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

Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) July 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 July 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 — 97.6%
	659,123	Communication Services Select Sector SPDR Fund ETF	$	45,341,071
	338,646	Consumer Discretionary Select Sector SPDR Fund ETF		58,836,356
	248,984	Consumer Staples Select Sector SPDR Fund ETF		18,860,538
	291,996	Energy Select Sector SPDR Fund ETF		25,543,810
	1,533,059	Financial Select Sector SPDR Fund ETF		54,162,974
	577,117	Health Care Select Sector SPDR Fund ETF		77,420,246
	443,811	Industrial Select Sector SPDR Fund ETF		49,005,611
	194,900	Materials Select Sector SPDR Fund ETF		16,706,828
	301,927	Real Estate Select Sector SPDR Fund ETF		11,530,592
	290,660	Utilities Select Sector SPDR Fund ETF		19,494,566
	354,918	Vanguard Information Technology ETF		161,420,256
Total Exchange-Traded Funds (Cost $500,326,174)			$	538,322,848
Total Investments — 97.6% (Cost $500,326,174)			$	538,322,848
Other Assets less Liabilities — 2.4%				13,264,947
Net Assets — 100.0%			$	551,587,795

ETF — Exchange-Traded Fund

SPDR — Standard and Poor’s Depositary Receipts

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) July 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 July 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 — 98.3%
	54,766	SPDR Bloomberg 1-3 Month T-Bill ETF	$	5,027,519
	71,942	SPDR Bloomberg Investment Grade Floating Rate ETF		2,209,339
	151,617	SPDR Portfolio Corporate Bond ETF		4,371,118
	121,187	SPDR Portfolio High Yield Bond ETF		2,789,725
	277,440	SPDR Portfolio Long Term Treasury ETF		8,092,924
	280,501	SPDR Portfolio Mortgage Backed Bond ETF		6,112,117
	85,999	Vanguard Emerging Markets Government Bond ETF		5,408,477
	28,944	Vanguard Short-Term Inflation-Protected Securities ETF		1,369,051
	106,442	Vanguard Total International Bond ETF		5,187,983
Total Exchange-Traded Funds (Cost $40,544,045)			$	40,568,253
Total Investments — 98.3% (Cost $40,544,045)			$	40,568,253
Other Assets less Liabilities — 1.7%				684,092
Net Assets — 100.0%			$	41,252,345

ETF — Exchange-Traded Fund

SPDR — Standard and Poor’s Depositary Receipts

Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) July 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 July 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 — 97.9%
	84,529	iShares MSCI Australia ETF	$	1,974,597
	91,915	iShares MSCI Canada ETF		3,316,293
	60,445	iShares MSCI China ETF		3,010,161
	56,659	iShares MSCI France ETF		2,218,200
	52,613	iShares MSCI Germany ETF		1,542,613
	40,913	iShares MSCI India ETF		1,831,266
	76,596	iShares MSCI Japan ETF		4,857,718
	30,901	iShares MSCI Mexico ETF		2,009,492
	106,718	iShares MSCI Poland ETF		2,250,683
	30,314	iShares MSCI South Korea ETF		2,048,317
	31,474	iShares MSCI Switzerland ETF		1,501,625
	38,793	iShares MSCI Taiwan ETF		1,857,409
	52,078	iShares MSCI United Kingdom ETF		1,734,197
	35,000	SPDR Bloomberg 1-3 Month T-Bill ETF		3,213,000
Total Exchange-Traded Funds (Cost $31,521,749)			$	33,365,571
Total Investments — 97.9% (Cost $31,521,749)			$	33,365,571
Other Assets less Liabilities — 2.1%				724,209
Net Assets — 100.0%			$	34,089,780

ETF — Exchange-Traded Fund

MSCI — Morgan Stanley Capital International

SPDR — Standard and Poor’s Depositary Receipts