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.