 | Convertible Corporate Bond |
| WEC Energy Group Inc 4.375% 6/1/2029 | WEC Energy Group Inc 4.375% 6/1/2029 | 125000 | 15251506 | 40858 | 0.05 | Convertible Corporate Bond |
| Western Digital Corp 3% 11/15/2028 | Western Digital Corp 3% 11/15/2028 | 20000 | 2741666 | 297568 | 0.38 | Convertible Corporate Bond |
| Description | Counterparty | Maturity Date | Absolute Notional Value ($) | Value ($) | Net Cash and Other Receivables/(Payables) ($) | Unrealized Appreciation/(Depreciation) ($) |
| The Fund receives the total return on a portfolio of long and short equity positions and fixed income positions and pays or receives the U.S SOFR Index plus or minus a specified spread ranging from (0.25)% to 0.75% , which is denominated in U.S. dollars based on the local currencies of the positions within the swap as applicable. | BNP Paribas SA | Sep 2025 | 636444537 | (4337163) | 107675 | (4229488) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end. |
| Description | Description | Principal Amount / (Shares) | Notional Value ($) | Unrealized Appreciation / (Depreciation) ($) | Percentage of Swap Value (%) | Investment Type |
| Advanced Energy Industries Inc | Advanced Energy Industries Inc | (50000) | (4870500) | (403956) | (0.10) | Common Stock |
| Akamai Technologies Inc | Akamai Technologies Inc | (35000) | (2820300) | (207745) | (0.05) | Common Stock |
| Alnylam Pharmaceuticals Inc | Alnylam Pharmaceuticals Inc | (8000) | (2105920) | (255146) | (0.06) | Common Stock |
| Apple Inc | Apple Inc | (84000) | (17850000) | (835714) | (0.20) | Common Stock |
| Axon Enterprise Inc | Axon Enterprise Inc | (45800) | (28089140) | (1549708) | (0.37) | Common Stock |
| BlackLine Inc | BlackLine Inc | (88000) | (4156240) | (167937) | (0.04) | Common Stock |
| Bloom Energy Corp Class A | Bloom Energy Corp Class A | (135300) | (2478696) | 3116 | 0.00 | Common Stock |
| Box Inc Class A | Box Inc Class A | (104100) | (3250002) | (126581) | (0.03) | Common Stock |
| Broadcom Inc | Broadcom Inc | (75000) | (14435250) | (986430) | (0.23) | Common Stock |
| Cheesecake Factory Inc/The | Cheesecake Factory Inc/The | (37200) | (1873764) | (121610) | (0.03) | Common Stock |
| Cinemark Holdings Inc | Cinemark Holdings Inc | (545000) | (16300950) | (909681) | (0.22) | Common Stock |
| Core Scientific Inc | Core Scientific Inc | (822300) | (6660630) | (1017712) | (0.24) | Common Stock |
| Enovis Corp | Enovis Corp | (21000) | (726390) | (64117) | (0.02) | Common Stock |
| Freshpet Inc | Freshpet Inc | (68000) | (5000720) | 398683 | 0.09 | Common Stock |
| Granite Construction Inc | Granite Construction Inc | (259000) | (21054110) | (901286) | (0.21) | Common Stock |
| Greenbrier Cos Inc/The | Greenbrier Cos Inc/The | (82000) | (3478440) | (139078) | (0.03) | Common Stock |
| Guess? Inc | Guess? Inc | (180000) | (2025000) | (335440) | (0.08) | Common Stock |
| Innoviva Inc | Innoviva Inc | (95000) | (1775550) | (51996) | (0.01) | Common Stock |
| Insmed Inc | Insmed Inc | (176600) | (12715200) | (141593) | (0.03) | Common Stock |
| InterDigital Inc | InterDigital Inc | (25500) | (5125500) | 43236 | 0.01 | Common Stock |
| Jazz Pharmaceuticals PLC | Jazz Pharmaceuticals PLC | (7000) | (818720) | (97050) | (0.02) | Common Stock |
| Lantheus Holdings Inc | Lantheus Holdings Inc | (99000) | (10329660) | (136082) | (0.03) | Common Stock |
| Merit Medical Systems Inc | Merit Medical Systems Inc | (105000) | (9917250) | (244029) | (0.06) | Common Stock |
| Microsoft Corp | Microsoft Corp | (24000) | (9486240) | (209703) | (0.05) | Common Stock |
| Middleby Corp/The | Middleby Corp/The | (52500) | (7000875) | (190384) | (0.05) | Common Stock |
| Mirum Pharmaceuticals Inc | Mirum Pharmaceuticals Inc | (123200) | (5353040) | (585237) | (0.14) | Common Stock |
| NextEra Energy Inc | NextEra Energy Inc | (68000) | (4547840) | 70861 | 0.02 | Common Stock |
| Nice Ltd ADR | Nice Ltd ADR | (1900) | (296124) | (1207) | 0.00 | Common Stock |
| Nutanix Inc Class A | Nutanix Inc Class A | (49000) | (3366300) | (281093) | (0.07) | Common Stock |
| NVIDIA Corp | NVIDIA Corp | (160000) | (17427200) | 561489 | 0.13 | Common Stock |
| OSI Systems Inc | OSI Systems Inc | (26100) | (5343714) | (294711) | (0.07) | Common Stock |
| Repligen Corp | Repligen Corp | (34000) | (4691660) | (378812) | (0.09) | Common Stock |
| Rivian Automotive Inc Class A | Rivian Automotive Inc Class A | (299500) | (4091170) | (518061) | (0.12) | Common Stock |
| Sarepta Therapeutics Inc | Sarepta Therapeutics Inc | (11000) | (686400) | (86699) | (0.02) | Common Stock |
| Sphere Entertainment Co Class A | Sphere Entertainment Co Class A | (135000) | (3678750) | (124872) | (0.03) | Common Stock |
| Stride Inc | Stride Inc | (160000) | (22760000) | (702676) | (0.17) | Common Stock |
| Terawulf Inc | Terawulf Inc | - | - | (14427) | 0.00 | Common Stock |
| TransMedics Group Inc | TransMedics Group Inc | (57000) | (5244570) | (266344) | (0.06) | Common Stock |
| Tyler Technologies Inc | Tyler Technologies Inc | (17000) | (9236100) | 757519 | 0.18 | Common Stock |
| Uber Technologies Inc | Uber Technologies Inc | (40800) | (3305208) | (279365) | (0.07) | Common Stock |
| Vishay Intertechnology Inc | Vishay Intertechnology Inc | (165100) | (2144649) | (265729) | (0.06) | Common Stock |
| Western Digital Corp | Western Digital Corp | (64000) | (2807040) | (503371) | (0.12) | Common Stock |
| Workiva Inc Class A | Workiva Inc Class A | (6000) | (451620) | (34348) | (0.01) | Common Stock |
| World Kinect Corp | World Kinect Corp | (102000) | (2559180) | (124134) | (0.03) | Common Stock |
| Xerox Holdings Corp | Xerox Holdings Corp | (156400) | (689724) | (106049) | (0.03) | Common Stock |
| Ziff Davis Inc | Ziff Davis Inc | (5000) | (147650) | 9633 | 0.00 | Common Stock |
| Zscaler Inc | Zscaler Inc | (37000) | (8368290) | (736506) | (0.17) | Common Stock |
| Advanced Energy Industries Inc 2.5% 9/15/2028 | Advanced Energy Industries Inc 2.5% 9/15/2028 | 7000000 | 7368459 | 249178 | 0.06 | Convertible Corporate Bond |
| Akamai Technologies Inc 0.375% 9/1/2027 | Akamai Technologies Inc 0.375% 9/1/2027 | 10000000 | 9866250 | 217646 | 0.05 | Convertible Corporate Bond |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027 | Alnylam Pharmaceuticals Inc 1% 9/15/2027 | 4000000 | 4590964 | 263332 | 0.06 | Convertible Corporate Bond |
| Axon Enterprise Inc 0.5% 12/15/2027 | Axon Enterprise Inc 0.5% 12/15/2027 | 9500000 | 25764837 | 1322786 | 0.31 | Convertible Corporate Bond |
| BlackLine Inc 1% 6/1/2029 | BlackLine Inc 1% 6/1/2029 | 3750000 | 3714126 | 82704 | 0.02 | Convertible Corporate Bond |
| Bloom Energy Corp 3% 6/1/2028 | Bloom Energy Corp 3% 6/1/2028 | 3000000 | 3819000 | 1263 | 0.00 | Convertible Corporate Bond |
| Box Inc 1.5% 9/15/2029 | Box Inc 1.5% 9/15/2029 | 4500000 | 4407375 | 73089 | 0.02 | Convertible Corporate Bond |
| Cinemark Holdings Inc 4.5% 8/15/2025 | Cinemark Holdings Inc 4.5% 8/15/2025 | 8250000 | 17366250 | 926946 | 0.22 | Convertible Corporate Bond |
| Core Scientific Inc 3% 9/1/2029 | Core Scientific Inc 3% 9/1/2029 | 4570000 | 5030577 | 373844 | 0.09 | Convertible Corporate Bond |
| Five9 Inc 0.5% 6/1/2025 | Five9 Inc 0.5% 6/1/2025 | 1500000 | 1492775 | (2119) | 0.00 | Convertible Corporate Bond |
| Freshpet Inc 3% 4/1/2028 | Freshpet Inc 3% 4/1/2028 | 6000000 | 7896000 | (375876) | (0.09) | Convertible Corporate Bond |
| Galaxy Digital Holdings LP 3% 12/15/2026 | Galaxy Digital Holdings LP 3% 12/15/2026 | 2500000 | 2511083 | 104108 | 0.02 | Convertible Corporate Bond |
| Granite Construction Inc 3.25% 6/15/2030 | Granite Construction Inc 3.25% 6/15/2030 | 4500000 | 5723000 | 161719 | 0.04 | Convertible Corporate Bond |
| Greenbrier Cos Inc/The 2.875% 4/15/2028 | Greenbrier Cos Inc/The 2.875% 4/15/2028 | 8250000 | 8503091 | 207533 | 0.05 | Convertible Corporate Bond |
| Guess? Inc 3.75% 4/15/2028 | Guess? Inc 3.75% 4/15/2028 | 10000000 | 9301666 | 180206 | 0.04 | Convertible Corporate Bond |
| Innoviva Inc 2.5% 8/15/2025 | Innoviva Inc 2.5% 8/15/2025 | 2500000 | 2819444 | 60032 | 0.01 | Convertible Corporate Bond |
| Insmed Inc 0.75% 6/1/2028 | Insmed Inc 0.75% 6/1/2028 | 2404000 | 5419184 | 52615 | 0.01 | Convertible Corporate Bond |
| InterDigital Inc 3.5% 6/1/2027 | InterDigital Inc 3.5% 6/1/2027 | 2000000 | 5251719 | (37957) | (0.01) | Convertible Corporate Bond |
| Jazz Investments I Ltd 2% 6/15/2026 | Jazz Investments I Ltd 2% 6/15/2026 | 3500000 | 3624385 | 91789 | 0.02 | Convertible Corporate Bond |
| Merit Medical Systems Inc 3% 2/1/2029 | Merit Medical Systems Inc 3% 2/1/2029 | 10960000 | 14034280 | 302922 | 0.07 | Convertible Corporate Bond |
| Middleby Corp/The 1% 9/1/2025 | Middleby Corp/The 1% 9/1/2025 | 7500000 | 8236629 | 46659 | 0.01 | Convertible Corporate Bond |
| Mirum Pharmaceuticals Inc 4% 5/1/2029 | Mirum Pharmaceuticals Inc 4% 5/1/2029 | 4800000 | 7598400 | 538550 | 0.13 | Convertible Corporate Bond |
| NextEra Energy Capital Holdings Inc 3% 3/1/2027 | NextEra Energy Capital Holdings Inc 3% 3/1/2027 | 7500000 | 8426250 | (76894) | (0.02) | Convertible Corporate Bond |
| Nice Ltd 0% 9/15/2025 | Nice Ltd 0% 9/15/2025 | 4000000 | 3908000 | (9559) | 0.00 | Convertible Corporate Bond |
| Nutanix Inc 0.25% 10/1/2027 | Nutanix Inc 0.25% 10/1/2027 | 3500000 | 4646979 | 239861 | 0.06 | Convertible Corporate Bond |
| OSI Systems Inc 2.25% 8/1/2029 | OSI Systems Inc 2.25% 8/1/2029 | 6800000 | 8674275 | 367740 | 0.09 | Convertible Corporate Bond |
| Repligen Corp 1% 12/15/2028 | Repligen Corp 1% 12/15/2028 | 11500000 | 11783392 | 371338 | 0.09 | Convertible Corporate Bond |
| Rivian Automotive Inc 3.625% 10/15/2030 | Rivian Automotive Inc 3.625% 10/15/2030 | 7750000 | 7033986 | 539550 | 0.13 | Convertible Corporate Bond |
| Sarepta Therapeutics Inc 1.25% 9/15/2027 | Sarepta Therapeutics Inc 1.25% 9/15/2027 | 4000000 | 3798152 | 95576 | 0.02 | Convertible Corporate Bond |
| Sphere Entertainment Co 3.5% 12/1/2028 | Sphere Entertainment Co 3.5% 12/1/2028 | 6000000 | 6663499 | 164828 | 0.04 | Convertible Corporate Bond |
| Stride Inc 1.125% 9/1/2027 | Stride Inc 1.125% 9/1/2027 | 8500000 | 23229437 | 661599 | 0.16 | Convertible Corporate Bond |
| Terawulf Inc 2.75% 2/1/2030 | Terawulf Inc 2.75% 2/1/2030 | - | - | (25895) | (0.01) | Convertible Corporate Bond |
| TransMedics Group Inc 1.5% 6/1/2028 | TransMedics Group Inc 1.5% 6/1/2028 | 7500000 | 9507375 | 241214 | 0.06 | Convertible Corporate Bond |
| Uber Technologies Inc 0.875% 12/1/2028 | Uber Technologies Inc 0.875% 12/1/2028 | 2500000 | 3285364 | 168993 | 0.04 | Convertible Corporate Bond |
| Vishay Intertechnology Inc 2.25% 9/15/2030 | Vishay Intertechnology Inc 2.25% 9/15/2030 | 10000000 | 8328750 | 252044 | 0.06 | Convertible Corporate Bond |
| Wayfair Inc 1% 8/15/2026 | Wayfair Inc 1% 8/15/2026 | 11000000 | 10165222 | (107452) | (0.03) | Convertible Corporate Bond |
| Western Digital Corp 3% 11/15/2028 | Western Digital Corp 3% 11/15/2028 | 3500000 | 4797916 | 523449 | 0.12 | Convertible Corporate Bond |
| Workiva Inc 1.125% 8/15/2026 | Workiva Inc 1.125% 8/15/2026 | 1000000 | 1109875 | 12438 | 0.00 | Convertible Corporate Bond |
| World Kinect Corp 3.25% 7/1/2028 | World Kinect Corp 3.25% 7/1/2028 | 5000000 | 5499166 | 144862 | 0.03 | Convertible Corporate Bond |
| Xerox Holdings Corp 3.75% 3/15/2030 | Xerox Holdings Corp 3.75% 3/15/2030 | 6000000 | 2841250 | (61156) | (0.01) | Convertible Corporate Bond |
| Ziff Davis Inc 1.75% 11/1/2026 | Ziff Davis Inc 1.75% 11/1/2026 | 5000000 | 4681218 | (25467) | (0.01) | Convertible Corporate Bond |
| Zscaler Inc 0.125% 7/1/2025 | Zscaler Inc 0.125% 7/1/2025 | 5808000 | 8717181 | 759112 | 0.18 | Convertible Corporate Bond |
| Financial Select Sector SPDR ETF | Financial Select Sector SPDR ETF | (208300) | (10156708) | (290551) | (0.07) | ETF |
| iShares Core S&P 500 ETF | iShares Core S&P 500 ETF | (20700) | (11549772) | (345102) | (0.08) | ETF |
| Vanguard Total Bond Market ETF | Vanguard Total Bond Market ETF | (160000) | (11760000) | (118898) | (0.03) | ETF |

---

---

| | | |
|:---|:---|:---|
| **Benchmark Rates** |  |  |
| **Counterparty** | **Benchmark** | **Benchmark Rate** |
| Bank of Montreal  | U.S. SOFR Index  | 4.36% |
| BNP Paribas SA  | U.S. SOFR Index  | 4.33% |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $42,801,884 or 9.7% of net assets.

(d) Principal Only Strips represent the right to receive the monthly principal payments.

(e) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(f) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(g) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $110,740,003.

(h) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $796,050.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1939811 | 97871738 | 82001855 | 183048 | - | - | 17809694 | 17806133 | 0.0% |
| Total | 1939811 | 97871738 | 82001855 | 183048 | - | - | 17809694 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations and Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as movements in the underlying index interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Total Return Swaps: Total return swaps are agreements between counterparties to exchange cash flows, one based on a market-linked return of an individual asset or a basket of assets (i.e., an index), and the other on a fixed or floating rate. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting payment obligation, the Fund will receive a payment from or make a payment to the counterparty. The Fund entered into total return swaps to manage its market exposure.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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 Convertible Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000081303

- **c. LEI of Series:** 5493000KTCP1YAGWOK37

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $448384262.54

**Total Liabilities:** $5225649.63

**Net Assets:** $443158612.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2086.50050000 | **1-Year:** 0.00000000 | **5-Year:** 521.63050000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 896.10985430 | **1-Year:** 12321.03853260 | **5-Year:** 17885.64582280 | **10-Year:** 86.84520000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243999 | 1.41%                | 1.17%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $376091.75               | $-5739467.42                               |
| Month 2  | $1667331.23              | $-15472252.42                              |
| Month 3  | $2302163.51              | $1836391.90                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |     20700 | NS      | $11549772.00  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                 | AXON ENTERPRISE INC CONV 0.5% 12/15/2027             | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $4065298.88   | 0.92%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                              | PACIRA BIOSCIENCES INC CONV 0.75% 08/01/2025         | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9862974.30   | 2.23%             | 2025-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SECTOR SPDR TR                                      | The Financial Select Sector SPDR ETF                 | CUSIP: 81369Y605<br>LEI: 549300N81BAQ1XPGBT65 | Long             | EC               | RF                | US        |    208300 | NS      | $10156708.00  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                           | APPLE INC                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     84000 | NS      | $17850000.00  | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                          | GALAXY DIGITAL HOLDINGS LP CONV 3% 12/15/2026 144A   | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $496550.00    | 0.11%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                              | XPLR Infrastructure LP CONV 2.5% 06/15/2026 144A     | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8225000.00   | 1.86%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | MICROSOFT CORP                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     24000 | NS      | $9486240.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                     | RINGCENTRAL INC CONV 0% 03/15/2026                   | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2853000.00   | 0.64%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                          | FUBOTV INC CONV 3.25% 02/15/2026                     | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5496498.00   | 1.24%             | 2026-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 05/15/2025                              | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49918041.50  | 11.26%            | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 5YR NOTE (CBT) FUT JUN25 FVM5                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -308 | NC      | $-755458.55   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                               | LANTHEUS HLDGS INC CONV 2.625% 12/15/2027            | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $14086764.64  | 3.18%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                            | GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028       | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $14684800.00  | 3.31%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                 | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A          | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7538985.87   | 1.70%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                              | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026         | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |  11617000 | PA      | $13667400.50  | 3.08%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                         | ENOVIS CORP CONV 3.875% 10/15/2028                   | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983000.00   | 0.45%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                            | OKTA INC CONV 0.125% 09/01/2025                      | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2884140.00   | 0.65%             | 2025-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOX INC                                             | BOX INC CONV 1.5% 09/15/2029 144A                    | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2932500.00   | 0.66%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                | Total Return Basket Swap BMO                         | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | N/A              | DO               | CORP              | CA        |        -1 | NC      | $-497970.34   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                            | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030 144A  | CUSIP: 387328AE7<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $7557000.00   | 1.71%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 06/12/2025                              | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49753139.00  | 11.23%            | 2025-06-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC             | MACOM TECHNOLOGY SOLN HLDS INC CONV 0.25% 03/15/2026 | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12100000 | PA      | $15992871.53  | 3.61%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC NEW                                  | TETRA TECH INC NEW CONV 2.25% 08/15/2028             | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3184500.00   | 0.72%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VANGUARD BOND INDEX FD INC                          | Vanguard Total Bond Market ETF                       | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |    160000 | NS      | $11760000.00  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 07/15/2025                              | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64432739.80  | 14.54%            | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                       | MIDDLEBY CORP CONV 1% 09/01/2025                     | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1644825.86   | 0.37%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                             | PELOTON INTERACTIVE INC CONV 0% 02/15/2026           | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4725000.35   | 1.07%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                            | FIVERR INTERNATIONAL LTD CONV 0% 11/01/2025          | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   8000000 | PA      | $7750400.00   | 1.75%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | BROADCOM INC                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     75000 | NS      | $14435250.00  | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  17806133 | NS      | $17809694.28  | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                       | BLACKLINE INC CONV 1% 06/01/2029 144A                | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4931335.35   | 1.11%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                              | XPLR Infrastructure LP CONV 0% 11/15/2025 144A       | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920000.00   | 0.43%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                          | AIRBNB INC CONV 0% 03/15/2026                        | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8613000.00   | 1.94%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                            | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A       | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4526743.13   | 1.02%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA CORP                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    160000 | NS      | $17427200.00  | 3.93%             |  |  |  | No            |                  1 | 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      | $-4105938.90  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 2YR NOTE (CBT) FUT JUN25 TUM5                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -325 | NC      | $-428953.19   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                       | SNOWFLAKE INC CONV 0% 10/01/2027 144A                | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $4673770.00   | 1.05%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                      | ADVANCED ENERGY INDUSTRIES INC CONV 2.5% 09/15/2028  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3673049.03   | 0.83%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP                      | INTEGRA LIFESCIENCES HLDG CORP CONV 0.5% 08/15/2025  | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4892499.40   | 1.10%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                       | CABLE ONE INC CONV 0% 03/15/2026                     | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1882000.00   | 0.42%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                          | INSMED INC CONV 0.75% 06/01/2028                     | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $8329112.29   | 1.88%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer