VANGUARD S&P 500 ETF

NPORT-P false 0001506213 XXXXXXXX S000059719 C000195439 Strategy Shares 811-22497 0001506213 00000000000000000000 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Strategy Shares NASDAQ 7HANDL Index ETF S000059719 549300L5NDMV21TEOR35 2020-04-30 2020-04-30 N 19940249.25 49412.08 19890837.17 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 2128717.13000000 USD N Vanguard 500 Index Fund N/A VANGUARD S&P 500 ETF 922908363 1734.00000000 NS USD 463151.40000000 2.328466097437 Long RF US N 1 N N N Vanguard Intermediate Term Corporate Bond Etf N/A VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF 92206C870 11016.00000000 NS USD 1006311.60000000 5.059171674874 Long RF US N 1 N N N Global X MLP ETF N/A GLOBAL X MLP ETF 37954Y343 9406.00000000 NS USD 266566.04000000 1.340144900497 Long RF US N 1 N N N Global X Us Preferred Etf N/A GLOBAL X U.S. PREFERRED ETF 37954Y657 26384.00000000 NS USD 624245.44000000 3.138356795467 Long RF US N 1 N N N Vanguard Idx Fund N/A VANGUARD TOTAL STOCK MARKET ETF 922908769 3196.00000000 NS USD 466104.64000000 2.343313335765 Long RF US N 1 N N N Hartford Total Return Bond Fund N/A HARTFORD TOTAL RETURN BOND ETF 41653L305 34680.00000000 NS USD 1417718.40000000 7.127494875571 Long RF US N 1 N N N Schwab US Aggregate Bond ETF N/A SCHWAB U.S. AGGREGATE BOND ETF 808524839 35564.00000000 NS USD 1983759.92000000 9.973234927446 Long RF US N 1 N N N NASDAQ 7 HANDL ETF TOTAL RETURN SWAP N/A NASDAQ 7 HANDL ETF TOTAL RETURN SWAP EXPIRING: 01/11/2021 N/A 7352.94000000 OU Notional USD 364240.83000000 1.831199093768 N/A DE US N 2 BNP PARIBAS SA 549300QVEGJN81E8T563 NASDAQ 7HANDL INDEX TR N7HNDLT N NASDAQ 7HANDL INDEX TR 2021-01-11 0.00000000 USD 0.00000000 USD 8004626.71000000 USD 364240.83000000 N N N Vanguard Dividend Appreciation Index Fund N/A VANGUARD DIVIDEND APPRECIATION ETF 921908844 1802.00000000 NS USD 204707.20000000 1.029153264140 Long RF US N 1 N N N WisdomTree 90/60 US Balanced Fund N/A WISDOMTREE 90/60 US BALANCED FUND 97717Y790 12002.00000000 NS USD 345537.58000000 1.737169617582 Long RF US N 1 N N N Ishares Trust S & P 1500 N/A ISHARES CORE S&P TOTAL US STOCK MARKET ETF 464287150 7208.00000000 NS USD 466790.08000000 2.346759344569 Long RF US N 1 N N N iShares MBS ETF N/A ISHARES MBS ETF 464288588 12478.00000000 NS USD 1386305.80000000 6.969569898701 Long RF US N 1 N N N Invesco QQQ Trust Series 1 N/A INVESCO QQQ TRUST SERIES 1 46090E103 6494.00000000 NS USD 1421601.54000000 7.147017130802 Long RF US N 1 N N N Schwab US REIT ETF N/A SCHWAB U.S. REIT ETF 808524847 6154.00000000 NS USD 217051.58000000 1.091213899872 Long RF US N 1 N N N Global X NASDAQ 100 Covered Call ETF N/A GLOBAL X NASDAQ-100 COVER 37954Y483 59466.00000000 NS USD 1193482.62000000 6.000162837791 Long RF US N 1 N N N Fidelity MSCI Utilities Index ETF N/A FIDELITY UTILITIES ETF 316092865 7684.00000000 NS USD 285076.40000000 1.433204633689 Long RF US N 1 N N N Vanguard Total Bond Market Index Fund N/A VANGUARD TOTAL BOND MARKET ETF 921937835 22610.00000000 NS USD 1978601.10000000 9.947299266941 Long RF US N 1 N N N Invesco Taxable Municipal Bond ETF N/A INVESCO TAXABLE MUNICIPAL BOND PORTFOLIO 46138G805 17408.00000000 NS USD 550092.80000000 2.765558811318 Long RF US N 1 N N N Xtrackers USD High Yld Corporate Bd ETF N/A XTRACKERS USD HIGH YIELD CORP ETF 233051432 25840.00000000 NS USD 1183988.80000000 5.952433222799 Long RF US N 1 N N N SPDR Portfolio Aggregate Bond ETF N/A SPDR PORTFOLIO AGGREGATE BON ETF 78464A649 63886.00000000 NS USD 1954911.60000000 9.828201715654 Long RF US N 1 N N N 2020-06-01 Strategy Shares James Szilagyi James Szilagyi Treasurer