TrueShares Structured Outcome (May) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 17.4%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 17.4% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 04/30/2024; Exercise Price: $415.93 | $ | 3,766,104 | 72 | $ | 789,749 | |||||||
TOTAL PURCHASED OPTIONS (Cost $279,373) | $ | 789,749 | ||||||||||
SHORT-TERM INVESTMENTS - 82.7% | ||||||||||||
Money Market Funds - 0.2% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 7,483 | 7,483 | ||||||||||
U.S. Treasury Bills - 82.5% | Par | |||||||||||
5.41%, 04/18/2024(d) | $ | 3,738,000 | 3,728,717 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,737,443) | 3,736,200 | |||||||||||
TOTAL INVESTMENTS - 100.1% (Cost $4,016,816) | $ | 4,525,949 | ||||||||||
Liabilities in Excess of Other Assets - (0.1)% | (3,409 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 4,522,540 | ||||||||||
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 (May) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - 0.0% (a)(b)(c) | Notional Amount | Contracts | Value | |||||||||
Put Options - 0.0% (b) | ||||||||||||
SPDR S&P 500 ETF, Expiration: 04/30/2024; Exercise Price: $374.34 | $ | 5,230,700 | 100 | $ | 853 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $144,065) | $ | 853 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | Represents less than 0.05% of net assets. |
(c) | 100 shares per contract. |
TrueShares Structured Outcome (May) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 789,749 | $ | – | $ | 789,749 | ||||||||
Money Market Funds | 7,483 | – | – | 7,483 | ||||||||||||
U.S. Treasury Bills | – | 3,728,717 | – | 3,728,717 | ||||||||||||
Total Assets | $ | 7,483 | $ | 4,518,466 | $ | – | $ | 4,525,949 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 853 | $ | – | $ | 853 | ||||||||
Total Liabilities | $ | – | $ | 853 | $ | – | $ | 853 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||