0001145549-24-003421.txt : 20240126 0001145549-24-003421.hdr.sgml : 20240126 20240126105626 ACCESSION NUMBER: 0001145549-24-003421 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240126 DATE AS OF CHANGE: 20240126 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Listed Funds Trust CENTRAL INDEX KEY: 0001683471 ORGANIZATION NAME: IRS NUMBER: 826272597 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23226 FILM NUMBER: 24565048 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 S000066488 Overlay Shares Municipal Bond ETF C000214450 Overlay Shares Municipal Bond ETF OVM NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000066488 C000214450 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1692 Overlay Shares Municipal Bond ETF S000066488 549300NWLISE67TD2C20 2024-08-31 2023-11-30 N 13636694.530000000000 72410.920000000000 13564283.610000000000 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 N/A N/A First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 150433.540000000000 NS USD 150433.540000000000 1.1090415412 Long STIV RF US N 1 N N N iShares National Muni Bond ETF 549300H21FUYFQW9N157 iShares National Muni Bond ETF 464288414 126577.000000000000 NS USD 13482982.040000000000 99.4006202440 Long EC RF US N 1 N N N N/A N/A CBOE S&P PUT OPT 12/23 4400 N/A 6.000000000000 NC USD 105.000000000000 0.0007740917 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4400.000000000000 USD 2023-12-04 XXXX -2005.980000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4535 N/A -6.000000000000 NC USD -3720.000000000000 -0.0274249648 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4535.000000000000 USD 2023-12-04 XXXX 9574.920000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4375 N/A 6.000000000000 NC USD 270.000000000000 0.0019905216 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4375.000000000000 USD 2023-12-06 XXXX -2316.240000000000 N N N N/A N/A CBOE S&P PUT OPT 12/23 4500 N/A -6.000000000000 NC USD -2760.000000000000 -0.0203475545 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4500.000000000000 USD 2023-12-06 XXXX 9233.760000000000 N N N N/A N/A CBOE S&P PUT OPT 12/23 4375 N/A 5.000000000000 NC USD 650.000000000000 0.0047919965 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4375.000000000000 USD 2023-12-08 XXXX -1680.200000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4510 N/A -5.000000000000 NC USD -4975.000000000000 -0.0366772042 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4510.000000000000 USD 2023-12-08 XXXX 5619.800000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4400 N/A 6.000000000000 NC USD 1425.000000000000 0.0105055309 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4400.000000000000 USD 2023-12-11 XXXX -771.240000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4530 N/A -6.000000000000 NC USD -9810.000000000000 -0.0723222861 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 4530.000000000000 USD 2023-12-11 XXXX 3563.760000000000 N N N 2024-01-25 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovm.htm
Overlay Shares Municipal Bond ETF
  
Schedule of Investments
  
as of November 30, 2023 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 99.8%
    
Shares
    
Value
  
iShares National Muni Bond ETF(a)(b)
          
127,060
    
$
13,534,431
  
TOTAL EXCHANGE TRADED FUNDS (Cost $14,465,579)
      
13,534,431
  
                       
OPTIONS PURCHASED - 0.0%
  
Notional
    
Contracts(f)
    
Value
  
Put Options - 0.0%(c)(d)(e)
            
$
–
  
S&P 500 Index
      
–
    
$
–
  
Expires December 4, 2023 at $4,400.00
    
2,740,680
      
6
      
105
  
Expires December 6, 2023 at $4,375.00
    
2,740,680
      
6
      
270
  
Expires December 8, 2023 at $4,375.00
    
2,283,900
      
5
      
650
  
Expires December 11, 2023 at $4,400.00
    
2,740,680
      
6
      
1,425
  
Expires December 13, 2023 at $4,390.00
    
2,740,680
      
6
      
2,730
  
Total Put Options
                    
5,180
  
TOTAL OPTIONS (Cost $12,536)
      
5,180
  
                         
SHORT-TERM INVESTMENTS - 1.1%
                  
Money Market Funds - 1.1%
    
Shares
          
First American Government Obligations Fund - Class X, 5.29%(g)
      
150,434
      
150,434
  
TOTAL SHORT-TERM INVESTMENTS (Cost $150,434)
      
150,434
  
                         
TOTAL INVESTMENTS - 100.9% (Cost $14,628,548)
    
$
13,690,045
  
Liabilities in Excess of Other Assets - (0.9)%
      
(122,871
)
TOTAL NET ASSETS - 100.0%
                  
$
13,567,174
  
           
Percentages are stated as a percent of net assets.
          

(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 $ 8,414,228.
(c)
Represents less than 0.05% of net assets.
(d)
Exchange-traded.
(e)
Held in connection with a written option, see Schedule of Written Options for more detail.
(f)
Each contract has a multiplier of 100.
(g)
The rate shown represents the 7-day effective yield as of November 30, 2023.
Overlay Shares Municipal Bond ETF
  
Schedule of Written Options
  
as of November 30, 2023 (Unaudited)
  
   
Options Written - (0.2)% (a)
  
Notional
    
Contracts(b)
    
Value
  
Put Options - (0.2)%
                  
S&P 500 Index
    
0
      
0
      
–
  
   Expires December 4, 2023 at $4,535.00
  
$
2,740,680
      
6
    
$
3,720
  
   Expires December 6, 2023 at $4,500.00
    
2,740,680
      
6
      
2,760
  
   Expires December 8, 2023 at $4,510.00
    
2,283,900
      
5
      
4,975
  
   Expires December 11, 2023 at $4,530.00
    
2,740,680
      
6
      
9,810
  
   Expires December 13, 2023 at $4,520.00
    
2,740,680
      
6
      
12,270
  
Total Put Options
                    
33,535
  
Total Options Written (Premiums received $65,007)
                    
33,535
  

(a)
Exchange-traded.
(b)
Each contract has a multiplier of 100.
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 November 30, 2023:

Overlay Shares Municipal Bond ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments:
                        
  Exchange Traded Funds
  
$
13,534,431
    
$
–
    
$
–
    
$
13,534,431
  
  Options
    
–
      
5,180
      
–
      
5,180
  
  Money Market Funds
    
150,434
      
–
      
–
      
150,434
  
Total Investments
  
$
13,684,865
    
$
5,180
    
$
–
    
$
13,690,045
  
                                 
Investments Sold Short:
                                
  Options
  
$
–
    
$
33,535
    
$
–
    
$
33,535
  
Total Investments Sold Short
  
$
–
    
$
33,535
    
$
–
    
$
33,535