NPORT-P false 0001506213 XXXXXXXX S000066772 C000215105 Strategy Shares 811-22497 0001506213 00000000000000000000 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Day Hagan/Ned Davis Research Smart Sector ETF S000066772 2549003QZURA12OC4439 2023-04-30 2023-04-30 N 425538941.67 236222.37 425302719.30 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 4610937.30000000 N Financial Select Sector SPDR Fund N/A 81369Y605 1580151.00000000 NS USD 52413608.67000000 12.32383577426 Long RF US N 1 N N N Utilities Select Sector SPDR Fund N/A 81369Y886 173639.00000000 NS USD 11977618.22000000 2.816257144961 Long RF US N 1 N N N Real Estate Select Sector SPDR Fund N/A 81369Y860 388029.00000000 NS USD 14648094.75000000 3.444157322602 Long RF US N 1 N N N Technology Select Sector SPDR Fund N/A 81369Y803 902382.00000000 NS USD 136106277.06000000 32.00221180904 Long RF US N 1 N N N Industrial Select Sector SPDR Fund N/A 81369Y704 203417.00000000 NS USD 20341700.00000000 4.782875602930 Long RF US N 1 N N N Health Care Select Sector SPDR N/A 81369Y209 307478.00000000 NS USD 41057537.34000000 9.653720862066 Long RF US N 1 N N N Energy Select Sector SPDR Fund N/A 81369Y506 242050.00000000 NS USD 20605716.50000000 4.844952915870 Long RF US N 1 N N N Materials Select Sector SPDR N/A 81369Y100 175039.00000000 NS USD 14099391.45000000 3.315142558506 Long RF US N 1 N N N Communication Services Select Sector SPDR Fund N/A 81369Y852 679695.00000000 NS USD 40713730.50000000 9.572882714460 Long RF US N 1 N N N Consumer Discretionary Select Sector SPDR Fund N/A 81369Y407 261390.00000000 NS USD 38649125.40000000 9.087439051321 Long RF US N 1 N N N Consumer Staples Select Sector SPDR N/A 81369Y308 391467.00000000 NS USD 30315204.48000000 7.127912215067 Long RF US N 1 N N N 2023-05-30 Strategy Shares James Szilagyi James Szilagyi Treasurer