# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005291
**Filing Date:** 2026-6
**Character Count:** 5201
**Document Hash:** b87780320892fdea724de3e164f42368
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005291.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005291

**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:** 261120265

**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:** 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:** $25698015.93

**Total Liabilities:** $26607.40

**Net Assets:** $25671408.53

**Cash Not Reported:** $94396.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215207 | 4.01%                | -7.94%               | 4.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $415485.07               | $672109.19                                 |
| Month 2  | $-69577.76               | $-2111368.34                               |
| Month 3  | $-87810.94               | $1170435.53                                |

### 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 S&P 500 ETF            | ISHARES CORE S P 500 ETF            | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |      2730 | NS      | $1971251.10   | 7.68%             |  |  |  | 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        |     15210 | NS      | $1444645.80   | 5.63%             |  |  |  | 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        |     20202 | NS      | $1666260.96   | 6.49%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF          | ISHARES CORE MSCI EAFE ETF          | CUSIP: 46432F842<br>LEI: N/A                  | Long             |  | RF                | US        |    214656 | NS      | $20508234.24  | 79.89%            |  |  |  | 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