TrueShares Structured Outcome (September) ETF | ||||||||||||
Schedule of Investments | ||||||||||||
as of March 31, 2024 (Unaudited) | ||||||||||||
PURCHASED OPTIONS - 13.5%(a)(b) | Notional Amount | Contracts | Value | |||||||||
Call Options - 13.5% | $ | – | ||||||||||
SPDR S&P 500 ETF, Expiration: 08/30/2024; Exercise Price: $450.35 | $ | 14,802,881 | 283 | $ | 2,413,198 | |||||||
TOTAL PURCHASED OPTIONS (Cost $1,122,675) | $ | 2,413,198 | ||||||||||
SHORT-TERM INVESTMENTS - 86.9% | ||||||||||||
Money Market Funds - 0.1% | Shares | |||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c) | 21,860 | 21,860 | ||||||||||
U.S. Treasury Bills - 86.8% | Par | |||||||||||
5.30%, 08/08/2024(d) | $ | 15,791,000 | 15,501,358 | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $15,524,631) | 15,523,218 | |||||||||||
TOTAL INVESTMENTS - 100.4% (Cost $16,647,306) | $ | 17,936,416 | ||||||||||
Liabilities in Excess of Other Assets - (0.4)% | (69,162 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 17,867,254 | ||||||||||
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 (September) 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: 08/30/2024; Exercise Price: $405.32 | $ | 20,399,730 | 390 | $ | 60,068 | |||||||
TOTAL OPTIONS WRITTEN (Premiums received $443,407) | $ | 60,068 | ||||||||||
Percentages are stated as a percent of net assets. |
(a) | Exchange-traded. |
(b) | 100 shares per contract. |
TrueShares Structured Outcome (September) ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Purchased Options | $ | – | $ | 2,413,198 | $ | – | $ | 2,413,198 | ||||||||
Money Market Funds | 21,860 | – | – | 21,860 | ||||||||||||
U.S. Treasury Bills | – | 15,501,358 | – | 15,501,358 | ||||||||||||
Total Assets | $ | 21,860 | $ | 17,914,556 | $ | – | $ | 17,936,416 | ||||||||
Liabilities: | ||||||||||||||||
Options Written | $ | – | $ | 60,068 | $ | – | $ | 60,068 | ||||||||
Total Liabilities | $ | – | $ | 60,068 | $ | – | $ | 60,068 | ||||||||
Refer to the Schedule of Investments for industry classifications. | ||||||||||||||||