# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005299
**Filing Date:** 2026-6
**Character Count:** 11641
**Document Hash:** 0f7886bd8abaeb38a8454b71d6f3529e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005299.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**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:** 261120273

**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:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $824004346.14

**Total Liabilities:** $178832773.27

**Net Assets:** $645171572.87

**Cash Not Reported:** $4110012.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195439 | 3.07%                | -3.68%               | 4.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1187270.49              | $12429483.92                               |
| Month 2  | $803680.01               | $-19539000.73                              |
| Month 3  | $192923.82               | $22356172.39                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DFA Dimensional Core Fixed Income ETF         | DIMENSIONAL CORE FIXED INCOME ETF             | CUSIP: 25434V872<br>LEI: N/A                  | Long             |  | RF                | US        |    368225 | NS      | $15553824.00  | 2.41%             |  |  |  | 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        |    631655 | NS      | $47929981.40  | 7.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Us Preferred Etf                     | GLOBAL X US PREFERRED ETF                     | CUSIP: 37954Y657<br>LEI: N/A                  | Long             |  | RF                | US        |   1271793 | NS      | $24278528.37  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco NASDAQ 100 ETF                        | INVESCO NASDAQ 100 ETF                        | CUSIP: 46138G649<br>LEI: N/A                  | Long             |  | RF                | US        |    189778 | NS      | $52169972.20  | 8.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Taxable Municipal Bond ETF            | INVESCO TAXABLE MUNICIPAL BOND                | CUSIP: 46138G805<br>LEI: N/A                  | Long             |  | RF                | US        |    433373 | NS      | $11614396.40  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                      | ISHARES CORE S P 500 ETF                      | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |     22660 | NS      | $16362106.20  | 2.54%             |  |  |  | No            |                  1 | 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        |    713790 | NS      | $70736589.00  | 10.96%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Equity Premium Income ETF            | JPMORGAN EQUITY PREMIUM INCOME ETF            | CUSIP: 46641Q332<br>LEI: N/A                  | Long             |  | RF                | US        |    549505 | NS      | $31645992.95  | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio S&P 500 ETF       | SPDR SERIES TRUST PORTFOL                     | CUSIP: 78464A854<br>LEI: N/A                  | Long             |  | RF                | US        |    198275 | NS      | $16766134.00  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab High Yield Bond ETF                    | SCHWAB HIGH YIELD BOND ETF                    | CUSIP: 808524631<br>LEI: N/A                  | Long             |  | RF                | US        |    300245 | NS      | $7893441.05   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US Aggregate Bond ETF                  | SCHWAB U S AGGREGATE BOND ETF                 | CUSIP: 808524839<br>LEI: N/A                  | Long             |  | RF                | US        |   3056275 | NS      | $70875017.25  | 10.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US REIT ETF                            | SCHWAB U S REIT ETF                           | CUSIP: 808524847<br>LEI: N/A                  | Long             |  | RF                | US        |   1271793 | NS      | $29785392.06  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Utilities Select Sector SPDR ETF | STATE STREET UTILITIES SELECT SECTOR SPDR ETF | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |    934725 | NS      | $43791866.25  | 6.79%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                      | UNITED STATES TREASURY BILL                   | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3485650.00   | 0.54%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                      | UNITED STATES TREASURY BILL                   | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6817385.54   | 1.06%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation Index Fund     | VANGUARD DIVIDEND APPRECIATION ETF            | CUSIP: 921908844<br>LEI: N/A                  | Long             |  | RF                | US        |    161460 | NS      | $36927516.60  | 5.72%             |  |  |  | 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        |    963050 | NS      | $70784175.00  | 10.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mortgage-Backed Secs Idx Fund        | VANGUARD MORTGAGE BACKED SECURITIES ETF       | CUSIP: 92206C771<br>LEI: N/A                  | Long             |  | RF                | US        |     82150 | NS      | $3853656.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Intermediate Term Corporate Bond Etf | VANGUARD INTERMEDIATE TERM CORPORATE BOND ETF | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |    235098 | NS      | $19477869.30  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard 500 Index Fund                       | VANGUARD S P 500 ETF                          | CUSIP: 922908363<br>LEI: N/A                  | Long             |  | RF                | US        |     22660 | NS      | $14968742.80  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree US Efficient Core Fund             | WISDOMTREE US EFFICIENT CORE F                | CUSIP: 97717Y790<br>LEI: N/A                  | Long             |  | RF                | US        |    747780 | NS      | $42638415.60  | 6.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HNDL TRS N7HNDLT EQ                           | HNDL TRS N7HNDLT EQ                           | CUSIP: N7HNDLTB2<br>LEI: N/A                  | Long             | DE               |  | US        |     74261 | OU      | $2427756.97   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HNDL TRS N7HNDLT EQ                           | HNDL TRS N7HNDLT EQ                           | CUSIP: N7HNDLTC2<br>LEI: N/A                  | Long             | DE               |  | US        |     31251 | OU      | $1144180.85   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer