0001145549-23-057194.txt : 20230925 0001145549-23-057194.hdr.sgml : 20230925 20230925122642 ACCESSION NUMBER: 0001145549-23-057194 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230925 DATE AS OF CHANGE: 20230925 PERIOD START: 20240430 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: 231274252 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 S000079182 Teucrium AiLA Long-Short Base Metals Strategy ETF C000240102 Teucrium AiLA Long-Short Base Metals Strategy ETF OAIB NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000079182 C000240102 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1681 Teucrium AiLA Long-Short Base Metals Strategy ETF S000079182 549300AEWVMRILHT7395 2024-04-30 2023-07-31 N 7045733.470000000000 6811.530000000000 7038921.940000000000 0.000000000000 550126.050000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 707582.770000000000 N N/A N/A US BANK MMDA - USBGFS 9 N/A US BANK MMDA - USBGFS 9 N/A 6472916.110000000000 NS USD 6472916.110000000000 91.9589131003 Long STIV RF US N 1 N N N N/A N/A COPPER FUTURE Mar24 N/A 2.000000000000 NC USD 7019.060000000000 0.0997178270 N/A DCO US N 1 Commodity Exchange, Inc. N/A Long Copper Copper 2024-03-26 194855.940000000000 USD 7019.060000000000 N N N N/A N/A COPPER FUTURE May24 N/A 2.000000000000 NC USD 9056.710000000000 0.1286661520 N/A DCO US N 1 Commodity Exchange, Inc. N/A Long Copper Copper 2024-05-29 193093.290000000000 USD 9056.710000000000 N N N N/A N/A LME PRI ALUM FUTR Jun24 N/A 58.000000000000 NC USD 92408.560000000000 1.3128226281 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Aluminum London Metals - Aluminum 2024-06-17 3356430.940000000000 USD 92408.560000000000 N N N N/A N/A LME PRI ALUM FUTR Jun24 N/A -35.000000000000 NC USD -32700.050000000000 -0.4645604864 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Aluminum London Metals - Aluminum 2024-06-17 -2048496.200000000000 USD -32700.050000000000 N N N N/A N/A LME PRI ALUM FUTR Dec23 N/A 121.000000000000 NC USD 37792.720000000000 0.5369106281 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Aluminum London Metals - Aluminum 2023-12-18 6938643.780000000000 USD 37792.720000000000 N N N N/A N/A LME PRI ALUM FUTR Dec23 N/A -97.000000000000 NC USD 56293.790000000000 0.7997501674 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Aluminum London Metals - Aluminum 2023-12-18 -5648974.290000000000 USD 56293.790000000000 N N N N/A N/A LME LEAD FUTURE Jun24 N/A 35.000000000000 NC USD 44702.450000000000 0.6350752343 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Lead London Metals - Lead 2024-06-17 1840266.300000000000 USD 44702.450000000000 N N N N/A N/A LME LEAD FUTURE Jun24 N/A -35.000000000000 NC USD -52479.050000000000 -0.7455552206 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Lead London Metals - Lead 2024-06-17 -1832489.700000000000 USD -52479.050000000000 N N N N/A N/A LME LEAD FUTURE Dec23 N/A 74.000000000000 NC USD 92385.180000000000 1.3124904749 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Lead London Metals - Lead 2023-12-18 3883727.320000000000 USD 92385.180000000000 N N N N/A N/A LME LEAD FUTURE Dec23 N/A -74.000000000000 NC USD -108058.670000000000 -1.5351593741 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Lead London Metals - Lead 2023-12-18 -3868053.830000000000 USD -108058.670000000000 N N N N/A N/A LME NICKEL FUTURE Aug23 N/A 5.000000000000 NC USD 43019.100000000000 0.6111603505 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Nickel London Metals - Nickel 2023-08-14 620790.900000000000 USD 43019.100000000000 N N N N/A N/A LME NICKEL FUTURE Aug23 N/A -5.000000000000 NC USD -25206.900000000000 -0.3581073951 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Nickel London Metals - Nickel 2023-08-14 -638603.100000000000 USD -25206.900000000000 N N N N/A N/A LME NICKEL FUTURE Sep23 N/A 6.000000000000 NC USD 26080.920000000000 0.3705243533 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Nickel London Metals - Nickel 2023-09-18 773191.080000000000 USD 26080.920000000000 N N N N/A N/A LME NICKEL FUTURE Sep23 N/A -6.000000000000 NC USD -54163.080000000000 -0.7694797650 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Nickel London Metals - Nickel 2023-09-18 -745108.920000000000 USD -54163.080000000000 N N N N/A N/A LME COPPER FUTURE Jun24 N/A 24.000000000000 NC USD 276458.180000000000 3.9275642258 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Copper London Metals - Copper 2024-06-17 5041041.820000000000 USD 276458.180000000000 N N N N/A N/A LME COPPER FUTURE Jun24 N/A -33.000000000000 NC USD -361447.690000000000 -5.1349864806 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Copper London Metals - Copper 2024-06-17 -6950114.810000000000 USD -361447.690000000000 N N N N/A N/A LME COPPER FUTURE Dec23 N/A 63.000000000000 NC USD 380075.910000000000 5.3996324045 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Copper London Metals - Copper 2023-12-18 13546861.590000000000 USD 380075.910000000000 N N N N/A N/A LME COPPER FUTURE Dec23 N/A -71.000000000000 NC USD -577784.030000000000 -8.2084165008 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Copper London Metals - Copper 2023-12-18 -15117653.470000000000 USD -577784.030000000000 N N N N/A N/A LME TIN FUTURE Sep23 N/A 2.000000000000 NC USD -2922.360000000000 -0.0415171531 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Tin London Metals - Tin 2023-09-18 289942.360000000000 USD -2922.360000000000 N N N N/A N/A LME TIN FUTURE Sep23 N/A -1.000000000000 NC USD 563.820000000000 0.0080100334 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Tin London Metals - Tin 2023-09-18 -144073.820000000000 USD 563.820000000000 N N N N/A N/A LME ZINC FUTURE Jun24 N/A 11.000000000000 NC USD 59779.770000000000 0.8492745126 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Zinc London Metals - Zinc 2024-06-17 648980.480000000000 USD 59779.770000000000 N N N N/A N/A LME ZINC FUTURE Jun24 N/A -11.000000000000 NC USD -56096.980000000000 -0.7969541427 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Zinc London Metals - Zinc 2024-06-17 -652663.270000000000 USD -56096.980000000000 N N N N/A N/A LME ZINC FUTURE Dec23 N/A 16.000000000000 NC USD 29582.620000000000 0.4202720282 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Zinc London Metals - Zinc 2023-12-18 998141.380000000000 USD 29582.620000000000 N N N N/A N/A LME ZINC FUTURE Dec23 N/A -16.000000000000 NC USD -33291.630000000000 -0.4729648984 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Zinc London Metals - Zinc 2023-12-18 -994432.370000000000 USD -33291.630000000000 N N N 2023-09-22 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 oaib.htm
Teucrium AiLA Long-Short Base Metals Strategy ETF
  
Consolidated Schedule of Investments
  
July 31, 2023 (Unaudited)
  
   
Shares
    
Value
  
SHORT-TERM INVESTMENTS - 92.0%
            
Deposit Accounts - 92.0%
            
U.S. Bank Deposit Account, 5.27% (a)
    
6,472,916
    
$
6,472,916
  
TOTAL SHORT-TERM INVESTMENTS (Cost $6,472,916)
            
6,472,916
  
                 
Total Investments (Cost $6,472,916) - 92.0%
            
6,472,916
  
Other assets and liabilities, net - 8.0%
            
566,093
  
TOTAL NET ASSETS - 100.0%
          
$
7,039,009
  
                 
Percentages are stated as a percent of net assets.
                
(a) The rate shown is the seven day yield as of July 31, 2023.
                
Teucrium AiLA Long-Short Base Metals Strategy ETF
Consolidated Schedule of Open Futures Contracts
July 31, 2023 (Unaudited)

Description
  
Number of
Contracts
Purchased
  
Settlement
Month
  
Notional Value
    
Value and
Unrealized
Appreciation
(Depreciation)
  
Long Contracts
                    
Copper Futures (a)
    
1
  
March 2024
  
$
100,938
    
$
-
  
Copper Futures (a)
    
1
  
May 2024
    
101,075
      
-
  
LME Copper Futures (a)(b)
    
64
  
December 2023
    
14,148,000
      
380,057
  
LME Copper Futures (a)(b)
    
24
  
June 2024
    
5,317,500
      
276,458
  
LME Lead Futures (a)(b)
    
74
  
December 2023
    
3,976,113
      
92,385
  
LME Lead Futures (a)(b)
    
35
  
June 2024
    
1,884,969
      
44,702
  
LME Nickel Futures (a)(b)
    
5
  
August 2023
    
663,810
      
43,019
  
LME Nickel Futures (a)(b)
    
6
  
September 2023
    
799,272
      
26,081
  
LME Primary Aluminum Futures (a)(b)
    
121
  
December 2023
    
6,976,437
      
37,793
  
LME Primary Aluminum Futures (a)(b)
    
58
  
June 2024
    
3,448,840
      
92,409
  
LME Tin Futures (a)(b)
    
2
  
September 2023
    
287,020
      
(2,922
)
LME Zinc Futures (a)(b)
    
16
  
December 2023
    
1,027,724
      
29,583
  
LME Zinc Futures (a)(b)
    
11
  
June 2024
    
708,760
      
59,780
  
                       
1,079,345
  
Short Contracts
                          
LME Copper Futures (a)(b)
    
(71)
December 2023
    
(15,695,438
)
    
(577,784
)
LME Copper Futures (a)(b)
    
(33)
June 2024
    
(7,311,563
)
    
(361,448
)
LME Lead Futures (a)(b)
    
(74)
December 2023
    
(3,976,113
)
    
(108,059
)
LME Lead Futures (a)(b)
    
(35)
June 2024
    
(1,884,969
)
    
(52,479
)
LME Nickel Futures (a)(b)
    
(5)
August 2023
    
(663,810
)
    
(25,207
)
LME Nickel Futures (a)(b)
    
(6)
September 2023
    
(799,272
)
    
(54,163
)
LME Primary Aluminum Futures (a)(b)
    
(97)
December 2023
    
(5,592,681
)
    
56,294
  
LME Primary Aluminum Futures (a)(b)
    
(36)
June 2024
    
(2,140,659
)
    
(32,719
)
LME Tin Futures (a)(b)
    
(2)
September 2023
    
(287,020
)
    
548
  
LME Zinc Futures (a)(b)
    
(16)
December 2023
    
(1,027,724
)
    
(33,292
)
LME Zinc Futures (a)(b)
    
(11)
June 2024
    
(708,760
)
    
(56,097
)
                       
(1,244,406
)
           
$
(165,061
)

LME
London Metal Exchange
                  
(a) All or a portion of this security is held by OAIB Cayman.
              
(b) LME futures contracts settle on their respective maturity date. The unrealized appreciation on these contracts is a receivable for unsettled open futures contracts and the unrealized depreciation is a payable for unsettled open futures contracts.
  
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 July 31, 2023:
      

                         
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Money Market Funds
  
$
6,472,916
    
$
-
    
$
-
    
$
6,472,916
  
Total Investments - Assets
  
$
6,472,916
    
$
-
    
$
-
    
$
6,472,916
  
                                 
Other Financial Instruments*
                                
Open Long Futures Contracts
  
$
1,079,345
    
$
-
    
$
-
    
$
1,079,345
  
Open Short Futures Contracts
    
(1,244,406
)
    
-
      
-
      
(1,244,406
)
Total Open Futures Contracts
  
$
(165,061
)
    
-
      
-
    
$
(165,061
)
                                 
* Other financial instruments are derivative instruments not reflected in the Consolidated Schedule of Investments, such as open futures contracts. Open futures contracts are reflected as the unrealized appreciation (depreciation) on the instrument.