0001752724-23-213879.txt : 20230925 0001752724-23-213879.hdr.sgml : 20230925 20230925150734 ACCESSION NUMBER: 0001752724-23-213879 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230925 DATE AS OF CHANGE: 20230925 PERIOD START: 20240131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Greenwood Street Trust CENTRAL INDEX KEY: 0001898391 IRS NUMBER: 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: 231275459 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 0001898391 S000075414 Fidelity Risk Parity Fund 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 NPORT-P 1 primary_doc.xml NPORT-P false 0001898391 XXXXXXXX S000075414 C000234496 C000234493 C000234492 C000234494 C000234495 C000234491 Fidelity Greenwood Street Trust 811-23762 0001898391 549300467DYGTZIRI308 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Risk Parity Fund S000075414 5493006VR3SHKBTZ0009 2024-01-31 2023-07-31 N 11285742.89 3934312.80 7351430.09 0.00000000 219121.44000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11191.60000000 USD N Fidelity Risk Parity Composite Index 76627765 Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 316146331 76213.89900000 NS USD 802532.36000000 10.91668355918 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 31635T732 23793.47800000 NS USD 213903.37000000 2.909683794598 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 31635T773 22799.81400000 NS USD 539443.60000000 7.337940963810 Long EC RF US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 14753.00000000 NC USD -1803.82000000 -0.02453699454 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ISHARES TR iShares US Treasury Bond ETF Y 2023-11-01 0.00000000 USD 0.00000000 USD 14753.00000000 USD -1803.82000000 N N N Fidelity Oxford Street Trust Z2ZIGDKL3355UQRAKY22 31634R307 6953.99160000 NS USD 699154.32000000 9.510453223938 Long EC RF US N 1 N N N ISHARES TR 549300G3FWQPUM47D181 464288281 3141.00000000 NS USD 275402.88000000 3.746249051250 Long EC RF US N 1 N N N SPDR GOLD TR N/A 78463V107 451.00000000 NS USD 82239.85000000 1.118691859858 Long EC CORP US N 1 N N N ICE FUTURES US N/A N/A 3.00000000 NC USD 6885.51000000 0.093662184305 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EMERGING MARKETS INDEX MXEF 2023-09-15 151259.49000000 USD 6885.51000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 3732.00000000 NC USD -534.19000000 -0.00726647731 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INVESCO S and P SMALLCAP 600 REVENUE ETF Invesco Senior Loan ETF Y 2023-11-01 0.00000000 USD 0.00000000 USD 3732.00000000 USD -534.19000000 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 316146182 14316.05000000 NS USD 355467.52000000 4.835351974353 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 31635V232 52632.14300000 NS USD 535268.89000000 7.281153237492 Long EC RF US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 2336.00000000 NC USD -336.87000000 -0.00458237371 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INVESCO S&P SMALLCAP 600 REVENUE ETF Invesco Senior Loan ETF Y 2024-01-02 0.00000000 USD 0.00000000 USD 2336.00000000 USD -336.87000000 N N N ISHARES TR 549300G3FWQPUM47D181 46429B267 10484.00000000 NS USD 238825.52000000 3.248694703971 Long EC RF US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1286.00000000 NC USD 930.83000000 0.012661890116 N/A DO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ISHARES TR ISHARES IBOXX HIGH YLD CORP ETF Y 2023-10-02 0.00000000 USD 0.00000000 USD 1286.00000000 USD 930.83000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3035.00000000 NC USD 9780.88000000 0.133047310254 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-01-02 0.00000000 USD 0.00000000 USD 3035.00000000 USD 9780.88000000 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 316146232 14280.81500000 NS USD 218068.05000000 2.966335084878 Long EC RF US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 455.00000000 NC USD 309.55000000 0.004210745340 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ISHARES TR ISHARES IBOXX HIGH YLD CORP ETF Y 2023-11-01 0.00000000 USD 0.00000000 USD 455.00000000 USD 309.55000000 N N N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 315911727 16405.48700000 NS USD 778112.25000000 10.58450179725 Long EC RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 1576685.86600000 NS USD 1577001.21000000 21.45162493138 Long STIV RF US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 46553.00000000 NC USD -6663.45000000 -0.09064154754 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INVESCO S and P SMALLCAP 600 REVENUE ETF Invesco Senior Loan ETF Y 2023-10-02 0.00000000 USD 0.00000000 USD 46553.00000000 USD -6663.45000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 2573.00000000 NC USD -686.85000000 -0.00934308007 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ISHARES TR iShares TIPS Bond ETF Y 2023-11-01 0.00000000 USD 0.00000000 USD 2573.00000000 USD -686.85000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 12891.00000000 NC USD -2977.59000000 -0.04050354779 N/A DO CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ISHARES TR Shares TIPS Bond ETF Y 2024-01-02 0.00000000 USD 0.00000000 USD 12891.00000000 USD -2977.59000000 N N N ICE FUTURES US N/A N/A 1.00000000 NC USD 3570.17000000 0.048564292338 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2023-09-15 106719.83000000 USD 3570.17000000 N N N ISHARES TR 549300G3FWQPUM47D181 464288513 225.00000000 NS USD 16987.50000000 0.231077488216 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 912797FC6 100000.00000000 PA USD 98742.79000000 1.343177977497 Long DBT UST US N 2 2023-10-26 Fixed 0.00000000 N N N N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 31635T104 39067.60300000 NS USD 359812.62000000 4.894457480993 Long EC RF US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8707.00000000 NC USD 6403.24000000 0.087101964129 N/A DO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ISHARES TR ISHARES IBOXX HIGH YLD CORP ETF Y 2023-10-02 0.00000000 USD 0.00000000 USD 8707.00000000 USD 6403.24000000 N N N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 315911693 773.26200000 NS USD 98521.31000000 1.340165230354 Long EC RF US N 1 N N N ISHARES INC 549300X7CW3B8850WA94 464286517 11802.00000000 NS USD 443401.14000000 6.031495023031 Long EC RF US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 568.00000000 NC USD 558.97000000 0.007603554589 N/A DO CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 ISHARES TR iShares JP Morgan USD Em Mkts Bd ETF Y 2023-11-01 0.00000000 USD 0.00000000 USD 568.00000000 USD 558.97000000 N N N 2023-08-30 Heather Bonner Heather Bonner Heather Bonner President and Treasurer