NPORT-P false 0001506213 XXXXXXXX S000070448 C000223943 Strategy Shares 811-22497 0001506213 254900WXTP9YGQC7P376 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Strategy Shares Gold Enhanced Yield ETF S000070448 254900YHJBWPITPSSD34 2026-04-30 2026-04-30 N 252495655.58 127010101.05 125485554.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3483316.97000000 USD N S&P GSCI GOLD N/A ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 1840000.00000000 PA USD 1770604.64000000 1.411002761737 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BS4 2300000.00000000 PA USD 2055649.79000000 1.638156517456 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CT5 1380000.00000000 PA USD 1358316.60000000 1.082448577517 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 2300000.00000000 PA USD 2247219.88000000 1.790819579525 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CJ7 1840000.00000000 PA USD 1833178.84000000 1.460868421760 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1840000.00000000 PA USD 1820639.76000000 1.450875972791 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 1840000.00000000 PA USD 1869757.79000000 1.490018350720 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCM1 1380000.00000000 PA USD 1391905.12000000 1.109215419426 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 1840000.00000000 PA USD 1832886.04000000 1.460635088130 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBW4 460000.00000000 PA USD 454860.33000000 0.362480232648 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N CHEVRON CORPORATION N/A 166764BY5 1840000.00000000 PA USD 1700632.07000000 1.355241307551 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 2300000.00000000 PA USD 2274917.03000000 1.812891562316 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DE7 1840000.00000000 PA USD 1609923.90000000 1.282955560924 Long DBT CORP US N 2 2031-03-15 Fixed 1.37500000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAP0 1840000.00000000 PA USD 1666779.58000000 1.328264106767 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FX9 2300000.00000000 PA USD 2135845.85000000 1.702065116578 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DD2 1380000.00000000 PA USD 900186.01000000 0.717362260039 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBE5 2300000.00000000 PA USD 2194905.92000000 1.749130350677 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AU2 1840000.00000000 PA USD 1769045.68000000 1.409760419536 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 1380000.00000000 PA USD 1622532.13000000 1.293003115838 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 1380000.00000000 PA USD 1469486.89000000 1.171040679147 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 2300000.00000000 PA USD 2023705.09000000 1.612699643062 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AS1 1380000.00000000 PA USD 1469810.51000000 1.171298573373 Long DBT CORP US N 2 2036-12-16 Fixed 5.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBJ4 2300000.00000000 PA USD 2291745.67000000 1.826302380846 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 1380000.00000000 PA USD 1274290.22000000 1.015487579245 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBZ0 1840000.00000000 PA USD 1853558.39000000 1.477108976361 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBR0 1840000.00000000 PA USD 1678825.24000000 1.337863347130 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AV6 460000.00000000 PA USD 419622.20000000 0.334398809147 Long DBT CORP US N 2 2030-05-01 Fixed 1.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 1840000.00000000 PA USD 1602974.79000000 1.277417784065 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 1840000.00000000 PA USD 1819278.23000000 1.449790963441 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 1422000.00000000 PA USD 1567335.44000000 1.249016626551 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BJ4 920000.00000000 PA USD 877910.86000000 0.699611093315 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BK3 1380000.00000000 PA USD 1386111.52000000 1.104598473658 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TV9 7000000.00000000 PA USD 6797416.29000000 5.416891462494 Long DBT UST US N 2 2027-02-18 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797UD7 11200000.00000000 PA USD 10844807.57000000 8.642275687124 Long DBT UST US N 2 2027-03-18 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPS4 40000000.00000000 PA USD 39673437.60000000 31.61593997699 Long DBT UST US N 2 2027-12-31 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQL8 7000000.00000000 PA USD 6981953.16000000 5.563949720069 Long DBT UST US N 2 2028-04-30 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCX0 2760000.00000000 PA USD 2259235.87000000 1.800395175733 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 2300000.00000000 PA USD 2288381.80000000 1.823621697789 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N GOLY TRS BCKTGOLY EQ N/A N/A 3790.19250000 OU Notional USD 0.26000000 0.000000207195 Long DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 GOLY TRS BCKTGOLY EQ GOLY TRS BCKTGOLY EQ Y BCKTGOL3 Index 2027-01-15 0.00000000 USD 0.00000000 USD 17722284.81 USD 0.26000000 N N N GOLY TRS BNPIG0GC EQ N/A N/A 147410.33990000 OU Notional USD 7.34000000 0.000005849278 Long DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 GOLY TRS BNPIG0GC EQ GOLY TRS BNPIG0GC EQ Y BNPIG0GC Index 2027-01-15 0.00000000 USD 0.00000000 USD 109201579.8 USD 7.34000000 N N N 2026-06-01 Strategy Shares James Szilagyi James Szilagyi Treasurer