TrueShares Structured Outcome (December) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 13.3%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 13.3% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 11/29/2024; Exercise Price: $456.40 | $ | 36,614,900 | 700 | $ | 6,083,287 | |||||||
TOTAL PURCHASED OPTIONS (Cost $2,880,647) | $ | 6,083,287 | ||||||||||
SHORT-TERM INVESTMENTS - 87.5% | ||||||||||||
Money Market Funds - 0.6% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 259,772 | 259,772 | ||||||||||
U.S. Treasury Bills - 86.9% | Par | |||||||||||
5.07%, 11/29/2024(d) | $ | 41,079,000 | 39,735,430 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $39,999,824) | 39,995,202 | |||||||||||
TOTAL INVESTMENTS - 100.8% (Cost $42,880,471) | $ | 46,078,489 | ||||||||||
Liabilities in Excess of Other Assets - (0.8)% | (350,139 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 45,728,350 | ||||||||||
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 as of March 31, 2024. |
TrueShares Structured Outcome (December) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (0.7)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (0.7)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 11/29/2024; Exercise Price: $410.76 | $ | 52,307,000 | 1,000 | $ | 327,260 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $1,056,434) | $ | 327,260 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (December) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 6,083,287 | $ | – | $ | 6,083,287 | ||||||||
Money Market Funds | 259,772 | – | – | 259,772 | ||||||||||||
U.S. Treasury Bills | – | 39,735,430 | – | 39,735,430 | ||||||||||||
Total Assets | $ | 259,772 | $ | 45,818,717 | $ | – | $ | 46,078,489 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 327,260 | $ | – | $ | 327,260 | ||||||||
Total Liabilities | $ | – | $ | 327,260 | $ | – | $ | 327,260 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||