Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) NPORT-P Day Hagen/Ned Davis Research Smart Sector Fixed Income ETF (Jan 2023 report)

Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) January 31, 2023 (Unaudited)

Portfolio of Investments Summary Table
	Percentage of Value
Exchange-Traded Funds	100.0%
Total	100.0%
Portfolio holdings and allocations are subject to change. As of January 31, 2023, 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			Value
Exchange-Traded Funds — 99.1%
	749,115	Communication Services Select Sector SPDR Fund ETF	$	41,261,254
	284,070	Consumer Discretionary Select Sector SPDR Fund ETF		42,241,209
	372,408	Consumer Staples Select Sector SPDR Fund ETF		27,461,366
	319,844	Energy Select Sector SPDR Fund ETF		28,763,571
	1,759,821	Financial Select Sector SPDR Fund ETF		64,339,056
	340,829	Health Care Select Sector SPDR Fund ETF		45,452,955
	181,759	Industrial Select Sector SPDR Fund ETF		18,512,154
	2,913	Invesco S&P 500 Equal Weight ETF		441,989
	246,819	Materials Select Sector SPDR Fund ETF		20,893,228
	375,314	Real Estate Select Sector SPDR Fund ETF		15,233,995
	994,526	Technology Select Sector SPDR Fund ETF		135,215,756
	200,319	Utilities Select Sector SPDR Fund ETF		13,840,040
Total Exchange-Traded Funds (Cost $432,682,042)			$	453,656,573
Total Investments — 99.1%
(Cost $432,682,042)			$	453,656,573
Other Assets less Liabilities — 0.9%				4,258,957
Net Assets — 100.0%			$	457,915,530

ETF — Exchange-Traded Fund

S&P — Standard and Poor’s

SPDR — Standard and Poor’s Depositary Receipts

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) January 31, 2023 (Unaudited)

Portfolio of Investments Summary Table
	Percentage of Value
Exchange-Traded Funds	100.0%
Total	100.0%
Portfolio holdings and allocations are subject to change. As of January 31, 2023, 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			Value
Exchange-Traded Funds — 99.3%
	13,900	SPDR Bloomberg 1-3 Month T-Bill ETF	$	1,275,047
	56,084	SPDR Bloomberg Investment Grade Floating Rate ETF		1,717,292
	113,355	SPDR Portfolio Corporate Bond ETF		3,358,709
	194,811	SPDR Portfolio High Yield Bond ETF		4,513,771
	182,505	SPDR Portfolio Long Term Treasury ETF		5,675,905
	180,299	SPDR Portfolio Mortgage Backed Bond ETF		4,047,713
	67,978	Vanguard Emerging Markets Government Bond ETF		4,312,524
	70,951	Vanguard Short-Term Inflation-Protected Securities ETF		3,340,373
	49,645	Vanguard Total International Bond ETF		2,410,265
Total Exchange-Traded Funds (Cost $30,346,992)			$	30,651,599
Total Investments — 99.3%
(Cost $30,346,992)			$	30,651,599
Other Assets less Liabilities — 0.7%				230,199
Net Assets — 100.0%			$	30,881,798

ETF — Exchange-Traded Fund

SPDR — Standard and Poor’s Depositary Receipts

Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) January 31, 2023 (Unaudited)

Portfolio of Investments Summary Table
	Percentage of Value
Exchange-Traded Funds	100.0%
Total	100.0%
Portfolio holdings and allocations are subject to change. As of January 31, 2023, 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			Value
Exchange-Traded Funds — 100.0%
	26,390	Franklin FTSE Australia ETF	$	771,174
	25,563	Franklin FTSE Canada ETF		827,474
	72,065	Franklin FTSE China ETF		1,526,337
	31,356	Franklin FTSE Japan ETF		808,985
	38,688	Franklin FTSE Switzerland ETF		1,205,537
	50,401	Franklin FTSE United Kingdom ETF		1,229,784
	41,362	iShares MSCI France ETF		1,528,741
	24,382	iShares MSCI Germany ETF		683,671
	25,158	iShares MSCI Italy ETF		761,533
	13,408	iShares MSCI Mexico ETF		772,971
	14,360	iShares MSCI New Zealand ETF		748,515
	23,591	iShares MSCI Peru ETF		733,444
	28,330	iShares MSCI Spain ETF		762,360
Total Exchange-Traded Funds (Cost $11,466,853)			$	12,360,526
Total Investments — 100.0%
(Cost $11,466,853)			$	12,360,526
Liabilities less Other Assets — 0.0%				(1,270	)
Net Assets — 100.0%			$	12,359,256

ETF — Exchange-Traded Fund

FTSE — Financial Times Stock Exchange

MSCI — Morgan Stanley Capital International