# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-25-003352
**Filing Date:** 2025-12
**Character Count:** 5541
**Document Hash:** d99c68eaeaaf45656a100f144f5c786c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-003352.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001004726-25-003352

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**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:** 251604393

**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 Newfound/Resolve Robust Momentum ETF (Series ID: S000066847)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000215207 | Strategy Shares Newfound/Resolve Robust Momentum ETF | ROMO            |

## 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 Newfound/Resolve Robust Momentum ETF

- **b. EDGAR series identifier (if any):** S000066847

- **c. LEI of Series:** 254900UDJNO1RQ96LH30

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**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:** $29563013.59

**Total Liabilities:** $34838.13

**Net Assets:** $29528175.46

**Cash Not Reported:** $135957.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215207 | 3.41%                | 2.72%                | 2.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $95336.73                | $836197.22                                 |
| Month 2  | $253675.25               | $501970.87                                 |
| Month 3  | $152107.19               | $471707.00                                 |

### 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 Core MSCI EAFE ETF             | ISHARES CORE MSCI EAFE ETF             | CUSIP: 46432F842<br>LEI: N/A                  | Long             |  | RF                | US        |    116272 | NS      | $10242400.48  | 34.69%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF | ISHARES CORE MSCI EMERGING MARKETS ETF | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |    108016 | NS      | $7374252.32   | 24.97%            |  |  |  | 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        |     17028 | NS      | $11668096.44  | 39.52%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares 7-10 Year Treasury Bond ETF    | ISHARES 7 10 YEAR TREASURY BOND ETF    | CUSIP: 464287440<br>LEI: N/A                  | Long             |  | RF                | US        |      1204 | NS      | $116607.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 1-3 Year Treasury Bond ETF     | ISHARES 1 3 YEAR TREASURY BOND ETF     | CUSIP: 464287457<br>LEI: 549300W0WX9TL4G6HM56 | Long             |  | RF                | US        |        86 | NS      | $7136.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer