# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005286
**Filing Date:** 2026-6
**Character Count:** 7797
**Document Hash:** e729d16b37b9007e7cfe02a0dc7ab547
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005286.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005286

**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:** 261120260

**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

### Day Hagan Smart Sector International ETF (Series ID: S000076645)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000236642 | Day Hagan Smart Sector International ETF | SSXU            |

## 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:** Day Hagan Smart Sector International ETF

- **b. EDGAR series identifier (if any):** S000076645

- **c. LEI of Series:** 254900N8RAWUPRPH8O50

**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:** $34352570.59

**Total Liabilities:** $19591.96

**Net Assets:** $34332978.63

**Cash Not Reported:** $385235.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236642 | 3.99%                | -7.83%               | 5.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1228883.42              | $469357.38                                 |
| Month 2  | $973914.75               | $-4164931.35                               |
| Month 3  | $654.95                  | $1749832.97                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Franklin FTSE United Kingdom ETF | FRANKLIN FTSE UNITED KINGDOM ETF | CUSIP: 35473P678<br>LEI: N/A                  | Long             |  | RF                | US        |    120091 | NS      | $4329280.55   | 12.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE Japan ETF          | FRANKLIN FTSE JAPAN ETF          | CUSIP: 35473P744<br>LEI: N/A                  | Long             |  | RF                | US        |    177998 | NS      | $6778163.84   | 19.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE India ETF          | FRANKLIN FTSE INDIA ETF          | CUSIP: 35473P769<br>LEI: N/A                  | Long             |  | RF                | US        |     65638 | NS      | $2321616.06   | 6.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE Canada ETF         | FRANKLIN FTSE CANADA ETF         | CUSIP: 35473P827<br>LEI: N/A                  | Long             |  | RF                | US        |     78486 | NS      | $4107172.38   | 11.96%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Australia ETF       | ISHARES MSCI AUSTRALIA ETF       | CUSIP: 464286103<br>LEI: 549300X7CW3B8850WA94 | Long             |  | RF                | US        |     54056 | NS      | $1594111.44   | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Chile ETF           | ISHARES MSCI CHILE ETF           | CUSIP: 464286640<br>LEI: 5493008SR8ZGY2IJU464 | Long             |  | RF                | US        |     56146 | NS      | $2344656.96   | 6.83%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI France ETF          | ISHARES MSCI FRANCE ETF          | CUSIP: 464286707<br>LEI: N/A                  | Long             |  | RF                | US        |     21995 | NS      | $997033.35    | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Switzerland ETF     | ISHARES MSCI SWITZERLAND ETF     | CUSIP: 464286749<br>LEI: N/A                  | Long             |  | RF                | US        |     14577 | NS      | $894590.49    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Sweden ETF          | ISHARES MSCI SWEDEN ETF          | CUSIP: 464286756<br>LEI: N/A                  | Long             |  | RF                | US        |     45490 | NS      | $2351833.00   | 6.85%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Germany ETF         | ISHARES MSCI GERMANY ETF         | CUSIP: 464286806<br>LEI: 5493004D0K60CDIFRQ61 | Long             |  | RF                | US        |     20957 | NS      | $885642.82    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Netherlands ETF     | ISHARES MSCI NETHERLANDS ETF     | CUSIP: 464286814<br>LEI: N/A                  | Long             |  | RF                | US        |     38103 | NS      | $2389248.62   | 6.96%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI New Zealand ETF     | ISHARES MSCI NEW ZEALAND ETF     | CUSIP: 464289123<br>LEI: N/A                  | Long             |  | RF                | US        |     51990 | NS      | $2319835.39   | 6.76%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF           | ISHARES MSCI CHINA ETF           | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             |  | RF                | US        |     46103 | NS      | $2654149.71   | 7.73%             |  |  |  | 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