X0505 N-CEN LIVE 0000945908 XXXXXXXX 811-07319 false false N-1A S000042570 C000131662 S000042571 C000131663 S000042572 C000131664 S000042573 C000131665 S000042574 C000131666 S000042575 C000131667 S000042576 C000131668 S000042577 C000131669 S000042578 C000131670 S000042579 C000131671 S000047984 C000151119 S000054749 C000171930 S000054750 C000171931 S000054751 C000171932 S000054752 C000171933 S000054753 C000171934 S000054754 C000171935 S000064786 C000209803 S000066804 C000215140 S000068173 C000218329 S000068174 C000218330 S000068175 C000218331 S000068350 C000218700 S000070233 C000223344 S000070234 C000223345 S000070235 C000223346 S000070236 C000223347 S000084016 C000248142 FIDELITY COVINGTON TRUST 811-07319 0000945908 549300JFYFTF85QAQR28 245 SUMMER STREET BOSTON 02210 US-MA US 1-800-FIDELITY Fidelity Service Company 245 Summer Street Boston 02210 1-800-FIDELITY Books and Records of the Fund as required to be maintained by the Investment Company Act State Street Bank and Trust Company 1 Congress Street Suite 1 Boston 02114 617-786-3000 Custody and Accounting Records. 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CBF ZMHGNT7ZPKZ3UFZ8EO46 DE 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)) STATE STREET SERVICES (UK) LIMITED 549300UFJRRBZEOUT427 GB 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 + SHANGHAI BANKIN 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS AG BFM8T61CT2L1QCEMIK50 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N N N Fidelity Service Company 549300LT256P1KNTYF28 Y N N FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 1941.82000000 LEVEL MARKETS LLC N/A N/A 254900ZBK50B4Y36MJ33 3.00000000 JPMORGAN CHASE and CO N/A N/A 8I5DZWZKVSZI1NUHU748 4054.40000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 5224.83000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 7308.06000000 VIRTU FINANCIAL INC N/A N/A 5493001OPW2K42CH3884 1389.29000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 2492.42000000 GOLDMAN SACHS GROUP INC (THE) N/A N/A 784F5XWPLTWKTBV3E584 9842.06000000 CITIGROUP INC N/A N/A 6SHGI4ZSSLCXXQSBB395 1630.97000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 7132.60000000 MACQUARIE GROUP LTD N/A N/A ACMHD8HWFMFUIQQ8Y590 AU 1714.40000000 JEFFERIES FINANCIAL GROUP INC N/A N/A 549300HOF34RGOJ5YL07 2582.96000000 49845.32000000 GOLDMAN SACHS GROUP INC (THE) N/A N/A 784F5XWPLTWKTBV3E584 1849500.00000000 1849500.00000000 Y 543255450.00000000 Uncommitted 25000000.00000000 N Uncommitted 1500000000.00000000 N Uncommitted 500000000.00000000 N Uncommitted 150000000.00000000 N Uncommitted 400000000.00000000 N Uncommitted 500000000.00000000 N Uncommitted 300000000.00000000 N N N MSCI INC 549300HTIN2PD78UB763 N Derivative-equity Equity-common N Fidelity Fundamental Large Cap Value ETF S000084016 254900KG5K14Z6Z3PV96 N 0 0 0 Exchange-Traded Fund Y N Y N N/A 0.00000000 0.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N Fidelity Management & Research Company LLC 801-7884 000108281 5493001Z012YSB2A0K51 N FMR Investment Management (UK) Limited 801-28773 000108273 549300DJ0TLKPO1HIS84 Y GB N Fidelity Management & Research (Hong Kong) Limited 801-69507 000148045 549300VLVPR60I312N68 Y HK N Fidelity Management & Research (Japan) Limited 801-69571 000148239 549300FF7J6H5TZ22Y05 Y JP N STATE STREET BANK AND TRUST COMPANY 85-05003 571474TGEMMWANRLN572 N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 N N BANCO NACIONAL DE MEXICO SA 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Plc N1FBEDJ5J41VKZLO2475 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank A.G. 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 2138002P57WJTH4PBX56 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG (Belgium) 2138002P57WJTH4PBX56 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG (Netherlands) 2138002P57WJTH4PBX56 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) EUROCLEAR 54930045L3MXWBD27H71 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) HSBC AUSTRALIA DY9DBNI4W8J63Z298033 AU 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) SEB NORWAY F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN (DENMARK) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - 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Fidelity MSCI Communication Services Index ETF S000042579 N 50000.00000000 0.27000000 0.66550415 99.73000000 0.66550415 0.02414634 1.24835497 99.97585366 1.24835497 0.00000000 150.00000000 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 150.00000000 0.00000000 N Fidelity MSCI Consumer Discretionary Index ETF S000042570 N 50000.00000000 0.88700000 0.20823304 99.11300000 0.20823304 0.78538462 0.14194340 99.21461538 0.14194340 0.00000000 1075.00000000 0.00000000 0.00000000 1075.00000000 0.00000000 0.00000000 1075.00000000 0.00000000 0.00000000 1075.00000000 0.00000000 N Fidelity MSCI Consumer Staples Index ETF S000042572 N 50000.00000000 0.34170732 0.16244928 99.65829268 0.16244928 0.30400000 0.06232175 99.69600000 0.06232175 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 N Fidelity MSCI Energy Index ETF S000042573 N 50000.00000000 0.43816176 0.23320088 99.56183824 0.23320088 0.44870588 0.22722773 99.55129412 0.22722773 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 N Fidelity MSCI Financials Index ETF S000042574 N 50000.00000000 2.32461538 0.57243898 97.67538462 0.57243898 2.89333333 0.68194633 97.10666667 0.68194633 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 N Fidelity MSCI Health Care Index ETF S000042575 N 50000.00000000 0.29937500 0.07671392 99.70062500 0.07671392 0.56583333 0.61352748 99.43416667 0.61352748 0.00000000 850.00000000 0.00000000 0.00000000 850.00000000 0.00000000 0.00000000 850.00000000 0.00000000 0.00000000 850.00000000 0.00000000 N Fidelity MSCI Industrials Index ETF S000042576 N 50000.00000000 0.28408451 0.12212413 99.71591549 0.12212413 0.27100000 0.12879829 99.72900000 0.12879829 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 N Fidelity MSCI Information Technology Index ETF S000042577 N 50000.00000000 0.25619718 0.04316252 99.74380282 0.04316252 0.14578947 0.79722093 99.85421053 0.79722093 0.00000000 1200.00000000 0.00000000 0.00000000 1200.00000000 0.00000000 0.00000000 1200.00000000 0.00000000 0.00000000 1200.00000000 0.00000000 N Fidelity MSCI Materials Index ETF S000042578 N 50000.00000000 0.35684211 0.20366517 99.64315789 0.20366517 0.39272727 0.22177347 99.60727273 0.22177347 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 N Fidelity MSCI Real Estate Index ETF S000047984 N 50000.00000000 0.84309859 0.30587483 99.15690141 0.30587483 0.84920000 0.36924702 99.15080000 0.36924702 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 0.00000000 425.00000000 0.00000000 N Fidelity MSCI Utilities Index ETF S000042571 N 50000.00000000 0.38986014 0.12733407 99.61013986 0.12733407 0.39812500 0.11582415 99.60187500 0.11582415 0.00000000 275.00000000 0.00000000 0.00000000 275.00000000 0.00000000 0.00000000 275.00000000 0.00000000 0.00000000 275.00000000 0.00000000 N Fidelity Magellan ETF S000070234 Y 25000.00000000 14.67645849 2.97636936 85.32354151 2.97636936 16.76228304 12.08661532 83.23771696 12.08661532 0.00000000 250.00000000 0.00146752 0.00000000 250.00000000 0.00999902 0.00000000 250.00000000 0.00167623 0.00000000 250.00000000 0.01000007 N Fidelity Momentum Factor ETF S000054752 Y 50000.00000000 0.63352607 0.89567427 99.36647393 0.89567427 0.59750113 0.81066678 99.40249887 0.81066678 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 N Fidelity Quality Factor ETF S000054753 Y 50000.00000000 4.09724993 16.54791436 95.90275007 16.54791436 2.05734275 2.68275981 97.94265725 2.68275981 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 N Fidelity Real Estate Investment ETF S000070235 Y 25000.00000000 6.45705696 2.31904473 93.54294304 2.31904473 6.81175839 1.86697718 93.18824161 1.86697718 0.00000000 250.00000000 0.00064563 0.00000000 250.00000000 0.00999868 0.00000000 250.00000000 0.00068120 0.00000000 250.00000000 0.00999972 N Fidelity Small-Mid Multifactor ETF S000064786 Y 100000.00000000 2.35370737 14.47686066 97.64629263 14.47686066 0.16902786 0.10667074 99.83097214 0.10667074 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 N Fidelity Stocks for Inflation ETF S000066804 Y 50000.00000000 0.15398791 0.07321773 99.84601209 0.07321773 0.20313543 0.17628963 99.79686457 0.17628963 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 N Fidelity U.S. Multifactor ETF S000068350 Y 50000.00000000 0.56186983 0.92898894 99.43813017 0.92898894 0.06874011 0.19534749 99.93125989 0.19534749 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 N Fidelity Value Factor ETF S000054754 Y 50000.00000000 5.10838828 16.88446892 94.89161172 16.88446892 3.19257205 2.30807917 96.80742795 2.30807917 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 N true