0001752724-23-109845.txt : 20230522 0001752724-23-109845.hdr.sgml : 20230522 20230522131228 ACCESSION NUMBER: 0001752724-23-109845 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230522 DATE AS OF CHANGE: 20230522 PERIOD START: 20230630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AdvisorShares Trust CENTRAL INDEX KEY: 0001408970 IRS NUMBER: 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: 23943531 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 S000034456 AdvisorShares STAR Global Buy-Write ETF C000105934 AdvisorShares STAR Global Buy-Write ETF VEGA NPORT-P 1 primary_doc.xml NPORT-P false 0001408970 XXXXXXXX S000034456 C000105934 AdvisorShares Trust 811-22110 0001408970 549300K5KGUMX2I7WM68 4800 Montgomery Lane Suite 150 Bethesda 20814 877-843-3831 AdvisorShares STAR Global Buy-Write ETF S000034456 549300IVWTE0EMCNMD69 2023-06-30 2023-03-31 N 50755734.74 1061449.86 49694284.88 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 UST iShares Core Total USD Bond Market ETF 549300IWM5U5LVTDP761 iShares Core Total USD Bond Market ETF 46434V613 149401.00000000 NS USD 6894856.15000000 13.87454546664 Long EC RF US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 SPDR S&P 500 ETF TRUST 000000000 -325.00000000 NC USD -104650.00000000 -0.21058759624 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 417.00000000 USD 2023-04-21 XXXX -61588.33000000 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 102763.00000000 NS USD 7349609.76000000 14.78964789964 Long EC RF US N 1 N N iShares Russell 2000 ETF 549300O80OAR5VTWR172 iShares Russell 2000 ETF 464287655 2114.00000000 NS USD 377137.60000000 0.758915438486 Long EC RF US N 1 N N iShares MSCI USA Momentum Factor ETF 5493002ZOOZ0SN3YYI81 iShares MSCI USA Momentum Factor ETF 46432F396 4504.00000000 NS USD 626236.16000000 1.260177425859 Long EC RF US N 1 N N iShares Russell Mid-Cap Growth ETF 5493004I787UFE6AN650 iShares Russell Mid-Cap Growth ETF 464287481 44091.00000000 NS USD 4014485.55000000 8.078364664455 Long EC RF US N 1 N N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 iShares MSCI Emerging Markets ETF 464287234 76849.00000000 NS USD 3032461.54000000 6.102233983893 Long EC RF US N 1 N N N iShares 10-20 Year Treasury Bond ETF 549300MH5J7BUV0VS287 iShares 10-20 Year Treasury Bond ETF 464288653 6465.00000000 NS USD 740501.10000000 1.490113202731 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 48415.00000000 NS USD 19820616.85000000 39.88510328272 Long EC RF US N 1 N N N Dreyfus Institutional Preferred Government Money Market Fund 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Money Market Fund 26200X100 853981.06000000 NS USD 853981.06000000 1.718469361340 Long STIV RF US N 1 N N iShares US Treasury Bond ETF 549300YMK9GAMCTG8G20 iShares US Treasury Bond ETF 46429B267 86982.00000000 NS USD 2033639.16000000 4.092299878971 Long EC RF US N 1 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 iShares MBS ETF 464288588 30967.00000000 NS USD 2933503.91000000 5.903101165624 Long EC RF US N 1 N N BLACKROCK LIQUIDITY T FUN 5493002L9DNZ83RX7V61 BLACKROCK LIQUIDITY T FUND 000000000 1540470.94000000 NS USD 1540470.94000000 3.099895578978 Long STIV RF US N 1 N N N SPDR Bloomberg Short Term High Yield Bond ETF 549300YI2V5ELVW58659 SPDR Bloomberg Short Term High Yield Bond ETF 78468R408 18655.00000000 NS USD 463390.20000000 0.932481876173 Long EC RF US N 1 N N 2023-05-15 AdvisorShares Trust Dan Ahrens Dan Ahrens Secretary and Treasurer XXXX NPORT-EX 2 237857ADVSH033123.htm

 

ADVISORSHARES STAR GLOBAL BUY-WRITE ETF

Schedule of Investments

March 31, 2023 (Unaudited)

 

Investments  Shares   Value 
EXCHANGE TRADED FUNDS – 97.2%                
                 
Debt Fund – 26.3%                
iShares 10-20 Year Treasury Bond ETF   6,465   $740,501 
iShares Core Total USD Bond Market ETF(a)   149,401    6,894,856 
iShares MBS ETF(b)   30,967    2,933,504 
iShares U.S. Treasury Bond ETF   86,982    2,033,639 
SPDR Bloomberg Barclays Short Term High Yield Bond ETF(b)   18,655    463,391 
Total Debt Fund        13,065,891 
                 
Equity Fund – 70.9%                
iShares MSCI EAFE ETF(b)   102,763    7,349,610 
iShares MSCI Emerging Markets ETF   76,849    3,032,461 
iShares MSCI USA Momentum Factor ETF(b)   4,504    626,236 
iShares Russell 2000 ETF(b)   2,114    377,138 
iShares Russell Mid-Cap Growth ETF   44,091    4,014,485 
SPDR S&P 500 ETF Trust(a)   48,415    19,820,617 
Total Equity Fund        35,220,547 
           
Total Exchange Traded Funds          
(Cost $48,977,223)        48,286,438 
                 
MONEY MARKET FUNDS – 4.8%                
BlackRock Liquidity Funds T-Fund Portfolio, Institutional Class, 4.70%(c)   1,540,471    1,540,471 
Dreyfus Institutional Preferred Government Money Market Fund, Institutional Class, 4.79%(c)(d)   853,981    853,981 
           
Total Money Market Funds          
(Cost $2,394,452)        2,394,452 
           
Total Investments Before Written Options – 102.0%          
(Cost $51,371,675)        50,680,890 

 

   Notional Amount   Contracts   Value 
WRITTEN CALL OPTION – (0.2)%               
SPDR S&P 500 ETF Trust, expiring 04/21/23, Strike Price $417.00
[Premium Received $(43,062)]		  $(13,552,500)   (325)  $(104,650)
                
Total Investments – 101.8%               
(Cost $51,328,613)             50,576,240 
Liabilities in Excess of Other Assets – (1.8%)             (879,150)
Net Assets – 100.0%            $49,697,090 

 

 

ETF - Exchange Traded Fund

 

(a) All or a portion of this security has been pledged as collateral for option contracts. The aggregate market value of the collateral was $1,703,838 as of March 31, 2023.
(b) All or a portion of security is on loan. The aggregate market value of the securities on loan is $11,565,552; the aggregate market value of the collateral held by the fund is $11,791,892. The aggregate market value of the collateral includes non-cash U.S. Treasury securities collateral having a value of $10,937,911.
(c) Rate shown reflects the 7-day yield as of March 31, 2023.
(d) Collateral received from brokers for securities lending was invested in these short-term investments.

 

 

 

 

ADVISORSHARES STAR GLOBAL BUY-WRITE ETF

Schedule of Investments (continued)

March 31, 2023 (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, 2023, 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 
Exchange Traded Funds  $48,286,438   $-   $-   $48,286,438 
Money Market Funds   2,394,452    -    -    2,394,452 
Total  $50,680,890   $-   $-   $50,680,890 

 

Liabilities  Level 1   Level 2   Level 3   Total 
Written Call Option  $(104,650)  $-   $-   $(104,650)

 

SUMMARY OF SCHEDULE OF INVESTMENTS

 

   % of 
   Net Assets 
Debt Fund   26.3%
Equity Fund   70.9  
Written Call Option   (0.2)
Money Market Funds   4.8  
Total Investments   101.8  
Liabilities in Excess of Other Assets   (1.8)
Net Assets   100.0%