NPORT-P false 0001506213 XXXXXXXX S000073631 C000230670 Strategy Shares 811-22497 0001506213 00000000000000000000 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Strategy Shares Day Hagen/Ned Davis Research Smart Sector Fixed Income ETF S000073631 254900M7P9EJKHFTE828 2022-04-30 2021-10-31 N 12500661.84 6227.78 12494434.06 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 303220.04000000 USD N SPDR Portfolio High Yield Bond ETF N/A 78468R606 46540.00000000 NS USD 1240291.00000000 9.926748134761 Long RF US N 1 N N N SPDR Bbg Barclays Invest Grade Floating Rate ETF N/A 78468R200 36720.00000000 NS USD 1125100.80000000 9.004816021254 Long RF US N 1 N N N Vanguard Emerging Markets Govt Bd Idx N/A 921946885 21980.00000000 NS USD 1714440.00000000 13.72162990149 Long RF US N 1 N N N SPDR Portfolio Long Term Treasury ETF N/A 78464A664 69680.00000000 NS USD 2929347.20000000 23.44521717376 Long RF US N 1 N N N Vanguard Mortgage-Backed Secs Idx Fund N/A 92206C771 14040.00000000 NS USD 745664.40000000 5.967972590188 Long RF US N 1 N N N SPDR Portfolio Corporate Bond ETF N/A 78464A144 56000.00000000 NS USD 1970640.00000000 15.77214294410 Long RF US N 1 N N N Vanguard Sht-Term Inflation-Protected Sec Idx N/A 922020805 33260.00000000 NS USD 1731848.20000000 13.86095754064 Long RF US N 1 N N N Vanguard Total International Bond Index Fund N/A 92203J407 13060.00000000 NS USD 740110.20000000 5.923519196194 Long RF US N 1 N N N 2021-11-30 Strategy Shares James Szilagyi James Szilagyi Treasurer