TrueShares Structured Outcome (August) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 12.2%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 12.2% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 07/31/2024; Exercise Price: $457.79 | $ | 13,495,206 | 258 | $ | 1,940,753 | |||||||
TOTAL PURCHASED OPTIONS (Cost $1,003,357) | $ | 1,940,753 | ||||||||||
SHORT-TERM INVESTMENTS - 88.2% | ||||||||||||
Money Market Funds - 0.0%(c) | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(d) | 7,041 | 7,041 | ||||||||||
U.S. Treasury Bills - 88.2% | Par | |||||||||||
5.31%, 07/11/2024(e) | $ | 14,284,000 | 14,078,017 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $14,086,960) | 14,085,058 | |||||||||||
TOTAL INVESTMENTS - 100.4% (Cost $15,090,317) | $ | 16,025,811 | ||||||||||
Liabilities in Excess of Other Assets - (0.4)% | (50,217 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 15,975,594 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
(c) | Represents less than 0.05% of net assets. |
(d) | The rate shown represents the 7-day effective yield as of March 31, 2024. |
(e) | The rate shown is the effective yield as of March 31, 2024. |
TrueShares Structured Outcome (August) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (0.3)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (0.3)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 07/31/2024; Exercise Price: $412.01 | $ | 18,150,529 | 347 | $ | 41,175 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $401,941) | $ | 41,175 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (August) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 1,940,753 | $ | – | $ | 1,940,753 | ||||||||
Money Market Funds | 7,041 | – | – | 7,041 | ||||||||||||
U.S. Treasury Bills | – | 14,078,017 | – | 14,078,017 | ||||||||||||
Total Assets | $ | 7,041 | $ | 16,018,770 | $ | – | $ | 16,025,811 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 41,175 | $ | – | $ | 41,175 | ||||||||
Total Liabilities | $ | – | $ | 41,175 | $ | – | $ | 41,175 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||