0001752724-18-001102.txt : 20181017
0001752724-18-001102.hdr.sgml : 20181017
20181016173806
ACCESSION NUMBER: 0001752724-18-001102
CONFORMED SUBMISSION TYPE: N-CEN/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180731
FILED AS OF DATE: 20181017
DATE AS OF CHANGE: 20181016
EFFECTIVENESS DATE: 20181017
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY COVINGTON TRUST
CENTRAL INDEX KEY: 0000945908
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-CEN/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07319
FILM NUMBER: 181125085
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 6175637000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0000945908
S000042570
Fidelity MSCI Consumer Discretionary Index ETF
C000131662
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
0000945908
S000042571
Fidelity MSCI Utilities Index ETF
0000945908
S000042572
Fidelity MSCI Consumer Staples Index ETF
0000945908
S000042574
Fidelity MSCI Financials Index ETF
0000945908
S000042575
Fidelity MSCI Health Care Index ETF
0000945908
S000042576
Fidelity MSCI Industrials Index ETF
0000945908
S000042577
Fidelity MSCI Information Technology Index ETF
0000945908
S000042578
Fidelity MSCI Materials Index ETF
0000945908
S000042579
Fidelity MSCI Telecommunication Services Index ETF
0000945908
S000047984
Fidelity MSCI Real Estate Index ETF
0000945908
S000054749
Fidelity High Dividend ETF
0000945908
S000054750
Fidelity Dividend ETF for Rising Rates
0000945908
S000054751
Fidelity Low Volatility Factor ETF
0000945908
S000054752
Fidelity Momentum Factor ETF
0000945908
S000054753
Fidelity Quality Factor ETF
0000945908
S000054754
Fidelity Value Factor ETF
N-CEN/A
1
primary_doc.xml
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N-CEN/A
0001752724-18-001043
LIVE
945908
XXXXXXXX
811-07319
N-1A
S000042573
C000131665
S000042575
C000131667
S000054750
C000171931
S000047984
C000151119
S000042578
C000131670
S000054751
C000171932
S000054754
C000171935
S000054752
C000171933
S000042579
C000131671
S000042571
C000131663
S000042576
C000131668
S000054749
C000171930
S000042574
C000131666
S000042577
C000131669
S000042572
C000131664
S000054753
C000171934
S000042570
C000131662
FIDELITY COVINGTON TRUST
811-07319
0000945908
549300JFYFTF85QAQR28
245 SUMMER STREET
BOSTON
02210
US-MA
US
617-563-7000
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Custody and Accounting Records.
Y
N
N-1A
20
Y
Charlie Morrison II
004650274
Y
Garnett A. Smith
000000000
N
Ned Lautenbach
000000000
N
Dennis Dirks
000000000
N
Michael Wiley
000000000
N
Alan Lacy
000000000
N
Donald Donahue
000000000
N
James Curvey
000000000
Y
David Thomas
000000000
N
Cornelia Small
000000000
N
Brian B. Hogan
005663718
Y
Joseph Mauriello
000000000
N
Kenneth Robins
006242664
245 Summer Street
Boston
02210
XXXXXX
Y
N
N
N
N
Fidelity Distributors Corporation
8-8775
000006848
549300XG82GC06JU1803
Y
N
Deloitte LLP
34
549300FJV7IV1ZHGAV28
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
Fidelity Dividend ETF for Rising Rates
S000054750
5493006YYCGK0TSX1U55
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Revenue sharing split
7168503.05000000
65328.53000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
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
Ice Data Services, Inc.
13-3668779
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
26.50000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
3.70000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
177.45000000
Bank Of America Merrill Lynch Securities Inc
8-33359
000016139
0000000000
47.14000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
36.19000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
151.01000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
135.40000000
577.39000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
14972829.61000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1777131.86000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
13246199.39000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
48955699.47000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
21843922.16000000
100795782.49000000
N
251156422.53000000
N
Fidelity MSCI Financials Index ETF
S000042574
549300SRWT16HXDPN049
Y
1
0
0
Exchange-Traded Fund
N
N
0.00
-0.09000000
0.05000000
0.05000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Ice Data Services, Inc.
13-3668779
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
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
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
N
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
224.02000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
246.29000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1168.67000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1558.84000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
193.26000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
78.96000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
151.46000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
40.29000000
Virtu Americas LLC
8-68015
000148390
549300RA02N3BNSWBV74
124.90000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
2992.77000000
6830.02000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
114213756.87000000
114213756.87000000
N
1302508255.22000000
N
Fidelity MSCI Health Care Index ETF
S000042575
549300Y1NOU164X4H550
Y
1
0
0
Exchange-Traded Fund
N
N
-0.04000000
-0.14000000
0.03000000
0.03000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
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
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
802.08000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
369.96000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
165.26000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
984.32000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
44.49000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
38.73000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
33.03000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
668.85000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
30.69000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
102.23000000
3264.80000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
98.99000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
85535990.50000000
85536089.49000000
N
1016052145.14000000
N
Fidelity MSCI Real Estate Index ETF
S000047984
549300LO1Q5LFQ3OL350
Y
1
0
0
Exchange-Traded Fund
N
N
0.00
-0.09000000
0.05000000
0.05000000
Y
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Ice Data Services, Inc.
13-3668779
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
315.44000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
896.30000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
44.15000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
1077.35000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
583.61000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
37.17000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
582.87000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
215.18000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
666.53000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
227.68000000
4750.17000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
39820213.45000000
39820213.45000000
N
406218467.18000000
N
Fidelity MSCI Energy Index ETF
S000042573
5493006XQ7X99D46W377
Y
1
0
0
Exchange-Traded Fund
N
N
-0.04000000
-0.14000000
0.05000000
0.05000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Ice Data Services, Inc.
13-3668779
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
52.72000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
133.29000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
58.93000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
352.66000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
760.30000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
374.67000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
269.64000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
219.71000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
81.10000000
Investment Technology Group, Inc.
8-44218
000029299
0000000000
117.99000000
2491.42000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
44297363.19000000
44297363.19000000
N
521036391.11000000
N
Fidelity MSCI Information Technology Index ETF
S000042577
549300Q9FB9YGVO3MI74
Y
1
0
0
Exchange-Traded Fund
N
N
-0.06000000
-0.16000000
0.03000000
0.03000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
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
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
892.09000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
225.64000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
418.63000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
166.58000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
487.46000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
57.74000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
48.17000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
97.65000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
1126.79000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
196.30000000
3781.08000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
102476388.41000000
102476388.41000000
N
1616390183.20000000
N
Fidelity Value Factor ETF
S000054754
549300CSNOQ3T6NWRR25
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Revenue sharing split
1002926.18000000
3344.67000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
N
Y
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
N
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear PLC
54930045L3MXWBD27H71
CH
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
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
6.08000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
3.71000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
990.76000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
6.35000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
0.75000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
5.91000000
1013.56000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
1992.15000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
1592852.09000000
1594844.24000000
N
64290725.63000000
N
Fidelity Momentum Factor ETF
S000054752
5493000ZR7LN2ZJHFF04
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Revenue sharing split
N/A
42.93000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
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
Ice Data Services, Inc.
13-3668779
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
Euroclear PLC
54930045L3MXWBD27H71
CH
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 Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
15.39000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
2.29000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
20.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1.92000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1059.66000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1.11000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3.95000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
975.27000000
2080.43000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
1510340.32000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
3402.77000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1914.97000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
5233.32000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
363725.90000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1866.24000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
3837.90000000
1890321.42000000
N
63039989.02000000
N
Fidelity MSCI Materials Index ETF
S000042578
549300167S120DN8EU66
Y
1
0
0
Exchange-Traded Fund
N
N
0.14000000
0.05000000
0.15000000
0.15000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Ice Data Services, Inc.
13-3668779
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
52.90000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
10.10000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
9.50000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
129.50000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
65.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
747.04000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
37.18000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
15.60000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
236.76000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5.22000000
1309.64000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
22666493.71000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
115.90000000
22666609.61000000
N
276002744.72000000
N
Fidelity Quality Factor ETF
S000054753
549300YOZBUT4838FV71
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Revenue sharing split
956451.13000000
9558.47000000
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
Y
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
N
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
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)
Euroclear PLC
54930045L3MXWBD27H71
CH
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Skandinaviska Enskilda Banken A/S
0000000000
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
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))
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
425.49000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
2.68000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3.10000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
1.83000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
1.64000000
434.74000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
9714.04000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3816.52000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
1938.79000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
3993.51000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
1127173.59000000
1146636.45000000
N
52151759.66000000
N
Fidelity MSCI Telecommunication Services Index ETF
S000042579
5493002BTS1FZF1TQT97
Y
1
0
0
Exchange-Traded Fund
N
N
0.09000000
0.01000000
0.18000000
0.18000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Ice Data Services, Inc.
13-3668779
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
707.24000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
470.80000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
132.99000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
3473.63000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
180.18000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
42.77000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
815.71000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1103.99000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1566.84000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
578.13000000
9137.56000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
22015653.59000000
22015653.59000000
N
116612247.67000000
N
Fidelity High Dividend ETF
S000054749
5493004PN870S9782D49
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Revenue sharing split
3764020.55000000
47194.93000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
N
Y
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
Ice Data Services, Inc.
13-3668779
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
Euroclear PLC
54930045L3MXWBD27H71
CH
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
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)
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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
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 (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
0000000000
DK
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)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
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 Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
1.22000000
Bank Of America Merrill Lynch Securities Inc
8-33359
000016139
0000000000
7.59000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
5.70000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
18.60000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
45.31000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
94.23000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
24.76000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9.06000000
206.47000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
12642263.47000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
26718649.14000000
Virtu Americas LLC
8-68015
000148390
549300RA02N3BNSWBV74
1493275.36000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2718742.76000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
5889672.37000000
49462603.10000000
N
105334939.56000000
N
Fidelity MSCI Utilities Index ETF
S000042571
549300QDQDYTEM1KET27
Y
1
0
0
Exchange-Traded Fund
N
N
-0.06000000
-0.15000000
0.06000000
0.06000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
N/A
N/A
N/A
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
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
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
7.40000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
8.50000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
466.45000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
201.13000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
100.05000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
88.87000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
148.48000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
28.06000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1229.47000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
70.16000000
2349.79000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
28399327.10000000
28399327.10000000
N
304138664.25000000
N
Fidelity MSCI Consumer Staples Index ETF
S000042572
549300O7ZJHT2R8ULP64
Y
1
0
0
Exchange-Traded Fund
N
N
-0.07000000
-0.16000000
0.05000000
0.05000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Y
N
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Ice Data Services, Inc.
13-3668779
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
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
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
283.87000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
44.11000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
429.63000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2459.11000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
986.39000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
1727.16000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
44.54000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3166.71000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
66.41000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
13.87000000
9227.58000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4570.67000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
30835846.12000000
30840416.79000000
N
290447446.03000000
N
Fidelity Low Volatility Factor ETF
S000054751
549300SJIYJWE5X2BI06
Y
1
0
0
Exchange-Traded Fund
Y
N
Y
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
N
N
Revenue sharing split
36697.38000000
141.45000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
N
Y
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear PLC
54930045L3MXWBD27H71
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, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
0.85000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2.88000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
274.02000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
5.47000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
2.52000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
6.87000000
292.61000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
703.99000000
Fidelity Revere Street Trust - Fidelity Cash Central Fund
N/A
000000000
549300LILL5L73M8UJ34
1096216.32000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
767.69000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
941.53000000
1098629.53000000
N
46640964.96000000
N
Fidelity MSCI Consumer Discretionary Index ETF
S000042570
5493007BOJJU5J05J835
Y
1
0
0
Exchange-Traded Fund
N
N
-0.02000000
-0.13000000
0.07000000
0.07000000
N
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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
Y
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
N
Geode Capital Management, LLC
801-3447
000115504
549300R46G1X232ODH36
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
40.46000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
21.79000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
42.42000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
422.12000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
35.97000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
260.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
105.40000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
9.35000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
96.84000000
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
75.39000000
1117.64000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
29474712.28000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
697.04000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
3552.55000000
29478961.87000000
N
429171648.84000000
N
Fidelity MSCI Industrials Index ETF
S000042576
549300U5MV2536PM1969
Y
1
0
0
Exchange-Traded Fund
N
N
-0.03000000
-0.13000000
0.03000000
0.03000000
Y
N
N
N
Fidelity Service Company, Inc
549300LT256P1KNTYF28
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
Y
N
Fidelity SelectCo, LLC
801-77635
000166782
549300FLLFDP3VURWN44
N
FMR Co., Inc.
801-3447
000108617
549300LPTPFJIOUZP191
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
13-3668779
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank, National Association (New York, NY, US, Branch)
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
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
Fidelity Service Company, Inc
549300LT256P1KNTYF28
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
FMR Co., Inc.
549300LPTPFJIOUZP191
Y
N
N
Deutsche Bank Securities Inc.
8-17822
000002525
529900CK34A0NLD3NN83
326.08000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
52.24000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
46.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
169.29000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
72.51000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
226.67000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
276.23000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
122.89000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
63.61000000
Investment Technology Group, Inc.
8-44218
000029299
0000000000
10.97000000
1369.62000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
36810828.47000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
242.99000000
36811071.46000000
N
464592066.70000000
N
Fidelity MSCI Financials Index ETF
S000042574
N
50000.00000000
0.89550000
0.26001411
99.10450000
0.26001411
0.93153846
0.14644943
99.06846153
0.14644943
0.00000000
1503.12500000
0.00000000
0.00000000
1503.12500000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
N
Fidelity MSCI Materials Index ETF
S000042578
N
50000.00000000
0.16163265
0.08259708
99.83836734
0.08259708
0.17078947
0.07053393
99.82921052
0.07053393
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 Telecommunication Services Index ETF
S000042579
N
50000.00000000
1.79300000
1.51007180
98.20700000
1.51007180
1.62272727
0.66630459
98.37727272
0.66630459
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
0.45781250
0.41286251
99.54218750
0.41286251
0.39277777
0.23638964
99.60722222
0.23638964
0.00000000
1076.56250000
0.00000000
0.00000000
1076.56250000
0.00000000
0.00000000
1075.00000000
0.00000000
0.00000000
1075.00000000
0.00000000
N
Fidelity MSCI Information Technology Index ETF
S000042577
N
50000.00000000
0.17703703
0.13169998
99.82296296
0.13169998
0.16473684
0.05178678
99.83526315
0.05178678
0.00000000
1201.11111111
0.00000000
0.00000000
1201.11111111
0.00000000
0.00000000
1200.00000000
0.00000000
0.00000000
1200.00000000
0.00000000
N
Fidelity Dividend ETF for Rising Rates
S000054750
N
50000.00000000
1.40615384
0.92223351
98.59384615
0.92223351
0.41500000
0.31819805
99.58500000
0.31819805
0.00000000
650.00000000
0.00000000
0.00000000
650.00000000
0.00000000
0.00000000
325.00000000
0.00000000
0.00000000
325.00000000
0.00000000
N
Fidelity Quality Factor ETF
S000054753
N
50000.00000000
0.63684210
0.10640867
99.36315789
0.10640867
0.97500000
0.47696960
99.02500000
0.47696960
0.00000000
473.68421052
0.00000000
0.00000000
473.68421052
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
N
Fidelity MSCI Real Estate Index ETF
S000047984
N
50000.00000000
1.43367346
0.47232783
98.56632653
0.47232783
1.38800000
0.37183329
98.61200000
0.37183329
0.00000000
425.51020408
0.00000000
0.00000000
425.51020408
0.00000000
0.00000000
425.00000000
0.00000000
0.00000000
425.00000000
0.00000000
N
Fidelity MSCI Consumer Staples Index ETF
S000042572
N
50000.00000000
0.39000000
0.29935017
99.61000000
0.29935017
0.27333333
0.06445171
99.72666666
0.06445171
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 Momentum Factor ETF
S000054752
N
50000.00000000
0.73033333
0.07796919
99.26966666
0.07796919
0.56250000
0.25210778
99.43750000
0.25210778
0.00000000
483.33333333
0.00000000
0.00000000
483.33333333
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
N
Fidelity Low Volatility Factor ETF
S000054751
N
50000.00000000
0.70150000
0.11599795
99.29850000
0.11599795
3.23200000
5.86075251
96.76800000
5.86075251
0.00000000
475.00000000
0.00000000
0.00000000
475.00000000
0.00000000
0.00000000
300.00000000
0.00000000
0.00000000
300.00000000
0.00000000
N
Fidelity Value Factor ETF
S000054754
N
50000.00000000
0.47958333
0.08518415
99.52041666
0.08518415
0.60000000
0.43588989
99.40000000
0.43588989
0.00000000
479.16666666
0.00000000
0.00000000
479.16666666
0.00000000
0.00000000
166.66666666
0.00000000
0.00000000
166.66666666
0.00000000
N
Fidelity MSCI Industrials Index ETF
S000042576
N
50000.00000000
0.27448979
0.05795332
99.72551020
0.05795332
0.28920000
0.10781620
99.71080000
0.10781620
0.00000000
1001.02040816
0.00000000
0.00000000
1001.02040816
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.00000000
N
Fidelity MSCI Energy Index ETF
S000042573
N
50000.00000000
0.35144736
0.20599484
99.64855263
0.20599484
0.51133333
0.19824633
99.48866666
0.19824633
0.00000000
500.65789473
0.00000000
0.00000000
500.65789473
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
500.00000000
0.00000000
N
Fidelity MSCI Health Care Index ETF
S000042575
N
50000.00000000
0.55211267
0.66174210
99.44788732
0.66174210
0.83400000
0.78177271
99.16600000
0.78177271
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 High Dividend ETF
S000054749
N
50000.00000000
1.40434782
1.13407162
98.59565217
1.13407162
0.54000000
0.00000000
99.46000000
0.00000000
0.00000000
650.00000000
0.00000000
0.00000000
650.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Fidelity MSCI Utilities Index ETF
S000042571
N
50000.00000000
0.29148148
0.23835448
99.70851851
0.23835448
0.21000000
0.11544695
99.79000000
0.11544695
0.00000000
276.85185185
0.00000000
0.00000000
276.85185185
0.00000000
0.00000000
275.00000000
0.00000000
0.00000000
275.00000000
0.00000000
N
true
INTERNAL CONTROL RPT
2
NCEN_4401821980495859.txt
REPORT OF INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM
To the Trustees of Fidelity Covington Trust and Fidelity
MSCI Consumer Discretionary Index ETF, Fidelity MSCI
Consumer Staples Index ETF, Fidelity MSCI Energy Index
ETF, Fidelity MSCI Financials Index ETF, Fidelity MSCI
Health Care Index ETF, Fidelity MSCI Industrials Index ETF,
Fidelity MSCI Information Technology Index ETF, Fidelity
MSCI Materials Index ETF, Fidelity MSCI Real Estate Index
ETF, Fidelity MSCI Telecommunication Services Index ETF,
and the Fidelity MSCI Utilities Index ETF:
In planning and performing our audits of the financial
statements of Fidelity MSCI Consumer Discretionary Index
ETF, Fidelity MSCI Consumer Staples Index ETF, Fidelity
MSCI Energy Index ETF, Fidelity MSCI Financials Index
ETF, Fidelity MSCI Health Care Index ETF, Fidelity MSCI
Industrials Index ETF, Fidelity MSCI Information Technology
Index ETF, Fidelity MSCI Materials Index ETF, Fidelity
MSCI Real Estate Index ETF, Fidelity MSCI
Telecommunication Services Index ETF, and Fidelity MSCI
Utilities Index ETF (the "Funds"), each a fund of Fidelity
Covington Trust, as of and for the year ended July 31, 2018, 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 its operation, including controls for safeguarding
securities, that we consider to be a material weakness, as
defined above, as of July 31, 2018.
This report is intended solely for the information and use of
management, the Trustees of Fidelity Covington 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 September 18, 2018