Strategy Shares Newfound/ReSolve Robust Momentum ETF NPORTP Strategy Shares Gold-Hedged Bond ETF (Jul 2024 report)

Strategy Shares Gold-Hedged Bond ETF (GOLY)	July 31, 2024 (Unaudited)

Portfolio of Investments^* Summary Table

		Percentage of Value
Communication Services		10.7%
Consumer Discretionary		6.2%
Consumer Staples		12.7%
Energy		5.2%
Financials		26.5%
Health Care		8.7%
Industrials		8.7%
Information Technology		8.2%
Materials		3.0%
Real Estate		3.9%
Utilities		6.2%
Total		100.0%

Portfolio holdings and allocations are subject to change. As of July 31, 2024, 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*			*Value*
Corporate Bonds — 68.2%
Communication Services — 5.5%
$	133,000	Verizon Communications, Inc., 4.52%, 9/15/48	$	116,861
	126,000	Walt Disney Co. (The), 2.65%, 1/13/31		112,133
				228,994
Consumer Discretionary — 4.5%
	119,000	Amazon.com, Inc., 1.50%, 6/03/30		101,438
	77,000	Home Depot, Inc. (The), 5.88%, 12/16/36		83,715
				185,153
Consumer Staples — 9.3%
	126,000	Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, 2/01/36		123,115
	98,000	BAT Capital Corp., 3.56%, 8/15/27		94,452
	105,000	Coca-Cola Co. (The), 1.38%, 3/15/31		86,352
	91,000	Costco Wholesale Corp., 1.60%, 4/20/30		78,238
				382,157
Energy — 3.8%
	91,000	Chevron Corp., 2.24%, 5/11/30		80,573
	84,000	MPLX LP, 2.65%, 8/15/30		74,169
				154,742
Financials — 16.9%
	35,000	Capital One Financial Corp., 3.80%, 1/31/28		33,757
	119,000	Citigroup, Inc., 4.41%, 3/31/31		115,664
	91,000	Fiserv, Inc., 3.50%, 7/01/29		86,069
	126,000	Goldman Sachs Group, Inc. (The), 1.99%, 1/27/32		104,466
	112,000	JPMorgan Chase & Co., 4.49%, 3/24/31		110,175
	98,000	MetLife, Inc., 4.55%, 3/23/30		98,230
	42,000	Northern Trust Corp., 1.95%, 5/01/30		36,407
	119,000	Wells Fargo & Co., 3.00%, 10/23/26		114,511
			$	699,279

Principal Amount				*Value*
Corporate Bonds — 68.2%— (Continued)
Health Care — 6.3%
	98,000	AbbVie, Inc., 3.20%, 11/21/29	$	91,947
	77,000	Amgen, Inc., 2.20%, 2/21/27		72,368
	98,000	CVS Health Corp., 4.30%, 3/25/28		96,078
				260,393
Industrials — 6.4%
	112,000	Boeing Co. (The), 5.15%, 5/01/30		110,297
	70,000	General Electric Co., 5.88%, 1/14/38		74,278
	77,000	Southwest Airlines Co., 5.13%, 6/15/27		77,336
				261,911
Information Technology — 6.0%
	84,000	Apple, Inc., 3.35%, 2/09/27		81,970
	84,000	Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.88%, 1/15/27		82,345
	84,000	Oracle Corp., 5.38%, 7/15/40		81,963
				246,278
Materials — 2.2%
	63,000	Dow Chemical Co. (The), 3.60%, 11/15/50		45,238
	49,000	Sherwin-Williams Co. (The), 2.95%, 8/15/29		45,145
				90,383
Real Estate — 2.8%
	126,000	Equinix, Inc., 3.20%, 11/18/29		116,429
Utilities — 4.5%
	112,000	NextEra Energy Capital Holdings, Inc., 2.25%, 6/01/30		97,586
	91,000	Pacific Gas and Electric Co., 4.55%, 7/01/30		88,066
				185,652
Total Corporate Bonds (Cost $2,755,253)			$	2,811,371

Strategy Shares Gold-Hedged Bond ETF (GOLY) (Continued)	July 31, 2024 (Unaudited)

Principal Amount			*Value*
Yankee Dollars — 4.6%
Communication Services — 2.3%
	77,000	Orange SA, 9.00%, 3/01/31	$	93,439
Financials — 2.3%
	84,000	Shell International Finance BV, 6.38%, 12/15/38		95,222
Yankee Dollars — 4.6%— (Continued)
Financials — 2.3%, (continued)
Total Yankee Dollars (Cost $183,611)			$	188,661
Total Investments — 72.8%
(Cost $2,938,864)			$	3,000,032
Other Assets less Liabilities — 27.2%				1,120,715
Net Assets — 100.0%			$	4,120,747

Portfolio of Investments is presented on a consolidated basis.

BV — Besloten Vennootschap (Dutch private limited company)

LLC — Limited Liability Corporation

LP — Limited Partnership

SA— Societe Anonyme (French public limited company)

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) + 60 bps

iShares Gold Trust

BNP Paribas SA

Monthly

5/22/25

4,043,653

80,530

Receive

Effective Federal Funds Rate^(a)

iShares IBoxx $ Investment Grade Corporate Bond

BNP Paribas SA

Monthly

5/22/25

898,973

9,093

89,623

(a)

The Effective Federal Funds Rate at July 31, 2024 was 5.33%.

Strategy Shares Nasdaq 7HANDL™Index ETF (HNDL)	July 31, 2024 (Unaudited)

Portfolio of Investments Summary Table

		Percentage of Value
Exchange-Traded Funds		99.4%
U.S. Treasury Obligation		0.6%
Total		100.0%

Portfolio of Investments

*Principal Amount*			*Value*
U.S. Treasury Obligation — 0.6%
$	5,000,000	U.S. Treasury Bill, 4.79%^, 7/10/25⁺	$	4,783,203
Total U.S. Treasury Obligation (Cost $4,781,671)			$	4,783,203
*Shares*				*Value*
Exchange-Traded Funds — 95.1%
	1,212,223	Alerian MLP ETF	$	58,283,682
	583,557	Dimensional Core Fixed Income ETF		24,690,297
	1,478,453	Global X U.S. Preferred ETF		29,199,447
	287,265	Invesco NASDAQ 100 ETF		55,660,466
	183,490	Invesco Taxable Municipal Bond ETF		4,965,239
	33,091	iShares Core S&P 500 ETF		18,309,912
	909,926	iShares Core U.S. Aggregate Bond ETF		90,182,766
	105,282	iShares MBS ETF		9,888,085
	770,058	JPMorgan Equity Premium Income ETF		44,262,934
	329,379	Schwab 5-10 Year Corporate Bond ETF		14,845,112
	1,701,028	Schwab U.S. REIT ETF		36,384,989
	3,517,879	SPDR Portfolio Aggregate Bond ETF		89,987,345
	294,785	SPDR Portfolio S&P 500 ETF		19,078,485
	284,271	Utilities Select Sector SPDR Fund ETF		20,692,086
	264,706	Vanguard Dividend Appreciation ETF		50,238,552
	37,600	Vanguard S&P 500 ETF		19,022,968
	1,225,768	Vanguard Total Bond Market ETF		90,118,463
	1,215,237	WisdomTree U.S. Efficient Core Fund ETF		54,394,008
	1,093,418	Xtrackers USD High Yield Corporate Bond ETF		39,472,390
Total Exchange-Traded Funds (Cost $751,555,049)			$	769,677,226
Total Investments — 95.7%
(Cost $756,336,720)			$	774,460,429
Other Assets less Liabilities — 4.3%				34,867,340
Net Assets — 100.0%			$	809,327,769

Reflects the effective yield or interest rate in effect at July 31, 2024.

⁺

This security has been pledged as collateral for amounts owed by the Fund for swap agreements.

ETF — Exchange-Traded Fund

MBS — Mortgage-Backed Security

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 7HANDL™Index ETF (HNDL) (Continued)	July 31, 2024 (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 7HANDL^TM Index

Canadian Imperial Bank of Commerce

Monthly

8/29/24

11,038,179

77,031

Receive

Effective Federal Funds Rate^(a) + 85 bps

Nasdaq 7HANDL^TM Index

BNP Paribas SA

Monthly

1/14/25

240,538,241

744,956

Receive

Effective Federal Funds Rate^(a) + 75 bps

Nasdaq 7HANDL^TM Index

Canadian Imperial Bank of Commerce

Monthly

2/4/25

53,560,120

177,676

999,663

(a) The Effective Federal Funds Rate at July 31, 2024 was 5.33%.

SA — Societe Anonyme (French public limited company)

Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO)	July 31, 2024 (Unaudited)

Portfolio of Investments Summary Table

		Percentage of Value
Exchange-Traded Funds		100.0%
Total		100.0%

Portfolio of Investments

Shares			Value
Exchange-Traded Funds — 99.8%
	3,025	iShares 1-3 Year Treasury Bond ETF	$	249,079
	2,530	iShares 7-10 Year Treasury Bond ETF		243,057
	5,555	iShares Core MSCI EAFE ETF		415,403
	73,370	iShares Core S&P 500 ETF		40,597,088
Total Exchange-Traded Funds (Cost $34,936,651)			$	41,504,627
Total Investments — 99.8%
(Cost $34,936,651)			$	41,504,627
Other Assets less Liabilities — 0.2%				82,157
Net Assets — 100.0%			$	41,586,784

ETF — Exchange-Traded Fund

MSCI EAFE — Morgan Stanley Capital International Europe, Australasia and Far East

S&P — Standard and Poor’s

Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) NPORT-PStrategy Shares Gold-Hedged Bond ETF (Jul 2024 report)