Strategy Shares Nasdaq 7HANDLTM Index ETF (HNDL) January 31, 2021

 

Portfolio of Investments Summary Table
 
    Percentage of Fair Value
Exchange-Traded Funds   100.0%
Total   100.0%
     

Portfolio holdings and allocations are subject to change. As of January 31, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets.

 

Portfolio of Investments

 

Shares

     

Fair Value

 
Exchange-Traded Funds — 89.1%     
 74,241   Fidelity MSCI Utilities Index ETF  $2,987,458 
 136,271   Global X MLP ETF   3,947,771 
 806,147   Global X Nasdaq 100 Covered Call ETF   18,404,336 
 446,081   Global X U.S. Preferred ETF   11,361,683 
 456,637   Hartford Total Return Bond ETF   18,959,568 
 54,347   Invesco QQQ Trust   17,095,392 
 217,957   Invesco Taxable Municipal Bond ETF   7,316,816 
 66,121   iShares Core S&P Total U.S.     
     Stock Market ETF   5,685,745 
 225,487   iShares Core U.S. Aggregate Bond ETF   26,451,880 
 172,875   iShares MBS ETF   19,066,384 
 476,125   Schwab U.S. Aggregate Bond ETF   26,496,357 
 53,511   Schwab U.S. REIT ETF   2,028,602 
 3   SPDR Portfolio Aggregate Bond ETF   92 
 17,864   Vanguard Dividend Appreciation ETF   2,448,261 
 131,885   Vanguard Intermediate-Term     
     Corporate Bond ETF   12,699,207 
 16,589   Vanguard S&P 500 ETF   5,643,246 
 302,373   Vanguard Total Bond Market ETF   26,436,471 
 29,175   Vanguard Total Stock Market ETF   5,659,658 
 42,646   WisdomTree 90/60 U.S. Balanced Fund   1,538,668 
 265,467   Xtrackers USD High Yield     
     Corporate Bond ETF   13,246,803 
Total Exchange-Traded Funds (Cost $224,019,643)  $227,474,398 
Total Investments — 89.1%     
(Cost $224,019,643)  $227,474,398 
Other Assets less Liabilities — 10.9%   27,882,460 
           
Net Assets — 100.0%  $255,356,858 
           

ETF — Exchange-Traded Fund

 

MBS — Mortgage-Backed Security

 

MLP — Master Limited Partnership

 

REIT — Real Estate Investment Trust

 

S&P — Standard and Poor’s

 

SPDR — Standard and Poor’s Depositary Receipts

 

USD — United States Dollar

 

Total Return Swap Agreement

 

Pay/
Receive		 Financing
Rate		   Description   Counterparty Payment
Frequency		 Expiration
Date		   Notional
Amount		   Value and
Unrealized
Appreciation/
(Depreciation)
Pay 1-Month USD-LIBOR + 80 bps   Nasdaq 7HANDLTM Index   BNP Paribas SA Monthly 1/11/22   $  107,133,369   $     (387,442)
                       

SA — Societe Anonyme (French public limited company)

 

 

Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) January 31, 2021 (Unaudited)

 

Portfolio of Investments Summary Table
 
    Percentage of Fair Value
Exchange-Traded Funds   100.0%
Total   100.0%
     

Portfolio holdings and allocations are subject to change. As of January 31, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets.

 

Portfolio of Investments

 

Shares

     

Fair Value

 
Exchange-Traded Funds — 99.8%     
 243,759   iShares Core MSCI EAFE ETF  $16,716,993 
 154,292   iShares Core MSCI Emerging Markets ETF   9,848,458 
 35,933   iShares Core S&P 500 ETF   13,349,828 
Total Exchange-Traded Funds (Cost $37,017,642)  $39,915,279 
Total Investments — 99.8%     
(Cost $37,017,642)  $39,915,279 
Other Assets less Liabilities — 0.2%   84,628 
           
Net Assets — 100.0%  $39,999,907 
           

ETF — Exchange-Traded Fund

 

MSCI EAFE — MSCI Europe, Australasia and Far East

 

S&P — Standard and Poor’s

 

 

Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) January 31, 2021 (Unaudited)
   

Portfolio of Investments Summary Table

 

    Percentage of Fair Value
Exchange-Traded Funds   100.0%
Total   100.0%
     

Portfolio holdings and allocations are subject to change. As of January 31, 2021, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets.

 

Portfolio of Investments

 

Shares

     

Fair Value

 
Exchange-Traded Funds — 99.1%     
 264,487   Communication Services Select Sector     
     SPDR Fund ETF  $17,688,891 
 77,970   Consumer Discretionary Select Sector     
     SPDR Fund ETF   12,631,920 
 59,437   Consumer Staples Select Sector     
     SPDR Fund ETF   3,809,317 
 37,465   Energy Select Sector SPDR Fund ETF   1,473,124 
 565,572   Financial Select Sector SPDR Fund ETF   16,373,309 
 159,167   Health Care Select Sector SPDR Fund ETF   18,308,980 
 102,856   Industrial Select Sector SPDR Fund ETF   8,719,103 
 67,299   Materials Select Sector SPDR Fund ETF   4,754,001 
 131,762   Real Estate Select Sector SPDR Fund ETF   4,843,571 
 390,358   Technology Select Sector SPDR Fund ETF   50,328,857 
Total Exchange-Traded Funds (Cost $125,621,061)  $138,931,073 
Total Investments — 99.1%     
(Cost $125,621,061)  $138,931,073 
Other Assets less Liabilities — 0.9%   1,249,361 
           
Net Assets — 100.0%  $140,180,434 
           

ETF — Exchange-Traded Fund

 

SPDR — Standard and Poor’s Depositary Receipts