0001752724-24-000286.txt : 20240102 0001752724-24-000286.hdr.sgml : 20240102 20240102114612 ACCESSION NUMBER: 0001752724-24-000286 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20240102 DATE AS OF CHANGE: 20240102 PERIOD START: 20240131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VALUED ADVISERS TRUST CENTRAL INDEX KEY: 0001437249 ORGANIZATION NAME: IRS NUMBER: 262762915 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22208 FILM NUMBER: 24501044 BUSINESS ADDRESS: STREET 1: 225 PICTORIA DR. STREET 2: SUITE 450 CITY: CINCINNATI STATE: OH ZIP: 45246 BUSINESS PHONE: 513-587-3400 MAIL ADDRESS: STREET 1: 225 PICTORIA DR. STREET 2: SUITE 450 CITY: CINCINNATI STATE: OH ZIP: 45246 0001437249 S000061578 Belmont Theta Income Fund C000199439 Institutional Class Shares BTIFX NPORT-P 1 primary_doc.xml NPORT-P false 0001437249 XXXXXXXX S000061578 C000199439 Valued Advisers Trust 811-22208 0001437249 549300W12YUPFS7QVT86 225 Pictoria Drive Suite 450 Cincinnati 45246 513-587-3400 BELMONT THETA INCOME FUND S000061578 5493000HNYDVD2ZE6T50 2024-01-31 2023-10-31 N 12007207.57 895422.49 11111785.08 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 0.00 USD N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 S & P 500 index Put @ 3930 November 2023 N/A 26.00000000 NS USD 20930.00000000 0.188358574696 Long DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Purchased S&P Dow Jones Index S&P Dow Jones Index 100.00000000 3930.00000000 USD 2023-11-17 XXXX -1335.43000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 S&P 500 Index Put @ 4400, Expiring November 2023 N/A -26.00000000 NS USD -547170.00000000 -4.92423130991 Short DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Written S&P Dow Jones Index S&P Dow Jones Index 100.00000000 4400.00000000 USD 2023-11-17 XXXX -427735.43000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912796YT0 1250000.00000000 PA USD 1249817.14000000 11.24767200770 Long DBT UST US N 2 2023-11-02 None 0.00000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 S & P 500 Index Put @ 4245 December 2023 N/A -27.00000000 NS USD -307665.00000000 -2.76881705131 Short DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Written S&P Down Jones Index S&P Down Jones Index 100.00000000 4245.00000000 USD 2023-12-15 XXXX -157444.61000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 CBOE Volatility Index Call @ 45 Expiring December 2023 N/A 322.00000000 NS USD 10143.00000000 0.091281463122 Long DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Call Purchased CBOE Volatility Index CBOE Volatility Index 100.00000000 45.00000000 USD 2023-12-20 XXXX -2396.25000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZY8 2000000.00000000 PA USD 1974936.02000000 17.77334609859 Long DBT UST US N 2 2024-01-25 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912797GK7 1000000.00000000 PA USD 959498.92000000 8.634966507109 Long DBT UST US N 2 2024-08-08 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZN2 1000000.00000000 PA USD 991588.54000000 8.923755569973 Long DBT UST US N 2 2023-12-28 None 0.00000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 S & P 500 Index Put @ 3720 December 2023 N/A 27.00000000 NS USD 28755.00000000 0.258779303172 Long DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Purchased S&P Dow Jones Index S&P Dow Jones Index 100.00000000 3720.00000000 USD 2023-12-15 XXXX 910.39000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 CBOE Global Markets Inc. Call @ 38 Novmever 2023 N/A 275.00000000 NS USD 3575.00000000 0.032173048472 Long DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Call Purchased CBOE Volatility Index CBOE Volatility Index 100.00000000 38.00000000 USD 2023-11-15 XXXX -6037.01000000 N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912797FH5 2000000.00000000 PA USD 1942593.66000000 17.48228251369 Long DBT UST US N 2 2024-05-16 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912797LL9 2000000.00000000 PA USD 1958339.72000000 17.62398845820 Long DBT UST US N 2 2024-03-21 None 0.00000000 N N N N N N N/A N/A Reich & Tang Deposit Account N/A 577677.36000000 PA USD 577677.36000000 5.198780896507 Long STIV US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZD4 1000000.00000000 PA USD 995747.67000000 8.961185469580 Long DBT UST US N 2 2023-11-30 None 0.00000000 N N N N N N 2023-10-31 Valued Advisers Trust Gregory Knoth Gregory Knoth SVP, Mutual Fund Controller XXXX NPORT-EX 2 ultimus_2200.htm
Belmont
Theta
Income
Fund
Schedule
of
Investments
October
31,
2023
(Unaudited)
U.S.
GOVERNMENT
&
AGENCIES
(a)(b)(c)
90.65%
Principal
Amount
Fair
Value
United
States
Treasury
Bill,
4.60
%
,
11/2/2023
$
1,250,000‌
$
1,249,817‌
United
States
Treasury
Bill,
4.67
%
,
11/30/2023
1,000,000‌
995,748‌
United
States
Treasury
Bill,
4.55
%
,
12/28/2023
1,000,000‌
991,589‌
United
States
Treasury
Bill,
4.53
%
,
1/25/2024
2,000,000‌
1,974,935‌
United
States
Treasury
Bill,
4.49
%
,
3/21/2024
2,000,000‌
1,958,340‌
United
States
Treasury
Bill,
4.73
%
,
5/16/2024
2,000,000‌
1,942,594‌
United
States
Treasury
Bill,
5.21
%
,
8/8/2024
1,000,000‌
959,499‌
Total
U.S.
Government
&
Agencies
(Cost $10,095,801)
10,072,522‌
Description
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Fair
Value
CALL
OPTIONS
PURCHASED
0.12%
Cboe
Global
Markets,
Inc.
(c)
275‌
$
4,506,975
$
38.00
November
2023
$
3,575‌
Cboe
Volatility
Index
(c)
322‌
584,108
45.00
December
2023
10,143‌
PUT
OPTIONS
PURCHASED
0.45%
S&P
500
Index
(c)
26‌
10,903,880
3,930.00
November
2023
20,930‌
S&P
500
Index
(c)
27‌
11,323,260
3,720.00
December
2023
28,755‌
Total
Options
Purchased
(Cost
$72,261)
63,403‌
Total
Investments
91.22%
(Cost
$10,168,062)
10,135,925‌
Other
Assets
in
Excess
of
Liabilities — 8.77%
974,875‌
NET
ASSETS
100.00%
$
11,110,800‌
(a)
Securities
are
held
as
collateral
for
options.
(b)
The
rate
shown
represents
effective
yield
at
time
of
purchase.
(c)
Non-income
producing
security.
Belmont
Theta
Income
Fund
Schedule
of
Open
Written
Options
Contracts
October
31,
2023
(Unaudited)
Description
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Fair
Value
WRITTEN
PUT
OPTIONS
(7.69)%
S&P
500
Index
(a)
(26)
$
(10,903,880‌)
$
4,400.00‌
November
2023
$
(547,170‌)
S&P
500
Index
(a)
(27)
(11,323,260‌)
4,245.00‌
December
2023
(307,665‌)
Total
Written
Put
Options
(Premiums
Received
$269,655)
(854,835‌)
Total
Written
Options
(Premiums
Received
$269,655)
$
(854,835‌)
(a)
Non-income
producing
security.