X0404 N-CEN LIVE 0001506213 XXXXXXXX 811-22497 true false false N-1A S000066772 true S000066847 true S000059719 true Strategy Shares 811-22497 0001506213 00000000000000000000 36 North New York Avenue Huntington 11743 US-NY US 855-477-3837 Day Hagan Asset Management 1000 South Tamiami Trail Sarasota 34236 941-330-1702 Records relating to its function as investment advisor Citibank, N.A. 388 Greenwich Street New York 10013 813-604-1770 Records relating to its function as custodian Citi Fund Services Ohio, Inc. 4400 Easton Commons, Suite 200 Columbus 43219 614-470-8000 Records relating to its function as financial administrator, transfer agent and portfolio accountant Rational Advisors, Inc. 36 North New York Avenue Huntington 11743 631-629-4907 Records relating to its function as investment advisor N N N-1A 3 Y Donald McIntosh N/A N Stephen P. Lachenauer N/A N Tobias Caldwell N/A N Frederick J. Schmidt N/A 36 North New York Avenue Huntington 11743 XXXXXX N N N N N N Foreside Fund Services, LLC 008-51293 000046106 N/A N N Cohen & Company, Ltd. 925 N/A N N N N N Day Hagan/Ned Davis Research Smart Sector ETF S000066772 2549003QZURA12OC4439 N 1 0 0 Exchange-Traded Fund Y N N N N/A 0 0 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N Day Hagan Asset Management 801-66337 000139671 00000000000000000000 N Citi Fund Services Ohio, Inc. 085-11408 549300OX9HIV34JOX333 N N N ICE Data Services N/A N/A N SIX Financial 506700D369548LQDC335 N/A CH N Bloomberg L.P. 549300B56MD0ZC402L06 N/A N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A GB N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Securities depository - rule 17f-4 (17 CFR 270.17f-4) N N Citi Fund Services Ohio, Inc. 549300OX9HIV34JOX333 N N N Alt Fund Distributors LLC 008-67829 000146547 00000000000000000000 0.0 Mischler Financial Group 008-48067 000037818 2549004IPXPSM9EJFC92 17547.37 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 4756.68 22304.05000000 VIRTU AMERICAS LLC 008-68193 000149823 549300RA02N3BNSWBV74 79351772.72000000 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 18059000.29000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 144178463.87000000 CITADEL SECURITIES, LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 6832930.76000000 248422167.64000000 Y 118162428.11 N N N Strategy Shares Newfound/ReSolve Robust Momentum ETF S000066847 254900UDJNO1RQ96LH30 N 1 0 0 Exchange-Traded Fund Fund of Funds Y Y 0.014200000 0.023800000 0.000278138 0.000270658 N N N N N/A 0 0 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Rational Advisors, Inc. 801-60176 000111452 00000000000000000000 N Citi Fund Services Ohio, Inc. 085-11408 549300OX9HIV34JOX333 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N/A N ICE Data Services N/A N/A N SIX Financial 506700D369548LQDC335 N/A CH N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A GB N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Securities depository - rule 17f-4 (17 CFR 270.17f-4) N N Citi Fund Services Ohio, Inc. 549300OX9HIV34JOX333 N N N Alt Fund Distributors LLC 008-67829 000146547 00000000000000000000 0.0 Mischler Financial Group 008-48067 000037818 2549004IPXPSM9EJFC92 50532.39 50532.39000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 15553627.81000000 CITADEL SECURITIES, LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 3824066.39000000 VIRTU AMERICAS LLC 008-68193 000149823 549300RA02N3BNSWBV74 18211035.39000000 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 2342154.50000000 J.P. MORGAN SECURITIES INC. 008-35008 000000079 ZBUT11V806EZRVTWT807 1309719.76000000 41240603.85000000 Y 35119024.13 N N N Strategy Shares Nasdaq 7 HANDL(TM) Index ETF S000059719 549300L5NDMV21TEOR35 N 1 0 0 Exchange-Traded Fund Fund of Funds N N 0.005100000 0.016100000 0.000338964 0.000340017 N N N N N/A 0 0 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N Y Rational Advisors, Inc. 801-60176 000111452 00000000000000000000 N Citi Fund Services Ohio, Inc. 085-11408 549300OX9HIV34JOX333 N N N SIX Financial 506700D369548LQDC335 N/A CH N ICE Data Services N/A N/A N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 N/A N Bloomberg L.P. 549300B56MD0ZC402L06 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A GB N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Securities depository - rule 17f-4 (17 CFR 270.17f-4) N N Citi Fund Services Ohio, Inc. 549300OX9HIV34JOX333 N N N Alt Fund Distributors LLC 008-67829 000146547 00000000000000000000 0.0 BTIG, LLC. 008-65473 000122225 549300GTG9PL6WO3EC51 31573.60 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 95218.39 Mischler Financial Group 008-48067 000037818 2549004IPXPSM9EJFC92 41557.92 168349.91000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 314437807.29 MERRILL LYNCH, PIERCE, FENNER & SMITH 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 77488424.03 BNP PARIBAS SECURITIES CORP. 008-32682 000015794 RCNB6OTYUAMMP879YW96 407167.25 VIRTU AMERICAS LLC 008-68193 000149823 549300RA02N3BNSWBV74 12727996.51 405061395.08 Y 146889757.99 N N N Day Hagan/Ned Davis Research Smart Sector ETF S000066772 N 25000.00000000 0.027922 0.097656 0.972078 0.097656 0.007196 0.000000 0.992804 0.000000 0.00000000 67.52000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 203.33000000 0.00000000 0.00000000 0.00000000 0.00000000 N Strategy Shares Newfound/ReSolve Robust Momentum ETF S000066847 N 25000.00000000 0.002720 0.000516 0.997280 0.000516 0.002741 0.000692 0.997259 0.000692 0.00000000 83.33000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 135.42000000 0.00000000 0.00000000 0.00000000 0.00000000 Y Strategy Shares Nasdaq 7 HANDL(TM) Index ETF S000059719 N 25000.0000000 0.108071 0.062628 0.891929 0.062628 0.113796 0.042811 0.886204 0.042811 0.00000000 75.17000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 113.64000000 0.00000000 0.00000000 0.00000000 0.00000000 Y true true