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