0001145549-22-063522.txt : 20221027 0001145549-22-063522.hdr.sgml : 20221027 20221027110613 ACCESSION NUMBER: 0001145549-22-063522 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20221027 DATE AS OF CHANGE: 20221027 PERIOD START: 20230531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SHP ETF Trust CENTRAL INDEX KEY: 0001848758 IRS NUMBER: 861805230 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23645 FILM NUMBER: 221335627 BUSINESS ADDRESS: STREET 1: 2434 ELLIS STREET STREET 2: SUITE 804 CITY: DALLAS STATE: TX ZIP: 75204 BUSINESS PHONE: 914.443.5008 MAIL ADDRESS: STREET 1: 2434 ELLIS STREET STREET 2: SUITE 804 CITY: DALLAS STATE: TX ZIP: 75204 0001848758 S000077192 NEOS Enhanced Income Aggregate Bond ETF C000237366 NEOS Enhanced Income Aggregate Bond ETF NPORT-P 1 primary_doc.xml NPORT-P false 0001848758 XXXXXXXX S000077192 C000237366 SHP ETF TRUST 811-23645 0001848758 549300Q4QMDLLFX8BQ98 14785 Preston Road Suite 1000 Dallas 75254 914-443-5008 NEOS Enhanced Income Aggregate Bond ETF S000077192 549300DPLDPJIDKCEQ92 2023-05-31 2022-08-31 N 1973974.560000000000 982236.070000000000 991738.490000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 4856.000000000000 NS USD 489047.760000000000 49.3121689771 Long RF US N 1 N N N Vanguard Total Bond Market ETF N/A Vanguard Total Bond Market ETF 921937835 6562.000000000000 NS USD 489525.200000000000 49.3603107005 Long RF US N 1 N N N 2022-09-29 SHP ETF TRUST /s/ Josh Hunter Josh Hunter Treasurer XXXX NPORT-EX 2 neosav7.htm
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