# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-002018
**Filing Date:** 2026-3
**Character Count:** 8151
**Document Hash:** 5d84312c1cccf1a5ee8e43cca5c9e1f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002018.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002018

**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**: 20260731

**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:** 26790609

**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 Alternative Risk Premia Commodity Strategy Fund (Series ID: S000083195)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000246712 | Fidelity SAI Alternative Risk Premia Commodity Strategy Fund | FRPDX           |

## 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 Alternative Risk Premia Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000083195

- **c. LEI of Series:** 254900GTFVDI0MA3J072

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

- **a. Date of fiscal year-end:** 2026-07-31

- **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:** $193692586.53

**Total Liabilities:** $131558.92

**Net Assets:** $193561027.61

**Amount of Assets Invested in Other Investment Companies:** $35877438.28

**Cash Not Reported:** $32413.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1515.20218000 | **1-Year:** 0.00000000 | **5-Year:** 378.80420000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246712 | -1.66%               | 1.55%                | -5.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-6081.68                                  |
| Month 2  | $1478.23                 | $6811.58                                   |
| Month 3  | $-41.90                  | $-18443.09                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust       | Fidelity Cash Central Fund | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  22070472 | NS      | $22074886.11  | 11.40%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                          | UST BILLS 0% 03/12/2026    | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 182700000 | PA      | $181998991.06 | 94.03%            | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.              | BABXFMR2 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     78648 | NC      | $-4804401.08  | -2.48%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL        | GSCOFMR1 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    690261 | NC      | $-196221.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                  | BXIIFMR1 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    142727 | NC      | $414659.52    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL        | GSCOFMR2 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |   1351476 | NC      | $-1649998.98  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY | JCOPFMR2 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    193877 | NC      | $241760.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                             | UBCMFMR1 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DIR              | CORP              | CH        |    612851 | NC      | $-158918.17   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.              | MLCIMRLB 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    126131 | NC      | $-844278.22   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                 | VMACBK3P 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | N/A              | DIR              | CORP              | AU        |     85708 | NC      | $-3698389.13  | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY | JMABCCVP 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |   1594325 | NC      | $-350450.70   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                             | UBCSQAF1 3/5/2026 FDS ETRS | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DIR              | CORP              | CH        |    195862 | NC      | $575390.44    | 0.30%             |  |  |  | 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