STATE STREET SPDR PORTFOLIO INTERMEDIATE TERM CORP

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 2027-04-30 2026-07-31 N 169247282.89 85351085.98 83896196.91 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 166220.33000000 N S&P GSCI GOLD N/A State Street SPDR Portfolio Int Term Corp Bd ETF N/A STATE STREET SPDR PORTFOLIO INTERMEDIATE TERM CORP 78464A375 486323.00000000 NS USD 16111880.99000000 19.20454273664 Long RF US N 1 N N N GOLY TRS BCKTGOL3 EQ N/A GOLY TRS BCKTGOL3 EQ EXPIRATION DATE: 12/31/2025 N/A 3790.19250000 OU Notional USD 9.94 0.000011847974 Long DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 GOLY TRS BCKTGOL3 EQ GOLY TRS BCKTGOL3 EQ Y BCKTGOL3 Index 2027-01-15 0.00000000 USD 0.00000000 USD 3790.1925 USD 9.94 N N N iShares 5-10 Yr Investment Grade Corporate Bd ETF 549300ZJOCMXQZ0RKQ84 ISHARES 5 10 YEAR INVESTMENT GRADE CORPORATE BOND 464288638 224741.00000000 NS USD 11751706.89000000 14.00743695522 Long RF US N 1 N N N Vanguard Intermediate Term Corporate Bond Etf N/A VANGUARD INTERMEDIATE TERM CORPORATE BOND ETF 92206C870 42774.00000000 NS USD 3475815.24000000 4.142994996219 Long RF US N 1 N N N GOLY TRS BNPIG0GC EQ N/A GOLY TRS BNPIG0GC EQ EXPIRATION DATE: 12/31/2026 N/A 107743.67990000 OU Notional USD 6.36 0.000007580796 Long DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 GOLY TRS BCKTGOL3 EQ GOLY TRS BCKTGOL3 EQ Y BNPIG0GC Index 2027-01-15 0.00000000 USD 0.00000000 USD 107743.6799 USD 6.36 N N N iShares Broad USD Investment Grade Corporate Bond N/A ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND 464288620 233571.00000000 NS USD 11753292.72000000 14.00932718393 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 912797TV9 7000000.00000000 PA USD 6854450.82000000 8.170156779994 Long DBT UST US N 2 2027-02-18 None 0.00000000 N N N N N N iShares iBoxx Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ET 464287242 185806.00000000 NS USD 19741887.50000000 23.53132588498 Long RF US N 1 N N N Schwab 5-10 Year Corporate Bond ETF N/A SCHWAB 5 10 YEAR CORPORATE BOND ETF 808524698 156165.00000000 NS USD 3476232.90000000 4.143492825698 Long RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 912797UD7 11200000.00000000 PA USD 10934813.57000000 13.03374166260 Long DBT UST US N 2 2027-03-18 None 0.00000000 N N N N N N 2026-08-31 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX