TrueShares Structured Outcome (April) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 6.6%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 6.6% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 03/31/2025; Exercise Price: $523.07 | $ | 3,661,490 | 70 | $ | 314,440 | |||||||
TOTAL PURCHASED OPTIONS (Cost $314,530) | $ | 314,440 | ||||||||||
SHORT-TERM INVESTMENTS - 82.0% | ||||||||||||
Money Market Funds - 15.9% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 767,375 | 767,375 | ||||||||||
U.S. Treasury Bills - 66.1% | Par | |||||||||||
5.00%, 03/20/2025(d) | $ | 3,350,000 | 3,193,449 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,961,377) | 3,960,824 | |||||||||||
TOTAL INVESTMENTS – 88.6% (Cost $4,275,907) | $ | 4,275,264 | ||||||||||
Other Assets in Excess of Liabilities – 11.4% | 552,513 | |||||||||||
TOTAL NET ASSETS – 100.0% | $ | 4,827,777 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
(c) | The rate shown represents the 7-day effective yield as of March 31, 2024. |
(d) | The rate shown is the effective yield. |
TrueShares Structured Outcome (April) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN – (2.5)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options – (2.5)% | ||||||||||||
SPDR S&P 500 ETF ust, Expiration: 03/31/2025; Exercise Price: $470.76 | $ | 5,387,621 | 103 | $ | 118,759 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $118,624) | $ | 118,759 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (April) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 314,440 | $ | – | $ | 314,440 | ||||||||
Money Market Funds | 767,375 | – | – | 767,375 | ||||||||||||
U.S. Treasury Bills | – | 3,193,449 | – | 3,193,449 | ||||||||||||
Total Assets | $ | 767,375 | $ | 3,507,889 | $ | – | $ | 4,275,264 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 118,759 | $ | – | $ | 118,759 | ||||||||
Total Liabilities | $ | – | $ | 118,759 | $ | – | $ | 118,759 | ||||||||
Refer to the Schedule of Investments for industry classifications. |