TrueShares Structured Outcome (June) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 17.8%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 17.8% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 05/31/2024; Exercise Price: $417.85 | $ | 2,510,736 | 48 | $ | 528,926 | |||||||
TOTAL PURCHASED OPTIONS (Cost $184,850) | $ | 528,926 | ||||||||||
SHORT-TERM INVESTMENTS - 82.3% | ||||||||||||
Money Market Funds - 0.2% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 6,917 | 6,917 | ||||||||||
U.S. Treasury Bills - 82.1% | Par | |||||||||||
5.38%, 05/16/2024(d) | $ | 2,458,000 | 2,441,950 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,449,850) | 2,448,867 | |||||||||||
TOTAL INVESTMENTS - 100.1% (Cost $2,634,700) | $ | 2,977,793 | ||||||||||
Liabilities in Excess of Other Assets - (0.1)% | (2,178 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 2,975,615 | ||||||||||
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 (June) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (0.1)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (0.1)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 05/31/2024; Exercise Price: $376.07 | $ | 3,452,262 | 66 | $ | 1,523 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $89,690) | $ | 1,523 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (June) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 528,926 | $ | – | $ | 528,926 | ||||||||
Money Market Funds | 6,917 | – | – | 6,917 | ||||||||||||
U.S. Treasury Bills | – | 2,441,950 | – | 2,441,950 | ||||||||||||
Total Assets | $ | 6,917 | $ | 2,970,876 | $ | – | $ | 2,977,793 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 1,523 | $ | – | $ | 1,523 | ||||||||
Total Liabilities | $ | – | $ | 1,523 | $ | – | $ | 1,523 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||