# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-25-000798
**Filing Date:** 2025-9
**Character Count:** 21428
**Document Hash:** 128be46500a2ae18530feff3f44964b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000798.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000798

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**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:** 251349352

**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:** 2025-07-31

**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:** $16601016.05

**Total Liabilities:** $5506046.24

**Net Assets:** $11094969.81

**Amount of Assets Invested in Other Investment Companies:** $347646.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234496 | 1.93%                | 3.39%                | -0.29%               |
| Class ID C000234493 | 1.93%                | 3.29%                | -0.29%               |
| Class ID C000234492 | 1.83%                | 3.29%                | -0.39%               |
| Class ID C000234494 | 1.93%                | 3.39%                | -0.29%               |
| Class ID C000234495 | 1.94%                | 3.31%                | -0.19%               |
| Class ID C000234491 | 1.83%                | 3.29%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12907.63                | $103727.88                                 |
| Month 2  | $82621.01                | $203365.38                                 |
| Month 3  | $617.27                  | $-32426.79                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                         | BNPSA SWAP ETR HYG 09/02/25                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       401 | NC      | $-6.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Emerging Markets Index Fund           | CUSIP: 316146331<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     48841 | NS      | $599283.94    | 5.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                         | FIDELITY INTERNATIONAL BOND INDEX FUND         | CUSIP: 31635T732<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     13104 | NS      | $122522.73    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EAFE FUT SEP25 MFSU5                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         3 | NC      | $-7539.55     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 10/1/2025 FDS ETRS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      3615 | NC      | $-263.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                         | FIDELITY SMALL CAP VALUE INDEX FUND            | CUSIP: 31635T773<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     34815 | NS      | $879067.31    | 7.92%             |  |  |  | No            |                  1 | 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      | $-73.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | EMB 10/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       484 | NC      | $79.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Oxford Street Trust                        | Fidelity Commodity Strategy Fund               | CUSIP: 31634R307<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |     13988 | NS      | $1337237.89   | 12.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | TLT 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       863 | NC      | $-1338.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | EMB 1/2/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       341 | NC      | $43.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | EMB 11/3/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      5594 | NC      | $1071.07      | 0.01%             |  |  |  | No            |                  2 | 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        |       153 | NS      | $14209.11     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 10/09/2025                        | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59510.95     | 0.54%             | 2025-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | TLT 10/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |       960 | NC      | $-1506.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | TIP 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |      1702 | NC      | $-611.45      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Small Cap Index Fund                  | CUSIP: 316146182<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     21320 | NS      | $590140.09    | 5.32%             |  |  |  | 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        |     17022 | NS      | $156088.97    | 1.41%             |  |  |  | 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        |     41700 | NS      | $951594.00    | 8.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | TIP 11/3/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      1688 | NC      | $-598.78      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | EMB 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       467 | NC      | $82.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       984 | NC      | $-39.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNPSA SWAP ETR TIP 09/02/25                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       771 | NC      | $-276.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | GLD 1/2/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      3000 | NC      | $-17275.17    | -0.16%            |  |  |  | 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      | $-81.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       539 | NC      | $-12.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | TIP 10/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |      1445 | NC      | $-518.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Real Estate Index Fund                | CUSIP: 316146232<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     23481 | NS      | $383911.03    | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | TLT 11/3/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       948 | NC      | $-1465.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Concord Street Trust                       | Fidelity International Index Fund              | CUSIP: 315911727<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |     16474 | NS      | $921702.00    | 8.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                     | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    845421 | NS      | $845590.15    | 7.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | GLD 12/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |       342 | NC      | $-1973.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                  | iShares Gold Trust                             | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | CORP              | US        |       427 | NS      | $26478.27     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | HYG 11/3/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      2096 | NC      | $-28.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | BKLN 8/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      5130 | NC      | $-315.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |      2765 | NC      | $-47.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | BKLN 1/2/2026 FDS ETRS                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     52592 | NC      | $-4991.89     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BKLN 11/3/2025 FDS ETRS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      6683 | NC      | $-498.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                         | Fidelity Inflation-Protected Bond Index Fund   | CUSIP: 31635T104<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    325767 | NS      | $3000310.69   | 27.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | EMB 8/1/2025 FDS ETRS                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       421 | NC      | $89.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT SEP25 MESU5                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        11 | NC      | $13252.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | HYG 1/2/2026 FDS ETRS                          | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |     13612 | NC      | $-912.69      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | BKLN 12/1/2025 FDS ETRS                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     11596 | NC      | $-855.68      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Concord Street Trust                       | FIDELITY TOTAL MARKET INDEX FUNDFIDELITY ADV   | CUSIP: 315911693<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |      2402 | NS      | $418430.35    | 3.77%             |  |  |  | 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        |     20322 | NS      | $810034.92    | 7.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                         | HYG 10/1/2025 FDS ETRS                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       723 | NC      | $-17.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNPSA SWAP ETR BKLN 09/02/25                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      2904 | NC      | $-229.23      | -0.00%            |  |  |  | No            |                  2 | 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      | $-1521.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer