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 2025-04-30 2025-01-31 N 28569138.92 13809415.99 14759722.93 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 1038823.57 USD N S&P GSCI GOLD N/A ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 529000.00000000 PA USD 500179.16000000 3.388811310159 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CT5 322000.00000000 PA USD 306470.08000000 2.076394532969 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MP3 506000.00000000 PA USD 488375.13000000 3.308836705920 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAH2 368000.00000000 PA USD 362464.47000000 2.455767440344 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859AV6 184000.00000000 PA USD 159711.56000000 1.082076951968 Long DBT CORP US N 2 2030-05-01 Fixed 1.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BS4 483000.00000000 PA USD 411362.52000000 2.787061260912 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BJ4 207000.00000000 PA USD 190556.47000000 1.291057229893 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 368000.00000000 PA USD 352585.34000000 2.388834408831 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CJ7 368000.00000000 PA USD 361201.79000000 2.447212537207 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 368000.00000000 PA USD 401825.93000000 2.722449004671 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DE7 437000.00000000 PA USD 359030.68000000 2.432502843737 Long DBT CORP US N 2 2031-03-15 Fixed 1.37500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 391000.00000000 PA USD 370098.78000000 2.507491378769 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 437000.00000000 PA USD 407327.09000000 2.759720436025 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N GOLY TRS BCKTGOLY EQ N/A N/A -13793576.7900 NC USD 827819.79 5.608640446206 Short DE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 GOLY TRS BCKTGOLY EQ GOLY TRS BCKTGOLY EQ Y BCKTGOLY Index 2026-02-17 0.00000000 USD 0.00000000 USD 14627828.75 USD 827819.79 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 506000.00000000 PA USD 491860.46000000 3.332450496074 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBZ0 414000.00000000 PA USD 409141.44000000 2.772013010951 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160KAP0 391000.00000000 PA USD 336138.48000000 2.277403726304 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AU2 368000.00000000 PA USD 346221.80000000 2.345720184870 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 299000.00000000 PA USD 310858.67000000 2.106128085698 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AS1 345000.00000000 PA USD 363720.88000000 2.464279863009 Long DBT CORP US N 2 2036-12-16 Fixed 5.87500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 414000.00000000 PA USD 404238.51000000 2.738794704461 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BK3 345000.00000000 PA USD 347060.97000000 2.351405725202 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCX0 621000.00000000 PA USD 521727.76000000 3.534807275681 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBR0 483000.00000000 PA USD 419791.59000000 2.844169853261 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 345000.00000000 PA USD 412340.68000000 2.793688485587 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 529000.00000000 PA USD 441085.89000000 2.988442886712 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FX9 552000.00000000 PA USD 490605.89000000 3.323950539768 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N CHEVRON CORPORATION N/A 166764BY5 391000.00000000 PA USD 345045.82000000 2.337752691134 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 460000.00000000 PA USD 457078.50000000 3.096795936941 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DD2 299000.00000000 PA USD 204744.57000000 1.387184373114 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBE5 529000.00000000 PA USD 488057.16000000 3.306682397187 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBJ4 483000.00000000 PA USD 472114.41000000 3.198667158178 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 391000.00000000 PA USD 379275.83000000 2.569667681424 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 345000.00000000 PA USD 303688.88000000 2.057551360823 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBW4 161000.00000000 PA USD 156167.57000000 1.058065728880 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N 2025-03-03 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX