NPORT-EX 2 neosspconfidential.htm

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.