# EDGAR Filing Document

**Accession Number:** 0001020425
**File Stem:** 0001752724-23-044981
**Filing Date:** 2023-2
**Character Count:** 8566
**Document Hash:** ccf46eaf0e280692230dcefa06514186
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044981.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LITMAN GREGORY FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001020425
- **IRS NUMBER:** 931215604
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07763
- **FILM NUMBER:** 23680246

**BUSINESS ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596
- **BUSINESS PHONE:** (925) 254-8999

**MAIL ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980807

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19961226

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT EQUITY FUND
- **DATE OF NAME CHANGE:** 19961213

## Series and Classes Contracts Data

### iMGP DBi Managed Futures Strategy ETF (Series ID: S000072813)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000229357 | iMGP DBi Managed Futures Strategy ETF | DBMF            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LITMAN GREGORY FUNDS TRUST

- **b. Investment Company Act file number:** 811-07763

- **c. CIK number of Registrant:** 0001020425

- **d. LEI of Registrant:** 549300RB4CD8N2IPVU55

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1676 N. CALIFORNIA BLVD.

  - **City:** WALNUT CREEK

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94596

  - **Telephone number:** 925-254-8999

**Item A.2. Information about the Series.**

- **a. Name of Series:** iMGP DBI Managed Futures Strategy ETF

- **b. EDGAR series identifier (if any):** S000072813

- **c. LEI of Series:** 5493001M6OM3MQRFQ366

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $930150925.60

**Total Liabilities:** $708376.55

**Net Assets:** $929442549.05

**Amount of Assets Invested in Other Investment Companies:** $164296503.26

**Cash Not Reported:** $923917184.20

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229357 | 1.31%                | -8.42%               | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $0.00                    | $0.00                                      |

### Schedule of Portfolio Investments

| Name                         | Title                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chicago Board of Trade       | US LONG BOND(CBT) MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -419 | NC      | $913704.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | US 10YR ULTRA FUT MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1139 | NC      | $1429814.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR FEB23  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -373 | NC      | $-1814585.85  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | US 10YR NOTE (CBT)MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1210 | NC      | $1086355.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | S+P500 EMINI FUT MAR23  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -517 | NC      | $297407.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE MAR23  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       217 | NC      | $169625.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | MSCI EAFE MAR23         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       647 | NC      | $-1022580.45  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | FED FUND 30DAY APR23    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -360 | NC      | $-22520.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | US 2YR NOTE (CBT) MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1644 | NC      | $-125490.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | EURO FX CURR FUT MAR23  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |     -1351 | NC      | $-418934.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | MSCI EMGMKT MAR23       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |     -1331 | NC      | $1487908.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | JPN YEN CURR FUT MAR23  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       761 | NC      | $1925771.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | US ULTRA BOND CBT MAR23 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -381 | NC      | $1364134.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | 3 MONTH SOFR FUT JUN24  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     -1408 | NC      | $947561.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** LITMAN GREGORY FUNDS TRUST

**Signature:** John Coughlan

**Name of Signer:** John Coughlan

**Title:** COO