SHP ETF Trust NPORT-P NEOS Nasdaq-100(R) High Income ETF (Aug 2024 report)

NEOS Nasdaq-100^® High Income ETF

Schedule of Investments

August 31, 2024 (Unaudited)

COMMON STOCKS - 99.2% (a)	Shares		Value
Automobiles - 2.6%
Tesla, Inc. (b)	53,498	$	11,454,457
Beverages - 2.6%
Coca-Cola Europacific Partners PLC	13,391		1,077,842
Keurig Dr. Pepper, Inc.	42,957		1,572,656
Monster Beverage Corp. (b)	31,976		1,507,029
PepsiCo, Inc.	42,113		7,280,495
			11,438,022
Biotechnology - 4.1%
Amgen, Inc.	15,926		5,316,577
Biogen, Inc. (b)	4,099		839,311
Gilead Sciences, Inc.	38,734		3,059,986
Moderna, Inc. (b)	11,702		905,735
Regeneron Pharmaceuticals, Inc. (b)	3,254		3,854,981
Vertex Pharmaceuticals, Inc. (b)	7,478		3,708,265
			17,684,855
Broadline Retail - 5.3%
Amazon.com, Inc. (b)	109,601		19,563,779
MercadoLibre, Inc. (b)	720		1,484,395
PDD Holdings, Inc. - ADR (b)	20,994		2,017,733
			23,065,907
Chemicals - 1.5%
Linde PLC	13,429		6,422,419
Commercial Services & Supplies - 0.8%
Cintas Corp.	2,410		1,940,339
Copart, Inc. (b)	30,286		1,603,947
			3,544,286
Communications Equipment - 1.4%
Cisco Systems, Inc.	117,771		5,952,146
Consumer Staples Distribution & Retail - 2.9%
Costco Wholesale Corp.	13,391		11,949,861
Dollar Tree, Inc. (b)	6,633		560,422
			12,510,283
Electric Utilities - 1.3%
American Electric Power Co., Inc.	15,926		1,597,059
Constellation Energy Corp.	10,012		1,969,361
Exelon Corp.	31,131		1,185,780
Xcel Energy, Inc.	16,770		1,026,827
			5,779,027
Electronic Equipment, Instruments & Components - 0.2%
CDW Corp.	4,099		924,898
Energy Equipment & Services - 0.3%
Baker Hughes Co.	31,131		1,094,877
Entertainment - 2.6%
Electronic Arts, Inc.	8,323		1,263,598
Netflix, Inc. (b)	12,547		8,799,839
Take-Two Interactive Software, Inc. (b)	4,944		799,494
Warner Bros. Discovery, Inc. (b)	77,467		607,341
			11,470,272
Financial Services - 0.5%
PayPal Holdings, Inc. (b)	32,820		2,377,153
Food Products - 1.0%
Mondelez International, Inc. - Class A	42,113		3,024,134
The Kraft Heinz Co.	38,734		1,372,346
			4,396,480
Ground Transportation - 0.8%
CSX Corp.	60,572		2,075,803
Old Dominion Freight Line, Inc.	6,633		1,278,842
			3,354,645
Health Care Equipment & Supplies - 2.0%
Dexcom, Inc. (b)	11,702		811,417
GE HealthCare Technologies, Inc.	14,236		1,207,497
IDEXX Laboratories, Inc. (b)	2,410		1,160,005
Intuitive Surgical, Inc. (b)	10,857		5,348,484
			8,527,403
Hotels, Restaurants & Leisure - 2.6%
Airbnb, Inc. - Class A (b)	12,547		1,471,889
Booking Holdings, Inc.	720		2,814,646
DoorDash, Inc. - Class A (b)	11,702		1,506,164
Marriott International, Inc. - Class A	9,168		2,151,638
Starbucks Corp.	36,199		3,423,339
			11,367,676
Industrial Conglomerates - 0.9%
Honeywell International, Inc.	19,417		4,036,988
Interactive Media & Services - 9.8%
Alphabet, Inc. - Class A	66,922		10,933,716
Alphabet, Inc. - Class C	63,997		10,566,545
Meta Platforms, Inc. - Class A	40,199		20,956,141
			42,456,402
IT Services - 0.4%
Cognizant Technology Solutions Corp. - Class A	15,926		1,238,565
MongoDB, Inc. (b)	1,565		455,086
			1,693,651
Life Sciences Tools & Services - 0.1%
Illumina, Inc. (b)	4,944		649,642
Machinery - 0.4%
PACCAR, Inc.	16,770		1,612,939
Media - 1.7%
Charter Communications, Inc. - Class A (b)	4,099		1,424,567
Comcast Corp. - Class A	111,397		4,407,979
Trade Desk, Inc. - Class A (b)	14,236		1,488,089
			7,320,635
Oil, Gas & Consumable Fuels - 0.2%
Diamondback Energy, Inc.	4,944		964,624
Pharmaceuticals - 0.4%
AstraZeneca PLC - ADR	17,615		1,543,426
Professional Services - 1.4%
Automatic Data Processing, Inc.	12,547		3,461,843
Paychex, Inc.	10,857		1,424,438
Verisk Analytics, Inc.	4,099		1,118,289
			6,004,570
Real Estate Management & Development - 0.2%
CoStar Group, Inc. (b)	12,547		969,883
Semiconductors & Semiconductor Equipment - 23.7%
Advanced Micro Devices, Inc. (b)	46,034		6,838,811
Analog Devices, Inc.	15,081		3,541,622
Applied Materials, Inc.	25,280		4,986,733
ARM Holdings PLC - ADR (b)	2,003		266,159
ASML Holding NV	2,410		2,178,327
Broadcom, Inc.	128,439		20,912,438
GlobalFoundries, Inc. (b)	17,615		822,268
Intel Corp.	131,490		2,898,040
KLA Corp.	4,099		3,358,844
Lam Research Corp.	3,648		2,995,044
Marvell Technology, Inc.	27,752		2,115,812
Microchip Technology, Inc.	16,770		1,377,823
Micron Technology, Inc.	32,029		3,082,471
NVIDIA Corp.	274,125		32,722,301
NXP Semiconductors NV	7,478		1,917,060
ON Semiconductor Corp. (b)	13,391		1,042,757
QUALCOMM, Inc.	31,639		5,546,317
Texas Instruments, Inc.	27,837		5,966,583
			102,569,410
Software - 15.5%
Adobe, Inc. (b)	13,463		7,733,282
ANSYS, Inc. (b)	2,410		774,622
Atlassian Corp. - Class A (b)	4,944		818,726
Autodesk, Inc. (b)	6,633		1,713,967
Cadence Design Systems, Inc. (b)	8,323		2,238,304
Crowdstrike Holdings, Inc. - Class A (b)	6,633		1,839,198
Datadog, Inc. - Class A (b)	9,168		1,065,872
Fortinet, Inc. (b)	23,528		1,804,833
Intuit, Inc.	8,323		5,245,654
Microsoft Corp.	81,575		34,028,196
Palo Alto Networks, Inc. (b)	10,012		3,631,553
Roper Technologies, Inc.	3,254		1,804,050
Synopsys, Inc. (b)	4,099		2,129,759
Workday, Inc. - Class A (b)	6,633		1,745,739
Zscaler, Inc. (b)	4,099		819,718
			67,393,473
Specialty Retail - 0.8%
O'Reilly Automotive, Inc. (b)	1,565		1,768,403
Ross Stores, Inc.	10,857		1,635,173
			3,403,576
Technology Hardware, Storage & Peripherals - 9.0%
Apple, Inc.	169,810		38,886,490
Super Micro Computer, Inc. (b)	270		118,179
			39,004,669
Textiles, Apparel & Luxury Goods - 0.2%
Lululemon Athletica, Inc. (b)	3,254		844,315
Trading Companies & Distributors - 0.3%
Fastenal Co.	18,460		1,260,449
Wireless Telecommunication Services - 1.7%
T-Mobile US, Inc.	36,199		7,193,465
TOTAL COMMON STOCKS (Cost $411,913,634)			430,286,923
SHORT-TERM INVESTMENTS - 1.1%	Shares		Value
Money Market Funds - 1.1%
First American Treasury Obligations Fund - Class X, 5.18% (c)	4,615,527		4,615,527
TOTAL SHORT-TERM INVESTMENTS (Cost $4,615,527)			4,615,527
TOTAL INVESTMENTS - 100.3% (Cost $416,529,161)		$	434,902,450
Liabilities in Excess of Other Assets - (0.3)%			(1,299,771)
TOTAL NET ASSETS - 100.0%		$	433,602,679

Percentages are stated as a percent of net assets.

The Global Industry Classification Standard ("GICS^®") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor’s Financial Services LLC (“S&P”). GICS^® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

ADR - American Depositary Receipt

ARM - Adjustable Rate Mortgage

NV - Naamloze Vennootschap

PLC - Public Limited Company

(a)	All or a portion of security has been pledged as collateral. The total value of assets committed as collateral as of August 31, 2024 is $430,286,923.
(b)	Non-income producing security.
(c)	The rate shown represents the 7-day annualized effective yield as of August 31, 2024.

NEOS Nasdaq-100® High Income ETF
Schedule of Written Options
August 31, 2024 (Unaudited)
WRITTEN OPTIONS - (1.1)% (a)(b)	Notional Amount			Contracts			Value
Call Options - (1.1)%
NASDAQ-100 Index								–
Expiration: 10/18/2024; Exercise Price: $19,925.00	$	(160,512,048	)		(82	)	$	(2,959,872	)
Expiration: 10/18/2024; Exercise Price: $20,250.00		(160,512,048	)		(82	)		(1,882,638	)
Total Call Options								(4,842,510	)
TOTAL WRITTEN OPTIONS (Premiums received $4,842,342)							$	(4,842,510	)
Percentages are stated as a percent of net assets.

(a)	100 shares per contract.
(b)	Exchange-traded.

NEOS ETF Trust
NEOS Nasdaq-100^® High Income ETF
Notes to Quarterly Schedule of Investments
August 31, 2024 (Unaudited)

Investment Valuation
The Fund discloses the fair value of their investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund’s (observable inputs) and (2) the Fund’s own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:

• Level 1 — Quoted prices in active markets for identical assets that the Fund’s have the ability to access.
• 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 inputs used to value the Fund’s investments as of August 31, 2024:

	Level 1		Level 2			Level 3		Total
Assets:
Common Stocks	$	430,286,923	$	–		$	–	$	430,286,923
Money Market Funds		4,615,527		–			–		4,615,527
Total Assets	$	434,902,450	$	–		$	–	$	434,902,450
Liabilities:
Written Options(a)	$	–	$	(4,842,510	)	$	–	$	(4,842,510	)
Total Liabilities	$	–	$	(4,842,510	)	$	–	$	(4,842,510	)
Refer to the Schedule of Investments for further disaggregation of investment categories.

(a) The tables above are based on market values or unrealized appreciation/(depreciation) rather than the notional amounts of

derivatives. The uncertainties surrounding the valuation inputs for a derivative are likely to be more significant to a Fund’s NAV

than the uncertainties surrounding inputs for a non-derivative security with the same market value.