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Form NPORT-P SYNTAX ETF TRUST For: Mar 31

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May 27, 2022 3:59 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001580843
          XXXXXXXX
        
      
      
      
      
        S000067955
        C000217871
      
      
      
    
  
  
    
      SYNTAX ETF TRUST
      811-23227
      0001580843
      549300X136OO582LNQ18
      One Liberty Plaza
      46th Floor
      NEW YORK
      
      10006
      212-880-0200
      Syntax Stratified U.S. Total Market ETF
      S000067955
      549300RSSNJIZUJCJC72
      2022-12-31
      2022-03-31
      N
    
    
      9973110.99
      6247.94
      9966863.05
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4540.19000000
      N
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Syntax Stratified MidCap ETF
        549300SXE6EAYSUMZE63
        Syntax Stratified MidCap ETF
        87166N205
        
          
        
        25412.00000000
        NS
        USD
        988097.34000000
        9.913824791642
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Syntax Stratified SmallCap ETF
        549300436LLVNNH1NF22
        Syntax Stratified SmallCap ETF
        87166N304
        
          
        
        10338.00000000
        NS
        USD
        486469.06000000
        4.880864295612
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Syntax Stratified Large Cap ETF
        549300C14SN4IQFPJS24
        Syntax Stratified Large Cap ETF
        87166N106
        
          
        
        121432.00000000
        NS
        USD
        8488096.80000000
        85.16317277982
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-05-23
      SYNTAX ETF TRUST
      David Jaffin
      David Jaffin
      Treasurer and Principal Financial Officer
    
  
  XXXX
QUARTERLY REPORT
Syntax Stratified U.S. Total Market ETF
March 31, 2022
Syntax Stratified U.S. Total Market ETF
Schedule of Investments
March 31, 2022 (Unaudited)
Security Description Shares   Value
EXCHANGE-TRADED FUNDS—100.0%      
Syntax Stratified Large Cap ETF(a)
121,432   $8,488,097
Syntax Stratified MidCap ETF(a)
25,412   988,097
Syntax Stratified SmallCap ETF(a)
10,338   486,469
TOTAL INVESTMENTS—100.0%

(Cost $9,014,551)
    9,962,663
OTHER ASSETS IN EXCESS OF LIABILITIES—0.0%*
    4,200
NET ASSETS—100.0%
    $9,966,863
    
(a) Affiliated investment. The Fund's transactions and earnings are as follows:
Affiliated Investments Value
December 31, 2021 		Purchases
at Cost 		Proceeds
from Sales 		Net
Realized
Gain (Loss) 		Net Change in
Unrealized
Appreciation
(Depreciation) 		Value
March 31, 2022 		Shares as of
March 31, 2022 		Dividend
Income 		Net Capital
Gain
Distributions
Syntax Stratified Large Cap ETF
$14,471,787 $0 $(5,423,961) $411,227 $(970,956) $8,488,097 121,432 $— $—
Syntax Stratified MidCap ETF
1,708,961 11,138 (627,949) (36,360) (67,693) 988,097 25,412 — —
Syntax Stratified SmallCap ETF
815,106 30,858 (297,889) (43,657) (17,949) 486,469 10,338 — —
Total $16,995,854 $41,996 $(6,349,799) $331,210 $(1,056,598) $9,962,663 157,182 $— $—
    
* Amount shown represents less than 0.05% of net assets.
    
ETF=Exchange Traded Fund
The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of March 31, 2022.
Description Level 1 Level 2 Level 3 Total
Syntax Stratified U.S. Total Market ETF        
INVESTMENTS:        
Exchange-Traded Funds
$9,962,663 $— $— $9,962,663
Total $9,962,663 $— $— $9,962,663
ASSET TYPE PERCENTAGE OF
NET ASSETS
Large Cap ETF
85.2%
Mid Cap ETF
9.9
Small Cap ETF
4.9
Other Assets in Excess of Liabilities
0.0*
Total 100.0%
    
* Amount shown represents less than 0.05% of net assets.
2
Syntax Stratified U.S. Total Market ETF
Notes to Schedule of Investments
March 31, 2022 (Unaudited)
Investment Valuation
The following methodologies are used to determine the market value or fair value of investments.
Market Value: Equity investments (including preferred stocks and registered investment companies that are exchange-traded funds) traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.
Fair Valuation: Investments for which valuations or market quotations are not readily available or are deemed unreliable are valued at fair value using methods determined in good faith by or at the direction of the Trustees of the Fund in a manner that fairly reflects the security’s value, or the amount that the Fund might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security’s disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies or entities, quotations or relevant information obtained from broker/dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company’s or entity’s financial condition, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
The three levels of the fair value hierarchy are as follows:
• Level 1 — Quoted prices in active markets for identical investments
• Level 2 — Other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
• Level 3 — Significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)
The value of the Fund’s investments according to the fair value hierarchy as of March 31, 2022 is disclosed in the Fund’s respective Schedule of Investments.
Other information regarding the Fund is available on the Fund's website at www.syntaxadvisors.com as well as on the website of the Securities and Exchange Commission at www.sec.gov.
3

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