{"ticker":"CSHI","name":"NEOS Enhanced Income 1-3 Month T-Bill ETF","page_url":null,"cite_as":"TickerInside, NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-25, https://tickerinside.com/api/v1/etf/cshi.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/cshi.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/cshi.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG019CHS7L9","share_class_figi":"BBG019CHS8F4","cik":"0001848758","series_id":"S000077193","class_id":"C000237367"},"source_layer":"sec_nport_derivatives","category":{"id":"single-stock-option-income","label":"Single-Stock Option Income","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-06-30, its contracts are on S&P 500 Index and its name says it writes options for income.","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"S&P 500 Index"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-25","filing_url":"https://www.sec.gov/Archives/edgar/data/1848758/000089418926023150/","net_assets":1403117639,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.38,"expense_ratio_gross":0.38,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-04-30","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1848758/000199937126009592/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":8,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-06-30, CSHI held US Treasury bills (99.2%) and money market funds (0.9%), as percent of net assets. It carried options on S&P 500 Index (91.6% in written puts and 87.5% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":99.16},{"kind":"money_market_funds","label":"Money market funds","pct":0.87}],"derivatives":[{"instrument":"option","description":"put option, written","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"short","notional_pct":91.6334,"value_pct":-0.0157,"positions":4,"option_type":"put","option_side":"written","expires_first":"2026-07-09","expires_last":"2026-07-09"},{"instrument":"option","description":"put option, purchased","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":87.4952,"value_pct":0.0084,"positions":4,"option_type":"put","option_side":"purchased","expires_first":"2026-07-09","expires_last":"2026-07-09"}],"underlyings":[{"underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{"written_puts_pct":91.63,"purchased_puts_pct":87.5},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":179.13,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}