0001145549-24-033503.txt : 20240529 0001145549-24-033503.hdr.sgml : 20240529 20240529145941 ACCESSION NUMBER: 0001145549-24-033503 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240529 DATE AS OF CHANGE: 20240529 PERIOD START: 20241231 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: 24997556 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 2024-12-31 2024-03-31 N 16027480.490000000000 51886.100000000000 15975594.390000000000 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 1605.970000000000 USD N S&P 500 Total Return Index SPTR First American Funds Inc. 549300J5J5SJCZ9IA369 First American Funds Inc. TREAS OBLIGS X 31846V328 7041.050000000000 NS USD 7041.050000000000 0.0440737905 Long STIV RF US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 0 07/11/24 912797GB7 14284000.000000000000 PA USD 14078016.720000000000 88.1220214805 Long DBT UST US N 1 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 258 NC USD 1940753.4 12.1482390741 N/A DE US N 1 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 937396.48 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 2SPY E 2024-07-31 PUT 412.01 N/A -347 NC USD -41175.02 -0.2577370143 N/A DE US N 1 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 360765.67 N N N 2024-05-22 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 augz.htm PART F 3/31/2024

TrueShares Structured Outcome (August) ETF
  
Schedule of Investments
  
as of March 31, 2024 (Unaudited)
  
   
PURCHASED OPTIONS - 12.2%(a)(b)
  
Notional Amount
    
Contracts
    
Value
  
Call Options - 12.2%
          
$
–
  
SPDR S&P 500 ETF, Expiration: 07/31/2024; Exercise Price: $457.79
  
$
13,495,206
      
258
    
$
1,940,753
  
TOTAL PURCHASED OPTIONS (Cost $1,003,357)
    
$
1,940,753
  
                         
SHORT-TERM INVESTMENTS - 88.2%
                  
Money Market Funds - 0.0%(c)
    
Shares
          
First American Treasury Obligations Fund - Class X, 5.22%(d)
      
7,041
      
7,041
  
U.S. Treasury Bills - 88.2%
    
Par
          
5.31%, 07/11/2024(e)
    
$
14,284,000
      
14,078,017
  
TOTAL SHORT-TERM INVESTMENTS (Cost $14,086,960)
      
14,085,058
  
                         
TOTAL INVESTMENTS - 100.4% (Cost $15,090,317)
    
$
16,025,811
  
Liabilities in Excess of Other Assets - (0.4)%
      
(50,217
)
TOTAL NET ASSETS - 100.0%
                  
$
15,975,594
  
           
Percentages are stated as a percent of net assets.
          

(a)
Exchange-traded.
(b)
100 shares per contract.
(c)
Represents less than 0.05% of net assets.
(d)
The rate shown represents the 7-day effective yield as of March 31, 2024.
(e)
The rate shown is the effective yield as of March 31, 2024.
TrueShares Structured Outcome (August) ETF
  
Schedule of Options Written
  
as of March 31, 2024 (Unaudited)
  
   
OPTIONS WRITTEN - (0.3)% (a)(b)
  
Notional Amount
    
Contracts
    
Value
  
Put Options - (0.3)%
                  
SPDR S&P 500 ETF, Expiration: 07/31/2024; Exercise Price: $412.01
  
$
18,150,529
      
347
    
$
41,175
  
TOTAL OPTIONS WRITTEN (Premiums received $401,941)
                  
$
41,175
  
                         
Percentages are stated as a percent of net assets.
                        

(a)
Exchange-traded.
(b)
100 shares per contract.
TrueShares Structured Outcome (August) ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
  Purchased Options
  
$
–
    
$
1,940,753
    
$
–
    
$
1,940,753
  
  Money Market Funds
    
7,041
      
–
      
–
      
7,041
  
  U.S. Treasury Bills
    
–
      
14,078,017
      
–
      
14,078,017
  
Total Assets
  
$
7,041
    
$
16,018,770
    
$
–
    
$
16,025,811
  
                                 
Liabilities:
                                
  Options Written
  
$
–
    
$
41,175
    
$
–
    
$
41,175
  
Total Liabilities
  
$
–
    
$
41,175
    
$
–
    
$
41,175
  
                                 
   
Refer to the Schedule of Investments for industry classifications.