# EDGAR Filing Document

**Accession Number:** 0001848758
**File Stem:** 0001145549-23-002361
**Filing Date:** 2023-1
**Character Count:** 6063
**Document Hash:** 4b3f61255cdccd5c7a69e43ce0913fe0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002361.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002361

**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:** 23547094

**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 Cash Alternative ETF (Series ID: S000077193)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000237367 | NEOS Enhanced Income Cash Alternative 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 Cash Alternative ETF

- **b. EDGAR series identifier (if any):** S000077193

- **c. LEI of Series:** 549300NLTJHFNOAGFY76

**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:** $1000878.13

**Total Liabilities:** $485.84

**Net Assets:** $1000392.29

**Cash Not Reported:** $5518.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237367 | 0.14%                | 0.61%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $91.81                                     |
| Month 2  | $-156.90                 | $-701.99                                   |
| Month 3  | $0.00                    | $255.96                                    |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First American Treasury Obliga | First American Treasury Obligations Fund | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      1692 | NS      | $1692.34      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill    | United States Treasury Bill              | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498524.61    | 49.83%            | 2022-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill    | United States Treasury Bill              | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $494845.42    | 49.47%            | 2023-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3460              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3500              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $47.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3625              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-70.00       | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3700              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-103.00      | -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