0001145549-24-046258.txt : 20240729 0001145549-24-046258.hdr.sgml : 20240729 20240729135903 ACCESSION NUMBER: 0001145549-24-046258 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: 241151071 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 S000066486 Overlay Shares Foreign Equity ETF C000214448 Overlay Shares Foreign Equity ETF OVF NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000066486 C000214448 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1692 Overlay Shares Foreign Equity ETF S000066486 549300NWI685WB987C78 2024-08-31 2024-05-31 N 17797343.060000000000 40048.000000000000 17757295.060000000000 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 32046.800000000000 N MSCI ACWI ex USA Net Total Return USD Index NDUEACWZ First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 17275.150000000000 NS USD 17275.150000000000 0.0972848057 Long STIV RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 189297.000000000000 NS USD 14282458.650000000000 80.4314992894 Long EC RF US N 1 N N N iShares Core MSCI Emerging Mar 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 65824.000000000000 NS USD 3461684.160000000000 19.4944339681 Long EC RF US N 1 N N N N/A N/A SPXW US 06/03/24 P5175 N/A 8.000000000000 NC USD 200.000000000000 0.0011262977 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 -4170.080000000000 N N N N/A N/A SPXW US 06/03/24 P5275 N/A -8.000000000000 NC USD -7040.000000000000 -0.0396456779 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 9553.440000000000 N N N N/A N/A SPXW US 06/07/24 P5175 N/A 9.000000000000 NC USD 3375.000000000000 0.0190062731 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 -10688.210000000000 N N N N/A N/A SPXW US 06/07/24 P5275 N/A -9.000000000000 NC USD -21600.000000000000 -0.1216401480 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 17824.510000000000 N N N 2024-07-26 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovf.htm

Overlay Shares Foreign Equity ETF
  
Schedule of Investments
  
as of May 31, 2024 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 99.9%
    
Shares
    
Value
  
iShares Core MSCI EAFE ETF(a)(e)
      
189,297
    
$
14,282,459
  
iShares Core MSCI Emerging Markets ETF(e)
      
65,824
      
3,461,684
  
TOTAL EXCHANGE TRADED FUNDS (Cost $15,767,332)
      
17,744,143
  
                       
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
    
4,222,008
      
8
      
640
  
Expiration: 06/03/2024; Exercise Price: $5,175.00(f)
    
4,222,008
      
8
      
200
  
Expiration: 06/07/2024; Exercise Price: $5,175.00(f)
    
4,749,759
      
9
      
3,375
  
Expiration: 06/14/2024; Exercise Price: $5,150.00(f)
    
4,222,008
      
8
      
8,920
  
Total Put Options
                    
13,135
  
TOTAL PURCHASED OPTIONS (Cost $41,650)
      
13,135
  
                         
SHORT-TERM INVESTMENTS - 0.1%
                  
Money Market Funds - 0.1%
    
Shares
          
First American Government Obligations Fund - Class X, 5.24%(d)
      
17,275
      
17,275
  
TOTAL SHORT-TERM INVESTMENTS (Cost $17,275)
      
17,275
  
                         
TOTAL INVESTMENTS - 100.1% (Cost $15,826,257)
    
$
17,774,553
  
Liabilities in Excess of Other Assets - (0.1)%
      
(18,203
)
TOTAL NET ASSETS - 100.0%
                  
$
17,756,350
  
           
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.
(e)
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 $14,956,557.
(f)
Held in connection with a written option, see Schedule of Written Options for more detail.
Overlay Shares Foreign Equity 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
  
$
(4,222,008
)
    
(8
)
  
$
(7,040
)
Expiration: 06/07/2024; Exercise Price: $5,275.00
    
(4,749,759
)
    
(9
)
    
(21,600
)
Expiration: 06/14/2024; Exercise Price: $5,200.00
    
(4,222,008
)
    
(8
)
    
(14,920
)
Total Put Options
                    
(43,560
)
TOTAL WRITTEN OPTIONS (Premiums received $83,650)
                    
(43,560
)
                         
Percentages are stated as a percent of net assets.
                        

(a)
Exchange-traded.
(b)
100 shares per contract.
Overlay Shares Foreign Equity ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
Investments:
                        
  Exchange Traded Funds
  
$
17,744,143
    
$
–
    
$
–
    
$
17,744,143
  
  Purchased Options
    
640
      
12,495
      
–
      
13,135
  
  Money Market Funds
    
17,275
      
–
      
–
      
17,275
  
Total Investments
  
$
17,762,058
    
$
12,495
    
$
–
    
$
17,774,553
  
                                 
Liabilities:
                                
Investments:
                                
  Written Options
  
$
–
    
$
(43,560
)
  
$
–
    
$
(43,560
)
Total Investments
  
$
–
    
$
(43,560
)
  
$
–
    
$
(43,560
)