0001145549-23-057196.txt : 20230925 0001145549-23-057196.hdr.sgml : 20230925 20230925122748 ACCESSION NUMBER: 0001145549-23-057196 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: 231274258 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 S000079181 Teucrium AiLA Long-Short Agriculture Strategy ETF C000240101 Teucrium AiLA Long-Short Agriculture Strategy ETF OAIA NPORT-P 1 primary_doc.xml NPORT-P false 0001683471 XXXXXXXX S000079181 C000240101 Listed Funds Trust 811-23226 0001683471 549300C5D73JL0P1YC11 615 East Michigan Street Milwaukee 53202 414-516-1681 Teucrium AiLA Long-Short Agriculture Strategy ETF S000079181 549300KBLADUMAQSAL07 2024-04-30 2023-07-31 N 8727370.310000000000 9224.660000000000 8718145.650000000000 0.000000000000 182534.600000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 256565.000000000000 N N/A N/A US BANK MMDA - USBGFS 9 N/A US BANK MMDA - USBGFS 9 N/A 8513647.300000000000 NS USD 8513647.300000000000 97.6543366192 Long STIV RF US N 1 N N N N/A N/A SOYBEAN OIL FUTR Jan24 N/A -1.000000000000 NC USD 1406.630000000000 0.0161345091 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2024-01-12 -37208.630000000000 USD 1406.630000000000 N N N N/A N/A SOYBEAN OIL FUTR Mar24 N/A -1.000000000000 NC USD 1352.630000000000 0.0155151113 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2024-03-14 -36980.630000000000 USD 1352.630000000000 N N N N/A N/A SOYBEAN OIL FUTR May24 N/A -1.000000000000 NC USD 1322.630000000000 0.0151710014 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2024-05-14 -36770.630000000000 USD 1322.630000000000 N N N N/A N/A SOYBEAN OIL FUTR Jul24 N/A -1.000000000000 NC USD 1298.630000000000 0.0148957135 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2024-07-12 -36518.630000000000 USD 1298.630000000000 N N N N/A N/A SOYBEAN OIL FUTR Aug24 N/A -2.000000000000 NC USD 2525.260000000000 0.0289655633 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2024-08-14 -72173.260000000000 USD 2525.260000000000 N N N N/A N/A SOYBEAN OIL FUTR Sep23 N/A -1.000000000000 NC USD 1514.530000000000 0.0173721576 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2023-09-14 -39380.530000000000 USD 1514.530000000000 N N N N/A N/A SOYBEAN OIL FUTR Oct23 N/A -1.000000000000 NC USD 1460.530000000000 0.0167527598 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2023-10-13 -38108.530000000000 USD 1460.530000000000 N N N N/A N/A SOYBEAN OIL FUTR Dec23 N/A -1.000000000000 NC USD 1442.530000000000 0.0165462939 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Crude Soybean Oil Crude Soybean Oil 2023-12-14 -37436.530000000000 USD 1442.530000000000 N N N N/A N/A CORN FUTURE Mar24 N/A 20.000000000000 NC USD -31606.400000000000 -0.3625358106 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Corn No. 2 Yellow Corn No. 2 Yellow 2024-03-14 556606.400000000000 USD -31606.400000000000 N N N N/A N/A CORN FUTURE May24 N/A 20.000000000000 NC USD -22631.200000000000 -0.2595873126 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Corn No. 2 Yellow Corn No. 2 Yellow 2024-05-14 554631.200000000000 USD -22631.200000000000 N N N N/A N/A CORN FUTURE Jul24 N/A 22.000000000000 NC USD -30063.240000000000 -0.3448352575 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Corn No. 2 Yellow Corn No. 2 Yellow 2024-07-12 618563.240000000000 USD -30063.240000000000 N N N N/A N/A CORN FUTURE Sep23 N/A 22.000000000000 NC USD -51501.240000000000 -0.5907361734 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Corn No. 2 Yellow Corn No. 2 Yellow 2023-09-14 605901.240000000000 USD -51501.240000000000 N N N N/A N/A CORN FUTURE Dec23 N/A 21.000000000000 NC USD -46872.670000000000 -0.5376449521 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Corn No. 2 Yellow Corn No. 2 Yellow 2023-12-14 585522.670000000000 USD -46872.670000000000 N N N 2023-09-22 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 oaia.htm
Teucrium AiLA Long-Short Agriculture Strategy ETF
  
Consolidated Schedule of Investments
  
July 31, 2023 (Unaudited)
  
   
Shares
    
Value
  
SHORT-TERM INVESTMENTS - 97.7%
            
Depoist Accounts - 97.7%
            
U.S. Bank Depoist Account, 5.27% (a)
    
8,513,647
    
$
8,513,647
  
TOTAL SHORT-TERM INVESTMENTS (Cost $8,513,647)
            
8,513,647
  
                 
Total Investments (Cost $8,513,647) - 97.7%
            
8,513,647
  
Other assets and liabilities, net - 2.3%
            
204,208
  
TOTAL NET ASSETS - 100.0%
          
$
8,717,855
  
                 
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 Agriculture 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
                    
Corn No. 2 Futures (a)
    
6
  
December 2023
  
$
153,900
    
$
(15,696
)
Corn No. 2 Futures (a)
    
8
  
March 2024
    
210,000
      
(19,590
)
Corn No. 2 Futures (a)
    
9
  
May 2024
    
239,400
      
(20,706
)
Corn No. 2 Futures (a)
    
10
  
July 2024
    
267,500
      
(22,822
)
                       
(78,814
)
Short Contracts
                          
Soybean Oil Futures (a)
    
(2)
September 2023
    
(75,732
)
    
1,511
  
Soybean Oil Futures (a)
    
(2)
October 2023
    
(73,296
)
    
1,457
  
Soybean Oil Futures (a)
    
(2)
December 2023
    
(71,988
)
    
1,439
  
Soybean Oil Futures (a)
    
(2)
January 2024
    
(71,604
)
    
1,409
  
Soybean Oil Futures (a)
    
(2)
March 2024
    
(71,256
)
    
1,343
  
Soybean Oil Futures (a)
    
(3)
May 2024
    
(106,344
)
    
1,292
  
Soybean Oil Futures (a)
    
(3)
July 2024
    
(105,660
)
    
1,280
  
Soybean Oil Futures (a)
    
(3)
August 2024
    
(104,472
)
    
2,540
  
                       
12,271
  
     
$
(66,543
)
(a) All or a portion of this security is held by OAIA Cayman.
                    
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:
                        
Deposit Accounts
  
$
8,513,647
    
$
-
    
$
-
    
$
8,513,647
  
Total Investments - Assets
  
$
8,513,647
    
$
-
    
$
-
    
$
8,513,647
  
                                 
Other Financial Instruments*
                                
Open Long Futures Contracts
  
$
(78,814
)
  
$
-
    
$
-
    
$
(78,814
)
Open Short Futures Contracts
    
12,271
      
-
      
-
      
12,271
  
Total Open Futures Contracts
  
$
(66,543
)
                  
$
(66,543
)
                                 
                                 
* 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.