# EDGAR Filing Document

**Accession Number:** 0001848758
**File Stem:** 0001145549-23-002362
**Filing Date:** 2023-1
**Character Count:** 6304
**Document Hash:** 78c4f418e14581c8f1190425d38619c9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002362.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002362

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**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:** 23547095

**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

## Series and Classes Contracts Data

### NEOS Enhanced Income Aggregate Bond ETF (Series ID: S000077192)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000237366 | NEOS Enhanced Income Aggregate Bond ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SHP ETF TRUST

- **b. Investment Company Act file number:** 811-23645

- **c. CIK number of Registrant:** 0001848758

- **d. LEI of Registrant:** 549300Q4QMDLLFX8BQ98

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 14785 Preston Road

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75254

  - **Telephone number:** 914-443-5008

**Item A.2. Information about the Series.**

- **a. Name of Series:** NEOS Enhanced Income Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000077192

- **c. LEI of Series:** 549300DPLDPJIDKCEQ92

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $968167.85

**Total Liabilities:** $727.94

**Net Assets:** $967439.91

**Cash Not Reported:** $988.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237366 | -4.50%               | -0.42%               | 3.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-42678.46                                 |
| Month 2  | $0.00                    | $-13423.40                                 |
| Month 3  | $0.00                    | $32276.26                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                            | CBOE S&P PUT OPT 12/22 3780                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-155.00      | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund        | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      5457 | NS      | $5456.97      | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core U.S. Aggregate Bo | iShares Core U.S. Aggregate Bond ETF            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             |  | RF                | US        |      4856 | NS      | $477296.24    | 49.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern US Government Select  | Northern US Government Select Money Market Fund | CUSIP: 665162822<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      6739 | NS      | $6738.91      | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Total Bond Market ETF | Vanguard Total Bond Market ETF                  | CUSIP: 921937835<br>LEI: N/A                  | Long             |  | RF                | US        |      6562 | NS      | $477451.12    | 49.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3580                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $100.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3620                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $75.00        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3740                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-120.00      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-20

**Name of Applicant:** SHP ETF TRUST

**Signature:** /s/ Josh Hunter

**Name of Signer:** Josh Hunter

**Title:** Treasurer