# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001752724-25-160050
**Filing Date:** 2025-6
**Character Count:** 12336
**Document Hash:** 5ac727fc39100462e42143cf845fe0a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160050.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160050

**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:** 251079997

**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 Nasdaq 7 HANDL(TM) Index ETF (Series ID: S000059719)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000195439 | Strategy Shares Nasdaq 7 HANDL(TM) Index ETF | HNDL            |

## 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 NASDAQ 7HANDL Index ETF

- **b. EDGAR series identifier (if any):** S000059719

- **c. LEI of Series:** 549300L5NDMV21TEOR35

**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:** $679296891.03

**Total Liabilities:** $491763.52

**Net Assets:** $678805127.51

**Cash Not Reported:** $4686833.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195439 | 1.37%                | -2.73%               | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $993855.91               | $5508842.50                                |
| Month 2  | $-466232.00              | $-15529506.74                              |
| Month 3  | $-1539498.73             | $-4252971.26                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares MBS ETF                           | ISHARES MBS ETF                                | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             |  | RF                | US        |     43197 | NS      | $4051446.63   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                  | UNITED STATES TREASURY BILL                    | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9960000 | PA      | $9678921.33   | 1.43%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ 7 HANDL ETF TOTAL RETURN SWAP      | NASDAQ 7 HANDL ETF TOTAL RETURN SWAP 1/11/2021 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 176755371 | OU      | $6574315.06   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Portfolio Aggregate Bond ETF         | SPDR PORTFOLIO AGGREGATE BOND ETF              | CUSIP: 78464A649<br>LEI: N/A                  | Long             |  | RF                | US        |   2954413 | NS      | $75485252.15  | 11.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Global X MLP & Energy Infrastructure ETF  | GLOBAL X MLP ENERGY INFRASTRUCTURE ETF         | CUSIP: 37954Y293<br>LEI: N/A                  | Long             |  | RF                | US        |    784091 | NS      | $47163073.65  | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco NASDAQ 100 ETF                    | INVESCO NASDAQ 100 ETF                         | CUSIP: 46138G649<br>LEI: N/A                  | Long             |  | RF                | US        |    251328 | NS      | $49222588.80  | 7.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Taxable Municipal Bond ETF        | INVESCO TAXABLE MUNICIPAL BOND                 | CUSIP: 46138G805<br>LEI: N/A                  | Long             |  | RF                | US        |    466004 | NS      | $12358426.08  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation Index Fund | VANGUARD DIVIDEND APPRECIATION ETF             | CUSIP: 921908844<br>LEI: N/A                  | Long             |  | RF                | US        |    234311 | NS      | $44760430.33  | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                  | UNITED STATES TREASURY BILL                    | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4985000 | PA      | $4870905.11   | 0.72%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares Core US Aggregate Bond ETF        | ISHARES CORE U S AGGREGATE BOND ETF            | CUSIP: 464287226<br>LEI: N/A                  | Long             |  | RF                | US        |    763147 | NS      | $75566815.94  | 11.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                  | UNITED STATES TREASURY BILL                    | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4845854.15   | 0.71%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                  | ISHARES CORE S P 500 ETF                       | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |     28798 | NS      | $16068132.08  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                  | UNITED STATES TREASURY BILL                    | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4959213.35   | 0.73%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanguard 500 Index Fund                   | VANGUARD S P 500 ETF                           | CUSIP: 922908363<br>LEI: N/A                  | Long             |  | RF                | US        |     31416 | NS      | $16013991.84  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio S&P 500 ETF                | SPDR PORTFOLIO S P 500 ETF                     | CUSIP: 78464A854<br>LEI: N/A                  | Long             |  | RF                | US        |    246092 | NS      | $16045198.40  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Equity Premium Income ETF        | JPMORGAN EQUITY PREMIUM INCOME ETF             | CUSIP: 46641Q332<br>LEI: N/A                  | Long             |  | RF                | US        |    507892 | NS      | $28233716.28  | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Us Preferred Etf                 | GLOBAL X US PREFERRED ETF                      | CUSIP: 37954Y657<br>LEI: N/A                  | Long             |  | RF                | US        |   1089088 | NS      | $20398618.24  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Total Bond Market Index Fund     | VANGUARD TOTAL BOND MARKET ETF                 | CUSIP: 921937835<br>LEI: N/A                  | Long             |  | RF                | US        |   1027565 | NS      | $75526027.50  | 11.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 7 HANDL ETF TOTAL RETURN SWAP      | NASDAQ 7 HANDL ETF TOTAL RETURN SWAP 1/11/2021 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  53322828 | OU      | $1983180.13   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree US Efficient Core Fund         | WISDOMTREE US EFFICIENT CORE F                 | CUSIP: 97717Y790<br>LEI: N/A                  | Long             |  | RF                | US        |    914991 | NS      | $41531441.49  | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DFA Dimensional Core Fixed Income ETF     | DIMENSIONAL CORE FIXED INCOME ETF              | CUSIP: 25434V872<br>LEI: N/A                  | Long             |  | RF                | US        |    394009 | NS      | $16528677.55  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR Fund         | UTILITIES SELECT SECTOR SPDR FUND              | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |    420189 | NS      | $33152912.10  | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab 5-10 Year Corporate Bond ETF       | SCHWAB 5 10 YEAR CORPORATE BOND ETF            | CUSIP: 808524698<br>LEI: N/A                  | Long             |  | RF                | US        |    369138 | NS      | $8283456.72   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio High Yield Bond ETF        | SPDR PORTFOLIO HIGH YIELD BOND ETF             | CUSIP: 78468R606<br>LEI: N/A                  | Long             |  | RF                | US        |   1065526 | NS      | $24773479.50  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US REIT ETF                        | SCHWAB U S REIT ETF                            | CUSIP: 808524847<br>LEI: N/A                  | Long             |  | RF                | US        |   1735734 | NS      | $36502486.02  | 5.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer