Fidelity SAI Convertible Arbitrage Fund

Fund Profile

Fund profile

Tickers

FSAWX

Fund manager

Fidelity Greenwood Street Trust

Total assets

$237.19 mm

Liabilities

$406.52 k

Net assets

$236.78 mm

Number of holdings

25.00

25 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST BILLS 0% 10/03/2024	49.55 mm	50.00 mm principal	20.92	Debt	Long	USA
UST BILLS 0% 08/15/2024	48.90 mm	49.00 mm principal	20.65	Debt	Long	USA
UST BILLS 0% 09/26/2024	34.71 mm	35.00 mm principal	14.66	Debt	Long	USA
SPY SPDR S&P 500 ETF Trust	10.80 mm	19.60 k shares	4.56	Common equity	Long	USA
BlackRock Fund Advisors	10.21 mm	89.50 k shares	4.31	Common equity	Long	USA
GVA Granite Construction Incorporated	10.21 mm	6.50 mm principal	4.31	Debt	Long	USA
LANTHEUS HLDGS INC CONV 2.625% 12/15/2027	9.72 mm	6.50 mm principal	4.11	Debt	Long	USA
ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025	9.39 mm	2.97 mm principal	3.96	Debt	Long	Liberia
INSM Insmed Incorporated	8.43 mm	3.70 mm principal	3.56	Debt	Long	USA
BL BlackLine, Inc.	7.11 mm	7.37 mm principal	3.00	Debt	Long	USA
GVA Granite Construction Incorporated	6.59 mm	6.00 mm principal	2.78	Debt	Long	USA
ENOV Enovis Corporation	4.32 mm	4.00 mm principal	1.82	Debt	Long	USA
AEIS Advanced Energy Industries, Inc.	3.79 mm	3.50 mm principal	1.60	Debt	Long	USA
PCRX Pacira BioSciences, Inc.	3.70 mm	4.00 mm principal	1.56	Debt	Long	USA
JBLU JetBlue Airways Corporation	3.46 mm	3.75 mm principal	1.46	Debt	Long	USA
FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A	3.06 mm	3.00 mm principal	1.29	Debt	Long	USA
NUVA Nuvasive Inc	2.88 mm	3.00 mm principal	1.22	Debt	Long	USA
MSTR MicroStrategy Incorporated	2.62 mm	2.50 mm principal	1.11	Debt	Long	USA
Fidelity Cash Central Fund	2.07 mm	2.06 mm shares	0.87	Short-term investment vehicle	Long	USA
CABO Cable One, Inc.	1.78 mm	2.00 mm principal	0.75	Debt	Long	USA
MIDD The Middleby Corporation	1.69 mm	1.50 mm principal	0.72	Debt	Long	USA
Total Return Basket Swap BNP	1.65 mm	1.00 contracts	0.70	DO	N/A	USA
Total Return Basket Swap BMO	164.08 k	1.00 contracts	0.07	DO	N/A	Canada
US 2YR NOTE (CBT) FUT SEP24 TUU4	-115.96 k	-100.00 contracts	-0.05	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) FUT SEP24 FVU4	-259.47 k	-275.00 contracts	-0.11	Interest rate derivative	N/A	USA