TrueShares Structured Outcome (October) ETF
|
||||||||||||
Schedule of Investments
|
||||||||||||
as of March 31, 2024 (Unaudited)
|
||||||||||||
PURCHASED OPTIONS - 17.0%(a)(b)
|
Notional Amount
|
Contracts
|
Value
|
|||||||||
Call Options - 17.0%
|
$
|
–
|
||||||||||
SPDR S&P 500 ETF, Expiration: 09/30/2024; Exercise Price: $427.48
|
$
|
3,295,341
|
63
|
$
|
677,932
|
|||||||
TOTAL PURCHASED OPTIONS (Cost $248,379)
|
$
|
677,932
|
||||||||||
SHORT-TERM INVESTMENTS - 83.3%
|
||||||||||||
Money Market Funds - 0.2%
|
Shares
|
|||||||||||
First American Treasury Obligations Fund - Class X, 5.22%(c)
|
7,738
|
7,738
|
||||||||||
U.S. Treasury Bills - 83.1%
|
Par
|
|||||||||||
5.31%, 09/05/2024(d)
|
$
|
3,379,000
|
3,303,639
|
|||||||||
TOTAL SHORT-TERM INVESTMENTS
(Cost $3,311,326)
|
3,311,377
|
|||||||||||
TOTAL INVESTMENTS - 100.3% (Cost
$3,559,705)
|
$
|
3,989,309
|
||||||||||
Liabilities in Excess of Other Assets - (0.3)%
|
(15,755
|
)
|
||||||||||
TOTAL NET ASSETS - 100.0%
|
$
|
3,973,554
|
||||||||||
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 (October) 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: 09/30/2024; Exercise Price: $384.73
|
$
|
4,603,016
|
88
|
$
|
13,823
|
|||||||
TOTAL OPTIONS WRITTEN (Premiums
received $107,693)
|
$
|
13,823
|
||||||||||
Percentages are stated as a percent of net assets.
|
(a)
|
Exchange-traded.
|
(b)
|
100 shares per contract.
|
TrueShares Structured Outcome (October) ETF
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Assets:
|
||||||||||||||||
Purchased Options
|
$
|
–
|
$
|
677,932
|
$
|
–
|
$
|
677,932
|
||||||||
Money Market Funds
|
7,738
|
–
|
–
|
7,738
|
||||||||||||
U.S. Treasury Bills
|
–
|
3,303,639
|
–
|
3,303,639
|
||||||||||||
Total Assets
|
$
|
7,738
|
$
|
3,981,571
|
$
|
–
|
$
|
3,989,309
|
||||||||
Liabilities:
|
||||||||||||||||
Options Written
|
$
|
–
|
$
|
13,823
|
$
|
–
|
$
|
13,823
|
||||||||
Total Liabilities
|
$
|
–
|
$
|
13,823
|
$
|
–
|
$
|
13,823
|
||||||||
Refer to the Schedule of Investments for industry classifications.
|
||||||||||||||||