0001145549-24-017494.txt : 20240326 0001145549-24-017494.hdr.sgml : 20240326 20240326154508 ACCESSION NUMBER: 0001145549-24-017494 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240326 DATE AS OF CHANGE: 20240326 PERIOD START: 20240430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Listed Funds Trust CENTRAL INDEX KEY: 0001683471 ORGANIZATION NAME: IRS NUMBER: 826272597 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23226 FILM NUMBER: 24783316 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 414-516-1692 Teucrium AiLA Long-Short Base Metals Strategy ETF S000079182 549300AEWVMRILHT7395 2024-04-30 2024-01-31 N 3645731.440000000000 4495.980000000000 3641235.460000000000 0.000000000000 319733.700000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 425656.660000000000 N N/A N/A N/A N/A LME PRI ALUM FUTR Jun24 N/A -112.000000000000 NC USD -5199.060000000000 -0.1427828565 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Aluminum London Metals - Aluminum 2024-06-17 -6451376.940000000000 USD -5199.060000000000 N N N N/A N/A LME PRI ALUM FUTR Jun24 N/A 112.000000000000 NC USD 37913.840000000000 1.0412356030 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Aluminum London Metals - Aluminum 2024-06-17 6418662.160000000000 USD 37913.840000000000 N N N N/A N/A LME PRI ALUM FUTR Dec24 N/A -15.000000000000 NC USD 7316.450000000000 0.2009331745 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Aluminum London Metals - Aluminum 2024-12-16 -900536.450000000000 USD 7316.450000000000 N N N N/A N/A LME PRI ALUM FUTR Dec24 N/A 15.000000000000 NC USD 14573.050000000000 0.4002226761 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Aluminum London Metals - Aluminum 2024-12-16 878646.950000000000 USD 14573.050000000000 N N N N/A N/A LME LEAD FUTURE Jun24 N/A -151.000000000000 NC USD -126833.380000000000 -3.4832512589 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Lead London Metals - Lead 2024-06-17 -8066388.870000000000 USD -126833.380000000000 N N N N/A N/A LME LEAD FUTURE Jun24 N/A 140.000000000000 NC USD 65517.800000000000 1.7993288465 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Lead London Metals - Lead 2024-06-17 7530847.200000000000 USD 65517.800000000000 N N N N/A N/A LME NICKEL FUTURE Feb24 N/A -1.000000000000 NC USD 485.370000000000 0.0133298164 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Nickel London Metals - Nickel 2024-02-19 -96899.370000000000 USD 485.370000000000 N N N N/A N/A LME NICKEL FUTURE Feb24 N/A 1.000000000000 NC USD -1340.130000000000 -0.0368042664 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Nickel London Metals - Nickel 2024-02-19 97754.130000000000 USD -1340.130000000000 N N N N/A N/A LME NICKEL FUTURE Mar24 N/A -8.000000000000 NC USD 21546.960000000000 0.5917486039 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Nickel London Metals - Nickel 2024-03-18 -796842.960000000000 USD 21546.960000000000 N N N N/A N/A LME NICKEL FUTURE Mar24 N/A 8.000000000000 NC USD -25493.040000000000 -0.7001206124 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Nickel London Metals - Nickel 2024-03-18 800789.040000000000 USD -25493.040000000000 N N N N/A N/A LME TIN FUTURE Feb24 N/A -1.000000000000 NC USD -7996.180000000000 -0.2196007396 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Tin London Metals - Tin 2024-02-19 -122368.820000000000 USD -7996.180000000000 N N N N/A N/A LME TIN FUTURE Feb24 N/A 1.000000000000 NC USD 6903.820000000000 0.1896010317 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Tin London Metals - Tin 2024-02-19 123461.180000000000 USD 6903.820000000000 N N N N/A N/A LME TIN FUTURE Mar24 N/A -1.000000000000 NC USD 2293.370000000000 0.0629832930 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Tin London Metals - Tin 2024-03-18 -133108.370000000000 USD 2293.370000000000 N N N US BANK MMDA - USBGFS 9 N/A US BANK MMDA - USBGFS 9 N/A 3310860.050000000000 NS USD 3310860.050000000000 90.9268320154 Long STIV RF US N 1 N N N N/A N/A LME LEAD FUTURE Dec24 N/A -26.000000000000 NC USD -27432.580000000000 -0.7533865992 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Lead London Metals - Lead 2024-12-16 -1388592.420000000000 USD -27432.580000000000 N N N N/A N/A LME LEAD FUTURE Dec24 N/A 20.000000000000 NC USD -8890.550000000000 -0.2441630072 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Lead London Metals - Lead 2024-12-16 1098140.550000000000 USD -8890.550000000000 N N N N/A N/A LME COPPER FUTURE Jun24 N/A 101.000000000000 NC USD 618016.320000000000 16.9727095869 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Copper London Metals - Copper 2024-06-17 21204296.180000000000 USD 618016.320000000000 N N N N/A N/A LME TIN FUTURE Mar24 N/A 2.000000000000 NC USD 4196.740000000000 0.1152559357 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Tin London Metals - Tin 2024-03-18 257433.260000000000 USD 4196.740000000000 N N N N/A N/A LME ZINC FUTURE Dec24 N/A -79.000000000000 NC USD -22442.170000000000 -0.6163339407 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Zinc London Metals - Zinc 2024-12-16 -5023386.580000000000 USD -22442.170000000000 N N N N/A N/A LME ZINC FUTURE Dec24 N/A 63.000000000000 NC USD 44149.960000000000 1.2124994520 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Zinc London Metals - Zinc 2024-12-16 3979738.790000000000 USD 44149.960000000000 N N N N/A N/A LME COPPER FUTURE Jun24 N/A -101.000000000000 NC USD -719182.680000000000 -19.7510621848 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Copper London Metals - Copper 2024-06-17 -21103129.820000000000 USD -719182.680000000000 N N N N/A N/A LME ZINC FUTURE Jun24 N/A -165.000000000000 NC USD -74606.850000000000 -2.0489433001 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metals - Zinc London Metals - Zinc 2024-06-17 -10386805.650000000000 USD -74606.850000000000 N N N N/A N/A LME ZINC FUTURE Jun24 N/A 149.000000000000 NC USD 90329.530000000000 2.4807385019 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 London Metal Exchange 213800NB8G5VRT1DXC91 Long London Metals - Zinc London Metals - Zinc 2024-06-17 9356642.970000000000 USD 90329.530000000000 N N N 2024-03-26 Listed Funds Trust /s/Travis Babich Travis Babich Treasurer XXXX NPORT-EX 2 oaib2.htm

Teucrium AiLA Long-Short Base Metals Strategy ETF
Consolidated Schedule of Investments
January 31, 2024 (Unaudited)

SHORT-TERM INVESTMENTS – 90.9%                                                                                                  
  Shares  
Value
 
Deposit Accounts – 90.9%
          
U.S. Bank Money Market Deposit Account – 5.24%(a)
     3,310,860    
$
3,310,860
  
TOTAL SHORT-TERM INVESTMENTS (Cost $3,310,860)
            
3,310,860
  
         
Total Investments (Cost $3,310,860) – 90.9%
            
3,310,860
  
Other assets and Liabilities, net – 9.1%
            
330,335
  
TOTAL SHORT-TERM INVESTMENTS - 100.0%
          
$
3,641,195
  
         

Percentages are stated as a percent of net assets.
  

(a)
The rate shown is the seven day yield as of January 31, 2024.
Teucrium AiLA Long-Short Base Metals Strategy ETF
  
Consolidated Schedule of Open Futures Contracts
  
January 31, 2024 (Unaudited)
  
   
Description
  
Contracts Purchased
  
Settlement Month
  
Notional
    
Value / Unrealized Appreciation (Depreciation)
  
Long Contracts
                    
   LME Aluminum Futures(a)(b)
    
112
  
June 2024
  
$
6,456,576
    
$
37,914
  
   LME Aluminum Futures(a)(b)
    
15
  
December 2024
    
893,220
      
14,573
  
   LME Copper Futures(a)(b)
    
101
  
June 2024
    
21,822,313
      
618,016
  
   LME Lead Futures(a)(b)
    
140
  
June 2024
    
7,596,365
      
65,518
  
   LME Lead Futures(a)(b)
    
20
  
December 2024
    
1,089,250
      
(8,891
)
   LME Nickel Futures(a)(b)
    
1
  
February 2024
    
96,414
      
(1,340
)
   LME Nickel Futures(a)(b)
    
8
  
March 2024
    
775,296
      
(25,493
)
   LME Tin Futures(a)(b)
    
1
  
February 2024
    
130,365
      
6,904
  
   LME Tin Futures(a)(b)
    
2
  
March 2024
    
261,630
      
4,197
  
   LME Zinc Futures(a)(b)
    
149
  
June 2024
    
9,446,973
      
90,329
  
   LME Zinc Futures(a)(b)
    
63
  
December 2024
    
4,023,889
      
44,150
  
                     
$
845,877
  

                 
 
Description
  
Contracts Sold
  
Settlement Month
  
Notional
    
Value / Unrealized Appreciation (Depreciation)
  
Short Contracts
                    
   LME Aluminum Futures(a)(b)
    
(112)
June 2024
  
$
(6,456,576
)
  
$
(5,199
)
   LME Aluminum Futures(a)(b)
    
(15)

December 2024
    
(893,220
)
    
7,317
  
   LME Copper Futures(a)(b)
    
(101)
June 2024
    
(21,822,313
)
    
(719,183
)
   LME Lead Futures(a)(b)
    
(156)
June 2024
    
(8,464,521
)
    
(126,929
)
   LME Lead Futures(a)(b)
    
(28)
December 2024
    
(1,524,950
)
    
(27,471
)
   LME Nickel Futures(a)(b)
    
(1)
February 2024
    
(96,414
)
    
485
  
   LME Nickel Futures(a)(b)
    
(8)
March 2024
    
(775,296
)
    
21,547
  
   LME Tin Futures(a)(b)
    
(1)
February 2024
    
(130,365
)
    
(7,996
)
   LME Tin Futures(a)(b)
    
(1)
March 2024
    
(130,815
)
    
2,293
  
   LME Zinc Futures(a)(b)
    
(165)
June 2024
    
(10,461,413
)
    
(74,607
)
   LME Zinc Futures(a)(b)
    
(79)
December 2024
    
(5,045,829
)
    
(22,442
)
                     
$
(952,185
)
Total Unrealized Appreciation (Depreciation)
    
$
(106,308
)
           
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 on the Fund’s consolidated statement of assets and liabilities.
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 January 31, 2024:
  

Teucrium AiLA Long-Short Base Metals Strategy ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
                         
Investments – Assets:
                        
  Deposit Accounts
  
$
3,310,860
    
$
–
    
$
–
    
$
3,310,860
  
Total Investments - Assets
  
$
3,310,860
    
$
–
    
$
–
    
$
3,310,860
  
                                 
Other Financial Instruments*:
                                
Assets
                                
  Open Futures Contracts
  
$
845,877
    
$
–
    
$
–
    
$
845,877
  
Total Assets
  
$
845,877
    
$
–
    
$
–
    
$
845,877
  
                                 
Liabilities
                                
  Open Futures Contracts
  
$
(952,185
)
  
$
–
    
$
–
    
$
(952,185
)
Total Liabilities
  
$
(952,185
)
  
$
–
    
$
–
    
$
(952,185
)
                                 
* Other financial instruments are a derivative instruments not reflected in the Schedule of Investments, such as open future contracts. Open futures contracts are reflected as the unrealized appreciation (depreciation) on the instrument as of January 31, 2024.