0001752724-25-117811.txt : 20250523 0001752724-25-117811.hdr.sgml : 20250523 20250523122250 ACCESSION NUMBER: 0001752724-25-117811 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20250331 FILED AS OF DATE: 20250523 DATE AS OF CHANGE: 20250523 PERIOD START: 20250630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AdvisorShares Trust CENTRAL INDEX KEY: 0001408970 ORGANIZATION NAME: EIN: 260636087 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22110 FILM NUMBER: 25980553 BUSINESS ADDRESS: STREET 1: 4800 MONTGOMERY LANE STREET 2: SUITE 150 CITY: BETHESDA STATE: MD ZIP: 20814 BUSINESS PHONE: (877) 843-3831 MAIL ADDRESS: STREET 1: 4800 MONTGOMERY LANE STREET 2: SUITE 150 CITY: BETHESDA STATE: MD ZIP: 20814 0001408970 S000077183 AdvisorShares MSOS Daily Leveraged ETF C000237353 AdvisorShares MSOS Daily Leveraged ETF MSOX NPORT-P 1 primary_doc.xml NPORT-P false 0001408970 XXXXXXXX S000077183 C000237353 AdvisorShares Trust 811-22110 0001408970 549300K5KGUMX2I7WM68 4800 Montgomery Lane Suite 150 Bethesda 20814 877-843-3831 AdvisorShares MSOS Daily Leveraged ETF S000077183 549300HY3JHT4NOILR67 2025-06-30 2025-03-31 N 14518643.98 3063926.95 11454717.03 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 13857454.14000000 N Nasdaq CRB Monitor Global Cannabis Index HERBAL Index COWEN INC. 5493008QI0EFC5WBED75 TRS ADVISORSHARES PURE US CANNABIS ETF 000000000 1.00000000 NC USD -516273.90000000 -4.50708558446 N/A DE CORP US N 2 COWEN INC. 5493008QI0EFC5WBED75 AdvisorShares Pure US Cannabis ETF AdvisorShares Pure US Cannabis ETF Y Performance Leg 2026-11-20 0.00000000 USD 0.00000000 USD 3385000.00000000 USD -516273.90000000 N N N COWEN INC. 5493008QI0EFC5WBED75 TRS ADVISORSHARES PURE US CANNABIS ETF 000000000 1.00000000 NC USD -2524462.27000000 -22.0386262130 N/A DE CORP US N 2 COWEN INC. 5493008QI0EFC5WBED75 AdvisorShares Pure US Cannabis ETF AdvisorShares Pure US Cannabis ETF Y Performance Leg 2026-09-22 0.00000000 USD 0.00000000 USD 5006699.00000000 USD -2524462.27000000 N N N BLACKROCK TREASURY TRUST N/A BLACKROCK TREASURY TRUST 000000000 617328.00000000 NS USD 617328.00000000 5.389290703412 Long STIV RF US N 1 N N N 2025-05-23 AdvisorShares Trust Dan Ahrens Dan Ahrens Secretary and Treasurer XXXX NPORT-EX 2 468368ADVSH033125.htm

 

ADVISORSHARES MSOS DAILY LEVERAGED ETF
(formerly AdvisorShares MSOS 2x Daily ETF)
Schedule of Investments

 

March 31, 2025 (Unaudited)

 

 

Investments   Shares     Value  
MONEY MARKET FUND – 5.4%                
BlackRock Liquidity Funds Treasury Trust Fund Portfolio, Institutional Class, 4.18%(a)
(Cost $617,328)		     617,328     $ 617,328  
                 
Total Investments – 5.4%
(Cost $617,328)		             617,328  
Other Assets in Excess of Liabilities – 94.6%             10,829,809  
Net Assets – 100.0%           $ 11,447,137  

 

 

OBFR - Overnight Bank Funding Rate

 

(a) Rate shown reflects the 7-day yield as of March 31, 2025.

 

 

 

 

ADVISORSHARES MSOS DAILY LEVERAGED ETF
(formerly AdvisorShares MSOS 2x Daily ETF)
Schedule of Investments (continued)

 

March 31, 2025 (Unaudited)

 

 

For information on the Fund’s policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

 

Fair Value Measurements

 

The following is a summary of the inputs used, as of March 31, 2025, in valuing the Fund’s assets and liabilities carried at fair value. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.

 

Assets   Level 1     Level 2     Level 3     Total  
Money Market Fund   $ 617,328     $ –     $ –     $ 617,328  
Swaps†     –       –       –       –  
Total   $ 617,328     $ –     $ –     $ 617,328  

 

Liabilities   Level 1     Level 2     Level 3     Total  
Swap†   $ –     $ (78,468 )   $ –     $ (78,468 )

 

 
† Derivative instruments, including swap contracts, are valued at the net unrealized gain (loss) on the instrument.

 

SUMMARY OF SCHEDULE OF INVESTMENTS

 

    % of
Net Assets		  
Money Market Fund     5.4 %
Total Investments     5.4  
Other Assets in Excess of Liabilities     94.6  
Net Assets     100.0 %

 

Total return swap contracts outstanding as of March 31, 2025:

 

Reference Entity   Annual
Financing Rate
Paid		     Payment Frequency     Termination
Date		     Notional
Amounts		     Fair
Value		     Unrealized
Appreciation/
(Depreciation)		  
AdvisorShares Pure US Cannabis ETF   OBFR + 2.00%     Monthly     9/22/2026     $ 13,145,952     $ 13,067,484     $ (78,468 )
AdvisorShares Pure US Cannabis ETF   OBFR + 3.00%     Monthly     11/20/2026       8,834,850       8,834,850       –  
Net Unrealized Depreciation                                     $ (78,468 )

 

Clear Street and Nomura act as the counterparties to the total return swap contracts listed above. The Fund either receives fees from, or pays fees to, the counterparty, depending upon the total return of the benchmark, and the agreed-upon floating financing rate. As of March 31, 2025, cash in the amount of $13,957,413 has been segregated as collateral from the broker for swap contracts.