TrueShares Structured Outcome (March) ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of March 31, 2024 (Unaudited)
|
||||||||||||
PURCHASED OPTIONS - 7.8%(a)(b)
|
Notional Amount
|
Contracts
|
Value
|
|||||||||
Call Options - 7.8%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 02/28/2025; Exercise Price: $508.08
|
$
|
31,018,051
|
593
|
$
|
3,144,353
|
|||||||
TOTAL PURCHASED OPTIONS (Cost $2,563,265)
|
$
|
3,144,353
|
||||||||||
SHORT-TERM INVESTMENTS - 94.2%
|
||||||||||||
Money Market Funds - 0.7%
|
Shares
|
|||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c)
|
272,964
|
272,964
|
||||||||||
U.S. Treasury Bills - 93.5%
|
Par
|
|||||||||||
5.03%, 02/20/2025(d)
|
$
|
39,358,000
|
37,653,109
|
|||||||||
TOTAL SHORT-TERM INVESTMENTS
(Cost $37,955,493)
|
37,926,073
|
|||||||||||
TOTAL INVESTMENTS - 102.0% (Cost
$40,518,758)
|
$
|
41,070,426
|
||||||||||
Liabilities in Excess of Other Assets - (2.0)%
|
(773,033
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
40,297,393
|
||||||||||
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 (March) ETF
|
||||||||||||
Schedule of Options Written
|
||||||||||||
as of March 31, 2024 (Unaudited)
|
||||||||||||
OPTIONS WRITTEN - (1.9)% (a)(b)
|
Notional Amount
|
Contracts
|
Value
|
|||||||||
Put Options - (1.9)%
|
||||||||||||
SPDR S&P 500 ETF, Expiration: 02/28/2025; Exercise Price: $457.27
|
$
|
45,036,327
|
861
|
$
|
751,162
|
|||||||
TOTAL OPTIONS WRITTEN (Premiums
received $943,050)
|
$
|
751,162
|
||||||||||
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
TrueShares Structured Outcome (March) ETF
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Assets:
|
||||||||||||||||
Purchased Options
|
$
|
–
|
$
|
3,144,353
|
$
|
–
|
$
|
3,144,353
|
||||||||
Money Market Funds
|
272,964
|
–
|
–
|
272,964
|
||||||||||||
U.S. Treasury Bills
|
–
|
37,653,109
|
–
|
37,653,109
|
||||||||||||
Total Assets
|
$
|
272,964
|
$
|
40,797,462
|
$
|
–
|
$
|
41,070,426
|
||||||||
Liabilities:
|
||||||||||||||||
Options Written
|
$
|
–
|
$
|
751,162
|
$
|
–
|
$
|
751,162
|
||||||||
Total Liabilities
|
$
|
–
|
$
|
751,162
|
$
|
–
|
$
|
751,162
|
||||||||
Refer to the Schedule of Investments for industry classifications.
|
||||||||||||||||