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) | ||
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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 |