|
SHP ETF Trust
|
||||||||
|
NEOS S&P 500 High Income ETF
|
||||||||
|
Schedule of Investments
|
||||||||
|
February 28, 2023 (Unaudited)
|
||||||||
|
Investments
|
Number of Shares
|
Value
|
||||||
|
COMMON STOCKS — 97.9%(a)
|
||||||||
|
Aerospace & Defense — 1.7%
|
||||||||
|
Boeing Co. (The)*
|
65
|
$
|
13,101
|
|||||
|
General Dynamics Corp.
|
28
|
6,382
|
||||||
|
Howmet Aerospace, Inc.
|
46
|
1,940
|
||||||
|
Huntington Ingalls Industries, Inc.
|
2
|
430
|
||||||
|
L3Harris Technologies, Inc.
|
21
|
4,435
|
||||||
|
Lockheed Martin Corp.
|
28
|
13,279
|
||||||
|
Northrop Grumman Corp.
|
18
|
8,354
|
||||||
|
Raytheon Technologies Corp.
|
182
|
17,852
|
||||||
|
Textron, Inc.
|
27
|
1,958
|
||||||
|
TransDigm Group, Inc.
|
3
|
2,232
|
||||||
|
69,963
|
||||||||
|
Air Freight & Logistics — 0.6%
|
||||||||
|
CH Robinson Worldwide, Inc.
|
12
|
1,199
|
||||||
|
Expeditors International of Washington, Inc.
|
19
|
1,987
|
||||||
|
FedEx Corp.
|
29
|
5,893
|
||||||
|
United Parcel Service, Inc., Class B
|
91
|
16,607
|
||||||
|
25,686
|
||||||||
|
Airlines — 0.2%
|
||||||||
|
Alaska Air Group, Inc.*
|
12
|
574
|
||||||
|
American Airlines Group, Inc.*
|
90
|
1,438
|
||||||
|
Delta Air Lines, Inc.*
|
82
|
3,144
|
||||||
|
Southwest Airlines Co.
|
74
|
2,485
|
||||||
|
United Airlines Holdings, Inc.*
|
46
|
2,390
|
||||||
|
10,031
|
||||||||
|
Auto Components — 0.1%
|
||||||||
|
Aptiv plc*^
|
30
|
3,488
|
||||||
|
BorgWarner, Inc.
|
28
|
1,408
|
||||||
|
4,896
|
||||||||
|
Automobiles — 2.1%
|
||||||||
|
Ford Motor Co.
|
558
|
6,735
|
||||||
|
General Motors Co.
|
189
|
7,322
|
||||||
|
Tesla, Inc.*
|
363
|
74,673
|
||||||
|
88,730
|
||||||||
|
Banks — 3.9%
|
||||||||
|
Bank of America Corp.
|
875
|
30,012
|
||||||
|
Citigroup, Inc.
|
246
|
12,470
|
||||||
|
Citizens Financial Group, Inc.
|
63
|
2,631
|
||||||
|
Comerica, Inc.
|
18
|
1,262
|
||||||
|
Fifth Third Bancorp
|
90
|
3,267
|
||||||
|
First Republic Bank
|
20
|
2,460
|
||||||
|
Huntington Bancshares, Inc.
|
189
|
2,895
|
||||||
|
JPMorgan Chase & Co.
|
370
|
53,040
|
||||||
|
KeyCorp
|
119
|
2,177
|
||||||
|
M&T Bank Corp.
|
20
|
3,106
|
||||||
|
PNC Financial Services Group, Inc. (The)
|
48
|
7,580
|
||||||
|
Regions Financial Corp.
|
120
|
2,798
|
||||||
|
Signature Bank
|
9
|
1,035
|
||||||
|
SVB Financial Group*
|
3
|
864
|
||||||
|
Truist Financial Corp.
|
172
|
8,075
|
||||||
|
US Bancorp
|
172
|
8,210
|
||||||
|
Wells Fargo & Co.
|
479
|
22,403
|
||||||
|
Zions Bancorp NA
|
19
|
962
|
||||||
|
165,247
|
||||||||
|
Beverages — 1.8%
|
||||||||
|
Brown-Forman Corp., Class B
|
20
|
1,297
|
||||||
|
Coca-Cola Co. (The)
|
486
|
28,922
|
||||||
|
Constellation Brands, Inc., Class A
|
19
|
4,250
|
||||||
|
Keurig Dr. Pepper, Inc.
|
108
|
3,731
|
||||||
|
Molson Coors Beverage Co., Class B
|
20
|
1,064
|
||||||
|
Monster Beverage Corp.*
|
46
|
4,681
|
||||||
|
PepsiCo, Inc.
|
171
|
29,674
|
||||||
|
73,619
|
||||||||
|
Biotechnology — 2.1%
|
||||||||
|
AbbVie, Inc.
|
219
|
33,704
|
||||||
|
Amgen, Inc.
|
65
|
15,058
|
||||||
|
Biogen, Inc.*
|
18
|
4,857
|
||||||
|
Gilead Sciences, Inc.
|
155
|
12,482
|
||||||
|
Incyte Corp.*
|
20
|
1,540
|
||||||
|
Moderna, Inc.*
|
36
|
4,997
|
||||||
|
Regeneron Pharmaceuticals, Inc.*
|
11
|
8,365
|
||||||
|
Vertex Pharmaceuticals, Inc.*
|
30
|
8,709
|
||||||
|
89,712
|
||||||||
|
Building Products — 0.4%
|
||||||||
|
A O Smith Corp.
|
12
|
788
|
||||||
|
Allegion plc^
|
10
|
1,127
|
||||||
|
Carrier Global Corp.
|
108
|
4,863
|
||||||
|
Johnson Controls International plc^
|
84
|
5,269
|
||||||
|
Masco Corp.
|
28
|
1,468
|
||||||
|
Trane Technologies plc^
|
28
|
5,179
|
||||||
|
18,694
|
||||||||
|
Capital Markets — 3.0%
|
||||||||
|
Ameriprise Financial, Inc.
|
11
|
3,772
|
||||||
|
Bank of New York Mellon Corp. (The)
|
91
|
4,630
|
||||||
|
BlackRock, Inc.
|
18
|
12,410
|
||||||
|
Cboe Global Markets, Inc.
|
11
|
1,388
|
||||||
|
Charles Schwab Corp. (The)
|
190
|
14,805
|
||||||
|
CME Group, Inc.
|
46
|
8,526
|
||||||
|
FactSet Research Systems, Inc.
|
2
|
829
|
||||||
|
Franklin Resources, Inc.
|
36
|
1,061
|
||||||
|
Goldman Sachs Group, Inc. (The)
|
39
|
13,714
|
||||||
|
Intercontinental Exchange, Inc.
|
72
|
7,330
|
||||||
|
Invesco Ltd.^
|
56
|
989
|
||||||
|
MarketAxess Holdings, Inc.
|
2
|
683
|
||||||
|
Moody’s Corp.
|
19
|
5,513
|
||||||
|
Morgan Stanley
|
172
|
16,598
|
||||||
|
MSCI, Inc.
|
10
|
5,221
|
||||||
|
Nasdaq, Inc.
|
45
|
2,523
|
||||||
|
Northern Trust Corp.
|
27
|
2,572
|
||||||
|
Raymond James Financial, Inc.
|
27
|
2,928
|
||||||
|
S&P Global, Inc.
|
39
|
13,307
|
||||||
|
State Street Corp.
|
46
|
4,079
|
||||||
|
T Rowe Price Group, Inc.
|
28
|
3,144
|
||||||
|
126,022
|
||||||||
|
Chemicals — 1.8%
|
||||||||
|
Air Products and Chemicals, Inc.
|
27
|
7,721
|
||||||
|
Albemarle Corp.
|
12
|
3,052
|
||||||
|
Celanese Corp.
|
11
|
1,278
|
||||||
|
CF Industries Holdings, Inc.
|
21
|
1,804
|
||||||
|
Corteva, Inc.
|
92
|
5,731
|
||||||
|
Dow, Inc.
|
90
|
5,148
|
||||||
|
DuPont de Nemours, Inc.
|
63
|
4,601
|
||||||
|
Eastman Chemical Co.
|
12
|
1,022
|
||||||
|
Ecolab, Inc.
|
29
|
4,622
|
||||||
|
FMC Corp.
|
12
|
1,550
|
||||||
|
International Flavors & Fragrances, Inc.
|
30
|
2,796
|
||||||
|
Linde plc^
|
63
|
21,947
|
||||||
|
LyondellBasell Industries NV, Class A^
|
29
|
2,784
|
||||||
|
Mosaic Co. (The)
|
45
|
2,393
|
||||||
|
PPG Industries, Inc.
|
29
|
3,830
|
||||||
|
Sherwin-Williams Co. (The)
|
29
|
6,419
|
||||||
|
76,698
|
||||||||
|
Commercial Services & Supplies — 0.5%
|
||||||||
|
Cintas Corp.
|
10
|
4,385
|
||||||
|
Copart, Inc.*
|
55
|
3,875
|
||||||
|
Republic Services, Inc.
|
27
|
3,481
|
||||||
|
Rollins, Inc.
|
28
|
986
|
||||||
|
Waste Management, Inc.
|
46
|
6,889
|
||||||
|
19,616
|
||||||||
|
Communications Equipment — 0.9%
|
||||||||
|
Arista Networks, Inc.*
|
29
|
4,022
|
||||||
|
Cisco Systems, Inc.
|
523
|
25,324
|
||||||
|
F5, Inc.*
|
9
|
1,287
|
||||||
|
Juniper Networks, Inc.
|
38
|
1,170
|
||||||
|
Motorola Solutions, Inc.
|
20
|
5,256
|
||||||
|
37,059
|
||||||||
|
Construction & Engineering — 0.1%
|
||||||||
|
Quanta Services, Inc.
|
18
|
2,905
|
||||||
|
Construction Materials — 0.2%
|
||||||||
|
Martin Marietta Materials, Inc.
|
9
|
3,239
|
||||||
|
Vulcan Materials Co.
|
18
|
3,256
|
||||||
|
6,495
|
||||||||
|
Consumer Finance — 0.6%
|
||||||||
|
American Express Co.
|
81
|
14,093
|
||||||
|
Capital One Financial Corp.
|
48
|
5,236
|
||||||
|
Discover Financial Services
|
36
|
4,032
|
||||||
|
Synchrony Financial
|
57
|
2,036
|
||||||
|
25,397
|
||||||||
|
Containers & Packaging — 0.3%
|
||||||||
|
Amcor plc^
|
190
|
2,117
|
||||||
|
Avery Dennison Corp.
|
9
|
1,640
|
||||||
|
Ball Corp.
|
38
|
2,136
|
||||||
|
International Paper Co.
|
45
|
1,637
|
||||||
|
Packaging Corp of America
|
10
|
1,367
|
||||||
|
Sealed Air Corp.
|
18
|
875
|
||||||
|
Westrock Co.
|
30
|
942
|
||||||
|
10,714
|
||||||||
|
Distributors — 0.1%
|
||||||||
|
Genuine Parts Co.
|
18
|
3,184
|
||||||
|
LKQ Corp.
|
29
|
1,661
|
||||||
|
Pool Corp.
|
2
|
714
|
||||||
|
5,559
|
||||||||
|
Diversified Financial Services — 1.7%
|
||||||||
|
Berkshire Hathaway, Inc., Class B*
|
227
|
69,276
|
||||||
|
Diversified Telecommunication Services — 0.9%
|
||||||||
|
AT&T, Inc.
|
946
|
17,889
|
||||||
|
Lumen Technologies, Inc.
|
120
|
408
|
||||||
|
Verizon Communications, Inc.
|
531
|
20,608
|
||||||
|
38,905
|
||||||||
|
Electric Utilities — 1.8%
|
||||||||
|
Alliant Energy Corp.
|
29
|
1,487
|
||||||
|
American Electric Power Co., Inc.
|
64
|
5,630
|
||||||
|
Constellation Energy Corp.
|
38
|
2,846
|
||||||
|
Duke Energy Corp.
|
93
|
8,766
|
||||||
|
Edison International
|
47
|
3,112
|
||||||
|
Entergy Corp.
|
27
|
2,778
|
||||||
|
Evergy, Inc.
|
28
|
1,647
|
||||||
|
Eversource Energy
|
45
|
3,391
|
||||||
|
Exelon Corp.
|
120
|
4,847
|
||||||
|
FirstEnergy Corp.
|
65
|
2,570
|
||||||
|
NextEra Energy, Inc.
|
252
|
17,900
|
||||||
|
NRG Energy, Inc.
|
28
|
918
|
||||||
|
PG&E Corp.*
|
199
|
3,108
|
||||||
|
Pinnacle West Capital Corp.
|
11
|
810
|
||||||
|
PPL Corp.
|
91
|
2,463
|
||||||
|
Southern Co. (The)
|
136
|
8,576
|
||||||
|
Xcel Energy, Inc.
|
66
|
4,262
|
||||||
|
75,111
|
||||||||
|
Electrical Equipment — 0.5%
|
||||||||
|
AMETEK, Inc.
|
28
|
3,963
|
||||||
|
Eaton Corp. plc^
|
47
|
8,222
|
||||||
|
Emerson Electric Co.
|
73
|
6,038
|
||||||
|
Generac Holdings, Inc.*
|
9
|
1,080
|
||||||
|
Rockwell Automation, Inc.
|
12
|
3,539
|
||||||
|
22,842
|
||||||||
|
Electronic Equipment, Instruments & Components — 0.6%
|
||||||||
|
Amphenol Corp., Class A
|
74
|
5,737
|
||||||
|
CDW Corp.
|
18
|
3,644
|
||||||
|
Corning, Inc.
|
99
|
3,361
|
||||||
|
Keysight Technologies, Inc.*
|
20
|
3,199
|
||||||
|
TE Connectivity Ltd.^
|
39
|
4,965
|
||||||
|
Teledyne Technologies, Inc.*
|
3
|
1,290
|
||||||
|
Trimble, Inc.*
|
36
|
1,874
|
||||||
|
Zebra Technologies Corp.*
|
3
|
901
|
||||||
|
24,971
|
||||||||
|
Energy Equipment & Services — 0.4%
|
||||||||
|
Baker Hughes Co.
|
119
|
3,641
|
||||||
|
Halliburton Co.
|
102
|
3,696
|
||||||
|
Schlumberger NV^
|
171
|
9,099
|
||||||
|
16,436
|
||||||||
|
Entertainment — 1.4%
|
||||||||
|
Activision Blizzard, Inc.
|
84
|
6,405
|
||||||
|
Electronic Arts, Inc.
|
30
|
3,328
|
||||||
|
Live Nation Entertainment, Inc.*
|
18
|
1,297
|
||||||
|
Netflix, Inc.*
|
56
|
18,039
|
||||||
|
Take-Two Interactive Software, Inc.*
|
19
|
2,081
|
||||||
|
Walt Disney Co. (The)*
|
244
|
24,305
|
||||||
|
Warner Bros. Discovery, Inc.*
|
333
|
5,202
|
||||||
|
60,657
|
||||||||
|
Food & Staples Retailing — 1.5%
|
||||||||
|
Costco Wholesale Corp.
|
56
|
27,114
|
||||||
|
Kroger Co. (The)
|
83
|
3,581
|
||||||
|
Sysco Corp.
|
65
|
4,847
|
||||||
|
Walgreens Boots Alliance, Inc.
|
91
|
3,233
|
||||||
|
Walmart, Inc.
|
180
|
25,583
|
||||||
|
64,358
|
||||||||
|
Food Products — 1.1%
|
||||||||
|
Archer-Daniels-Midland Co.
|
65
|
5,174
|
||||||
|
Campbell Soup Co.
|
21
|
1,103
|
||||||
|
Conagra Brands, Inc.
|
56
|
2,039
|
||||||
|
General Mills, Inc.
|
72
|
5,725
|
||||||
|
Hershey Co. (The)
|
18
|
4,290
|
||||||
|
Hormel Foods Corp.
|
36
|
1,598
|
||||||
|
J M Smucker Co. (The)
|
11
|
1,627
|
||||||
|
Kellogg Co.
|
29
|
1,912
|
||||||
|
Kraft Heinz Co. (The)
|
99
|
3,855
|
||||||
|
Lamb Weston Holdings, Inc.
|
18
|
1,811
|
||||||
|
McCormick & Co., Inc.
|
29
|
2,155
|
||||||
|
Mondelez International, Inc.
|
171
|
11,146
|
||||||
|
Tyson Foods, Inc., Class A
|
37
|
2,192
|
||||||
|
44,627
|
||||||||
|
Gas Utilities — 0.0% (b)
|
||||||||
|
Atmos Energy Corp.
|
18
|
2,031
|
||||||
|
Health Care Equipment & Supplies — 2.7%
|
||||||||
|
Abbott Laboratories
|
218
|
22,175
|
||||||
|
Align Technology, Inc.*
|
9
|
2,785
|
||||||
|
Baxter International, Inc.
|
64
|
2,557
|
||||||
|
Becton Dickinson and Co.
|
36
|
8,444
|
||||||
|
Boston Scientific Corp.*
|
180
|
8,410
|
||||||
|
Cooper Co., Inc. (The)
|
3
|
981
|
||||||
|
DENTSPLY SIRONA, Inc.
|
27
|
1,028
|
||||||
|
Dexcom, Inc.*
|
47
|
5,217
|
||||||
|
Edwards Lifesciences Corp.*
|
75
|
6,033
|
||||||
|
GE HealthCare Technologies Inc.*
|
46
|
3,496
|
||||||
|
Hologic, Inc.*
|
29
|
2,310
|
||||||
|
IDEXX Laboratories, Inc.*
|
10
|
4,732
|
||||||
|
Intuitive Surgical, Inc.*
|
45
|
10,323
|
||||||
|
Medtronic plc^
|
165
|
13,662
|
||||||
|
ResMed, Inc.
|
18
|
3,834
|
||||||
|
STERIS plc^
|
11
|
2,068
|
||||||
|
Stryker Corp.
|
39
|
10,252
|
||||||
|
Teleflex, Inc.
|
3
|
715
|
||||||
|
Zimmer Biomet Holdings, Inc.
|
27
|
3,344
|
||||||
|
112,366
|
||||||||
|
Health Care Providers & Services — 3.1%
|
||||||||
|
AmerisourceBergen Corp.
|
19
|
2,956
|
||||||
|
Cardinal Health, Inc.
|
29
|
2,196
|
||||||
|
Centene Corp.*
|
73
|
4,993
|
||||||
|
Cigna Corp.
|
37
|
10,808
|
||||||
|
CVS Health Corp.
|
173
|
14,452
|
||||||
|
DaVita, Inc.*
|
3
|
247
|
||||||
|
Elevance Health, Inc.
|
29
|
13,620
|
||||||
|
HCA Healthcare, Inc.
|
27
|
6,573
|
||||||
|
Henry Schein, Inc.*
|
12
|
940
|
||||||
|
Humana, Inc.
|
12
|
5,940
|
||||||
|
Laboratory Corp. of America Holdings
|
10
|
2,394
|
||||||
|
McKesson Corp.
|
18
|
6,296
|
||||||
|
Molina Healthcare, Inc.*
|
3
|
826
|
||||||
|
Quest Diagnostics, Inc.
|
11
|
1,522
|
||||||
|
UnitedHealth Group, Inc.
|
118
|
56,161
|
||||||
|
Universal Health Services, Inc., Class B
|
3
|
401
|
||||||
|
130,325
|
||||||||
|
Hotels, Restaurants & Leisure — 1.9%
|
||||||||
|
Booking Holdings, Inc.*
|
2
|
5,048
|
||||||
|
Caesars Entertainment, Inc.*
|
28
|
1,421
|
||||||
|
Carnival Corp.*^
|
136
|
1,444
|
||||||
|
Chipotle Mexican Grill, Inc.*
|
2
|
2,982
|
||||||
|
Darden Restaurants, Inc.
|
12
|
1,716
|
||||||
|
Domino’s Pizza, Inc.
|
2
|
588
|
||||||
|
Expedia Group, Inc.*
|
19
|
2,071
|
||||||
|
Hilton Worldwide Holdings, Inc.
|
36
|
5,202
|
||||||
|
Las Vegas Sands Corp.*
|
39
|
2,241
|
||||||
|
Marriott International, Inc., Class A
|
36
|
6,093
|
||||||
|
McDonald’s Corp.
|
92
|
24,280
|
||||||
|
MGM Resorts International
|
39
|
1,677
|
||||||
|
Norwegian Cruise Line Holdings Ltd.*^
|
56
|
830
|
||||||
|
Royal Caribbean Cruises Ltd.*^
|
28
|
1,978
|
||||||
|
Starbucks Corp.
|
145
|
14,803
|
||||||
|
Wynn Resorts Ltd.*
|
11
|
1,192
|
||||||
|
Yum! Brands, Inc.
|
36
|
4,578
|
||||||
|
78,144
|
||||||||
|
Household Durables — 0.3%
|
||||||||
|
DR Horton, Inc.
|
37
|
3,422
|
||||||
|
Garmin Ltd.^
|
19
|
1,865
|
||||||
|
Lennar Corp., Class A
|
29
|
2,805
|
||||||
|
Mohawk Industries, Inc.*
|
3
|
309
|
||||||
|
Newell Brands, Inc.
|
47
|
690
|
||||||
|
PulteGroup, Inc.
|
27
|
1,476
|
||||||
|
Whirlpool Corp.
|
3
|
414
|
||||||
|
10,981
|
||||||||
|
Household Products — 1.4%
|
||||||||
|
Church & Dwight Co., Inc.
|
28
|
2,346
|
||||||
|
Clorox Co. (The)
|
12
|
1,865
|
||||||
|
Colgate-Palmolive Co.
|
101
|
7,403
|
||||||
|
Kimberly-Clark Corp.
|
39
|
4,877
|
||||||
|
Procter & Gamble Co. (The)
|
291
|
40,030
|
||||||
|
56,521
|
||||||||
|
Independent Power and Renewable Electricity Producers — 0.0% (b)
|
||||||||
|
AES Corp. (The)
|
83
|
2,048
|
||||||
|
Industrial Conglomerates — 0.8%
|
||||||||
|
3M Co.
|
66
|
7,111
|
||||||
|
General Electric Co.
|
138
|
11,690
|
||||||
|
Honeywell International, Inc.
|
82
|
15,701
|
||||||
|
34,502
|
||||||||
|
Insurance — 2.3%
|
||||||||
|
Aflac, Inc.
|
72
|
4,907
|
||||||
|
Allstate Corp. (The)
|
29
|
3,735
|
||||||
|
American International Group, Inc.
|
92
|
5,622
|
||||||
|
Aon plc, Class A^
|
27
|
8,209
|
||||||
|
Arch Capital Group Ltd.*^
|
45
|
3,150
|
||||||
|
Arthur J Gallagher & Co.
|
27
|
5,058
|
||||||
|
Assurant, Inc.
|
3
|
382
|
||||||
|
Brown & Brown, Inc.
|
28
|
1,570
|
||||||
|
Chubb Ltd.^
|
48
|
10,129
|
||||||
|
Cincinnati Financial Corp.
|
19
|
2,293
|
||||||
|
Everest Re Group Ltd.^
|
2
|
768
|
||||||
|
Globe Life, Inc.
|
10
|
1,217
|
||||||
|
Hartford Financial Services Group, Inc. (The)
|
38
|
2,975
|
||||||
|
Lincoln National Corp.
|
19
|
603
|
||||||
|
Loews Corp.
|
21
|
1,283
|
||||||
|
Marsh & McLennan Cos., Inc.
|
64
|
10,377
|
||||||
|
MetLife, Inc.
|
82
|
5,882
|
||||||
|
Principal Financial Group, Inc.
|
28
|
2,508
|
||||||
|
Progressive Corp. (The)
|
73
|
10,477
|
||||||
|
Prudential Financial, Inc.
|
46
|
4,600
|
||||||
|
Travelers Co., Inc. (The)
|
28
|
5,183
|
||||||
|
W R Berkley Corp.
|
27
|
1,787
|
||||||
|
Willis Towers Watson plc^
|
11
|
2,578
|
||||||
|
95,293
|
||||||||
|
Interactive Media & Services — 4.3%
|
||||||||
|
Alphabet, Inc., Class A*
|
766
|
68,986
|
||||||
|
Alphabet, Inc., Class C*
|
676
|
61,043
|
||||||
|
Match Group, Inc.*
|
36
|
1,491
|
||||||
|
Meta Platforms, Inc., Class A*
|
272
|
47,584
|
||||||
|
179,104
|
||||||||
|
Internet & Direct Marketing Retail — 2.7%
|
||||||||
|
Amazon.com, Inc.*
|
1,152
|
108,553
|
||||||
|
eBay, Inc.
|
66
|
3,029
|
||||||
|
Etsy, Inc.*
|
12
|
1,457
|
||||||
|
113,039
|
||||||||
|
IT Services — 4.4%
|
||||||||
|
Accenture plc, Class A^
|
84
|
22,306
|
||||||
|
Akamai Technologies, Inc.*
|
19
|
1,380
|
||||||
|
Automatic Data Processing, Inc.
|
54
|
11,870
|
||||||
|
Broadridge Financial Solutions, Inc.
|
12
|
1,689
|
||||||
|
Cognizant Technology Solutions Corp., Class A
|
65
|
4,071
|
||||||
|
DXC Technology Co.*
|
28
|
777
|
||||||
|
EPAM Systems, Inc.*
|
3
|
923
|
||||||
|
Fidelity National Information Services, Inc.
|
74
|
4,689
|
||||||
|
Fiserv, Inc.*
|
81
|
9,322
|
||||||
|
FleetCor Technologies, Inc.*
|
9
|
1,933
|
||||||
|
Gartner, Inc.*
|
9
|
2,950
|
||||||
|
Global Payments, Inc.
|
36
|
4,039
|
||||||
|
International Business Machines Corp.
|
118
|
15,257
|
||||||
|
Jack Henry & Associates, Inc.
|
9
|
1,478
|
||||||
|
Mastercard, Inc., Class A
|
109
|
38,727
|
||||||
|
Paychex, Inc.
|
39
|
4,306
|
||||||
|
PayPal Holdings, Inc.*
|
146
|
10,746
|
||||||
|
VeriSign, Inc.*
|
10
|
1,968
|
||||||
|
Visa, Inc., Class A
|
208
|
45,748
|
||||||
|
184,179
|
||||||||
|
Leisure Products — 0.0% (b)
|
||||||||
|
Hasbro, Inc.
|
18
|
990
|
||||||
|
Life Sciences Tools & Services — 1.7%
|
||||||||
|
Agilent Technologies, Inc.
|
37
|
5,253
|
||||||
|
Bio-Rad Laboratories, Inc., Class A*
|
1
|
478
|
||||||
|
Bio-Techne Corp.
|
19
|
1,380
|
||||||
|
Charles River Laboratories International, Inc.*
|
3
|
658
|
||||||
|
Danaher Corp.
|
83
|
20,545
|
||||||
|
Illumina, Inc.*
|
19
|
3,785
|
||||||
|
IQVIA Holdings, Inc.*
|
21
|
4,378
|
||||||
|
Mettler-Toledo International Inc.*
|
1
|
1,434
|
||||||
|
PerkinElmer, Inc.
|
12
|
1,495
|
||||||
|
Thermo Fisher Scientific, Inc.
|
48
|
26,004
|
||||||
|
Waters Corp.*
|
3
|
933
|
||||||
|
West Pharmaceutical Services, Inc.
|
9
|
2,853
|
||||||
|
69,196
|
||||||||
|
Machinery — 1.7%
|
||||||||
|
Caterpillar, Inc.
|
63
|
15,092
|
||||||
|
Cummins, Inc.
|
18
|
4,375
|
||||||
|
Deere & Co.
|
30
|
12,577
|
||||||
|
Dover Corp.
|
18
|
2,698
|
||||||
|
Fortive Corp.
|
45
|
3,000
|
||||||
|
IDEX Corp.
|
9
|
2,025
|
||||||
|
Illinois Tool Works, Inc.
|
36
|
8,394
|
||||||
|
Ingersoll Rand, Inc.
|
48
|
2,787
|
||||||
|
Nordson Corp.
|
3
|
659
|
||||||
|
Otis Worldwide Corp.
|
48
|
4,062
|
||||||
|
PACCAR, Inc.
|
65
|
4,693
|
||||||
|
Parker-Hannifin Corp.
|
12
|
4,222
|
||||||
|
Pentair plc^
|
19
|
1,063
|
||||||
|
Snap-on, Inc.
|
3
|
746
|
||||||
|
Stanley Black & Decker, Inc.
|
19
|
1,626
|
||||||
|
Westinghouse Air Brake Technologies Corp.
|
20
|
2,087
|
||||||
|
Xylem, Inc.
|
20
|
2,053
|
||||||
|
72,159
|
||||||||
|
Media — 0.8%
|
||||||||
|
Charter Communications, Inc., Class A*
|
12
|
4,411
|
||||||
|
Comcast Corp., Class A
|
567
|
21,076
|
||||||
|
DISH Network Corp., Class A*
|
30
|
342
|
||||||
|
Fox Corp., Class A
|
38
|
1,331
|
||||||
|
Fox Corp., Class B
|
18
|
581
|
||||||
|
Interpublic Group of Co., Inc. (The)
|
47
|
1,670
|
||||||
|
News Corp., Class A
|
47
|
806
|
||||||
|
News Corp., Class B
|
12
|
207
|
||||||
|
Omnicom Group, Inc.
|
21
|
1,902
|
||||||
|
Paramount Global, Class B
|
72
|
1,542
|
||||||
|
33,868
|
||||||||
|
Metals & Mining — 0.4%
|
||||||||
|
Freeport-McMoRan, Inc.
|
181
|
7,416
|
||||||
|
Newmont Corp.
|
99
|
4,317
|
||||||
|
Nucor Corp.
|
36
|
6,028
|
||||||
|
17,761
|
||||||||
|
Multiline Retail — 0.5%
|
||||||||
|
Dollar General Corp.
|
27
|
5,840
|
||||||
|
Dollar Tree, Inc.*
|
27
|
3,923
|
||||||
|
Target Corp.
|
56
|
9,436
|
||||||
|
19,199
|
||||||||
|
Multi-Utilities — 0.8%
|
||||||||
|
Ameren Corp.
|
30
|
2,481
|
||||||
|
CenterPoint Energy, Inc.
|
75
|
2,086
|
||||||
|
CMS Energy Corp.
|
36
|
2,123
|
||||||
|
Consolidated Edison, Inc.
|
45
|
4,021
|
||||||
|
Dominion Energy, Inc.
|
101
|
5,618
|
||||||
|
DTE Energy Co.
|
21
|
2,304
|
||||||
|
NiSource, Inc.
|
48
|
1,317
|
||||||
|
Public Service Enterprise Group, Inc.
|
63
|
3,807
|
||||||
|
Sempra Energy
|
38
|
5,698
|
||||||
|
WEC Energy Group, Inc.
|
38
|
3,369
|
||||||
|
32,824
|
||||||||
|
Oil, Gas & Consumable Fuels — 4.2%
|
||||||||
|
APA Corp.
|
38
|
1,458
|
||||||
|
Chevron Corp.
|
217
|
34,887
|
||||||
|
ConocoPhillips
|
153
|
15,813
|
||||||
|
Coterra Energy, Inc.
|
99
|
2,472
|
||||||
|
Devon Energy Corp.
|
82
|
4,421
|
||||||
|
Diamondback Energy, Inc.
|
20
|
2,812
|
||||||
|
EOG Resources, Inc.
|
72
|
8,137
|
||||||
|
EQT Corp.
|
45
|
1,493
|
||||||
|
Exxon Mobil Corp.
|
506
|
55,614
|
||||||
|
Hess Corp.
|
30
|
4,041
|
||||||
|
Kinder Morgan, Inc.
|
244
|
4,163
|
||||||
|
Marathon Oil Corp.
|
75
|
1,886
|
||||||
|
Marathon Petroleum Corp.
|
56
|
6,922
|
||||||
|
Occidental Petroleum Corp.
|
91
|
5,329
|
||||||
|
ONEOK, Inc.
|
55
|
3,600
|
||||||
|
Phillips 66
|
56
|
5,743
|
||||||
|
Pioneer Natural Resources Co.
|
28
|
5,612
|
||||||
|
Targa Resources Corp.
|
28
|
2,075
|
||||||
|
Valero Energy Corp.
|
46
|
6,060
|
||||||
|
Williams Co., Inc. (The)
|
153
|
4,605
|
||||||
|
177,143
|
||||||||
|
Personal Products — 0.2%
|
||||||||
|
Estee Lauder Co., Inc., Class A (The)
|
28
|
6,805
|
||||||
|
Pharmaceuticals — 4.2%
|
||||||||
|
Bristol-Myers Squibb Co.
|
280
|
19,309
|
||||||
|
Catalent, Inc.*
|
20
|
1,364
|
||||||
|
Eli Lilly & Co.
|
99
|
30,811
|
||||||
|
Johnson & Johnson
|
325
|
49,810
|
||||||
|
Merck & Company, Inc.
|
308
|
32,722
|
||||||
|
Organon & Co.
|
29
|
710
|
||||||
|
Pfizer, Inc.
|
702
|
28,480
|
||||||
|
Viatris, Inc.
|
147
|
1,676
|
||||||
|
Zoetis, Inc.
|
57
|
9,519
|
||||||
|
174,401
|
||||||||
|
Professional Services — 0.3%
|
||||||||
|
CoStar Group, Inc.*
|
48
|
3,392
|
||||||
|
Equifax, Inc.
|
12
|
2,430
|
||||||
|
Jacobs Solutions, Inc.
|
12
|
1,434
|
||||||
|
Leidos Holdings, Inc.
|
18
|
1,747
|
||||||
|
Robert Half International, Inc.
|
11
|
887
|
||||||
|
Verisk Analytics, Inc.
|
19
|
3,251
|
||||||
|
13,141
|
||||||||
|
Real Estate Investment Trusts — 2.5%
|
||||||||
|
Alexandria Real Estate Equities, Inc.
|
19
|
2,846
|
||||||
|
American Tower Corp.
|
56
|
11,089
|
||||||
|
AvalonBay Communities, Inc.
|
18
|
3,105
|
||||||
|
Boston Properties, Inc.
|
18
|
1,179
|
||||||
|
Camden Property Trust
|
11
|
1,262
|
||||||
|
Crown Castle, Inc.
|
55
|
7,191
|
||||||
|
Digital Realty Trust, Inc.
|
37
|
3,856
|
||||||
|
Equinix, Inc.
|
10
|
6,883
|
||||||
|
Equity Residential
|
45
|
2,813
|
||||||
|
Essex Property Trust, Inc.
|
9
|
2,053
|
||||||
|
Extra Space Storage, Inc.
|
18
|
2,964
|
||||||
|
Federal Realty Investment Trust
|
9
|
961
|
||||||
|
Healthpeak Properties, Inc.
|
65
|
1,564
|
||||||
|
Host Hotels & Resorts, Inc.
|
92
|
1,546
|
||||||
|
Invitation Homes, Inc.
|
73
|
2,282
|
||||||
|
Iron Mountain, Inc.
|
37
|
1,952
|
||||||
|
Kimco Realty Corp.
|
75
|
1,546
|
||||||
|
Mid-America Apartment Communities, Inc.
|
12
|
1,921
|
||||||
|
Prologis, Inc.
|
118
|
14,561
|
||||||
|
Public Storage
|
19
|
5,680
|
||||||
|
Realty Income Corp.
|
75
|
4,796
|
||||||
|
Regency Centers Corp.
|
19
|
1,195
|
||||||
|
SBA Communications Corp.
|
11
|
2,853
|
||||||
|
Simon Property Group, Inc.
|
38
|
4,639
|
||||||
|
UDR, Inc.
|
38
|
1,628
|
||||||
|
Ventas, Inc.
|
48
|
2,335
|
||||||
|
VICI Properties, Inc.
|
119
|
3,990
|
||||||
|
Vornado Realty Trust
|
19
|
376
|
||||||
|
Welltower, Inc.
|
57
|
4,225
|
||||||
|
Weyerhaeuser Co.
|
92
|
2,875
|
||||||
|
106,166
|
||||||||
|
Real Estate Management & Development — 0.1%
|
||||||||
|
CBRE Group, Inc., Class A*
|
38
|
3,235
|
||||||
|
Road & Rail — 0.8%
|
||||||||
|
CSX Corp.
|
263
|
8,019
|
||||||
|
JB Hunt Transport Services, Inc.
|
10
|
1,808
|
||||||
|
Norfolk Southern Corp.
|
28
|
6,295
|
||||||
|
Old Dominion Freight Line, Inc.
|
10
|
3,392
|
||||||
|
Union Pacific Corp.
|
75
|
15,546
|
||||||
|
35,060
|
||||||||
|
Semiconductors & Semiconductor Equipment — 6.0%
|
||||||||
|
Advanced Micro Devices, Inc.*
|
217
|
17,052
|
||||||
|
Analog Devices, Inc.
|
64
|
11,742
|
||||||
|
Applied Materials, Inc.
|
109
|
12,660
|
||||||
|
Broadcom, Inc.
|
47
|
27,932
|
||||||
|
Enphase Energy, Inc.*
|
18
|
3,790
|
||||||
|
First Solar, Inc.*
|
10
|
1,691
|
||||||
|
Intel Corp.
|
541
|
13,487
|
||||||
|
KLA Corp.
|
18
|
6,829
|
||||||
|
Lam Research Corp.
|
18
|
8,748
|
||||||
|
Microchip Technology, Inc.
|
73
|
5,915
|
||||||
|
Micron Technology, Inc.
|
144
|
8,326
|
||||||
|
Monolithic Power Systems, Inc.
|
3
|
1,453
|
||||||
|
NVIDIA Corp.
|
326
|
75,684
|
||||||
|
NXP Semiconductors NV^
|
30
|
5,354
|
||||||
|
ON Semiconductor Corp.*
|
56
|
4,335
|
||||||
|
Qorvo, Inc.*
|
11
|
1,110
|
||||||
|
QUALCOMM, Inc.
|
146
|
18,035
|
||||||
|
Skyworks Solutions, Inc.
|
19
|
2,120
|
||||||
|
SolarEdge Technologies, Inc.*
|
3
|
954
|
||||||
|
Teradyne, Inc.
|
19
|
1,922
|
||||||
|
Texas Instruments, Inc.
|
117
|
20,060
|
||||||
|
249,199
|
||||||||
|
Software — 8.5%
|
||||||||
|
Adobe, Inc.*
|
56
|
18,141
|
||||||
|
ANSYS, Inc.*
|
10
|
3,036
|
||||||
|
Autodesk, Inc.*
|
27
|
5,365
|
||||||
|
Cadence Design Systems, Inc.*
|
30
|
5,788
|
||||||
|
Ceridian HCM Holding, Inc.*
|
19
|
1,386
|
||||||
|
Fortinet, Inc.*
|
83
|
4,934
|
||||||
|
Gen Digital, Inc.
|
74
|
1,444
|
||||||
|
Intuit, Inc.
|
36
|
14,658
|
||||||
|
Microsoft Corp.
|
957
|
238,695
|
||||||
|
Oracle Corp.
|
190
|
16,606
|
||||||
|
Paycom Software, Inc.*
|
3
|
867
|
||||||
|
PTC, Inc.*
|
11
|
1,379
|
||||||
|
Roper Technologies, Inc.
|
11
|
4,732
|
||||||
|
Salesforce, Inc.*
|
127
|
20,778
|
||||||
|
ServiceNow, Inc.*
|
21
|
9,076
|
||||||
|
Synopsys, Inc.*
|
19
|
6,911
|
||||||
|
Tyler Technologies, Inc.*
|
2
|
643
|
||||||
|
354,439
|
||||||||
|
Specialty Retail — 2.0%
|
||||||||
|
Advance Auto Parts, Inc.
|
3
|
435
|
||||||
|
AutoZone, Inc.*
|
1
|
2,487
|
||||||
|
Bath & Body Works, Inc.
|
28
|
1,144
|
||||||
|
Best Buy Co., Inc.
|
21
|
1,745
|
||||||
|
CarMax, Inc.*
|
20
|
1,381
|
||||||
|
Home Depot, Inc. (The)
|
128
|
37,957
|
||||||
|
Lowe’s Cos., Inc.
|
74
|
15,226
|
||||||
|
O’Reilly Automotive, Inc.*
|
3
|
2,490
|
||||||
|
Ross Stores, Inc.
|
39
|
4,311
|
||||||
|
TJX Co., Inc. (The)
|
144
|
11,031
|
||||||
|
Tractor Supply Co.
|
11
|
2,566
|
||||||
|
Ulta Beauty, Inc.*
|
3
|
1,556
|
||||||
|
82,329
|
||||||||
|
Technology Hardware, Storage & Peripherals — 7.3%
|
||||||||
|
Apple, Inc.
|
1,998
|
294,525
|
||||||
|
Hewlett Packard Enterprise Co.
|
164
|
2,560
|
||||||
|
HP, Inc.
|
118
|
3,483
|
||||||
|
NetApp, Inc.
|
28
|
1,807
|
||||||
|
Seagate Technology Holdings plc^
|
21
|
1,356
|
||||||
|
Western Digital Corp.*
|
45
|
1,732
|
||||||
|
305,463
|
||||||||
|
Textiles, Apparel & Luxury Goods — 0.5%
|
||||||||
|
NIKE, Inc., Class B
|
165
|
19,600
|
||||||
|
Ralph Lauren Corp.
|
2
|
236
|
||||||
|
Tapestry, Inc.
|
29
|
1,262
|
||||||
|
VF Corp.
|
45
|
1,117
|
||||||
|
22,215
|
||||||||
|
Tobacco — 0.7%
|
||||||||
|
Altria Group, Inc.
|
219
|
10,168
|
||||||
|
Philip Morris International, Inc.
|
191
|
18,584
|
||||||
|
28,752
|
||||||||
|
Trading Companies & Distributors — 0.2%
|
||||||||
|
Fastenal Co.
|
74
|
3,816
|
||||||
|
United Rentals, Inc.
|
9
|
4,217
|
||||||
|
WW Grainger, Inc.
|
3
|
2,005
|
||||||
|
10,038
|
||||||||
|
Water Utilities — 0.1%
|
||||||||
|
American Water Works Co, Inc.
|
20
|
2,808
|
||||||
|
Wireless Telecommunication Services — 0.2%
|
||||||||
|
T-Mobile US, Inc.*
|
72
|
10,237
|
||||||
|
TOTAL COMMON STOCKS
|
||||||||
|
(Cost $4,086,135)
|
4,100,187
|
|||||||
|
CONTINGENT VALUE RIGHTS — 0.0% (b)(c)
|
||||||||
|
ABIOMED, Inc.
|
2
|
-
|
||||||
|
TOTAL CONTINGENT VALUE RIGHTS
|
||||||||
|
(Cost $ --)
|
-
|
|||||||
|
SHORT-TERM INVESTMENTS — 2.0%
|
||||||||
|
Money Market Fund
|
||||||||
|
First American Treasury Obligations Fund, Class X, 4.480% (d)
|
86,457
|
86,457
|
||||||
|
TOTAL SHORT-TERM INVESTMENTS
|
||||||||
|
(Cost $86,457)
|
86,457
|
|||||||
|
TOTAL INVESTMENTS — 99.9%
|
||||||||
|
(Cost $4,172,592)
|
4,186,644
|
|||||||
|
OTHER ASSETS LESS LIABILITIES — 0.1%
|
2,759
|
|||||||
|
NET ASSETS — 100.0%
|
$
|
4,189,403
|
||||||
|
*
|
Non-income producing security.
|
||||
|
^
|
Foreign security.
|
||||
|
(a)
|
All or a portion of these securities has been segregated as collateral for written option contracts. As of 2/28/2023, the aggregate fair value of
those securities was $4,100,187, representing 97.9% of net assets.
|
||||
|
(b)
|
Represents less than 0.05%.
|
||||
|
(c)
|
Illiquid security.
|
||||
|
(d)
|
7-day net yield.
|
||||
|
The Global Industry Classification Standard (GICS®) was
developed by and/or is the exclusive property of Morgan Stanley Capital International, 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.
|
|||||
|
SHP ETF Trust
|
|||||||||||||||||||||
|
NEOS S&P 500 High Income ETF
|
|||||||||||||||||||||
|
Schedule of Written Options
|
|||||||||||||||||||||
|
February 28, 2023 (Unaudited)
|
|||||||||||||||||||||
|
A list of the exchange traded option contracts held by the Fund at February 28, 2023, is as follows:
|
|||||||||||||||||||||
|
WRITTEN OPTIONS
|
Contracts (e)
|
Exercise Price
|
Expiration Date
|
Premium Received
|
Notional Amount
|
Value
|
|||||||||||||||
|
CALL OPTIONS
|
|||||||||||||||||||||
|
CBOE S&P 500 Index
|
(4)
|
$
|
4,080.00
|
4/21/2023
|
$
|
(26,475
|
)
|
$
|
(1,588,060
|
)
|
$
|
(24,660
|
)
|
||||||||
|
CBOE S&P 500 Index
|
(4)
|
$
|
4,140.00
|
4/21/2023
|
(17,186
|
)
|
(1,588,060
|
)
|
(15,840
|
)
|
|||||||||||
|
TOTAL WRITTEN OPTIONS
|
$
|
(43,661
|
)
|
$
|
(3,176,120
|
)
|
$
|
(40,500
|
)
|
||||||||||||
|
(e)
|
Each contract equals 100 shares.
|
|
SHP ETF Trust
|
||
|
NEOS S&P 500 High Income ETF
|
||
|
Notes to Quarterly Schedule of Investments
|
||
|
February 28, 2023 (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 February 28, 2023:
|
||
|
NEOS S&P 500 High Income ETF
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
|
Investments
|
||||||||||||||||
|
Common Stocks*
|
$
|
4,100,187
|
$
|
-
|
$
|
-
|
$
|
4,100,187
|
||||||||
|
Contigent Value Rights
|
-
|
-
|
--
|
**
|
--
|
** |
||||||||||
|
Money Market Fund
|
86,457
|
-
|
-
|
86,457
|
||||||||||||
|
Total Investments
|
$
|
4,186,644
|
$
|
-
|
$
|
--
|
**
|
$
|
4,186,644
|
|||||||
|
Other Financial Instruments
|
||||||||||||||||
|
Liabilities
|
||||||||||||||||
|
Written Calls Options***
|
$
|
-
|
$
|
(40,500
|
)
|
$
|
-
|
$
|
(40,500
|
)
|
||||||
|
Total Other Financial Instruments
|
$
|
-
|
$
|
(40,500
|
)
|
$
|
-
|
$
|
(40,500
|
)
|
||||||
|
* See Schedules of Investments for segregation by industry type.
|
||
|
** Represents amount less than $0.50.
|
||
|
*** 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.
|
||
|
Management has determined that the amount of Level 3 securities compared to total net assets is not material for the Fund; therefore, the rollforward of Level 3 securities and assumptions are not shown for the
period ended February 28, 2023.
|
||
|
Significant unobservable valuation inputs monitored by the Adviser, the Valuation Designee pursuant to Rule 2a-5, under the supervision of the Board of Trustees for restricted securities or Level 3 investments as of
February 28, 2023 for the Fund are as follows:
|
||
|
Description
|
Fair Value as of
2/28/2023
|
Valuation Technique
|
Unobservable Input
|
Input Values (Ranges)
|
||||||
|
Contigent Value Right*
|
$
|
-**
|
|
Projected Final Distribution
|
Discount of Projected Distribution
|
$
|
0.00-$35.00
|
|||
|
*This Level 3 security was received through a corporate action. The security is being kept open due to the potential of an additional distribution. Based on the
evaluation of the likelihood of an additional distribution, the security is being priced at zero.
|
||||||||||
|
** Represents amount less than $0.50.
|
||||||||||