NPORT-EX 2 janz.htm PART F 3/31/2024

TrueShares Structured Outcome (January) ETF
 
Schedule of Investments
 
as of March 31, 2024 (Unaudited)
 
   
PURCHASED OPTIONS - 11.2%(a)(b)
 
Notional Amount
   
Contracts
   
Value
 
Call Options - 11.2%
         
$
 
SPDR S&P 500 ETF, Expiration: 12/31/2024; Exercise Price: $475.31
 
$
5,701,463
     
109
   
$
786,884
 
TOTAL PURCHASED OPTIONS (Cost $375,813)
   
$
786,884
 
                         
SHORT-TERM INVESTMENTS - 90.0%
                 
Money Market Funds - 0.4%
   
Shares
         
First American Treasury Obligations Fund - Class X, 5.22%(c)
     
31,712
     
31,712
 
U.S. Treasury Bills - 89.6%
   
Par
         
5.04%, 12/26/2024(d)
   
$
6,571,000
     
6,334,068
 
TOTAL SHORT-TERM INVESTMENTS (Cost $6,376,818)
     
6,365,780
 
                         
TOTAL INVESTMENTS - 101.2% (Cost $6,752,631)
   
$
7,152,664
 
Liabilities in Excess of Other Assets - (1.2)%
     
(80,555
)
TOTAL NET ASSETS - 100.0%
                 
$
7,072,109
 
           
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 (January) ETF
 
Schedule of Options Written
 
as of March 31, 2024 (Unaudited)
 
   
OPTIONS WRITTEN - (1.1)% (a)(b)
 
Notional Amount
   
Contracts
   
Value
 
Put Options - (1.1)%
                 
SPDR S&P 500 ETF, Expiration: 12/31/2024; Exercise Price: $427.78
 
$
8,055,278
     
154
   
$
74,926
 
TOTAL OPTIONS WRITTEN (Premiums received $199,621)
                 
$
74,926
 
                         
Percentages are stated as a percent of net assets.
                       

(a)
Exchange-traded.
(b)
100 shares per contract.

TrueShares Structured Outcome (January) ETF
 
   
Level 1
   
Level 2
   
Level 3
   
Total
 
Assets:
                       
  Purchased Options
 
$
   
$
786,884
   
$
   
$
786,884
 
  Money Market Funds
   
31,712
     
     
     
31,712
 
  U.S. Treasury Bills
   
     
6,334,068
     
     
6,334,068
 
Total Assets
 
$
31,712
   
$
7,120,952
   
$
   
$
7,152,664
 
                                 
Liabilities:
                               
  Options Written
 
$
   
$
74,926
   
$
   
$
74,926
 
Total Liabilities
 
$
   
$
74,926
   
$
   
$
74,926
 
                                 
   
Refer to the Schedule of Investments for industry classifications.