SCHWAB U.S. AGGREGATE BOND 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 2021-04-30 2020-07-31 N 42274276.90 36679.68 42237597.22 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 3665766.64000000 USD N Schwab US Aggregate Bond ETF N/A SCHWAB U.S. AGGREGATE BOND ETF 808524839 77248.00000000 NS USD 4395411.20000000 10.40639498763 Long RF US N 1 N N N Vanguard Total Bond Market Index Fund N/A VANGUARD TOTAL BOND MARKET ETF 921937835 49164.00000000 NS USD 4398211.44000000 10.41302472082 Long RF US N 1 N N N iShares MBS ETF N/A ISHARES MBS ETF 464288588 28016.00000000 NS USD 3104733.12000000 7.350638588243 Long RF US N 1 N N N Fidelity MSCI Utilities Index ETF N/A FIDELITY UTILITIES ETF 316092865 4828.00000000 NS USD 188967.92000000 0.447392684332 Long RF US N 1 N N N Xtrackers USD High Yld Corporate Bd ETF N/A XTRACKERS USD HIGH YIELD CORP ETF 233051432 14212.00000000 NS USD 695535.28000000 1.646720755390 Long RF US N 1 N N N Vanguard Intermediate Term Corporate Bond Etf N/A VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF 92206C870 31076.00000000 NS USD 3009089.08000000 7.124195688326 Long RF US N 1 N N N SPDR Portfolio Aggregate Bond ETF N/A SPDR PORTFOLIO AGGREGATE BON ETF 78464A649 140896.00000000 NS USD 4398773.12000000 10.41435453131 Long RF US N 1 N N N Global X NASDAQ 100 Covered Call ETF N/A GLOBAL X NASDAQ-100 COVER 37954Y483 147832.00000000 NS USD 3190214.56000000 7.553020933892 Long RF US N 1 N N N Vanguard 500 Index Fund N/A VANGUARD S&P 500 ETF 922908363 3264.00000000 NS USD 979526.40000000 2.319086464360 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 13396.00000000 NS USD 983802.24000000 2.329209767486 Long RF US N 1 N N N Invesco Taxable Municipal Bond ETF N/A INVESCO TAXABLE MUNICIPAL BOND PORTFOLIO 46138G805 54128.00000000 NS USD 1817618.24000000 4.303318274788 Long RF US N 1 N N N Vanguard Idx Fund N/A VANGUARD TOTAL STOCK MARKET ETF 922908769 5916.00000000 NS USD 979216.32000000 2.318352331690 Long RF US N 1 N N N Schwab US REIT ETF N/A SCHWAB U.S. REIT ETF 808524847 3128.00000000 NS USD 114359.68000000 0.270753280316 Long RF US N 1 N N N Global X MLP ETF N/A GLOBAL X MLP ETF 37954Y343 6936.00000000 NS USD 182486.16000000 0.432046735635 Long RF US N 1 N N N Global X Us Preferred Etf N/A GLOBAL X U.S. PREFERRED ETF 37954Y657 86360.00000000 NS USD 2128774.00000000 5.039997869462 Long RF US N 1 N N N Hartford Total Return Bond Fund N/A HARTFORD TOTAL RETURN BOND ETF 41653L305 74120.00000000 NS USD 3154547.20000000 7.468576357620 Long RF US N 1 N N N WisdomTree 90/60 US Balanced Fund N/A WISDOMTREE 90/60 US BALANCED FUND 97717Y790 27540.00000000 NS USD 893122.20000000 2.114519430042 Long RF US N 1 N N N Vanguard Dividend Appreciation Index Fund N/A VANGUARD DIVIDEND APPRECIATION ETF 921908844 4692.00000000 NS USD 577162.92000000 1.366467218752 Long RF US N 1 N N N Invesco QQQ Trust Series 1 N/A INVESCO QQQ TRUST SERIES 1 46090E103 11288.00000000 NS USD 3000237.52000000 7.103239098504 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 13265.5179642 OU Notional USD 283369.83462979 0.670894779250 N/A DE US N 2 BNP PARIBAS SA 549300QVEGJN81E8T563 NASDAQ 7HANDL INDEX TR R N7HNDLT N NASDAQ 7HANDL INDEX TR 2021-01-11 0.00000000 USD 0 USD 15806529.75 USD 283369.83 N N N 2020-08-31 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX