0001145549-23-003642.txt : 20230127 0001145549-23-003642.hdr.sgml : 20230127 20230127111058 ACCESSION NUMBER: 0001145549-23-003642 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230127 DATE AS OF CHANGE: 20230127 PERIOD START: 20230831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Listed Funds Trust CENTRAL INDEX KEY: 0001683471 IRS NUMBER: 826272597 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23226 FILM NUMBER: 23560579 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 414-516-1681 Overlay Shares Foreign Equity ETF S000066486 549300NWI685WB987C78 2023-08-31 2022-11-30 N 13186873.950000000000 177251.620000000000 13009622.330000000000 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 N MSCI ACWI ex USA Net Total Return USD Index NDUEACWZ iShares MSCI EAFE Min Vol Fact 549300N5K4JSWEZ74544 iShares MSCI EAFE Min Vol Factor ETF 46429B689 160339.000000000000 NS USD 10317814.650000000000 79.3091020499 Long EC RF US N 1 N N N iShares Core MSCI Emerging Mar 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 54464.000000000000 NS USD 2644771.840000000000 20.3293514055 Long EC RF US N 1 N N N N/A N/A CBOE S&P PUT OPT 12/22 3750 N/A 3.000000000000 NC USD 82.500000000000 0.0006341460 N/A DE US N 1 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 3750.000000000000 USD 2022-12-02 XXXX -955.620000000000 N N N N/A N/A CBOE S&P PUT OPT 12/22 3870 N/A -3.000000000000 NC USD -187.500000000000 -0.0014412409 N/A DE US N 1 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 3870.000000000000 USD 2022-12-02 XXXX 3559.380000000000 N N N N/A N/A S&P DOW PUT OPT 12/22 3780 N/A 3.000000000000 NC USD 270.000000000000 0.0020753869 N/A DE US N 1 Cboe Options Exchange N/A Put Purchased S&P 500 INDEX US78378X1072 100.000000000000 3780.000000000000 USD 2022-12-07 XXXX -846.120000000000 N N N N/A N/A S&P DOW PUT OPT 12/22 3900 N/A -3.000000000000 NC USD -810.000000000000 -0.0062261608 N/A DE US N 1 Cboe Options Exchange N/A Put Written S&P 500 INDEX US78378X1072 100.000000000000 3900.000000000000 USD 2022-12-07 XXXX 3119.880000000000 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 223212.190000000000 NS USD 223212.190000000000 1.7157468859 Long STIV RF US N 1 N N N 2023-01-24 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 ovf.htm
Overlay Shares Foreign Equity ETF
  
Schedule of Investments
  
November 30, 2022 (Unaudited)
              
                   
   
Shares
    
Value
        
INVESTMENT COMPANIES - 99.6%
              
Exchange Traded Funds - 99.6%
                  
iShares MSCI EAFE Min Vol Factor ETF (a)(b)
    
160,339
    
$
10,317,815
        
iShares MSCI Emerging Markets Min Vol Factor ETF
    
54,464
      
2,644,772
        
TOTAL EXCHANGE TRADED FUNDS (Cost $13,746,870)
            
12,962,587
        
                       
MONEY MARKET FUNDS - 1.7%
                
First American Government Obligations Fund - Class X, 3.66% (c)
    
223,212
      
223,212
        
TOTAL MONEY MARKET FUNDS (Cost $223,212)
      
223,212
        
                     
   
Number of
                
   
Contracts (d)
            
Notional Value
  
PURCHASED OPTIONS - 0.0% (e)
                
PURCHASED PUT OPTIONS - 0.0% (e)
                      
CBOE S&P 500 Index
                      
Expiration: December 2022, Exercise Price: $3,780 (f)
    
3
      
270
    
$
1,224,033
  
Expiration: December 2022, Exercise Price: $3,815 (f)
    
3
      
630
      
1,224,033
  
TOTAL PURCHASED OPTIONS (Cost $1,878)
            
900
          
                         
Total Investments (Cost $13,971,960) - 101.3%
            
13,186,699
          
Other Assets in Excess of Liabilities - (0.03)%
            
(176,714
)
        
TOTAL NET ASSETS - 100.0%
          
$
13,009,985
          

Percentages are stated as a percent of net assets.
        

CBOE
  
Chicago Board Options Exchange
              
(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)
  
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 $4,241,502.
    
(c)
  
The rate shown is the annualized seven-day yield at period end.
              
(d)
  
Each contract has a multiplier of 100.
              
(e)
  
Less than 0.05%.
              
(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
  
November 30, 2022 (Unaudited)
              
                   
   
Number of
              
   
Contracts (a)
    
Value
    
Notional Value
  
WRITTEN OPTIONS - (0.02)%
                  
 WRITTEN PUT OPTIONS - (0.02)%
                  
CBOE S&P 500 Index
                  
Expiration: December 2022,  Exercise Price: $3,900
    
3
    
$
810
    
$
1,224,033
  
Expiration: December 2022,  Exercise Price: $3,935
    
3
      
2,400
      
1,224,033
  
TOTAL WRITTEN OPTIONS (Premiums Received $7,475)
          
$
3,210
          

Percentages are stated as a percent of net assets.
        

CBOE
  
Chicago Board Options Exchange
              
(a)
  
Each contract has a multiplier of 100.
              
Fair Value Measurements
              
Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels.
        
Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs
        
(including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant
        
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the
      
securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
        
                 
The Fund did not hold any investments during the period with significant unobservable inputs which would be classified as Level 3.
      
                 
The following is a summary of the inputs used to value the Fund's investments carried at fair value as of November 30, 2022:
        

   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Exchange Traded Funds
  
$
12,962,587
    
$
-
    
$
-
    
$
12,962,587
  
Money Market Funds
    
223,212
      
-
      
-
      
223,212
  
Purchased Put Options
    
900
      
-
      
-
      
900
  
Total Investments - Assets
  
$
13,186,699
    
$
-
    
$
-
    
$
13,186,699
  
Other Financial Instruments - Liabilities:
                                
Written Put Options
  
$
3,210
    
$
-
    
$
-
    
$
3,210