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.