0001752724-24-072002.txt : 20240327
0001752724-24-072002.hdr.sgml : 20240327
20240327162436
ACCESSION NUMBER: 0001752724-24-072002
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240327
DATE AS OF CHANGE: 20240327
PERIOD START: 20240131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Greenwood Street Trust
CENTRAL INDEX KEY: 0001898391
ORGANIZATION NAME:
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: 24791065
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
S000075413
Fidelity Macro Opportunities Fund
C000234485
Fidelity Advisor Macro Opportunities Fund: Class M
FAQDX
C000234486
Fidelity Advisor Macro Opportunities Fund: Class C
FAQCX
C000234487
Fidelity Advisor Macro Opportunities Fund: Class I
FAQEX
C000234488
Fidelity Advisor Macro Opportunities Fund: Class Z
FAQFX
C000234489
Fidelity Macro Opportunities Fund
FAQAX
C000234490
Fidelity Advisor Macro Opportunities Fund: Class A
FAQBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001898391
XXXXXXXX
S000075413
C000234485
C000234490
C000234489
C000234488
C000234486
C000234487
Fidelity Greenwood Street Trust
811-23762
0001898391
549300467DYGTZIRI308
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Macro Opportunities Fund
S000075413
549300FXLI6ODEVW8T34
2024-01-31
2024-01-31
N
13322857.45
1169635.47
12153221.98
0.00000000
1253865.15000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4.91000000
N
N/A
N/A
ISHARES TR
549300G3FWQPUM47D181
iShares 7-10 Year Treasury Bond ETF
464287440
9667.00000000
NS
USD
932478.82000000
7.672688127761
Long
EC
RF
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: JPY/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
-1926.10000000
-0.01584847214
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
630805.70000000
USD
92200000.00000000
JPY
2024-02-26
-1926.10000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BPLC SWAP CDS 12/20/28 ITALY B
N/A
700000.00000000
NC
USD
-8411.34000000
-0.06921078224
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY REPUBLIC OF
ITALY REPUBLIC OF 6.875% 09/27/2023
Y
2028-12-20
0.00000000
USD
813.87000000
USD
700000.00000000
USD
-7597.47000000
N
N
N
VANGUARD WORLD FDS
N/A
Vanguard World Fund: Vanguard Health Care Index Fund; ETF Class Shares
92204A504
1348.00000000
NS
USD
345950.72000000
2.846576163665
Long
EC
RF
US
N
1
N
N
N
SPDR GOLD TR
N/A
SPDR Gold Shares
78463V107
3869.00000000
NS
USD
729113.05000000
5.999339526587
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: BRL/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
-6599.36000000
-0.05430132034
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
616799.15000000
USD
3029224.00000000
BRL
2024-02-26
-6599.36000000
N
N
N
CHICAGO BOARD OPTIONS EXCHANGE
N/A
Xtrackers Harvest CSI 300 China A ETF CALL 24 07/19/2024
N/A
115.00000000
NC
USD
8050.00000000
0.066237578917
N/A
DE
CORP
US
N
1
CHICAGO BOARD OPTIONS EXCHANGE
N/A
Call
Purchased
DBX ETF TR
Xtrackers Harvest CSI 300 China A ETF
100.00000000
24.00000000
USD
2024-07-19
XXXX
-3360.21000000
N
N
N
CHICAGO BOARD OF TRADE
N/A
US ULTRA BOND CBT FUT MAR24 WNH4
N/A
-12.00000000
NC
USD
-89769.48000000
-0.73864757961
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2024-03-19
-1460855.52000000
USD
-89769.48000000
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: JPY/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
-10334.76000000
-0.08503720262
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
247378.72000000
USD
34753000.00000000
JPY
2024-02-26
-10334.76000000
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT MAR24 FVH4
N/A
108.00000000
NC
USD
219716.82000000
1.807889466361
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2024-03-28
11486470.68000000
USD
219716.82000000
N
N
N
SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD
N/A
10YR MINI JGB FUT MAR24 BJH4
N/A
-10.00000000
NC
-373.38000000
-0.00307227170
N/A
DIR
CORP
SG
N
1
SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD
N/A
Short
JAPAN GOVERNMENT OF
JPN 10Y BOND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING
2024-03-12
-1019761.18000000
JPY
-373.38000000
N
N
N
ISHARES INC
549300X7CW3B8850WA94
iShares MSCI Brazil ETF
464286400
4727.00000000
NS
USD
155612.84000000
1.280424567707
Long
EC
RF
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT MAR24 TUH4
N/A
38.00000000
NC
USD
63163.66000000
0.519727691174
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2024-03-28
7751773.84000000
USD
63163.66000000
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
8257245.69800000
NS
USD
8258897.14000000
67.95644112805
Long
STIV
RF
US
N
1
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 04/25/2024
912797HG5
450000.00000000
PA
USD
444534.62000000
3.657751176861
Long
DBT
UST
US
N
2
2024-04-25
Fixed
0.00000000
N
N
N
N
N
N
VANGUARD WORLD FDS
N/A
Vanguard World Fund: Vanguard Consumer Staples Index Fund; ETF Shares
92204A207
1752.00000000
NS
USD
337715.52000000
2.778814709019
Long
EC
RF
US
N
1
N
N
N
CHICAGO BOARD OPTIONS EXCHANGE
N/A
Xtrackers Harvest CSI 300 China A ETF CALL 27 04/19/2024
N/A
165.00000000
NC
USD
2227.50000000
0.018328472924
N/A
DE
CORP
US
N
1
CHICAGO BOARD OPTIONS EXCHANGE
N/A
Call
Purchased
DBX ETF TR
Xtrackers Harvest CSI 300 China A ETF
100.00000000
27.00000000
USD
2024-04-19
XXXX
-10075.18000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNPI SWAP CDS 12/20/28 ITALY B
N/A
450000.00000000
NC
USD
-5407.29000000
-0.04449264572
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
ITALY REPUBLIC OF
ITALY REPUBLIC OF 2.375% 10/17/2024
Y
2028-12-20
0.00000000
USD
474.46000000
USD
450000.00000000
USD
-4932.83000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: GBP/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
8842.44000000
0.072757989729
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
622396.47000000
USD
498000.00000000
GBP
2024-02-26
8842.44000000
N
N
N
INTERCONTINENTAL EXCHANGE
N/A
ICE CDX CXPHY541 12/20/28
N/A
-4900500.00000000
NC
USD
-252974.59000000
-2.08154339990
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE
N/A
CDX NA HY SERIES 41 5YR V2
CXPHY541
Y
2028-12-20
0.00000000
USD
0.00000000
USD
-4947054.75000000
USD
-252974.59000000
N
N
N
CHICAGO MERCANTILE EXCH INC
SNZ2OJLFK8MNNCLQOF39
SP500 MIC EMIN FUTMAR24 HWAH4
N/A
-32.00000000
NC
USD
-33684.16000000
-0.27716238587
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCH INC
SNZ2OJLFK8MNNCLQOF39
Short
S and P 500 INDX
783786106
2024-03-15
-745595.84000000
USD
-33684.16000000
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: GBP/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
0.00000000
USD
0.00000000
GBP
2024-02-26
0.00000000
N
N
N
ISHARES TR
549300G3FWQPUM47D181
iShares Russell 2000 ETF
464287655
1598.00000000
NS
USD
308222.24000000
2.536136018145
Long
EC
RF
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: JPY/USD settle 2024-02-26
N/A
1.00000000
NC
N/A
0.00000000
0.000000
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
0.00000000
USD
0.00000000
JPY
2024-02-26
0.00000000
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 02/15/2024
912797GN1
30000.00000000
PA
USD
29938.78000000
0.246344385458
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
iPath Bloomberg Cmdty TR ETN
06738C778
16475.00000000
NS
USD
502652.25000000
4.135958767372
Long
EC
CORP
GB
N
1
N
N
N
2024-03-01
Heather Bonner
Heather Bonner
Heather Bonner
President and Treasurer