| SWAN ENHANCED DIVIDEND INCOME ETF | |||||||
| SCHEDULE OF INVESTMENTS (Unaudited) | |||||||
| March 31, 2024 | |||||||
| Shares | Fair Value | ||||||
| COMMON STOCKS — 98.4% | |||||||
| AEROSPACE & DEFENSE - 2.9% | |||||||
| 84 | Lockheed Martin Corporation | $ 38,209 | |||||
| 74 | Northrop Grumman Corporation | 35,421 | |||||
73,630 | |||||||
| BANKING - 3.3% | |||||||
| 424 | JPMorgan Chase & Company(a) | 84,927 | |||||
| BEVERAGES - 3.9% | |||||||
| 825 | Coca-Cola Company (The) (a) | 50,473 | |||||
| 265 | PepsiCo, Inc.(a) | 46,378 | |||||
96,851 | |||||||
| BIOTECH & PHARMA - 13.5% | |||||||
| 323 | AbbVie, Inc.(a) | 58,818 | |||||
| 150 | Amgen, Inc. | 42,648 | |||||
| 122 | Eli Lilly and Company(a) | 94,911 | |||||
| 364 | Johnson & Johnson | 57,581 | |||||
| 459 | Merck & Company, Inc.(a) | 60,565 | |||||
| 181 | Zoetis, Inc. | 30,627 | |||||
345,150 | |||||||
| CABLE & SATELLITE - 2.5% | |||||||
| 1,459 | Comcast Corporation, Class A(a) | 63,248 | |||||
| COMMERCIAL SUPPORT SERVICES - 1.7% | |||||||
| 204 | Waste Management, Inc.(a) | 43,483 | |||||
| DIVERSIFIED INDUSTRIALS - 3.4% | |||||||
| 146 | Eaton Corporation PLC(a) | 45,651 | |||||
| 202 | Honeywell International, Inc.(a) | 41,461 | |||||
87,112 | |||||||
| ELECTRIC UTILITIES - 1.5% | |||||||
| 588 | NextEra Energy, Inc.(a) | 37,579 | |||||
| ELECTRICAL EQUIPMENT - 4.0% | |||||||
| 268 | Amphenol Corporation, Class A(a) | 30,914 | |||||
| 178 | TE Connectivity Ltd.(a) | 25,853 | |||||
| SWAN ENHANCED DIVIDEND INCOME ETF | |||||||
| SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
| March 31, 2024 | |||||||
| Shares | Fair Value | ||||||
| COMMON STOCKS — 98.4% (Continued) | |||||||
| ELECTRICAL EQUIPMENT - 4.0% (Continued) | |||||||
| 147 | Trane Technologies PLC(a) | $ 44,128 | |||||
100,895 | |||||||
| FOOD - 1.4% | |||||||
| 505 | Mondelez International, Inc.(a) | 35,350 | |||||
| HEALTH CARE FACILITIES & SERVICES - 4.2% | |||||||
| 80 | Elevance Health, Inc. | 41,483 | |||||
| 131 | UnitedHealth Group, Inc.(a) | 64,806 | |||||
106,289 | |||||||
| HOUSEHOLD PRODUCTS - 2.3% | |||||||
| 368 | Procter & Gamble Company (The) (a) | 59,708 | |||||
| INSURANCE - 2.7% | |||||||
| 97 | Aon PLC, Class A | 32,371 | |||||
| 179 | Marsh & McLennan Companies, Inc.(a) | 36,870 | |||||
69,241 | |||||||
| LEISURE FACILITIES & SERVICES - 3.1% | |||||||
| 155 | McDonald's Corporation | 43,703 | |||||
| 383 | Starbucks Corporation | 35,002 | |||||
78,705 | |||||||
| MACHINERY - 3.4% | |||||||
| 136 | Caterpillar, Inc.(a) | 49,835 | |||||
| 87 | Deere & Company | 35,734 | |||||
85,569 | |||||||
| MEDICAL EQUIPMENT & DEVICES - 1.8% | |||||||
| 186 | Danaher Corporation(a) | 46,448 | |||||
| RETAIL - DISCRETIONARY - 5.6% | |||||||
| 163 | Home Depot, Inc. (The) (a) | 62,526 | |||||
| 162 | Lowe's Companies, Inc.(a) | 41,266 | |||||
| 390 | TJX Companies, Inc. (The) (a) | 39,554 | |||||
143,346 | |||||||
| SEMICONDUCTORS - 7.2% | |||||||
| 150 | Analog Devices, Inc.(a) | 29,669 | |||||
| SWAN ENHANCED DIVIDEND INCOME ETF | |||||||
| SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
| March 31, 2024 | |||||||
| Shares | Fair Value | ||||||
| COMMON STOCKS — 98.4% (Continued) | |||||||
| SEMICONDUCTORS - 7.2% (Continued) | |||||||
| 56 | Broadcom, Inc. | $ 74,223 | |||||
| 268 | QUALCOMM, Inc.(a) | 45,372 | |||||
| 194 | Texas Instruments, Inc.(a) | 33,797 | |||||
183,061 | |||||||
| SOFTWARE - 7.4% | |||||||
| 335 | Microsoft Corporation(a) | 140,941 | |||||
| 370 | Oracle Corporation(a) | 46,476 | |||||
187,417 | |||||||
| TECHNOLOGY HARDWARE - 4.2% | |||||||
| 628 | Apple, Inc.(a) | 107,689 | |||||
| TECHNOLOGY SERVICES - 12.2% | |||||||
| 108 | Accenture PLC, Class A | 37,434 | |||||
| 312 | Cognizant Technology Solutions Corporation, Class A(a) | 22,866 | |||||
| 139 | Mastercard, Inc., Class A(a) | 66,939 | |||||
| 94 | Moody's Corporation | 36,945 | |||||
| 56 | MSCI, Inc. | 31,385 | |||||
| 94 | S&P Global, Inc. | 39,992 | |||||
| 276 | Visa, Inc., Class A(a) | 77,027 | |||||
312,588 | |||||||
| TELECOMMUNICATIONS - 3.2% | |||||||
| 1,939 | Verizon Communications, Inc.(a) | 81,360 | |||||
| TOBACCO & CANNABIS - 1.5% | |||||||
| 429 | Philip Morris International, Inc.(a) | 39,305 | |||||
| TRANSPORTATION & LOGISTICS - 1.5% | |||||||
| 1,065 | CSX Corporation | 39,480 | |||||
| SWAN ENHANCED DIVIDEND INCOME ETF | |||||||
| SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
| March 31, 2024 | |||||||
| Shares | Fair Value | ||||||
| COMMON STOCKS — 98.4% (Continued) | |||||||
| TOTAL COMMON STOCKS (Cost $2,460,486) | $ 2,508,431 | ||||||
| TOTAL INVESTMENTS - 98.4% (Cost $2,460,486) | $ 2,508,431 | ||||||
| CALL OPTIONS WRITTEN - (1.0)% (Proceeds - $26,046) | (26,129) | ||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES - 2.6% | 66,231 | ||||||
| NET ASSETS - 100.0% | $ 2,548,533 | ||||||
| Contracts(b) | |||||||
| WRITTEN EQUITY OPTIONS - (1.0)% | Expiration Date | Exercise Price | Notional Value | Fair Value | |||
| CALL OPTIONS WRITTEN- (1.0)% | |||||||
| 3 | AbbVie, Inc. | 05/17/2024 | $ 185.00 | $ 54,630 | $ 1,161 | ||
| 2 | Amphenol Corporation | 04/19/2024 | 120.00 | 23,070 | 120 | ||
| 1 | Analog Devices, Inc. | 06/21/2024 | 210.00 | 19,779 | 550 | ||
| 6 | Apple, Inc. | 05/17/2024 | 190.00 | 102,888 | 606 | ||
| 1 | Caterpillar, Inc. | 05/17/2024 | 370.00 | 36,643 | 1,337 | ||
| 8 | Coca-Cola Company (The) | 06/21/2024 | 65.00 | 48,944 | 282 | ||
| 3 | Cognizant Technology Solutions Corporation | 06/21/2024 | 85.00 | 21,987 | 138 | ||
| 14 | Comcast Corporation | 06/21/2024 | 45.00 | 60,690 | 1,903 | ||
| 1 | Danaher Corporation | 05/17/2024 | 270.00 | 24,972 | 225 | ||
| 1 | Eaton Corp PLC | 05/17/2024 | 320.00 | 31,268 | 975 | ||
| 1 | Eli Lilly & Company | 05/17/2024 | 850.00 | 77,796 | 1,441 | ||
| 1 | Home Depot, Inc. (The) | 05/17/2024 | 400.00 | 38,360 | 589 | ||
| 2 | Honeywell International, Inc. | 05/17/2024 | 210.00 | 41,050 | 686 | ||
| 4 | JPMorgan Chase & Company | 04/19/2024 | 205.00 | 80,120 | 816 | ||
| 1 | Lowe's Companies, Inc. | 06/21/2024 | 260.00 | 25,473 | 895 | ||
| 1 | Marsh & McLennan Companies, Inc. | 06/21/2024 | 220.00 | 20,598 | 191 | ||
| 1 | Mastercard, Inc. | 05/17/2024 | 505.00 | 48,157 | 555 | ||
| 4 | Merck & Company, Inc. | 05/17/2024 | 135.00 | 52,780 | 1,015 | ||
| 3 | Microsoft Corporation | 05/17/2024 | 450.00 | 126,216 | 1,624 | ||
| 5 | Mondelez International, Inc. | 06/21/2024 | 77.50 | 35,000 | 180 | ||
| 5 | NextEra Energy, Inc. | 05/17/2024 | 65.00 | 31,955 | 1,013 | ||
| 3 | Oracle Corporation | 06/21/2024 | 140.00 | 37,683 | 660 | ||
| 2 | PepsiCo, Inc. | 05/17/2024 | 180.00 | 35,002 | 456 | ||
| 4 | Philip Morris International, Inc. | 06/21/2024 | 97.50 | 36,648 | 412 | ||
| 3 | Procter & Gamble Company (The) | 04/19/2024 | 165.00 | 48,675 | 356 | ||
| 2 | QUALCOMM, Inc. | 05/17/2024 | 175.00 | 33,860 | 1,356 | ||
| 1 | TE Connectivity Ltd. | 04/19/2024 | 150.00 | 14,524 | 78 | ||
| 1 | Texas Instruments, Inc. | 05/17/2024 | 170.00 | 17,421 | 933 | ||
| 3 | TJX Companies, Inc. (The) | 06/21/2024 | 105.00 | 30,426 | 719 | ||
| 1 | Trane Technologies PLC | 06/21/2024 | 300.00 | 30,020 | 1,480 | ||
| 1 | UnitedHealth Group, Inc. | 04/19/2024 | 510.00 | 49,470 | 613 | ||
| 19 | Verizon Communications, Inc. | 05/17/2024 | 43.00 | 79,724 | 1,310 | ||
| 2 | Visa, Inc. | 06/21/2024 | 300.00 | 55,816 | 605 | ||
| SWAN ENHANCED DIVIDEND INCOME ETF | |||||||
| SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
| March 31, 2024 | |||||||
| Contracts(b) (continued) | |||||||
| WRITTEN EQUITY OPTIONS - (1.0)% (Continued) | Expiration Date | Exercise Price | Notional Value | Fair Value | |||
| CALL OPTIONS WRITTEN- (1.0)% (Continued) | |||||||
| 2 | Waste Management, Inc. | 06/21/2024 | $ 220.00 | $ 42,630 | $ 849 | ||
| TOTAL CALL OPTIONS WRITTEN (Proceeds - $26,046) | $ 26,129 | ||||||
| Ltd. | - Limited Company |
| MSCI | - Morgan Stanley Capital International |
| PLC | - Public Limited Company |
| (a) | All or a portion of the security is held as collateral for written options. As of March 31, 2024 the total value of securities held as collateral is $1,514,275. |
| (b) | Each option contract allows the holder of the option to purchase or sell 100 shares of the underlying security. |