Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table | ||
Percentage of Fair Value | ||
Exchange-Traded Funds | 100.0% | |
Total | 100.0% | |
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets. | ||
Portfolio of Investments
Shares |
|
|
| Fair Value |
Exchange-Traded Funds — 53.0% | ||||
485,107 | Communication Services Select Sector SPDR Fund ETF | $27,345,482 | ||
124,222 | Consumer Discretionary Select Sector SPDR Fund ETF | 20,227,068 | ||
271,768 | Consumer Staples Select Sector SPDR Fund ETF | 20,243,998 | ||
138,312 | Energy Select Sector SPDR Fund ETF | 10,846,427 | ||
526,368 | Financial Select Sector SPDR Fund ETF | 17,743,865 | ||
286,393 | Health Care Select Sector SPDR Fund ETF | 37,918,433 | ||
167,851 | Industrial Select Sector SPDR Fund ETF | 16,053,270 | ||
104,972 | Materials Select Sector SPDR Fund ETF | 8,201,462 | ||
162,943 | Real Estate Select Sector SPDR Fund ETF | 7,224,893 | ||
573,000 | Technology Select Sector SPDR Fund ETF | 82,638,060 | ||
65,559 | Utilities Select Sector SPDR Fund ETF | 4,848,088 | ||
13,250 | Vanguard Consumer Staples ETF | 2,539,893 | ||
Total Exchange-Traded Funds (Cost $251,816,863) | $255,830,939 | |||
Total Investments — 53.0% | ||||
(Cost $251,816,863) | $255,830,939 | |||
Other Assets less Liabilities — 47.0% | 226,718,737 | |||
Net Assets — 100.0% | $482,549,676 | |||
ETF — Exchange-Traded Fund |
SPDR — Standard and Poor's Depositary Receipts |
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) | July 31, 2022 |
Portfolio of Investments Summary Table | ||
Percentage of Fair Value | ||
Exchange-Traded Funds | 100.0% | |
Total | 100.0% | |
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets. | ||
Portfolio of Investments
Shares |
|
|
| Fair Value |
Exchange-Traded Funds — 79.7% | ||||
73,061 | SPDR Bloomberg Investment Grade Floating Rate ETF | $2,214,479 | ||
45,305 | SPDR Portfolio Corporate Bond ETF | 1,384,068 | ||
71,867 | SPDR Portfolio High Yield Bond ETF | 1,708,279 | ||
113,565 | SPDR Portfolio Long Term Treasury ETF | 3,846,446 | ||
214,930 | SPDR Portfolio Mortgage Backed Bond ETF | 5,055,153 | ||
38,617 | Vanguard Emerging Markets Government Bond ETF | 2,457,972 | ||
26,491 | Vanguard Short-Term Government Bond ETF | 1,564,029 | ||
62,487 | Vanguard Short-Term Inflation-Protected Securities ETF | 3,145,596 | ||
64,373 | Vanguard Total International Bond ETF | 3,288,816 | ||
Total Exchange-Traded Funds (Cost $25,386,858) | $24,664,838 | |||
Total Investments — 79.7% | ||||
(Cost $25,386,858) | $24,664,838 | |||
Other Assets less Liabilities — 20.3% | 6,283,020 | |||
Net Assets — 100.0% | $30,947,858 | |||
ETF — Exchange-Traded Fund |
SPDR — Standard and Poor's Depositary Receipts |
Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table | ||
Percentage of Fair Value | ||
Mutual Funds | 100.0% | |
Total | 100.0% | |
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund's total net assets.
Portfolio of Investments
| ||
Shares |
|
|
| Fair Value |
Mutual Funds — 88.2% | ||||
14,544 | Franklin FTSE Australia ETF, 4.07% | $391,158 | ||
22,128 | Franklin FTSE Brazil ETF, 6.40% | 392,772 | ||
21,792 | Franklin FTSE Canada ETF, 0.23% | 695,819 | ||
40,884 | Franklin FTSE China ETF, 2.45% | 807,753 | ||
21,240 | Franklin FTSE France ETF, 3.72% | 553,514 | ||
20,592 | Franklin FTSE Germany ETF, 4.61% | 378,481 | ||
16,524 | Franklin FTSE Hong Kong ETF, 3.84% | 361,876 | ||
13,620 | Franklin FTSE India ETF, 0.05% | 404,650 | ||
41,556 | Franklin FTSE Japan ETF, 1.03% | 1,031,005 | ||
18,228 | Franklin FTSE South Korea ETF, 2.23% | 389,891 | ||
18,228 | Franklin FTSE Switzerland ETF, 1.85% | 547,314 | ||
33,228 | Franklin FTSE U.K. ETF, 3.48% | 768,231 | ||
Total Mutual Funds (Cost $6,469,695) | $6,722,464 | |||
Total Investments — 88.2% | ||||
(Cost $6,469,695) | $6,722,464 | |||
Other Assets less Liabilities — 11.8% | 897,593 | |||
Net Assets — 100.0% | $7,620,057 | |||
ETF — Exchange-Traded Fund |
Strategy Shares Nasdaq 5HANDLTM Index ETF (FIVR) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table |
Percentage of Fair Value | ||||
Exchange-Traded Funds | 100.0 | % | ||
Total | 100.0 | % |
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets.
Portfolio of Investments
Shares | Fair Value | |||||||
Exchange-Traded Funds — 99.8% | ||||||||
5,875 | Alerian MLP ETF | $ | 228,185 | |||||
360 | Fidelity Total Bond ETF | 17,226 | ||||||
5,565 | Global X U.S. Preferred ETF | 124,656 | ||||||
700 | Invesco QQQ Trust | 220,822 | ||||||
2,430 | Invesco Taxable Municipal Bond ETF | 68,380 | ||||||
970 | iShares Broad USD High Yield Corporate Bond ETF | 35,628 | ||||||
170 | iShares Core S&P 500 ETF | 70,428 | ||||||
3,020 | iShares Core U.S. Aggregate Bond ETF | 314,290 | ||||||
1,825 | JPMorgan Equity Premium Income ETF | 104,810 | ||||||
1,470 | Schwab U.S. Large-Cap ETF | 71,663 | ||||||
7,200 | Schwab U.S. REIT ETF | 164,592 | ||||||
11,645 | SPDR Portfolio Aggregate Bond ETF | 314,182 | ||||||
2,645 | Utilities Select Sector SPDR Fund ETF | 195,598 | ||||||
1,175 | Vanguard Dividend Appreciation ETF | 180,034 | ||||||
630 | Vanguard Intermediate-Term Corporate Bond ETF | 52,265 | ||||||
1,760 | Vanguard Mortgage-Backed Securities ETF | 86,662 | ||||||
185 | Vanguard S&P 500 ETF | 70,076 | ||||||
4,080 | Vanguard Total Bond Market ETF | 313,752 | ||||||
4,045 | WisdomTree U.S. Efficient Core Fund | 147,643 | ||||||
Total Exchange-Traded Funds (Cost $2,909,416) | $ | 2,780,892 | ||||||
Total Investments — 99.8% | ||||||||
(Cost $2,909,416) | $ | 2,780,892 | ||||||
Other Assets less Liabilities — 0.2% | 4,227 | |||||||
Net Assets — 100.0% | $ | 2,785,119 |
ETF — Exchange-Traded Fund |
MLP — Master Limited Partnership |
REIT — Real Estate Investment Trust |
S&P — Standard and Poor’s |
SPDR — Standard and Poor’s Depositary Receipts |
USD — United States Dollar |
Strategy Shares Gold-Hedged Bond ETF (GLDB) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table |
Percentage of Fair Value | ||||
Communication Services | 11.0 | % | ||
Consumer Discretionary | 6.2 | % | ||
Consumer Staples | 12.8 | % | ||
Energy | 8.2 | % | ||
Financials | 20.5 | % | ||
Health Care | 8.8 | % | ||
Industrials | 8.6 | % | ||
Information Technology | 10.9 | % | ||
Materials | 3.1 | % | ||
Real Estate | 3.9 | % | ||
Utilities | 6.0 | % | ||
Total | 100.0 | % | ||
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets. |
Portfolio of Investments
Principal Amount | Fair Value | |||||||
Corporate Bonds — 77.7% | ||||||||
Communication Services — 6.6% | ||||||||
$ | 476,000 | Verizon Communications, Inc., 4.52%, 9/15/48 | $ | 465,430 | ||||
504,000 | Walt Disney Co. (The), 2.65%, 1/13/31 | 463,637 | ||||||
929,067 | ||||||||
Consumer Discretionary — 5.1% | ||||||||
448,000 | Amazon.com, Inc., 1.50%, 6/03/30 | 389,729 | ||||||
280,000 | Home Depot, Inc. (The), 5.88%, 12/16/36 | 338,283 | ||||||
728,012 | ||||||||
Consumer Staples — 10.6% | ||||||||
476,000 | Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, 2/01/36 | 489,258 | ||||||
392,000 | BAT Capital Corp., 3.56%, 8/15/27 | 366,736 | ||||||
392,000 | Coca-Cola Co. (The), 1.38%, 3/15/31 | 332,793 | ||||||
364,000 | Costco Wholesale Corp., 1.60%, 4/20/30 | 319,059 | ||||||
1,507,846 | ||||||||
Energy — 4.2% | ||||||||
364,000 | Chevron Corp., 2.24%, 5/11/30 | 331,365 | ||||||
308,000 | MPLX LP, 2.65%, 8/15/30 | 266,619 | ||||||
597,984 | ||||||||
Financials — 17.1% | ||||||||
140,000 | Capital One Financial Corp., 3.80%, 1/31/28 | 135,410 | ||||||
448,000 | Citigroup, Inc., 4.41%, 3/31/31 | 443,388 | ||||||
476,000 | Goldman Sachs Group, Inc. (The), 1.99%, 1/27/32 | 392,065 |
Principal Amount | Fair Value | |||||||
448,000 | JPMorgan Chase & Co., 4.49%, 3/24/31 | $ | 450,623 | |||||
364,000 | MetLife, Inc., 4.55%, 3/23/30 | 376,463 | ||||||
168,000 | Northern Trust Corp., 1.95%, 5/01/30 | 147,054 | ||||||
476,000 | Wells Fargo & Co., 3.00%, 10/23/26 | 461,590 | ||||||
2,406,593 | ||||||||
Health Care — 7.3% | ||||||||
392,000 | AbbVie, Inc., 3.20%, 11/21/29 | 374,051 | ||||||
$ | 308,000 | Amgen, Inc., 2.20%, 2/21/27 | 292,208 | |||||
364,000 | CVS Health Corp., 4.30%, 3/25/28 | 370,002 | ||||||
1,036,261 | ||||||||
Industrials — 7.1% | ||||||||
420,000 | Boeing Co. (The), 5.15%, 5/01/30 | 423,959 | ||||||
280,000 | General Electric Co., 5.88%, 1/14/38 | 302,107 | ||||||
280,000 | Southwest Airlines Co., 5.13%, 6/15/27 | 290,114 | ||||||
1,016,180 | ||||||||
Information Technology — 8.9% | ||||||||
308,000 | Apple, Inc., 3.35%, 2/09/27 | 312,675 | ||||||
336,000 | Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.88%, 1/15/27 | 332,496 | ||||||
336,000 | Fiserv, Inc., 3.50%, 7/01/29 | 318,487 | ||||||
336,000 | Oracle Corp., 5.38%, 7/15/40 | 314,970 | ||||||
1,278,628 | ||||||||
Materials — 2.5% | ||||||||
224,000 | Dow Chemical Co. (The), 3.60%, 11/15/50 | 178,875 | ||||||
196,000 | Sherwin-Williams Co. (The), 2.95%, 8/15/29 | 180,697 | ||||||
359,572 | ||||||||
Real Estate — 3.3% | ||||||||
504,000 | Equinix, Inc., 3.20%, 11/18/29 | 464,500 |
Strategy Shares Gold-Hedged Bond ETF (GLDB) | July 31, 2022 (Unaudited) |
Principal Amount | Fair Value | |||||||
Corporate Bonds - continued | ||||||||
Utilities — 5.0% | ||||||||
420,000 | NextEra Energy Capital Holdings, Inc., 2.25%, 6/01/30 | $ | 369,482 | |||||
364,000 | Pacific Gas and Electric Co., 4.55%, 7/01/30 | 335,587 | ||||||
705,069 | ||||||||
Total Corporate Bonds (Cost $11,407,385) | $ | 11,029,712 | ||||||
Yankee Dollars — 5.2% | ||||||||
Communication Services — 2.6% | ||||||||
280,000 | Orange SA, 9.00%, 3/01/31 | 369,285 | ||||||
Energy — 2.6% | ||||||||
308,000 | Shell International Finance BV, 6.38%, 12/15/38 | 370,794 | ||||||
Total Yankee Dollars (Cost $781,506) | $ | 740,079 | ||||||
Total Investments — 82.9% | ||||||||
(Cost $15,933,891) | $ | 11,769,792 | ||||||
Other Assets less Liabilities — 17.1% | 2,421,613 | |||||||
Net Assets — 100.0% | $ | 14,191,404 |
CFC — Controlled Foreign Corporation |
ETF — Exchange-Traded Fund |
LLC — Limited Liability Corporation |
LP — Limited Partnership |
Total Return Swap Agreements
Pay/ Receive | Financing Rate | Description | Counterparty | Payment Frequency | Expiration Date | Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | |||||||||||
Receive | Effective Federal Funds Rate(a) + 85 bps | iShares Gold Trust | BNP Paribas SA | Monthly | 5/23/23 | $ | 13,537,635 | $ | 387,475 | |||||||||
Receive | Effective Federal Funds Rate(a) + 85 bps | iShares IBoxx $ Investment Grade Corporate Bond | BNP Paribas SA | Monthly | 5/23/23 | 2,807,608 | 81,126 | |||||||||||
$ | 468,601 |
(a) | The Effective Federal Funds Rate at July 31, 2022 was 1.68%. |
SA — Societe Anonyme (French public limited company) |
Strategy Shares Nasdaq 7HANDLTM Index ETF (HNDL) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table |
Percentage of Fair Value | ||||
Exchange-Traded Funds | 100.0 | % | ||
Total | 100.0 | % | ||
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets. |
Portfolio of Investments
Shares | Fair Value | |||||||
Exchange-Traded Funds — 88.5% | ||||||||
2,608,200 | Alerian MLP ETF | $ | 101,302,488 | |||||
158,760 | Fidelity Total Bond ETF | 7,596,666 | ||||||
2,469,600 | Global X U.S. Preferred ETF | 55,319,040 | ||||||
312,480 | Invesco QQQ Trust | 98,574,941 | ||||||
1,078,560 | Invesco Taxable Municipal Bond ETF | 30,350,678 | ||||||
430,920 | iShares Broad USD High Yield Corporate Bond ETF | 15,827,692 | ||||||
75,600 | iShares Core S&P 500 ETF | 31,319,568 | ||||||
1,340,640 | iShares Core U.S. Aggregate Bond ETF | 139,520,404 | ||||||
808,920 | JPMorgan Equity Premium Income ETF | 46,456,276 | ||||||
652,680 | Schwab U.S. Large-Cap ETF | 31,818,150 | ||||||
3,195,360 | Schwab U.S. REIT ETF | 73,045,930 | ||||||
5,168,520 | SPDR Portfolio Aggregate Bond ETF | 139,446,670 | ||||||
1,174,320 | Utilities Select Sector SPDR Fund ETF | 86,840,964 | ||||||
521,640 | Vanguard Dividend Appreciation ETF | 79,925,681 | ||||||
279,720 | Vanguard Intermediate-Term Corporate Bond ETF | 23,205,571 | ||||||
781,200 | Vanguard Mortgage-Backed Securities ETF | 38,466,288 | ||||||
83,160 | Vanguard S&P 500 ETF | 31,500,176 | ||||||
1,809,360 | Vanguard Total Bond Market ETF | 139,139,784 | ||||||
1,796,760 | WisdomTree U.S. Efficient Core Fund | 65,581,740 | ||||||
Total Exchange-Traded Funds (Cost $1,307,062,153) | $ | 1,235,238,707 | ||||||
Total Investments — 88.5% | ||||||||
(Cost $1,307,062,153) | $ | 1,235,238,707 | ||||||
Other Assets less Liabilities — 11.5% | 161,042,581 | |||||||
Net Assets — 100.0% | $ | 1,396,281,288 |
ETF — Exchange-Traded Fund |
MLP — Master Limited Partnership |
REIT — Real Estate Investment Trust |
S&P — Standard and Poor’s |
SPDR — Standard and Poor’s Depositary Receipts |
USD — United States Dollar |
Strategy Shares Nasdaq 7HANDLTM Index ETF (HNDL)(Continued) | July 31, 2022 (Unaudited) |
Total Return Swap Agreements
Pay/ Receive | Financing Rate | Description | Counterparty | Payment Frequency | Expiration Date | Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | |||||||||||
Receive | Effective Federal Funds Rate(a) + 85 bps | Nasdaq 7HANDLTM Index | BNP Paribas SA | Monthly | 1/11/23 | $ | 547,362,608 | $ | 25,178,501 |
(a) | The Effective Federal Funds Rate at July 31, 2022 was 1.68%. |
SA — Societe Anonyme (French public limited company)
Strategy Shares Halt Climate Change ETF (NZRO) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table |
Percentage of Fair Value | ||||
Communication Services | 4.6 | % | ||
Consumer Discretionary | 3.9 | % | ||
Consumer Staples | 4.3 | % | ||
Energy | 1.5 | % | ||
Financials | 0.6 | % | ||
Health Care | 23.9 | % | ||
Industrials | 16.9 | % | ||
Information Technology | 31.5 | % | ||
Materials | 1.8 | % | ||
Real Estate | 0.6 | % | ||
Utilities | �� | 10.4 | % | |
Total | 100.0 | % | ||
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets. |
Portfolio of Investments
Shares | Fair Value | |||||||
Common Stocks — 97.0% | ||||||||
Communication Services — 4.4% | ||||||||
200 | Alphabet, Inc., Class C † | $ | 23,328 | |||||
98 | Meta Platforms, Inc., Class A † | 15,592 | ||||||
46 | Netflix, Inc. † | 10,345 | ||||||
49,265 | ||||||||
Consumer Discretionary — 3.8% | ||||||||
104 | Arcimoto, Inc. † | 319 | ||||||
1,366 | Canoo, Inc. † | 4,726 | ||||||
590 | Fisker, Inc. † | 5,652 | ||||||
32 | Tesla, Inc. † | 28,527 | ||||||
910 | Workhorse Group, Inc. † | 2,976 | ||||||
42,200 | ||||||||
Consumer Staples — 4.3% | ||||||||
126 | Beyond Meat, Inc. † | 4,031 | ||||||
88 | Ingredion, Inc. | 8,005 | ||||||
90 | McCormick & Co., Inc. | 7,862 | ||||||
1,092 | Oatly Group AB ADR † | 4,062 | ||||||
476 | Unilever PLC ADR | 23,162 | ||||||
47,122 | ||||||||
Energy — 1.5% | ||||||||
278 | Aemetis, Inc. † | 2,043 | ||||||
120 | Enviva, Inc. | 8,356 | ||||||
2,110 | Gevo, Inc. † | 6,203 | ||||||
16,602 | ||||||||
Financials — 0.6% | ||||||||
180 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 6,496 | ||||||
Health Care — 23.2% | ||||||||
188 | Abbott Laboratories | 20,462 | ||||||
188 | AbbVie, Inc. | 26,980 | ||||||
112 | Amgen, Inc. | 27,716 | ||||||
102 | Baxter International, Inc. | 5,983 | ||||||
126 | Beam Therapeutics, Inc. † | 7,935 | ||||||
404 | Boston Scientific Corp. † | 16,584 | ||||||
72 | CIGNA Corp. | 19,826 | ||||||
140 | Edwards Lifesciences Corp. † | 14,076 | ||||||
240 | Gilead Sciences, Inc. | 14,340 | ||||||
66 | IQVIA Holdings, Inc. † | 15,858 |
Shares | Fair Value | |||||||
Common Stocks — (Continued) | ||||||||
Health Care – (Continued) | ||||||||
118 | Moderna, Inc. † | $ | 19,363 | |||||
460 | Pfizer, Inc. | 23,235 | ||||||
56 | UnitedHealth Group, Inc. | 30,371 | ||||||
26 | Waters Corp. † | 9,465 | ||||||
22 | West Pharmaceutical Services, Inc. | 7,558 | ||||||
259,752 | ||||||||
Industrials — 16.2% | ||||||||
128 | Ameresco, Inc., Class A † | 7,324 | ||||||
254 | Aris Water Solution, Inc., Class A | 5,377 | ||||||
618 | Array Technologies, Inc. † | 10,414 | ||||||
748 | Ballard Power Systems, Inc. † | 6,006 | ||||||
370 | Blink Charging Co. † | 7,833 | ||||||
458 | Bloom Energy Corp., Class A † | 9,265 | ||||||
108 | Casella Waste Systems, Inc. † | 8,743 | ||||||
518 | Chargepoint Holdings, Inc. † | 7,827 | ||||||
22 | Cintas Corp. | 9,361 | ||||||
112 | EnerSys | 7,382 | ||||||
318 | Fluence Energy, Inc. † | 4,369 | ||||||
910 | Freyr Battery SA † | 9,082 | ||||||
1,696 | FuelCell Energy, Inc. † | 6,089 | ||||||
386 | GreenPower Motor Co., Inc. † | 1,216 | ||||||
98 | Heritage-Crystal Clean, Inc. † | 3,289 | ||||||
216 | Johnson Controls International PLC | 11,645 | ||||||
86 | ManpowerGroup, Inc. | 6,743 | ||||||
860 | Nikola Corp. † | 5,349 | ||||||
348 | Plug Power, Inc. † | 7,426 | ||||||
478 | ReneSola, Ltd. ADR † | 3,002 | ||||||
408 | Shoals Technologies Group, Inc., Class A † | 9,641 | ||||||
152 | Stericycle, Inc. † | 7,124 | ||||||
276 | Sunrun, Inc. † | 9,022 | ||||||
1,076 | Sunworks, Inc. † | 2,561 | ||||||
218 | TPI Composites, Inc. † | 3,590 | ||||||
46 | Watts Water Technologies, Inc. | 6,354 | ||||||
76 | Xylem, Inc. | 6,994 | ||||||
183,028 | ||||||||
Information Technology — 30.5% | ||||||||
50 | Adobe, Inc. † | 20,506 | ||||||
188 | Apple, Inc. | 30,552 | ||||||
64 | Autodesk, Inc. † | 13,844 |
Strategy Shares Halt Climate Change ETF (Continued) | July 31, 2022 (Unaudited) |
Shares | Fair Value | |||||||
Common Stocks – (Continued) | ||||||||
Information Technology – (Continued) | ||||||||
296 | Canadian Solar, Inc. † | $ | 10,920 | |||||
418 | Cisco Systems, Inc. | 18,965 | ||||||
92 | Citrix Systems, Inc. | 9,330 | ||||||
60 | Enphase Energy, Inc. † | 17,050 | ||||||
104 | First Solar, Inc. † | 10,314 | ||||||
30 | Gartner, Inc. † | 7,964 | ||||||
44 | Intuit, Inc. | 20,071 | ||||||
46 | Keysight Technologies, Inc. † | 7,480 | ||||||
68 | Mastercard, Inc., Class A | 24,058 | ||||||
242 | Maxeon Solar Technologies, Ltd. † | 4,175 | ||||||
104 | Microsoft Corp. | 29,197 | ||||||
94 | NetApp, Inc. | 6,705 | ||||||
290 | Oracle Corp. | 22,574 | ||||||
112 | Salesforce, Inc. † | 20,610 | ||||||
44 | ServiceNow, Inc. † | 19,653 | ||||||
36 | SolarEdge Technologies, Inc. † | 12,965 | ||||||
456 | SunPower Corp. † | 9,289 | ||||||
116 | Visa, Inc., Class A | 24,605 | ||||||
340,827 | ||||||||
Materials — 1.8% | ||||||||
74 | Ecolab, Inc. | 12,223 | ||||||
1,016 | PureCycle Technologies, Inc. † | 7,701 | ||||||
19,924 | ||||||||
Real Estate — 0.6% | ||||||||
82 | CBRE Group, Inc., Class A † | 7,021 | ||||||
Utilities — 10.1% | ||||||||
52 | American Water Works Co., Inc. | 8,084 | ||||||
260 | Atlantica Sustainable Infrastructure PLC | 9,272 | ||||||
262 | Brookfield Renewable Corp., Class A | 10,249 | ||||||
130 | California Water Service Group | 7,810 | ||||||
262 | Clearway Energy, Inc., Class C | 9,835 | ||||||
188 | Global Water Resources, Inc. | 2,487 | ||||||
902 | Montauk Renewables, Inc. † | 10,798 | ||||||
114 | NextEra Energy Partners LP | 9,432 | ||||||
298 | NextEra Energy, Inc. | 25,178 | ||||||
116 | Ormat Technologies, Inc. | 10,039 | ||||||
374 | Sunnova Energy International, Inc. † | 9,731 | ||||||
112,915 | ||||||||
Total Common Stocks (Cost $1,216,683) | $ | 1,085,152 | ||||||
Total Investments — 97.0% | ||||||||
(Cost $1,216,683) | $ | 1,085,152 | ||||||
Other Assets less Liabilities — 3.0% | 33,500 | |||||||
Net Assets — 100.0% | $ | 1,118,652 |
ADR — American Depositary Receipt |
LP — Limited Partnership |
PLC — Public Liability Company |
† | Non-income producing security |
Strategy Shares Newfound/Resolve Robust Momentum (ROMO) | July 31, 2022 (Unaudited) |
Portfolio of Investments Summary Table
Percentage of Fair Value | ||||
Exchange-Traded Funds | 100.0 | % | ||
Total | 100.0 | % | ||
Portfolio holdings and allocations are subject to change. As of July 31, 2022, percentages in the table above are based on total investments. Such total investments may differ from the percentages set forth in the following Portfolio of Investments which are computed using the Fund’s total net assets. |
Portfolio of Investments
Shares | Fair Value | |||||||
Exchange-Traded Funds — 99.8% | ||||||||
407,482 | iShares 1-3 Year Treasury Bond ETF | $ | 33,841,380 | |||||
159,817 | iShares 7-10 Year Treasury Bond ETF | 16,807,954 | ||||||
316 | iShares Core MSCI EAFE ETF | 19,608 | ||||||
1,264 | iShares Core S&P 500 ETF | 523,650 | ||||||
Total Exchange-Traded Funds (Cost $51,637,099) | $ | 51,192,592 | ||||||
Total Investments — 99.8% | ||||||||
(Cost $51,637,099) | $ | 51,192,592 | ||||||
Other Assets less Liabilities — 0.2% | 126,806 | |||||||
Net Assets — 100.0% | $ | 51,319,398 |
ETF — Exchange-Traded Fund |
MSCI EAFE — MSCI Europe, Australasia and Far East |
S&P — Standard and Poor’s |