0001145549-24-033511.txt : 20240529 0001145549-24-033511.hdr.sgml : 20240529 20240529145943 ACCESSION NUMBER: 0001145549-24-033511 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: 24997563 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 S000068434 TrueShares Structured Outcome (October) ETF C000218842 TrueShares Structured Outcome (October) ETF OCTZ NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000068434 C000218842 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 (October) ETF S000068434 5493001LR8SNNV056P94 2024-12-31 2024-03-31 N 3990001.100000000000 16446.870000000000 3973554.230000000000 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 653.920000000000 USD N S&P 500 Total Return Index SPTR United States Treasury Bills 254900HROIFWPRGM1V77 B 0 09/05/24 912797GL5 3379000.000000000000 PA USD 3303639.110000000000 83.1406574260 Long DBT UST US N 1 2024-09-05 None 0.000000000000 N N N N N N First American Funds Inc. 549300J5J5SJCZ9IA369 First American Funds Inc. TREAS OBLIGS X 31846V328 7738.140000000000 NS USD 7738.140000000000 0.1947410190 Long STIV RF US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 2SPY E 2024-09-30 CALL 427.48 N/A 63 NC USD 677931.66 17.0610899150 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 100 427.480000000000 USD 2024-09-30 XXXX 429552.6 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 2SPY E 2024-09-30 PUT 384.73 N/A -88 NC USD -13823.04 -0.3478759619 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 100 384.730000000000 USD 2024-09-30 XXXX 93869.85 N N N 2024-05-22 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 octz.htm PART F 3/31/2024

TrueShares Structured Outcome (October) ETF
  
Schedule of Investments
  
as of March 31, 2024 (Unaudited)
  
   
PURCHASED OPTIONS - 17.0%(a)(b)
  
Notional Amount
    
Contracts
    
Value
  
Call Options - 17.0%
          
$
–
  
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $427.48
  
$
3,295,341
      
63
    
$
677,932
  
TOTAL PURCHASED OPTIONS (Cost $248,379)
    
$
677,932
  
                         
SHORT-TERM INVESTMENTS - 83.3%
                  
Money Market Funds - 0.2%
    
Shares
          
First American Treasury Obligations Fund - Class X, 5.22%(c)
      
7,738
      
7,738
  
U.S. Treasury Bills - 83.1%
    
Par
          
5.31%, 09/05/2024(d)
    
$
3,379,000
      
3,303,639
  
TOTAL SHORT-TERM INVESTMENTS (Cost $3,311,326)
      
3,311,377
  
                         
TOTAL INVESTMENTS - 100.3% (Cost $3,559,705)
    
$
3,989,309
  
Liabilities in Excess of Other Assets - (0.3)%
      
(15,755
)
TOTAL NET ASSETS - 100.0%
                  
$
3,973,554
  
           
Percentages are stated as a percent of net assets.
          

(a)
Exchange-traded.
(b)
100 shares per contract.
(c)
The rate shown represents the 7-day effective yield as of March 31, 2024.
(d)
The rate shown is the effective yield as of March 31, 2024.
TrueShares Structured Outcome (October) 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: 09/30/2024; Exercise Price: $384.73
  
$
4,603,016
      
88
    
$
13,823
  
TOTAL OPTIONS WRITTEN (Premiums received $107,693)
                  
$
13,823
  
                         
Percentages are stated as a percent of net assets.
                        

(a)
Exchange-traded.
(b)
100 shares per contract.
TrueShares Structured Outcome (October) ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
  Purchased Options
  
$
–
    
$
677,932
    
$
–
    
$
677,932
  
  Money Market Funds
    
7,738
      
–
      
–
      
7,738
  
  U.S. Treasury Bills
    
–
      
3,303,639
      
–
      
3,303,639
  
Total Assets
  
$
7,738
    
$
3,981,571
    
$
–
    
$
3,989,309
  
                                 
Liabilities:
                                
  Options Written
  
$
–
    
$
13,823
    
$
–
    
$
13,823
  
Total Liabilities
  
$
–
    
$
13,823
    
$
–
    
$
13,823
  
                                 
   
Refer to the Schedule of Investments for industry classifications.