# EDGAR Filing Document

**Accession Number:** 0001368578
**File Stem:** 0001162044-26-000321
**Filing Date:** 2026-4
**Character Count:** 38210
**Document Hash:** 81f7733fb206ea39916136db3f89989b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-26-000321.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001162044-26-000321

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MSS Series Trust
- **CENTRAL INDEX KEY:** 0001368578

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21927
- **FILM NUMBER:** 26877801

**BUSINESS ADDRESS:**
- **STREET 1:** 8000 TOWN CENTRE DRIVE, SUITE 400
- **CITY:** BROADVIEW HEIGHTS
- **STATE:** OH
- **ZIP:** 44147
- **BUSINESS PHONE:** 440-922-0066

**MAIL ADDRESS:**
- **STREET 1:** 8000 TOWN CENTRE DRIVE, SUITE 400
- **CITY:** BROADVIEW HEIGHTS
- **STATE:** OH
- **ZIP:** 44147

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMM FUNDS
- **DATE OF NAME CHANGE:** 20071002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FALLEN ANGELS FAMILY OF FUNDS
- **DATE OF NAME CHANGE:** 20070611

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** American Money Management Funds
- **DATE OF NAME CHANGE:** 20060710

## Series and Classes Contracts Data

### One Rock Fund (Series ID: S000067573)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000217291 | One Rock Fund |  |

## Nport-Ex

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **February 27, 2026 (unaudited)** | **February 27, 2026 (unaudited)** | **February 27, 2026 (unaudited)** | **February 27, 2026 (unaudited)** | **February 27, 2026 (unaudited)** |
| **<u>One Rock Fund</u>** | **<u>One Rock Fund</u>** | **<u>One Rock Fund</u>** | **<u>One Rock Fund</u>** | **<u>One Rock Fund</u>** |
|  |  |  | **Shares or Principal** |  |
| **Security Description** | **Security Description** |  | **Amount ($)** | **Fair Value ($)(1)** |
| **Common Stocks - 98.57%** | **Common Stocks - 98.57%** | **Common Stocks - 98.57%** | **Common Stocks - 98.57%** | **Common Stocks - 98.57%** |
| **Air Transportation, Scheduled - 1.77%** |  |  |  |  |
| United Airlines Holdings, Inc. (2) |  |  | 6000  | 637800  |
| **Communications Equipment, NEC - 5.78%** |  |  |  |  |
| Lumentum Holdings, Inc. (2) |  |  | 2970  | 2081703  |
| **Computer Storage Devices - 10.75%** |  |  |  |  |
| Sandisk Corp. (2) |  |  | 5210  | 3310226  |
| Western Digital Corp. (2) |  |  | 2000  | 559400  |
|  |  |  |  | 3869626  |
| **Construction - Special Trade Contractors - 1.93%** |  |  |  |  |
| Argan, Inc. |  |  | 1536  | 693120  |
| **Drawing And Insulating Nonferrous Wire - 1.34%** |  |  |  |  |
| Corning, Inc. |  |  | 3200  | 481216  |
| **Electrical Industrial Apparatus - 5.82%** |  |  |  |  |
| Bloom Energy Corp. (2) |  |  | 13450  | 2093762  |
| **Electronic & Other Electrical Equipment - 1.65%** |  |  |  |  |
| GE Vernova, Inc. |  |  | 680  | 594048  |
| **Electronic Components, NEC - 5.31%** |  |  |  |  |
| Vertiv Holdings Co. (2) |  |  | 2200  | 560758  |
| Vicor Corp. (2) |  |  | 6700  | 1349380  |
|  |  |  |  | 1910138  |
| **Engines & Turbines - 1.13%** |  |  |  |  |
| BWX Technologies, Inc. |  |  | 1970  | 405781  |
| **Finance Services - 2.05%** |  |  |  |  |
| Circle Internet Group, Inc. (2) |  |  | 3500  | 292040  |
| SoFi Technologies, Inc. (2) |  |  | 25100  | 445776  |
|  |  |  |  | 737816  |
| **Guided Missiles & Space Vehicles & Parts - 1.31%** |  |  |  |  |
| Rocket Lab USA, Inc. (2) |  |  | 6800  | 469880  |
| **Heavy Construction Other Than Building Construction - Contractors - 1.19%** | **Heavy Construction Other Than Building Construction - Contractors - 1.19%** |  |  |  |
| Sterling Infrastructure, Inc. (2) |  |  | 1000  | 428130  |
| **Laboratory Analytical Instruments - 2.60%** |  |  |  |  |
| Coherent, Inc. (2) |  |  | 3620  | 937327  |
| **Metal Mining - 0.06%** |  |  |  |  |
| Southern Copper Corp. |  |  | 101  | 22016  |
| **Personal Credit Institutions - 1.11%** |  |  |  |  |
| Affirm Holdings, Inc. (2) |  |  | 8500  | 399330  |
| **Printed Circuit Boards - 5.11%** |  |  |  |  |
| Celestica, Inc. (2) |  |  | 6630  | 1840687  |
| **Pumps & Pumping Equipment - 0.96%** |  |  |  |  |
| ITT, Inc. (2) |  |  | 1700  | 344097  |
| **Retail-Furniture Stores - 0.78%** |  |  |  |  |
| Restoration Hardware Holdings, Inc. (2) |  |  | 1700  | 281707  |
| **Search, Detection, Navigation, Guidance, Aeronautical System - 0.85%** | **Search, Detection, Navigation, Guidance, Aeronautical System - 0.85%** |  |  |  |
| Nextracker, Inc. (2) |  |  | 2900  | 304790  |
| **Security Brokers, Dealers & Flotation Companies - 3.70%** | **Security Brokers, Dealers & Flotation Companies - 3.70%** |  |  |  |
| The Goldman Sachs Group, Inc.  |  |  | 727  | 624907  |
| Robinhood Markets, Inc. (2) |  |  | 9300  | 705405  |
|  |  |  |  | 1330312  |
| **Semiconductors & Related Devices - 17.66%** |  |  |  |  |
| Astera Labs, Inc. (2) |  |  | 2700  | 320841  |
| Credo Technology Group Holding Ltd. (Cayman Islands) (2) | Credo Technology Group Holding Ltd. (Cayman Islands) (2) |  | 1600  | 179632  |
| FormFactor, Inc. (2) |  |  | 5800  | 573504  |
| Micron Technology, Inc. |  |  | 6300  | 2597931  |
| NVIDIA Corp. |  |  | 11650  | 2064264  |
| Photronics, Inc. (2) |  |  | 2500  | 93575  |
| Taiwan Semiconductor Manufacturing Co., Ltd. (2) |  |  | 100  | 37458  |
| Tower Semiconductor Ltd. (2) |  |  | 3908  | 487992  |
|  |  |  |  | 6355196  |
| **Services-Computer Integrated Systems Design - 0.60%** | **Services-Computer Integrated Systems Design - 0.60%** |  |  |  |
| IonQ, Inc. (2) |  |  | 5600  | 214872  |
| **Services-Computer Programming, Data Processing, Etc. - 2.80%** | **Services-Computer Programming, Data Processing, Etc. - 2.80%** |  |  |  |
| Alphabet, Inc. Class A |  |  | 2400  | 748224  |
| Meta Platforms, Inc. |  |  | 400  | 259272  |
|  |  |  |  | 1007496  |
| **Services-Engineering Services - 0.69%** |  |  |  |  |
| Willdan Group, Inc. (2) |  |  | 2800  | 249592  |
| **Services-Prepackaged Software - 14.19%** |  |  |  |  |
| Cloudflare, Inc. Class A (2) |  |  | 5100  | 878169  |
| MongoDB, Inc. Class A (2) |  |  | 7530  | 2473379  |
| Palantir Technologies, Inc. (2) |  |  | 12810  | 1757404  |
|  |  |  |  | 5108952  |
| **Water, Sewer, Pipeline, Comm & Power Line Construction - 2.82%** | **Water, Sewer, Pipeline, Comm & Power Line Construction - 2.82%** |  |  |  |
| ASML Holding N.V. ADR (2) |  |  | 200  | 290112  |
| Lam Research Corp. (2) |  |  | 3100  | 725059  |
|  |  |  |  | 1015171  |
| **Steel Works, Blast Furnaces Rolling Mills (Coke Ovens) - 1.34%** | **Steel Works, Blast Furnaces Rolling Mills (Coke Ovens) - 1.34%** |  |  |  |
| Steel Dynamics, Inc. |  |  | 2500  | 482825  |
| **Water, Sewer, Pipeline, Comm & Power Line Construction - 1.40%** | **Water, Sewer, Pipeline, Comm & Power Line Construction - 1.40%** |  |  |  |
| Dycom Industries, Inc. (2) |  |  | 1200  | 504024  |
| **Steel Works, Blast Furnaces & Rolling & Finishing Mills - 1.88%** | **Steel Works, Blast Furnaces & Rolling & Finishing Mills - 1.88%** |  |  |  |
| Carpenter Technology Corp. |  |  | 1700  | 676719  |
| Total Common Stock |  |  | (Cost $26,569,415) | 35478131  |
| **Money Market Registered Investment Companies - 0.33%** | **Money Market Registered Investment Companies - 0.33%** | **Money Market Registered Investment Companies - 0.33%** | **Money Market Registered Investment Companies - 0.33%** | **Money Market Registered Investment Companies - 0.33%** |
| Federated Government Obligations Fund Institutional Shares - 3.54% (3) | Federated Government Obligations Fund Institutional Shares - 3.54% (3) | Federated Government Obligations Fund Institutional Shares - 3.54% (3) | 117858  | 117858  |
| Total Money Market Registered Investment Companies | Total Money Market Registered Investment Companies | Total Money Market Registered Investment Companies | (Cost $117,858) | 117858  |
| **Total Investments - 98.91%** | **Total Investments - 98.91%** | **Total Investments - 98.91%** | (Cost $27,650,708) | 35595990  |
| Other Assets Less Liabilities - 1.09% | Other Assets Less Liabilities - 1.09% | Other Assets Less Liabilities - 1.09% |  | 397225  |
| Total Net Assets - 100.00% | Total Net Assets - 100.00% | Total Net Assets - 100.00% |  | 35993214  |
| **Futures Contracts (2)** | **Futures Contracts (2)** | **Futures Contracts (2)** | **Futures Contracts (2)** | **Futures Contracts (2)** |
|  |  |  |  | **Value and** |
|  |  |  |  | **Unrealized** |
|  | **Long (Short)** |  |  | **Appreciation** |
|  | **<u>Contracts</u>** | **<u>Expiration Date</u>** | **<u>Value</u>** | **<u>(Depreciation)($)\*\*</u>** |
| **Index Futures** |  |  |  |  |
| E-Mini Nasdaq 100  | 1 | 3/20/2026 | 500095  | (7197) |
|  |  |  | (Cost $507,292) | (7197) |
| **Options (2)** | **Options (2)** | **Options (2)** | **Options (2)** | **Options (2)** |
|  |  | **Long (Short)** | **Notional Value of** | **Fair** |
|  |  | **<u>Contracts</u>** | **<u>Contracts ($)</u>** | **<u>Value ($)</u>** |
| **Call Options Written** |  |  |  |  |
| Rocket Lab USA, Inc., Call @ $73.00 |  | -5 | (36500) | (1337) |
| Total Call Options Written |  | -5 | (36500) | (1337) |
| (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. | (1) ***Statement on Financial Accounting Standard No. 157 "Fair Value Measurements"*** - Various inputs are used in determining the value of the Fund's investments. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;These inputs are summarized in the three broad levels listed below. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical securities |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of February 27, 2026 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of February 27, 2026 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of February 27, 2026 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of February 27, 2026 in valuing the Fund's assets carried at fair value: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the inputs used as of February 27, 2026 in valuing the Fund's assets carried at fair value: |
|  |  |  | Investments in  | Other Financial |
| Valuation Inputs |  |  | Securities | Instruments (9) |
| Level 1 - Quoted Prices |  |  | $35595990 | $- |
| Level 2 - Other Significant Observable Inputs |  |  | - | - |
| Level 3 - Significant Unobservable Inputs |  |  | - | - |
| Total |  |  | $35595990 | $- |
| The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term | The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term |
| debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment | debt instruments and repurchase agreements with a maturity of less than 60 days are valued using amortized cost, in accordance with rules under the Investment |
| Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active | Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active |
| market, such securities are reflected as Level 2. | market, such securities are reflected as Level 2. | market, such securities are reflected as Level 2. | market, such securities are reflected as Level 2. | market, such securities are reflected as Level 2. |
| (2) Represents non-income producing securities. | (2) Represents non-income producing securities. | (2) Represents non-income producing securities. | (2) Represents non-income producing securities. | (2) Represents non-income producing securities. |
| (3) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 27, 2026. | (3) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 27, 2026. | (3) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 27, 2026. | (3) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 27, 2026. | (3) Investment in affiliate. The yield shown represents the 7-day yield in effect at February 27, 2026. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MSS Series Trust

- **b. Investment Company Act file number:** 811-21927

- **c. CIK number of Registrant:** 0001368578

- **d. LEI of Registrant:** 5493008Y245E2ZHP5235

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 8000 Town Centre Drive

  - **City:** Broadview Heights

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44147

  - **Telephone number:** 440-922-0066

**Item A.2. Information about the Series.**

- **a. Name of Series:** One Rock Fund

- **b. EDGAR series identifier (if any):** S000067573

- **c. LEI of Series:** 549300WX4P7FVPSA2Y70

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $37008485.06

**Total Liabilities:** $1015270.56

**Net Assets:** $35993214.49

**Cash Not Reported:** $458479.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217291 | 0.45%                | 2.69%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1972482.82              | $-1805583.18                               |
| Month 2  | $2028112.42              | $-1014961.18                               |
| Month 3  | $558951.80               | $1126.29                                   |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ASML Holding N.V.                               | ASML Holding N.V. ADR                                     | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       200 | NS      | $290112.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                           | Affirm Holdings, Inc.                                     | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $399330.00    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                  | Alphabet, Inc. Class-A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2400 | NS      | $748224.00    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                     | Argan, Inc.                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1536 | NS      | $693120.00    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                               | Astera Labs, Inc.                                         | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $320841.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                          | BWX Technologies, Inc.                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1970 | NS      | $405780.60    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                               | Bloom Energy Corp.                                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     13450 | NS      | $2093761.50   | 5.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                      | Carpenter Technology Corp.                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1700 | NS      | $676719.00    | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica, Inc.                                 | Celestica, Inc.                                           | CUSIP: 15101Q207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6630 | NS      | $1840686.90   | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group, Inc.                     | Circle Internet Group, Inc.                               | CUSIP: 172573107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $292040.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                | Cloudflare, Inc. Class A                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      5100 | NS      | $878169.00    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent, Inc.                                  | Coherent, Inc.                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      3620 | NS      | $937326.60    | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                   | Corning, Inc.                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3200 | NS      | $481216.00    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holdings Ltd.            | Credo Technology Group Holdings Ltd.                      | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1600 | NS      | $179632.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                          | Dycom Industries, Inc.                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1200 | NS      | $504024.00    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                     | E-Mini Nasdaq 100 March 20, 2026 Future                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NS      | $-7197.25     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Money Market Obligations Trust | Federated Government Obligations Fund Institutional Class | CUSIP: 60934N104<br>LEI: 25490005VWJDWX717014 | Long             | STIV             | RF                | US        |    117858 | NS      | $117858.47    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                | FormFactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      5800 | NS      | $573504.00    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                | GE Vernova, Inc.                                          | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $594048.00    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                   | The Goldman Sachs Group, Inc.                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       727 | NS      | $624907.39    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                       | ITT, Inc.                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1700 | NS      | $344097.00    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ, Inc.                                      | IonQ, Inc.                                                | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $214872.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                              | Lam Research Corp.                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3100 | NS      | $725059.00    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                         | Lumentum Holdings, Inc.                                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2970 | NS      | $2081702.70   | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                            | Meta Platforms, Inc.                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       400 | NS      | $259272.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                         | Micron Technology, Inc.                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6300 | NS      | $2597931.00   | 7.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                   | MongoDB, Inc. Class A                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      7530 | NS      | $2473379.10   | 6.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                    | NVIDIA Corp.                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     11650 | NS      | $2064263.50   | 5.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker, Inc.                                | Nextracker, Inc.                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $304790.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                     | Palantir Technologies, Inc.                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     12810 | NS      | $1757403.90   | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                | Photronics, Inc.                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2500 | NS      | $93575.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Restoration Hardware Holdings, Inc.             | Restoration Hardware Holdings, Inc.                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1700 | NS      | $281707.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                         | Robinhood Markets, Inc.                                   | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $705405.00    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA, Inc.                            | Rocket Lab USA, Inc.                                      | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $469880.00    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                          | Rocket Lab USA, Inc., February 27, 2026 Call @ $73.00     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        -5 | NC      | $-5.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                   | Sandisk Corp.                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5210 | NS      | $3310225.60   | 9.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                         | SoFi Technologies, Inc.                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     25100 | NS      | $445776.00    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                            | Southern Copper Corp.                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       101 | NS      | $22015.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                            | Steel Dynamics, Inc.                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2500 | NS      | $482825.00    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                   | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1000 | NS      | $428130.00    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.    | Taiwan Semiconductor Manufacturing Co., Ltd.              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       100 | NS      | $37458.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                        | Tower Semiconductor Ltd.                                  | CUSIP: M87915274<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      3908 | NS      | $487991.96    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                  | United Airlines Holdings, Inc.                            | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      6000 | NS      | $637800.00    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                             | Vertiv Holdings Co.                                       | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2200 | NS      | $560758.00    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                     | Vicor Corp.                                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      6700 | NS      | $1349380.00   | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                           | Western Digital Corp.                                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2000 | NS      | $559400.00    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                             | Willdan Group, Inc.                                       | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      2800 | NS      | $249592.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** MSS Series Trust

**Signature:** /s/ Gregory B. Getts

**Name of Signer:** Gregory B. Getts

**Title:** President