# EDGAR Filing Document

**Accession Number:** 0001884021
**File Stem:** 0000894189-25-013087
**Filing Date:** 2025-10
**Character Count:** 5579
**Document Hash:** e4f4f50e6cece96ad57f06cbdea0233d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-013087.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0000894189-25-013087

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Volatility Shares Trust
- **CENTRAL INDEX KEY:** 0001884021

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23785
- **FILM NUMBER:** 251433774

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 PGA BLVD.
- **STREET 2:** SUITE 4400
- **CITY:** PALM BEACH GARDENS
- **STATE:** FL
- **ZIP:** 33408
- **BUSINESS PHONE:** 646-499-0917

**MAIL ADDRESS:**
- **STREET 1:** 2000 PGA BLVD.
- **STREET 2:** SUITE 4400
- **CITY:** PALM BEACH GARDENS
- **STATE:** FL
- **ZIP:** 33408

## Series and Classes Contracts Data

### One+One Nasdaq-100(R) and Bitcoin ETF (Series ID: S000090387)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000257395 | One+One Nasdaq-100(R) and Bitcoin ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Volatility Shares Trust

- **b. Investment Company Act file number:** 811-23785

- **c. CIK number of Registrant:** 0001884021

- **d. LEI of Registrant:** 54930004NGKHU04MBA84

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

  - **Street Address 1:** 2000 PGA Boulevard

  - **City:** Palm Beach Gardens

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33408

  - **Telephone number:** 203-998-6005

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

- **a. Name of Series:** One+One Nasdaq-100 and Bitcoin ETF

- **b. EDGAR series identifier (if any):** S000090387

- **c. LEI of Series:** 52990020ATZ5K4HDTG13

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2137236.28

**Total Liabilities:** $866775.96

**Net Assets:** $1270460.32

**Amount of Assets Invested in Other Investment Companies:** $280184.50

**Cash Not Reported:** $448908.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257395 | 8.06%                | 9.64%                | -7.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $229.76                  | $-128.49                                   |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $211.58                  | $13.13                                     |

**Designated Index Information**

- **Index Name:** 50% XNDX 50% SPBTCFUE

- **Index Identifier:** QBBLEND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REREPOQV2                      | REREPOQV2                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -848207 | PA      | $-848207.25   | -66.76%           |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $857779.52    | 67.52%            | 2025-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    871282 | NS      | $871282.42    | 68.58%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASD100 MICRO EMINSep25                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        28 | NC      | $48081.14     | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CME Micro Bitcoin Sep25                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       109 | NC      | $-50793.93    | -4.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Volatility Shares Trust

**Signature:** /s/ Chang Kim

**Name of Signer:** Chang Kim

**Title:** COO & CCO