TrueShares Structured Outcome (March) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 7.8%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 7.8% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 02/28/2025; Exercise Price: $508.08 | $ | 31,018,051 | 593 | $ | 3,144,353 | |||||||
TOTAL PURCHASED OPTIONS (Cost $2,563,265) | $ | 3,144,353 | ||||||||||
SHORT-TERM INVESTMENTS - 94.2% | ||||||||||||
Money Market Funds - 0.7% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 272,964 | 272,964 | ||||||||||
U.S. Treasury Bills - 93.5% | Par | |||||||||||
5.03%, 02/20/2025(d) | $ | 39,358,000 | 37,653,109 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $37,955,493) | 37,926,073 | |||||||||||
TOTAL INVESTMENTS - 102.0% (Cost $40,518,758) | $ | 41,070,426 | ||||||||||
Liabilities in Excess of Other Assets - (2.0)% | (773,033 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 40,297,393 | ||||||||||
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 (March) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (1.9)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (1.9)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 02/28/2025; Exercise Price: $457.27 | $ | 45,036,327 | 861 | $ | 751,162 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $943,050) | $ | 751,162 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (March) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 3,144,353 | $ | – | $ | 3,144,353 | ||||||||
Money Market Funds | 272,964 | – | – | 272,964 | ||||||||||||
U.S. Treasury Bills | – | 37,653,109 | – | 37,653,109 | ||||||||||||
Total Assets | $ | 272,964 | $ | 40,797,462 | $ | – | $ | 41,070,426 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 751,162 | $ | – | $ | 751,162 | ||||||||
Total Liabilities | $ | – | $ | 751,162 | $ | – | $ | 751,162 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||