0001752724-23-245044.txt : 20231108 0001752724-23-245044.hdr.sgml : 20231108 20231108130831 ACCESSION NUMBER: 0001752724-23-245044 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231108 DATE AS OF CHANGE: 20231108 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: World Funds Trust CENTRAL INDEX KEY: 0001396092 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22172 FILM NUMBER: 231386963 BUSINESS ADDRESS: STREET 1: 8730 STONY POINT PARKWAY STREET 2: SUITE 205 CITY: RICHMOND STATE: VA ZIP: 23235 BUSINESS PHONE: 804-267-7400 MAIL ADDRESS: STREET 1: 8730 STONY POINT PARKWAY STREET 2: SUITE 205 CITY: RICHMOND STATE: VA ZIP: 23235 FORMER COMPANY: FORMER CONFORMED NAME: Abacus World Funds Trust DATE OF NAME CHANGE: 20070410 0001396092 S000075529 Cboe Vest US Large Cap 10% Buffer Strategies VI Fund C000234708 Class Y Shares C000234709 Class I Shares NPORT-P 1 primary_doc.xml NPORT-P false 0001396092 XXXXXXXX S000075529 C000234709 C000234708 World Funds Trust 811-22172 0001396092 5493007BOSPYEMKSSY03 8730 Stony Point Parkway Suite 205 Richmond 23235 800-673-0550 Cboe Vest US Large Cap 10% Buffer Strategies VI Fund S000075529 549300FPCXH2RTCBJX79 2023-12-31 2023-09-30 N 968234.69 38311.19 929923.50 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 4329.91000000 N S&P 500 (TR) 500TR S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 12/20/23 P387.84 N/A 2.00000000 NC USD 619.36000000 0.066603328123 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 387.84000000 USD 2023-12-20 XXXX -3250.41000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 09/18/24 P440.22 N/A 1.00000000 NC USD 2600.78000000 0.279676769110 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 1.00000000 440.22000000 USD 2024-09-18 XXXX 574.38000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 10/18/2023 C.01 N/A 1.00000000 NC USD 42852.92000000 4.608219923466 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 1.00000000 0.01000000 USD 2023-10-18 XXXX 6156.55000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 09/18/2024 P396.2 N/A -1.00000000 NC USD -1399.15000000 -0.15045861299 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -1.00000000 396.20000000 USD 2024-09-18 XXXX -442.56000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 12/20/23 C481.06 N/A -2.00000000 NC USD -64.94000000 -0.00698337013 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 481.06000000 USD 2023-12-20 XXXX 729.28000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 09/18/24 C527.09 N/A -1.00000000 NC USD -207.57000000 -0.02232119093 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -1.00000000 527.09000000 USD 2024-09-18 XXXX 86.02000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 03/20/2024 C0.01 N/A 1.00000000 NC USD 42658.56000000 4.587319279489 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 1.00000000 0.01000000 USD 2024-03-20 XXXX 4269.19000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 10/18/2023P332.57 N/A -1.00000000 NC USD -0.16000000 -0.00001720571 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -1.00000000 332.57000000 USD 2023-10-18 XXXX 2099.47000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 2/21/2024 C0.01 N/A 2.00000000 NC USD 85412.80000000 9.184927577375 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 2.00000000 0.01000000 USD 2024-02-21 XXXX 1756.03000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 12/20/2023 C0.01 N/A 2.00000000 NC USD 85539.12000000 9.198511490461 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 2.00000000 0.01000000 USD 2023-12-20 XXXX 4520.35000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 11/15/23 P356.29 N/A -3.00000000 NC USD -139.47000000 -0.01499800790 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -3.00000000 356.29000000 USD 2023-11-15 XXXX 1769.35000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 06/18/24 P392.91 N/A -2.00000000 NC USD -2067.50000000 -0.22233011640 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 392.91000000 USD 2024-06-18 XXXX 273.68000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 07/17/24 C543.04 N/A -2.00000000 NC USD -103.58000000 -0.01113855064 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 543.04000000 USD 2024-07-17 XXXX 507.61000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 03/20/24 P389.19 N/A 1.00000000 NC USD 696.41000000 0.074888955919 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 1.00000000 389.19000000 USD 2024-03-20 XXXX -176.99000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 07/17/2024 C0.01 N/A 2.00000000 NC USD 85022.26000000 9.142930574396 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 2.00000000 0.01000000 USD 2024-07-17 XXXX -5474.54000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 02/21/24 P373.28 N/A -2.00000000 NC USD -805.52000000 -0.08662217913 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 373.28000000 USD 2024-02-21 XXXX 1626.70000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 08/21/24 P440.43 N/A 2.00000000 NC USD 5047.98000000 0.542838201206 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 440.43000000 USD 2024-08-21 XXXX 473.18000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 08/21/24 C527.46 N/A -2.00000000 NC USD -316.20000000 -0.03400279700 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 527.46000000 USD 2024-08-21 XXXX 436.99000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 03/20/24 P350.27 N/A -1.00000000 NC USD -316.92000000 -0.03408022272 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -1.00000000 350.27000000 USD 2024-03-20 XXXX 1250.71000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 11/15/23 P395.88 N/A 3.00000000 NC USD 611.55000000 0.065763474092 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 3.00000000 395.88000000 USD 2023-11-15 XXXX -3145.62000000 N N N Default N/A Federated Treasury Obligations Fund Institutional Class 60934N500 29574.74000000 NS USD 29574.74000000 3.180341178602 Long STIV RF US N 1 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 07/17/24 P410.91 N/A -2.00000000 NC USD -3009.06000000 -0.32358145589 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 410.91000000 USD 2024-07-17 XXXX -779.88000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 04/17/24 P373.91 N/A -1.00000000 NC USD -579.84000000 -0.06235351617 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -1.00000000 373.91000000 USD 2024-04-17 XXXX 898.79000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 11/15/23 C498.1 N/A -3.00000000 NC USD -0.56000000 -0.00006022000 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -3.00000000 498.10000000 USD 2023-11-15 XXXX 476.26000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 05/15/24 P415.88 N/A 2.00000000 NC USD 2869.79000000 0.308604955138 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 415.88000000 USD 2024-05-15 XXXX -1968.75000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 01/17/24 P392.89 N/A 2.00000000 NC USD 960.98000000 0.103339683318 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 392.89000000 USD 2024-01-17 XXXX -2529.79000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 02/21/24 P414.76 N/A 2.00000000 NC USD 2070.10000000 0.222609709293 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 414.76000000 USD 2024-02-21 XXXX -2302.67000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX10/18/2023C475.36 N/A -1.00000000 NC USD -0.03000000 -0.00000322607 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -1.00000000 475.36000000 USD 2023-10-18 XXXX 595.60000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 04/17/2024 C0.01 N/A 1.00000000 NC USD 42628.39000000 4.584074926593 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 1.00000000 0.01000000 USD 2024-04-17 XXXX 1631.02000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 05/15/24 C493.78 N/A -2.00000000 NC USD -485.70000000 -0.05223010279 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 493.78000000 USD 2024-05-15 XXXX 653.49000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 12/20/23 P349.06 N/A -2.00000000 NC USD -204.10000000 -0.02194804196 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 349.06000000 USD 2023-12-20 XXXX 1943.12000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 06/18/24 C0.01 N/A 3.00000000 NC USD 127621.52000000 13.72387298525 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 3.00000000 0.01000000 USD 2024-06-18 XXXX -2464.68000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 04/17/24 C499.41 N/A -1.00000000 NC USD -127.18000000 -0.01367639381 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -1.00000000 499.41000000 USD 2024-04-17 XXXX 357.45000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 03/20/24 C470.2 N/A -1.00000000 NC USD -429.68000000 -0.04620595134 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -1.00000000 470.20000000 USD 2024-03-20 XXXX 839.90000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 07/17/24 P456.57 N/A 2.00000000 NC USD 6116.12000000 0.657701413073 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 456.57000000 USD 2024-07-17 XXXX 2013.32000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 2/21/24 C497.13 N/A -2.00000000 NC USD -107.86000000 -0.01159880355 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 497.13000000 USD 2024-02-21 XXXX 338.36000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 06/18/24 P436.57 N/A 2.00000000 NC USD 4312.37000000 0.463733844773 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 2.00000000 436.57000000 USD 2024-06-18 XXXX 63.57000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 01/17/24 C0.01 N/A 2.00000000 NC USD 85515.26000000 9.195945688005 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 2.00000000 0.01000000 USD 2024-01-17 XXXX 3067.49000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 6/18/24 C518.55 N/A -2.00000000 NC USD -210.89000000 -0.02267820955 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 518.55000000 USD 2024-06-18 XXXX 540.30000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 05/15/24 P374.29 N/A -2.00000000 NC USD -1344.11000000 -0.14453984655 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 374.29000000 USD 2024-05-15 XXXX 1159.35000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 01/17/24 C473.66 N/A -2.00000000 NC USD -245.14000000 -0.02636130821 N/A DE CORP US N 2 Soc Gen N/A Call Written S&P 500 MINI INDEX XSP -2.00000000 473.66000000 USD 2024-01-17 XXXX 865.08000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 08/21/24 P396.38 N/A -2.00000000 NC USD -2628.02000000 -0.28260604232 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 396.38000000 USD 2024-08-21 XXXX -420.84000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 11/15/2023 C0.01 N/A 3.00000000 NC USD 128465.10000000 13.81458797417 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 3.00000000 0.01000000 USD 2023-11-15 XXXX 1716.93000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 01/17/24 P353.6 N/A -2.00000000 NC USD -352.56000000 -0.03791279605 N/A DE CORP US N 2 Soc Gen N/A Put Written S&P 500 MINI INDEX XSP -2.00000000 353.60000000 USD 2024-01-17 XXXX 1646.66000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 09/18/2024 C0.01 N/A 1.00000000 NC USD 42425.30000000 4.562235495715 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 1.00000000 0.01000000 USD 2024-09-18 XXXX -1043.10000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 10/18/2023P369.52 N/A 1.00000000 NC USD 11.53000000 0.001239886936 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 1.00000000 369.52000000 USD 2023-10-18 XXXX -3080.84000000 N N N S&P 500 MINI INDEX N/A PUT S&P 500 MINI INDEX 04/17/24 P415.45 N/A 1.00000000 NC USD 1301.47000000 0.139954523140 N/A DE CORP US N 2 Soc Gen N/A Put Purchased S&P 500 MINI INDEX XSP 1.00000000 415.45000000 USD 2024-04-17 XXXX -259.93000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 08/21/24 C0.01 N/A 1.00000000 NC USD 42466.13000000 4.566626179465 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 1.00000000 0.01000000 USD 2024-08-21 XXXX -1038.27000000 N N N S&P 500 MINI INDEX N/A CALL S&P 500 MINI INDEX 05/15/2024 C0.01 N/A 2.00000000 NC USD 85164.02000000 9.158174839113 N/A DE CORP US N 2 Soc Gen N/A Call Purchased S&P 500 MINI INDEX XSP 2.00000000 0.01000000 USD 2024-05-15 XXXX 3039.48000000 N N N 2023-10-31 World Funds Trust Ann MacDonald Ann MacDonald Principal Financial Officer XXXX NPORT-EX 2 901.htm CFS_901_20230930_20231031142919262.pdf

CBOE VEST U.S. LARGE CAP 10% BUFFER VI FUND

Schedule of Investments

 

 

September 30, 2023 (unaudited)

3.18%

 

MONEY MARKET FUND

 

 

 

Shares

 

 

Value

 

 

 

 

 

 

 

 

 

 

Federated Treasury Obligations Fund

 

 

 

 

 

 

 

 

Institutional Class 5.210%(B)

 

 

 

 

 

 

 

 

 

(Cost: $29,575) . . . . . . . . . . . . . . . . . . . . . . . . .

29,575

$

29,575

99.26%

 

OPTIONS

 

 

 

 

 

 

 

 

 

 

 

Number

 

 

 

 

 

 

 

 

 

 

of

Notional

Exercise

Expiration

 

 

 

 

 

Description

Contracts

Amount

Price

Date

 

 

Value

99.26%

 

OPTIONS PURCHASED

 

 

 

 

 

 

 

96.33%

CALL

 

 

 

 

 

 

 

 

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

2

$ 84,606

$ 0.01

1/17/2024

$

85,515

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

1

42,303

0.01

3/20/2024

 

 

42,659

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

1

42,303

0.01

4/17/2024

 

 

42,628

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

2

84,606

0.01

5/15/2024

 

 

85,164

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

3

126,909

0.01

6/18/2024

 

 

127,622

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

2

84,606

0.01

7/17/2024

 

 

85,022

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

1

42,303

0.01

8/21/2024

 

 

42,466

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

1

42,303

0.01

9/18/2024

 

 

42,425

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

1

42,303

0.01

10/18/2023

 

 

42,853

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

3

126,909

0.01

11/15/2023

 

 

128,465

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

2

84,606

0.01

12/20/2023

 

 

85,539

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

2

84,606

0.01

2/21/2024

 

 

85,413

 

 

 

 

 

 

 

 

 

 

895,771

2.93%

 

PUT

 

 

 

 

 

 

 

 

 

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

2

84,606

392.89

1/17/2024

 

 

961

 

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

2

84,606

414.76

2/21/2024

 

 

2,070

1

QUARTERLY REPORT

CBOE VEST U.S. LARGE CAP 10% BUFFER VI FUND

Schedule of Investments - continued

September 30, 2023 (unaudited)

 

 

 

Number

 

 

 

 

 

 

 

 

 

 

 

of

 

Notional

Exercise

Expiration

 

 

 

 

 

 

Description

Contracts

 

Amount

Price

Date

 

 

Value

 

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

1

$

42,303

$ 389.19

3/20/2024

$

696

 

 

PUT S&P 500 MINI

1

 

42,303

415.45

4/17/2024

 

 

1,302

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

2

 

84,606

415.88

5/15/2024

 

 

2,870

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

2

 

84,606

436.57

6/18/2024

 

 

4,312

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

2

 

84,606

456.57

7/17/2024

 

 

6,116

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

2

 

84,606

440.43

8/21/2024

 

 

5,048

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

1

 

42,303

440.22

9/18/2024

 

 

2,601

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

1

 

42,303

369.52

10/18/2023

 

 

12

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

3

 

126,909

395.88

11/15/2023

 

 

612

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

PUT S&P 500 MINI

2

 

84,606

387.84

12/20/2023

 

 

619

 

 

 

INDEX(A) . . . . . . .

 

 

 

 

 

 

 

 

 

 

 

 

 

 

27,219

 

99.25%

 

TOTAL OPTIONS PURCHASED

 

 

 

 

 

922,990

 

102.43%

TOTAL INVESTMENTS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Cost: $917,422) . . .

. . . . . . . . . .

.

. . . . . . . . .

. . . . . . . . . . .

. . . . . . . . . . .

 

 

952,565

 

-2.43%

 

. . . . . . .Liabilities in excess of other assets

. . . . . . . . . . .

. . . . . . . . . . .

 

 

(22,641

)

100.00%

 

. . . . . .NET ASSETS

. . . . . . . . . .

.

. . . . . . . . .

. . . . . . . . . . .

. . . . . . . . . . .

 

 

929,924

 

-1.63%

 

OPTIONS WRITTEN

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

-0.25%

CALL

 

 

 

 

 

 

 

 

 

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

$

(84,606)

$ 473.66

1/17/2024

$

(245)

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(1)

 

(42,303)

470.20

3/20/2024

 

 

(430)

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(1)

 

(42,303)

499.41

4/17/2024

 

 

(127)

 

 

CALL S&P 500

 

 

 

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

 

(84,606)

493.78

5/15/2024

 

 

(486)

2

QUARTERLY REPORT

CBOE VEST U.S. LARGE CAP 10% BUFFER VI FUND

Schedule of Investments - continued

September 30, 2023 (unaudited)

 

 

Number

 

 

 

 

 

 

 

 

of

Notional

Exercise

Expiration

 

 

 

Description

Contracts

Amount

Price

Date

Value

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

$ (84,606)

$ 543.04

7/17/2024 $

(104)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

(84,606)

527.46

8/21/2024

 

(316)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(1)

(42,303)

527.09

9/18/2024

 

(208)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(3)

(126,909)

498.10

11/15/2023

 

(1)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

(84,606)

481.06

12/20/2023

 

(65)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

(84,606)

497.13

2/21/2024

 

(108)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(2)

(84,606)

518.55

6/18/2024

 

(211)

 

CALL S&P 500

 

 

 

 

 

 

 

 

MINI INDEX(A) . .

(1)

(42,303)

475.36

10/18/2023

 

0

 

 

 

 

 

 

 

 

(2,301)

 

-1.38% PUT

 

 

 

 

 

 

 

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

353.60

1/17/2024

 

(353)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

373.28

2/21/2024

 

(805)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(1)

(42,303)

350.27

3/20/2024

 

(317)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(1)

(42,303)

373.91

4/17/2024

 

(580)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

374.29

5/15/2024

 

(1,344)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

392.91

6/18/2024

 

(2,068)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

410.91

7/17/2024

 

(3,009)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(2)

(84,606)

396.38

8/21/2024

 

(2,628)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(1)

(42,303)

396.20

9/18/2024

 

(1,399)

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(1)

(42,303)

332.57

10/18/2023

 

0

3

QUARTERLY REPORT

CBOE VEST U.S. LARGE CAP 10% BUFFER VI FUND

Schedule of Investments - continued

September 30, 2023 (unaudited)

 

 

Number

 

 

 

 

 

 

 

 

of

Notional

Exercise

Expiration

 

 

 

Description

Contracts

Amount

Price

Date

Value

 

PUT S&P 500 MINI

 

 

 

 

 

 

 

 

INDEX(A) . . . . . . .

(3)

$ (126,909)

$ 356.29

11/15/2023 $

(139)

 

PUT S&P 500 MINI

(2)

(84,606)

349.06

12/20/2023

 

(204)

 

INDEX(A) . . . . . . .

 

 

 

 

 

 

 

 

(12,846)

 

-1.63%

TOTAL OPTIONS WRITTEN

 

 

 

 

 

)

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . . .

 

(15,147

97.63%

TOTAL OPTIONS

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Cost: $887,847) . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . . .

. . . . . . . . . . .

 

907,843

 

(A)Non-income producing

(B)Effective 7 day yield as of September 30,2023

See Notes to Schedule of Investments

4

QUARTERLY REPORT

CBOE VEST U.S. LARGE CAP 10% BUFFER VI FUND

Schedule of Investments - continued

September 30, 2023 (unaudited)

In accordance with U.S. GAAP, “fair value” is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. Various inputs are used in determining the value of a Fund’s investments. U.S. GAAP established a three-tier hierarchy of inputs to establish a classification of fair value measurements for disclosure purposes. 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, credit risk, etc.). Level 3 includes significant unobservable inputs (including the Fund’s own assumptions in determining fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used to value the Fund’s investments as of September 30,2023.

 

 

Level 1

 

 

Level 2

 

 

 

Level 3

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 

Significant

 

 

Significant

 

 

 

 

 

 

 

 

Observable

 

Unobservable

 

 

 

 

Quoted Prices

 

 

Inputs

 

 

Inputs

 

Total

MONEY MARKET FUND .

$

29,575

$

—

$

—

$

29,575

 

PURCHASED OPTIONS .

 

 

 

 

922,990

 

 

 

—

 

922,990

 

TOTAL INVESTMENTS . .

$

29,575

$

922,990

 

$

—

$

952,565

 

OPTIONS WRITTEN . . . . .

 

 

 

 

 

 

 

 

$

—

$

(15,147)

$

—

$

(15,147)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The Fund held no Level 3 securities at any time during the period.

There were no transfers into or out of Levels 1 and 2 during the period ended September 30, 2023.

At September 30, 2023 the cost of investments for Federal income tax purposes has been estimated since the final tax characteristics cannot be determined until fiscal year end. Cost of securities for Federal income tax purpose is $917,421 and the related tax-based net unrealized appreciation (depreciation) consists of

:

Gross unrealized appreciation . . . . . . . .

$

48,376

 

Gross unrealized depreciation . . . . . . . .

 

(28,379)

Net unrealized appreciation . . . . . . . . . . .

$

19,997

 

 

 

 

 

5

QUARTERLY REPORT