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 2025-10-31 N 45610728.25 6077758.18 39532970.07 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 113928.25000000 N Securities Portfolio N/A SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 59500.00000000 NS USD 40582570.00000000 102.6549989240 Long RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 N/A -578.00000000 NC USD -657764.00000000 -1.66383653652 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written SPDR S&P 500 ETF Trust SPDR S P 500 ETF TRUST PUT OPTION 578.00000000 545.00000000 USD 2026-09-18 XXXX 200.00000000 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 N/A -578.00000000 NC USD -1492974.00000000 -3.77652879952 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written SPDR S&P 500 ETF Trust SPDR S P 500 ETF TRUST CALL OPTION 578.00000000 740.00000000 USD 2026-09-18 XXXX 400.00000000 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 N/A 578.00000000 NC USD 2161142.00000000 5.466682609916 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased SPDR S&P 500 ETF Trust SPDR S P 500 ETF TRUST PUT OPTION 578.00000000 680.00000000 USD 2026-09-18 XXXX 38704.00000000 N N N 2025-12-01 Strategy Shares James Szilagyi James Szilagyi Treasurer