# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001752724-25-160051
**Filing Date:** 2025-6
**Character Count:** 9157
**Document Hash:** d36fc69ffc63a4d199fe8bcdf3706702
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160051.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160051

**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:** 251079998

**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:** 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:** $541992366.79

**Total Liabilities:** $294707.36

**Net Assets:** $541697659.43

**Cash Not Reported:** $3028.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215105 | -0.95%               | -4.88%               | -0.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1965464.08              | $-7527885.88                               |
| Month 2  | $322846.32               | $-31449591.24                              |
| Month 3  | $1801285.64              | $-6516161.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Financial Select Sector SPDR Fund          | FINANCIAL SELECT SECTOR SPDR FUND              | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             |  | RF                | US        |    742899 | NS      | $36223755.24  | 6.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR Fund              | UTILITIES SELECT SECTOR SPDR FUND              | CUSIP: 81369Y886<br>LEI: N/A                  | Long             |  | RF                | US        |    225012 | NS      | $17753446.80  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                             | NVIDIA CORP                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     32556 | NS      | $3545999.52   | 0.65%             |  |  |  | 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        |     52332 | NS      | $2161311.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Technology Select Sector SPDR Fund         | TECHNOLOGY SELECT SECTOR SPDR FUND             | CUSIP: 81369Y803<br>LEI: 549300BR5T0JNM2MW070 | Long             |  | RF                | US        |    568297 | NS      | $119325321.09 | 22.03%            |  |  |  | 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        |    243052 | NS      | $135613293.92 | 25.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Select Sector SPDR Fund             | INDUSTRIAL SELECT SECTOR SPDR FUND             | CUSIP: 81369Y704<br>LEI: N/A                  | Long             |  | RF                | US        |    280955 | NS      | $36866915.10  | 6.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund            | HEALTH CARE SELECT SECTOR SPDR FUND            | CUSIP: 81369Y209<br>LEI: N/A                  | Long             |  | RF                | US        |    302431 | NS      | $42482482.57  | 7.84%             |  |  |  | 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        |    173464 | NS      | $29339700.96  | 5.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Select Sector SPDR Fund                 | ENERGY SELECT SECTOR SPDR FUND                 | CUSIP: 81369Y506<br>LEI: N/A                  | Long             |  | RF                | US        |    125974 | NS      | $10140907.00  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Materials Select Sector SPDR Fund              | MATERIALS SELECT SECTOR SPDR FUND              | CUSIP: 81369Y100<br>LEI: N/A                  | Long             |  | RF                | US        |     44511 | NS      | $3734027.79   | 0.69%             |  |  |  | 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        |    495051 | NS      | $47247667.44  | 8.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                  | ALPHABET INC                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21128 | NS      | $3355126.40   | 0.62%             |  |  |  | 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        |    136663 | NS      | $26958143.38  | 4.98%             |  |  |  | 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        |    301482 | NS      | $24670272.06  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                           | META PLATFORMS INC                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4683 | NS      | $2570967.00   | 0.47%             |  |  |  | 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