SHP ETF Trust | |||||||||
NEOS S&P 500 High Income ETF | |||||||||
Schedule of Investments | |||||||||
August 31, 2022 (Unaudited) | |||||||||
Investments | Number of Shares | Value | |||||||
COMMON STOCKS — 98.2% (a) | |||||||||
Aerospace & Defense — 1.6% | |||||||||
Boeing Co. (The)* | 16 | $ | 2,564 | ||||||
General Dynamics Corp. | 6 | 1,374 | |||||||
Howmet Aerospace, Inc. | 10 | 354 | |||||||
Huntington Ingalls Industries, Inc. | 2 | 461 | |||||||
L3Harris Technologies, Inc. | 6 | 1,369 | |||||||
Lockheed Martin Corp. | 6 | 2,521 | |||||||
Northrop Grumman Corp. | 4 | 1,912 | |||||||
Raytheon Technologies Corp. | 42 | 3,769 | |||||||
Textron, Inc. | 6 | 374 | |||||||
TransDigm Group, Inc. | 2 | 1,201 | |||||||
15,899 | |||||||||
Air Freight & Logistics — 0.7% | |||||||||
CH Robinson Worldwide, Inc. | 4 | 457 | |||||||
Expeditors International of Washington, Inc. | 4 | 411 | |||||||
FedEx Corp. | 6 | 1,265 | |||||||
United Parcel Service, Inc., Class B | 22 | 4,279 | |||||||
6,412 | |||||||||
Airlines — 0.2% | |||||||||
Alaska Air Group, Inc.* | 4 | 174 | |||||||
American Airlines Group, Inc.* | 18 | 234 | |||||||
Delta Air Lines, Inc.* | 18 | 560 | |||||||
Southwest Airlines Co.* | 16 | 587 | |||||||
United Airlines Holdings, Inc.* | 10 | 350 | |||||||
1,905 | |||||||||
Auto Components — 0.1% | |||||||||
Aptiv plc*^ | 8 | 748 | |||||||
BorgWarner, Inc. | 6 | 226 | |||||||
974 | |||||||||
Automobiles — 2.4% | |||||||||
Ford Motor Co. | 114 | 1,737 | |||||||
General Motors Co. | 42 | 1,605 | |||||||
Tesla, Inc.* | 72 | 19,844 | |||||||
23,186 | |||||||||
Banks — 3.7% | |||||||||
Bank of America Corp. | 204 | 6,856 | |||||||
Citigroup, Inc. | 56 | 2,733 | |||||||
Citizens Financial Group, Inc. | 14 | 514 | |||||||
Comerica, Inc. | 4 | 321 | |||||||
Fifth Third Bancorp | 20 | 683 | |||||||
First Republic Bank | 6 | 911 | |||||||
Huntington Bancshares, Inc. | 42 | 563 | |||||||
JPMorgan Chase & Co. | 84 | 9,553 | |||||||
KeyCorp | 26 | 460 | |||||||
M&T Bank Corp. | 6 | 1,091 | |||||||
PNC Financial Services Group, Inc. (The) | 12 | 1,896 | |||||||
Regions Financial Corp. | 26 | 563 | |||||||
Signature Bank | 2 | 349 | |||||||
SVB Financial Group* | 2 | 813 | |||||||
Truist Financial Corp. | 38 | 1,780 | |||||||
US Bancorp | 38 | 1,733 | |||||||
Wells Fargo & Co. | 108 | 4,721 | |||||||
Zions Bancorp NA | 4 | 220 | |||||||
35,760 | |||||||||
Beverages — 1.8% | |||||||||
Brown-Forman Corp., Class B | 6 | 436 | |||||||
Coca-Cola Co. (The) | 112 | 6,912 | |||||||
Constellation Brands, Inc., Class A | 4 | 984 | |||||||
Keurig Dr. Pepper, Inc. | 22 | 839 | |||||||
Molson Coors Beverage Co., Class B | 6 | 310 | |||||||
Monster Beverage Corp.* | 10 | 888 | |||||||
PepsiCo, Inc. | 40 | 6,891 | |||||||
17,260 | |||||||||
Biotechnology — 2.0% | |||||||||
AbbVie, Inc. | 50 | 6,723 | |||||||
Amgen, Inc. | 16 | 3,845 | |||||||
Biogen, Inc.* | 4 | 781 | |||||||
Gilead Sciences, Inc. | 36 | 2,285 | |||||||
Incyte Corp.* | 6 | 423 | |||||||
Moderna, Inc.* | 10 | 1,323 | |||||||
Regeneron Pharmaceuticals, Inc.* | 4 | 2,324 | |||||||
Vertex Pharmaceuticals, Inc.* | 8 | 2,254 | |||||||
19,958 | |||||||||
Building Products — 0.4% | |||||||||
A O Smith Corp. | 4 | 226 | |||||||
Allegion plc^ | 2 | 190 | |||||||
Carrier Global Corp. | 24 | 939 | |||||||
Fortune Brands Home & Security, Inc. | 4 | 246 | |||||||
Johnson Controls International plc^ | 20 | 1,083 | |||||||
Masco Corp. | 6 | 305 | |||||||
Trane Technologies plc^ | 6 | 924 | |||||||
3,913 | |||||||||
Capital Markets — 3.0% | |||||||||
Ameriprise Financial, Inc. | 4 | 1,072 | |||||||
Bank of New York Mellon Corp. (The) | 22 | 914 | |||||||
BlackRock, Inc. | 4 | 2,665 | |||||||
Cboe Global Markets, Inc. | 4 | 472 | |||||||
Charles Schwab Corp. (The) | 44 | 3,122 | |||||||
CME Group, Inc. | 10 | 1,956 | |||||||
FactSet Research Systems, Inc. | 2 | 867 | |||||||
Franklin Resources, Inc. | 8 | 209 | |||||||
Goldman Sachs Group, Inc. (The) | 10 | 3,327 | |||||||
Intercontinental Exchange, Inc. | 16 | 1,614 | |||||||
Invesco Ltd.^ | 10 | 165 | |||||||
MarketAxess Holdings, Inc. | 2 | 497 | |||||||
Moody’s Corp. | 4 | 1,138 | |||||||
Morgan Stanley | 40 | 3,409 | |||||||
MSCI, Inc. | 2 | 898 | |||||||
Nasdaq, Inc. | 12 | 714 | |||||||
Northern Trust Corp. | 6 | 570 | |||||||
Raymond James Financial, Inc. | 6 | 626 | |||||||
S&P Global, Inc. | 10 | 3,522 | |||||||
State Street Corp. | 10 | 683 | |||||||
T Rowe Price Group, Inc. | 6 | 720 | |||||||
29,160 | |||||||||
Chemicals — 1.7% | |||||||||
Air Products and Chemicals, Inc. | 6 | 1,515 | |||||||
Albemarle Corp. | 4 | 1,072 | |||||||
Celanese Corp. | 4 | 443 | |||||||
CF Industries Holdings, Inc. | 6 | 621 | |||||||
Corteva, Inc. | 20 | 1,228 | |||||||
Dow, Inc. | 20 | 1,020 | |||||||
DuPont de Nemours, Inc. | 14 | 779 | |||||||
Eastman Chemical Co. | 4 | 364 | |||||||
Ecolab, Inc. | 8 | 1,311 | |||||||
FMC Corp. | 4 | 432 | |||||||
International Flavors & Fragrances, Inc. | 8 | 884 | |||||||
Linde plc^ | 14 | 3,960 | |||||||
LyondellBasell Industries NV, Class A^ | 8 | 664 | |||||||
Mosaic Co. (The) | 10 | 539 | |||||||
PPG Industries, Inc. | 6 | 762 | |||||||
Sherwin-Williams Co. (The) | 6 | 1,392 | |||||||
16,986 | |||||||||
Commercial Services & Supplies — 0.4% | |||||||||
Cintas Corp. | 2 | 814 | |||||||
Copart, Inc.* | 6 | 718 | |||||||
Republic Services, Inc. | 6 | 856 | |||||||
Rollins, Inc. | 6 | 203 | |||||||
Waste Management, Inc. | 10 | 1,690 | |||||||
4,281 | |||||||||
Communications Equipment — 0.8% | |||||||||
Arista Networks, Inc.* | 6 | 719 | |||||||
Cisco Systems, Inc. | 120 | 5,367 | |||||||
F5, Inc.* | 2 | 314 | |||||||
Juniper Networks, Inc. | 10 | 284 | |||||||
Motorola Solutions, Inc. | 4 | 974 | |||||||
7,658 | |||||||||
Construction & Engineering — 0.1% | |||||||||
Quanta Services, Inc. | 4 | 565 | |||||||
Construction Materials — 0.1% | |||||||||
Martin Marietta Materials, Inc. | 2 | 695 | |||||||
Vulcan Materials Co. | 4 | 666 | |||||||
1,361 | |||||||||
Consumer Finance — 0.5% | |||||||||
American Express Co. | 18 | 2,736 | |||||||
Capital One Financial Corp. | 12 | 1,270 | |||||||
Discover Financial Services | 8 | 804 | |||||||
Synchrony Financial | 14 | 458 | |||||||
5,268 | |||||||||
Containers & Packaging — 0.3% | |||||||||
Amcor plc^ | 44 | 529 | |||||||
Avery Dennison Corp. | 2 | 367 | |||||||
Ball Corp. | 10 | 558 | |||||||
International Paper Co. | 10 | 416 | |||||||
Packaging Corp of America | 2 | 274 | |||||||
Sealed Air Corp. | 4 | 215 | |||||||
Westrock Co. | 8 | 325 | |||||||
2,684 | |||||||||
Distributors — 0.2% | |||||||||
Genuine Parts Co. | 4 | 624 | |||||||
LKQ Corp. | 8 | 426 | |||||||
Pool Corp. | 2 | 678 | |||||||
1,728 | |||||||||
Diversified Financial Services — 1.5% | |||||||||
Berkshire Hathaway, Inc., Class B* | 52 | 14,602 | |||||||
Diversified Telecommunication Services — 0.9% | |||||||||
AT&T, Inc. | 206 | 3,613 | |||||||
Lumen Technologies, Inc. | 26 | 259 | |||||||
Verizon Communications, Inc. | 120 | 5,017 | |||||||
8,889 | |||||||||
Electric Utilities — 1.9% | |||||||||
Alliant Energy Corp. | 8 | 488 | |||||||
American Electric Power Co, Inc. | 14 | 1,403 | |||||||
Constellation Energy Corp. | 10 | 816 | |||||||
Duke Energy Corp. | 22 | 2,352 | |||||||
Edison International | 10 | 678 | |||||||
Entergy Corp. | 6 | 692 | |||||||
Every, Inc. | 6 | 411 | |||||||
Eversource Energy | 10 | 897 | |||||||
Exelon Corp. | 28 | 1,229 | |||||||
FirstEnergy Corp. | 16 | 633 | |||||||
NextEra Energy, Inc. | 56 | 4,763 | |||||||
NRG Energy, Inc. | 6 | 248 | |||||||
Pinnacle West Capital Corp. | 4 | 301 | |||||||
PPL Corp. | 22 | 640 | |||||||
Southern Co. (The) | 30 | 2,312 | |||||||
Xcel Energy, Inc. | 16 | 1,188 | |||||||
19,051 | |||||||||
Electrical Equipment — 0.5% | |||||||||
AMETEK, Inc. | 6 | 721 | |||||||
Eaton Corp plc^ | 12 | 1,640 | |||||||
Emerson Electric Co. | 18 | 1,471 | |||||||
Generac Holdings, Inc.* | 2 | 441 | |||||||
Rockwell Automation, Inc. | 4 | 948 | |||||||
5,221 | |||||||||
Electronic Equipment, Instruments & Components — 0.7% | |||||||||
Amphenol Corp., Class A | 18 | 1,324 | |||||||
CDW Corp. | 4 | 683 | |||||||
Corning, Inc. | 22 | 755 | |||||||
Keysight Technologies, Inc.* | 6 | 983 | |||||||
TE Connectivity Ltd.^ | 10 | 1,262 | |||||||
Teledyne Technologies, Inc.* | 2 | 737 | |||||||
Trimble, Inc.* | 8 | 506 | |||||||
Zebra Technologies Corp.* | 2 | 603 | |||||||
6,853 | |||||||||
Energy Equipment & Services — 0.3% | |||||||||
Baker Hughes Co. | 26 | 657 | |||||||
Halliburton Co. | 26 | 783 | |||||||
Schlumberger NV^ | 40 | 1,526 | |||||||
2,966 | |||||||||
Entertainment — 1.3% | |||||||||
Activision Blizzard, Inc. | 22 | 1,727 | |||||||
Electronic Arts, Inc. | 8 | 1,015 | |||||||
Live Nation Entertainment, Inc.* | 4 | 362 | |||||||
Netflix, Inc.* | 12 | 2,683 | |||||||
Take-Two Interactive Software, Inc.* | 4 | 490 | |||||||
Walt Disney Co. (The)* | 52 | 5,828 | |||||||
Warner Bros. Discovery, Inc.* | 64 | 847 | |||||||
12,952 | |||||||||
Food & Staples Retailing — 1.5% | |||||||||
Costco Wholesale Corp. | 12 | 6,265 | |||||||
Kroger Co. (The) | 18 | 863 | |||||||
Sysco Corp. | 14 | 1,151 | |||||||
Walgreens Boots Alliance, Inc. | 20 | 701 | |||||||
Walmart, Inc. | 40 | 5,302 | |||||||
14,282 | |||||||||
Food Products — 1.1% | |||||||||
Archer-Daniels-Midland Co. | 16 | 1,406 | |||||||
Campbell Soup Co. | 6 | 302 | |||||||
Conagra Brands, Inc. | 14 | 481 | |||||||
General Mills, Inc. | 18 | 1,383 | |||||||
Hershey Co. (The) | 4 | 899 | |||||||
Hormel Foods Corp. | 8 | 402 | |||||||
J M Smucker Co. (The) | 4 | 560 | |||||||
Kellogg Co. | 8 | 582 | |||||||
Kraft Heinz Co. (The) | 20 | 748 | |||||||
Lamb Weston Holdings, Inc. | 4 | 318 | |||||||
McCormick & Co., Inc. | 8 | 673 | |||||||
Mondelez International, Inc. | 40 | 2,474 | |||||||
Tyson Foods, Inc., Class A | 8 | 603 | |||||||
10,831 | |||||||||
Gas Utilities — 0.0% (c) | |||||||||
Atmos Energy Corp. | 4 | 454 | |||||||
Health Care Equipment & Supplies — 2.6% | |||||||||
Abbott Laboratories | 50 | 5,132 | |||||||
ABIOMED, Inc.* | 2 | 519 | |||||||
Align Technology, Inc.* | 2 | 487 | |||||||
Baxter International, Inc. | 14 | 804 | |||||||
Becton Dickinson and Co. | 8 | 2,019 | |||||||
Boston Scientific Corp.* | 40 | 1,612 | |||||||
Cooper Co., Inc. (The) | 2 | 575 | |||||||
DENTSPLY SIRONA, Inc. | 6 | 197 | |||||||
Dexcom, Inc.* | 12 | 987 | |||||||
Edwards Lifesciences Corp.* | 18 | 1,622 | |||||||
Hologic, Inc.* | 8 | 540 | |||||||
IDEXX Laboratories, Inc.* | 2 | 695 | |||||||
Intuitive Surgical, Inc.* | 10 | 2,057 | |||||||
Medtronic plc^ | 38 | 3,341 | |||||||
ResMed, Inc. | 4 | 880 | |||||||
STERIS plc^ | 2 | 403 | |||||||
Stryker Corp. | 10 | 2,052 | |||||||
Teleflex, Inc. | 2 | 453 | |||||||
Zimmer Biomet Holdings, Inc. | 6 | 638 | |||||||
25,013 | |||||||||
Health Care Providers & Services — 3.3% | |||||||||
AmerisourceBergen Corp. | 4 | 586 | |||||||
Cardinal Health, Inc. | 8 | 566 | |||||||
Centene Corp.* | 16 | 1,436 | |||||||
Cigna Corp. | 10 | 2,834 | |||||||
CVS Health Corp. | 38 | 3,730 | |||||||
DaVita, Inc.* | 2 | 170 | |||||||
Elegance Health, Inc. | 6 | 2,911 | |||||||
HCA Healthcare, Inc. | 6 | 1,187 | |||||||
Henry Schein, Inc.* | 4 | 294 | |||||||
Humana, Inc. | 4 | 1,927 | |||||||
Laboratory Corp. of America Holdings | 2 | 450 | |||||||
McKesson Corp. | 4 | 1,468 | |||||||
Molina Healthcare, Inc.* | 2 | 675 | |||||||
Quest Diagnostics, Inc. | 4 | 501 | |||||||
UnitedHealth Group, Inc. | 26 | 13,503 | |||||||
Universal Health Services, Inc., Class B | 2 | 196 | |||||||
32,434 | |||||||||
Hotels, Restaurants & Leisure — 1.9% | |||||||||
Booking Holdings, Inc.* | 2 | 3,752 | |||||||
Caesars Entertainment, Inc.* | 6 | 259 | |||||||
Carnival Corp.*^ | 28 | 265 | |||||||
Darden Restaurants, Inc. | 4 | 495 | |||||||
Domino’s Pizza, Inc. | 2 | 744 | |||||||
Expedia Group, Inc.* | 4 | 411 | |||||||
Hilton Worldwide Holdings, Inc. | 8 | 1,019 | |||||||
Las Vegas Sands Corp.* | 10 | 376 | |||||||
Marriott International, Inc., Class A | 8 | 1,230 | |||||||
McDonald’s Corp. | 22 | 5,550 | |||||||
MGM Resorts International | 10 | 326 | |||||||
Norwegian Cruise Line Holdings Ltd.*^ | 12 | 157 | |||||||
Penn Entertainment, Inc.* | 4 | 125 | |||||||
Royal Caribbean Cruises Ltd.*^ | 6 | 245 | |||||||
Starbucks Corp. | 32 | 2,690 | |||||||
Wynn Resorts Ltd.* | 4 | 242 | |||||||
Yum! Brands, Inc. | 8 | 890 | |||||||
18,776 | |||||||||
Household Durables — 0.3% | |||||||||
DR Horton, Inc. | 10 | 711 | |||||||
Garmin Ltd.^ | 4 | 354 | |||||||
Lennar Corp., Class A | 8 | 620 | |||||||
Mohawk Industries, Inc.* | 2 | 221 | |||||||
Newell Brands, Inc. | 10 | 178 | |||||||
PulteGroup, Inc. | 6 | 244 | |||||||
Whirlpool Corp. | 2 | 313 | |||||||
2,641 | |||||||||
Household Products — 1.4% | |||||||||
Church & Dwight Co, Inc. | 6 | 502 | |||||||
Clorox Co. (The) | 4 | 578 | |||||||
Colgate-Palmolive Co. | 24 | 1,877 | |||||||
Kimberly-Clark Corp. | 10 | 1,275 | |||||||
Procter & Gamble Co. (The) | 68 | 9,380 | |||||||
13,612 | |||||||||
Independent Power and Renewable Electricity Producers — 0.0% (c) | |||||||||
AES Corp. (The) | 20 | 509 | |||||||
Industrial Conglomerates — 0.8% | |||||||||
3M Co. | 16 | 1,990 | |||||||
General Electric Co. | 32 | 2,350 | |||||||
Honeywell International, Inc. | 20 | 3,787 | |||||||
8,127 | |||||||||
Insurance — 2.1% | |||||||||
Aflac, Inc. | 16 | 951 | |||||||
Allstate Corp. (The) | 8 | 964 | |||||||
American International Group, Inc. | 22 | 1,138 | |||||||
Aon plc, Class A^ | 6 | 1,676 | |||||||
Arthur J Gallagher & Co. | 6 | 1,089 | |||||||
Assurant, Inc. | 2 | 317 | |||||||
Brown & Brown, Inc. | 6 | 378 | |||||||
Chubb Ltd.^ | 12 | 2,269 | |||||||
Cincinnati Financial Corp. | 4 | 388 | |||||||
Everest Re Group Ltd.^ | 2 | 538 | |||||||
Globe Life, Inc. | 2 | 194 | |||||||
Hartford Financial Services Group, Inc. (The) | 10 | 643 | |||||||
Lincoln National Corp. | 4 | 184 | |||||||
Loews Corp. | 6 | 332 | |||||||
Marsh & McLennan Cos., Inc. | 14 | 2,259 | |||||||
MetLife, Inc. | 20 | 1,287 | |||||||
Principal Financial Group, Inc. | 6 | 449 | |||||||
Progressive Corp. (The) | 16 | 1,962 | |||||||
Prudential Financial, Inc. | 10 | 958 | |||||||
Travelers Co., Inc. (The) | 6 | 970 | |||||||
W R Berkley Corp. | 6 | 389 | |||||||
Willis Towers Watson plc^ | 4 | 827 | |||||||
20,162 | |||||||||
Interactive Media & Services — 4.9% | |||||||||
Alphabet, Inc., Class A* | 172 | 18,614 | |||||||
Alphabet, Inc., Class C* | 158 | 17,246 | |||||||
Match Group, Inc.* | 8 | 452 | |||||||
Meta Platforms, Inc. Class A* | 66 | 10,753 | |||||||
Twitter, Inc.* | 22 | 853 | |||||||
47,918 | |||||||||
Internet & Direct Marketing Retail — 3.4% | |||||||||
Amazon.com, Inc.* | 250 | 31,693 | |||||||
eBay, Inc. | 16 | 706 | |||||||
Etsy, Inc.* | 4 | 422 | |||||||
32,821 | |||||||||
IT Services — 4.3% | |||||||||
Accenture plc, Class A^ | 18 | 5,192 | |||||||
Akamai Technologies, Inc.* | 4 | 361 | |||||||
Automatic Data Processing, Inc. | 12 | 2,933 | |||||||
Broadridge Financial Solutions, Inc. | 4 | 685 | |||||||
Cognizant Technology Solutions Corp., Class A | 14 | 884 | |||||||
DXC Technology Co.* | 8 | 198 | |||||||
EPAM Systems, Inc.* | 2 | 853 | |||||||
Fidelity National Information Services, Inc. | 18 | 1,645 | |||||||
Fiserv, Inc.* | 16 | 1,619 | |||||||
Fleet or Technologies, Inc.* | 2 | 425 | |||||||
Gartner, Inc.* | 2 | 571 | |||||||
Global Payments, Inc. | 8 | 994 | |||||||
International Business Machines Corp. | 26 | 3,340 | |||||||
Jack Henry & Associates, Inc. | 2 | 384 | |||||||
Mastercard, Inc., Class A | 24 | 7,785 | |||||||
Paychex, Inc. | 10 | 1,233 | |||||||
PayPal Holdings, Inc.* | 34 | 3,177 | |||||||
VeriSign, Inc.* | 2 | 365 | |||||||
Visa, Inc., Class A | 48 | 9,538 | |||||||
42,182 | |||||||||
Leisure Products — 0.0% (c) | |||||||||
Hasbro, Inc. | 4 | 315 | |||||||
Life Sciences Tools & Services — 1.8% | |||||||||
Agilent Technologies, Inc. | 8 | 1,026 | |||||||
Bio-Techne Corp. | 2 | 664 | |||||||
Charles River Laboratories International, Inc.* | 2 | 411 | |||||||
Danaher Corp. | 18 | 4,858 | |||||||
Illumina, Inc.* | 4 | 807 | |||||||
IQVIA Holdings, Inc.* | 6 | 1,276 | |||||||
PerkinElmer, Inc. | 4 | 540 | |||||||
Thermos Fisher Scientific, Inc. | 12 | 6,544 | |||||||
Waters Corp.* | 2 | 597 | |||||||
West Pharmaceutical Services, Inc. | 2 | 593 | |||||||
17,316 | |||||||||
Machinery — 1.6% | |||||||||
Caterpillar, Inc. | 16 | 2,955 | |||||||
Cummins, Inc. | 4 | 862 | |||||||
Deere & Co. | 8 | 2,922 | |||||||
Dover Corp. | 4 | 500 | |||||||
Fortive Corp. | 10 | 633 | |||||||
IDEX Corp. | 2 | 402 | |||||||
Illinois Tool Works, Inc. | 8 | 1,559 | |||||||
Ingersoll Rand, Inc. | 12 | 568 | |||||||
Nordson Corp. | 2 | 454 | |||||||
Otis Worldwide Corp. | 12 | 867 | |||||||
PACCAR, Inc. | 10 | 875 | |||||||
Parker-Hannifin Corp. | 4 | 1,060 | |||||||
Pentair plc^ | 4 | 178 | |||||||
Snap-on, Inc. | 2 | 436 | |||||||
Stanley Black & Decker, Inc. | 4 | 352 | |||||||
Westinghouse Air Brake Technologies Corp. | 6 | 526 | |||||||
Xylem, Inc. | 6 | 547 | |||||||
15,696 | |||||||||
Media — 0.8% | |||||||||
Charter Communications, Inc., Class A* | 4 | 1,651 | |||||||
Comcast Corp., Class A | 128 | 4,632 | |||||||
DISH Network Corp., Class A* | 8 | 139 | |||||||
Fox Corp., Class A | 8 | 273 | |||||||
Fox Corp., Class B | 4 | 127 | |||||||
Interpublic Group of Co., Inc. (The) | 12 | 332 | |||||||
News Corp., Class A | 12 | 203 | |||||||
News Corp., Class B | 4 | 69 | |||||||
Omnicom Group, Inc. | 6 | 401 | |||||||
Paramount Global, Class B | 18 | 421 | |||||||
8,248 | |||||||||
Metals & Mining — 0.3% | |||||||||
Freeport-McMoRan, Inc. | 42 | 1,243 | |||||||
Newmont Corp. | 22 | 910 | |||||||
Nucor Corp. | 8 | 1,064 | |||||||
3,217 | |||||||||
Multiline Retail — 0.5% | |||||||||
Dollar General Corp. | 6 | 1,424 | |||||||
Dollar Tree, Inc.* | 6 | 814 | |||||||
Target Corp. | 14 | 2,245 | |||||||
4,483 | |||||||||
Multi-Utilities — 1.0% | |||||||||
Ameren Corp. | 8 | 741 | |||||||
CenterPoint Energy, Inc. | 18 | 568 | |||||||
CMS Energy Corp. | 8 | 540 | |||||||
Consolidated Edison, Inc. | 10 | 978 | |||||||
Dominion Energy, Inc. | 24 | 1,963 | |||||||
DTE Energy Co. | 6 | 782 | |||||||
NiSource, Inc. | 12 | 354 | |||||||
Public Service Enterprise Group, Inc. | 14 | 901 | |||||||
Sempra Energy | 10 | 1,650 | |||||||
WEC Energy Group, Inc. | 10 | 1,031 | |||||||
9,508 | |||||||||
Oil, Gas & Consumable Fuels — 4.2% | |||||||||
APA Corp. | 10 | 391 | |||||||
Chevron Corp. | 56 | 8,851 | |||||||
ConocoPhillips | 38 | 4,159 | |||||||
Coterra Energy, Inc. | 24 | 742 | |||||||
Devon Energy Corp. | 18 | 1,271 | |||||||
Diamondback Energy, Inc. | 4 | 533 | |||||||
EOG Resources, Inc. | 16 | 1,941 | |||||||
Exxon Mobil Corp. | 120 | 11,471 | |||||||
Hess Corp. | 8 | 966 | |||||||
Kinder Morgan, Inc. | 56 | 1,026 | |||||||
Marathon Oil Corp. | 20 | 512 | |||||||
Marathon Petroleum Corp. | 16 | 1,612 | |||||||
Occidental Petroleum Corp. | 26 | 1,846 | |||||||
ONEOK, Inc. | 12 | 735 | |||||||
Phillips 66 | 14 | 1,253 | |||||||
Pioneer Natural Resources Co. | 6 | 1,519 | |||||||
Valero Energy Corp. | 12 | 1,405 | |||||||
Williams Co., Inc. (The) | 34 | 1,157 | |||||||
41,390 | |||||||||
Personal Products — 0.2% | |||||||||
Estee Lauder Co., Inc., Class A (The) | 6 | 1,526 | |||||||
Pharmaceuticals — 4.1% | |||||||||
Bristol-Myers Squibb Co. | 62 | 4,179 | |||||||
Catalent, Inc.* | 6 | 528 | |||||||
Eli Lilly & Co. | 22 | 6,627 | |||||||
Johnson & Johnson | 76 | 12,262 | |||||||
Merck & Company, Inc. | 72 | 6,146 | |||||||
Organon & Co. | 8 | 228 | |||||||
Pfizer, Inc. | 160 | 7,237 | |||||||
Vitara’s, Inc. | 34 | 325 | |||||||
Zoetis, Inc. | 14 | 2,191 | |||||||
39,723 | |||||||||
Professional Services — 0.3% | |||||||||
Equifax, Inc. | 4 | 755 | |||||||
Jacobs Solutions, Inc. | 4 | 498 | |||||||
Leidos Holdings, Inc. | 4 | 380 | |||||||
Nielsen Holdings plc^ | 10 | 278 | |||||||
Robert Half International, Inc. | 4 | 308 | |||||||
Verisk Analytics, Inc. | 4 | 749 | |||||||
2,968 | |||||||||
Real Estate Investment Trusts — 2.8% | |||||||||
Alexandria Real Estate Equities, Inc. | 4 | 614 | |||||||
American Tower Corp. | 14 | 3,557 | |||||||
AvalonBay Communities, Inc. | 4 | 804 | |||||||
Boston Properties, Inc. | 4 | 318 | |||||||
Camden Property Trust | 4 | 514 | |||||||
Crown Castle, Inc. | 12 | 2,050 | |||||||
Digital Realty Trust, Inc. | 8 | 989 | |||||||
Duke Realty Corp. | 12 | 706 | |||||||
Equinix, Inc. | 2 | 1,315 | |||||||
Equity Residential | 10 | 732 | |||||||
Essex Property Trust, Inc. | 2 | 530 | |||||||
Extra Space Storage, Inc. | 4 | 795 | |||||||
Federal Realty Investment Trust | 2 | 203 | |||||||
Healthpeak Properties, Inc. | 16 | 420 | |||||||
Host Hotels & Resorts, Inc. | 20 | 355 | |||||||
Iron Mountain, Inc. | 8 | 421 | |||||||
Kimco Realty Corp. | 18 | 379 | |||||||
Mid-America Apartment Communities, Inc. | 4 | 663 | |||||||
Prologis, Inc. | 22 | 2,739 | |||||||
Public Storage | 4 | 1,323 | |||||||
Realty Income Corp. | 18 | 1,229 | |||||||
Regency Centers Corp. | 4 | 243 | |||||||
SBA Communications Corp. | 4 | 1,301 | |||||||
Simon Property Group, Inc. | 10 | 1,020 | |||||||
UDR, Inc. | 8 | 359 | |||||||
Ventas, Inc. | 12 | 574 | |||||||
VICI Properties, Inc. | 28 | 924 | |||||||
Vornado Realty Trust | 4 | 105 | |||||||
Welltower, Inc. | 14 | 1,073 | |||||||
Weyerhaeuser Co. | 22 | 751 | |||||||
27,006 | |||||||||
Real Estate Management & Development — 0.1% | |||||||||
CBRE Group, Inc., Class A* | 10 | 790 | |||||||
Road & Rail — 0.9% | |||||||||
CSX Corp. | 62 | 1,962 | |||||||
JB Hunt Transport Services, Inc. | 2 | 348 | |||||||
Norfolk Southern Corp. | 6 | 1,459 | |||||||
Old Dominion Freight Line, Inc. | 2 | 543 | |||||||
Union Pacific Corp. | 18 | 4,041 | |||||||
8,353 | |||||||||
Semiconductors & Semiconductor Equipment — 5.1% | |||||||||
Advanced Micro Devices, Inc.* | 46 | 3,904 | |||||||
Analog Devices, Inc. | 14 | 2,121 | |||||||
Applied Materials, Inc. | 26 | 2,446 | |||||||
Broadcom, Inc. | 12 | 5,989 | |||||||
Enphase Energy, Inc.* | 4 | 1,146 | |||||||
Intel Corp. | 118 | 3,767 | |||||||
KLA Corp. | 4 | 1,376 | |||||||
Lam Research Corp. | 4 | 1,752 | |||||||
Microchip Technology, Inc. | 16 | 1,044 | |||||||
Micron Technology, Inc. | 32 | 1,809 | |||||||
Monolithic Power Systems, Inc. | 2 | 906 | |||||||
NVIDIA Corp. | 72 | 10,868 | |||||||
NXP Semiconductors NV^ | 8 | 1,317 | |||||||
ON Semiconductor Corp.* | 12 | 825 | |||||||
Qorvo, Inc.* | 4 | 359 | |||||||
QUALCOMM, Inc. | 32 | 4,233 | |||||||
Skyworks Solutions, Inc. | 4 | 394 | |||||||
SolarEdge Technologies, Inc.* | 2 | 552 | |||||||
Teradyne, Inc. | 4 | 339 | |||||||
Texas Instruments, Inc. | 26 | 4,295 | |||||||
49,442 | |||||||||
Software — 8.7% | |||||||||
Adobe, Inc.* | 14 | 5,228 | |||||||
ANSYS, Inc.* | 2 | 497 | |||||||
Autodesk, Inc.* | 6 | 1,210 | |||||||
Cadence Design Systems, Inc.* | 8 | 1,390 | |||||||
Ceridian HCM Holding, Inc.* | 4 | 239 | |||||||
Citrix Systems, Inc. | 4 | 411 | |||||||
Fortinet, Inc.* | 20 | 974 | |||||||
Intuit, Inc. | 8 | 3,454 | |||||||
Microsoft Corp. | 214 | 55,955 | |||||||
NortonLifeLock, Inc. | 16 | 361 | |||||||
Oracle Corp. | 46 | 3,411 | |||||||
Paycom Software, Inc.* | 2 | 702 | |||||||
PTC, Inc.* | 4 | 460 | |||||||
Roper Technologies, Inc. | 4 | 1,610 | |||||||
Salesforce, Inc.* | 28 | 4,371 | |||||||
ServiceNow, Inc.* | 6 | 2,608 | |||||||
Synopsys, Inc.* | 4 | 1,384 | |||||||
Tyler Technologies, Inc.* | 2 | 743 | |||||||
85,008 | |||||||||
Specialty Retail — 2.0% | |||||||||
Advance Auto Parts, Inc. | 2 | 337 | |||||||
Bath & Body Works, Inc. | 6 | 224 | |||||||
Best Buy Co., Inc. | 6 | 424 | |||||||
CarMax, Inc.* | 4 | 354 | |||||||
Home Depot, Inc. (The) | 30 | 8,652 | |||||||
Lowe’s Cos., Inc. | 18 | 3,494 | |||||||
O’Reilly Automotive, Inc.* | 2 | 1,394 | |||||||
Ross Stores, Inc. | 10 | 863 | |||||||
TJX Co., Inc. (The) | 34 | 2,120 | |||||||
Tractor Supply Co. | 4 | 741 | |||||||
Ultra Beauty, Inc.* | 2 | 840 | |||||||
19,443 | |||||||||
Technology Hardware, Storage & Peripherals — 7.3% | |||||||||
Apple, Inc. | 440 | 69,177 | |||||||
Hewlett Packard Enterprise Co. | 38 | 517 | |||||||
HP, Inc. | 30 | 861 | |||||||
NetApp, Inc. | 6 | 433 | |||||||
Seagate Technology Holdings plc^ | 6 | 401 | |||||||
Western Digital Corp.* | 8 | 338 | |||||||
71,727 | |||||||||
Textiles, Apparel & Luxury Goods — 0.5% | |||||||||
NIKE, Inc., Class B | 36 | 3,832 | |||||||
PVH Corp. | 2 | 112 | |||||||
Ralph Lauren Corp. | 2 | 183 | |||||||
Tapestry, Inc. | 8 | 278 | |||||||
VF Corp. | 10 | 415 | |||||||
4,820 | |||||||||
Tobacco — 0.7% | |||||||||
Altria Group, Inc. | 52 | 2,346 | |||||||
Philip Morris International, Inc. | 44 | 4,202 | |||||||
6,548 | |||||||||
Trading Companies & Distributors — 0.3% | |||||||||
Fastenal Co. | 16 | 805 | |||||||
United Rentals, Inc.* | 2 | 584 | |||||||
WW Grainger, Inc. | 2 | 1,110 | |||||||
2,499 | |||||||||
Water Utilities — 0.1% | |||||||||
American Water Works Co., Inc. | 6 | 891 | |||||||
Wireless Telecommunication Services — 0.2% | |||||||||
T-Mobile US, Inc.* | 16 | 2,303 | |||||||
TOTAL COMMON STOCKS | |||||||||
(Cost $976,728) | 958,474 | ||||||||
MONEY MARKET FUND — 1.7% | |||||||||
First American Treasury Obligations Fund, Class X, 2.140% (b) | 16,672 | 16,672 | |||||||
TOTAL MONEY MARKET FUND | |||||||||
(Cost $16,672) | 16,672 | ||||||||
TOTAL INVESTMENTS — 99.9% | |||||||||
(Cost $993,400) | 975,146 | ||||||||
OTHER ASSETS LESS LIABILITIES — 0.1% | 593 | ||||||||
NET ASSETS — 100.0% | $ | 975,739 |
* | Non-income producing security. | ||||||||
^ | Foreign security. | ||||||||
(a) | All or a portion of these securities has been segregated as collateral for written option contracts. As of 8/31/2022, the aggregate fair market value of those securities was $958,474, representing 98.2% of net assets. | ||||||||
(b) | 7-day net yield. | ||||||||
(c) | Represents less than 0.05%. |
SHP ETF Trust | ||||||||||||||||||||||
NEOS S&P 500 High Income ETF | ||||||||||||||||||||||
Schedule of Written Options | ||||||||||||||||||||||
August 31, 2022 (Unaudited) | ||||||||||||||||||||||
WRITTEN OPTIONS | Contracts (d) | Exercise Price | Exercise Date | Premium Received | Notional Amount | Value | ||||||||||||||||
WRITTEN CALL OPTIONS | ||||||||||||||||||||||
CBOE S&P 500 Index | (1 | ) | $ | 4,075.00 | October 2022 | $ | (8,309 | ) | $ | (395,500 | ) | $ | (8,310 | ) | ||||||||
CBOE S&P 500 Index | (1 | ) | 4,150.00 | October 2022 | (5,319 | ) | (395,500 | ) | (4,963 | ) | ||||||||||||
TOTAL WRITTEN OPTIONS | $ | (13,628 | ) | $ | (791,000 | ) | $ | (13,273 | ) | |||||||||||||
(d) | Each contract equals 100 shares. |
SHP ETF Trust
NEOS S&P 500 High Income ETF
Notes to Quarterly Schedule of Investments
August 31, 2022 (Unaudited)
Investment Valuation | ||||||||||||||||
The Fund discloses the fair market value of their investments in a hierarchy that distinguishes between: | ||||||||||||||||
• Level 1 — Quoted prices in active markets for identical assets. | ||||||||||||||||
• Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). | ||||||||||||||||
• Level 3 — Significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments). | ||||||||||||||||
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. | ||||||||||||||||
The following is a summary of the valuations as of August 31, 2022 for the Fund based upon the three levels defined above: | ||||||||||||||||
NEOS S&P 500 High Income ETF | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments | ||||||||||||||||
Assets | ||||||||||||||||
Common Stocks* | $ | 958,474 | $ | - | $ | - | $ | 958,474 | ||||||||
Money Market Fund | 16,672 | - | - | 16,672 | ||||||||||||
Total Investments | $ | 975,146 | $ | - | $ | - | $ | 975,146 | ||||||||
Other Financial Instruments | ||||||||||||||||
Liabilities | ||||||||||||||||
Written Calls Options | $ | (13,273 | ) | $ | - | $ | - | $ | (13,273 | ) | ||||||
Total Investments | $ | (13,273 | ) | $ | - | $ | - | $ | (13,273 | ) | ||||||
* See Schedule of Investments for segregation by industry type. |