# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-25-003356
**Filing Date:** 2025-12
**Character Count:** 8574
**Document Hash:** 43385af42e6ba33719c3edbf1184342a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-003356.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001004726-25-003356

**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:** 251604397

**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:** 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:** $37190497.02

**Total Liabilities:** $21388.33

**Net Assets:** $37169108.69

**Cash Not Reported:** $344490.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236642 | 4.90%                | 2.91%                | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $331949.63               | $1615619.31                                |
| Month 2  | $1674979.68              | $-498291.44                                |
| Month 3  | $675228.04               | $-172644.41                                |

### 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 Switzerland ETF                     | ISHARES MSCI SWITZERLAND ETF                     | CUSIP: 464286749<br>LEI: N/A                  | Long             |  | RF                | US        |     16867 | NS      | $933757.12    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Thailand ETF                        | ISHARES MSCI THAILAND ETF                        | CUSIP: 464286624<br>LEI: N/A                  | Long             |  | RF                | US        |     37341 | NS      | $2266598.70   | 6.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Canada ETF                          | ISHARES MSCI CANADA ETF                          | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             |  | RF                | US        |     55042 | NS      | $2792831.08   | 7.51%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Philippines ETF                     | ISHARES MSCI PHILIPPINES ETF                     | CUSIP: 46429B408<br>LEI: N/A                  | Long             |  | RF                | US        |     88641 | NS      | $2176136.55   | 5.85%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Germany ETF                         | ISHARES MSCI GERMANY ETF                         | CUSIP: 464286806<br>LEI: 5493004D0K60CDIFRQ61 | Long             |  | RF                | US        |     54140 | NS      | $2205122.20   | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Australia ETF                       | ISHARES MSCI AUSTRALIA ETF                       | CUSIP: 464286103<br>LEI: 549300X7CW3B8850WA94 | Long             |  | RF                | US        |     79605 | NS      | $2131025.85   | 5.73%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Poland ETF                          | ISHARES MSCI POLAND ETF                          | CUSIP: 46429B606<br>LEI: N/A                  | Long             |  | RF                | US        |     67579 | NS      | $2278088.09   | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI France ETF                          | ISHARES MSCI FRANCE ETF                          | CUSIP: 464286707<br>LEI: N/A                  | Long             |  | RF                | US        |     25558 | NS      | $1131708.24   | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI India ETF                           | ISHARES MSCI INDIA ETF                           | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             |  | RF                | US        |     42549 | NS      | $2296369.53   | 6.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg 1 3 Month T Bill ETF | STATE STREET SPDR BLOOMBERG 1 3 MONTH T BILL ETF | CUSIP: 78468R663<br>LEI: N/A                  | Long             |  | RF                | US        |     13658 | NS      | $1253258.08   | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                           | ISHARES MSCI CHINA ETF                           | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             |  | RF                | US        |     79098 | NS      | $5028259.86   | 13.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE Japan ETF                          | FRANKLIN FTSE JAPAN ETF                          | CUSIP: 35473P744<br>LEI: N/A                  | Long             |  | RF                | US        |    199286 | NS      | $7104545.90   | 19.11%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Chile ETF                           | ISHARES MSCI CHILE ETF                           | CUSIP: 464286640<br>LEI: 5493008SR8ZGY2IJU464 | Long             |  | RF                | US        |     68179 | NS      | $2408082.28   | 6.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin FTSE United Kingdom ETF                 | FRANKLIN FTSE UNITED KINGDOM ETF                 | CUSIP: 35473P678<br>LEI: N/A                  | Long             |  | RF                | US        |     86645 | NS      | $2840223.10   | 7.64%             |  |  |  | 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