0001145549-24-003426.txt : 20240126 0001145549-24-003426.hdr.sgml : 20240126 20240126105628 ACCESSION NUMBER: 0001145549-24-003426 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: 24565053 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 S000070642 Overlay Shares Short Term Bond ETF C000224381 Overlay Shares Short Term Bond ETF OVT NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000070642 C000224381 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1692 Overlay Shares Short Term Bond ETF S000070642 549300R00FMVWAFURZ76 2024-08-31 2023-11-30 N 58817950.850000000000 246915.890000000000 58571034.960000000000 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 Vanguard Short-Term Corporate N/A Vanguard Short-Term Corporate Bond ETF 92206C409 762122.000000000000 NS USD 58241363.240000000000 99.4371420614 Long EC RF US N 1 N N N N/A N/A S&P DOW PUT OPT 12/23 4535 N/A -25.000000000000 NC USD -15500.000000000000 -0.0264635925 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 39895.520000000000 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 562334.820000000000 NS USD 562334.820000000000 0.9600902910 Long STIV RF US N 1 N N N N/A N/A CBOE S&P PUT OPT 12/23 4400 N/A 25.000000000000 NC USD 437.500000000000 0.0007469562 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 -8358.230000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4375 N/A 25.000000000000 NC USD 1125.000000000000 0.0019207446 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 -9650.980000000000 N N N N/A N/A CBOE S&P PUT OPT 12/23 4500 N/A -25.000000000000 NC USD -11500.000000000000 -0.0196342783 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 38474.020000000000 N N N N/A N/A CBOE S&P PUT OPT 12/23 4375 N/A 25.000000000000 NC USD 3250.000000000000 0.0055488178 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 -8400.980000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4510 N/A -25.000000000000 NC USD -24875.000000000000 -0.0424697976 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 28099.020000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4400 N/A 26.000000000000 NC USD 6175.000000000000 0.0105427538 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 -3342.010000000000 N N N N/A N/A S&P DOW PUT OPT 12/23 4530 N/A -26.000000000000 NC USD -42510.000000000000 -0.0725785365 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 15442.990000000000 N N N 2024-01-25 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovt.htm
Overlay Shares Short Term Bond ETF
  
Schedule of Investments
  
as of November 30, 2023 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 99.8%
  
Shares
    
Value
  
Vanguard Short-Term Corporate Bond ETF(a)(b)
          
765,032
    
$
58,463,745
  
TOTAL EXCHANGE TRADED FUNDS (Cost $61,889,594)
      
58,463,745
  
                       
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
    
11,419,500
      
25
      
438
  
Expires December 6, 2023 at $4,375.00
    
11,419,500
      
25
      
1,125
  
Expires December 8, 2023 at $4,375.00
    
11,419,500
      
25
      
3,250
  
Expires December 11, 2023 at $4,400.00
    
11,876,280
      
26
      
6,175
  
Expires December 13, 2023 at $4,390.00
    
11,876,280
      
26
      
11,830
  
Total Put Options
                    
22,818
  
TOTAL OPTIONS (Cost $55,093)
      
22,818
  
                         
SHORT-TERM INVESTMENTS - 1.0%
                  
Money Market Funds - 1.0%
  
Shares
          
First American Government Obligations Fund - Class X, 5.29%(g)
      
562,335
      
562,335
  
TOTAL SHORT-TERM INVESTMENTS (Cost $562,335)
      
562,335
  
                         
TOTAL INVESTMENTS - 100.8% (Cost $62,507,022)
    
$
59,048,898
  
Liabilities in Excess of Other Assets - (0.8)%
      
(465,351
)
TOTAL NET ASSETS - 100.0%
                  
$
58,583,547
  
           
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 $16,469,809.
(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 Short Term Bond ETF
  
Schedule of Written Options
  
as of November 30, 2023 (Unaudited)
  
   
Options Written - (0.3)% (a)
  
Notional
    
Contracts(b)
    
Value
  
Put Options - (0.3)%
                  
S&P 500 Index
    
0
      
0
      
–
  
   Expires December 4, 2023 at $4,535.00
  
$
11,419,500
      
25
    
$
15,500
  
   Expires December 6, 2023 at $4,500.00
    
11,419,500
      
25
      
11,500
  
   Expires December 8, 2023 at $4,510.00
    
11,419,500
      
25
      
24,875
  
   Expires December 11, 2023 at $4,530.00
    
11,876,280
      
26
      
42,510
  
   Expires December 13, 2023 at $4,520.00
    
11,876,280
      
26
      
53,170
  
Total Put Options
                    
147,555
  
Total Options Written (Premiums received $284,546)
                    
147,555
  

(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 Short Term Bond ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments:
                        
  Exchange Traded Funds
  
$
58,463,745
    
$
–
    
$
–
    
$
58,463,745
  
  Options
    
–
      
22,818
      
–
      
22,818
  
  Money Market Funds
    
562,335
      
–
      
–
      
562,335
  
Total Investments
  
$
59,026,080
    
$
22,818
    
$
–
    
$
59,048,898
  
                                 
Investments Sold Short:
                                
  Options
  
$
–
    
$
147,555
    
$
–
    
$
147,555
  
Total Investments Sold Short
  
$
–
    
$
147,555
    
$
–
    
$
147,555