0001145549-24-046259.txt : 20240729 0001145549-24-046259.hdr.sgml : 20240729 20240729135903 ACCESSION NUMBER: 0001145549-24-046259 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: 241151072 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 S000066485 Overlay Shares Small Cap Equity ETF C000214447 Overlay Shares Small Cap Equity ETF OVS NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000066485 C000214447 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1692 Overlay Shares Small Cap Equity ETF S000066485 549300GFKB3FKVIOX052 2024-08-31 2024-05-31 N 10778143.990000000000 23250.900000000000 10754893.090000000000 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 24563.540000000000 N S&P Small Cap 600 Total Return Index SPTRSMCP First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 6092.420000000000 NS USD 6092.420000000000 0.0566478899 Long STIV RF US N 1 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 97996.000000000000 NS USD 10745261.400000000000 99.9104436472 Long EC RF US N 1 N N N N/A N/A SPXW US 06/03/24 P5175 N/A 5.000000000000 NC USD 125.000000000000 0.0011622617 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 -2606.300000000000 N N N N/A N/A SPXW US 06/03/24 P5275 N/A -5.000000000000 NC USD -4400.000000000000 -0.0409116108 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 5970.900000000000 N N N N/A N/A SPXW US 06/07/24 P5175 N/A 5.000000000000 NC USD 1875.000000000000 0.0174339250 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 -5937.900000000000 N N N N/A N/A SPXW US 06/07/24 P5275 N/A -5.000000000000 NC USD -12000.000000000000 -0.1115771203 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 9902.500000000000 N N N 2024-07-26 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovs.htm

Overlay Shares Small Cap Equity ETF
  
Schedule of Investments
  
as of May 31, 2024 (Unaudited)
  
   
EXCHANGE TRADED FUNDS - 99.9%
    
Shares
    
Value
  
iShares Core S&P Small-Cap ETF(a)(f)
      
97,996
    
$
10,745,262
  
TOTAL EXCHANGE TRADED FUNDS (Cost $10,300,908)
      
10,745,262
  
                       
PURCHASED OPTIONS - 0.0%(b)(c)(d)
  
Notional Amount
    
Contracts
    
Value
  
Put Options - 0.0%(d)
            
$
–
  
S&P 500 Index
      
–
    
$
–
  
Expiration: 06/03/2024; Exercise Price: $5,220.00
    
2,638,755
      
5
      
400
  
Expiration: 06/03/2024; Exercise Price: $5,175.00(g)
    
2,638,755
      
5
      
125
  
Expiration: 06/07/2024; Exercise Price: $5,175.00(g)
    
2,638,755
      
5
      
1,875
  
Expiration: 06/14/2024; Exercise Price: $5,150.00(g)
    
2,638,755
      
5
      
5,575
  
Total Put Options
                    
7,975
  
TOTAL PURCHASED OPTIONS (Cost $25,055)
      
7,975
  
                         
SHORT-TERM INVESTMENTS - 0.1%
                  
Money Market Funds - 0.1%
    
Shares
          
First American Government Obligations Fund - Class X, 5.24%(e)
      
6,092
      
6,092
  
TOTAL SHORT-TERM INVESTMENTS (Cost $6,092)
      
6,092
  
                         
TOTAL INVESTMENTS - 100.0% (Cost $10,332,055)
    
$
10,759,329
  
Liabilities in Excess of Other Assets - 0.0%(f)
      
(5,027
)
TOTAL NET ASSETS - 100.0%
                  
$
10,754,302
  
           
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 $7,518,372.
(g)
Held in connection with a written option, see Schedule of Written Options for more detail.
Overlay Shares Small Cap 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
  
$
(2,638,755
)
    
(5
)
  
$
(4,400
)
Expiration: 06/07/2024; Exercise Price: $5,275.00
    
(2,638,755
)
    
(5
)
    
(12,000
)
Expiration: 06/14/2024; Exercise Price: $5,200.00
    
(2,638,755
)
    
(5
)
    
(9,325
)
Total Put Options
                    
(25,725
)
TOTAL WRITTEN OPTIONS (Premiums received $49,543)
                    
(25,725
)
                         
Percentages are stated as a percent of net assets.
                        

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

Overlay Shares Small Cap Equity ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
Investments:
                        
  Exchange Traded Funds
  
$
10,745,261
    
$
–
    
$
–
    
$
10,745,261
  
  Purchased Options
    
400
      
7,575
      
–
      
7,975
  
  Money Market Funds
    
6,092
      
–
      
–
      
6,092
  
Total Investments
  
$
10,751,754
    
$
7,575
    
$
–
    
$
10,759,329
  
                                 
Liabilities:
                                
Investments:
                                
  Written Options
  
$
–
    
$
(25,725
)
  
$
–
    
$
(25,725
)
Total Investments
  
$
–
    
$
(25,725
)
  
$
–
    
$
(25,725
)