Form NPORT-P Listed Funds Trust For: Mar 31

Form NPORT-P Listed Funds Trust For: Mar 31

Sign up for StreetInsider Free!

Sign up for StreetInsider Free!

Create E-mail Alert Related Categories

You May Also Be Interested In

Create E-mail Alert Related Categories

Free News Feed

Article Stock Quotes (1)

FREE Breaking News Alerts from StreetInsider.com!

StreetInsider.com Top Tickers, 4/16/2024

1. SPY
2. TSLA
3. JNJ
4. AMD
5. BK

6. ITCI
7. GS
8. BAC
9. MS
10. UNH

Top News Most Read Special Reports

May 26, 2022 4:04 PM EDT

E-mail


  
    NPORT-P
    false
    
      
      
        
          0001683471
          XXXXXXXX
        
      
      
      
      
        S000068434
        C000218842
      
      
      
    
  
  
    
      Listed Funds Trust
      811-23226
      0001683471
      549300C5D73JL0P1YC11
      C/O U.S. BANCORP FUND SERVICES LLC
      615 East Michigan Street
      Milwaukee
      
      53202
      8336121912
      TrueShares Structured Outcome (October) ETF
      S000068434
      5493001LR8SNNV056P94
      2022-12-31
      2022-03-31
      N
    
    
      7310800.360000000000
      193133.190000000000
      7117667.170000000000
      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
      6827958.850000000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FIRST AMERN FDS INC
        549300J5J5SJCZ9IA369
        FIRST AMERN FDS INC TREAS OBLIGS X
        31846V328
        
          
          
        
        7495.390000000000
        NS
        USD
        7495.390000000000
        0.1053068347
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        2SPY E 2022-09-30 PUT 390.82
        N/A
        
          
          
        
        -174
        NC
        USD
        -188473.56
        -2.6479681544
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Chicago Board Options Exchange
              N/A
            
            Put
            Written
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                
              
            
            100
            390.820000000000
            USD
            2022-09-30
            XXXX
            193265.13
          
        
        
          N
          N
          N
        
      
      
        THE OPTIONS CLEARING CORPORATION
        549300CII6SLYGKNHA04
        2SPY E 2022-09-30 CALL 434.24
        N/A
        
          
          
        
        124
        NC
        USD
        475345.42
        6.6783878572
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Chicago Board Options Exchange
              N/A
            
            Call
            Purchased
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                
              
            
            100
            434.240000000000
            USD
            2022-09-30
            XXXX
            37494.23
          
        
        
          N
          N
          N
        
      
    
    
      2022-05-25
      Listed Funds Trust
      /s/Travis Babich
      Travis Babich
      Treasurer
    
  
  XXXX

TrueShares Structured Outcome (October) ETF
Schedule of Investments
March 31, 2022 (Unaudited)

	Shares / Principal Amount		Value
SHORT-TERM INVESTMENTS - 95.7%
Money Market Funds — 0.6%
First American Treasury Obligations Fund - Class X, 0.22% (a)		40,006	$	40,006
Total Money Market Funds (Cost $40,006)				40,006

U.S. Treasury Bills - 95.1%
1.03%, 10/6/2022 (c)(d)		6,805,000		6,768,610
Total U.S. Treasury Bills (Cost $6,772,661)				6,768,610
TOTAL SHORT-TERM INVESTMENTS (Cost $6,812,667)				6,808,616
	Number of
	Contracts (b)					Notional Value
PURCHASED OPTIONS - 6.7%
PURCHASED CALL OPTIONS - 6.7%
CBOE SPDR S&P 500 ETF Trust
Expiration: September 30, 2022, Exercise Price: $434		124		475,345			$	5,600,336
TOTAL PURCHASED OPTIONS (Cost $437,851)				475,345

TOTAL INVESTMENTS (Cost $7,250,518) - 102.4%				7,283,961
Other assets and liabilities, net - (2.4)%				(170,173	)
TOTAL NET ASSETS - 100.0%			$	7,113,788

Percentages are stated as a percent of net assets.

CBOE	Chicago Board Options Exchange
SPDR	Standard & Poor's Depositary Receipt
(a) The rate shown is the seven-day yield at period end.
(b) Each contract has a multiplier of 100.
(c) The rate shown is the effective yield as of March 31, 2022.
(d) Designated as collateral for written options.

TrueShares Structured Outcome (October) ETF

Schedule of Written Options

March 31, 2022 (Unaudited)

Number of

Contracts (a)

Value

Notional Value

WRITTEN OPTIONS - (2.7)%

WRITTEN PUT OPTIONS - (2.7)%

CBOE SPDR S&P 500 ETF Trust

Expiration: September 30, 2022, Exercise Price: $391

174

188,474

7,858,536

TOTAL WRITTEN OPTIONS (Premiums Received $381,739)

188,474

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 March 31, 2022:

	Level 1		Level 2		Level 3		Total
Investments - Assets:
Money Market Funds	$	40,006	$	-	$	-	$	40,006
U.S. Treasury Bills		-		6,768,610		-		6,768,610
Purchased Call Options		-		475,345		-		475,345
Total Investments - Assets	$	40,006	$	7,243,955	$	-	$	7,283,961
Other Financial Instruments - Liabilities:
Written Put Options	$	-	$	188,474	$	-	$	188,474

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

SEC Filings

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!

Percentages are stated as a percent of net assets.

Chicago Board Options Exchange

Standard & Poor's Depositary Receipt

(a) Each contract has a multiplier of 100.