0001145549-24-046253.txt : 20240729 0001145549-24-046253.hdr.sgml : 20240729 20240729135901 ACCESSION NUMBER: 0001145549-24-046253 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240729 DATE AS OF CHANGE: 20240729 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: 241151067 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 2024-05-31 N 22444469.450000000000 45711.150000000000 22398758.300000000000 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 57730.520000000000 N N/A N/A iShares National Muni Bond ETF 549300H21FUYFQW9N157 iShares National Muni Bond ETF 464288414 211605.000000000000 NS USD 22375112.700000000000 99.8944334338 Long EC RF US N 1 N N N N/A N/A SPXW US 06/03/24 P5175 N/A 9.000000000000 NC USD 225.000000000000 0.0010045200 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 5175.000000000000 USD 2024-06-03 XXXX -4691.330000000000 N N N N/A N/A SPXW US 06/03/24 P5275 N/A -9.000000000000 NC USD -7920.000000000000 -0.0353591029 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 5275.000000000000 USD 2024-06-03 XXXX 10747.630000000000 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 7210.600000000000 NS USD 7210.600000000000 0.0321919631 Long STIV RF US N 1 N N N N/A N/A SPXW US 06/07/24 P5175 N/A 10.000000000000 NC USD 3750.000000000000 0.0167419995 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 5175.000000000000 USD 2024-06-07 XXXX -11875.790000000000 N N N N/A N/A SPXW US 06/07/24 P5275 N/A -10.000000000000 NC USD -24000.000000000000 -0.1071487967 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 5275.000000000000 USD 2024-06-07 XXXX 19805.010000000000 N N N 2024-07-26 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 May 31, 2024 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 99.9%
    
Shares
    
Value
  
iShares National Muni Bond ETF(a)(f)
      
211,605
    
$
22,375,112
  
TOTAL EXCHANGE TRADED FUNDS (Cost $23,479,404)
      
22,375,112
  
                       
PURCHASED OPTIONS - 0.1%(b)(c)
  
Notional Amount
    
Contracts
    
Value
  
Put Options - 0.1%
            
$
–
  
S&P 500 Index
      
–
    
$
–
  
Expiration: 06/03/2024; Exercise Price: $5,220.00
    
4,749,759
      
9
      
720
  
Expiration: 06/03/2024; Exercise Price: $5,175.00(g)
    
4,749,759
      
9
      
225
  
Expiration: 06/07/2024; Exercise Price: $5,175.00(g)
    
5,277,510
      
10
      
3,750
  
Expiration: 06/14/2024; Exercise Price: $5,150.00(g)
    
4,749,759
      
9
      
10,035
  
Total Put Options
                    
14,730
  
TOTAL PURCHASED OPTIONS (Cost $46,661)
      
14,730
  
                         
SHORT-TERM INVESTMENTS - 0.0%(d)
                  
Money Market Funds - 0.0%(d)
    
Shares
          
First American Government Obligations Fund - Class X, 5.24%(e)
      
7,211
      
7,211
  
TOTAL SHORT-TERM INVESTMENTS (Cost $7,211)
      
7,211
  
                         
TOTAL INVESTMENTS - 100.0% (Cost $23,533,276)
    
$
22,397,053
  
Other Assets in Excess of Liabilities - 0.0%(d)
      
642
  
TOTAL NET ASSETS - 100.0%
                  
$
22,397,695
  
           
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)
Exchange-traded.
(c)
100 shares per contract.
(d)
Represents less than 0.05% of net assets.
(e)
The rate shown represents the 7-day effective yield as of May 31, 2024.
(f)
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 $14,022,499.
(g)
Held in connection with a written option, see Schedule of Written Options for more detail.
Overlay Shares Municipal Bond ETF
  
Schedule of Written Options
  
as of May 31, 2024 (Unaudited)
  
   
WRITTEN OPTIONS - (0.2)% (a)(b)
  
Notional Amount
    
Contracts
    
Value
  
Put Options - (0.2)%
                  
S&P 500 Index
    
0
      
0
      
–
  
Expiration: 06/03/2024; Exercise Price: $5,275.00
  
$
(4,749,759
)
    
(9
)
  
$
(7,920
)
Expiration: 06/07/2024; Exercise Price: $5,275.00
    
(5,277,510
)
    
(10
)
    
(24,000
)
Expiration: 06/14/2024; Exercise Price: $5,200.00
    
(4,749,759
)
    
(9
)
    
(16,785
)
Total Put Options
                    
(48,705
)
TOTAL WRITTEN OPTIONS (Premiums received $93,558)
                    
(48,705
)
                         
Percentages are stated as a percent of net assets.
                        

(a)
Exchange-traded.
(b)
100 shares per contract.

Overlay Shares Municipal Bond ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
Investments:
                        
  Exchange Traded Funds
  
$
22,375,112
    
$
–
    
$
–
    
$
22,375,112
  
  Purchased Options
    
720
      
14,010
      
–
      
14,730
  
  Money Market Funds
    
7,211
      
–
      
–
      
7,211
  
Total Investments
  
$
22,383,043
    
$
14,010
    
$
–
    
$
22,397,053
  
                                 
Liabilities:
                                
Investments:
                                
  Written Options
  
$
–
    
$
(48,705
)
  
$
–
    
$
(48,705
)
Total Investments
  
$
–
    
$
(48,705
)
  
$
–
    
$
(48,705
)