0001752724-24-000301.txt : 20240102 0001752724-24-000301.hdr.sgml : 20240102 20240102114615 ACCESSION NUMBER: 0001752724-24-000301 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: 24501059 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 S000075503 MDP LOW VOLATILITY FUND C000234651 MDP LOW VOLATILITY FUND Class I Shares MDPLX NPORT-P 1 primary_doc.xml NPORT-P false 0001437249 XXXXXXXX S000075503 C000234651 Valued Advisers Trust 811-22208 0001437249 549300W12YUPFS7QVT86 225 Pictoria Drive Suite 450 Cincinnati 45246 513-587-3400 MDP LOW VOLATILITY FUND S000075503 549300H3QFIZUO3H7D46 2024-01-31 2023-10-31 N 870066.92 61903.84 808163.08 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 24461.95 N S&P 500 (Price) 500 Money Market Obligations Trust 25490005VWJDWX717014 Federated Hermes Government Obligations Fund 60934N104 7483.45000000 PA USD 7483.45000000 0.925982661816 Long STIV RF US N 1 N N N Spdr S&P 500 Etf Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 1800.00000000 NS USD 752760.00000000 93.14456681193 Long EC RF US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 SPDR S&P 500 ETF Trust Put @ 414 January 2024 N/A 16.00000000 NS USD 16392.00000000 2.028303495378 Long DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Purchased SPDR S&P 500 ETF TRUST SPDR S&P 500 ETF TRUST 100.00000000 414.00000000 USD 2024-01-19 XXXX -341.00000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 SPDR S&P 500 ETF Trust Call @ 435 December 2023 N/A -16.00000000 NS USD -4856.00000000 -0.60086882464 Short DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Call Written SPDR S&P 500 ETF TRUST SPDR S&P 500 ETF TRUST 100.00000000 435.00000000 USD 2023-12-15 XXXX 40.00000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 SPDR S&P 500 ETF Trust Put @ 394 December 2023 N/A -16.00000000 NS USD -4976.00000000 -0.61571731289 Short DE CORP US N 2 INTERACTIVE BROKERS LLC N/A Put Written SPDR S&P 500 ETF TRUST SPDR S&P 500 ETF TRUST 100.00000000 394.00000000 USD 2023-12-15 XXXX 93.00000000 N N N 2023-10-31 Valued Advisers Trust Gregory Knoth Gregory Knoth SVP, Mutual Fund Controller XXXX NPORT-EX 2 ultimus_2010.htm
MDP
Low
Volatility
Fund
Schedule
of
Investments
October
31,
2023
-
(Unaudited)
EXCHANGE-TRADED
FUNDS
93.14%
Shares
Fair
Value
SPDR®
S&P
500®
ETF
Trust
(a)(b)
1,800
$
752,760‌
Total
Exchange-Traded
Funds
(Cost $741,946)
752,760‌
Description
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
PUT
OPTIONS
PURCHASED
2.03%
SPDR®
S&P
500®
ETF
Trust
(c)
16‌
$
669,120
$
414.00
1/19/24
$
16,392‌
Total
Options
Purchased
(Cost
$16,733)
16,392‌
MONEY
MARKET
FUNDS
-
0.93%
Shares
Federated
Hermes
Government
Obligations
Fund
-
Institutional
Class,
5.22%
(d)
7,483
$
7,483‌
Total
Money
Market
Funds
(Cost
$7,483)
7,483‌
Total
Investments
96.10%
(Cost
$766,162)
776,635‌
Other
Assets
in
Excess
of
Liabilities — 3.90%
31,528‌
NET
ASSETS
100.00%
$
808,163‌
(a)
All
or
a
portion
of
the
security
is
held
as
collateral
for
written
options.
(b)
Represents
an
investment
greater
than
25%
of
the
Fund's
net
assets.
Performance
of
the
Fund
may
be
adversely
impacted
by
concentrated
investments
in
securities.
The
financial
statements
and
portfolio
holdings
for
these
securities
can
be
found
at
www.sec.gov.
As
of
October
31,
2023,
the
percentage
of
net
assets
invested
in
SPDR®
S&P
500®
ETF
Trust
was
93.14%
of
the
Fund.
(c)
Non-income
producing
security.
(d)
Rate
disclosed
is
the
seven
day
effective
yield
as
of
October
31,
2023.
ETF
-
Exchange-Traded
Fund
SPDR
-
Standard
&
Poor's
Depositary
Receipt
MDP
Low
Volatility
Fund
Schedule
of
Open
Written
Options
Contracts
October
31,
2023
-
(Unaudited)
Description
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Fair
Value
WRITTEN
CALL
OPTIONS
(0.60)%
SPDR®
S&P
500®
ETF
Trust
(a)
(16)
$
(669,120‌)
$
435.00‌
12/15/23
$
(4,856‌)
WRITTEN
PUT
OPTIONS
(0.62)%
SPDR®
S&P
500®
ETF
Trust
(a)
(16)
(669,120‌)
394.00‌
12/15/23
(4,976‌)
Total
Written
Options
(Premiums
Received
$9,965)
$
(9,832‌)
(a)
Non-income
producing
security.