TrueShares Structured Outcome (February) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 10.2%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 10.2% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 01/31/2025; Exercise Price: $482.88 | $ | 4,759,937 | 91 | $ | 630,310 | |||||||
TOTAL PURCHASED OPTIONS (Cost $395,769) | $ | 630,310 | ||||||||||
SHORT-TERM INVESTMENTS - 91.2% | ||||||||||||
Money Market Funds - 0.6% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 35,220 | 35,220 | ||||||||||
U.S. Treasury Bills - 90.6% | Par | |||||||||||
5.00%, 01/23/2025(d) | $ | 5,860,000 | 5,628,887 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,672,728) | 5,664,107 | |||||||||||
TOTAL INVESTMENTS - 101.4% (Cost $6,068,497) | $ | 6,294,417 | ||||||||||
Liabilities in Excess of Other Assets - (1.4)% | (83,608 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 6,210,809 | ||||||||||
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 (February) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (1.3)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (1.3)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 01/31/2025; Exercise Price: $434.59 | $ | 7,061,445 | 135 | $ | 80,496 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $144,114) | $ | 80,496 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (February) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 630,310 | $ | – | $ | 630,310 | ||||||||
Money Market Funds | 35,220 | – | – | 35,220 | ||||||||||||
U.S. Treasury Bills | – | 5,628,887 | – | 5,628,887 | ||||||||||||
Total Assets | $ | 35,220 | $ | 6,259,197 | $ | – | $ | 6,294,417 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 80,496 | $ | – | $ | 80,496 | ||||||||
Total Liabilities | $ | – | $ | 80,496 | $ | – | $ | 80,496 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||