# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005298
**Filing Date:** 2026-6
**Character Count:** 19860
**Document Hash:** 454b6e7205c6192161e83b42806da386
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005298.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005298

**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:** 261120272

**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

### Eventide High Dividend ETF (Series ID: S000086526)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000252108 | Eventide High Dividend ETF | ELCV            |

## 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:** Eventide High Dividend ETF

- **b. EDGAR series identifier (if any):** S000086526

- **c. LEI of Series:** 254900CWVE5VCN9P4157

**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:** $222454472.94

**Total Liabilities:** $1729315.45

**Net Assets:** $220725157.49

**Cash Not Reported:** $1769718.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252108 | 6.08%                | -2.53%               | 7.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $495433.97               | $8821863.49                                |
| Month 2  | $215680.72               | $-4895628.50                               |
| Month 3  | $-634529.16              | $13498244.74                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB Ltd                                            | ABB LTD                                   | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             |  | CORP              | CH        |     17243 | NS      | $1732231.78   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.              | AMERICAN ELECTRIC POWER CO INC            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     31923 | NS      | $4376962.53   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                           | AMERICAN EXPRESS CO                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      6964 | NS      | $2249720.20   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP REIT                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     15018 | NS      | $2743938.78   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     23898 | NS      | $8274682.50   | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                               | BAKER HUGHES CO                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39720 | NS      | $2767292.40   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     14485 | NS      | $6046473.55   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                   | CATERPILLAR INC                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7575 | NS      | $6742583.25   | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                              | CHENIERE ENERGY INC                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3781 | NS      | $1039585.95   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                     | CONOCOPHILLIPS                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     41716 | NS      | $5247038.48   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                  | CONSTELLATION ENERGY CORP                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      7578 | NS      | $2371914.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                             | DELL TECHNOLOGIES INC                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     16969 | NS      | $3545672.55   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                           | DIAMONDBACK ENERGY INC                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     22049 | NS      | $4533935.87   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                            | DUKE ENERGY CORP                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     31025 | NS      | $4019288.75   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                      | ENBRIDGE INC                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    127614 | NS      | $7072367.88   | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     92974 | NS      | $10962564.34  | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | EXXON MOBIL CORP                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     50848 | NS      | $7847371.84   | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                   | FASTENAL CO                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     75072 | NS      | $3372984.96   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     41766 | NS      | $2120042.16   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                    | GE VERNOVA LLC                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6403 | NS      | $6937394.38   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                | HALLIBURTON CO                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    113532 | NS      | $4802403.60   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                               | HOME DEPOT INC THE                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     21518 | NS      | $7075118.40   | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                 | HUNTINGTON BANCSHARES INC                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    405141 | NS      | $6790163.16   | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                        | INTERNATIONAL PAPER CO                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1536 | NS      | $46725.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                    | KLA CORP                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2588 | NS      | $4529905.80   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES, INC.                          | KODIAK GAS SERVICES INC                   | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15871 | NS      | $1076053.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                           | LAM RESEARCH CORP                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     15134 | NS      | $3902453.24   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                             | LOWE S COS INC                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     20118 | NS      | $4803977.22   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9277 | NS      | $4797693.32   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                       | NASDAQ INC                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     63681 | NS      | $5852920.71   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                               | NEXTERA ENERGY INC                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     52411 | NS      | $5129988.68   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     26805 | NS      | $2478390.30   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                     | PROLOGIS INC                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     82812 | NS      | $11760960.24  | 5.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                              | QUANTA SERVICES INC                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3705 | NS      | $2696387.85   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                      | REGIONS FINANCIAL CORP                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    191765 | NS      | $5474890.75   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                               | THE SOUTHERN COMPANY                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     22618 | NS      | $2187160.60   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             |  | CORP              | TW        |     11615 | NS      | $4600236.90   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                              | TARGA RESOURCES CORP                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     22115 | NS      | $5751669.20   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                              | TC ENERGY CORP                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     80200 | NS      | $5367786.00   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                          | VALERO ENERGY CORP                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4236 | NS      | $1069928.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                       | VISTRA ENERGY CORP                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     18486 | NS      | $2917830.24   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC.                              | WEC ENERGY GROUP                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     41182 | NS      | $4857005.08   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                       | WILLIAMS COS INC                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    118536 | NS      | $9045482.16   | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                   | MEDTRONIC PLC                             | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     66771 | NS      | $5406447.87   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | ROYALTY PHARMA PLC                        | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |    140682 | NS      | $7046761.38   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY | SEAGATE TECHNOLOGY HOLD                   | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      2233 | NS      | $1504238.12   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                             | TRANE TECHNOLOGIES PLC                    | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      8555 | NS      | $4213679.70   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer