SHP ETF Trust | |||||||||
NEOS Enhanced Income Cash Alternative ETF | |||||||||
Schedule of Investments | |||||||||
August 31, 2022 (Unaudited) | |||||||||
Investments | Par Value | Value | |||||||
U.S. TREASURY OBLIGATIONS — 99.3% | |||||||||
U.S. Treasury Bills, | |||||||||
2.877%, due 11/25/2022 (a) | $ | 1,000,000 | $ | 993,392 | |||||
TOTAL U.S. TREASURY OBLIGATIONS | |||||||||
(Cost $993,253) | 993,392 | ||||||||
Number of Shares | Value | ||||||||
MONEY MARKET FUND — 0.7% | |||||||||
First American Treasury Obligations Fund, Class X, 2.140% (b) | 6,819 | 6,819 | |||||||
TOTAL MONEY MARKET FUND | |||||||||
(Cost $6,819) | 6,819 | ||||||||
TOTAL INVESTMENTS — 100.0% | |||||||||
(Cost $1,000,072) | 1,000,211 | ||||||||
OTHER LIABILITIES LESS ASSETS — (0.0)% (c) | (13 | ) | |||||||
NET ASSETS — 100.0% | $ | 1,000,198 |
(a) | The rate shown is yield to maturity. | ||||||||
(b) | 7-day net yield. | ||||||||
(c) | Represents less than 0.05%. |
SHP ETF Trust | ||||
NEOS Enhanced Income Cash Alternative 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 Cash Alternative ETF | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments | ||||||||||||||||
U.S. Treasury Obligations | $ | - | $ | 993,392 | $ | - | $ | 993,392 | ||||||||
Money Market Fund | 6,819 | - | - | 6,819 | ||||||||||||
Total Investments | $ | 6,819 | $ | 993,392 | $ | - | $ | 1,000,211 |