Strategy Shares Nasdaq 7HANDLTM Index ETF (HNDL) July 31, 2020 (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 July 31, 2020, 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 — 90.4%    
4,828     Fidelity MSCI Utilities Index ETF       $188,968  
6,936     Global X MLP ETF   182,486  
147,832     Global X Nasdaq 100 Covered Call ETF   3,190,215  
86,360     Global X U.S. Preferred ETF   2,128,774  
74,120     Hartford Total Return Bond ETF   3,154,547  
11,288     Invesco QQQ Trust   3,000,238  
54,128     Invesco Taxable Municipal Bond ETF   1,817,618  
13,396    

iShares Core S&P Total U.S. Stock

Market ETF

  983,802  
28,016     iShares MBS ETF   3,104,733  
77,248     Schwab U.S. Aggregate Bond ETF   4,395,411  
3,128     Schwab U.S. REIT ETF   114,360  
140,896     SPDR Portfolio Aggregate Bond ETF   4,398,774  
4,692     Vanguard Dividend Appreciation ETF   577,163  
31,076     Vanguard Intermediate-Term Corporate Bond ETF   3,009,089  
3,264     Vanguard S&P 500 ETF   979,526  
49,164     Vanguard Total Bond Market ETF   4,398,212  
5,916     Vanguard Total Stock Market ETF   979,216  
27,540     WisdomTree 90/60 U.S. Balanced Fund   893,122  
14,212    

Xtrackers USD High Yield Corporate

Bond ETF

  695,535  
Total Exchange-Traded Funds (Cost $36,267,396)       $38,191,789  
Total Investments — 90.4%    
(Cost $36,267,396)       $38,191,789  
Other Assets less Liabilities — 9.6%   4,045,808  
         
Net Assets — 100.0%       $42,237,597  
 

 

 

 

 

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
 

 

 

 

Strategy Shares Nasdaq 7HANDLTM Index ETF (HNDL) (Continued) July 31, 2020

 

 

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 1/11/21   $   15,806,530     $   283,370  
 

 

 

 

 

SA — Societe Anonyme (French public limited company)
     
.
 

 

 

Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) July 31, 2020 (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 July 31, 2020, 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 — 99.7%    
480     iShares 1-3 Year Treasury Bond ETF       $41,582  
64,080     iShares 7-10 Year Treasury Bond ETF   7,869,024  
36,420     iShares Core MSCI EAFE ETF   2,125,471  
79,140     iShares Core MSCI Emerging Markets ETF   4,092,329  
58,200     iShares Core S&P 500 ETF   19,079,125  
Total Exchange-Traded Funds (Cost $32,410,262)       $33,207,531  
Total Investments — 99.7%    
(Cost $32,410,262)       $33,207,531  
Other Assets less Liabilities — 0.3%   92,982  
         
Net Assets — 100.0%       $33,300,513  
 

 

 

 

 

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) July 31, 2020 (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 July 31, 2020, 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 — 99.6%    
168,088     Communication Services Select Sector SPDR Fund ETF       $9,770,955  
64,371     Consumer Discretionary Select Sector SPDR Fund ETF   8,818,827  
65,731    

Consumer Staples Select Sector

SPDR Fund ETF

  4,121,334  
48,392     Energy Select Sector SPDR Fund ETF   1,743,564  
333,505     Financial Select Sector SPDR Fund ETF   8,014,125  
101,378     Health Care Select Sector SPDR Fund ETF   10,698,420  
84,533     Industrial Select Sector SPDR Fund ETF   6,063,552  
40,519     Materials Select Sector SPDR Fund ETF   2,445,727  
32,984     Real Estate Select Sector SPDR Fund ETF   1,196,000  
242,977     Technology Select Sector SPDR Fund ETF   26,831,950  
15,244     Utilities Select Sector SPDR Fund ETF   927,293  
Total Exchange-Traded Funds (Cost $73,084,835)       $80,631,747  
Total Investments — 99.6%    
(Cost $73,084,835)       $80,631,747  
Other Assets less Liabilities — 0.4%   320,234  
         
Net Assets — 100.0%       $80,951,981  
 

 

 

 

 

ETF — Exchange-Traded Fund
SPDR — Standard and Poor's Depositary Receipts