# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-002261
**Filing Date:** 2026-3
**Character Count:** 54837
**Document Hash:** 03aac82f8480314d48d23f4da4f5940d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002261.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001004726-26-002261

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**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:** 26803543

**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

### MONOPOLY ETF (Series ID: S000092393)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000260368 | MONOPOLY ETF | MPLY            |

## Nport-Ex

---

| | |
|:---|:---|
| **Strategy Shares Gold Enhanced Yield ETF** | January 31, 2026 (Unaudited) |

---

**Portfolio of Investments\*** 

---

| | | |
|:---|:---|:---|
| ***Principal*** |  | |
| ***Amount*** | | <br>***Value*** |
| **Corporate Bonds — 71.6%** | **Corporate Bonds — 71.6%** |  |
| **Communication Services — 5.9%** | **Communication Services — 5.9%** |  |
| $6150000 | Verizon Communications, Inc., 4.52%, 9/15/48 | $5147615 |
| 5330000 | Walt Disney Co. (The), 2.65%, 1/13/31 | 4989534 |
|  |  | 10137149 |
| **Consumer Discretionary — 4.9%** | **Consumer Discretionary — 4.9%** |  |
| 4920000 | Amazon .com, Inc., 1.50%, 6/3/30 | 4430982 |
| 3690000 | Home Depot, Inc. (The), 5.88%, 12/16/36 | 3982161 |
|  |  | 8413143 |
| **Consumer Staples — 9.6%** | **Consumer Staples — 9.6%** |  |
| 5330000 | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, 2/1/36 | 5256269 |
| 4100000 | BAT Capital Corp., 3.56%, 8/15/27 | 4073920 |
| 4510000 | Coca-Cola Co. (The), 1.38%, 3/15/31 | 3951409 |
| 3690000 | Costco Wholesale Corp., 1.60%, 4/20/30 | 3347305 |
|  |  | 16628903 |
| **Energy — 4.0%** | **Energy — 4.0%** |  |
| 4100000 | Chevron Corp., 2.24%, 5/11/30 | 3806470 |
| 3280000 | MPLX LP, 2.65%, 8/15/30 | 3040202 |
|  |  | 6846672 |
| **Financials — 17.7%** | **Financials — 17.7%** |  |
| 1640000 | Capital One Financial Corp., 3.80%, 1/31/28 | 1632007 |
| 5330000 | Citigroup, Inc., 4.41%, 3/31/31 | 5329187 |
| 3690000 | Fiserv, Inc., 3.50%, 7/1/29 | 3585929 |
| 4920000 | Goldman Sachs Group, Inc. (The), 1.99%, 1/27/32 | 4366824 |
| 4920000 | JPMorgan Chase & Co., 4.49%, 3/24/31 | 4957038 |
| 4100000 | MetLife, Inc., 4.55%, 3/23/30 | 4178964 |
| 1640000 | Northern Trust Corp., 1.95%, 5/1/30 | 1501821 |
| 5330000 | Wells Fargo & Co., 3.00%, 10/23/26 | 5298272 |
|  |  | 30850042 |
| **Health Care — 6.8%** | **Health Care — 6.8%** |  |
| 4510000 | AbbVie, Inc., 3.20%, 11/21/29 | 4375422 |
| 3280000 | Amgen, Inc., 2.20%, 2/21/27 | 3224547 |
| 4100000 | CVS Health Corp., 4.30%, 3/25/28 | 4113421 |
|  |  | 11713390 |
| **Industrials — 6.4%** | **Industrials — 6.4%** |  |
| 4510000 | Boeing Co. (The), 5.15%, 5/1/30 | 4635187 |
| 2870000 | General Electric Co., 5.88%, 1/14/38 | 3098555 |
| 3280000 | Southwest Airlines Co., 5.13%, 6/15/27 | 3319569 |
|  |  | 11053311 |
| **Information Technology — 6.4%** | **Information Technology — 6.4%** |  |
| 3690000 | Apple, Inc., 3.35%, 2/9/27 | 3678545 |
| 3690000 | Broadcom, Inc., 5.20%, 7/15/35 | 3770651 |
| 4100000 | Oracle Corp., 5.38%, 7/15/40 | 3694690 |
|  |  | 11143886 |

---

---

| | | |
|:---|:---|:---|
| ***Principal*** |  | |
| ***Amount*** | | <br>***Value*** |
| **Corporate Bonds — 71.6% — (Continued)** | **Corporate Bonds — 71.6% — (Continued)** |  |
| **Materials — 2.4%** | **Materials — 2.4%** |  |
| $3280000 | Dow Chemical Co. (The), 3.60%, 11/15/50 | $2139291 |
| 2050000 | Sherwin-Williams Co. (The), 2.95%, 8/15/29 | 1971826 |
|  |  | 4111117 |
| **Real Estate — 3.0%** | **Real Estate — 3.0%** |  |
| 5330000 | Equinix, Inc., 3.20%, 11/18/29 | 5131286 |
|  |  | 5131286 |
| **Utilities — 4.5%** | **Utilities — 4.5%** |  |
| 4510000 | NextEra Energy Capital Holdings, Inc., 2.25%, 6/1/30 | 4147619 |
| 3690000 | Pacific Gas and Electric Co., 4.55%, 7/1/30 | 3679838 |
|  |  | 7827457 |
| **Total Corporate Bonds (Cost $123,953,899)** | **Total Corporate Bonds (Cost $123,953,899)** | **$123856356** |
| **Yankee Dollars — 4.7%** | **Yankee Dollars — 4.7%** |  |
| **Communication Services — 2.6%** | **Communication Services — 2.6%** |  |
| 3690000 | Orange SA, 9.00%, 3/1/31 | 4426837 |
|  |  | 4426837 |
| **Energy — 2.1%** | **Energy — 2.1%** |  |
| 3276000 | Shell International Finance BV, 6.38%, 12/15/38 | 3654057 |
|  |  | 3654057 |
| **Total Yankee Dollars (Cost $8,096,788)** | **Total Yankee Dollars (Cost $8,096,788)** | **$8080894** |
| **U.S. Treasury Obligations — 24.5%** | **U.S. Treasury Obligations — 24.5%** |  |
| 1500000 | U.S. Treasury Bill, 4.14%<sup>^</sup>, 3/19/26<sup>(a)</sup> | 1493199 |
| 41000000 | U.S. Treasury Note, 3.38%<sup>^</sup>, 12/31/27 | 40881484 |
| **Total U.S. Treasury Obligations (Cost $42,382,556)** | **Total U.S. Treasury Obligations (Cost $42,382,556)** | **$42374683** |
| **Total Investments — 100.8% (Cost $174,433,243)** | **Total Investments — 100.8% (Cost $174,433,243)** | **$174311933** |
| **Net other assets (liabilities) — (0.8)%** | **Net other assets (liabilities) — (0.8)%** | **(1448728)** |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **$172863205** |

---

---

| | |
|:---|:---|
| **Strategy Shares Gold Enhanced Yield ETF** (Continued) | January 31, 2026 (Unaudited) |

---

\* Portfolio of Investments is presented on a consolidated basis.

^ Reflects the effective yield or interest rate in effect at January 31, 2026.

(a) All
or a portion held by the Subsidiary.

---

| |
|:---|
| BV — Besloten Vennootschap (Dutch private limited company) |
| CFC — Controlled Foreign Corporation |
| LLC — Limited Liability Corporation |
| LP — Limited Partnership |
| SA — Societe Anonyme (French public limited company) |

---

**Total Return Swap Agreements\*** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Pay/<br> Receive<sup>(a)</sup>** | **Description** | **Counterparty** | **Payment<br> Frequency** | **Expiration<br> Date** | **Notional<br> Amount** | **Value and<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| Pay | GOLY BCKTGOLY Equity Index | BNP Paribas SA | Monthly | 1/11/27 | $170458786 | $(170458786) |
| Receive | GOLY BCKTGOLY Equity Index | BNP Paribas SA | Monthly | 1/11/27 | 34286 | 170458841 |
|  |  |  |  |  |  | $55 |

---

\* All or a portion held by the Subsidiary.

(a) Receive
represents that the Fund receives payments for any positive return on the underlying reference. The Fund makes payments for any negative
return on such underlying reference. Pay represents that the Fund receives payments for any negative return on the underlying reference.
The Fund makes payments for any positive return on such underlying reference.

---

| | |
|:---|:---|
| **Strategy Shares Nasdaq 7HANDL™ Index ETF** | January 31, 2026 (Unaudited) |

---

**Portfolio of Investments** 

---

| | | |
|:---|:---|:---|
| ***Principal*** |  | |
| ***Amount*** | | <br>***Value*** |
| **U.S. Treasury Obligations — 1.8%** | **U.S. Treasury Obligations — 1.8%** |  |
| $1500000 | U.S. Treasury Bill, 3.23%<sup>^</sup>, 2/19/26<sup>+</sup> | $1497449 |
| 3500000 | U.S. Treasury Bill, 3.52%<sup>^</sup>, 6/11/26<sup>+</sup> | 3455728 |
| 7000000 | U.S. Treasury Bill, 3.44%<sup>^</sup>, 1/21/27<sup>+</sup> | 6770249 |
| **Total U.S. Treasury Obligations (Cost $11,714,463)** | **Total U.S. Treasury Obligations (Cost $11,714,463)** | **$11723426** |
| ***Shares*** |  | ***Value*** |
| **Exchange-Traded Funds — 93.7%** | **Exchange-Traded Funds — 93.7%** |  |
| 357182 | Dimensional Core Fixed Income ETF | 15226669 |
| 691320 | Global X MLP & Energy Infrastructure ETF | 45177762 |
| 1209810 | Global X U.S. Preferred ETF | 23494510 |
| 175712 | Invesco Nasdaq 100 ETF | 44991058 |
| 420553 | Invesco Taxable Municipal Bond ETF | 11392781 |
| 20165 | iShares Core S&P 500 ETF | 14015280 |
| 694202 | iShares Core U.S. Aggregate Bond ETF | 69510445 |
| 532893 | JPMorgan Equity Premium Income ETF | 31206214 |
| 288050 | Schwab High Yield Bond ETF | 7667891 |
| 2966915 | Schwab U.S. Aggregate Bond ETF | 69574156 |
| 1276063 | Schwab U.S. REIT ETF | 27320509 |
| 184352 | State Street SPDR Portfolio S&P 500 ETF | 15006253 |
| 1071546 | State Street Utilities Select Sector SPDR ETF | 46344365 |
| 155547 | Vanguard Dividend Appreciation ETF | 34845639 |
| 227560 | Vanguard Intermediate-Term Corporate Bond ETF | 19103662 |
| 80654 | Vanguard MBS ETF | 3810095 |
| 23044 | Vanguard S&P 500 ETF | 14661054 |
| 936164 | Vanguard Total Bond Market ETF | 69491454 |
| 694201 | WisdomTree U.S. Efficient Core Fund ETF | 38347663 |
| **Total Exchange-Traded Funds (Cost $563,838,975)** | **Total Exchange-Traded Funds (Cost $563,838,975)** | **$601187460** |
| **Total Investments — 95.5%<br> (Cost $575,553,438)** | **Total Investments — 95.5%<br> (Cost $575,553,438)** | **$612910886** |
| **Net other assets (liabilities) — 4.5%** | **Net other assets (liabilities) — 4.5%** | **28850942** |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **$641761828** |

---

^ Reflects the effective yield or interest rate in effect at January 31, 2026.

---

| | |
|:---|:---|
| <sup>+</sup> | All or a portion of this security has been pledged as collateral for amounts owed by the Fund for swap agreements. |

---

---

| |
|:---|
| ETF — Exchange-Traded Fund |
| MBS — Mortgage-Backed Security |
| MLP — Master Limited Partnership |
| REIT — Real Estate Investment Trust |
| S&P — Standard and Poor's |
| SPDR — Standard and Poor's Depositary Receipts |

---

---

| | |
|:---|:---|
| **Strategy Shares Nasdaq 7HANDL™ Index ETF** (Continued) | January 31, 2026 (Unaudited) |

---

**Total Return Swap Agreements** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Pay/<br> Receive<sup>(a)</sup>** | **Counterparty** | **Payment<br> Frequency** | **Expiration<br> Date** | **Notional<br> Amount** | **Value and<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| Receive Effective Federal Funds Rate<sup>(b)</sup> + 95 bps Nasdaq 7HANDL<sup>TM</sup> Index | Canadian Imperial Bank of Commerce | Monthly | 2/27/26 | $37251 | $61925345 |
| Pay Effective Federal Funds Rate<sup>(b)</sup> + 95 bps Nasdaq 7HANDL<sup>TM</sup> Index | Canadian Imperial Bank of Commerce | Monthly | 2/27/26 | 61550538 | (61550538) |
| Pay Effective Federal Funds Rate<sup>(b)</sup> + 95 bps Nasdaq 7HANDL<sup>TM</sup> Index | BNP Paribas SA | Monthly | 1/14/27 | 147749988 | (147749988) |
| Receive Effective Federal Funds Rate<sup>(b)</sup> + 95 bps Nasdaq 7HANDL<sup>TM</sup> Index | BNP Paribas SA | Monthly | 1/14/27 | 89421 | 148649672 |
|  |  |  |  |  | $1274491 |

---

(a) Receive
 represents that the Fund receives payments for any positive return on the underlying reference.
 The Fund makes payments for any negative return on such underlying reference. Pay represents
 that the Fund receives payments for any negative return on the underlying reference. The
 Fund makes payments for any positive return on such underlying reference.

(b) The
 Effective Federal Funds Rate at January 31, 2026 was 3.64%.

SA — Societe Anonyme (French public limited company)

---

| | |
|:---|:---|
| **Strategy Shares Newfound/ReSolve Robust Momentum ETF** | January 31, 2026 (Unaudited) |

---

**Portfolio of Investments** 

---

| | | |
|:---|:---|:---|
| ***Shares*** | | ***Value*** |
| **Exchange-Traded Funds — 99.6%** | **Exchange-Traded Funds — 99.6%** |  |
| 80 | iShares 1-3 Year Treasury Bond ETF | $6639 |
| 80 | iShares 7-10 Year Treasury Bond ETF | 7675 |
| 238160 | iShares Core MSCI EAFE ETF | 22398948 |
| 5520 | iShares Core S&P 500 ETF | 3836566 |
| **Total Exchange-Traded Funds (Cost $24,306,837)** | **Total Exchange-Traded Funds (Cost $24,306,837)** | **$26249828** |
| **Total Investments — 99.6% <br> (Cost $24,306,837)** | **Total Investments — 99.6% <br> (Cost $24,306,837)** | **$26249828** |
| **Net other assets (liabilities) — 0.4%** | **Net other assets (liabilities) — 0.4%** | **99143** |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **$26348971** |

---

ETF — Exchange-Traded Fund <br> MSCI EAFE — Morgan Stanley Capital International Europe, Australasia and Far East <br> S&P — Standard and Poor's

---

| | |
|:---|:---|
| **Monopoly ETF** | January 31, 2026 (Unaudited) |

---

**Portfolio of Investments** 

---

| | | |
|:---|:---|:---|
| ***Shares*** | | ***Value*** |
| **Common Stocks — 99.7%** | **Common Stocks — 99.7%** |  |
| **Communication Services — 16.7%** | **Communication Services — 16.7%** |  |
| 3895 | Alphabet, Inc., Class C | $1318574 |
| 80 | Live Nation Entertainment, Inc.<sup>†</sup> | 11636 |
| 813 | Meta Platforms, Inc., Class A | 582515 |
| 1502 | Netflix, Inc.<sup>†</sup> | 125402 |
| 365 | T-Mobile US, Inc. | 71982 |
|  |  | 2110109 |
| **Consumer Discretionary — 11.6%** | **Consumer Discretionary — 11.6%** |  |
| 3452 | Amazon .com, Inc.<sup>†</sup> | 826064 |
| 96 | D.R. Horton, Inc. | 14289 |
| 324 | Home Depot, Inc. (The) | 121367 |
| 84 | Lennar Corp., Class A | 9185 |
| 182 | Lowe's Cos, Inc. | 48605 |
| 10 | Pool Corp. | 2541 |
| 1073 | Tesla, Inc., 4/30/26<sup>†</sup> | 461830 |
|  |  | 1483881 |
| **Consumer Staples — 3.5%** | **Consumer Staples — 3.5%** |  |
| 144 | Costco Wholesale Corp. | 135396 |
| 2623 | Walmart, Inc. | 312504 |
|  |  | 447900 |
| **Financials — 6.6%** | **Financials — 6.6%** |  |
| 224 | American Express Co | 78886 |
| 72 | Aon plc, Class A | 25174 |
| 187 | Apollo Global Management, Inc. | 25159 |
| 110 | Ares Management Corp., Class A | 16464 |
| 53 | Blackrock, Inc. | 59304 |
| 409 | Blackstone, Inc. | 58250 |
| 35 | Cboe Global Markets, Inc. | 9277 |
| 121 | CME Group, Inc., Class A | 34976 |
| 198 | Fiserv, Inc.<sup>†</sup> | 12619 |
| 186 | Intercontinental Exchange, Inc. | 32323 |
| 25 | Jack Henry & Associates, Inc. | 4480 |
| 295 | Mastercard, Inc., Class A | 158943 |
| 58 | Moody's Corp. | 29902 |
| 27 | MSCI, Inc., Class A | 16449 |
| 192 | Nasdaq, Inc. | 18603 |
| 100 | S&P Global, Inc. | 52779 |
| 642 | Visa, Inc., Class A | 206615 |
|  |  | 840203 |
| **Health Care — 7.8%** | **Health Care — 7.8%** |  |
| 570 | Abbott Laboratories | 62301 |
| 572 | AbbVie, Inc. | 127561 |
| 90 | Agilent Technologies, Inc. | 12047 |
| 175 | Amgen, Inc. | 59829 |
| 495 | Boston Scientific Corp.<sup>†</sup> | 46297 |
| 66 | Cencora, Inc. | 23709 |
| 86 | Cigna Group (The) | 23573 |
| 309 | Eli Lilly & Co. | 320479 |
| 75 | HCA Healthcare, Inc. | 36620 |
| 28 | IDEXX Laboratories, Inc.<sup>†</sup> | 18773 |
| 117 | Intuitive Surgical, Inc.<sup>†</sup> | 58994 |
| 54 | IQVIA Holdings, Inc.<sup>†</sup> | 12428 |
| 25 | Lantheus Holdings, Inc.<sup>†</sup> | 1673 |
| 125 | Stryker Corp. | 46195 |
| 295 | UnitedHealth Group, Inc. | 84645 |
| 84 | Vertex Pharmaceuticals, Inc.<sup>†</sup> | 39472 |

---

---

| | | |
|:---|:---|:---|
| ***Shares*** | | ***Value*** |
| **Common Stocks — 99.7% — (Continued)** | **Common Stocks — 99.7% — (Continued)** |  |
| **Health Care — 7.8% — (Continued)** | **Health Care — 7.8% — (Continued)** |  |
| 25 | West Pharmaceutical Services, Inc. | $5778 |
| 150 | Zoetis, Inc., Class A | 18723 |
|  |  | 999097 |
| **Industrials — 4.6%** | **Industrials — 4.6%** |  |
| 37 | A.O. Smith Corp. | 2719 |
| 132 | Automatic Data Processing, Inc. | 32581 |
| 26 | Axon Enterprise, Inc.<sup>†</sup> | 12573 |
| 39 | Broadridge Financial Solutions, Inc. | 7687 |
| 156 | Caterpillar, Inc. | 102549 |
| 133 | Cintas Corp. | 25455 |
| 323 | Copart, Inc.<sup>†</sup> | 13107 |
| 625 | CSX Corp. | 23600 |
| 89 | Deere & Co. | 46992 |
| 41 | Equifax, Inc. | 8257 |
| 76 | Lockheed Martin Corp. | 48201 |
| 46 | Northrop Grumman Corp. | 31844 |
| 66 | Old Dominion Freight Line, Inc. | 11431 |
| 41 | Parker-Hannifin Corp. | 38369 |
| 98 | Republic Services, Inc., Class A | 21079 |
| 168 | Rollins, Inc. | 10641 |
| 17 | TransDigm Group, Inc. | 24268 |
| 1224 | Uber Technologies, Inc.<sup>†</sup> | 97981 |
| 133 | Waste Management, Inc. | 29558 |
|  |  | 588892 |
| **Information Technology — 47.7%** | **Information Technology — 47.7%** |  |
| 134 | Adobe, Inc.<sup>†</sup> | 39296 |
| 532 | Advanced Micro Devices, Inc.<sup>†</sup> | 125940 |
| 4586 | Apple, Inc. | 1189975 |
| 259 | Applied Materials, Inc. | 83481 |
| 111 | AppLovin Corp., Class A<sup>†</sup> | 52515 |
| 128 | ASML Holding NV NYS | 182144 |
| 69 | Autodesk, Inc.<sup>†</sup> | 17448 |
| 1543 | Broadcom, Inc. | 511196 |
| 90 | Cadence Design Systems, Inc.<sup>†</sup> | 26672 |
| 1300 | Cisco Systems, Inc. | 101816 |
| 7 | Fair Isaac Corp.<sup>†</sup> | 10242 |
| 252 | Fortinet, Inc.<sup>†</sup> | 20478 |
| 91 | Intuit, Inc. | 45402 |
| 43 | KLA Corp. | 61401 |
| 412 | Lam Research Corp. | 96186 |
| 2402 | Microsoft Corp. | 1033556 |
| 7101 | NVIDIA Corp., 7/31/26 | 1357213 |
| 941 | Oracle Corp. | 154870 |
| 781 | Palantir Technologies, Inc., Class A<sup>†</sup> | 114487 |
| 351 | Qualcomm, Inc. | 53208 |
| 306 | Salesforce, Inc. | 64961 |
| 339 | ServiceNow, Inc.<sup>†</sup> | 39666 |
| 58 | Synopsys, Inc.<sup>†</sup> | 26977 |
| 1704 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 563274 |
| 318 | Texas Instruments, Inc. | 68545 |
| 32 | VeriSign, Inc. | 7815 |
|  |  | 6048764 |
| **Materials — 0.9%** | **Materials — 0.9%** |  |
| 155 | Linde plc | 70830 |
| 81 | Sherwin-Williams Co. (The) | 28726 |

---

---

| | |
|:---|:---|
| **Monopoly ETF (**Continued) | January 31, 2026 (Unaudited) |

---

---

| | | |
|:---|:---|:---|
| ***Shares*** | | ***Value*** |
| **Common Stocks — 99.7% — (Continued)** | **Common Stocks — 99.7% — (Continued)** |  |
| **Materials — 0.9% (Continued)** | **Materials — 0.9% (Continued)** |  |
| 44 | Vulcan Materials Co. | $13224 |
|  |  | 112780 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** |  |
| 139 | CoStar Group, Inc.<sup>†</sup> | 8549 |
| 32 | Equinix, Inc. | 26270 |
|  |  | 34819 |
| **Total Common Stocks (Cost $10,872,245)** | **Total Common Stocks (Cost $10,872,245)** | **$12666445** |
| **Total Investments — 99.7% <br> (Cost $10,872,245)** | **Total Investments — 99.7% <br> (Cost $10,872,245)** | **$12666445** |
| **Net other assets (liabilities) — 0.3%** | **Net other assets (liabilities) — 0.3%** | **38416** |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **$12704861** |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| NV — Naamloze Vennootschap (Dutch Stock Company) |
| NYS — New York Shares |
| PLC — Public Limited Company |
| S&P — Standard and Poor's |
| † Non-income producing security |

---

## 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:** Monopoly ETF

- **b. EDGAR series identifier (if any):** S000092393

- **c. LEI of Series:** 254900IX33JSS50IX752

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**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:** $12713425.42

**Total Liabilities:** $8564.69

**Net Assets:** $12704860.73

**Cash Not Reported:** $43856.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260368 | -0.65%               | -0.30%               | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-65225.71                                 |
| Month 2  | $-923.20                 | $-21321.37                                 |
| Month 3  | $0.00                    | $13431.38                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.                    | CBOE GLOBAL MARKETS INC                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        35 | NS      | $9277.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                             | SERVICENOW INC                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       339 | NS      | $39666.39     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                               | VERISIGN INC                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        32 | NS      | $7815.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.              | OLD DOMINION FREIGHT LINE                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        66 | NS      | $11431.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                      | APPLIED MATERIALS INC                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       259 | NS      | $83480.88     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                  | TESLA INC                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1073 | NS      | $461829.93    | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC.                                 | EQUIFAX INC                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        41 | NS      | $8257.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                   | AGILENT TECHNOLOGIES INC                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        90 | NS      | $12046.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                     | VULCAN MATERIALS CO                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        44 | NS      | $13223.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                 | COSTCO WHOLESALE CORP                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       144 | NS      | $135396.00    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                             | SALESFORCE INC                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       306 | NS      | $64960.74     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                        | ELI LILLY CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       309 | NS      | $320479.35    | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                              | KLA CORP                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        43 | NS      | $61401.42     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                | JACK HENRY ASSOCIATES INC                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        25 | NS      | $4480.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED          | VERTEX PHARMACEUTICALS INC                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        84 | NS      | $39471.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                               | CME GROUP INC                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       121 | NS      | $34976.26     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                             | POOL CORP                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        10 | NS      | $2540.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                      | LANTHEUS HOLDINGS INC                     | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        25 | NS      | $1673.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                           | IQVIA HOLDINGS INC                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        54 | NS      | $12428.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                     | MATERCARD INC CLASS A                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       295 | NS      | $158943.05    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                            | ASML HOLDING NV                           | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             |  | CORP              | NL        |       128 | NS      | $182144.00    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                               | AUTODESK INC                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        69 | NS      | $17448.03     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                | EQUINIX INC                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        32 | NS      | $26269.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED               | TEXAS INSTRUMENTS INC                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       318 | NS      | $68544.90     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                   | APPLE INC                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4586 | NS      | $1189975.28   | 9.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                             | CATERPILLAR INC                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       156 | NS      | $102548.16    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                          | STRYKER CORP                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       125 | NS      | $46195.00     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                              | BLACKROCK INC                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        53 | NS      | $59303.82     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd. | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             |  | CORP              | TW        |      1704 | NS      | $563274.24    | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                   | PALANTIR TECHNOLOGIES INC                 | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       781 | NS      | $114486.79    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PUBLIC LIMITED COMPANY                   | AON PLC                                   | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        72 | NS      | $25174.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                           | COSTAR GROUP INC                          | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       139 | NS      | $8548.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                           | LENNAR CORP                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        84 | NS      | $9185.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                    | MSCI INC                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        27 | NS      | $16448.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                   | ADOBE INC                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       134 | NS      | $39295.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.              | AUTOMATIC DATA PROCESSING INC             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       132 | NS      | $32580.24     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                       | LOWE S COS INC                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       182 | NS      | $48604.92     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                  | LOCKHEED MARTIN CORP                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        76 | NS      | $48200.72     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                   | AMGEN INC                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       175 | NS      | $59829.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                         | HCA HEALTHCARE INC                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        75 | NS      | $36620.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                     | LAM RESEARCH CORP                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       412 | NS      | $96185.52     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.              | LIVE NATION ENTERTAINMENT INC             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        80 | NS      | $11636.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. SMITH CORPORATION                      | A O SMITH CORPORATION                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        37 | NS      | $2719.13      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                     | IDEXX LABORATORIES INC                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        28 | NS      | $18772.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                           | ORACLE CORP                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       941 | NS      | $154869.78    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                     | INTUITIVE SURGICAL INC                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       117 | NS      | $58993.74     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                | BROADCOM INC                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1543 | NS      | $511195.90    | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                        | AXON ENTERPRISE INC                       | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        26 | NS      | $12573.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                  | ZOETIS INC                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       150 | NS      | $18723.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED              | UNITEDHEALTH GROUP INC                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       295 | NS      | $84644.35     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                 | NASDAQ INC                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       192 | NS      | $18602.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                | CENCORA INC                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        66 | NS      | $23708.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | ABBOTT LABORATORIES                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       570 | NS      | $62301.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INCORPORATED                 | TRANSDIGM GROUP INC                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $24268.18     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                              | CSX CORP                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       625 | NS      | $23600.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                 | COPART INC                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       323 | NS      | $13107.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                           | NVIDIA CORP                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7101 | NS      | $1357214.13   | 10.68%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                        | QUALCOMM INC                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       351 | NS      | $53208.09     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                | BOSTON SCIENTIFIC CORP                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       495 | NS      | $46297.35     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                              | CIGNA GROUP THE                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        86 | NS      | $23573.46     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                               | FORTINET INC                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       252 | NS      | $20477.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                             | AMAZON COM INC                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3452 | NS      | $826063.60    | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                | ROLLINS INC                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       168 | NS      | $10641.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                            | D R HORTON INC                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        96 | NS      | $14288.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                           | CINTAS CORP                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $25454.87     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC.                              | BLACKSTONE INC                            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       409 | NS      | $58249.78     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                 | SHERWIN WILLIAMS CO                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        81 | NS      | $28725.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                       | WASTE MANAGEMENT INC                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       133 | NS      | $29557.92     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                 | ADVANCED MICRO DEVICES INC                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       532 | NS      | $125940.36    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                            | T MOBILE US INC                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       365 | NS      | $71981.65     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                 | FISERV INC                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       198 | NS      | $12618.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                      | REPUBLIC SERVICES INC                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        98 | NS      | $21078.82     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.              | INTERCONTINENTAL EXCHANGE INC             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       186 | NS      | $32323.08     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                 | WALMART INC                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2623 | NS      | $312504.22    | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                | NETFLIX INC                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1502 | NS      | $125401.98    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                 | NORTHROP GRUMMAN CORP                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        46 | NS      | $31843.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                              | DEERE CO                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        89 | NS      | $46992.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                 | CADENCE DESIGN SYSTEMS                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        90 | NS      | $26672.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.         | BROADRIDGE FINANCIAL SOLUTIONS INC        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        39 | NS      | $7687.29      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                         | HOME DEPOT INC THE                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       324 | NS      | $121367.16    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                        | MICROSOFT CORP                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2402 | NS      | $1033556.58   | 8.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                          | CISCO SYSTEMS INC                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1300 | NS      | $101816.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                  | ARES MANAGEMENT CORP                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       110 | NS      | $16463.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                      | UBER TECHNOLOGIES INC                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1224 | NS      | $97981.20     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                | ALPHABET INC                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3895 | NS      | $1318574.35   | 10.38%            |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                  | PARKER HANNIFIN CORP                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        41 | NS      | $38369.44     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                          | MOODY S CORP                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        58 | NS      | $29902.48     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                  | INTUIT INC                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        91 | NS      | $45401.72     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.           | WEST PHARMACEUTICAL SERVICES INC          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        25 | NS      | $5778.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                               | SYNOPSYS INC                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        58 | NS      | $26976.67     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                       | FAIR ISAAC CORP                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         7 | NS      | $10242.19     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.               | APOLLO GLOBAL MANAGEMENT                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       187 | NS      | $25158.98     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                     | AMERICAN EXPRESS CO                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       224 | NS      | $78886.08     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORPORATION                         | APPLOVIN CORP                             | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       111 | NS      | $52515.21     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                  | ABBVIE INC                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       572 | NS      | $127561.72    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                         | META PLATFORMS INC                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       813 | NS      | $582514.50    | 4.58%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                              | S P GLOBAL INC                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       100 | NS      | $52779.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                    | VISA INC                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       642 | NS      | $206614.86    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                 | NEW LINDE PLC                             | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       155 | NS      | $70830.35     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Strategy Shares

**Signature:** James Szilagyi

**Name of Signer:** James Szilagyi

**Title:** Treasurer