# EDGAR Filing Document

**Accession Number:** 0001833032
**File Stem:** 0001145549-23-006836
**Filing Date:** 2023-2
**Character Count:** 20073
**Document Hash:** 240254820b4e45a6bcc8b1b6ca8c7612
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006836.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001145549-23-006836

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230217

**DATE AS OF CHANGE**: 20230217

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ASYMmetric ETFs Trust
- **CENTRAL INDEX KEY:** 0001833032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23622
- **FILM NUMBER:** 23642296

**BUSINESS ADDRESS:**
- **STREET 1:** 158 EAST 126TH STREET, SUITE 304
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10035
- **BUSINESS PHONE:** 917-674-1005

**MAIL ADDRESS:**
- **STREET 1:** 158 EAST 126TH STREET, SUITE 304
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10035

## Series and Classes Contracts Data

### ASYMsharesTM ASYMmetric S&P 500 ETF (Series ID: S000070934)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000225261 | ASYMsharesTM ASYMmetric S&P 500 ETF | ASPY            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** ASYMmetric ETFs Trust

- **b. Investment Company Act file number:** 811-23622

- **c. CIK number of Registrant:** 0001833032

- **d. LEI of Registrant:** 549300LLJEKEDJNOLR32

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 158 East 126th Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10035

  - **Telephone number:** 212-755-1970

**Item A.2. Information about the Series.**

- **a. Name of Series:** ASYMshares ASYMmetric S&P 500 ETF

- **b. EDGAR series identifier (if any):** S000070934

- **c. LEI of Series:** 549300LLJEKEDJNOLR32

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $26334507.94

**Total Liabilities:** $252705.12

**Net Assets:** $26081802.82

**Cash Not Reported:** $20693.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225261 | 1.99%                | -1.61%               | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-180033.04              | $1153655.45                                |
| Month 2  | $-168440.47              | $325631.70                                 |
| Month 3  | $30010.24                | $-602252.49                                |

**Designated Index Information**

- **Index Name:** S&P 500 Total Return Index

- **Index Identifier:** SPTR

### Schedule of Portfolio Investments

| Name                                   | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Campbell Soup Co                       | Campbell Soup Co                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11622 | NS      | $659548.50    | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                      | Cisco Systems Inc                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10928 | NS      | $520609.92    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions         | Cognizant Technology Solutions Corp    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      8732 | NS      | $499383.08    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                             | DaVita Inc                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      6904 | NS      | $515521.68    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                     | Domino's Pizza Inc                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1453 | NS      | $503319.20    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                       | Duke Energy Corp                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      8032 | NS      | $827215.68    | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                    | Electronic Arts Inc                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3872 | NS      | $473080.96    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                             | Fiserv Inc                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5256 | NS      | $531223.92    | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                      | General Mills Inc                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7311 | NS      | $613027.35    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                             | Hasbro Inc                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      8857 | NS      | $540365.57    | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc            | Jack Henry & Associates Inc            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2869 | NS      | $503681.64    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co          | Hewlett Packard Enterprise Co          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     32885 | NS      | $524844.60    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries          | Huntington Ingalls Industries Inc      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2434 | NS      | $561475.12    | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                            | Incyte Corp                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6389 | NS      | $513164.48    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                             | Intel Corp                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18350 | NS      | $484990.50    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                    | International Business Machines Corp   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3649 | NS      | $514107.61    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                      | Johnson & Johnson                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2860 | NS      | $505219.00    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                   | Lockheed Martin Corp                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1164 | NS      | $566274.36    | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                        | McDonald's Corp                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2040 | NS      | $537601.20    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                         | Merck & Co Inc                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4666 | NS      | $517692.70    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                 | Motorola Solutions Inc                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2027 | NS      | $522378.17    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                           | Newmont Corp                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     15349 | NS      | $724472.80    | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                  | Northrop Grumman Corp                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1059 | NS      | $577800.99    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                        | Gen Digital Inc                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     23661 | NS      | $507055.23    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                | O'Reilly Automotive Inc                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       644 | NS      | $543555.32    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                     | Realty Income Corp                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     11385 | NS      | $722150.55    | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                     | J M Smucker Co/The                     | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4050 | NS      | $641763.00    | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                  | Texas Instruments Inc                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3010 | NS      | $497312.20    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                  | Travelers Cos Inc/The                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2770 | NS      | $519347.30    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     41673 | NS      | $41672.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                     | Valero Energy Corp                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3471 | NS      | $440331.06    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc             | Verizon Communications Inc             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     12906 | NS      | $508496.40    | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc             | Vertex Pharmaceuticals Inc             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1633 | NS      | $471577.74    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                   | Waste Management Inc                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3365 | NS      | $527901.20    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                   | Williams Cos Inc/The                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     13368 | NS      | $439807.20    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                        | Yum! Brands Inc                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4326 | NS      | $554074.08    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions         | Broadridge Financial Solutions Inc     | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3701 | NS      | $496415.13    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                | Cboe Global Markets Inc                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      4083 | NS      | $512294.01    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                          | CME Group Inc                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2980 | NS      | $501116.80    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                               | AT&T Inc                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26265 | NS      | $483538.65    | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                | Activision Blizzard Inc                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      6743 | NS      | $516176.65    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                | Akamai Technologies Inc                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      5726 | NS      | $482701.80    | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                      | Allstate Corp/The                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3868 | NS      | $524500.80    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                              | Amgen Inc                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1804 | NS      | $473802.56    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                           | Assurant Inc                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4038 | NS      | $504992.28    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc          | Automatic Data Processing Inc          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2089 | NS      | $498978.54    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                        | Baker Hughes Co                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15876 | NS      | $468818.28    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                       | W R Berkley Corp                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      6852 | NS      | $497249.64    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                             | Biogen Inc                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1694 | NS      | $469102.48    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                | Bristol-Myers Squibb Co                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6399 | NS      | $460408.05    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** ASYMmetric ETFs Trust

**Signature:** /s/ Darren Schuringa

**Name of Signer:** ASYMmetric ETFs Trust

**Title:** President