TrueShares Structured Outcome (August) ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of March 31, 2024 (Unaudited)
|
||||||||||||
PURCHASED OPTIONS - 12.2%(a)(b)
|
Notional Amount
|
Contracts
|
Value
|
|||||||||
Call Options - 12.2%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 07/31/2024; Exercise Price: $457.79
|
$
|
13,495,206
|
258
|
$
|
1,940,753
|
|||||||
TOTAL PURCHASED OPTIONS (Cost $1,003,357)
|
$
|
1,940,753
|
||||||||||
SHORT-TERM INVESTMENTS - 88.2%
|
||||||||||||
Money Market Funds - 0.0%(c)
|
Shares
|
|||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(d)
|
7,041
|
7,041
|
||||||||||
U.S. Treasury Bills - 88.2%
|
Par
|
|||||||||||
5.31%, 07/11/2024(e)
|
$
|
14,284,000
|
14,078,017
|
|||||||||
TOTAL SHORT-TERM INVESTMENTS
(Cost $14,086,960)
|
14,085,058
|
|||||||||||
TOTAL INVESTMENTS - 100.4% (Cost
$15,090,317)
|
$
|
16,025,811
|
||||||||||
Liabilities in Excess of Other Assets - (0.4)%
|
(50,217
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
15,975,594
|
||||||||||
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
(c)
|
Represents less than 0.05% of net assets.
|
(d)
|
The rate shown represents the 7-day effective yield as of March 31, 2024.
|
(e)
|
The rate shown is the effective yield as of March 31, 2024.
|
TrueShares Structured Outcome (August) 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: 07/31/2024; Exercise Price: $412.01
|
$
|
18,150,529
|
347
|
$
|
41,175
|
|||||||
TOTAL OPTIONS WRITTEN (Premiums
received $401,941)
|
$
|
41,175
|
||||||||||
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
TrueShares Structured Outcome (August) ETF
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Assets:
|
||||||||||||||||
Purchased Options
|
$
|
–
|
$
|
1,940,753
|
$
|
–
|
$
|
1,940,753
|
||||||||
Money Market Funds
|
7,041
|
–
|
–
|
7,041
|
||||||||||||
U.S. Treasury Bills
|
–
|
14,078,017
|
–
|
14,078,017
|
||||||||||||
Total Assets
|
$
|
7,041
|
$
|
16,018,770
|
$
|
–
|
$
|
16,025,811
|
||||||||
Liabilities:
|
||||||||||||||||
Options Written
|
$
|
–
|
$
|
41,175
|
$
|
–
|
$
|
41,175
|
||||||||
Total Liabilities
|
$
|
–
|
$
|
41,175
|
$
|
–
|
$
|
41,175
|
||||||||
Refer to the Schedule of Investments for industry classifications.
|
||||||||||||||||