0001145549-23-073389.txt : 20231128 0001145549-23-073389.hdr.sgml : 20231128 20231128153224 ACCESSION NUMBER: 0001145549-23-073389 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231128 DATE AS OF CHANGE: 20231128 PERIOD START: 20231231 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: 231445820 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 S000068443 TrueShares Structured Outcome (August) ETF C000218851 TrueShares Structured Outcome (August) ETF AUGZ NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000068443 C000218851 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 C/O U.S. BANCORP FUND SERVICES LLC 615 East Michigan Street Milwaukee 53202 8336121912 TrueShares Structured Outcome (August) ETF S000068443 549300MNWZX4HY33Q013 2023-12-31 2023-09-30 N 16073730.870000000000 625248.000000000000 15448482.870000000000 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 44121.770000000000 USD N S&P 500 Total Return Index SPTR First American Funds Inc. 549300J5J5SJCZ9IA369 First American Funds Inc. TREAS OBLIGS X 31846V328 77899.640000000000 NS USD 77899.640000000000 0.5042543055 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 0 07/11/24 912797GB7 16130000.000000000000 PA USD 15470366.710000000000 100.1416568875 Long DBT UST US N 2 2024-07-11 None 0.000000000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 2SPY E 2024-07-31 CALL 457.79 N/A 274 NC USD 480826.16 3.1124490608 N/A DE US N 2 Chicago Board Options Exchange N/A Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100 457.790000000000 USD 2024-07-31 XXXX -586291.55 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 2SPY E 2024-07-31 PUT 412.01 N/A -391 NC USD -615011.72 -3.9810493055 N/A DE US N 2 Chicago Board Options Exchange N/A Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100 412.010000000000 USD 2024-07-31 XXXX -164145.58 N N N 2023-11-28 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 augz.htm PART F 9/30/2023
TrueShares Structured Outcome (August) ETF
  
Schedule of Investments
  
September 30, 2023 (Unaudited)
            
               
 
Shares /
Principal
Amount
    
Value
      
SHORT-TERM INVESTMENTS - 100.7%
            
Money Market Funds - 0.5%
            
First American Treasury Obligations Fund - Class X, 5.26% (a)
    
77,900
    
$
77,900
      
Total Money Market Funds (Cost $77,900)
      
77,900
      
                     
U.S. Treasury Bills - 100.2%
              
5.44%, 07/11/2024 (c)(d)
    
16,130,000
      
15,470,367
      
Total U.S. Treasury Bills (Cost $15,483,295)
      
15,470,367
      
TOTAL SHORT-TERM INVESTMENTS (Cost $15,561,195)
      
15,548,267
      
 
Number of
              
 
Contracts (b)
          
Notional Value
  
PURCHASED OPTIONS - 3.1%
                    
PURCHASED CALL OPTIONS - 3.1%
                    
CBOE SPDR S&P 500 ETF Trust
                    
Expiration: July 31, 2024, Exercise Price: $457.79
    
274
      
480,826
    
$
11,712,952
  
TOTAL PURCHASED OPTIONS (Cost $1,067,118)
            
480,826
          
                         
TOTAL INVESTMENTS (Cost $16,628,313) - 103.8%
            
16,029,093
          
Other Assets and Liabilities, net - (3.8)%
            
(580,610
)
        
TOTAL NET ASSETS - 100.0%
          
$
15,448,483
          

Percentages are stated as a percent of net assets.
        

CBOE
Chicago Board Options Exchange
              
SPDR
Standard & Poor's Depositary Receipt
              

(a) The rate shown is the seven day yield at period end.
      
(b) Each contract has a multiplier of 100.
      
(c) The rate shown is the effective yield as of September 30, 2023.
      
(d) Designated as collateral for written options.
      
TrueShares Structured Outcome (August) ETF
  
Schedule of Written Options
  
September 30, 2023 (Unaudited)
  
                   
   
Number of
              
   
Contracts (a)
    
Value
    
Notional Value
  
WRITTEN OPTIONS - 4.0%
                  
WRITTEN PUT OPTIONS - 4.0%
                  
CBOE SPDR S&P 500 ETF Trust
                  
Expiration: July 31, 2024, Exercise Price: $412.01
    
391
    
$
615,012
    
$
16,714,468
  
TOTAL WRITTEN OPTIONS (Premiums Received $450,866)
          
$
615,012
          

Percentages are stated as a percent of net assets.
        

CBOE
Chicago Board Options Exchange
              
SPDR
Standard & Poor's Depositary Receipt
              

(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 September 30, 2023:
    

   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Money Market Funds
  
$
77,900
    
$
-
    
$
-
    
$
77,900
  
U.S. Treasury Bills
    
-
      
15,470,367
      
-
      
15,470,367
  
Purchased Call Options
    
-
      
480,826
      
-
      
480,826
  
Total Investments - Assets
  
$
77,900
    
$
15,951,193
    
$
-
    
$
16,029,093
  
Other Financial Instruments - Liabilities:
                                
Written Put Options
  
$
-
    
$
615,012
    
$
-
    
$
615,012