NPORT-EX 2 divz.htm PART F 9/30/2023
TrueShares Low Volatility Equity Income ETF
  
Schedule of Investments
  
September 30, 2023 (Unaudited)
        
             
   
Shares
    
Value
  
COMMON STOCKS - 95.3%
        
Aerospace & Defense - 3.7%
            
Lockheed Martin Corp.
    
5,532
    
$
2,262,367
  
                 
Agriculture - 10.7%
                
Altria Group, Inc.
    
28,203
      
1,185,936
  
British American Tobacco PLC - ADR (a)
    
90,098
      
2,829,978
  
Philip Morris International, Inc.
    
27,845
      
2,577,890
  
             
6,593,804
  
Banks - 2.9%
                
Morgan Stanley
    
22,011
      
1,797,638
  
                 
Building Materials - 3.2%
                
CRH PLC (a)
    
35,419
      
1,938,482
  
                 
Cosmetics and Personal Care - 3.4%
                
Kenvue, Inc.
    
104,677
      
2,101,914
  
                 
Electric - 12.2%
                
American Electric Power Co., Inc.
    
36,604
      
2,753,353
  
FirstEnergy Corp.
    
68,590
      
2,344,406
  
WEC Energy Group, Inc.
    
29,938
      
2,411,506
  
             
7,509,265
  
Food - 2.1%
                
The Kroger Co.
    
28,086
      
1,256,849
  
                 
Healthcare Products - 2.8%
                
Medtronic PLC (a)
    
21,620
      
1,694,143
  
                 
Healthcare Services - 5.3%
                
UnitedHealth Group, Inc.
    
6,507
      
3,280,764
  
                 
Oil & Gas - 15.2%
                
Chevron Corp.
    
16,202
      
2,731,981
  
Coterra Energy, Inc.
    
66,948
      
1,810,943
  
Devon Energy Corp.
    
36,899
      
1,760,082
  
Exxon Mobil Corp.
    
25,884
      
3,043,441
  
             
9,346,447
  
Pharmaceuticals - 5.4%
                
AbbVie, Inc.
    
12,231
      
1,823,153
  
Johnson & Johnson
    
9,709
      
1,512,177
  
             
3,335,330
  
Pipelines - 3.6%
                
Kinder Morgan, Inc.
    
132,384
      
2,194,927
  
                 
Retail - 2.8%
                
Genuine Parts Co.
    
12,075
      
1,743,389
  
                 
Savings & Loans - 3.3%
                
New York Community Bancorp, Inc.
    
177,821
      
2,016,490
  
                 
Semiconductors - 9.4%
                
Analog Devices, Inc.
    
10,375
      
1,816,559
  
Broadcom, Inc.
    
2,231
      
1,853,024
  
QUALCOMM, Inc.
    
18,845
      
2,092,925
  
             
5,762,508
  
Telecommunications - 9.3%
                
AT&T, Inc.
    
195,838
      
2,941,486
  
Verizon Communications, Inc.
    
86,199
      
2,793,710
  
             
5,735,196
  
TOTAL COMMON STOCKS (Cost $59,978,464)
            
58,569,513
  
                 
MONEY MARKET FUNDS - 4.5%
          
First American Treasury Obligations Fund - Class X, 5.26% (b)
    
2,746,794
      
2,746,794
  
TOTAL MONEY MARKET FUNDS (Cost $2,746,794)
      
2,746,794
  
                 
TOTAL INVESTMENTS (Cost $62,725,258) - 99.8%
            
61,316,307
  
Other assets and liabilities, net - 0.2%
            
133,326
  
TOTAL NET ASSETS - 100.0%
          
$
61,449,633
  

Percentages are stated as a percent of net assets.
    

ADR
American Depositary Receipt
          
PLC
Public Limited Company
          
(a)
Foreign issued security.
          
(b)
The rate shown is the seven day yield at period end.
    
Fair Value Measurements
          
Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels.
Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs
(including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the
securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
  
             
The Fund did not hold any investments during the period with significant unobservable inputs which would be classified as Level 3.
             
The following is a summary of the inputs used to value the Fund's investments carried at fair value as of September 30, 2023:

   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments - Assets:
                        
Common Stocks*
  
$
58,569,513
    
$
-
    
$
-
    
$
58,569,513
  
Money Market Funds
    
2,746,794
      
-
      
-
      
2,746,794
  
Total Investments - Assets
  
$
61,316,307
    
$
-
    
$
-
    
$
61,316,307
  
                                 
*See Schedule of Investments for industry classifications.