# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001752724-25-160053
**Filing Date:** 2025-6
**Character Count:** 8995
**Document Hash:** 6fa273e167d759d5bacfa03fc1a73a53
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160053.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**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:** 251080000

**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:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $38604809.70

**Total Liabilities:** $20192.95

**Net Assets:** $38584616.75

**Cash Not Reported:** $1284649.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236642 | 1.55%                | 0.24%                | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $187825.12               | $359602.48                                 |
| Month 2  | $98232.17                | $-45692.81                                 |
| Month 3  | $-37606.50               | $943201.44                                 |

### 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 MSCI Peru and Global Exposure ETF | ISHARES MSCI PERU AND GLOBAL EXPOSURE ETF | CUSIP: 464289842<br>LEI: N/A                  | Long             |  | RF                | US        |     51525 | NS      | $2284103.25   | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Shares MSCI Hong Kong ETF                 | ISHARES MSCI HONG KONG ETF                | CUSIP: 464286871<br>LEI: 5493006QGDOVMY5SAY54 | Long             |  | RF                | US        |    128246 | NS      | $2246869.92   | 5.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE Japan ETF                   | FRANKLIN FTSE JAPAN ETF                   | CUSIP: 35473P744<br>LEI: N/A                  | Long             |  | RF                | US        |    171793 | NS      | $5249994.08   | 13.61%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI France ETF                   | ISHARES MSCI FRANCE ETF                   | CUSIP: 464286707<br>LEI: N/A                  | Long             |  | RF                | US        |     64959 | NS      | $2665917.36   | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Chile ETF                    | ISHARES MSCI CHILE ETF                    | CUSIP: 464286640<br>LEI: 5493008SR8ZGY2IJU464 | Long             |  | RF                | US        |      3234 | NS      | $100674.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Taiwan ETF                   | ISHARES MSCI TAIWAN ETF                   | CUSIP: 46434G772<br>LEI: N/A                  | Long             |  | RF                | US        |     48996 | NS      | $2326330.08   | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                   | ISHARES MSCI CANADA ETF                   | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             |  | RF                | US        |     58343 | NS      | $2476660.35   | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Australia ETF                | ISHARES MSCI AUSTRALIA ETF                | CUSIP: 464286103<br>LEI: 549300X7CW3B8850WA94 | Long             |  | RF                | US        |     71038 | NS      | $1752507.46   | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Switzerland ETF              | ISHARES MSCI SWITZERLAND ETF              | CUSIP: 464286749<br>LEI: N/A                  | Long             |  | RF                | US        |     62101 | NS      | $3344759.86   | 8.67%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Israel ETF                   | ISHARES INC ISHARES MSCI ISRAEL ETF       | CUSIP: 464286632<br>LEI: N/A                  | Long             |  | RF                | US        |      1168 | NS      | $91530.32     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI United Kingdom ETF           | ISHARES MSCI UNITED KINGDOM ETF           | CUSIP: 46435G334<br>LEI: 549300D5PVRLB9ULJS58 | Long             |  | RF                | US        |     86885 | NS      | $3310318.50   | 8.58%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Sweden ETF                   | ISHARES MSCI SWEDEN ETF                   | CUSIP: 464286756<br>LEI: N/A                  | Long             |  | RF                | US        |     53891 | NS      | $2351803.24   | 6.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Thailand ETF                 | ISHARES MSCI THAILAND ETF                 | CUSIP: 464286624<br>LEI: N/A                  | Long             |  | RF                | US        |      1733 | NS      | $95003.06     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Germany ETF                  | ISHARES MSCI GERMANY ETF                  | CUSIP: 464286806<br>LEI: 5493004D0K60CDIFRQ61 | Long             |  | RF                | US        |     89589 | NS      | $3537869.61   | 9.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE India ETF                   | FRANKLIN FTSE INDIA ETF                   | CUSIP: 35473P769<br>LEI: N/A                  | Long             |  | RF                | US        |     64510 | NS      | $2469442.80   | 6.40%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                    | ISHARES MSCI CHINA ETF                    | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             |  | RF                | US        |     58389 | NS      | $3016375.74   | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer