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 2025-04-30 2024-10-31 N 780194658.46 769133.89 779425524.57 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 27751950.36000000 N Securities Portfolio N/A iShares MBS ETF 549300M0TH0IE2E6RP07 464288588 50610.00000000 NS USD 4698632.40000000 0.602832759754 Long RF US N 1 N N N NASDAQ 7 HANDL ETF TOTAL RETURN SWAP N/A N/A 214350549.06000000 OU Notional USD -3042125.63000000 -0.39030356770 N/A DE US N 2 BNP PARIBAS 549300QVEGJN81E8T563 United States of America 1/11/2021 Y NASDAQ 7HANDL INDEX TR 2025-01-14 0.00000000 USD 0.00000000 USD 214350549.06000000 USD -3042125.63000000 N N N SPDR Portfolio Aggregate Bond ETF N/A 78464A649 3428466.00000000 NS USD 87048751.74000000 11.16832192376 Long RF US N 1 N N N Invesco NASDAQ 100 ETF N/A 46138G649 286308.00000000 NS USD 57012512.04000000 7.314683730873 Long RF US N 1 N N N Invesco Taxable Municipal Bond ETF N/A 46138G805 357162.00000000 NS USD 9539797.02000000 1.223952349425 Long RF US N 1 N N N Vanguard Dividend Appreciation Index Fund N/A 921908844 248712.00000000 NS USD 48297383.28000000 6.196536007291 Long RF US N 1 N N N iShares Core US Aggregate Bond ETF N/A 464287226 884952.00000000 NS USD 87096975.84000000 11.17450905755 Long RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 33258.00000000 NS USD 18998299.92000000 2.437474694003 Long RF US N 1 N N N Xtrackers USD High Yld Corporate Bd ETF N/A 233051432 799638.00000000 NS USD 29066841.30000000 3.729264744830 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LW5 5000000.00000000 PA USD 4855638.40000000 0.622976570170 Long DBT UST US N 2 2025-07-10 None 0.00000000 N N N N N N Vanguard 500 Index Fund N/A 922908363 36150.00000000 NS USD 18894520.50000000 2.424159833670 Long RF US N 1 N N N SPDR Portfolio S&P 500 ETF N/A 78464A854 283416.00000000 NS USD 18954862.08000000 2.431901635561 Long RF US N 1 N N N JPMorgan Equity Premium Income ETF N/A 46641Q332 662268.00000000 NS USD 38868508.92000000 4.986814993189 Long RF US N 1 N N N Global X Us Preferred Etf N/A 37954Y657 1185720.00000000 NS USD 24259831.20000000 3.112527167157 Long RF US N 1 N N N Vanguard Total Bond Market Index Fund N/A 921937835 1194396.00000000 NS USD 87250627.80000000 11.19422254591 Long RF US N 1 N N N NASDAQ 7 HANDL ETF TOTAL RETURN SWAP N/A N/A 55672276.74330000 OU Notional USD -867305.34000000 -0.11127494708 N/A DE US N 2 CIBC N/A United States of America 1/11/2021 Y NASDAQ 7HANDL INDEX TR 2025-02-04 0.00000000 USD 0.00000000 USD 55672276.74330000 USD -867305.34000000 N N N WisdomTree US Efficient Core Fund N/A 97717Y790 1152462.00000000 NS USD 52944104.28000000 6.792708554060 Long RF US N 1 N N N DFA Dimensional Core Fixed Income ETF N/A 25434V872 455490.00000000 NS USD 19103250.60000000 2.450939826552 Long RF US N 1 N N N Utilities Select Sector SPDR Fund N/A 81369Y886 426570.00000000 NS USD 34087208.70000000 4.373375983395 Long RF US N 1 N N N Alerian MLP ETF N/A 00162Q452 1253682.00000000 NS USD 58296213.00000000 7.479382078507 Long RF CA N 1 N N N Schwab 5-10 Year Corporate Bond ETF N/A 808524698 639132.00000000 NS USD 14329339.44000000 1.838448830361 Long RF US N 1 N N N Schwab US REIT ETF N/A 808524847 1913058.00000000 NS USD 42737715.72000000 5.483232762178 Long RF US N 1 N N N 2024-12-02 Strategy Shares James Szilagyi James Szilagyi Treasurer