0001145549-23-044454.txt : 20230727 0001145549-23-044454.hdr.sgml : 20230727 20230727141408 ACCESSION NUMBER: 0001145549-23-044454 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230727 DATE AS OF CHANGE: 20230727 PERIOD START: 20230831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Listed Funds Trust CENTRAL INDEX KEY: 0001683471 IRS NUMBER: 826272597 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23226 FILM NUMBER: 231117438 BUSINESS ADDRESS: STREET 1: 615 E. MICHIGAN STREET CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 414-765-5144 MAIL ADDRESS: STREET 1: 615 E. MICHIGAN STREET CITY: MILWAUKEE STATE: WI ZIP: 53202 FORMER COMPANY: FORMER CONFORMED NAME: Active Weighting Funds ETF Trust DATE OF NAME CHANGE: 20160830 0001683471 S000066485 Overlay Shares Small Cap Equity ETF C000214447 Overlay Shares Small Cap Equity ETF OVS NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000066485 C000214447 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1681 Overlay Shares Small Cap Equity ETF S000066485 549300GFKB3FKVIOX052 2023-08-31 2023-05-31 N 7135711.990000000000 61825.700000000000 7073886.290000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 N S&P Small Cap 600 Total Return Index SPTRSMCP First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 61755.730000000000 NS USD 61755.730000000000 0.8730099336 Long STIV RF US N 1 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 76376.000000000000 NS USD 7059433.680000000000 99.7956906655 Long EC RF US N 1 N N N N/A N/A CBOE S&P PUT OPT 06/23 4070 N/A 3.000000000000 NC USD 877.500000000000 0.0124047796 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4070.000000000000 USD 2023-06-05 XXXX -2728.620000000000 N N N N/A N/A CBOE S&P PUT OPT 06/23 4090 N/A 3.000000000000 NC USD 3465.000000000000 0.0489829757 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4090.000000000000 USD 2023-06-09 XXXX 308.880000000000 N N N N/A N/A CBOE S&P PUT OPT 06/23 4130 N/A -3.000000000000 NC USD -2745.000000000000 -0.0388046950 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4130.000000000000 USD 2023-06-05 XXXX 3464.880000000000 N N N N/A N/A CBOE S&P PUT OPT 06/23 4170 N/A 4.000000000000 NC USD 9920.000000000000 0.1402340891 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4170.000000000000 USD 2023-06-07 XXXX -2288.160000000000 N N N N/A N/A CBOE S&P PUT OPT 06/23 4230 N/A -4.000000000000 NC USD -22700.000000000000 -0.3208985707 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4230.000000000000 USD 2023-06-07 XXXX -740.160000000000 N N N N/A N/A CBOE S&P PUT OPT 06/23 4150 N/A -3.000000000000 NC USD -6945.000000000000 -0.0981779988 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4150.000000000000 USD 2023-06-09 XXXX -1110.120000000000 N N N 2023-07-25 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovs.htm
Overlay Shares Small Cap Equity ETF
  
Schedule of Investments
  
May 31, 2023 (Unaudited)
              
                   
   
Shares
    
Value
        
IINVESTMENT COMPANIES - 99.8%
              
Exchange Traded Funds - 99.8%
                  
iShares Core S&P Small-Cap ETF (a)(b)
    
76,376
    
$
7,059,434
        
TOTAL EXCHANGE TRADED FUNDS (Cost $7,932,875)
            
7,059,434
        
                       
MONEY MARKET FUNDS - 0.9%
                
First American Government Obligations Fund - Class X, 4.97% (c)
    
61,756
      
61,756
        
TOTAL MONEY MARKET FUNDS (Cost $61,756)
      
61,756
        
                     
   
Number of
                
   
Contracts (d)
            
Notional Value
  
PURCHASED OPTIONS - 0.2%
                
PURCHASED PUT OPTIONS - 0.2%
                      
CBOE S&P 500 Index
                      
Expiration: June 2023, Exercise Price: $4,070 (e)
    
3
    
$
878
    
$
1,253,949
  
Expiration: June 2023, Exercise Price: $4,070 (e)
    
3
      
3,480
      
1,253,949
  
Expiration: June 2023, Exercise Price: $4,090 (e)
    
3
      
3,465
      
1,253,949
  
Expiration: June 2023, Exercise Price: $4,170 (e)
    
4
      
9,920
      
1,671,932
  
TOTAL PURCHASED OPTIONS (Cost $21,857)
            
17,743
          
                         
Total Investments (Cost $8,016,488) - 100.9%
            
7,138,933
          
Other Assets and Liabilities, net - (0.9)%
            
(65,263
)
        
TOTAL NET ASSETS - 100.0%
          
$
7,073,670
          

Percentages are stated as a percent of net assets.
      
CBOE
  
Chicago Board Options Exchange
            
(a)
  
Fair value of this security exceeds 25% of the Fund's net assets. Additional information for this security, including the financial statements, is available from the SEC's EDGAR database at www.sec.gov.
  
(b)
  
All or a portion of the security is segregated as collateral for written options. The value of the security segregated as collateral for written options is $2,720,122.
  
(c)
  
The rate shown is the seven-day yield at period end.
            
(d)
  
Each contract has a multiplier of 100.
            
(e)
  
Held in connection with a written option, see Schedule of Written Options for more detail.
      
Overlay Shares Small Cap Equity ETF
  
Schedule of Written Options
  
May 31, 2023 (Unaudited)
              
   
Number of
              
   
Contracts (a)
    
Value
    
Notional Value
  
WRITTEN OPTIONS - (0.6)%
                  
WRITTEN PUT OPTIONS - (0.6)%
                  
CBOE S&P 500 Index
                  
Expiration: June 2023, Exercise Price: $4,130
    
3
    
$
2,745
    
$
1,253,949
  
Expiration: June 2023, Exercise Price: $4,130
    
3
      
6,360
      
1,253,949
  
Expiration: June 2023, Exercise Price: $4,150
    
3
      
6,945
      
1,253,949
  
Expiration: June 2023, Exercise Price: $4,230
    
4
      
22,700
      
1,671,932
  
TOTAL WRITTEN OPTIONS (Premiums Received $39,555)
          
$
38,750
          

Percentages are stated as a percent of net assets.
      
CBOE Chicago Board Options Exchange
            
(a)
Each contract has a multiplier of 100.
            
Fair Value Measurements
            
Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels.
  
Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs
  
(including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant
  
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the
  
securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
    
               
The Fund did not hold any investments during the period with significant unobservable inputs which would be classified as Level 3.
  
               
The following is a summary of the inputs used to value the Fund's investments carried at fair value as of May 31, 2023:
  

                         
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Exchange Traded Funds
  
$
7,059,434
    
$
-
    
$
-
    
$
7,059,434
  
Money Market Funds
    
61,756
      
-
      
-
      
61,756
  
Purchased Put Options
    
-
      
17,743
      
-
      
17,743
  
Total Investments - Assets
  
$
7,121,190
    
$
17,743
    
$
-
    
$
7,138,933
  
Other Financial Instruments - Liabilities:
                                
Written Put Options
  
$
-
    
$
38,750
    
$
-
    
$
38,750