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

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.