ALERIAN MLP 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 2022-04-30 2022-04-30 N 1489806851.86 1858710.79 1487948141.07 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 175744576.64 CAD USD N BALLARD POWER SYSTEMS INC. 549300OHZ8BMF53YYS26 ALERIAN MLP ETF 058586108 2859575.00000000 NS USD 108864020.25000000 7.316385379648 Long RF CA N 1 N N N Fidelity Total Bond ETF N/A FIDELITY TOTAL BOND ETF 316188309 366475.00000000 NS USD 17554152.50000000 1.179755665904 Long RF US N 1 N N N Global X Us Preferred Etf N/A GLOBAL X US PREFERRED ETF 37954Y657 2720475.00000000 NS USD 59115921.75000000 3.972982667762 Long RF US N 1 N N N Invesco QQQ Trust Series 1 N/A INVESCO QQQ TRUST SERIES 1 46090E103 294250.00000000 NS USD 92173812.50000000 6.194692540407 Long RF US N 1 N N N Invesco Taxable Municipal Bond ETF N/A INVESCO TAXABLE MUNICIPAL BOND 46138G805 1230500.00000000 NS USD 34577050.00000000 2.323807466511 Long RF US N 1 N N N Ishares S&P 500 N/A ISHARES CORE S P 500 ETF 464287200 77575.00000000 NS USD 32081917.00000000 2.156117952936 Long RF US N 1 N N N iShares Core US Aggregate Bond ETF N/A ISHARES CORE U S AGGREGATE BOND ETF 464287226 1551500.00000000 NS USD 159602805.00000000 10.72636878898 Long RF US N 1 N N N iShares Broad USD High Yield Corporate Bond ETF N/A ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF 46435U853 1174325.00000000 NS USD 43496998.00000000 2.923287230206 Long RF US N 1 N N N JPMorgan Equity Premium Income ETF N/A JPMORGAN EQUITY PREMIUM INCOME ETF 46641Q332 890775.00000000 NS USD 52181599.50000000 3.506950145619 Long RF US N 1 N N N SPDR Portfolio Aggregate Bond ETF N/A SPDR PORTFOLIO AGGREGATE BOND ETF 78464A649 5975950.00000000 NS USD 159498105.50000000 10.71933228703 Long RF US N 1 N N N Schwab US Large-Cap ETF N/A SCHWAB US LARGE CAP ETF 808524201 660725.00000000 NS USD 32375525.00000000 2.175850361069 Long RF US N 1 N N N Schwab US REIT ETF N/A SCHWAB U S REIT ETF 808524847 3300950.00000000 NS USD 79156781.00000000 5.319861547263 Long RF US N 1 N N N Utilities Select Sector SPDR Fund N/A UTILITIES SELECT SECTOR SPDR FUND 81369Y886 979050.00000000 NS USD 69767103.00000000 4.688812806999 Long RF US N 1 N N N Vanguard Dividend Appreciation Index Fund N/A VANGUARD DIVIDEND APPRECIATION ETF 921908844 617925.00000000 NS USD 95073940.50000000 6.389600408494 Long RF US N 1 N N N Vanguard Total Bond Market Index Fund N/A VANGUARD TOTAL BOND MARKET ETF 921937835 2089175.00000000 NS USD 159174243.25000000 10.69756659230 Long RF US N 1 N N N Vanguard Mortgage-Backed Secs Idx Fund N/A VANGUARD MORTGAGE BACKED SECURITIES ETF 92206C771 181900.00000000 NS USD 8773037.00000000 0.589606368518 Long RF US N 1 N N N Vanguard Intermediate Term Corporate Bond Etf N/A VANGUARD INTERMEDIATE TERM CORPORATE BOND ETF 92206C870 318325.00000000 NS USD 25965770.25000000 1.745072259798 Long RF US N 1 N N N Vanguard 500 Index Fund N/A VANGUARD S P 500 ETF 922908363 85600.00000000 NS USD 32416720.00000000 2.178618938741 Long RF US N 1 N N N WisdomTree US Efficient Core Fund N/A WISDOMTREE US EFFICIENT CORE F 97717Y790 2252350.00000000 NS USD 82008063.50000000 5.511486673253 Long RF US N 1 N N N NASDAQ 7 HANDL ETF TOTAL RETURN SWAP N/A NASDAQ 7 HANDL ETF TOTAL RETURN SWAP 1/11/2021 N/A 629822373.57000000 OU Notional USD -29864681.17000000 -2.00710497534 N/A DE US N 2 BNP PARIBAS 549300QVEGJN81E8T563 United States of America 1/11/2021 Y NASDAQ 7 HANDL ETF TOTAL RETURN SWAP 2023-01-11 0.00000000 USD 0.00000000 USD 629822373.57000000 USD -29864681.17000000 N N N 2022-05-31 Strategy Shares James Szilagyi James Szilagyi Treasurer