|
NEOS Nasdaq-100® High Income ETF
|
|
Schedule of Investments
|
|
as of February 29, 2024 (Unaudited)
|
|
COMMON STOCKS - 98.3%(c)
|
Shares
|
Value
|
||||
|
Automobiles - 2.8%
|
||||||
|
Tesla, Inc.(a)
|
2,100
|
$ |
423,948
|
|||
|
Beverages - 2.6%
|
||||||
|
Coca-Cola Europacific Partners PLC
|
480
|
32,942
|
||||
|
Keurig Dr. Pepper, Inc.
|
1,530
|
45,762
|
||||
|
Monster Beverage Corp.(a)
|
1,140
|
67,374
|
||||
|
PepsiCo, Inc.
|
1,500
|
248,010
|
||||
|
394,088
|
||||||
|
Biotechnology - 3.7%
|
||||||
|
Amgen, Inc.
|
570
|
156,082
|
||||
|
Biogen, Inc.(a)
|
150
|
32,549
|
||||
|
Gilead Sciences, Inc.
|
1,380
|
99,498
|
||||
|
Moderna, Inc.(a)
|
420
|
38,741
|
||||
|
Regeneron Pharmaceuticals, Inc.(a)
|
120
|
115,931
|
||||
|
Vertex Pharmaceuticals, Inc.(a)
|
270
|
113,600
|
||||
|
556,401
|
||||||
|
Broadline Retail - 6.1%
|
||||||
|
Amazon.com, Inc.(a)
|
4,470
|
790,117
|
||||
|
MercadoLibre, Inc.(a)
|
30
|
47,859
|
||||
|
PDD Holdings, Inc. - ADR(a)
|
750
|
93,405
|
||||
|
931,381
|
||||||
|
Commercial Services & Supplies - 0.7%
|
||||||
|
Cintas Corp.
|
90
|
56,575
|
||||
|
Copart, Inc.(a)
|
1,080
|
57,402
|
||||
|
113,977
|
||||||
|
Communications Equipment - 1.5%
|
||||||
|
Cisco Systems, Inc.
|
4,590
|
222,018
|
||||
|
Consumer Staples Distribution & Retail - 2.7%
|
||||||
|
Costco Wholesale Corp.
|
480
|
357,068
|
||||
|
Dollar Tree, Inc.(a)
|
240
|
35,203
|
||||
|
Walgreens Boots Alliance, Inc.
|
990
|
21,047
|
||||
|
413,318
|
||||||
|
Electric Utilities - 1.2%
|
||||||
|
American Electric Power Co., Inc.
|
570
|
48,558
|
||||
|
Constellation Energy Corp.
|
360
|
60,643
|
||||
|
Exelon Corp.
|
1,110
|
39,782
|
||||
|
Xcel Energy, Inc.
|
600
|
31,614
|
||||
|
180,597
|
||||||
|
Electronic Equipment, Instruments & Components - 0.2%
|
||||||
|
CDW Corp.
|
150
|
36,932
|
||||
|
Energy Equipment & Services - 0.2%
|
||||||
|
Baker Hughes Co.
|
1,110
|
32,845
|
||||
|
Entertainment - 2.4%
|
||||||
|
Electronic Arts, Inc.
|
300
|
41,844
|
||||
|
Netflix, Inc.(a)
|
450
|
271,315
|
||||
|
Take-Two Interactive Software, Inc.(a)
|
180
|
26,447
|
||||
|
Warner Bros. Discovery, Inc.(a)
|
2,760
|
24,260
|
||||
|
363,866
|
||||||
|
Financial Services - 0.5%
|
||||||
|
PayPal Holdings, Inc.(a)
|
1,170
|
70,598
|
||||
|
Food Products - 1.0%
|
||||||
|
Kraft Heinz Co. (The)
|
1,380
|
48,686
|
||||
|
Mondelez International, Inc. - Class A
|
1,500
|
109,605
|
||||
|
158,291
|
||||||
|
Ground Transportation - 0.9%
|
||||||
|
CSX Corp.
|
2,160
|
81,950
|
||||
|
Old Dominion Freight Line, Inc.
|
120
|
53,098
|
||||
|
135,048
|
||||||
|
Health Care Equipment & Supplies - 1.9%
|
||||||
|
Dexcom, Inc.(a)
|
420
|
48,329
|
||||
|
GE HealthCare Technologies, Inc.
|
510
|
46,553
|
||||
|
IDEXX Laboratories, Inc.(a)
|
90
|
51,771
|
||||
|
Intuitive Surgical, Inc.(a)
|
390
|
150,384
|
||||
|
297,037
|
||||||
|
Hotels, Restaurants & Leisure - 2.8%
|
||||||
|
Airbnb, Inc. - Class A(a)
|
450
|
70,862
|
||||
|
Booking Holdings, Inc.(a)
|
30
|
104,065
|
||||
|
DoorDash, Inc. - Class A(a)
|
420
|
52,319
|
||||
|
Marriott International, Inc. - Class A
|
330
|
82,457
|
||||
|
Starbucks Corp.
|
1,290
|
122,421
|
||||
|
432,124
|
||||||
|
Industrial Conglomerates - 1.0%
|
||||||
|
Honeywell International, Inc.
|
750
|
149,048
|
||||
|
Interactive Media & Services - 9.6%
|
||||||
|
Alphabet, Inc. - Class A(a)
|
2,580
|
357,227
|
||||
|
Alphabet, Inc. - Class C(a)
|
2,490
|
348,052
|
||||
|
Meta Platforms, Inc. - Class A
|
1,560
|
764,602
|
||||
|
1,469,881
|
||||||
|
IT Services - 0.5%
|
||||||
|
Cognizant Technology Solutions Corp. - Class A
|
570
|
45,041
|
||||
|
MongoDB, Inc.(a)
|
60
|
26,855
|
||||
|
71,896
|
||||||
|
Life Sciences Tools & Services - 0.2%
|
||||||
|
Illumina, Inc.(a)
|
180
|
25,169
|
||||
|
Machinery - 0.4%
|
||||||
|
PACCAR, Inc.
|
600
|
66,534
|
||||
|
Media - 1.9%
|
||||||
|
Charter Communications, Inc. - Class A(a)
|
150
|
44,090
|
||||
|
Comcast Corp., Class A - Class A
|
4,410
|
188,969
|
||||
|
Sirius XM Holdings, Inc.
|
4,320
|
19,094
|
||||
|
Trade Desk, Inc. - Class A(a)
|
510
|
43,569
|
||||
|
295,722
|
||||||
|
Oil, Gas & Consumable Fuels - 0.2%
|
||||||
|
Diamondback Energy, Inc.
|
180
|
32,854
|
||||
|
Pharmaceuticals - 0.3%
|
||||||
|
AstraZeneca PLC - ADR
|
630
|
40,421
|
||||
|
Professional Services - 1.3%
|
||||||
|
Automatic Data Processing, Inc.
|
450
|
113,008
|
||||
|
Paychex, Inc.
|
390
|
47,822
|
||||
|
Verisk Analytics, Inc.
|
150
|
36,285
|
||||
|
197,115
|
||||||
|
Real Estate Management & Development - 0.3%
|
||||||
|
CoStar Group, Inc.(a)
|
450
|
39,164
|
||||
|
Semiconductors & Semiconductor Equipment - 23.1%
|
||||||
|
Advanced Micro Devices, Inc.(a)
|
1,860
|
358,105
|
||||
|
Analog Devices, Inc.
|
540
|
103,583
|
||||
|
Applied Materials, Inc.
|
960
|
193,555
|
||||
|
ASML Holding N.V.
|
90
|
85,652
|
||||
|
Broadcom, Inc.
|
540
|
702,264
|
||||
|
GLOBALFOUNDRIES, Inc.(a)
|
630
|
34,442
|
||||
|
Intel Corp.
|
5,370
|
231,179
|
||||
|
KLA Corp.
|
150
|
102,345
|
||||
|
Lam Research Corp.
|
150
|
140,738
|
||||
|
Marvell Technology, Inc.
|
990
|
70,943
|
||||
|
Microchip Technology, Inc.
|
600
|
50,484
|
||||
|
Micron Technology, Inc.
|
1,260
|
114,169
|
||||
|
NVIDIA Corp.
|
1,080
|
854,409
|
||||
|
NXP Semiconductors N.V.
|
270
|
67,427
|
||||
|
ON Semiconductor Corp.(a)
|
480
|
37,882
|
||||
|
QUALCOMM, Inc.
|
1,260
|
198,815
|
||||
|
Texas Instruments, Inc.
|
1,050
|
175,697
|
||||
|
3,521,689
|
||||||
|
Software - 17.2%
|
||||||
|
Adobe, Inc.(a)
|
510
|
285,742
|
||||
|
ANSYS, Inc.(a)
|
90
|
30,075
|
||||
|
Atlassian Corp. - Class A(a)
|
180
|
37,336
|
||||
|
Autodesk, Inc.(a)
|
240
|
61,961
|
||||
|
Cadence Design Systems, Inc.(a)
|
300
|
91,314
|
||||
|
Crowdstrike Holdings, Inc. - Class A(a)
|
240
|
77,796
|
||||
|
Datadog, Inc. - Class A(a)
|
330
|
43,382
|
||||
|
Fortinet, Inc.(a)
|
840
|
58,052
|
||||
|
Intuit, Inc.
|
300
|
198,866
|
||||
|
Microsoft Corp.
|
3,240
|
1,340,193
|
||||
|
Palo Alto Networks, Inc.(a)
|
360
|
111,798
|
||||
|
Roper Technologies, Inc.
|
120
|
65,368
|
||||
|
Splunk, Inc.(a)
|
180
|
28,120
|
||||
|
Synopsys, Inc.(a)
|
150
|
86,060
|
||||
|
Workday, Inc. - Class A(a)
|
240
|
70,718
|
||||
|
Zscaler, Inc.(a)
|
150
|
36,296
|
||||
|
2,623,077
|
||||||
|
Specialty Retail - 0.8%
|
||||||
|
O'Reilly Automotive, Inc.(a)
|
60
|
65,246
|
||||
|
Ross Stores, Inc.
|
390
|
58,094
|
||||
|
123,340
|
||||||
|
Technology Hardware, Storage & Peripherals - 8.2%
|
||||||
|
Apple, Inc.
|
6,870
|
1,241,752
|
||||
|
Textiles, Apparel & Luxury Goods - 0.4%
|
||||||
|
Lululemon Athletica, Inc.(a)
|
120
|
56,051
|
||||
|
Trading Companies & Distributors - 0.3%
|
||||||
|
Fastenal Co.
|
660
|
48,187
|
||||
|
Wireless Telecommunication Services - 1.4%
|
||||||
|
T-Mobile US, Inc.
|
1,290
|
210,657
|
||||
|
TOTAL COMMON STOCKS (Cost $14,683,736)
|
14,975,026
|
|||||
|
SHORT-TERM INVESTMENTS - 2.6%
|
||||||
|
Money Market Funds - 2.6%
|
Shares
|
|
||||
|
First American Treasury Obligations Fund - Class X, 5.23%(b)
|
389,880
|
389,880
|
||||
|
TOTAL SHORT-TERM INVESTMENTS (Cost $389,880)
|
389,880
|
|||||
|
TOTAL INVESTMENTS - 100.9% (Cost $15,073,616)
|
$ |
15,364,906
|
||||
|
Liabilities in Excess of Other Assets - (0.9)%
|
(132,117)
|
|||||
|
TOTAL NET ASSETS - 100.0%
|
|
$ |
15,232,789
|
|||
|
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. and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI, Inc. and S&P and has been licensed for use by U.S. Bank Global Fund Services.
|
|
|
ADR - American Depositary Receipt
|
|
PLC - Public Limited Company
|
|
(a)
|
Non-income producing security.
|
|
(b)
|
The rate shown represents the 7-day effective yield as of February 29, 2024.
|
|
(c)
|
All or a portion of these securities have been pledged as collateral. The total value of assets committed as collateral as of February 29, 2024 is $14,975,026.
|
|
NEOS Nasdaq-100® High Income ETF
|
||||||||||||
|
Schedule of Options Written
|
||||||||||||
|
as of February 29, 2024 (Unaudited)
|
||||||||||||
|
OPTIONS WRITTEN - (1.0)% (a)(b)
|
Notional Amount
|
Contracts
|
Value
|
|||||||||
|
Call Options - (1.0)%
|
||||||||||||
|
NASDAQ 100 Index
|
0
|
0
|
–
|
|||||||||
|
Expiration: 04/19/2024; Exercise Price: $18,675.00
|
$
|
(5,413,155
|
)
|
(3
|
)
|
$
|
(57,990
|
)
|
||||
|
Expiration: 04/19/2024; Exercise Price: $18,400.00
|
(5,413,155
|
)
|
(3
|
)
|
(88,215
|
)
|
||||||
|
Total Call Options
|
(146,205
|
)
|
||||||||||
|
TOTAL OPTIONS WRITTEN (Premiums received $151,269)
|
$
|
(146,205
|
)
|
|||||||||
|
Percentages are stated as a percent of net assets.
|
||||||||||||
|
(a)
|
Exchange-traded.
|
|
(b)
|
100 shares per contract.
|
|
NEOS ETF Trust
NEOS Nasdaq-100® High Income ETF
Notes to Schedule of Investments
February 29, 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 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 29, 2024:
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
|
Assets:
|
||||||||||||||||
|
Common Stocks
|
$
|
14,975,026
|
$
|
–
|
$
|
–
|
$
|
14,975,026
|
||||||||
|
Money Market Funds
|
389,880
|
–
|
–
|
389,880
|
||||||||||||
|
Total Assets
|
$
|
15,364,906
|
$
|
–
|
$
|
–
|
$
|
15,364,906
|
||||||||
|
Liabilities:
|
||||||||||||||||
|
Options Written
|
$
|
–
|
$
|
(146,205
|
)
|
$
|
–
|
$
|
(146,205
|
)
|
||||||
|
Total Liabilities
|
$
|
–
|
$
|
(146,205
|
)
|
$
|
–
|
$
|
(146,205
|
)
|
||||||
|
Refer to the Schedule of Investments for industry classifications.
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.
|
||||||||||||||||