# EDGAR Filing Document

**Accession Number:** 0001848758
**File Stem:** 0000894189-25-012954
**Filing Date:** 2025-10
**Character Count:** 14419
**Document Hash:** aca8f1549c3167f3a7d0c548110baed3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-012954.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0000894189-25-012954

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEOS ETF Trust
- **CENTRAL INDEX KEY:** 0001848758

**ORGANIZATION NAME:**
- **EIN:** 861805230
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23645
- **FILM NUMBER:** 251433196

**BUSINESS ADDRESS:**
- **STREET 1:** 13 RIVERSIDE AVE
- **CITY:** WESTPORT
- **STATE:** CT
- **ZIP:** 06880
- **BUSINESS PHONE:** 914.443.5008

**MAIL ADDRESS:**
- **STREET 1:** 13 RIVERSIDE AVE
- **CITY:** WESTPORT
- **STATE:** CT
- **ZIP:** 06880

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHP ETF Trust
- **DATE OF NAME CHANGE:** 20210302

## Series and Classes Contracts Data

### NEOS Enhanced Income 20+ Year Treasury Bond ETF (Series ID: S000088938)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000255339 | NEOS Enhanced Income 20+ Year Treasury Bond ETF |  |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** |
| **U.S. TREASURY OBLIGATIONS - 97.6%** | **U.S. TREASURY OBLIGATIONS - 97.6%** | **Par** | **Value**  |
| **U.S. Treasury Bonds – 97.6%** | **U.S. Treasury Bonds – 97.6%** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/2053 | 5086000 | $4456011 |
| **TOTAL U.S. TREASURY OBLIGATIONS** (Cost $4,623,781) | **TOTAL U.S. TREASURY OBLIGATIONS** (Cost $4,623,781) | **TOTAL U.S. TREASURY OBLIGATIONS** (Cost $4,623,781) | 4456011 |
| **PURCHASED OPTIONS - 0.0%<sup>(a)</sup>** | **Notional Amount** | **Contracts** |  |
| **Put Options - 0.0%<sup>(a)</sup>** | **Put Options - 0.0%<sup>(a)</sup>** |  | $**–** |
| S&P 500 Index <sup>(b)(c)</sup> | S&P 500 Index <sup>(b)(c)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $5,775.00 | $1292052 | 2 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $5,875.00 | 1292052 | 2 | 420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $5,925.00 | 1292052 | 2 | 465 |
| **TOTAL PURCHASED OPTIONS** (Cost $1,146) | **TOTAL PURCHASED OPTIONS** (Cost $1,146) | **TOTAL PURCHASED OPTIONS** (Cost $1,146) | 1225 |
| **SHORT-TERM INVESTMENTS**<br> ****  | **SHORT-TERM INVESTMENTS**<br> ****  | **SHORT-TERM INVESTMENTS**<br> ****  | **SHORT-TERM INVESTMENTS**<br> ****  |
| **MONEY MARKET FUNDS - 2.3%** | **MONEY MARKET FUNDS - 2.3%** | **Shares** |  |
| First American Treasury Obligations Fund - Class X, 4.20%<sup>(d)</sup> | First American Treasury Obligations Fund - Class X, 4.20%<sup>(d)</sup> | 99478 | 99478 |
| Northern US Government Money Market Fund, 4.01%<sup>(d)</sup> | Northern US Government Money Market Fund, 4.01%<sup>(d)</sup> | 5374 | 5374 |
| **TOTAL MONEY MARKET FUNDS** (Cost $104,852) | **TOTAL MONEY MARKET FUNDS** (Cost $104,852) | **TOTAL MONEY MARKET FUNDS** (Cost $104,852) | 104852 |
| **TOTAL INVESTMENTS - 99.9% (**Cost $4,729,779**)** | **TOTAL INVESTMENTS - 99.9% (**Cost $4,729,779**)** | **TOTAL INVESTMENTS - 99.9% (**Cost $4,729,779**)** | 4562088 |
| Other Assets in Excess of Liabilities - 0.1% | Other Assets in Excess of Liabilities - 0.1% | Other Assets in Excess of Liabilities - 0.1% | 5188 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $4567276 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

(a) Represents less than 0.05% of net assets.

(b) Exchange-traded.

(c) 100 shares per contract.

(d) The rate shown represents the 7-day annualized yield as of August 31, 2025.

------

---

| | | | |
|:---|:---|:---|:---|
| **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** | **NEOS Enhanced Income 20+ Year Treasury Bond ETF** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** | **August 31, 2025 (Unaudited)** |
| **WRITTEN OPTIONS - (0.1)%** | **Notional Amount** | **Contracts** | **Value** |
| **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** |
| S&P 500 Index <sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $6,050.00 | $(1292052) | (2) | $(680) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $6,110.00 | (1292052) | (2) | (860) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration: 09/11/2025; Exercise Price: $6,175.00 | (1292052) | (2) | (1230) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $2,234) |  |  | $(2770) |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |

---

(a) Exchange-traded.

(b) 100 shares per contract.

------

**NEOS Enhanced Income 20+ Year Treasury Bond ETF**<br> Notes to Quarterly Schedule of Investments<br> August 31, 2025 (Unaudited)<br>**Investment Valuation**<br> 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:<br>**• Level 1** — Quoted prices in active markets for identical assets that the Fund's have the ability to access.<br> **• Level 2** — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> **• Level 3** — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).<br>The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.<br>The following is a summary of the inputs used to value the Fund's investments as of August 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bonds | $– | $4456011 | $– | $4456011 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | 1225 | – | 1225 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 104852 | – | – | 104852 |
| **Total Investments** | $104852 | $4457236 | $– | $4562088 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | $– | $(2770) | $– | $(2770) |
| **Total Written Options** | $– | $(2770) | $– | $(2770) |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEOS 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:** 13 Riverside Avenue

  - **City:** Westport

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06880

  - **Telephone number:** 203-298-7300

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

- **a. Name of Series:** NEOS Enhanced Income 20+ Year Treasury Bond ETF

- **b. EDGAR series identifier (if any):** S000088938

- **c. LEI of Series:** 529900RPLY2HNV68OU33

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $5022149.75

**Total Liabilities:** $454872.13

**Net Assets:** $4567277.62

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 693.437767000000 | **30-Year:** 6083.642305000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255339 | 2.69%                | -0.97%               | -0.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25.00                  | $66258.71                                  |
| Month 2  | $-1542.18                | $-52489.39                                 |
| Month 3  | $-25.00                  | $-26642.22                                 |

**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: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |     89612 | NS      | $89612.01     | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern US Government Money M   | Northern US Government Money Market Fund | CUSIP: 665162848<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      4459 | NS      | $4458.86      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond | United States Treasury Note/Bond         | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5086000 | PA      | $4456011.47   | 97.56%            | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P5775                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $340.00       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P5875                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $420.00       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P5925                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $465.00       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P6050                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-680.00      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P6110                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-860.00      | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SPXW US 09/11/25 P6175                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-1230.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** NEOS ETF Trust

**Signature:** /s/ Josh Hunter

**Name of Signer:** Josh Hunter

**Title:** Treasurer