# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001752724-25-160047
**Filing Date:** 2025-6
**Character Count:** 18317
**Document Hash:** 9fa1ca011bde81e70d1f3eab0da8ffa0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160047.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160047

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Strategy Shares
- **CENTRAL INDEX KEY:** 0001506213

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22497
- **FILM NUMBER:** 251079994

**BUSINESS ADDRESS:**
- **STREET 1:** C/O MFUND SERVICES LLC
- **STREET 2:** 36 NORTH NEW YORK AVENUE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743
- **BUSINESS PHONE:** 855-477-3837

**MAIL ADDRESS:**
- **STREET 1:** C/O MFUND SERVICES LLC
- **STREET 2:** 36 NORTH NEW YORK AVENUE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Huntington Strategy Shares
- **DATE OF NAME CHANGE:** 20101119

## Series and Classes Contracts Data

### Strategy Shares Gold Enhanced Yield ETF (Series ID: S000070448)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000223943 | Strategy Shares Gold Enhanced Yield ETF | GOLY            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Strategy Shares

- **b. Investment Company Act file number:** 811-22497

- **c. CIK number of Registrant:** 0001506213

- **d. LEI of Registrant:** 254900WXTP9YGQC7P376

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2960 NORTH MERIDIAN STREET SUITE: 300

  - **City:** INDIANAPOLIS

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46208

  - **Telephone number:** 855-477-3837

**Item A.2. Information about the Series.**

- **a. Name of Series:** Strategy Shares Gold Enhanced Yield ETF

- **b. EDGAR series identifier (if any):** S000070448

- **c. LEI of Series:** 254900YHJBWPITPSSD34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $65875590.20

**Total Liabilities:** $32730293.41

**Net Assets:** $33145296.79

**Cash Not Reported:** $1370587.24

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -24.94527561 | **1-Year:** -1531.28342687 | **5-Year:** -7814.00896396 | **10-Year:** -4439.33954502 | **30-Year:** -1448.23768313

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223943 | -0.01%               | 9.13%                | 4.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.05                    | $186874.17                                 |
| Month 2  | $0.13                    | $-8268.80                                  |
| Month 3  | $-59578.13               | $114180.98                                 |

**Designated Index Information**

- **Index Name:** S&P GSCI GOLD

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                  | Title                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLY TRS BCKTGOLY EQ                  | GOLY TRS BCKTGOLY EQ                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        | -32697017 | NC      | $-0.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC         | ANHEUSER BUSCH COS LLC                    | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1131089.06   | 3.41%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America              | UNITED STATES TREASURY BILL               | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $874601.33    | 2.64%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                            | AMGEN INC                                 | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    736000 | PA      | $709773.00    | 2.14%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                        | CITIGROUP INC                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1129054.30   | 3.41%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                  | BROADCOM CORP BROADCOM CAYMAN FINANCE LTD | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |    828000 | PA      | $821967.52    | 2.48%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION            | NORTHERN TRUST CORP                       | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    414000 | PA      | $367827.62    | 1.11%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                      | AMAZON COM INC                            | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $929674.14    | 2.80%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY          | SHERWIN WILLIAMS CO THE                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430437.20    | 1.30%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                    | ORACLE CORP                               | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    874000 | PA      | $829205.19    | 2.50%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                            | APPLE INC                                 | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    828000 | PA      | $820989.83    | 2.48%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.      | SHELL INTERNATIONAL FINANCE BV            | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    830000 | PA      | $911106.88    | 2.75%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                 | COCA COLA CO THE                          | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    966000 | PA      | $822787.56    | 2.48%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY      | PACIFIC GAS AND ELECTRIC CO               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    874000 | PA      | $847797.55    | 2.56%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                           | ABBVIE INC                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    966000 | PA      | $920770.30    | 2.78%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO CO                            | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1128220.56   | 3.40%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                         | METLIFE INC                               | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    920000 | PA      | $929576.68    | 2.80%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION          | COSTCO WHOLESALE CORP                     | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    874000 | PA      | $774687.90    | 2.34%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                          | FISERV INC                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    828000 | PA      | $789152.56    | 2.38%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY              | GENERAL ELECTRIC CO                       | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $726491.42    | 2.19%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                  | HOME DEPOT INC THE                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    782000 | PA      | $832756.43    | 2.51%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                | CVS HEALTH CORP                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $913025.95    | 2.75%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America              | UNITED STATES TREASURY BILL               | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1449693.38   | 4.37%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                | SOUTHWEST AIRLINES CO                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    736000 | PA      | $738000.33    | 2.23%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.           | VERIZON COMMUNICATIONS INC                | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1207509.92   | 3.64%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC. | NEXTERA ENERGY CAPITAL HOLDINGS INC       | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $941953.62    | 2.84%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    783000 | PA      | $952042.83    | 2.87%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.         | GOLDMAN SACHS GROUP INC                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $980175.81    | 2.96%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY               | WALT DISNEY CO THE                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1125880.95   | 3.40%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                   | CHEVRON CORP                              | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | PA      | $790489.23    | 2.38%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                    | BOEING CO THE                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1021641.77   | 3.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY              | DOW CHEMICAL CO THE                       | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    690000 | PA      | $451132.23    | 1.36%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                         | EQUINIX INC                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1125209.20   | 3.39%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                  | JPMORGAN CHASE CO                         | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1096480.45   | 3.31%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION             | BAT CAPITAL CORP                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    926000 | PA      | $908906.59    | 2.74%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                   | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    782000 | PA      | $699194.61    | 2.11%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION     | CAPITAL ONE FINANCIAL CORP                | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    368000 | PA      | $360958.88    | 1.09%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer