0001752724-23-093093.txt : 20230504 0001752724-23-093093.hdr.sgml : 20230504 20230504083111 ACCESSION NUMBER: 0001752724-23-093093 CONFORMED SUBMISSION TYPE: NT N-CEN PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230504 DATE AS OF CHANGE: 20230504 EFFECTIVENESS DATE: 20230504 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: NT N-CEN SEC ACT: 1940 Act SEC FILE NUMBER: 811-23762 FILM NUMBER: 23886704 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 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 0001898391 S000077302 Fidelity Hedged Equity Fund 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 N-CEN 1 primary_doc.xml X0404 N-CEN LIVE 0001898391 XXXXXXXX 811-23762 true false false N-1A true Fidelity Greenwood Street Trust 811-23762 0001898391 549300467DYGTZIRI308 245 Summer Street Boston 02210 US-MA US 1-800-FIDELITY Fidelity Service Company 245 Summer Street BOST 02210 1-800-FIDELITY Books and Records of the Fund as required to be maintained by the Investment Company Act N N N-1A 3 Y DAVID B. JONES N/A Y JENNIFER M. BIRMINGHAM N/A N TARA C. KENNEY N/A N MATTHEW J. CONTI N/A N KSENIA PORTNOY 005509543 245 SUMMER STREET BOSTON 02210 XXXXXX N N N N N N Fidelity Distributors Company LLC 8-35097 000017507 N/A Y Y Deloitte & Touche LLP 34 N/A N N N N N N N Fidelity Hedged Equity Fund S000077302 549300YGDAORMI8A5T30 Y 6 6 0 N/A N N Y N N/A 0.00000000 0.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N Fidelity Diversifying Solutions LLC 801-122572 000315088 549300YDJNHRU3H6J861 2022-09-01 FMR Investment Management (UK) Limited 801-28773 000108273 549300DJ0TLKPO1HIS84 Y GB Fidelity Management & Research (Hong Kong) Limited 801-69507 000148045 549300VLVPR60I312N68 Y HK Fidelity Management & Research (Japan) Limited 801-69571 000148239 549300FF7J6H5TZ22Y05 Y JP Fidelity Investments Institutional Operations Company LLC 084-01839 549300XVSM8LN3LQOK63 Y N Y REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 N Y BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y Fidelity Investments Institutional Operations Company LLC 549300XVSM8LN3LQOK63 Y N Y Fidelity Service Company 549300LT256P1KNTYF28 Y N Y FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 351.41000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 99.04000000 GOLDMAN SACHS GROUP INC (THE) N/A N/A 784F5XWPLTWKTBV3E584 523.91000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 515.71000000 CREDIT SUISSE GRP AG N/A N/A 549300506SI9CRFV9Z86 CH 532.36000000 BARCLAYS PLC (UNGTD) N/A N/A 213800LBQA1Y9L22JB70 GB 69.45000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 174.58000000 CITIGROUP INC N/A N/A 6SHGI4ZSSLCXXQSBB395 46.84000000 VIRTU FINANCIAL INC N/A N/A 5493001OPW2K42CH3884 600.70000000 ROYAL BANK OF CANADA N/A N/A ES7IP3U3RHIGC71XBU11 CA 578.47000000 JPMORGAN CHASE and CO N/A N/A 8I5DZWZKVSZI1NUHU748 53.35000000 3640.48000000 0.00000000 N 39068168.00000000 N N N N Fidelity Macro Opportunities Fund S000075413 549300FXLI6ODEVW8T34 Y 6 6 0 Fund of Funds Y N Y N N/A 0.00000000 0.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Fidelity Diversifying Solutions LLC 801-122572 000315088 549300YDJNHRU3H6J861 2022-07-07 Fidelity Management & Research (Japan) Limited 801-69571 000148239 549300FF7J6H5TZ22Y05 Y JP FMR Investment Management (UK) Limited 801-28773 000108273 549300DJ0TLKPO1HIS84 Y GB Fidelity Management & Research (Hong Kong) Limited 801-69507 000148045 549300VLVPR60I312N68 Y HK Fidelity Investments Institutional Operations Company LLC 084-01839 549300XVSM8LN3LQOK63 Y N Y PRICINGDIRECT INC 549300WIC0TOJ7N7GD54 N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 N IHS MARKIT LTD 549300HLPTRASHS0E726 BM N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 N Y BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y Fidelity Investments Institutional Operations Company LLC 549300XVSM8LN3LQOK63 Y N Y Fidelity Service Company 549300LT256P1KNTYF28 Y N Y CITIGROUP INC N/A N/A 6SHGI4ZSSLCXXQSBB395 17.21000000 CREDIT SUISSE GRP AG N/A N/A 549300506SI9CRFV9Z86 CH 28.53000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 483.10000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 10.37000000 GOLDMAN SACHS GROUP INC (THE) N/A N/A 784F5XWPLTWKTBV3E584 120.04000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 31.04000000 JEFFERIES GROUP LLC N/A N/A NY9Q8VBNB6D1L6YV0J84 35.64000000 725.93000000 CITIGROUP INC N/A N/A 6SHGI4ZSSLCXXQSBB395 59587.52000000 JPMORGAN CHASE and CO N/A N/A 8I5DZWZKVSZI1NUHU748 19833.29000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 19791.01000000 BANK OF MONTREAL QUE N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 148636.52000000 BARCLAYS PLC (UNGTD) N/A N/A 213800LBQA1Y9L22JB70 GB 9887.50000000 DEUTSCHE BANK AG N/A N/A 7LTWFZYICNSX8D621K86 DE 257239.38000000 NOMURA HOLDINGS INC N/A N/A 549300B3CEAHYG7K8164 JP 198684.15000000 713659.37000000 N 5668993.00000000 N N N N Fidelity Risk Parity Fund S000075414 5493006VR3SHKBTZ0009 Y 6 6 0 Fund of Funds N N Y N N/A 0.00000000 0.00000000 Rule 17e-1 (17 CFR 270.17e-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Fidelity Diversifying Solutions LLC 801-122572 000315088 549300YDJNHRU3H6J861 2022-07-07 Fidelity Management & Research (Japan) Limited 801-69571 000148239 549300FF7J6H5TZ22Y05 Y JP FMR Investment Management (UK) Limited 801-28773 000108273 549300DJ0TLKPO1HIS84 Y GB Fidelity Management & Research (Hong Kong) Limited 801-69507 000148045 549300VLVPR60I312N68 Y HK Fidelity Investments Institutional Operations Company LLC 084-01839 549300XVSM8LN3LQOK63 Y N Y REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 N IHS MARKIT LTD 549300HLPTRASHS0E726 BM N Y The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y Fidelity Investments Institutional Operations Company LLC 549300XVSM8LN3LQOK63 Y N Y Fidelity Service Company 549300LT256P1KNTYF28 Y N Y FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 112.52000000 ROYAL BANK OF CANADA N/A N/A ES7IP3U3RHIGC71XBU11 CA 93.28000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 97.01000000 GOLDMAN SACHS GROUP INC (THE) N/A N/A 784F5XWPLTWKTBV3E584 83.37000000 CREDIT SUISSE GRP AG N/A N/A 549300506SI9CRFV9Z86 CH 190.73000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 14.12000000 VIRTU FINANCIAL INC N/A N/A 5493001OPW2K42CH3884 54.51000000 BARCLAYS PLC (UNGTD) N/A N/A 213800LBQA1Y9L22JB70 GB 13.04000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 9.49000000 JPMORGAN CHASE and CO N/A N/A 8I5DZWZKVSZI1NUHU748 124.91000000 792.98000000 BANK OF MONTREAL QUE N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 19796.47000000 NOMURA HOLDINGS INC N/A N/A 549300B3CEAHYG7K8164 JP 300863.70000000 JPMORGAN CHASE and CO N/A N/A 8I5DZWZKVSZI1NUHU748 9916.65000000 CITIGROUP INC N/A N/A 6SHGI4ZSSLCXXQSBB395 19906.60000000 WELLS FARGO and CO N/A N/A PBLD0EJDB5FWOLXP3B76 9883.63000000 DEUTSCHE BANK AG N/A N/A 7LTWFZYICNSX8D621K86 DE 327953.10000000 688320.15000000 N 5476346.00000000 N N N N true INTERNAL CONTROL RPT 2 greenwood_icr1.htm Converted by EDGARwiz

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Board of Trustees of Fidelity Greenwood Street Trust and the Shareholders of Fidelity Risk Parity Fund and Fidelity Macro Opportunities Fund:

In planning and performing our audits of the financial statements of Fidelity Risk Parity Fund and Fidelity Macro Opportunities Fund (the “Funds”), each a fund of Greenwood Street Trust, as of and for the year ended January 31, 2023, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds’ internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management of the fund and trustees of the trust; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements.


Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of a fund's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Funds’ internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds’ internal control over financial reporting and their operations, including controls for safeguarding securities, that we consider to be a material weakness, as defined above, as of January 31, 2023.


This report is intended solely for the information and use of management, the Trustees of Fidelity Greenwood Street Trust, and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.



/s/ Deloitte & Touche LLP

Boston, Massachusetts

March 17, 2023



 INTERNAL CONTROL RPT 3 greenwood_icr2.htm Converted by EDGARwiz

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Board of Trustees of Fidelity Greenwood Street Trust and the Shareholders of Fidelity Hedged Equity Fund:

In planning and performing our audit of the financial statements of Fidelity Hedged Equity Fund (the “Fund”), a fund of Fidelity Greenwood Street Trust, as of and for the year ended January 31, 2023, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Fund’s internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Fund’s internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Fund is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management of the fund and trustees of the trust; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements.


Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of a fund's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Fund’s internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Fund’s internal control over financial reporting and its operation, including controls for safeguarding securities, that we consider to be a material weakness, as defined above, as of January 31, 2023.


This report is intended solely for the information and use of management, the Trustees of Fidelity Greenwood Street Trust, and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.



/s/ Deloitte & Touche LLP

Boston, Massachusetts

March 16, 2023