0001145549-22-063524.txt : 20221027 0001145549-22-063524.hdr.sgml : 20221027 20221027110628 ACCESSION NUMBER: 0001145549-22-063524 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: 221335629 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 S000077193 NEOS Enhanced Income Cash Alternative ETF C000237367 NEOS Enhanced Income Cash Alternative ETF NPORT-P 1 primary_doc.xml NPORT-P false 0001848758 XXXXXXXX S000077193 C000237367 SHP ETF TRUST 811-23645 0001848758 549300Q4QMDLLFX8BQ98 14785 Preston Road Suite 1000 Dallas 75254 914-443-5008 NEOS Enhanced Income Cash Alternative ETF S000077193 549300NLTJHFNOAGFY76 2023-05-31 2022-08-31 N 1993391.550000000000 993193.740000000000 1000197.810000000000 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 United States Treasury Bill 254900HROIFWPRGM1V77 United States Treasury Bill 912796W70 1000000.000000000000 PA USD 993391.550000000000 99.3195086080 Long DBT UST US N 2 2022-11-25 Fixed .000000000000 N N N N N N 2022-09-29 SHP ETF TRUST /s/ Josh Hunter Josh Hunter Treasurer XXXX NPORT-EX 2 neoscv7.htm
 
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