0001145549-24-046257.txt : 20240729 0001145549-24-046257.hdr.sgml : 20240729 20240729135902 ACCESSION NUMBER: 0001145549-24-046257 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: 241151070 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 S000070641 Overlay Shares Hedged Large Cap Equity ETF C000224380 Overlay Shares Hedged Large Cap Equity ETF OVLH NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000070641 C000224380 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1692 Overlay Shares Hedged Large Cap Equity ETF S000070641 549300QC66SMNJ17WC86 2024-08-31 2024-05-31 N 22177735.860000000000 14069.100000000000 22163666.760000000000 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 30496.700000000000 N S&P 500 Total Return Index SPTR N/A N/A SPX US 08/16/24 P4550 N/A 20.000000000000 NC USD 20100.000000000000 0.0906889650 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4550.000000000000 USD 2024-08-16 XXXX -82120.780000000000 N N N N/A N/A SPX US 01/17/25 P4900 N/A 10.000000000000 NC USD 81350.000000000000 0.3670421545 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4900.000000000000 USD 2025-01-17 XXXX -42360.390000000000 N N N N/A N/A SPX US 03/21/25 P4900 N/A 10.000000000000 NC USD 103550.000000000000 0.4672060861 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4900.000000000000 USD 2025-03-21 XXXX -43820.390000000000 N N N N/A N/A SPX US 06/20/25 P4900 N/A 10.000000000000 NC USD 131950.000000000000 0.5953437282 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4900.000000000000 USD 2025-06-20 XXXX -43710.390000000000 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 18445.040000000000 NS USD 18445.040000000000 0.0832219695 Long STIV RF US N 1 N N N Vanguard S&P 500 ETF N/A Vanguard S&P 500 ETF 922908363 44770.000000000000 NS USD 21696437.400000000000 97.8919130798 Long EC RF US N 1 N N N N/A N/A SPX US 12/20/24 P4900 N/A 13.000000000000 NC USD 95355.000000000000 0.4302311573 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 4900.000000000000 USD 2024-12-20 XXXX -54548.510000000000 N N N 2024-07-26 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovlh.htm

Overlay Shares Hedged Large Cap Equity ETF
  
Schedule of Investments
  
as of May 31, 2024 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 97.9%
    
Shares
    
Value
  
Vanguard S&P 500 ETF(a)
      
44,770
    
$
21,696,437
  
TOTAL EXCHANGE TRADED FUNDS (Cost $18,048,787)
      
21,696,437
  
                       
PURCHASED OPTIONS - 1.9%(b)(c)
  
Notional Amount
    
Contracts
    
Value
  
Put Options - 1.9%
            
$
–
  
S&P 500 Index
      
–
    
$
–
  
Expiration: 08/16/2024; Exercise Price: $4,550.00
    
10,555,020
      
20
      
20,100
  
Expiration: 12/20/2024; Exercise Price: $4,900.00
    
6,860,763
      
13
      
95,355
  
Expiration: 01/17/2025; Exercise Price: $4,900.00
    
5,277,510
      
10
      
81,350
  
Expiration: 03/21/2025; Exercise Price: $4,900.00
    
5,277,510
      
10
      
103,550
  
Expiration: 06/20/2025; Exercise Price: $4,900.00
    
5,277,510
      
10
      
131,950
  
Total Put Options
                    
432,305
  
TOTAL PURCHASED OPTIONS (Cost $698,865)
      
432,305
  
                         
SHORT-TERM INVESTMENTS - 0.1%
                  
Money Market Funds - 0.1%
    
Shares
          
First American Government Obligations Fund - Class X, 5.24%(d)
      
18,445
      
18,445
  
TOTAL SHORT-TERM INVESTMENTS (Cost $18,445)
      
18,445
  
                         
TOTAL INVESTMENTS - 99.9% (Cost $18,766,097)
    
$
22,147,187
  
Other Assets in Excess of Liabilities - 0.1%
      
16,480
  
TOTAL NET ASSETS - 100.0%
                  
$
22,163,667
  
           
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)
The rate shown represents the 7-day effective yield as of May 31, 2024.
Overlay Shares Hedged Large Cap Equity ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments:
                        
  Exchange Traded Funds
  
$
21,696,437
    
$
–
    
$
–
    
$
21,696,437
  
  Purchased Options
    
–
      
432,305
      
–
      
432,305
  
  Money Market Funds
    
18,445
      
–
      
–
      
18,445
  
Total Investments
  
$
21,714,882
    
$
432,305
    
$
–
    
$
22,147,187