ABBEY CAPITAL MULTI ASSET FUND

CONSOLIDATED PORTFOLIO OF INVESTMENTS

NOVEMBER 30, 2020

(UNAUDITED)

			COUPON*					MATURITY DATE			PAR (000's)			VALUE
SHORT-TERM INVESTMENTS - 80.6%
U.S. TREASURY OBLIGATIONS - 77.5%
U.S. Treasury Bills				0.203	%			12/03/20			$	400		$	399,999
U.S. Treasury Bills				0.157	%			12/10/20				600			599,994
U.S. Treasury Bills				0.142	%			12/17/20				2,878			2,877,930
U.S. Treasury Bills				0.122	%			12/24/20				502			501,978
U.S. Treasury Bills				0.138	%			12/31/20				582			581,964
U.S. Treasury Bills				0.132	%			01/07/21				969			968,928
U.S. Treasury Bills				0.112	%			01/14/21				508			507,958
U.S. Treasury Bills				0.087	%			01/28/21				1,005			1,004,874
U.S. Treasury Bills				0.097	%			02/04/21				1,231			1,230,827
U.S. Treasury Bills				0.096	%			02/11/21				2,232			2,231,677
U.S. Treasury Bills				0.098	%			02/18/21				1,068			1,067,830
U.S. Treasury Bills				0.091	%			02/25/21				2,708			2,707,497
U.S. Treasury Bills				0.101	%			03/04/21				1,364			1,363,737
U.S. Treasury Bills				0.103	%			03/11/21				1,110			1,109,761
U.S. Treasury Bills				0.095	%			03/18/21				1,444			1,443,635
U.S. Treasury Bills				0.086	%			03/25/21				1,289			1,288,657
U.S. Treasury Bills				0.091	%			04/01/21				1,102			1,101,676
U.S. Treasury Bills				0.100	%			04/08/21				2,187			2,186,378
U.S. Treasury Bills				0.096	%			04/15/21				478			477,857
U.S. Treasury Bills				0.096	%			04/22/21				527			526,831
U.S. Treasury Bills				0.086	%			04/29/21				172			171,943
U.S. Treasury Bills				0.074	%			05/06/21				1,359			1,358,536
U.S. Treasury Bills				0.083	%			05/13/21				3,763			3,761,655
U.S. Treasury Bills				0.068	%			05/20/21				762			761,717
U.S. Treasury Bills				0.071	%			05/27/21				2,391			2,389,971
TOTAL U.S. TREASURY OBLIGATIONS ($32,623,074)															32,623,810
											NUMBER OF
											SHARES
MONEY MARKET DEPOSIT ACCOUNT - 3.1%											(000's)			VALUE
U.S. Bank Money Market Deposit Account, 0.03% (United States)(a)												1,285			1,285,044
TOTAL MONEY MARKET DEPOSIT ACCOUNT ($1,285,044)															1,285,044
TOTAL SHORT-TERM INVESTMENTS
(Cost $33,908,118)															33,908,854
TOTAL INVESTMENTS - 80.6%
(Cost $33,908,118)															33,908,854
OTHER ASSETS IN EXCESS OF LIABILITIES - 19.4%															8,181,353
NET ASSETS - 100.0%														$	42,090,207
* Short-term investments' coupon reflect the annualized effective yield on the date of purchase for discounted investments.
(a) The rate shown is as of November 30, 2020.
Futures contracts outstanding as of November 30, 2020 were as follows:
LONG CONTRACTS			EXPIRATION DATE			NUMBER OF CONTRACTS		NOTIONAL AMOUNT			VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
10-Year Mini Japanese Government Bond Futures			Dec-20				2	$	291,188		$	(335	)
3-Month Euro Euribor			Jun-21				3		899,467			671
3-Month Euro Euribor			Sep-21				21		6,296,581			(45	)
3-Month Euro Euribor			Mar-22				37		11,093,976			(507	)
3-Month Euro Euribor			Sep-22				1		299,822			(89	)
3-Month Euro Euribor			Dec-22				2		599,585			(134	)
3-Month Euro Euribor			Mar-23				2		599,525			(89	)
3-Month Euro Euribor			Jun-23				2		599,436			567
3-Month Euro Euribor			Dec-23				1		299,614			45
90-DAY Bank Bill			Jun-21				17		12,477,881			1,990
90-DAY Bank Bill			Sep-21				3		2,201,870			163
90-DAY Bank Bill			Dec-21				2		1,467,805			(18	)
90-DAY Bank Bill			Mar-22				2		1,467,733			109
90-DAY Bank Bill			Jun-22				1		733,812			18
90-DAY Eurodollar Futures			Mar-21				21		5,238,975			200
90-DAY Eurodollar Futures			Jun-21				9		2,245,388			(188	)
90-DAY Eurodollar Futures			Sep-21				14		3,492,650			(313	)
90-DAY Eurodollar Futures			Dec-21				3		748,200			(188	)
90-DAY Eurodollar Futures			Mar-22				3		748,238			250
90-DAY Eurodollar Futures			Jun-22				3		748,163			(300	)
90-DAY Eurodollar Futures			Sep-22				14		3,490,900			650
90-DAY Eurodollar Futures			Dec-22				4		997,000			250
90-DAY Eurodollar Futures			Mar-23				4		996,900			100
90-DAY Eurodollar Futures			Sep-23				6		1,493,550			(25	)
90-DAY Eurodollar Futures			Dec-23				1		248,788			225
90-DAY Sterling Futures			Mar-21				50		8,329,723			183
90-DAY Sterling Futures			Jun-21				5		833,139			(133	)
90-DAY Sterling Futures			Sep-21				35		5,832,556			(1,325	)
90-DAY Sterling Futures			Dec-21				13		2,166,486			(400	)
90-DAY Sterling Futures			Mar-22				27		4,497,150			(2,250	)
90-DAY Sterling Futures			Jun-22				11		1,831,989			(825	)
90-DAY Sterling Futures			Sep-22				24		3,996,467			(1,350	)
90-DAY Sterling Futures			Dec-22				9		1,498,525			(333	)
90-DAY Sterling Futures			Mar-23				9		1,498,300			(125	)
90-DAY Sterling Futures			Sep-23				14		2,329,406			(633	)
Amsterdam Index Futures			Dec-20				4		577,997			2,436
AUD/USD Currency Futures			Dec-20				28		2,059,260			15,490
Australian 10-Year Bond Futures			Dec-20				22		2,401,815			(863	)
Australian 3-Year Bond Futures			Dec-20				102		8,792,921			21,104
Bank Acceptance Futures			Jun-21				6		1,149,226			183
Bank Acceptance Futures			Sep-21				5		957,592			212
Bank Acceptance Futures			Dec-21				4		765,881			144
Bank Acceptance Futures			Mar-22				3		574,180			87
Bank Acceptance Futures			Jun-22				2		382,613			10
Brent Crude Futures			Feb-21				7		335,160			6,280
Brent Crude Futures			Apr-21				1		48,030			3,150
Brent Crude Oil Last Day			Feb-21				1		47,880			1,590
CAC40 10 Euro Futures			Dec-20				16		985,710			(5,331	)
CAD Currency Futures			Dec-20				28		2,160,340			16,655
Canadian 10-Year Bond Futures			Mar-21				14		1,604,497			2,672
Canola Futures (Winnipeg Commodity Exchange)			Jan-21				1		8,903			(59	)
CHF Currency Futures			Dec-20				4		551,850			(400	)
Cocoa Futures			Mar-21				4		109,560			370
Cocoa Futures			May-21				1		26,750			(360	)
Cocoa Futures ICE			Mar-21				1		24,770			413
Cocoa Futures ICE			May-21				1		23,810			-
Copper Futures			Mar-21				12		1,031,400			37,038
Copper Futures			May-21				1		86,075			2,975
Corn Futures			Mar-21				29		617,700			2,413
Corn Futures			May-21				5		107,250			1,863
Corn Futures			Jul-21				1		21,488			(100	)
Corn Futures			Dec-21				3		61,200			(500	)
Cotton No.2 Futures			Mar-21				14		505,050			1,945
DAX Index Futures			Dec-20				5		1,987,881			20,964
DJIA Mini E-CBOT			Dec-20				4		444,435			20,055
E-Mini Consumer Staples Future			Dec-20				1		67,090			690
Emissions ICE			Dec-20				4		139,038			11,797
EUR Foreign Exchange Currency Futures			Dec-20				31		4,630,819			36,481
Euro BUXL 30-Year Bond Futures			Dec-20				2		540,408			4,581
Euro STOXX 50			Dec-20				18		752,568			907
Euro/JPY Futures			Dec-20				2		298,515			(2,730	)
Euro-Bobl Futures			Dec-20				35		5,652,905			(5,785	)
Euro-BTP Futures			Dec-20				14		2,524,352			77,690
Euro-Bund Futures			Dec-20				22		4,599,024			4,163
Euro-Oat Futures			Dec-20				16		3,240,919			25,491
Euro-Schatz Futures			Dec-20				33		4,421,558			(3,328	)
FTSE 100 Index Futures			Dec-20				9		754,999			(5,259	)
FTSE China A50 Index			Dec-20				19		317,623			4,358
FTSE/JSE TOP 40			Dec-20				1		33,866			(393	)
Gasoline RBOB Futures			Jan-21				14		730,061			21,748
GBP Currency Futures			Dec-20				7		583,800			11,494
Hang Seng China Enterprises Index Futures			Dec-20				4		204,708			(3,238	)
Hang Seng Index Futures			Dec-20				12		1,705,059			(24,010	)
JPN 10-Year Bond (Osaka Securities Exchange)			Dec-20				2		2,912,452			(2,682	)
JPY Currency Futures			Dec-20				16		1,917,300			14,056
Kansas City Hard Red Winter Wheat Futures			Mar-21				3		82,050			(2,500	)
Lean Hogs Futures			Feb-21				3		82,290			3,350
Live Cattle Futures			Feb-21				2		90,300			(600	)
LME Aluminum Forward			Dec-20				187		9,547,519			1,145,291
LME Aluminum Forward			Mar-21				62		3,171,300			144,543
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		50,956			6,264
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		51,025			5,987
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		51,053			6,665
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,095			6,674
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,096			6,670
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,096			5,996
LME Aluminum Forward - 90 Day Settlement			Jan-21				3		153,295			15,111
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,099			4,749
LME Aluminum Forward - 90 Day Settlement			Jan-21				3		153,300			14,000
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,100			4,925
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		51,058			3,046
LME Aluminum Forward - 90 Day Settlement			Feb-21				3		153,208			14,420
LME Aluminum Forward - 90 Day Settlement			Feb-21				3		153,281			10,140
LME Aluminum Forward - 90 Day Settlement			Feb-21				2		102,150			2,525
LME Copper Forward			Dec-20				39		7,384,406			928,213
LME Copper Forward			Mar-21				25		4,740,000			310,199
LME Copper Forward - 90 Day Settlement			Dec-20				1		189,298			21,552
LME Copper Forward - 90 Day Settlement			Dec-20				1		189,344			20,826
LME Copper Forward - 90 Day Settlement			Dec-20				1		189,181			19,676
LME Copper Forward - 90 Day Settlement			Jan-21				1		189,358			26,090
LME Copper Forward - 90 Day Settlement			Jan-21				1		189,419			20,346
LME Copper Forward - 90 Day Settlement			Jan-21				1		189,425			22,144
LME Lead Forward			Dec-20				8		413,600			48,109
LME Lead Forward			Mar-21				10		518,625			23,867
LME Nickel Forward			Dec-20				6		575,748			31,810
LME Nickel Forward			Mar-21				5		481,200			7,785
LME Nickel Forward - 90 Day Settlement			Dec-20				1		95,916			4,296
LME Nickel Forward - 90 Day Settlement			Dec-20				1		95,933			4,948
LME Nickel Forward - 90 Day Settlement			Dec-20				1		95,964			4,295
LME Nickel Forward - 90 Day Settlement			Dec-20				1		95,979			10,515
LME Nickel Forward - 90 Day Settlement			Dec-20				1		95,988			8,895
LME Nickel Forward - 90 Day Settlement			Dec-20				1		96,010			8,986
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,048			4,600
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,051			5,871
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,064			627
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,070			2,080
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,081			2,151
LME Nickel Forward - 90 Day Settlement			Jan-21				1		96,072			3,732
LME Nickel Forward - 90 Day Settlement			Feb-21				1		96,093			1,508
LME Nickel Forward - 90 Day Settlement			Feb-21				1		96,099			5,129
LME Nickel Forward - 90 Day Settlement			Feb-21				1		96,143			81
LME Nickel Forward - 90 Day Settlement			Feb-21				1		96,198			(1,440	)
LME Palladium Forward - 90 Day Settlement			Dec-20				1		51,619			3,719
LME Palladium Forward - 90 Day Settlement			Dec-20				1		51,689			3,469
LME Palladium Forward - 90 Day Settlement			Dec-20				1		51,679			4,518
LME Palladium Forward - 90 Day Settlement			Jan-21				1		51,699			6,649
LME Silver Forward - 90 Day Settlement			Dec-20				1		69,424			7,236
LME Silver Forward - 90 Day Settlement			Dec-20				1		69,424			9,315
LME Silver Forward - 90 Day Settlement			Dec-20				1		69,492			9,361
LME Silver Forward - 90 Day Settlement			Jan-21				1		69,549			11,686
LME Silver Forward - 90 Day Settlement			Jan-21				1		69,559			10,479
LME Silver Forward - 90 Day Settlement			Jan-21				1		69,579			8,530
LME Silver Forward - 90 Day Settlement			Jan-21				1		69,599			7,305
LME Silver Forward - 90 Day Settlement			Jan-21				1		69,606			6,339
LME Zinc Forward			Dec-20				6		416,655			40,663
LME Zinc Forward			Mar-21				6		419,130			17,588
Long Gilt Futures			Mar-21				7		1,252,273			1,426
Low Sulphur Gasoil G Futures			Jan-21				3		117,000			3,075
MAIZE Futures			Jan-21				1		11,541			447
Mill Wheat Euro			Mar-21				2		24,692			2,028
Mill Wheat Euro			May-21				2		24,453			(298	)
Mini H-Shares Index Futures			Dec-20				1		13,647			(36	)
Mini HSI Index Futures			Dec-20				2		68,202			(603	)
Mini TOPIX Index Futures			Dec-20				1		16,815			1,489
MSCI Emerging Markets Index Futures			Dec-20				3		180,345			13,825
MXN Currency Futures			Dec-20				17		421,005			5,960
Nasdaq 100 E-Mini			Dec-20				7		1,718,780			54,978
Natural Gas Futures			Jan-21				2		57,640			1,610
Nikkei 225 (Singapore Exchange)			Dec-20				11		1,394,756			51,973
Nikkei 225 Mini			Dec-20				4		101,379			11,547
NY Harbor Ultra-Low Sulfur Diesel Futures			Jan-21				15		863,982			37,729
NY Harbor Ultra-Low Sulfur Diesel Futures			Dec-21				1		60,787			269
NZD Currency Futures			Dec-20				17		1,193,910			53,360
OMX Stockholm 30 Index Futures			Dec-20				30		669,035			(2,360	)
Palm Oil Futures			Feb-21				3		60,843			2,792
Palm Oil Futures			Mar-21				1		19,919			(6	)
Russell 2000 E-Mini			Dec-20				2		182,010			33,070
S&P 500 E-Mini Futures			Dec-20				115		20,833,400			1,229,764
S&P Mid 400 E-Mini			Dec-20				1		216,840			18,480
S&P/TSX 60 IX Futures			Dec-20				4		629,553			22,290
SGX Iron Ore 62% Futures			Dec-20				1		12,936			209
SGX Iron Ore 62% Futures			Jan-21				2		25,224			424
SGX Nifty 50			Dec-20				8		207,888			(2,058	)
Short BTP Future			Dec-20				5		679,804			1,801
Silver Futures			Mar-21				1		112,965			(10,145	)
Soybean Futures			Jan-21				33		1,928,025			15,888
Soybean Futures			Mar-21				11		643,225			81,500
Soybean Futures			May-21				1		58,388			5,575
Soybean Futures			Nov-21				2		104,175			6,188
Soybean Meal Futures			Jan-21				6		234,300			1,510
Soybean Meal Futures			Mar-21				1		38,920			(100	)
Soybean Oil Futures			Jan-21				4		89,976			(1,080	)
Soybean Oil Futures			Dec-21				1		20,982			(132	)
SPI 200 Futures			Dec-20				6		718,889			29,839
STOXX Dividend Futures			Dec-21				2		19,825			(24	)
STOXX Europe 600 Banks Index			Dec-20				1		6,495			441
STOXX Europe 600 Index			Dec-20				2		46,545			895
Sugar No. 11 (World)			Mar-21				23		373,778			2,094
Sugar No. 11 (World)			May-21				15		232,176			(1,870	)
Sugar No. 11 (World)			Oct-21				1		14,840			526
Topix Index Futures			Dec-20				3		504,454			27,347
U.S. Treasury 10-Year Notes (Chicago Board of Trade)			Mar-21				23		3,177,953			6,430
U.S. Treasury 2-Year Notes (Chicago Board of Trade)			Mar-21				21		4,637,883			1,453
U.S. Treasury 5-Year Notes (Chicago Board of Trade)			Mar-21				32		4,033,000			4,687
U.S. Treasury Long Bond (Chicago Board of Trade)			Mar-21				3		524,719			1,438
U.S. Treasury Ultra 10-Year Notes			Mar-21				3		471,375			1,641
Wheat (Chicago Board of Trade)			Mar-21				32		936,000			(24,325	)
Wheat (Chicago Board of Trade)			May-21				1		29,438			(1,425	)
White Sugar ICE			Mar-21				1		19,940			(955	)
WTI Crude Futures - IPE			Jan-21				10		453,400			15,140
WTI Crude Futures			Jan-21				1		45,340			4,060
WTI Crude Futures			Feb-21				5		227,550			40
Yellow Maize Futures			Mar-21				1		22,213			509
											$	5,113,617
SHORT CONTRACTS			EXPIRATION DATE			NUMBER OF CONTRACTS		NOTIONAL AMOUNT			VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
3-Month Euro Euribor			Mar-21				10	$	(2,998,074	)	$	(179	)
90-DAY Eurodollar Futures			Mar-22				18		(4,489,425	)		(1,250	)
90-DAY Eurodollar Futures			Sep-21				6		(1,496,850	)		450
Brent Crude Futures			Feb-21				1		(47,880	)		(7,090	)
Coffee 'C' Futures			Mar-21				1		(46,238	)		(4,669	)
DAX-Mini Futures			Dec-20				1		(79,515	)		(1,461	)
Dollar Index			Dec-20				6		(551,148	)		72
E-Mini Natural Gas			Jan-21				1		(7,205	)		(93	)
EUR Foreign Exchange Currency Futures			Dec-20				2		(298,763	)		(2,694	)
Euro-Bobl Futures			Dec-20				4		(646,046	)		227
FTSE 100 Index Futures			Dec-20				4		(335,555	)		4,606
Gasoline RBOB Futures			Jan-21				1		(52,147	)		(8,711	)
Gold 100 Oz Futures			Feb-21				5		(890,450	)		13,840
Hang Seng Index Futures			Dec-20				2		(341,012	)		4,309
JPY Currency Futures			Dec-20				11		(1,318,144	)		1,881
Lean Hogs Futures			Feb-21				1		(27,430	)		(2,090	)
Lean Hogs Futures			Apr-21				1		(28,560	)		(1,060	)
Live Cattle Futures			Feb-21				4		(180,600	)		230
Live Cattle Futures			Apr-21				1		(46,560	)		(630	)
Live Cattle Futures			Jun-21				2		(89,220	)		(650	)
LME Aluminum Forward			Mar-21				29		(1,483,350	)		(74,229	)
LME Aluminum Forward			Dec-20				187		(9,547,519	)		(1,128,682	)
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		(50,956	)		(5,844	)
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		(51,025	)		(6,716	)
LME Aluminum Forward - 90 Day Settlement			Dec-20				1		(51,053	)		(6,053	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,095	)		(5,075	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,096	)		(5,072	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,096	)		(5,070	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				3		(153,295	)		(14,494	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,099	)		(4,661	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				3		(153,300	)		(12,650	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,100	)		(4,819	)
LME Aluminum Forward - 90 Day Settlement			Jan-21				1		(51,058	)		(5,171	)
LME Aluminum Forward - 90 Day Settlement			Feb-21				3		(153,208	)		(10,273	)
LME Aluminum Forward - 90 Day Settlement			Feb-21				3		(153,281	)		(5,643	)
LME Aluminum Forward - 90 Day Settlement			Feb-21				1		(51,111	)		(1,661	)
LME Copper Forward			Mar-21				13		(2,464,800	)		(149,352	)
LME Copper Forward			Dec-20				39		(7,384,406	)		(818,271	)
LME Copper Forward - 90 Day Settlement			Dec-20				1		(189,298	)		(20,869	)
LME Copper Forward - 90 Day Settlement			Dec-20				1		(189,344	)		(19,769	)
LME Copper Forward - 90 Day Settlement			Dec-20				1		(189,181	)		(26,207	)
LME Copper Forward - 90 Day Settlement			Jan-21				1		(189,358	)		(20,344	)
LME Copper Forward - 90 Day Settlement			Jan-21				1		(189,419	)		(22,163	)
LME Copper Forward - 90 Day Settlement			Jan-21				1		(189,425	)		(21,863	)
LME Lead Forward			Mar-21				7		(363,038	)		(39,921	)
LME Lead Forward			Dec-20				8		(413,600	)		(40,322	)
LME Nickel Forward			Dec-20				6		(575,748	)		(25,100	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(95,916	)		(4,980	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(95,933	)		(4,312	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(95,964	)		(10,536	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(95,979	)		(8,409	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(95,988	)		(8,988	)
LME Nickel Forward - 90 Day Settlement			Dec-20				1		(96,010	)		(9,310	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,048	)		(8,954	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,051	)		(4,600	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,064	)		(2,171	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,070	)		(631	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,081	)		(1,722	)
LME Nickel Forward - 90 Day Settlement			Jan-21				1		(96,072	)		(5,142	)
LME Nickel Forward - 90 Day Settlement			Feb-21				1		(96,093	)		(5,193	)
LME Nickel Forward - 90 Day Settlement			Feb-21				1		(96,099	)		(99	)
LME Nickel Forward - 90 Day Settlement			Feb-21				1		(96,143	)		1,421
LME Palladium Forward - 90 Day Settlement			Dec-20				1		(51,619	)		(3,457	)
LME Palladium Forward - 90 Day Settlement			Dec-20				1		(51,689	)		(4,642	)
LME Palladium Forward - 90 Day Settlement			Dec-20				1		(51,679	)		(6,705	)
LME Palladium Forward - 90 Day Settlement			Jan-21				1		(51,699	)		(6,062	)
LME Silver Forward - 90 Day Settlement			Dec-20				1		(69,424	)		(9,343	)
LME Silver Forward - 90 Day Settlement			Dec-20				1		(69,424	)		(9,386	)
LME Silver Forward - 90 Day Settlement			Dec-20				1		(69,492	)		(8,867	)
LME Silver Forward - 90 Day Settlement			Jan-21				1		(69,549	)		(10,488	)
LME Silver Forward - 90 Day Settlement			Jan-21				1		(69,559	)		(8,634	)
LME Silver Forward - 90 Day Settlement			Jan-21				1		(69,579	)		(7,336	)
LME Silver Forward - 90 Day Settlement			Jan-21				1		(69,599	)		(6,429	)
LME Silver Forward - 90 Day Settlement			Jan-21				1		(69,606	)		(6,306	)
LME Zinc Forward			Dec-20				6		(416,655	)		(37,928	)
Low Sulphur Gasoil G Futures			Jan-21				1		(39,000	)		(3,850	)
Low Sulphur Gasoil G Futures			Feb-21				1		(39,350	)		(3,925	)
Natural Gas Futures			Jan-21				10		(288,200	)		3,640
Natural Gas Futures			Feb-21				10		(286,500	)		(1,470	)
Natural Gas Futures			Mar-21				2		(55,980	)		(310	)
Natural Gas Futures			Oct-21				1		(28,330	)		30
NY Harbor Ultra-Low Sulfur Diesel Futures			Jan-21				1		(57,599	)		(11,672	)
NY Harbor Ultra-Low Sulfur Diesel Futures			Apr-21				1		(58,359	)		(5,174	)
NZD Currency Futures			Dec-20				1		(70,230	)		(900	)
Red Wheat Futures (Minneapolis Grain Exchange)			Mar-21				1		(27,650	)		600
Silver Futures			Mar-21				1		(112,965	)		1,260
U.S. Treasury 10-Year Notes (Chicago Board of Trade)			Mar-21				26		(3,592,469	)		(5,539	)
U.S. Treasury 2-Year Notes (Chicago Board of Trade)			Mar-21				5		(1,104,258	)		(469	)
U.S. Treasury 5-Year Notes (Chicago Board of Trade)			Mar-21				45		(5,671,406	)		(7,336	)
U.S. Treasury Long Bond (Chicago Board of Trade)			Mar-21				2		(349,813	)		(1,133	)
Wheat (Chicago Board of Trade)			May-21				1		(29,438	)		850
WTI Crude Futures			Jan-21				1		(45,340	)		(7,870	)
											$	(2,747,733	)
Total Futures Contracts											$	2,365,884
Forward foreign currency contracts outstanding as of November 30, 2020 were as follows:
CURRENCY PURCHASED			CURRENCY SOLD					EXPIRATION DATE			COUNTERPARTY			UNREALIZED APPRECIATION/ (DEPRECIATION)
AUD		202,012	EUR				125,000	Dec 01 2020			SOCIETE GENERALE				(822	)
AUD		1,190,454	USD				877,530	Dec 01 2020			SOCIETE GENERALE			$	(3,672	)
AUD		1,189,796	USD				878,914	Dec 02 2020			SOCIETE GENERALE				(5,531	)
AUD		1,189,796	USD				874,749	Dec 03 2020			SOCIETE GENERALE				(1,357	)
AUD		800,000	CAD				762,098	Jan 20 2021			SOCIETE GENERALE				532
AUD		406,602	EUR				250,000	Jan 20 2021			SOCIETE GENERALE				(68	)
AUD		682,320	GBP				375,000	Jan 20 2021			SOCIETE GENERALE				830
AUD		200,000	JPY				15,363,120	Jan 20 2021			SOCIETE GENERALE				(428	)
AUD		800,000	NZD				844,089	Jan 20 2021			SOCIETE GENERALE				(4,369	)
AUD		400,000	USD				290,744	Jan 20 2021			SOCIETE GENERALE				3,032
BRL		801,550	USD				150,000	Dec 16 2020			SOCIETE GENERALE				(423	)
CAD		272,844	USD				210,141	Dec 01 2020			SOCIETE GENERALE				(51	)
CAD		272,844	USD				210,237	Dec 02 2020			SOCIETE GENERALE				(146	)
CAD		400,000	USD				306,332	Jan 20 2021			SOCIETE GENERALE				1,774
CHF		151,268	GBP				125,000	Dec 01 2020			SOCIETE GENERALE				(183	)
CHF		1,898,643	USD				2,090,125	Dec 01 2020			SOCIETE GENERALE				(773	)
CHF		1,872,801	USD				2,069,229	Dec 02 2020			SOCIETE GENERALE				(8,255	)
CHF		1,868,933	USD				2,062,446	Dec 03 2020			SOCIETE GENERALE				(5,669	)
CHF		269,914	EUR				250,000	Jan 20 2021			SOCIETE GENERALE				(1,080	)
CHF		150,285	GBP				125,000	Jan 20 2021			SOCIETE GENERALE				(1,057	)
CHF		250,000	JPY				28,537,725	Jan 20 2021			SOCIETE GENERALE				2,010
CHF		125,000	USD				137,180	Jan 20 2021			SOCIETE GENERALE				647
CLP		153,213,894	USD				200,000	Dec 16 2020			SOCIETE GENERALE				1,200
CNH		3,436,750	USD				500,000	Dec 16 2020			SOCIETE GENERALE				21,342
CNH		5,284,354	USD				800,000	Jan 20 2021			SOCIETE GENERALE				(517	)
COP		929,466,800	USD				250,000	Dec 16 2020			SOCIETE GENERALE				8,266
CZK		7,966,004	EUR				300,000	Dec 16 2020			SOCIETE GENERALE				3,997
EUR		125,000	AUD				202,670	Dec 01 2020			SOCIETE GENERALE				338
EUR		2,239,198	USD				2,668,363	Dec 01 2020			SOCIETE GENERALE				2,721
EUR		2,600,402	USD				3,108,236	Dec 02 2020			SOCIETE GENERALE				(6,210	)
EUR		2,596,647	USD				3,102,544	Dec 03 2020			SOCIETE GENERALE				(4,926	)
EUR		350,000	CZK				9,369,756	Dec 16 2020			SOCIETE GENERALE				(8,120	)
EUR		400,000	HUF				143,525,363	Dec 16 2020			SOCIETE GENERALE				135
EUR		450,000	NOK				4,883,155	Dec 16 2020			SOCIETE GENERALE				(11,900	)
EUR		350,000	PLN				1,576,056	Dec 16 2020			SOCIETE GENERALE				(2,239	)
EUR		500,000	SEK				5,243,221	Dec 16 2020			SOCIETE GENERALE				(14,809	)
EUR		500,000	CAD				776,311	Jan 20 2021			SOCIETE GENERALE				(582	)
EUR		200,000	GBP				179,079	Jan 20 2021			SOCIETE GENERALE				42
EUR		200,000	JPY				24,642,880	Jan 20 2021			SOCIETE GENERALE				2,656
EUR		125,000	NOK				1,342,853	Jan 20 2021			SOCIETE GENERALE				(1,643	)
EUR		250,000	USD				296,209	Jan 20 2021			SOCIETE GENERALE				2,482
GBP		125,000	CHF				150,471	Dec 01 2020			SOCIETE GENERALE				1,060
GBP		843,011	USD				1,127,348	Dec 01 2020			SOCIETE GENERALE				(3,478	)
GBP		3,377	EUR				3,755	Dec 02 2020			SOCIETE GENERALE				22
GBP		843,011	USD				1,121,380	Dec 02 2020			SOCIETE GENERALE				2,496
GBP		846,388	USD				1,129,596	Dec 03 2020			SOCIETE GENERALE				(1,213	)
GBP		125,000	AUD				227,246	Jan 20 2021			SOCIETE GENERALE				(134	)
GBP		125,000	USD				165,650	Jan 20 2021			SOCIETE GENERALE				1,114
HUF		71,943,540	EUR				200,000	Dec 16 2020			SOCIETE GENERALE				534
ILS		1,008,825	USD				300,000	Dec 16 2020			SOCIETE GENERALE				4,996
ILS		671,147	USD				200,000	Jan 20 2021			SOCIETE GENERALE				2,965
INR		29,807,520	USD				400,000	Dec 02 2020			SOCIETE GENERALE				2,429
INR		29,747,000	USD				400,000	Dec 07 2020			SOCIETE GENERALE				1,437
INR		29,891,520	USD				400,000	Dec 14 2020			SOCIETE GENERALE				3,090
INR		18,495,534	USD				250,000	Dec 16 2020			SOCIETE GENERALE				(639	)
INR		29,666,000	USD				400,000	Dec 21 2020			SOCIETE GENERALE				(247	)
JPY		7,798,630	USD				74,667	Dec 01 2020			SOCIETE GENERALE				33
JPY		7,798,630	USD				74,952	Dec 02 2020			SOCIETE GENERALE				(251	)
JPY		4,729,050	USD				45,328	Dec 03 2020			SOCIETE GENERALE				(29	)
JPY		15,114,840	AUD				200,000	Jan 20 2021			SOCIETE GENERALE				(1,953	)
JPY		12,500,000	USD				120,156	Jan 20 2021			SOCIETE GENERALE				(296	)
KRW		566,315,000	USD				500,000	Dec 07 2020			SOCIETE GENERALE				11,747
KRW		559,205,000	USD				500,000	Dec 14 2020			SOCIETE GENERALE				5,299
KRW		400,477,096	USD				350,000	Dec 16 2020			SOCIETE GENERALE				11,867
KRW		553,190,000	USD				500,000	Dec 18 2020			SOCIETE GENERALE				(150	)
MXN		1,500,000	USD				74,355	Jan 20 2021			SOCIETE GENERALE				(551	)
NOK		3,212,132	EUR				300,000	Dec 16 2020			SOCIETE GENERALE				3,065
NZD		100,000	USD				70,265	Dec 01 2020			SOCIETE GENERALE				(145	)
NZD		1,682,762	AUD				1,600,000	Jan 20 2021			SOCIETE GENERALE				4,939
NZD		400,000	JPY				28,663,160	Jan 20 2021			SOCIETE GENERALE				5,653
NZD		500,000	USD				345,739	Jan 20 2021			SOCIETE GENERALE				4,887
PHP		21,928,041	USD				450,000	Dec 16 2020			SOCIETE GENERALE				5,938
PLN		675,877	EUR				150,000	Dec 16 2020			SOCIETE GENERALE				1,073
PLN		378,763	USD				100,000	Jan 20 2021			SOCIETE GENERALE				957
RUB		7,646,677	USD				100,000	Dec 16 2020			SOCIETE GENERALE				(21	)
SEK		11,381,349	EUR				1,100,000	Dec 16 2020			SOCIETE GENERALE				14,648
SEK		2,558,270	EUR				250,000	Jan 20 2021			SOCIETE GENERALE				(71	)
SEK		1,906,866	NOK				2,000,000	Jan 20 2021			SOCIETE GENERALE				(2,294	)
SEK		1,725,799	USD				200,000	Jan 20 2021			SOCIETE GENERALE				1,448
SGD		473,685	USD				350,000	Dec 16 2020			SOCIETE GENERALE				3,193
SGD		1,076,941	USD				800,000	Jan 20 2021			SOCIETE GENERALE				3,020
THB		10,778,957	USD				350,000	Dec 16 2020			SOCIETE GENERALE				6,288
TRY		2,366,286	USD				300,000	Jan 20 2021			SOCIETE GENERALE				(3,225	)
TWD		5,687,400	USD				200,000	Dec 07 2020			SOCIETE GENERALE				(454	)
TWD		5,684,200	USD				200,000	Dec 14 2020			SOCIETE GENERALE				(551	)
TWD		10,093,764	USD				350,000	Dec 16 2020			SOCIETE GENERALE				4,181
TWD		5,676,200	USD				200,000	Dec 18 2020			SOCIETE GENERALE				(823	)
TWD		2,845,300	USD				100,000	Dec 21 2020			SOCIETE GENERALE				(155	)
TWD		2,842,700	USD				100,000	Dec 28 2020			SOCIETE GENERALE				(239	)
USD		878,902	AUD				1,189,796	Dec 01 2020			SOCIETE GENERALE				5,528
USD		874,738	AUD				1,189,796	Dec 02 2020			SOCIETE GENERALE				1,355
USD		146,522	AUD				200,000	Jan 20 2021			SOCIETE GENERALE				(366	)
USD		200,000	BRL				1,086,846	Dec 16 2020			SOCIETE GENERALE				(2,816	)
USD		210,236	CAD				272,844	Dec 01 2020			SOCIETE GENERALE				145
USD		2,096,805	CHF				1,897,846	Dec 01 2020			SOCIETE GENERALE				8,331
USD		2,066,662	CHF				1,872,801	Dec 02 2020			SOCIETE GENERALE				5,688
USD		100,000	CLP				78,180,152	Dec 16 2020			SOCIETE GENERALE				(2,666	)
USD		250,000	CNH				1,678,859	Dec 16 2020			SOCIETE GENERALE				(4,677	)
USD		200,000	CNH				1,319,804	Jan 20 2021			SOCIETE GENERALE				323
USD		250,000	COP				955,188,625	Dec 16 2020			SOCIETE GENERALE				(15,413	)
USD		2,676,453	EUR				2,239,198	Dec 01 2020			SOCIETE GENERALE				5,369
USD		3,102,474	EUR				2,596,647	Dec 02 2020			SOCIETE GENERALE				4,927
USD		1,121,373	GBP				843,011	Dec 01 2020			SOCIETE GENERALE				(2,497	)
USD		1,129,589	GBP				846,388	Dec 02 2020			SOCIETE GENERALE				1,212
USD		100,000	HUF				30,546,090	Jan 20 2021			SOCIETE GENERALE				(1,563	)
USD		200,000	ILS				685,673	Dec 16 2020			SOCIETE GENERALE				(7,298	)
USD		402,731	INR				29,807,520	Dec 02 2020			SOCIETE GENERALE				302
USD		400,000	INR				29,829,520	Dec 07 2020			SOCIETE GENERALE				(2,551	)
USD		400,000	INR				29,777,000	Dec 14 2020			SOCIETE GENERALE				(1,545	)
USD		100,000	INR				7,452,580	Dec 16 2020			SOCIETE GENERALE				(477	)
USD		400,000	INR				29,919,520	Dec 21 2020			SOCIETE GENERALE				(3,169	)
USD		500,000	INR				37,118,113	Dec 31 2020			SOCIETE GENERALE				352
USD		74,951	JPY				7,798,630	Dec 01 2020			SOCIETE GENERALE				250
USD		74,846	JPY				7,798,630	Dec 02 2020			SOCIETE GENERALE				145
USD		500,000	KRW				559,365,000	Dec 07 2020			SOCIETE GENERALE				(5,467	)
USD		500,000	KRW				553,370,000	Dec 14 2020			SOCIETE GENERALE				(26	)
USD		50,000	KRW				55,909,565	Dec 16 2020			SOCIETE GENERALE				(519	)
USD		100,000	NOK				908,389	Jan 20 2021			SOCIETE GENERALE				(2,138	)
USD		70,290	NZD				100,000	Dec 01 2020			SOCIETE GENERALE				170
USD		350,000	PHP				16,976,425	Dec 16 2020			SOCIETE GENERALE				(2,981	)
USD		250,000	RUB				18,941,875	Dec 16 2020			SOCIETE GENERALE				2,338
USD		100,000	SGD				137,094	Dec 16 2020			SOCIETE GENERALE				(2,221	)
USD		200,000	THB				6,312,275	Dec 16 2020			SOCIETE GENERALE				(8,646	)
USD		400,000	TRY				3,411,960	Jan 20 2021			SOCIETE GENERALE				(27,921	)
USD		200,000	TWD				5,694,200	Dec 07 2020			SOCIETE GENERALE				215
USD		200,000	TWD				5,683,400	Dec 14 2020			SOCIETE GENERALE				579
USD		150,000	TWD				4,266,489	Dec 16 2020			SOCIETE GENERALE				293
USD		200,000	TWD				5,695,600	Dec 18 2020			SOCIETE GENERALE				142
USD		100,000	ZAR				1,717,653	Dec 17 2020			SOCIETE GENERALE				(10,650	)
ZAR		2,411,031	USD				150,000	Dec 17 2020			SOCIETE GENERALE				5,317
ZAR		1,566,900	USD				100,000	Jan 20 2021			SOCIETE GENERALE				486
Total Forward Foreign Currency Contracts														$	(3,506	)
AUD	Australian Dollar					LME		London Mercantile Exchange
BRL	Brazilian Real					MIB		Milano Indice di Borsa
CAD	Canadian Dollar					MXN		Mexican Peso
CHF	Swiss Franc					NOK		Norwegian Krone
CLP	Chilean Peso					NZD		New Zealand Dollar
CNH	Chinese Yuan Renminbi					OMX		Stockholm Stock Exchange
COP	Colombian Peso					PHP		Philippine Peso
CZK	Czech Koruna					PLN		Polish Zloty
DAX	Deutscher Aktienindex					RBOB		Reformulated Blendstock for Oxygenate Blending
DJIA	Dow Jones Industrial Average					RUB		Russian Ruble
EUR	Euro					SEK		Swedish Krona
FTSE	Financial Times Stock Exchange					SGD		Singapore Dollar
GBP	British Pound					THB		Thai Baht
HUF	Hungarian Forint					TRY		Turkish Lira
ILS	Israeli New Shekel					TWD		Taiwan Dollar
INR	Indian Rupee					USD		United States Dollar
JPY	Japanese Yen					WTI		West Texas Intermediate
KRW	Korean Won					ZAR		South African Rand

 The accompanying notes are an integral part of the consolidated portfolio of investments.

ABBEY CAPITAL MULTI ASSET FUND

NOTES TO CONSOLIDATED PORTFOLIO OF INVESTMENTS

NOVEMBER 30, 2020 (UNAUDITED)

   CONSOLIDATION OF SUBSIDIARIES –  The Abbey Capital Mulit-Asset Fund (the "ACMAF" or "Fund") seeks to achieve its investment objective by allocating its assets between a “Managed Futures” strategy, a "Long U.S. Equity" strategy and a “Fixed Income” strategy. The Managed Futures strategy will be achieved by the ACMAF investing up to 25% of its total assets in ACMAF Master Offshore Limited (the "Cayman Subsidiary"), a wholly-owned and controlled subsidiary of the ACMAF organized under the laws of the Cayman Islands. Effective on or about November 12, 2020, the Fund's previous wholly-owned subsidiary, the Abbey Capital Multi Asset Offshore Fund Limited became a wholly-owned subsidiary of the Cayman Subsidiary through a share exchange between the Fund and the Cayman Subsidiary and registered as a segregated portfolio company under the laws of the Cayman Islands under the name ACMAF Offshore SPC (the "SPC").  The Cayman Subsidiary serves soley as an intermediate entity through which the ACMAF invests in the SPC and makes no independent decisions and has no investment or other discretion over the Fund's investable assets. The consolidated financial statements of the ACMAF include the financial statements of the Cayman Subsidiary and SPC. The ACMAF consolidates the results of subsidiaries in which the Fund holds a controlling financial interest. All inter-company accounts and transactions have been eliminated. As of November 30, 2020, the net assets of the Cayman Subsidiary and SPC were $9,389,413, which represented 22.31% of the ACMAF's net assets.

   PORTFOLIO VALUATION — The Fund's net asset value (“NAV”) is calculated once daily at the close of regular trading hours on the New York Stock Exchange (“NYSE”) (generally 4:00 p.m. Eastern time) on each day the NYSE is open. Securities held by the Fund are valued using the closing price or the last sale price on a national securities exchange or the National Association of Securities Dealers Automatic Quotation System (“NASDAQ”) market system where they are primarily traded. Fixed income securities are valued using an independent pricing service, which considers such factors as security prices, yields, maturities and ratings, and are deemed representative of market values at the close of the market. Forward exchange contracts are valued by interpolating between spot and forward currency rates as quoted by an independent pricing service. Futures contracts are generally valued using the settlement price determined by the relevant exchange. Options for which the primary market is a national securities exchange are valued at the last sale price on the exchange on which they are traded, or, in the absence of any sale, will be valued at the mean of the last bid and ask prices prior to the market close. Options not traded on a national securities exchange are valued at the last quoted bid price for long option positions and the closing ask price for short option positions. If market quotations are unavailable or deemed unreliable, securities will be valued in accordance with procedures adopted by the Company’s Board of Directors. Relying on prices supplied by pricing services or dealers or using fair valuation may result in values that are higher or lower than the values used by other investment companies and investors to price the same investments.

   FAIR VALUE MEASUREMENTS — The inputs and valuation techniques used to measure the fair value of the Fund's investments are summarized into three levels as described in the hierarchy below:

•  Level 1 – Prices are determined using quoted prices in active markets for identical securities.

•  Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

•  Level 3 – Prices are determined using significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments).

The inputs or methodologies 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, as of November 30, 2020, in valuing the Fund's investments carried at fair value:

ASSETS	TOTAL			LEVEL 1			LEVEL 2			LEVEL 3
Short-Term Investments	$	33,908,854		$	33,908,854		$	-		$	-
Commodity Contracts
Futures Contracts		3,390,610			3,390,610			-			-
Equity Contracts
Futures Contracts		1,554,269			1,554,269			-			-
Foreign Currency Contracts
Forward Foreign Currency Contracts		203,850			-			203,850			-
Futures Contracts		155,449			155,449			-			-
Interest Rate Contracts
Futures Contracts		161,311			161,311			-			-
Total Assets	$	39,374,343		$	39,170,493		$	203,850		$	-
LIABILITIES	TOTAL			LEVEL 1			LEVEL 2			LEVEL 3
Commodity Contracts
Futures Contracts	$	(2,806,094	)	$	(2,806,094	)	$	-		$	-
Equity Contracts
Futures Contracts		(44,773	)		(44,773	)		-			-
Foreign Currency Contracts
Forward Foreign Currency Contracts		(207,356	)		-			(207,356	)		-
Futures Contracts		(6,724	)		(6,724	)		-			-
Interest Rate Contracts
Futures Contracts		(38,169	)		(38,169	)		-			-
Total Liabilities	$	(3,103,116	)	$	(2,895,760	)	$	(207,356	)	$	-

   At the end of each quarter, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities. Various factors are considered, such as changes in liquidity from the prior reporting period; whether or not a broker is willing to execute at the quoted price; the depth and consistency of prices from third party pricing services; and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates the classification of Level 1, 2 and 3 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges.

   Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund's investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.

   For fair valuations using significant unobservable inputs, U.S. generally accepted accounting principles (“U.S. GAAP”) requires the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between levels are based on values at the end of the period. A reconciliation of Level 3 investments is presented only if the Fund had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for all Level 3 transfers are disclosed if the Fund had an amount of total transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

   For the period ended November 30, 2020, the Fund had no Level 3 transfers.

   For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.