# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-25-003351
**Filing Date:** 2025-12
**Character Count:** 9467
**Document Hash:** b7f25799d33722f7f69cc5a593669d45
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-003351.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001004726-25-003351

**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:** 251604392

**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 ETF (Series ID: S000066772)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000215105 | Day Hagan Smart Sector ETF | SSUS            |

## 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 ETF

- **b. EDGAR series identifier (if any):** S000066772

- **c. LEI of Series:** 2549003QZURA12OC4439

**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:** $573161203.21

**Total Liabilities:** $327367.11

**Net Assets:** $572833836.10

**Cash Not Reported:** $13427648.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215105 | 2.08%                | 3.65%                | 1.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27533318.20             | $-16526693.75                              |
| Month 2  | $2165008.40              | $16616098.55                               |
| Month 3  | $678721.87               | $9936197.01                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC.                                                    | ALPHABET INC                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8318 | NS      | $2338938.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Staples Select Sector SPDR Fund                         | CONSUMER STAPLES SELECT SECTOR SPDR FUND       | CUSIP: 81369Y308<br>LEI: N/A                  | Long             |  | RF                | US        |    359544 | NS      | $27426016.32  | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                             | META PLATFORMS INC                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2121 | NS      | $1375150.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Select Sector SPDR Fund                               | INDUSTRIAL SELECT SECTOR SPDR FUND             | CUSIP: 81369Y704<br>LEI: N/A                  | Long             |  | RF                | US        |     84549 | NS      | $13110167.94  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Discretionary Select Sector SPDR Fund                   | CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND | CUSIP: 81369Y407<br>LEI: N/A                  | Long             |  | RF                | US        |    208541 | NS      | $50035242.13  | 8.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Select Sector SPDR Fund                                   | ENERGY SELECT SECTOR SPDR FUND                 | CUSIP: 81369Y506<br>LEI: N/A                  | Long             |  | RF                | US        |     10691 | NS      | $942197.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Materials Select Sector SPDR Fund                                | MATERIALS SELECT SECTOR SPDR FUND              | CUSIP: 81369Y100<br>LEI: N/A                  | Long             |  | RF                | US        |     21381 | NS      | $1831710.27   | 0.32%             |  |  |  | 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        |    209618 | NS      | $143636542.14 | 25.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR Fund                                | UTILITIES SELECT SECTOR SPDR FUND              | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |     94468 | NS      | $8417098.80   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Estate Select Sector SPDR Fund                              | REAL ESTATE SELECT SECTOR SPDR FUND            | CUSIP: 81369Y860<br>LEI: 549300SPMSTD3BRHL041 | Long             |  | RF                | US        |    183973 | NS      | $7524495.70   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                               | NVIDIA CORP                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15111 | NS      | $3059826.39   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard World Fund - Vanguard Information Technology Index Fund | VANGUARD INFORMATION TECHNOLOGY ETF            | CUSIP: 92204A702<br>LEI: J2NTZGJBERBYMUMBIE74 | Long             |  | RF                | US        |    191289 | NS      | $151732347.69 | 26.49%            |  |  |  | No            |                  1 | On Loan: No      |
| The Financial Select Sector SPDR Fund                            | FINANCIAL SELECT SECTOR SPDR FUND              | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             |  | RF                | US        |    978662 | NS      | $51252528.94  | 8.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Health Care Index Fund                                  | VANGUARD HEALTH CARE ETF                       | CUSIP: 92204A504<br>LEI: N/A                  | Long             |  | RF                | US        |    149151 | NS      | $40327447.38  | 7.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Communication Services Select Sector SPDR Fund                   | COMMUNICATION SERVICES SELECT SECTOR SPDR FUND | CUSIP: 81369Y852<br>LEI: 549300RPODKQJE2HDW24 | Long             |  | RF                | US        |    323141 | NS      | $37099818.21  | 6.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco S&P 500 Equal Weight ETF                                 | INVESCO S P 500 EQUAL WEIGHT                   | CUSIP: 46137V357<br>LEI: 549300F8VBQFIX481R47 | Long             |  | RF                | US        |    104422 | NS      | $19624026.46  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer