NPORT-P false 0001506213 XXXXXXXX S000089262 C000255777 Strategy Shares 811-22497 0001506213 254900WXTP9YGQC7P376 2960 NORTH MERIDIAN STREET SUITE: 300 INDIANAPOLIS 46208 855-477-3837 Day Hagan Smart Buffer ETF S000089262 254900A99XSEDMC8O489 2026-04-30 2026-01-31 N 42948977.24 1557817.47 41391159.77 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 131675.24000000 N Securities Portfolio N/A State Street SPDR S&P 500 Trust ETF 549300NZAMSJ8FXPQQ63 78462F103 59400.00000000 NS USD 41103018.00000000 99.30385673752 Long RF US N 1 N N N State Street SPDR S&P 500 Trust ETF 549300NZAMSJ8FXPQQ63 N/A -594.00000000 NC USD -460350.00000000 -1.11219401089 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written State Street SPDR S&P 500 Trust ETF SPDR S P 500 ETF TRUST PUT OPTION 594.00000000 545.00000000 USD 2026-09-18 XXXX 207987.51000000 N N N State Street SPDR S&P 500 Trust ETF 549300NZAMSJ8FXPQQ63 N/A -594.00000000 NC USD -1075140.00000000 -2.59751117382 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written State Street SPDR S&P 500 Trust ETF SPDR S P 500 ETF TRUST CALL OPTION 594.00000000 740.00000000 USD 2026-09-18 XXXX 445608.47000000 N N N State Street SPDR S&P 500 Trust ETF 549300NZAMSJ8FXPQQ63 N/A 594.00000000 NC USD 1714284.00000000 4.141666987651 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased State Street SPDR S&P 500 Trust ETF SPDR S P 500 ETF TRUST PUT OPTION 594.00000000 680.00000000 USD 2026-09-18 XXXX -451329.24000000 N N N 2026-03-02 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX