SCHWAB HIGH YIELD BOND ETF

NPORT-P false 0001506213 XXXXXXXX S000059719 C000195439 Strategy Shares 811-22497 0001506213 254900WXTP9YGQC7P376 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Strategy Shares NASDAQ 7HANDL Index ETF S000059719 549300L5NDMV21TEOR35 2027-04-30 2026-07-31 N 815059464.13 185006668.28 630052795.85 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10215601.57000000 N Securities Portfolio N/A Schwab High Yield Bond ETF N/A SCHWAB HIGH YIELD BOND ETF 808524631 302994.00000000 NS USD 7880873.94000000 1.250827548406 Long RF US N 1 N N N HNDL TRS N7HNDLT EQ REC N/A HNDL TRS N7HNDLT EQ REC EXPIRATION DATE: 1/15/2027 N7HNDLTB2 74261.21120000 OU Notional USD -808036.24 -0.12824897299 Long DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 HNDL TRS N7HNDLT EQ HNDL TRS N7HNDLT EQ Y NASDAQ 7 HANDL INDEX ETF 2027-01-15 0.00000000 USD 0.00000000 USD 74261.2112 USD -808036.24 N N N State Street SPDR Portfolio S&P 500 ETF N/A SPDR SERIES TRUST PORTFOL 78464A854 176747.00000000 NS USD 15536061.30000000 2.465834831990 Long RF US N 1 N N N WisdomTree US Efficient Core Fund N/A WISDOMTREE US EFFICIENT CORE F 97717Y790 740652.00000000 NS USD 43313328.96000000 6.874555473016 Long RF US N 1 N N N Vanguard 500 Index Fund N/A VANGUARD S P 500 ETF 922908363 22444.00000000 NS USD 15411172.60000000 2.446012889952 Long RF US N 1 N N N Global X MLP & Energy Infrastructure ETF N/A GLOBAL X MLP ENERGY INFRASTRUCTURE ETF 37954Y293 648068.00000000 NS USD 48656945.44000000 7.722677489964 Long RF US N 1 N N N Vanguard Dividend Appreciation Index Fund N/A VANGUARD DIVIDEND APPRECIATION ETF 921908844 168330.00000000 NS USD 40259486.10000000 6.389859130088 Long RF US N 1 N N N Vanguard Mortgage-Backed Secs Idx Fund N/A VANGUARD MORTGAGE BACKED SECURITIES ETF 92206C771 84165.00000000 NS USD 3876639.90000000 0.615288103716 Long RF US N 1 N N N iShares Core US Aggregate Bond ETF N/A ISHARES CORE U S AGGREGATE BOND ETF 464287226 732233.00000000 NS USD 71297527.21000000 11.31611948706 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 912797UX3 2000000.00000000 PA USD 1940194.24000000 0.307941533277 Long DBT UST US N 2 2027-05-13 None 0.00000000 N N N N N N JPMorgan Equity Premium Income ETF N/A JPMORGAN EQUITY PREMIUM INCOME ETF 46641Q332 493768.00000000 NS USD 28357096.24000000 4.500749211301 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 912797TM9 7000000.00000000 PA USD 6872971.70000000 1.090856471913 Long DBT UST US N 2 2027-01-21 None 0.00000000 N N N N N N Vanguard Intermediate Term Corporate Bond Etf N/A VANGUARD INTERMEDIATE TERM CORPORATE BOND ETF 92206C870 241273.00000000 NS USD 19605843.98000000 3.111777950854 Long RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 ISHARES CORE S P 500 ETF 464287200 19636.00000000 NS USD 14733283.52000000 2.338420465244 Long RF US N 1 N N N DFA Dimensional Core Fixed Income ETF N/A DIMENSIONAL CORE FIXED INCOME ETF 25434V872 375937.00000000 NS USD 15601385.50000000 2.476202883752 Long RF US N 1 N N N Invesco Taxable Municipal Bond ETF N/A INVESCO TAXABLE MUNICIPAL BOND 46138G805 443269.00000000 NS USD 11649109.32000000 1.848910027338 Long RF US N 1 N N N Vanguard Total Bond Market Index Fund N/A VANGUARD TOTAL BOND MARKET ETF 921937835 987536.00000000 NS USD 71329725.28000000 11.32122986356 Long RF US N 1 N N N Schwab US Aggregate Bond ETF N/A SCHWAB U S AGGREGATE BOND ETF 808524839 3136549.00000000 NS USD 71387855.24000000 11.33045606816 Long RF US N 1 N N N Global X Us Preferred Etf N/A GLOBAL X US PREFERRED ETF 37954Y657 1279308.00000000 NS USD 23692784.16000000 3.760444254205 Long RF US N 1 N N N State Street Utilities Select Sector SPDR ETF N/A STATE STREET UTILITIES SELECT SECTOR SPDR ETF 81369Y886 791151.00000000 NS USD 35087546.85000000 5.568985183640 Long RF US N 1 N N N Schwab US REIT ETF N/A SCHWAB U S REIT ETF 808524847 1346640.00000000 NS USD 32696419.20000000 5.189472916454 Long RF US N 1 N N N Invesco NASDAQ 100 ETF N/A INVESCO NASDAQ 100 ETF 46138G649 151497.00000000 NS USD 42917585.13000000 6.811744255828 Long RF US N 1 N N N HNDL TRS N7HNDLT EQ N/A RECV HNDL TRS N7HNDLT EQ EXPIRATION DATE: 12/31/2026 N7HNDLTC2 31251.44000000 OU Notional USD -456927.30 -0.07252206529 Long DE US N 2 CANADIAN IMPERIAL BK OF COMMERCE N/A HNDL TRS N7HNDLT EQ HNDL TRS N7HNDLT EQ Y NASDAQ 7 HANDL INDEX ETF 2027-04-02 0.00000000 USD 0.00000000 USD 31251.4400 USD -456927.30 N N N 2026-08-31 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX