TrueShares Structured Outcome (January) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 11.2%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 11.2% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 12/31/2024; Exercise Price: $475.31 | $ | 5,701,463 | 109 | $ | 786,884 | |||||||
TOTAL PURCHASED OPTIONS (Cost $375,813) | $ | 786,884 | ||||||||||
SHORT-TERM INVESTMENTS - 90.0% | ||||||||||||
Money Market Funds - 0.4% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 31,712 | 31,712 | ||||||||||
U.S. Treasury Bills - 89.6% | Par | |||||||||||
5.04%, 12/26/2024(d) | $ | 6,571,000 | 6,334,068 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $6,376,818) | 6,365,780 | |||||||||||
TOTAL INVESTMENTS - 101.2% (Cost $6,752,631) | $ | 7,152,664 | ||||||||||
Liabilities in Excess of Other Assets - (1.2)% | (80,555 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 7,072,109 | ||||||||||
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 (January) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (1.1)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (1.1)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 12/31/2024; Exercise Price: $427.78 | $ | 8,055,278 | 154 | $ | 74,926 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $199,621) | $ | 74,926 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (January) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 786,884 | $ | – | $ | 786,884 | ||||||||
Money Market Funds | 31,712 | – | – | 31,712 | ||||||||||||
U.S. Treasury Bills | – | 6,334,068 | – | 6,334,068 | ||||||||||||
Total Assets | $ | 31,712 | $ | 7,120,952 | $ | – | $ | 7,152,664 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 74,926 | $ | – | $ | 74,926 | ||||||||
Total Liabilities | $ | – | $ | 74,926 | $ | – | $ | 74,926 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||