TrueShares Structured Outcome (October) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 17.0%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 17.0% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $427.48 | $ | 3,295,341 | 63 | $ | 677,932 | |||||||
TOTAL PURCHASED OPTIONS (Cost $248,379) | $ | 677,932 | ||||||||||
SHORT-TERM INVESTMENTS - 83.3% | ||||||||||||
Money Market Funds - 0.2% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 7,738 | 7,738 | ||||||||||
U.S. Treasury Bills - 83.1% | Par | |||||||||||
5.31%, 09/05/2024(d) | $ | 3,379,000 | 3,303,639 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,311,326) | 3,311,377 | |||||||||||
TOTAL INVESTMENTS - 100.3% (Cost $3,559,705) | $ | 3,989,309 | ||||||||||
Liabilities in Excess of Other Assets - (0.3)% | (15,755 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 3,973,554 | ||||||||||
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 (October) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (0.3)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (0.3)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $384.73 | $ | 4,603,016 | 88 | $ | 13,823 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $107,693) | $ | 13,823 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (October) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 677,932 | $ | – | $ | 677,932 | ||||||||
Money Market Funds | 7,738 | – | – | 7,738 | ||||||||||||
U.S. Treasury Bills | – | 3,303,639 | – | 3,303,639 | ||||||||||||
Total Assets | $ | 7,738 | $ | 3,981,571 | $ | – | $ | 3,989,309 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 13,823 | $ | – | $ | 13,823 | ||||||||
Total Liabilities | $ | – | $ | 13,823 | $ | – | $ | 13,823 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||