NPORT-P false 0001506213 XXXXXXXX S000073631 C000230670 Strategy Shares 811-22497 0001506213 00000000000000000000 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Day Hagen/Ned Davis Research Smart Sector Fixed Income ETF S000073631 254900M7P9EJKHFTE828 2024-04-30 2023-07-31 N 41275376.05 23031.54 41252344.51 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 707122.60000000 N Vanguard Emerging Markets Govt Bd Idx N/A 921946885 85999.00000000 NS USD 5408477.11000000 13.11071449209 Long RF US N 1 N N N SPDR Portfolio Corporate Bond ETF N/A 78464A144 151617.00000000 NS USD 4371118.11000000 10.59604772024 Long RF US N 1 N N N Vanguard Sht-Term Inflation-Protected Sec Idx N/A 922020805 28944.00000000 NS USD 1369051.20000000 3.318723375026 Long RF US N 1 N N N SPDR Portfolio Long Term Treasury ETF N/A 78464A664 277440.00000000 NS USD 8092924.80000000 19.61809661033 Long RF US N 1 N N N Vanguard Total International Bond Index Fund N/A 92203J407 106442.00000000 NS USD 5187983.08000000 12.57621388947 Long RF US N 1 N N N SPDR Bloomberg 1-3 Month T-Bill ETF N/A 78468R663 54766.00000000 NS USD 5027518.80000000 12.18723168275 Long RF US N 1 N N N SPDR Bloomberg Investment Grade Floating Rate ETF N/A 78468R200 71942.00000000 NS USD 2209338.82000000 5.355668498949 Long RF US N 1 N N N SPDR Portfolio Mortgage Backed Bond ETF N/A 78464A383 280501.00000000 NS USD 6112116.79000000 14.81641070974 Long RF US N 1 N N N SPDR Portfolio High Yield Bond ETF N/A 78468R606 121187.00000000 NS USD 2789724.74000000 6.762584704303 Long RF US N 1 N N N 2023-08-30 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX