# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-002218
**Filing Date:** 2026-4
**Character Count:** 9889
**Document Hash:** 2204e1658739f9e7f3c135b9476b3d38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002218.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0000035402-26-002218

**CONFORMED SUBMISSION TYPE**: 24F-2NT

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**EFFECTIVENESS DATE**: 20260421

**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:** 24F-2NT
- **SEC ACT:** 1933 Act
- **SEC FILE NUMBER:** 333-261594
- **FILM NUMBER:** 26879621

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

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

---

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

---

### Fidelity Hedged Equity Fund (Series ID: S000077302)

---

|  |  |  |
|:---|:---|:---|
| Class Name                                   | Ticker Symbol | Class ID   |
| Fidelity Hedged Equity Fund                  | FEQHX         | C000237599 |
| Fidelity Advisor Hedged Equity Fund: Class I | FEQJX         | C000237630 |
| Fidelity Advisor Hedged Equity Fund: Class Z | FEQZX         | C000237631 |
| Fidelity Advisor Hedged Equity Fund: Class C | FEQDX         | C000237632 |
| Fidelity Advisor Hedged Equity Fund: Class M | FEQNX         | C000237633 |
| Fidelity Advisor Hedged Equity Fund: Class A | FEQAX         | C000237634 |

---

### Fidelity SAI Convertible Arbitrage Fund (Series ID: S000081303)

---

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

---

### Fidelity Hedged Equity ETF (Series ID: S000084303)

---

|  |  |  |
|:---|:---|:---|
| Class Name                 | Ticker Symbol | Class ID   |
| Fidelity Hedged Equity ETF | FHEQ          | C000248604 |

---

### Fidelity Dynamic Buffered Equity ETF (Series ID: S000084304)

---

|  |  |  |
|:---|:---|:---|
| Class Name                           | Ticker Symbol | Class ID   |
| Fidelity Dynamic Buffered Equity ETF | FBUF          | C000248605 |

---

### Fidelity Yield Enhanced Equity ETF (Series ID: S000084305)

---

|  |  |  |
|:---|:---|:---|
| Class Name                         | Ticker Symbol | Class ID   |
| Fidelity Yield Enhanced Equity ETF | FYEE          | C000248606 |

---

### Fidelity Equity Market Neutral Fund (Series ID: S000084938)

---

|  |  |  |
|:---|:---|:---|
| Class Name                                           | Ticker Symbol | Class ID   |
| Fidelity Advisor Equity Market Neutral Fund: Class Z | FEMWX         | C000249700 |
| Fidelity Advisor Equity Market Neutral Fund: Class I | FEMUX         | C000249701 |
| Fidelity Equity Market Neutral Fund                  | FEMNX         | C000249702 |
| Fidelity Advisor Equity Market Neutral Fund: Class M | FEMOX         | C000249703 |
| Fidelity Advisor Equity Market Neutral Fund: Class A | FEMLX         | C000249704 |
| Fidelity Advisor Equity Market Neutral Fund: Class C | FEMQX         | C000249705 |

---

### Fidelity SAI Managed Futures Fund (Series ID: S000091042)

---

|  |  |  |
|:---|:---|:---|
| Class Name                        | Ticker Symbol | Class ID   |
| Fidelity SAI Managed Futures Fund | FMFLX         | C000258437 |

---

### Fidelity SAI Merger Arbitrage Fund (Series ID: S000091043)

---

|  |  |  |
|:---|:---|:---|
| Class Name                         | Ticker Symbol | Class ID   |
| Fidelity SAI Merger Arbitrage Fund | FMADX         | C000258438 |

---

### Fidelity Managed Futures ETF (Series ID: S000092140)

---

|  |  |  |
|:---|:---|:---|
| Class Name                   | Ticker Symbol | Class ID   |
| Fidelity Managed Futures ETF | FFUT          | C000260067 |

---

## 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           |

### Fidelity Hedged Equity Fund (Series ID: S000077302)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000237599 | Fidelity Hedged Equity Fund                  | FEQHX           |
| C000237630 | Fidelity Advisor Hedged Equity Fund: Class I | FEQJX           |
| C000237631 | Fidelity Advisor Hedged Equity Fund: Class Z | FEQZX           |
| C000237632 | Fidelity Advisor Hedged Equity Fund: Class C | FEQDX           |
| C000237633 | Fidelity Advisor Hedged Equity Fund: Class M | FEQNX           |
| C000237634 | Fidelity Advisor Hedged Equity Fund: Class A | FEQAX           |

### Fidelity SAI Convertible Arbitrage Fund (Series ID: S000081303)

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

### Fidelity Hedged Equity ETF (Series ID: S000084303)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000248604 | Fidelity Hedged Equity ETF | FHEQ            |

### Fidelity Dynamic Buffered Equity ETF (Series ID: S000084304)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000248605 | Fidelity Dynamic Buffered Equity ETF | FBUF            |

### Fidelity Yield Enhanced Equity ETF (Series ID: S000084305)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000248606 | Fidelity Yield Enhanced Equity ETF | FYEE            |

### Fidelity Equity Market Neutral Fund (Series ID: S000084938)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000249700 | Fidelity Advisor Equity Market Neutral Fund: Class Z | FEMWX           |
| C000249701 | Fidelity Advisor Equity Market Neutral Fund: Class I | FEMUX           |
| C000249702 | Fidelity Equity Market Neutral Fund                  | FEMNX           |
| C000249703 | Fidelity Advisor Equity Market Neutral Fund: Class M | FEMOX           |
| C000249704 | Fidelity Advisor Equity Market Neutral Fund: Class A | FEMLX           |
| C000249705 | Fidelity Advisor Equity Market Neutral Fund: Class C | FEMQX           |

### Fidelity SAI Managed Futures Fund (Series ID: S000091042)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000258437 | Fidelity SAI Managed Futures Fund | FMFLX           |

### Fidelity SAI Merger Arbitrage Fund (Series ID: S000091043)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000258438 | Fidelity SAI Merger Arbitrage Fund | FMADX           |

### Fidelity Managed Futures ETF (Series ID: S000092140)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000260067 | Fidelity Managed Futures ETF | FFUT            |

## FORM 24F-2NT: Annual Notice of Securities Sold Pursuant to Rule 24f-2

### 24F-2NT: Filer Information

**Filer CIK:** 0001898391

**Is this a LIVE or TEST Filing?:** LIVE

**Filer Investment Company Type:** N-1A

### 24F-2NT: Annual Filing Information

**1. Name and address of issuer:**

- **Name of Issuer:** Fidelity Greenwood Street Trust

- **Address:** 245 Summer Street, Boston, MA 02210

**2. The Name and EDGAR Identifier of each series or class of securities for which this Form is filed:**

- [ ] Check box if the Form is being filed for all series and classes of the issuer.

**3. Investment Company Act File Number:** 811-23762

   **Securities Act File Number:** 333-261594

**4(a). Last day of fiscal year for which this Form is filed:** 01/31/2026

**4(b). Check box if this Form is being filed late:** [ ]

**4(c). Check box if this is the last time the issuer will be filing this Form:** [ ]

**5. Calculation of registration fee:**

- **(i) Aggregate sale price of securities sold during the fiscal year:** $2670771206.00

- **(ii) Aggregate price of securities redeemed or repurchased during the fiscal year:** $520631018.00

- **(iii) Aggregate price of securities redeemed or repurchased during any prior fiscal year:** $0.00

- **(iv) Total available redemption credits [add Items 5(ii) and 5(iii)]:** $520631018.00

- **(v) Net sales:** $2150140188.00

- **(vi) Redemption credits available for use in future years:** $0.00

- **(vii) Multiplier for determining registration fee:** 0.0001381

- **(viii) Registration fee due:** $296934.36

**Explanatory Notes (if any):**
0

**Signatures**

**Name and Title:** President and Treasurer

**Date:** 01/31/2026

**Signature:** Heather Bonner