# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001580642-25-004355
**Filing Date:** 2025-7
**Character Count:** 7143
**Document Hash:** 4a7cd44ec084f0481525ab8e182a5afb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-25-004355.hdr.sgml**: 20250721

**ACCESSION NUMBER**: 0001580642-25-004355

**CONFORMED SUBMISSION TYPE**: 24F-2NT

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250721

**DATE AS OF CHANGE**: 20250721

**EFFECTIVENESS DATE**: 20250721

**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:** 24F-2NT
- **SEC ACT:** 1933 Act
- **SEC FILE NUMBER:** 333-170750
- **FILM NUMBER:** 251136302

**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 Nasdaq 7 HANDL(TM) Index ETF (Series ID: S000059719)

---

|  |  |  |
|:---|:---|:---|
| Class Name                                   | Ticker Symbol | Class ID   |
| Strategy Shares Nasdaq 7 HANDL(TM) Index ETF | HNDL          | C000195439 |

---

### Day Hagan Smart Sector ETF (Series ID: S000066772)

---

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

---

### Strategy Shares Newfound/Resolve Robust Momentum ETF (Series ID: S000066847)

---

|  |  |  |
|:---|:---|:---|
| Class Name                                           | Ticker Symbol | Class ID   |
| Strategy Shares Newfound/Resolve Robust Momentum ETF | ROMO          | C000215207 |

---

### Strategy Shares Gold Enhanced Yield ETF (Series ID: S000070448)

---

|  |  |  |
|:---|:---|:---|
| Class Name                              | Ticker Symbol | Class ID   |
| Strategy Shares Gold Enhanced Yield ETF | GOLY          | C000223943 |

---

### Day Hagan Smart Sector Fixed Income ETF (Series ID: S000073631)

---

|  |  |  |
|:---|:---|:---|
| Class Name                              | Ticker Symbol | Class ID   |
| Day Hagan Smart Sector Fixed Income ETF | SSFI          | C000230670 |

---

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

---

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

---

### Eventide High Dividend ETF (Series ID: S000086526)

---

|  |  |  |
|:---|:---|:---|
| Class Name                 | Ticker Symbol | Class ID   |
| Eventide High Dividend ETF | ELCV          | C000252108 |

---

### Day Hagan Smart Buffer ETF (Series ID: S000089262)

---

|  |  |  |
|:---|:---|:---|
| Class Name                 | Ticker Symbol | Class ID   |
| Day Hagan Smart Buffer ETF | DHSB          | C000255777 |

---

### Eventide US Market ETF (Series ID: S000089355)

---

|  |  |  |
|:---|:---|:---|
| Class Name             | Ticker Symbol | Class ID   |
| Eventide US Market ETF | EUSM          | C000255876 |

---

## Series and Classes Contracts Data

### Strategy Shares Nasdaq 7 HANDL(TM) Index ETF (Series ID: S000059719)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000195439 | Strategy Shares Nasdaq 7 HANDL(TM) Index ETF | HNDL            |

### Day Hagan Smart Sector ETF (Series ID: S000066772)

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

### 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            |

### Strategy Shares Gold Enhanced Yield ETF (Series ID: S000070448)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000223943 | Strategy Shares Gold Enhanced Yield ETF | GOLY            |

### Day Hagan Smart Sector Fixed Income ETF (Series ID: S000073631)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000230670 | Day Hagan Smart Sector Fixed Income ETF | SSFI            |

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

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

### Eventide High Dividend ETF (Series ID: S000086526)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000252108 | Eventide High Dividend ETF | ELCV            |

### Day Hagan Smart Buffer ETF (Series ID: S000089262)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000255777 | Day Hagan Smart Buffer ETF | DHSB            |

### Eventide US Market ETF (Series ID: S000089355)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000255876 | Eventide US Market ETF | EUSM            |

## FORM 24F-2NT: Annual Notice of Securities Sold Pursuant to Rule 24f-2

### 24F-2NT: Filer Information

**Filer CIK:** 0001506213

**Is this a LIVE or TEST Filing?:** LIVE

**Filer Investment Company Type:** N-1A

### 24F-2NT: Annual Filing Information

**1. Name and address of issuer:**

- **Name of Issuer:** Strategy Shares

- **Address:** 36 North New York Avenue, Huntington, NY 11743

**2. The Name and EDGAR Identifier of each series or class of securities for which this Form is filed:**

- [ ] Check box if the Form is being filed for all series and classes of the issuer.

**3. Investment Company Act File Number:** 811-22497

   **Securities Act File Number:** 333-170750

**4(a). Last day of fiscal year for which this Form is filed:** 04/30/2025

**4(b). Check box if this Form is being filed late:** [ ]

**4(c). Check box if this is the last time the issuer will be filing this Form:** [ ]

**5. Calculation of registration fee:**

- **(i) Aggregate sale price of securities sold during the fiscal year:** $720318431.00

- **(ii) Aggregate price of securities redeemed or repurchased during the fiscal year:** $788806406.00

- **(iii) Aggregate price of securities redeemed or repurchased during any prior fiscal year:** $440805906.00

- **(iv) Total available redemption credits [add Items 5(ii) and 5(iii)]:** $1229612312.00

- **(v) Net sales:** $0.00

- **(vi) Redemption credits available for use in future years:** $-509293881.00

- **(vii) Multiplier for determining registration fee:** 0.000153100

- **(viii) Registration fee due:** $0.00

**Signatures**

**Name and Title:** James Szilagyi, Treasurer

**Date:** 07/16/2025

**Signature:** /s/ James Szilagyi