# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-25-003361
**Filing Date:** 2025-12
**Character Count:** 12521
**Document Hash:** 6cff1f6467bbdb53f5a9e48d42f62912
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-003361.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001004726-25-003361

**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:** 251604402

**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:** 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:** $897610763.64

**Total Liabilities:** $232297246.27

**Net Assets:** $665313517.37

**Cash Not Reported:** $4175763.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195439 | 1.51%                | 2.56%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2178838.72              | $4401250.42                                |
| Month 2  | $2287640.37              | $9023509.03                                |
| Month 3  | $1780004.45              | $-18395.18                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HNDL TRS N7HNDLT EQ                             | HNDL TRS N7HNDLT EQ                             | CUSIP: N7HNDLTB1<br>LEI: N/A                  | Long             | DE               |  | US        |    106496 | OU      | $2135110.74   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio Aggregate Bond ETF  | STATE STREET SPDR PORTFOLIO AG                  | CUSIP: 78464A649<br>LEI: N/A                  | Long             |  | RF                | US        |   2891981 | NS      | $75017987.14  | 11.28%            |  |  |  | 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        |    534226 | NS      | $12319251.56  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | UNITED STATES TREASURY BILL                     | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9960000 | PA      | $9876834.00   | 1.48%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPDR Portfolio S&P 500 ETF                      | SPDR SERIES TRUST PORTFOL                       | CUSIP: 78464A854<br>LEI: N/A                  | Long             |  | RF                | US        |    202946 | NS      | $16284387.04  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | UNITED STATES TREASURY BILL                     | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4985000 | PA      | $4971622.90   | 0.75%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WisdomTree US Efficient Core Fund               | WISDOMTREE US EFFICIENT CORE F                  | CUSIP: 97717Y790<br>LEI: N/A                  | Long             |  | RF                | US        |    683458 | NS      | $37713212.44  | 5.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard 500 Index Fund                         | VANGUARD S P 500 ETF                            | CUSIP: 922908363<br>LEI: N/A                  | Long             |  | RF                | US        |     23876 | NS      | $14971207.04  | 2.25%             |  |  |  | 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        |    784931 | NS      | $45965559.36  | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation Index Fund       | VANGUARD DIVIDEND APPRECIATION ETF              | CUSIP: 921908844<br>LEI: N/A                  | Long             |  | RF                | US        |    188031 | NS      | $40814008.86  | 6.13%             |  |  |  | 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        |    746125 | NS      | $75015407.50  | 11.28%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Equity Premium Income ETF              | JPMORGAN EQUITY PREMIUM INCOME ETF              | CUSIP: 46641Q332<br>LEI: N/A                  | Long             |  | RF                | US        |    501396 | NS      | $28519404.48  | 4.29%             |  |  |  | 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        |     23876 | NS      | $16360551.48  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | UNITED STATES TREASURY BILL                     | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1483164.15   | 0.22%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DFA Dimensional Core Fixed Income ETF           | DIMENSIONAL CORE FIXED INCOME ETF               | CUSIP: 25434V872<br>LEI: N/A                  | Long             |  | RF                | US        |    382016 | NS      | $16361745.28  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF | STATE STREET SPDR PORTFOLIO HIGH YIELD BOND ETF | CUSIP: 78468R606<br>LEI: N/A                  | Long             |  | RF                | US        |   1029653 | NS      | $24505741.40  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Taxable Municipal Bond ETF              | INVESCO TAXABLE MUNICIPAL BOND                  | CUSIP: 46138G805<br>LEI: N/A                  | Long             |  | RF                | US        |    149225 | NS      | $4090257.25   | 0.61%             |  |  |  | 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        |   1005777 | NS      | $75010848.66  | 11.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Global X Us Preferred Etf                       | GLOBAL X US PREFERRED ETF                       | CUSIP: 37954Y657<br>LEI: N/A                  | Long             |  | RF                | US        |   1056513 | NS      | $20274484.47  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR Fund               | UTILITIES SELECT SECTOR SPDR FUND               | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |    516326 | NS      | $46004646.60  | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                                 | ISHARES MBS ETF                                 | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             |  | RF                | US        |     83566 | NS      | $7984731.30   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | UNITED STATES TREASURY BILL                     | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3422743.35   | 0.51%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Schwab US REIT ETF                              | SCHWAB U S REIT ETF                             | CUSIP: 808524847<br>LEI: N/A                  | Long             |  | RF                | US        |   1525080 | NS      | $32163937.20  | 4.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco NASDAQ 100 ETF                          | INVESCO NASDAQ 100 ETF                          | CUSIP: 46138G649<br>LEI: N/A                  | Long             |  | RF                | US        |    194000 | NS      | $50238240.00  | 7.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HNDL TRS N7HNDLT EQ                             | HNDL TRS N7HNDLT EQ                             | CUSIP: N7HNDLTC1<br>LEI: N/A                  | Long             | DE               |  | US        |     37251 | OU      | $746842.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer