# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001004726-26-005294
**Filing Date:** 2026-6
**Character Count:** 44444
**Document Hash:** 069440df6c2f3fa59e7f9e953cad18f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005294.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005294

**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:** 261120268

**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

### Eventide Large Cap Value ETF (Series ID: S000095402)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000264123 | Eventide Large Cap Value ETF | ESLV            |

## 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:** Eventide Large Cap Value ETF

- **b. EDGAR series identifier (if any):** S000095402

- **c. LEI of Series:** 2549007JMF40QSM3QC34

**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:** $11760964.22

**Total Liabilities:** $2981.91

**Net Assets:** $11757982.31

**Cash Not Reported:** $328516.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264123 | 3.32%                | -3.89%               | 4.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $104539.90                                 |
| Month 2  | $-2071.06                | $-185028.44                                |
| Month 3  | $0.00                    | $373506.27                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INCORPORATED                           | AFLAC INCORPORATED                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1379 | NS      | $156750.93    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                 | ADVANCED MICRO DEVICES INC                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       129 | NS      | $45729.21     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.             | AIR PRODUCTS CHEMICALS                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       477 | NS      | $143123.85    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                | ALNYLAM PHARMACEUTICALS INC                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        65 | NS      | $20116.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.        | AMERICAN ELECTRIC POWER CO INC             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1247 | NS      | $170976.17    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                     | AMERICAN EXPRESS CO                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       393 | NS      | $126958.65    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                   | AMERICAN TOWER CORP REIT                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1004 | NS      | $183440.84    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.           | AMERICAN WATER WORKS CO INC                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       279 | NS      | $35829.18     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                   | AMGEN INC                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       819 | NS      | $283578.75    | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                        | ARISTA NETWORKS INC                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       220 | NS      | $37996.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.              | AUTOMATIC DATA PROCESSING INC              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       825 | NS      | $174850.50    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                  | AVALONBAY COMMUNITIES INC                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        66 | NS      | $12078.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                | BOSTON SCIENTIFIC CORP                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1338 | NS      | $77082.18     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                | BROADCOM INC                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       177 | NS      | $73885.11     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                          | BROWN BROWN INC                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1311 | NS      | $78856.65     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                             | CBRE GROUP INC CL A                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       178 | NS      | $25405.94     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC.                          | COTERRA ENERCOTERRA ENERGY INC             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       473 | NS      | $16985.43     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadien Pacifique Kansas City Limitee       | CANADIAN PACIFIC KANSAS CITY LTD           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       878 | NS      | $76350.88     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                             | CATERPILLAR INC                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       192 | NS      | $170901.12    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                        | CHENIERE ENERGY INC                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       106 | NS      | $29144.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                    | EXPAND ENERGY CORP                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       238 | NS      | $24311.70     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION             | CINCINNATI FINANCIAL CORP                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       711 | NS      | $116319.60    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                               | CONOCOPHILLIPS                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2509 | NS      | $315582.02    | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                    | CONSOLIDATED EDISON INC                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       907 | NS      | $101121.43    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.            | CONSTELLATION ENERGY CORP                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        23 | NS      | $7199.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                 | COPART INC                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       605 | NS      | $20031.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                   | CYTOKINETICS INC                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       100 | NS      | $6397.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                            | D R HORTON INC                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       774 | NS      | $119087.64    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                       | DELL TECHNOLOGIES INC                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       410 | NS      | $85669.50     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                     | DEVON ENERGY CORP                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       344 | NS      | $17671.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                     | DIAMONDBACK ENERGY INC                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       312 | NS      | $64156.56     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | DOMINION ENERGY INC                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2283 | NS      | $147253.50    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                      | DUKE ENERGY CORP                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1938 | NS      | $251067.90    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                          | EOG RESOURCES INC                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1175 | NS      | $165169.75    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                      | EAST WEST BANCORP INC                      | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       478 | NS      | $60452.66     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                  | ECOLAB INC                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       409 | NS      | $106585.40    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION             | EDWARDS LIFESCIENCES CORP                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       220 | NS      | $18370.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                         | EMERSON ELECTRIC CO                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       649 | NS      | $91145.56     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                          | ENTERGY CORP                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       349 | NS      | $41150.59     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                           | EQUITY RESIDENTIAL REIT                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       215 | NS      | $14056.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. | EXPEDITORS INTERNATIONAL OF WASHINGTON INC | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       234 | NS      | $34606.26     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                      | EXXON MOBIL CORP                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4063 | NS      | $627042.79    | 5.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                             | FASTENAL CO                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1651 | NS      | $74179.43     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                    | FERGUSON ENTERPRISES INC                   | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       177 | NS      | $47384.67     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                          | FIFTH THIRD BANCORP                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2762 | NS      | $140199.12    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                               | FORTINET INC                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       150 | NS      | $12646.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                    | ARTHUR J GALLAGHER CO                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       363 | NS      | $74923.20     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                         | GLOBAL PAYMENTS INC                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       650 | NS      | $46774.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                         | HOME DEPOT INC THE                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       795 | NS      | $261396.00    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.          | J B HUNT TRANSPORT SERVICES INC            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        86 | NS      | $21631.58     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED           | HUNTINGTON BANCSHARES INC                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7245 | NS      | $121426.20    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                     | IDEXX LABORATORIES INC                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        65 | NS      | $36452.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                     | ILLINOIS TOOL WORKS INC                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       492 | NS      | $126940.92    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                           | INCYTE CORPORATION                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       435 | NS      | $41442.45     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                          | INSMED INC                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       176 | NS      | $23994.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                  | INTERNATIONAL PAPER CO                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1223 | NS      | $37203.66     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                  | INTUIT INC                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        86 | NS      | $33411.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                     | INTUITIVE SURGICAL INC                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       108 | NS      | $49421.88     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                              | KLA CORP                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        63 | NS      | $110272.05    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                     | LAM RESEARCH CORP                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       311 | NS      | $80194.46     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                        | ELI LILLY CO                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       132 | NS      | $123367.20    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                       | LOWE S COS INC                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       947 | NS      | $226134.13    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                    | MSCI INC                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       106 | NS      | $62689.46     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED            | MCCORMICK CO INC                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       690 | NS      | $35079.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                      | MICRON TECHNOLOGY INC                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       495 | NS      | $255994.20    | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                          | MOODY S CORP                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       306 | NS      | $141326.10    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                     | MOTOROLA SOLUTIONS INC                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       150 | NS      | $65854.50     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                 | NASDAQ INC                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1123 | NS      | $103214.93    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                 | NETAPP INC                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       108 | NS      | $11963.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                         | NEXTERA ENERGY INC                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      2326 | NS      | $227668.88    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                           | NVIDIA CORP                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       532 | NS      | $106171.24    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O REILLY AUTOMOTIVE INC                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1523 | NS      | $151386.20    | 1.29%             |  |  |  | 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      | $14020.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                  | ONEOK INC                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1096 | NS      | $101336.16    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                   | OTIS WORLDWIDE CORP                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1078 | NS      | $83954.64     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                         | PPG INDUSTRIES INC                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       564 | NS      | $61194.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA             | PACKAGING CORP OF AMERICA                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       108 | NS      | $23052.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                     | PALO ALTO NETWORKS INC                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       177 | NS      | $31739.64     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                | PAYCHEX INC                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       645 | NS      | $59746.35     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.            | PINNACLE FINANCIAL PARTNERS INC            | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $136438.26    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                  | PROGRESSIVE CORPORATION                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1297 | NS      | $261060.16    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                               | PROLOGIS INC                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1385 | NS      | $196697.70    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | PUBLIC SERVICE ENTERPRISE GROUP INC        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       532 | NS      | $43443.12     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                             | PULTE GROUP INC                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $60445.84     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                        | QUALCOMM INC                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       191 | NS      | $34299.78     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                        | QUANTA SERVICES INC                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        65 | NS      | $47305.05     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                              | RB GLOBAL INC                              | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       193 | NS      | $20129.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                | REGIONS FINANCIAL CORP                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      4558 | NS      | $130130.90    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                      | REPUBLIC SERVICES INC                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       478 | NS      | $100007.16    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                | ROLLINS INC                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       178 | NS      | $9919.94      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                     | ROPER TECHNOLOGIES INC                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        43 | NS      | $15256.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                              | S P GLOBAL INC                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       306 | NS      | $131956.38    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                       | SEMPRA ENERGY                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       827 | NS      | $78664.24     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                             | SERVICENOW INC                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       350 | NS      | $30908.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                 | SHERWIN WILLIAMS CO                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       434 | NS      | $139578.74    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC.                               | SNOWFLAKE INC                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       107 | NS      | $14602.29     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                         | THE SOUTHERN COMPANY                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2415 | NS      | $233530.50    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                         | STEEL DYNAMICS INC                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       280 | NS      | $64024.80     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                          | STRYKER CORP                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       473 | NS      | $149056.49    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORPORATION                  | THOMSON REUTERS CORP                       | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       237 | NS      | $22678.53     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC.                        | TRADEWEB MARKETS INC                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $12117.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                    | UNION PACIFIC CORP                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1089 | NS      | $293463.72    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                           | VEEVA SYSTEMS INC                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        43 | NS      | $6706.71      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                       | VERISK ANALYTICS INC                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       149 | NS      | $27489.01     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                     | VULCAN MATERIALS CO                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       177 | NS      | $53407.98     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                       | WASTE MANAGEMENT INC                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       701 | NS      | $163017.55    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                 | WILLIAMS COS INC                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1511 | NS      | $115304.41    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                | WORKDAY INC CLASS A                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        65 | NS      | $7956.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                  | ZOETIS INC                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       818 | NS      | $94045.46     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                      | ARCH CAPITAL GROUP LTD                     | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1378 | NS      | $130165.88    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                    | APTIV HOLDINGS LTD                         | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       320 | NS      | $19283.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                  | ICON PLC                                   | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       190 | NS      | $22482.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                 | NEW LINDE PLC                              | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       448 | NS      | $224510.72    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY             | MEDTRONIC PLC                              | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2980 | NS      | $241290.60    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PUBLIC LIMITED COMPANY        | NVENT ELECTRIC PLC                         | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       145 | NS      | $20720.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                           | ROYALTY PHARMA PLC                         | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1677 | NS      | $84000.93     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                | STERIS PLC                                 | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        65 | NS      | $14097.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                       | TRANE TECHNOLOGIES PLC                     | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       177 | NS      | $87179.58     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSIGENT PLC                                | VERSIGENT LTD                              | CUSIP: G9600F104<br>LEI: 254900V7AVDC2J9DHM24 | Long             | EC               | CORP              | JE        |       101 | NS      | $3531.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                  | GARMIN LTD                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       661 | NS      | $166003.54    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                    | FLEX LTD                                   | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |      1333 | NS      | $122036.15    | 1.04%             |  |  |  | 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