# EDGAR Filing Document

**Accession Number:** 0001580843
**File Stem:** 0001752724-23-044046
**Filing Date:** 2023-2
**Character Count:** 5760
**Document Hash:** 047c03d69fbcbda7951fd7b437e39de0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044046.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SYNTAX ETF TRUST
- **CENTRAL INDEX KEY:** 0001580843
- **IRS NUMBER:** 376551880
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23227
- **FILM NUMBER:** 23678776

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LIBERTY PLAZA
- **STREET 2:** 46TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10006
- **BUSINESS PHONE:** 2128832290

**MAIL ADDRESS:**
- **STREET 1:** ONE LIBERTY PLAZA
- **STREET 2:** 46TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10006

## Series and Classes Contracts Data

### Syntax Stratified U.S. Total Market Hedged ETF (Series ID: S000068233)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000218427 | Syntax Stratified U.S. Total Market Hedged ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SYNTAX ETF TRUST

- **b. Investment Company Act file number:** 811-23227

- **c. CIK number of Registrant:** 0001580843

- **d. LEI of Registrant:** 549300X136OO582LNQ18

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

  - **Street Address 1:** One Liberty Plaza

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10006

  - **Telephone number:** 212-880-0200

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

- **a. Name of Series:** Syntax Stratified U.S. Total Market Hedged ETF

- **b. EDGAR series identifier (if any):** S000068233

- **c. LEI of Series:** 5493000EZC7V28OK1H53

**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:** $40067611.76

**Total Liabilities:** $474015.53

**Net Assets:** $39593596.23

**Cash Not Reported:** $40089.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218427 | 6.40%                | 3.85%                | -3.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6398.46                 | $3469567.67                                |
| Month 2  | $72382.68                | $2259424.94                                |
| Month 3  | $-45674.16               | $-2374852.52                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Options Clearing Corp.          | SPDR S+P 500 ETF TRUST          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       462 | NC      | $1212750.00   | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Syntax Stratified MidCap ETF    | Syntax Stratified MidCap ETF    | CUSIP: 87166N205<br>LEI: 549300SXE6EAYSUMZE63 | Long             | EC               | RF                | US        |    101754 | NS      | $3582910.97   | 9.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Syntax Stratified SmallCap ETF  | Syntax Stratified SmallCap ETF  | CUSIP: 87166N304<br>LEI: 549300436LLVNNH1NF22 | Long             | EC               | RF                | US        |     43716 | NS      | $1773361.40   | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Syntax Stratified Large Cap ETF | Syntax Stratified Large Cap ETF | CUSIP: 87166N106<br>LEI: 549300C14SN4IQFPJS24 | Long             | EC               | RF                | US        |    471516 | NS      | $30028260.70  | 75.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.          | SPDR S+P 500 ETF TRUST          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       923 | NC      | $3408177.50   | 8.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.          | SPDR S+P 500 ETF TRUST          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -462 | NC      | $-438900.00   | -1.11%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** SYNTAX ETF TRUST

**Signature:** David Jaffin

**Name of Signer:** David Jaffin

**Title:** Treasurer and Principal Financial Officer