| TrueShares Structured Outcome (July) ETF | ||||||||||||
| Schedule of Investments | ||||||||||||
| as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 13.8%(a)(b) | Notional Amount | Contracts | Value | |||||||||
| Call Options - 13.8% | $ | – | ||||||||||
| SPDR S&P 500 ETF, Expiration: 06/28/2024; Exercise Price: $443.28 | $ | 8,578,348 | 164 | $ | 1,410,989 | |||||||
TOTAL PURCHASED OPTIONS (Cost $575,282) | $ | 1,410,989 | ||||||||||
| SHORT-TERM INVESTMENTS - 86.4% | ||||||||||||
Money Market Funds - 0.0%(c) | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(d) | 4,267 | 4,267 | ||||||||||
U.S. Treasury Bills - 86.4% | Par | |||||||||||
5.03%, 06/13/2024(e) | $ | 8,883,000 | 8,789,144 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $8,794,890) | 8,793,411 | |||||||||||
TOTAL INVESTMENTS - 100.2% (Cost $9,370,172) | $ | 10,204,400 | ||||||||||
| Liabilities in Excess of Other Assets - (0.2)% | (18,604 | ) | ||||||||||
| TOTAL NET ASSETS - 100.0% | $ | 10,185,796 | ||||||||||
| 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 (July) 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: 06/28/2024; Exercise Price: $398.95 | $ | 11,664,461 | 223 | $ | 13,233 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $251,733) | $ | 13,233 | ||||||||||
| Percentages are stated as a percent of net assets. | ||||||||||||
| (a) | Exchange-traded. |
| (b) | 100 shares per contract. |
| TrueShares Structured Outcome (July) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets: | ||||||||||||||||
| Purchased Options | $ | – | $ | 1,410,989 | $ | – | $ | 1,410,989 | ||||||||
| Money Market Funds | 4,267 | – | – | 4,267 | ||||||||||||
| U.S. Treasury Bills | – | 8,789,144 | – | 8,789,144 | ||||||||||||
| Total Assets | $ | 4,267 | $ | 10,200,133 | $ | – | $ | 10,204,400 | ||||||||
| Liabilities: | ||||||||||||||||
| Options Written | $ | – | $ | 13,233 | $ | – | $ | 13,233 | ||||||||
| Total Liabilities | $ | – | $ | 13,233 | $ | – | $ | 13,233 | ||||||||
| Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||