X0201 N-CEN LIVE 0000945908 XXXXXXXX 811-07319 false false false N-1A true FIDELITY COVINGTON TRUST 811-07319 0000945908 549300JFYFTF85QAQR28 245 SUMMER STREET BOSTON 02210 US-MA US 1-800-FIDELITY State Street Bank and Trust Company 1 Lincoln Street Boston 02111 617-786-3000 Custody and Accounting Records. N N N-1A 23 Y Joseph Mauriello 000000000 N Garnett A. Smith 000000000 N Ned C. Lautenbach 000000000 N Alan J. Lacy 000000000 N Donald F. Donahue 000000000 N David M. Thomas 000000000 N James C. Curvey 000000000 Y Dennis J. Dirks 000000000 N Cornelia M. Small 000000000 N Michael E. Wiley 000000000 N Kenneth B. Robins 006242664 245 Summer Street Boston 02210 XXXXXX N N N N N N Fidelity Distributors Corporation 8-8775 000006848 549300XG82GC06JU1803 Y N Deloitte & Touche LLP 34 00000000000000000000 N N N 2018-12-03 Changed the trigger thresholds for use of fair value factors in certain equity securities. Though Fidelity does not deem these changes to be material, Fidelity is reporting them because such changes are cited as an example in the instructions to Item B.20. Equity-common Common Stocks N/A N N N Fidelity Targeted International Factor ETF S000064788 54930024Z981SMEB6H76 Y 1 1 0 Exchange-Traded Fund Y Y 0 0 0.00 0.00 N N Y N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N N N/A N/A N/A 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 12d1-1 (17 CFR 270.12d1-1) Y N N N FMR Co., Inc. 801-3447 000108617 549300LPTPFJIOUZP191 2019-02-26 Geode Capital Management, LLC 801-3447 000115504 549300R46G1X232ODH36 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N Y Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Y State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association E57ODZWZ7FF32TWEFA76 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Eschborn, Hessen, DE, Branch) 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Fidelity Service Company, Inc 549300LT256P1KNTYF28 Y N Y BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1.01 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3.07 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 72.97 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 0.23 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 174.37 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 47.14 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1339.64 1638.43 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2229084.53 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2229084.53 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2229084.53 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2229084.53 8991615.39 N 10154289.46 Uncommitted 500000000 N Uncommitted 400000000 N Uncommitted 300000000 N Uncommitted 25000000 N Uncommitted 1500000000 N Uncommitted 500000000 N Uncommitted 150000000 N N N Fidelity Targeted Emerging Markets Factor ETF S000064787 549300KZU4Q9T0BNK116 Y 1 1 0 Exchange-Traded Fund Y Y 0 0 0.00 0.00 N N Y N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N N N/A N/A N/A Rule 17e-1 (17 CFR 270.17e-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N FMR Co., Inc. 801-3447 000108617 549300LPTPFJIOUZP191 2019-02-26 Geode Capital Management, LLC 801-3447 000115504 549300R46G1X232ODH36 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N Y Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Y Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank of Ireland (UK) PLC 213800OOT97XZGKQPY40 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Ceskoslovenska obchodni banka, a. s. Q5BP2UEQ48R75BOTCB92 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Saudi British Bank 558600TQS0WENZUC5190 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association E57ODZWZ7FF32TWEFA76 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E 2138001Q77JDLESS4Y50 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch) 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Fidelity Service Company, Inc 549300LT256P1KNTYF28 Y N Y Larrainvial Securities US LLC 8-68452 000152424 254900M1RCZVBFJ7BS17 253.33 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1866.48 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 5162.28 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 755.49 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1.24 8038.82 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 402145.97 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 402308.83 810617.68 N 9752871.55 Uncommitted 400000000 N Uncommitted 500000000 N Uncommitted 1500000000 N Uncommitted 500000000 N Uncommitted 25000000 N Uncommitted 300000000 N Uncommitted 150000000 N N N Fidelity International High Dividend ETF S000059462 549300V1O2W9E2XS0R14 N 1 0 0 Exchange-Traded Fund Y Y 0 -0.442252 0.00 3.963685 N N Y N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N N N/A N/A N/A Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17e-1 (17 CFR 270.17e-1) Y N N N FMR Co., Inc. 801-3447 000108617 549300LPTPFJIOUZP191 N Geode Capital Management, LLC 801-3447 000115504 549300R46G1X232ODH36 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association E57ODZWZ7FF32TWEFA76 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Eschborn, Hessen, DE, Branch) 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Fidelity Service Company, Inc 549300LT256P1KNTYF28 Y N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 365.59 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9.36 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 135.62 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1.53 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 5533.95 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 105.75 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6.37 6158.17 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 17901179.68 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6150063.42 24051243.1 N 32272093.08 Uncommitted 1500000000 N Uncommitted 25000000 N Uncommitted 300000000 N Uncommitted 400000000 N Uncommitted 500000000 N Uncommitted 150000000 N Uncommitted 500000000 N N N Fidelity International Value Factor ETF S000059463 549300DPXN0IDQD0V949 N 1 0 0 Exchange-Traded Fund Y Y 0 -0.5081 0.00 4.1077 N N Y N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N N N/A N/A N/A 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 17a-7 (17 CFR 270.17a-7) Y N N N FMR Co., Inc. 801-3447 000108617 549300LPTPFJIOUZP191 N Geode Capital Management, LLC 801-3447 000115504 549300R46G1X232ODH36 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Eschborn, Hessen, DE, Branch) 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association E57ODZWZ7FF32TWEFA76 N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Fidelity Service Company, Inc 549300LT256P1KNTYF28 Y N N Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 22.87 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 83.51 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8.38 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1271.9 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1364.28 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 75.37 2826.31 0 N 12740740.19 Uncommitted 150000000 N Uncommitted 1500000000 N Uncommitted 25000000 N Uncommitted 300000000 N Uncommitted 500000000 N Uncommitted 400000000 N Uncommitted 500000000 N N N Fidelity Targeted Emerging Markets Factor ETF S000064787 N 200000 100 0 0 0 0 0 0 0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Fidelity International Value Factor ETF S000059463 N 100000 0 0 0 0 0 0 0 0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Fidelity Targeted International Factor ETF S000064788 Y 100000 7.71 0 92.29 0 0 0 0 0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Fidelity International High Dividend ETF S000059462 Y 100000 2.3 0.3410488 97.7 0.3410488 0 0 0 0 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true