Semi-Annual Report
November 30,
2023 (Unaudited)
NEOS ETF Trust | ||
•NEOS Enhanced Income Cash Alternative ETF |
| CSHI |
| NYSE Arca |
•NEOS S&P 500® High Income ETF |
| SPYI |
| Cboe BZX Exchange, Inc. |
•NEOS Enhanced Income Aggregate Bond ETF |
| BNDI |
| NYSE Arca |
NEOS ETF Trust |
Table of Contents
|
Page |
3 | |
4 | |
4 | |
6 | |
14 | |
15 | |
16 | |
17 | |
17 | |
18 | |
19 | |
20 | |
20 | |
21 | |
22 | |
23 | |
32 | |
33 |
|
![]() |
3 |
NEOS Enhanced Income Cash Alternative ETF | ||
Sector |
Percentage of Total Net Assets | |
U.S. Treasury Obligations |
99.4 |
% |
Purchased Options(a) |
0.0 |
% |
Money Market Funds and Other Assets and Liabilities |
0.6 |
% |
Total |
100.0 |
% |
|
||
NEOS S&P 500® High Income ETF | ||
Sector |
Percentage of Total Net Assets | |
Information Technology |
29.4 |
% |
Financials |
13.1 |
% |
Health Care |
12.6 |
% |
Consumer Discretionary |
9.8 |
% |
Communication Services |
9.0 |
% |
Industrials |
7.9 |
% |
Consumer Staples |
6.4 |
% |
Energy |
4.3 |
% |
Materials |
2.5 |
% |
Utilities |
2.4 |
% |
Real Estate |
2.4 |
% |
Money Market Fund and Other Assets and Liabilities |
0.2 |
% |
Total |
100.0 |
% |
|
||
NEOS Enhanced Income Aggregate Bond ETF | ||
Sector |
Percentage of Total Net Assets | |
Exchange Traded Funds |
99.9 |
% |
Purchased Options(a) |
0.0 |
% |
Money Market Fund and Other Assets and Liabilities |
0.1 |
% |
Total |
100.0 |
% |
(a)Represents less than 0.05%.
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
4 |
Schedule of Investments |
NEOS Enhanced Income Cash Alternative ETF |
November 30, 2023 (Unaudited) |
Investments |
|
Par Value |
|
|
|
|
|
|
|
Value |
|
U.S. TREASURY OBLIGATIONS — 99.4% (a) |
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bills, |
|
|
|
|
|
|
|
|
|
|
|
5.384%, due 12/5/2023 |
|
$7,457,000 |
|
|
|
|
|
|
|
$7,452,636 |
|
5.391%, due 12/7/2023 |
|
6,370,000 |
|
|
|
|
|
|
|
6,364,404 |
|
5.371%, due 12/14/2023 |
|
18,586,000 |
|
|
|
|
|
|
|
18,550,786 |
|
5.381%, due 12/21/2023 |
|
2,845,000 |
|
|
|
|
|
|
|
2,836,683 |
|
5.380%, due 12/28/2023 |
|
31,861,000 |
|
|
|
|
|
|
|
31,734,813 |
|
5.368%, due 1/9/2024 |
|
13,247,000 |
|
|
|
|
|
|
|
13,171,418 |
|
5.360%, due 1/16/2024 |
|
9,270,000 |
|
|
|
|
|
|
|
9,207,547 |
|
5.350%, due 1/23/2024 |
|
7,676,000 |
|
|
|
|
|
|
|
7,616,516 |
|
5.361%, due 1/25/2024 |
|
49,367,000 |
|
|
|
|
|
|
|
48,968,899 |
|
5.323%, due 2/6/2024 |
|
24,798,000 |
|
|
|
|
|
|
|
24,555,741 |
|
5.305%, due 2/15/2024 |
|
9,713,000 |
|
|
|
|
|
|
|
9,605,566 |
|
5.304%, due 2/20/2024 |
|
43,783,000 |
|
|
|
|
|
|
|
43,266,289 |
|
5.382%, due 2/27/2024 |
|
30,036,000 |
|
|
|
|
|
|
|
29,651,135 |
|
TOTAL U.S. TREASURY OBLIGATIONS |
|
|
|
|
|
|
|
|
|
252,982,433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% (b)(c) |
|
Contracts (d) |
|
Exercise Price |
|
Expiration |
|
Notional Amount |
|
|
|
PUT OPTIONS — 0.0% (b)(c) |
|
|
|
|
|
|
|
|
|
|
|
Cboe S&P 500 Index |
|
139 |
|
$3,900.00 |
|
12/14/2023 |
|
$63,492,420 |
|
9,730 |
|
Cboe S&P 500 Index |
|
139 |
|
3,950.00 |
|
12/14/2023 |
|
63,492,420 |
|
11,120 |
|
Cboe S&P 500 Index |
|
139 |
|
4,000.00 |
|
12/14/2023 |
|
63,492,420 |
|
12,857 |
|
Cboe S&P 500 Index |
|
139 |
|
4,130.00 |
|
12/14/2023 |
|
63,492,420 |
|
19,113 |
|
TOTAL PURCHASED OPTIONS |
|
|
|
|
|
|
|
|
|
52,820 |
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT-TERM INVESTMENTS - 9.8% (c) |
|
Number of Shares |
|
|
|
|
|
|
|
|
|
Money Market Funds (c) |
|
|
|
|
|
|
|
|
|
|
|
First American Treasury Obligations Fund, Class X, 5.277% (e) |
|
24,349,856 |
|
|
|
|
|
|
|
24,349,856 |
|
Northern U.S. Government Select |
|
583,559 |
|
|
|
|
|
|
|
583,559 |
|
TOTAL SHORT-TERM INVESTMENTS |
|
|
|
|
|
|
|
|
|
24,933,415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS — 109.2% |
|
|
|
|
|
|
|
|
|
277,968,668 |
|
LIABILITIES IN EXCESS OF OTHER ASSETS — (9.2)% (b) |
|
|
|
|
|
|
|
(23,357,375 |
) | ||
NET ASSETS — 100.0% |
|
|
|
|
|
|
|
|
|
$254,611,293 |
|
(a)The rate shown is yield to maturity.
(b)Represents less than 0.05%.
(c)All or a portion of these securities has been segregated as collateral for written option contracts. As of November 30, 2023, the aggregate fair market value of those assets was $24,986,235, representing 9.8% of net assets.
(d)Each contract equals 100 shares.
(e)7-day net yield.
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
5 |
Schedule of Investments |
NEOS Enhanced Income Cash Alternative ETF |
November 30, 2023 (Unaudited) |
A list of the exchange traded option contracts held by the Fund at November 30, 2023, is as follows:
WRITTEN OPTIONS |
|
Contracts (a) |
|
Exercise Price |
|
Expiration Date |
|
Premium Received |
|
Notional Amount |
|
Value |
|
PUT OPTIONS |
|
|
|
|
|
|
|
|
|
|
|
|
|
Cboe S&P 500 Index |
|
(139 |
) |
$4,090.00 |
|
12/14/2023 |
|
$(15,534 |
) |
$(63,492,420 |
) |
$(16,680 |
) |
Cboe S&P 500 Index |
|
(139 |
) |
4,180.00 |
|
12/14/2023 |
|
(20,924 |
) |
(63,492,420 |
) |
(22,588 |
) |
Cboe S&P 500 Index |
|
(139 |
) |
4,225.00 |
|
12/14/2023 |
|
(24,600 |
) |
(63,492,420 |
) |
(26,410 |
) |
Cboe S&P 500 Index |
|
(139 |
) |
4,275.00 |
|
12/14/2023 |
|
(30,856 |
) |
(63,492,420 |
) |
(33,360 |
) |
TOTAL WRITTEN OPTIONS |
|
|
|
|
|
|
|
$(91,914 |
) |
$(253,969,680 |
) |
$(99,038 |
) |
(a)Each contract equals 100 shares.
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
6 |
Investments |
Number of Shares |
|
Value |
|
COMMON STOCKS — 99.7% (a) |
|
|
|
|
Aerospace & Defense — 1.4% |
|
|
|
|
Axon Enterprise, Inc.* |
22 |
|
$5,057 |
|
Boeing Co. (The)* |
6,685 |
|
1,548,447 |
|
General Dynamics Corp. |
2,861 |
|
706,581 |
|
Howmet Aerospace, Inc. |
4,767 |
|
250,744 |
|
Huntington Ingalls Industries, Inc. |
2 |
|
474 |
|
L3Harris Technologies, Inc. |
1,909 |
|
364,256 |
|
Lockheed Martin Corp. |
2,861 |
|
1,281,070 |
|
Northrop Grumman Corp. |
1,906 |
|
905,655 |
|
RTX Corp. |
19,069 |
|
1,553,742 |
|
Textron, Inc. |
2,860 |
|
219,248 |
|
TransDigm Group, Inc. |
10 |
|
9,629 |
|
|
|
|
6,844,903 |
|
Air Freight & Logistics — 0.5% |
|
|
|
|
CH Robinson Worldwide, Inc. |
956 |
|
78,440 |
|
Expeditors International of Washington, Inc. |
1,907 |
|
229,488 |
|
FedEx Corp. |
2,861 |
|
740,513 |
|
United Parcel Service, Inc., Class B |
9,534 |
|
1,445,450 |
|
|
|
|
2,493,891 |
|
Automobile Components — 0.1% |
|
|
|
|
Aptiv plc*^ |
2,862 |
|
237,088 |
|
BorgWarner, Inc. |
2,861 |
|
96,387 |
|
|
|
|
333,475 |
|
Automobiles — 2.0% |
|
|
|
|
Ford Motor Co. |
60,010 |
|
615,703 |
|
General Motors Co. |
20,020 |
|
632,632 |
|
Tesla, Inc.* |
34,353 |
|
8,247,468 |
|
|
|
|
9,495,803 |
|
Banks — 3.2% |
|
|
|
|
Bank of America Corp. |
94,245 |
|
2,873,530 |
|
Citigroup, Inc. |
25,743 |
|
1,186,752 |
|
Citizens Financial Group, Inc. |
6,673 |
|
181,973 |
|
Comerica, Inc. |
1,906 |
|
86,189 |
|
Fifth Third Bancorp |
9,533 |
|
275,980 |
|
Huntington Bancshares, Inc. |
20,020 |
|
225,425 |
|
JPMorgan Chase & Co. |
36,404 |
|
5,681,936 |
|
KeyCorp |
12,395 |
|
153,574 |
|
M&T Bank Corp. |
1,908 |
|
244,549 |
|
PNC Financial Services Group, Inc. (The) |
4,769 |
|
638,855 |
|
Regions Financial Corp. |
12,396 |
|
206,765 |
|
Truist Financial Corp. |
18,114 |
|
582,184 |
|
US Bancorp |
18,114 |
|
690,506 |
|
Wells Fargo & Co. |
51,432 |
|
2,293,353 |
|
Zions Bancorp N.A. |
1,907 |
|
67,947 |
|
|
|
|
15,389,518 |
|
Investments |
Number of Shares |
|
Value |
|
Beverages — 1.6% |
|
|
|
|
Brown-Forman Corp., Class B |
1,908 |
|
$112,076 |
|
Coca-Cola Co. (The) |
52,383 |
|
3,061,263 |
|
Constellation Brands, Inc., Class A |
1,907 |
|
458,614 |
|
Keurig Dr. Pepper, Inc. |
11,440 |
|
361,161 |
|
Molson Coors Beverage Co., Class B |
1,908 |
|
117,418 |
|
Monster Beverage Corp.* |
9,535 |
|
525,855 |
|
PepsiCo, Inc. |
18,113 |
|
3,048,237 |
|
|
|
|
7,684,624 |
|
Biotechnology — 1.9% |
|
|
|
|
AbbVie, Inc. |
22,883 |
|
3,258,310 |
|
Amgen, Inc. |
6,675 |
|
1,799,847 |
|
Biogen, Inc.* |
1,906 |
|
446,157 |
|
Gilead Sciences, Inc. |
16,209 |
|
1,241,609 |
|
Incyte Corp.* |
1,908 |
|
103,681 |
|
Moderna, Inc.* |
3,813 |
|
296,270 |
|
Regeneron Pharmaceuticals, Inc.* |
960 |
|
790,858 |
|
Vertex Pharmaceuticals, Inc.* |
2,862 |
|
1,015,466 |
|
|
|
|
8,952,198 |
|
Broadline Retail — 3.6% |
|
|
|
|
Amazon.com, Inc.* |
113,434 |
|
16,571,573 |
|
eBay, Inc. |
6,676 |
|
273,783 |
|
Etsy, Inc.* |
956 |
|
72,474 |
|
|
|
|
16,917,830 |
|
Building Products — 0.4% |
|
|
|
|
A. O. Smith Corp. |
956 |
|
72,044 |
|
Allegion plc^ |
954 |
|
101,210 |
|
Carrier Global Corp. |
11,440 |
|
594,422 |
|
Johnson Controls International plc^ |
8,583 |
|
453,182 |
|
Masco Corp. |
2,861 |
|
173,234 |
|
Trane Technologies plc^ |
2,861 |
|
644,898 |
|
|
|
|
2,038,990 |
|
Capital Markets — 2.7% |
|
|
|
|
Ameriprise Financial, Inc. |
955 |
|
337,602 |
|
Bank of New York Mellon Corp. (The) |
9,534 |
|
460,683 |
|
BlackRock, Inc. |
1,906 |
|
1,431,844 |
|
Cboe Global Markets, Inc. |
955 |
|
173,991 |
|
Charles Schwab Corp. (The) |
20,021 |
|
1,227,688 |
|
CME Group, Inc. |
4,767 |
|
1,040,922 |
|
FactSet Research Systems, Inc. |
8 |
|
3,628 |
|
Franklin Resources, Inc. |
3,813 |
|
94,562 |
|
Goldman Sachs Group, Inc. (The) |
3,822 |
|
1,305,366 |
|
Intercontinental Exchange, Inc. |
7,626 |
|
868,144 |
|
Invesco Ltd.^ |
5,722 |
|
81,653 |
|
MarketAxess Holdings, Inc. |
6 |
|
1,441 |
|
Moody’s Corp. |
1,907 |
|
695,979 |
|
Morgan Stanley |
18,114 |
|
1,437,165 |
|
MSCI, Inc. |
954 |
|
496,891 |
|
Schedule of Investments (Continued) |
NEOS S&P 500® High Income ETF |
November 30, 2023 (Unaudited) |
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
7 |
Investments |
Number of Shares |
|
Value |
|
COMMON STOCKS — 99.7% (Continued) |
|
|
| |
Capital Markets — 2.7% (Continued) |
|
|
| |
Nasdaq, Inc. |
4,766 |
|
$266,133 |
|
Northern Trust Corp. |
2,860 |
|
226,655 |
|
Raymond James Financial, Inc. |
2,860 |
|
300,729 |
|
S&P Global, Inc. |
3,820 |
|
1,588,470 |
|
State Street Corp. |
4,767 |
|
347,133 |
|
T. Rowe Price Group, Inc. |
2,861 |
|
286,472 |
|
|
|
|
12,673,151 |
|
Chemicals — 1.7% |
|
|
|
|
Air Products and Chemicals, Inc. |
2,860 |
|
773,773 |
|
Albemarle Corp. |
956 |
|
115,934 |
|
Celanese Corp. |
955 |
|
132,420 |
|
CF Industries Holdings, Inc. |
1,909 |
|
143,461 |
|
Corteva, Inc. |
9,535 |
|
430,982 |
|
Dow, Inc. |
9,533 |
|
493,333 |
|
DuPont de Nemours, Inc. |
6,673 |
|
477,386 |
|
Eastman Chemical Co. |
956 |
|
80,142 |
|
Ecolab, Inc. |
2,861 |
|
548,540 |
|
FMC Corp. |
956 |
|
51,299 |
|
International Flavors & Fragrances, Inc. |
2,862 |
|
215,738 |
|
Linde plc^ |
6,673 |
|
2,761,087 |
|
LyondellBasell Industries N.V., |
2,861 |
|
272,081 |
|
Mosaic Co. (The) |
4,766 |
|
171,052 |
|
PPG Industries, Inc. |
2,861 |
|
406,233 |
|
Sherwin-Williams Co. (The) |
2,861 |
|
797,647 |
|
|
|
|
7,871,108 |
|
Commercial Services & Supplies — 0.6% |
|
|
| |
Cintas Corp. |
954 |
|
527,801 |
|
Copart, Inc.* |
11,442 |
|
574,617 |
|
Republic Services, Inc. |
2,860 |
|
462,863 |
|
Rollins, Inc. |
2,861 |
|
116,557 |
|
Veralto Corp.* |
2,860 |
|
220,935 |
|
Waste Management, Inc. |
4,767 |
|
815,109 |
|
|
|
|
2,717,882 |
|
Communications Equipment — 0.8% |
|
|
| |
Arista Networks, Inc.* |
2,861 |
|
628,590 |
|
Cisco Systems, Inc. |
51,495 |
|
2,491,328 |
|
F5, Inc.* |
953 |
|
163,144 |
|
Juniper Networks, Inc. |
3,815 |
|
108,537 |
|
Motorola Solutions, Inc. |
1,908 |
|
616,036 |
|
|
|
|
4,007,635 |
|
Construction & Engineering — 0.1% |
|
|
| |
Quanta Services, Inc. |
1,906 |
|
358,919 |
|
|
|
|
|
|
Construction Materials — 0.2% |
|
|
|
|
Martin Marietta Materials, Inc. |
953 |
|
442,754 |
|
Vulcan Materials Co. |
1,906 |
|
407,046 |
|
|
|
|
849,800 |
|
Investments |
Number of Shares |
|
Value |
|
Consumer Finance — 0.5% |
|
|
|
|
American Express Co. |
8,580 |
|
$1,465,207 |
|
Capital One Financial Corp. |
4,769 |
|
532,506 |
|
Discover Financial Services |
3,813 |
|
354,609 |
|
Synchrony Financial |
5,723 |
|
185,196 |
|
|
|
|
2,537,518 |
|
Consumer Staples Distribution & Retail — 1.9% |
|
|
| |
Costco Wholesale Corp. |
5,722 |
|
3,391,658 |
|
Dollar General Corp. |
2,860 |
|
375,003 |
|
Dollar Tree, Inc.* |
2,860 |
|
353,468 |
|
Kroger Co. (The) |
8,582 |
|
379,925 |
|
Sysco Corp. |
6,675 |
|
481,735 |
|
Target Corp. |
5,722 |
|
765,661 |
|
Walgreens Boots Alliance, Inc. |
9,534 |
|
190,108 |
|
Walmart, Inc. |
19,067 |
|
2,968,541 |
|
|
|
|
8,906,099 |
|
Containers & Packaging — 0.2% |
|
|
|
|
Amcor plc^ |
20,021 |
|
189,799 |
|
Avery Dennison Corp. |
953 |
|
185,358 |
|
Ball Corp. |
3,815 |
|
210,931 |
|
International Paper Co. |
4,766 |
|
176,056 |
|
Packaging Corp. of America |
954 |
|
160,282 |
|
Sealed Air Corp. |
1,906 |
|
63,622 |
|
Westrock Co. |
2,862 |
|
117,829 |
|
|
|
|
1,103,877 |
|
Distributors — 0.1% |
|
|
|
|
Genuine Parts Co. |
1,906 |
|
253,079 |
|
LKQ Corp. |
2,861 |
|
127,400 |
|
Pool Corp. |
7 |
|
2,431 |
|
|
|
|
382,910 |
|
Diversified Telecommunication Services — 0.8% |
|
|
| |
AT&T, Inc. |
102,773 |
|
1,702,949 |
|
Verizon Communications, Inc. |
57,150 |
|
2,190,559 |
|
|
|
|
3,893,508 |
|
Electric Utilities — 1.6% |
|
|
|
|
Alliant Energy Corp. |
2,861 |
|
144,681 |
|
American Electric Power Co., Inc. |
6,674 |
|
530,917 |
|
Constellation Energy Corp. |
3,815 |
|
461,768 |
|
Duke Energy Corp. |
9,536 |
|
879,982 |
|
Edison International |
4,768 |
|
319,408 |
|
Entergy Corp. |
2,860 |
|
290,033 |
|
Evergy, Inc. |
2,861 |
|
146,025 |
|
Eversource Energy |
4,766 |
|
283,148 |
|
Exelon Corp. |
12,396 |
|
477,370 |
|
FirstEnergy Corp. |
6,675 |
|
246,574 |
|
NextEra Energy, Inc. |
26,694 |
|
1,561,866 |
|
NRG Energy, Inc. |
2,861 |
|
136,870 |
|
PG&E Corp. |
20,974 |
|
360,123 |
|
Schedule of Investments (Continued) |
NEOS S&P 500® High Income ETF |
November 30, 2023 (Unaudited) |
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
8 |
Investments |
Number of Shares |
|
Value |
|
COMMON STOCKS — 99.7% (Continued) |
|
|
| |
Electric Utilities — 1.6% (Continued) |
|
|
| |
Pinnacle West Capital Corp. |
955 |
|
$71,568 |
|
PPL Corp. |
9,534 |
|
249,028 |
|
Southern Co. (The) |
14,301 |
|
1,015,085 |
|
Xcel Energy, Inc. |
6,676 |
|
406,168 |
|
|
|
|
7,580,614 |
|
Electrical Equipment — 0.5% |
|
|
|
|
AMETEK, Inc. |
2,861 |
|
444,113 |
|
Eaton Corp. plc^ |
4,768 |
|
1,085,626 |
|
Emerson Electric Co. |
7,627 |
|
678,040 |
|
Generac Holdings, Inc.* |
953 |
|
111,568 |
|
Rockwell Automation, Inc. |
956 |
|
263,321 |
|
|
|
|
2,582,668 |
|
Electronic Equipment, Instruments & Components — 0.5% |
| |||
Amphenol Corp., Class A |
7,628 |
|
694,072 |
|
CDW Corp. |
1,906 |
|
401,937 |
|
Corning, Inc. |
10,486 |
|
298,746 |
|
Keysight Technologies, Inc.* |
1,908 |
|
259,278 |
|
TE Connectivity Ltd.^ |
3,816 |
|
499,896 |
|
Teledyne Technologies, Inc. |
9 |
|
3,627 |
|
Trimble, Inc.* |
3,813 |
|
176,923 |
|
Zebra Technologies Corp., Class A* |
11 |
|
2,607 |
|
|
|
|
2,337,086 |
|
Energy Equipment & Services — 0.4% |
|
|
| |
Baker Hughes Co. |
12,395 |
|
418,331 |
|
Halliburton Co. |
10,489 |
|
388,408 |
|
Schlumberger N.V.^ |
18,113 |
|
942,600 |
|
|
|
|
1,749,339 |
|
Entertainment — 1.3% |
|
|
|
|
Electronic Arts, Inc. |
2,862 |
|
394,985 |
|
Live Nation Entertainment, Inc.* |
1,906 |
|
160,523 |
|
Netflix, Inc.* |
5,722 |
|
2,712,056 |
|
Take-Two Interactive Software, Inc.* |
1,907 |
|
301,688 |
|
Walt Disney Co. (The)* |
25,741 |
|
2,385,933 |
|
Warner Bros. Discovery, Inc.* |
35,274 |
|
368,613 |
|
|
|
|
6,323,798 |
|
Financial Services — 4.4% |
|
|
|
|
Berkshire Hathaway, Inc., Class B* |
22,083 |
|
7,949,880 |
|
Fidelity National Information Services, Inc. |
7,628 |
|
447,306 |
|
Fiserv, Inc.* |
8,580 |
|
1,120,634 |
|
FleetCor Technologies, Inc.* |
953 |
|
229,196 |
|
Global Payments, Inc. |
3,813 |
|
443,986 |
|
Jack Henry & Associates, Inc. |
953 |
|
151,232 |
|
Mastercard, Inc., Class A |
10,528 |
|
4,356,802 |
|
PayPal Holdings, Inc.* |
15,255 |
|
878,840 |
|
Visa, Inc., Class A |
20,191 |
|
5,182,626 |
|
|
|
|
20,760,502 |
|
Investments |
Number of Shares |
|
Value |
|
Food Products — 0.9% |
|
|
|
|
Archer-Daniels-Midland Co. |
6,675 |
|
$492,148 |
|
Bunge Global SA^ |
783 |
|
86,028 |
|
Campbell Soup Co. |
1,909 |
|
76,704 |
|
Conagra Brands, Inc. |
5,722 |
|
161,875 |
|
General Mills, Inc. |
7,626 |
|
485,471 |
|
Hershey Co. (The) |
1,906 |
|
358,175 |
|
Hormel Foods Corp. |
3,813 |
|
116,640 |
|
J.M. Smucker Co. (The) |
955 |
|
104,792 |
|
Kellogg Co. |
2,861 |
|
150,317 |
|
Kraft Heinz Co. (The) |
10,486 |
|
368,163 |
|
Lamb Weston Holdings, Inc. |
1,906 |
|
190,657 |
|
McCormick & Co., Inc. |
2,861 |
|
185,479 |
|
Mondelez International, Inc., Class A |
18,113 |
|
1,287,110 |
|
Tyson Foods, Inc., Class A |
3,814 |
|
178,648 |
|
|
|
|
4,242,207 |
|
Gas Utilities — 0.1% |
|
|
|
|
Atmos Energy Corp. |
1,906 |
|
216,922 |
|
|
|
|
|
|
Ground Transportation — 0.8% |
|
|
|
|
CSX Corp. |
27,649 |
|
893,063 |
|
JB Hunt Transport Services, Inc. |
954 |
|
176,747 |
|
Norfolk Southern Corp. |
2,861 |
|
624,156 |
|
Old Dominion Freight Line, Inc. |
954 |
|
371,163 |
|
Union Pacific Corp. |
7,629 |
|
1,718,585 |
|
|
|
|
3,783,714 |
|
Health Care Equipment & Supplies — 2.5% |
|
|
| |
Abbott Laboratories |
22,882 |
|
2,386,364 |
|
Align Technology, Inc.* |
953 |
|
203,751 |
|
Baxter International, Inc. |
6,674 |
|
240,798 |
|
Becton Dickinson and Co. |
3,813 |
|
900,554 |
|
Boston Scientific Corp. |
19,067 |
|
1,065,655 |
|
Cooper Co., Inc. (The) |
9 |
|
3,032 |
|
Dentsply Sirona, Inc. |
2,860 |
|
90,805 |
|
Dexcom, Inc.* |
4,768 |
|
550,799 |
|
Edwards Lifesciences Corp.* |
7,629 |
|
516,560 |
|
GE HealthCare Technologies, Inc. |
4,767 |
|
326,349 |
|
Hologic, Inc.* |
2,861 |
|
203,989 |
|
IDEXX Laboratories, Inc* |
954 |
|
444,392 |
|
Insulet Corp.* |
953 |
|
180,203 |
|
Intuitive Surgical, Inc.* |
4,766 |
|
1,481,464 |
|
Medtronic plc^ |
17,163 |
|
1,360,511 |
|
ResMed, Inc. |
1,906 |
|
300,633 |
|
STERIS plc^ |
955 |
|
191,898 |
|
Stryker Corp. |
3,837 |
|
1,137,018 |
|
Teleflex, Inc. |
3 |
|
677 |
|
Zimmer Biomet Holdings, Inc. |
2,860 |
|
332,647 |
|
|
|
|
11,918,099 |
|
Schedule of Investments (Continued) |
NEOS S&P 500® High Income ETF |
November 30, 2023 (Unaudited) |
The accompanying notes are an integral part of these financial statements. | ||
|
![]() |
9 |
Investments |
Number of Shares |
|
Value |
|
COMMON STOCKS — 99.7% (Continued) |
|
|
| |
Health Care Providers & Services — 2.9% |
|
|
| |
Cardinal Health, Inc. |
2,861 |
|
$306,356 |
|
Cencora, Inc. |
1,907 |
|
387,827 |
|
Centene Corp.* |
7,627 |
|
561,957 |
|
Cigna Corp. |
3,814 |
|
1,002,624 |
|
CVS Health Corp. |
18,115 |
|
1,230,914 |
|
DaVita, Inc.* |
3 |
|
304 |
|
Elevance Health, Inc. |
2,861 |
|
1,371,821 |
|
HCA Healthcare, Inc. |
2,860 |
|
716,373 |
|
Henry Schein, Inc.* |
956 |
|
63,794 |
|
Humana, Inc. |
962 |
|
466,435 |
|
Laboratory Corp. of America Holdings |
954 |
|
206,932 |
|
McKesson Corp. |
1,906 |
|
896,887 |
|
Molina Healthcare, Inc.* |
12 |
|
4,387 |
|
Quest Diagnostics, Inc. |
955 |
|
131,055 |
|
UnitedHealth Group, Inc. |
11,567 |
|
6,396,204 |
|
Universal Health Services, Inc., Class B |
3 |
|
413 |
|
|
|
|
13,744,283 |
|
Health Care REITs — 0.2% |
|
|
|
|
Healthpeak Properties, Inc. |
6,675 |
|
115,611 |
|
Ventas, Inc. |
4,769 |
|
218,611 |
|
Welltower, Inc. |
5,723 |
|
509,919 |
|
|
|
|
844,141 |
|
Hotel & Resort REITs — 0.0% (b) |
|
|
|
|
Host Hotels & Resorts, Inc. |
9,535 |
|
166,576 |
|
|
|
|
|
|
Hotels, Restaurants & Leisure — 1.6% |
|
|
| |
Booking Holdings, Inc.* |
20 |
|
62,514 |
|
Caesars Entertainment, Inc.* |
2,861 |
|
127,944 |
|
Carnival Corp.*^ |
14,301 |
|
215,373 |
|
Chipotle Mexican Grill, Inc.* |
5 |
|
11,011 |
|
Darden Restaurants, Inc. |
956 |
|
149,585 |
|
Domino’s Pizza, Inc. |
2 |
|
786 |
|
Expedia Group, Inc.* |
1,907 |
|
259,695 |
|
Hilton Worldwide Holdings, Inc. |
3,813 |
|
638,754 |
|
Las Vegas Sands Corp. |
3,816 |
|
175,994 |
|
Marriott International, Inc., Class A |
3,813 |
|
772,895 |
|
McDonald’s Corp. |
9,535 |
|
2,687,345 |
|
MGM Resorts International |
3,816 |
|
150,503 |
|
Norwegian Cruise Line Holdings Ltd.*^ |
5,722 |
|
87,375 |
|
Royal Caribbean Cruises Ltd.*^ |
2,861 |
|
307,443 |
|
Starbucks Corp. |
15,254 |
|
1,514,722 |
|
Wynn Resorts Ltd. |
955 |
|
80,621 |
|
Yum! Brands, Inc. |
3,813 |
|
478,722 |
|
|
|
|
7,721,282 |
|
Investments |
Number of Shares |
|
Value |
|
Household Durables — 0.3% |
|
|
|
|
DR Horton, Inc. |
3,814 |
|
$486,933 |
|
Garmin Ltd.^ |
1,907 |
|
233,112 |
|
Lennar Corp., Class A |
2,861 |
|
365,979 |
|
Mohawk Industries, Inc.* |
3 |
|
265 |
|
Newell Brands, Inc. |
4,768 |
|
36,380 |
|
NVR, Inc.* |
1 |
|
6,155 |
|
PulteGroup, Inc. |
2,860 |
|
252,881 |
|
Whirlpool Corp. |
3 |
|
327 |
|
|
|
|
1,382,032 |
|
Household Products — 1.3% |
|
|
|
|
Church & Dwight Co., Inc. |
2,861 |
|
276,458 |
|
Clorox Co. (The) |
956 |
|
137,043 |
|
Colgate-Palmolive Co. |
10,488 |
|
826,140 |
|
Kimberly-Clark Corp. |
3,816 |
|
472,154 |
|
Procter & Gamble Co. (The) |
30,510 |
|
4,683,895 |
|
|
|
|
6,395,690 |
|
Independent Power and Renewable
|
| |||
AES Corp. (The) |
8,582 |
|
147,696 |
|
|
|
|
|
|
Industrial Conglomerates — 0.9% |
|
|
|
|
3M Co. |
6,676 |
|
661,391 |
|
General Electric Co. |
14,303 |
|
1,742,105 |
|
Honeywell International, Inc. |
8,581 |
|
1,681,190 |
|
|
|
|
4,084,686 |
|
Industrial REITs — 0.3% |
|
|
|
|
Prologis, Inc. |
12,394 |
|
1,424,442 |
|
|
|
|
|
|
Insurance — 2.2% |
|
|
|
|
Aflac, Inc. |
7,626 |
|
630,746 |
|
Allstate Corp. (The) |
2,861 |
|
394,446 |
|
American International Group, Inc.* |
9,535 |
|
627,498 |
|
Aon plc, Class A^ |
2,860 |
|
939,481 |
|
Arch Capital Group Ltd.*^ |
4,766 |
|
398,867 |
|
Arthur J Gallagher & Co. |
2,860 |
|
712,140 |
|
Assurant, Inc. |
3 |
|
504 |
|
Brown & Brown, Inc. |
2,861 |
|
213,831 |
|
Chubb Ltd.^ |
4,769 |
|
1,094,152 |
|
Cincinnati Financial Corp. |
1,907 |
|
196,021 |
|
Everest Group Ltd.^ |
7 |
|