NEOS Gold High Income ETF
  
Consolidated Schedule of Investments
  
March 31, 2026 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 24.1%
    
Shares
   
Value
 
Goldman Sachs Physical Gold ETF (a)
      
1,973,160
    
$
91,140,260
  
TOTAL EXCHANGE TRADED FUNDS (Cost $78,953,136)
      
91,140,260
  
                       
PURCHASED OPTIONS - 6.0%
  
Notional Amount
   
Contracts
   
Value
 
Call Options - 6.0%
                  
SPDR Gold Shares (b)(c)
      Expiration: 07/17/2026; Exercise Price: $425.00
    
283,561,110
      
6,590
      
22,709,140
  
TOTAL PURCHASED OPTIONS (Cost $22,715,887)
      
22,709,140
  
                         
SHORT-TERM INVESTMENTS
  
U.S. TREASURY BILLS - 73.8%
    
Par
   
Value
 
3.58%, 04/21/2026 (d)
      
279,325,000
      
278,762,781
  
TOTAL U.S. TREASURY BILLS (Cost $278,773,208)
      
278,762,781
  
                         
MONEY MARKET FUNDS - 0.3%
    
Shares
   
Value
 
First American Treasury Obligations Fund - Class X, 3.59% (e)
      
1,043,220
      
1,043,220
  
Northern U.S. Government Select Money Market Fund, 3.36% (e)
      
132,192
      
132,192
  
TOTAL MONEY MARKET FUNDS (Cost $1,175,412)
      
1,175,412
  
                         
TOTAL INVESTMENTS - 104.2% (Cost $381,617,643)
      
393,787,593
  
Liabilities in Excess of Other Assets - (4.2)%
      
(15,795,726
)
TOTAL NET ASSETS - 100.0%
                  
$
377,991,867
  
           
Par amount is in USD unless otherwise indicated.
          
Percentages are stated as a percent of net assets.
          

(a)
Non-income producing security.
(b)
FLexible EXchange® Options.
(c)
100 shares per contract.
(d)
The rate shown is the annualized yield as of March 31, 2026.
(e)
The rate shown represents the 7-day annualized yield as of March 31, 2026.
NEOS Gold High Income ETF
  
Consolidated Schedule of Written Options
  
March 31, 2026 (Unaudited)
  
   
WRITTEN OPTIONS - (5.4)%
  
Notional Amount
    
Contracts
    
Value
  
Call Options - (1.2)%
  
SPDR Gold Shares (a)(b)
                  
Expiration: 05/15/2026; Exercise Price: $445.00
  
$
(75,601,953
)
    
(1,757
)
  
$
(2,637,257
)
Expiration: 05/15/2026; Exercise Price: $460.00
    
(75,601,953
)
    
(1,757
)
    
(1,767,542
)
Total Call Options
                    
(4,404,799
)
                         
Put Options - (4.2)%
  
SPDR Gold Shares (a)(b)
         Expiration: 07/17/2026; Exercise Price: $425.00
    
(283,561,110
)
    
(6,590
)
    
(15,941,210
)
TOTAL WRITTEN OPTIONS (Premiums received $20,335,665)
                  
$
(20,346,009
)
   
Percentages are stated as a percent of net assets.
  

(a)
FLexible EXchange® Options.
(b)
100 shares per contract.
NEOS Gold High Income ETF
Notes to Quarterly Schedule of Investments
March 31, 2026 (Unaudited)

Investment Valuation
The Funds disclose 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 Funds (observable inputs) and (2) the Funds’ 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 – Unadjusted quoted prices in active markets for identical assets that the Funds 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 Funds’ 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 each Fund’s investments as of March 31,2026:


   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
Investments:
                        
  Exchange Traded Funds
  
$
91,140,260
    
$
–
    
$
–
    
$
91,140,260
  
  Purchased Options
    
–
      
22,709,140
      
–
      
22,709,140
  
  U.S. Treasury Bills
    
–
      
278,762,781
      
–
      
278,762,781
  
  Money Market Funds
    
1,175,412
      
–
      
–
      
1,175,412
  
Total Investments
  
$
92,315,672
    
$
301,471,921
    
$
–
    
$
393,787,593
  
                                 
Liabilities:
                                
  Written Options
  
$
–
    
$
(20,346,009
)
  
$
–
    
$
(20,346,009
)
Total Written Options
  
$
–
    
$
(20,346,009
)
  
$
–
    
$
(20,346,009
)
   
Refer to the Schedule of Investments for further disaggregation of investment categories.