# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005290
**Filing Date:** 2026-6
**Character Count:** 11995
**Document Hash:** 8cfd0e6b48bde3963b0985700bcb363a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005290.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005290

**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:** 261120264

**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:** 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:** $553699590.55

**Total Liabilities:** $298023.33

**Net Assets:** $553401567.22

**Cash Not Reported:** $2562175.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215105 | -0.06%               | -5.40%               | 11.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3899210.23              | $-3921158.36                               |
| Month 2  | $2590244.91              | $-32984070.65                              |
| Month 3  | $3034371.60              | $53313106.14                               |

### 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        |     43249 | NS      | $16642215.20  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                       | APPLE INC                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     39398 | NS      | $10690647.30  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                             | META PLATFORMS INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17246 | NS      | $10552999.86  | 1.91%             |  |  |  | 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        |     78069 | NS      | $15882357.36  | 2.87%             |  |  |  | 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        |    182428 | NS      | $131725785.96 | 23.80%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                            | MICROSOFT CORP                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     26822 | NS      | $10937475.16  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                               | NVIDIA CORP                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     57793 | NS      | $11533749.01  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Materials Select Sector SPDR ETF                    | STATE STREET MATERIALS SELECT SECTOR SPDR ETF      | CUSIP: 81369Y100<br>LEI: N/A                  | Long             |  | RF                | US        |    133577 | NS      | $6875208.19   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF                  | STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF    | CUSIP: 81369Y209<br>LEI: N/A                  | Long             |  | RF                | US        |     78248 | NS      | $11423425.52  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Consumer Staples Sel Sect SPDR ETF                  | STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR E | CUSIP: 81369Y308<br>LEI: N/A                  | Long             |  | RF                | US        |     65911 | NS      | $5556956.41   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Cons Disc Sel Sect SPDR Income ETF                  | STATE STREET CONSUMER DISCRETIONARY SELECT S SPDR  | CUSIP: 81369Y407<br>LEI: N/A                  | Long             |  | RF                | US        |    172224 | NS      | $20382710.40  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Energy Select Sector SPDR ETF                       | STATE STREET ENERGY SELECT SEC                     | CUSIP: 81369Y506<br>LEI: N/A                  | Long             |  | RF                | US        |    172636 | NS      | $10297737.40  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| The Financial Select Sector SPDR Fund                            | STATE STREET FINANCIAL SELECT                      | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             |  | RF                | US        |    237838 | NS      | $12398494.94  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Industrial Select Sector SPDR ETF                   | STATE STREET INDUSTRIAL SELECT SECTOR SPDR ETF     | CUSIP: 81369Y704<br>LEI: N/A                  | Long             |  | RF                | US        |    134623 | NS      | $23502483.34  | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Technology Select Sector SPDR Fund                           | STATE STREET TECHNOLOGY SELECT                     | CUSIP: 81369Y803<br>LEI: 549300BR5T0JNM2MW070 | Long             |  | RF                | US        |    453876 | NS      | $72393222.00  | 13.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Communication Services Select Sector SPDR Fund                   | STATE STREET COMMUNICATION SERVICES SELECT SECTOR  | CUSIP: 81369Y852<br>LEI: 549300RPODKQJE2HDW24 | Long             |  | RF                | US        |    440656 | NS      | $51340830.56  | 9.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Estate Select Sector SPDR Fund                              | STATE STREET REAL ESTATE SEL                       | CUSIP: 81369Y860<br>LEI: 549300SPMSTD3BRHL041 | Long             |  | RF                | US        |    395296 | NS      | $17551142.40  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Utilities Select Sector SPDR ETF                    | STATE STREET UTILITIES SELECT SECTOR SPDR ETF      | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |    346828 | NS      | $16248891.80  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Consumer Staples Index Fund                             | VANGUARD CONSUMER STAPLES ETF                      | CUSIP: 92204A207<br>LEI: N/A                  | Long             |  | RF                | US        |       730 | NS      | $169462.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Health Care Index Fund                                  | VANGUARD HEALTH CARE ETF                           | CUSIP: 92204A504<br>LEI: N/A                  | Long             |  | RF                | US        |        67 | NS      | $18254.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Industrials Index Fund                                  | VANGUARD INDUSTRIALS ETF                           | CUSIP: 92204A603<br>LEI: N/A                  | Long             |  | RF                | US        |        68 | NS      | $23121.36     | 0.00%             |  |  |  | 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        |    920240 | NS      | $94950363.20  | 17.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate Index Fund                                  | VANGUARD REAL ESTATE ETF                           | CUSIP: 922908553<br>LEI: N/A                  | Long             |  | RF                | US        |       414 | NS      | $39880.62     | 0.01%             |  |  |  | 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