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 2027-04-30 2026-07-31 N 39425509.93 1182428.81 38243081.12 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 123176.93000000 N Securities Portfolio N/A State Street SPDR S&P 500 ETF 549300NZAMSJ8FXPQQ63 N/A 502.00000000 NC USD 1801427.00000000 4.710465127920 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased State Street SPDR S&P 500 ETF SPDR S P 500 ETF TRUST PUT OPTION 502.00000000 755.00000000 USD 2027-03-19 XXXX -211005.52000000 N N N State Street SPDR S&P 500 ETF 549300NZAMSJ8FXPQQ63 78462F103 50200.00000000 NS USD 37500906.00000000 98.05932184786 Long RF US N 1 N N N State Street SPDR S&P 500 ETF 549300NZAMSJ8FXPQQ63 N/A -502.00000000 NC USD -728151.00000000 -1.90400715286 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written State Street SPDR S&P 500 ETF SPDR S P 500 ETF TRUST CALL OPTION 502.00000000 815.00000000 USD 2027-03-19 XXXX 607886.93000000 N N N State Street SPDR S&P 500 ETF 549300NZAMSJ8FXPQQ63 N/A -502.00000000 NC USD -433226.00000000 -1.13282190480 N/A DE US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written State Street SPDR S&P 500 ETF SPDR S P 500 ETF TRUST PUT OPTION 502.00000000 605.00000000 USD 2027-03-19 XXXX 131818.82000000 N N N 2026-08-31 Strategy Shares James Szilagyi James Szilagyi Treasurer XXXX