SHP ETF Trust | ||||||||
NEOS Enhanced Income Aggregate Bond ETF | ||||||||
Schedule of Investments | ||||||||
August 31, 2022 (Unaudited) | ||||||||
Investments | Number of Shares | Value | ||||||
EXCHANGE TRADED FUNDS — 98.7% | ||||||||
iShares Core U.S. Aggregate Bond ETF | 4,856 | $ | 489,048 | |||||
Vanguard Total Bond Market ETF | 6,562 | 489,525 | ||||||
TOTAL EXCHANGE TRADED FUNDS | ||||||||
(Cost $982,204) | 978,573 | |||||||
MONEY MARKET FUND — 1.3% | ||||||||
First American Treasury Obligations Fund, Class X, 2.140% (a) | 13,196 | 13,196 | ||||||
TOTAL MONEY MARKET FUND | ||||||||
(Cost $13,196) | 13,196 | |||||||
TOTAL INVESTMENTS — 100.0% | ||||||||
(Cost $995,400) | 991,769 | |||||||
OTHER LIABILITIES LESS ASSETS — (0.0)% (b) | (30 | ) | ||||||
NET ASSETS — 100.0% | $ | 991,739 |
(a) | 7-day net yield. | ||||
(b) | Represents less than 0.05%. | ||||
ETF | - Exchange Traded Fund |
SHP ETF Trust | |||||||
NEOS Enhanced Income Aggregate Bond 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 Enhanced Income Aggregate Bond ETF | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments | ||||||||||||||||
Exchanged Traded Funds | $ | 978,573 | $ | - | $ | - | $ | 978,573 | ||||||||
Money Market Fund | 13,196 | - | - | 13,196 | ||||||||||||
Total Investments | $ | 991,769 | $ | - | $ | - | $ | 991,769 |