E-Mini Standard & Poors 500 Futures December 21

NPORT-P false 0001645192 XXXXXXXX S000053361 C000167870 WP Trust 811-23086 0001645192 549300N7GBLBE3X3CK58 127 NW 13th Street Suite 13 Boca Raton 33432 619-588-9700 IPS Strategic Capital Absolute Return Fund S000053361 549300EAVV1HID2KUA21 2022-02-28 2021-11-30 N 73320902.62 2849713.44 70471189.18 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-Mini Standard & Poors 500 Futures December 21 N/A 62.00 NS USD 14155375.00 20.09 N/A DE CORP US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-Mini S&P 500 Index S&P 500 Index E-Mini Standard & Poors 500 Futures 13762370.2 USD 4566.25 USD 2021-12-17 13762370.20 USD 393004.8 N N N Money Market Obligations Trust 25490005VWJDWX717014 Federated Hermes Money Market Obligations Fund - Institutional Class 60934N104 8351771.28 NS USD 8351771.28 11.85 Long STIV RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 06, 2021, Call @ $4,675.00 N/A 75.00 NC USD 59325.00 0.08 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index S&P 500 Index 100.0000 4675.000000 USD 2021-12-06 XXXX 5656.15 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 06, 2021, Call @ $4,725.00 N/A -150.00 NC USD -30150.00 -0.04 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index S&P 500 Index 100.0000 4725.000000 USD 2021-12-06 XXXX -5137.70 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 08, 2021, Put @ $4,400.00 N/A -80.00 NC USD -154960.00 -0.22 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4400.000000 USD 2021-12-08 XXXX 16729.89 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 08, 2021, Put @ $4,585.00 N/A 40.00 NC USD 245000.00 0.35 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4585.000000 USD 2021-12-08 XXXX 137309.95 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 10, 2021, Put @ $4,360.00 N/A 32.00 NC USD 72224.00 0.10 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4360.000000 USD 2021-12-10 XXXX -10824.04 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 10, 2021, Put @ $4,540.00 N/A -32.00 NC USD -177184.00 -0.25 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4540.000000 USD 2021-12-10 XXXX -10696.04 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 17, 2021, Put @ $4,415.00 N/A 32.00 NC USD 141472.00 0.20 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4415.000000 USD 2021-12-17 XXXX 47644.12 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 17, 2021, Put @ $4,605.00 N/A -32.00 NC USD -306432.00 -0.43 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4605.000000 USD 2021-12-17 XXXX -123075.88 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 22, 2021, Put @ $4,525.00 N/A 60.00 NC USD 491760.00 0.70 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4525.000000 USD 2021-12-22 XXXX 2084.92 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 23, 2021, Put @ $4,450.00 N/A 32.00 NC USD 202112.00 0.29 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4450.000000 USD 2021-12-23 XXXX 115911.96 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 23, 2021, Put @ $4,625.00 N/A -32.00 NC USD -379648.00 -0.54 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4625.000000 USD 2021-12-23 XXXX -207688.04 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 31, 2021, Put @ $4,380.00 N/A 34.00 NC USD 191216.00 0.27 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 4380.000000 USD 2021-12-31 XXXX 84923.45 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, December 31, 2021, Put @ $4,580.00 N/A -34.00 NC USD -382500.00 -0.54 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4580.000000 USD 2021-12-31 XXXX -172252.55 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, January 21, 2022, Put @ $4,515.00 N/A -40.00 NC USD -490200.00 -0.70 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index S&P 500 Index 100.0000 4515.000000 USD 2022-01-21 XXXX -2144.85 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, November 18, 2022, Put @ $3,875.00 N/A 91.00 NC USD 1856400.00 2.63 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 3875.000000 USD 2022-11-18 XXXX 406810.26 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S&P 500 Index, November 18, 2022, Put @ $3,900.00 N/A 109.00 NC USD 2290090.00 3.25 N/A DE CORP US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index S&P 500 Index 100.0000 3900.000000 USD 2022-11-18 XXXX 375887.07 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 1.00 NS USD 455.56 0.00 Long EC RF US N 1 N N N iShares Core S&P 500 Index ETF 549300Z06ESTNKH8RP90 iShares Core S&P 500 Index ETF 464287200 110000.00 NS USD 50339300.00 71.43 Long EC RF US N 1 N N N 2022-01-24 WP Trust /s/ James Craft James Craft Treasurer XXXX