TrueShares Structured Outcome (November) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 19.0%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 19.0% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 10/31/2024; Exercise Price: $418.20 | $ | 14,802,881 | 283 | $ | 3,365,213 | |||||||
TOTAL PURCHASED OPTIONS (Cost $1,115,314) | $ | 3,365,213 | ||||||||||
SHORT-TERM INVESTMENTS - 81.5% | ||||||||||||
Money Market Funds - 0.2% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 37,090 | 37,090 | ||||||||||
U.S. Treasury Bills - 81.3% | Par | |||||||||||
5.22%, 10/03/2024(d) | $ | 14,755,000 | 14,374,457 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $14,400,458) | 14,411,547 | |||||||||||
TOTAL INVESTMENTS - 100.5% (Cost $15,515,772) | $ | 17,776,760 | ||||||||||
Liabilities in Excess of Other Assets - (0.5)% | (80,154 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 17,696,606 | ||||||||||
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 (November) ETF | ||||||||||||
Schedule of Options Written | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
OPTIONS WRITTEN - (0.4)% (a)(b) | Notional Amount | Contracts | Value | |||||||||
Put Options - (0.4)% | ||||||||||||
SPDR S&P 500 ETF, Expiration: 10/31/2024; Exercise Price: $376.38 | $ | 20,504,344 | 392 | $ | 71,211 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $475,869) | 71,211 | |||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (November) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 3,365,213 | $ | – | $ | 3,365,213 | ||||||||
Money Market Funds | 37,090 | – | – | 37,090 | ||||||||||||
U.S. Treasury Bills | – | 14,374,457 | – | 14,374,457 | ||||||||||||
Total Assets | $ | 37,090 | $ | 17,739,670 | $ | – | $ | 17,776,760 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 71,211 | $ | – | $ | 71,211 | ||||||||
Total Liabilities | $ | – | $ | 71,211 | $ | – | $ | 71,211 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||