ABBEY CAPITAL FUTURES STRATEGY FUND

CONSOLIDATED PORTFOLIO OF INVESTMENTS

NOVEMBER 30, 2022

(UNAUDITED)

		COUPON*			MATURITY DATE		PAR (000's)		VALUE
SHORT-TERM INVESTMENTS - 88.8%
U.S. TREASURY OBLIGATIONS - 85.5%
U.S. Treasury Bills		1.664%			12/01/22		42,454	$	42,454,000
U.S. Treasury Bills		2.144%			12/08/22		77,518		77,463,914
U.S. Treasury Bills		2.230%			12/15/22		55,236		55,168,417
U.S. Treasury Bills		2.392%			12/22/22		24,184		24,134,006
U.S. Treasury Bills		2.472%			12/29/22		68505		68,303,155
U.S. Treasury Bills		2.642%			01/05/23		59,265		59,046,840
U.S. Treasury Bills		2.905%			01/12/23		91,738		91,320,413
U.S. Treasury Bills		2.971%			01/19/23		49,416		49,153,784
U.S. Treasury Bills		2.882%			01/26/23		39,562		39,313,099
U.S. Treasury Bills		3.002%			02/02/23		62,663		62,222,274
U.S. Treasury Bills		3.030%			02/09/23		107,403		106,545,276
U.S. Treasury Bills		3.118%			02/16/23		50,590		50,145,328
U.S. Treasury Bills		3.225%			02/23/23		153,843		152,359,655
U.S. Treasury Bills		3.372%			03/02/23		118,145		116,873,523
U.S. Treasury Bills		3.602%			03/09/23		100,654		99,492,367
U.S. Treasury Bills		3.831%			03/16/23		83,409		82,378,116
U.S. Treasury Bills		3.893%			03/23/23		277,435		273,798,847
U.S. Treasury Bills		3.943%			03/30/23		124,469		122,747,899
U.S. Treasury Bills		4.074%			04/06/23		184,403		181,718,632
U.S. Treasury Bills		4.296%			04/13/23		118,241		116,371,346
U.S. Treasury Bills		4.486%			04/20/23		154,623		152,007,145
U.S. Treasury Bills		4.495%			04/27/23		118,188		116,054,614
U.S. Treasury Bills		4.618%			05/04/23		135,342		132,776,615
U.S. Treasury Bills		4.521%			05/11/23		92,439		90,587,210
U.S. Treasury Bills		4.634%			05/18/23		40,967		40,110,611
U.S. Treasury Bills		4.710%			05/25/23		31,877		31,176,334
TOTAL U.S. TREASURY OBLIGATIONS ($2,436,736,891)									2,433,723,420
							NUMBER OF
							SHARES
MONEY MARKET DEPOSIT ACCOUNT - 3.3%							(000's)
U.S. Bank Money Market Deposit Account, 3.5% (United States)(a)							96,069		96,068,814
TOTAL MONEY MARKET DEPOSIT ACCOUNT ($96,068,814)									96,068,814
TOTAL SHORT-TERM INVESTMENTS
(Cost $2,532,805,705)									2,529,792,234
TOTAL INVESTMENTS - 88.8%
(Cost $2,532,805,705)									2,529,792,234
OTHER ASSETS IN EXCESS OF LIABILITIES - 11.2%									318,106,687
NET ASSETS - 100.0%								$	2,847,898,921
* 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, 2022.
Futures contracts outstanding as of November 30, 2022 were as follows:
LONG CONTRACTS		EXPIRATION DATE	NUMBER OF CONTRACTS		NOTIONAL AMOUNT		VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
3-Month Euro Euribor		Jun-23	242	$	61,064,719	$	65,597
3-Month Euro Euribor		Mar-26	1		253,803		104
90-DAY Bank Bill		Mar-23	84		56,522,882		11,429
90-DAY Bank Bill		Sep-23	2		1,344,370		1,607
90-DAY Eurodollar Futures		Jun-23	895		212,182,124		(921,088)
90-DAY Eurodollar Futures		Sep-23	594		141,074,999		(517,713)
Amsterdam Index Futures		Dec-22	152		22,923,849		130,513
AUD/USD Currency Futures		Dec-22	285		19,362,900		203,817
Australian 10-Year Bond Futures		Dec-22	80		6,551,799		47,806
Australian 3-Year Bond Futures		Dec-22	518		37,974,878		89,656
Bank Acceptance Futures		Jun-23	126		22,291,083		(130,896)
Bank Acceptance Futures		Sep-23	93		16,476,276		(60,662)
BIST 30 Index Futures		Dec-22	709		2,088,428		335,194
Brent Crude Futures		Feb-23	57		4,957,290		(348,820)
Brent Crude Futures		Mar-23	1		86,990		870
Brent Crude Futures		Apr-23	1		86,830		(2,940)
CAC40 10 Euro Futures		Dec-22	795		55,729,748		852,928
CAD Currency Futures		Dec-22	156		11,610,300		234,412
CHF Currency Futures		Dec-22	219		29,024,344		265,213
Cocoa Futures ICE		Dec-22	28		721,851		28,613
Cocoa Futures ICE		Mar-23	189		4,551,307		131,578
Cocoa Futures ICE		May-23	43		995,577		(795)
Coffee 'C' Futures		Mar-23	223		14,207,888		347,756
Copper Futures		Mar-23	56		5,233,200		174,888
Copper Futures		May-23	1		93,400		3,325
Corn Futures		Mar-23	668		22,277,800		(264,813)
Corn Futures		May-23	44		1,463,550		(22,788)
Corn Futures		Dec-23	50		1,516,250		(3,200)
DAX Index Futures		Dec-22	362		135,781,077		1,085,754
DAX-Mini Futures		Dec-22	5		375,086		16,051
DJIA Mini E-CBOT		Dec-22	337		58,299,314		2,226,071
Dollar Index		Dec-22	56		5,930,232		(188,775)
E-Mini Consumer Staples Select Futures		Dec-22	1		77,710		920
E-Mini Energy Select Futures		Dec-22	3		285,390		3,920
E-Mini Financial Select Futures		Dec-22	1		111,638		2,125
E-Mini Health Care Select Futures		Dec-22	2		280,860		21,720
E-Mini Industrial Select Futures		Dec-22	1		102,360		9,070
E-Mini Materials Select Futures		Dec-22	2		175,040		10,040
EUR Foreign Exchange Currency Futures		Dec-22	149		19,423,081		84,101
Euro STOXX 50		Dec-22	2,420		99,849,110		3,345,715
Euro Stoxx 50 Index Futures		Dec-22	7		277,165		8,117
Euro/JPY Futures		Dec-22	159		20,660,846		55,172
Euro-Bobl Futures		Dec-22	217		27,104,112		(19,928)
Euro-BTP Futures		Dec-22	38		4,717,476		(28,856)
Euro-Bund Futures		Dec-22	31		4,544,611		(2,060)
Euro-Oat Futures		Dec-22	20		2,841,891		29,428
European Climate Exchange Futures		Dec-22	8		705,030		20,469
European Climate Exchange Futures		Dec-23	4		363,452		15,037
Euro-Schatz Futures		Dec-22	336		37,334,887		(49,180)
FTSE 100 Index Futures		Dec-22	1,691		154,874,158		5,136,139
FTSE Taiwan Index		Dec-22	2		104,040		1,190
FTSE/JSE TOP 40		Dec-22	137		5,460,049		161,373
FTSE/MIB Index Futures		Dec-22	219		28,068,363		1,540,193
Gasoline RBOB Futures		Jan-23	98		9,815,425		(417,047)
Gasoline RBOB Futures		Feb-23	6		600,390		16,514
Gasoline RBOB Futures		Apr-23	1		108,368		(3,956)
GBP Currency Futures		Dec-22	13		980,200		3,213
Gold 100 Oz Futures		Feb-23	69		12,143,310		(42,759)
Hang Seng Index Futures		Dec-22	8		953,380		16,061
IBEX 35 Index Futures		Dec-22	18		1,564,890		14,067
Ice Three Miont SONIA Index Futures		Jun-25	71		20,600,654		(6,659)
JPN 10-Year Bond (Osaka Securities Exchange)		Dec-22	73		78,619,450		(274,386)
JPY Currency Futures		Dec-22	1		90,806		363
Kansas City Hard Red Winter Wheat Futures		Mar-23	61		2,744,238		(122,538)
Lean Hogs Futures		Feb-23	30		1,024,200		(38,180)
Lean Hogs Futures		Apr-23	12		435,120		(20,440)
Live Cattle Futures		Feb-23	340		21,171,800		77,480
Live Cattle Futures		Apr-23	37		2,357,270		11,450
Live Cattle Futures		Jun-23	9		560,070		2,020
LME Aluminum Forward		Dec-22	4		244,925		14,975
LME Aluminum Forward		Dec-22	7		428,575		37,065
LME Aluminum Forward		Dec-22	15		918,750		90,175
LME Aluminum Forward		Dec-22	9		551,635		33,372
LME Aluminum Forward		Dec-22	9		551,828		36,422
LME Aluminum Forward		Dec-22	2		122,750		8,988
LME Aluminum Forward		Dec-22	20		1,227,500		64,668
LME Aluminum Forward		Dec-22	3,528		216,530,999		11,350,610
LME Aluminum Forward		Dec-22	3		184,350		15,900
LME Aluminum Forward		Dec-22	22		1,352,252		113,315
LME Aluminum Forward		Dec-22	16		983,716		17,606
LME Aluminum Forward		Jan-23	1		61,547		839
LME Aluminum Forward		Jan-23	6		369,398		24,035
LME Aluminum Forward		Jan-23	1		61,570		1,425
LME Aluminum Forward		Jan-23	1		61,590		1,406
LME Aluminum Forward		Jan-23	1		61,597		1,421
LME Aluminum Forward		Jan-23	18		1,109,025		60,614
LME Aluminum Forward		Jan-23	2		123,225		2,938
LME Aluminum Forward		Jan-23	1		61,613		1,494
LME Aluminum Forward		Jan-23	7		431,737		10,505
LME Aluminum Forward		Jan-23	7		432,075		27,925
LME Aluminum Forward		Feb-23	1		61,769		1,487
LME Aluminum Forward		Feb-23	1		61,818		3,055
LME Aluminum Forward		Feb-23	2		123,623		5,648
LME Aluminum Forward		Feb-23	14		865,270		35,008
LME Aluminum Forward		Feb-23	12		741,975		10,937
LME Aluminum Forward		Feb-23	1		61,825		1,113
LME Aluminum Forward		Feb-23	1		61,900		1,750
LME Aluminum Forward		Feb-23	2		123,825		4,750
LME Aluminum Forward		Feb-23	7		433,563		19,574
LME Aluminum Forward		Mar-23	316		19,592,000		754,120
LME Copper Forward		Dec-22	2		401,800		18,513
LME Copper Forward		Dec-22	5		1,028,344		78,244
LME Copper Forward		Dec-22	1		205,775		12,263
LME Copper Forward		Dec-22	3		617,438		28,134
LME Copper Forward		Dec-22	3		617,663		46,613
LME Copper Forward		Dec-22	4		823,625		12,163
LME Copper Forward		Dec-22	1		205,925		21,888
LME Copper Forward		Dec-22	2		411,888		25,822
LME Copper Forward		Dec-22	1		206,044		16,019
LME Copper Forward		Dec-22	8		1,647,950		161,600
LME Copper Forward		Dec-22	1,399		288,185,255		15,465,765
LME Copper Forward		Dec-22	1		205,944		22,369
LME Copper Forward		Dec-22	9		1,853,793		140,563
LME Copper Forward		Jan-23	1		206,094		16,419
LME Copper Forward		Jan-23	1		206,081		15,744
LME Copper Forward		Jan-23	4		824,175		12,363
LME Copper Forward		Jan-23	4		824,175		33,014
LME Copper Forward		Jan-23	1		206,019		21,856
LME Copper Forward		Jan-23	5		1,029,969		63,994
LME Copper Forward		Feb-23	7		1,441,956		31,031
LME Copper Forward		Feb-23	1		205,994		(5,854)
LME Copper Forward		Feb-23	5		1,029,875		28,516
LME Copper Forward		Mar-23	250		51,501,562		390,403
LME Lead Forward		Dec-22	2		109,088		17,250
LME Lead Forward		Dec-22	1		54,581		8,644
LME Lead Forward		Dec-22	1		54,586		8,649
LME Lead Forward		Dec-22	1		54,592		8,654
LME Lead Forward		Dec-22	1		54,602		8,664
LME Lead Forward		Dec-22	1		54,617		8,679
LME Lead Forward		Dec-22	2		109,274		16,037
LME Lead Forward		Dec-22	1		54,658		7,670
LME Lead Forward		Dec-22	20		1,093,250		100,268
LME Lead Forward		Dec-22	317		17,328,013		582,671
LME Lead Forward		Dec-22	1		54,650		9,488
LME Lead Forward		Dec-22	11		601,788		80,314
LME Lead Forward		Jan-23	1		54,813		1,463
LME Lead Forward		Jan-23	2		109,615		7,965
LME Lead Forward		Jan-23	1		54,786		4,061
LME Lead Forward		Jan-23	13		711,588		54,301
LME Lead Forward		Jan-23	15		821,063		25,507
LME Lead Forward		Jan-23	2		109,432		2,925
LME Lead Forward		Jan-23	1		54,713		1,463
LME Lead Forward		Jan-23	7		382,988		31,288
LME Lead Forward		Jan-23	2		109,425		2,925
LME Lead Forward		Feb-23	1		54,789		3,452
LME Lead Forward		Feb-23	2		109,597		1,222
LME Lead Forward		Feb-23	1		54,800		1,257
LME Lead Forward		Feb-23	14		767,200		18,788
LME Lead Forward		Feb-23	1		54,801		139
LME Lead Forward		Feb-23	3		164,406		419
LME Lead Forward		Feb-23	1		54,806		1,463
LME Lead Forward		Feb-23	4		219,300		7,226
LME Lead Forward		Mar-23	214		11,741,913		127,843
LME Nickel Forward		Dec-22	2		322,735		37,878
LME Nickel Forward		Dec-22	2		322,745		27,740
LME Nickel Forward		Dec-22	4		645,467		69,257
LME Nickel Forward		Dec-22	2		322,653		50,189
LME Nickel Forward		Dec-22	7		1,128,939		144,476
LME Nickel Forward		Dec-22	12		1,935,324		224,033
LME Nickel Forward		Dec-22	2		322,614		37,485
LME Nickel Forward		Jan-23	1		161,403		18,757
LME Nickel Forward		Jan-23	1		161,415		32,235
LME Nickel Forward		Jan-23	1		161,487		27,447
LME Nickel Forward		Jan-23	1		161,513		18,725
LME Nickel Forward		Jan-23	5		807,585		100,671
LME Nickel Forward		Jan-23	6		969,102		(28,515)
LME Nickel Forward		Jan-23	2		323,034		48,834
LME Nickel Forward		Feb-23	5		808,445		111,305
LME Nickel Forward		Feb-23	1		161,703		19,473
LME Nickel Forward		Feb-23	1		161,718		17,778
LME Nickel Forward		Feb-23	1		161,799		3,969
LME Nickel Forward		Feb-23	1		161,832		(23,928)
LME Nickel Forward		Feb-23	5		809,160		22,389
LME Nickel Forward		Feb-23	1		161,868		13,098
LME Nickel Forward		Feb-23	1		161,874		7,344
LME Nickel Forward		Feb-23	2		323,772		13,602
LME Nickel Forward		Feb-23	3		485,766		15,186
LME Nickel Forward		Mar-23	4		648,768		4,467
LME Zinc Forward		Dec-22	12		914,550		32,550
LME Zinc Forward		Dec-22	255		19,434,188		(1,289,975)
LME Zinc Forward		Dec-22	8		609,758		26,496
LME Zinc Forward		Dec-22	2		152,475		6,350
LME Zinc Forward		Dec-22	2		152,475		6,543
LME Zinc Forward		Jan-23	1		76,135		3,206
LME Zinc Forward		Jan-23	12		913,200		46,200
LME Zinc Forward		Jan-23	23		1,750,300		80,913
LME Zinc Forward		Jan-23	2		152,125		5,975
LME Zinc Forward		Feb-23	1		76,058		3,113
LME Zinc Forward		Feb-23	1		76,031		4,106
LME Zinc Forward		Feb-23	2		152,048		385
LME Zinc Forward		Feb-23	4		303,998		(1,115)
LME Zinc Forward		Feb-23	13		987,838		(2,917)
LME Zinc Forward		Feb-23	1		75,971		(867)
LME Zinc Forward		Feb-23	4		303,817		(871)
LME Zinc Forward		Feb-23	1		75,938		2,500
LME Zinc Forward		Mar-23	16		1,214,600		(191)
Long Gilt Futures		Mar-23	347		43,909,280		(158,780)
Low Sulphur Gasoil G Futures		Dec-22	33		3,059,925		(330,525)
Low Sulphur Gasoil G Futures		Jan-23	65		6,074,250		(459,475)
Low Sulphur Gasoil G Futures		Feb-23	7		644,525		(44,550)
Low Sulphur Gasoil G Futures		Mar-23	3		270,600		(425)
Micro E-mini Dow Jones Industrial Index Futures		Dec-22	1		17,300		509
Micro E-mini Russell 200 Index Futures		Dec-22	1		9,438		122
Milk Futures		Dec-22	1		39,660		(3,080)
Mill Wheat Euro		Dec-22	3		50,964		(3,772)
Mini FTSE/MIB Pound Futures		Dec-22	8		205,066		8,136
Mini TOPIX Index Futures		Dec-22	17		244,985		2,158
MSCI EAFE Index Futures		Dec-22	11		1,088,890		10,065
MSCI Emerging Markets Index Futures		Dec-22	19		933,375		(735)
MSCI Singapore Exchange ETS		Dec-22	1		29,672		62
MXN Currency Futures		Dec-22	1,367		35,295,940		1,146,805
Nasdaq 100 E-Mini		Dec-22	59		14,209,855		913,284
Natural Gas Futures		Jan-23	54		3,742,200		(14,320)
Natural Gas Futures		Feb-23	37		2,522,660		(86,720)
Natural Gas Futures		Mar-23	1		61,780		(1,910)
Natural Gas Futures		Oct-23	12		642,000		8,070
Nikkei 225 (Chicago Mercantile Exchange)		Dec-22	5		709,375		13,825
Nikkei 225 (Osaka Securities Exchange)		Dec-22	170		34,519,516		482,294
Nikkei 225 (Singapore Exchange)		Dec-22	355		36,055,290		(47,324)
Nikkei 225 Mini		Dec-22	271		5,502,817		(7,524)
Nikkei/Yen Futures		Dec-22	17		1,746,289		28,152
NY Harbor Ultra-Low Sulfur Diesel Futures		Jan-23	154		21,755,118		(433,789)
NY Harbor Ultra-Low Sulfur Diesel Futures		Feb-23	13		1,798,688		(16,069)
NY Harbor Ultra-Low Sulfur Diesel Futures		Mar-23	2		269,850		(5,044)
NY Harbor Ultra-Low Sulfur Diesel Futures		Apr-23	2		262,374		(4,687)
NY Harbor Ultra-Low Sulfur Diesel Futures		Dec-23	1		121,611		5,376
NZD Currency Futures		Dec-22	25		1,575,125		116,220
OMX Stockholm 30 Index Futures		Dec-22	1,140		22,814,980		64,842
Orange Juice Futures		Jan-23	29		873,045		(5,370)
Platinum Futures		Jan-23	84		4,365,060		97,075
Rough Rice Futures		Jan-23	6		213,720		(2,400)
Russell 2000 E-Mini		Dec-22	205		19,346,875		447,494
S&P 500 E-Mini Futures		Dec-22	428		87,338,749		1,797,747
S&P Mid 400 E-Mini		Dec-22	10		2,579,800		63,180
S&P/TSX 60 IX Futures		Dec-22	169		31,165,402		1,697,341
SGX Nifty 50		Dec-22	668		25,272,444		779,697
Silver Futures		Mar-23	119		12,959,695		(70,551)
Soybean Futures		Jan-23	277		20,352,575		302,934
Soybean Futures		Mar-23	371		27,370,525		612,474
Soybean Futures		May-23	4		296,550		2,225
Soybean Futures		Nov-23	4		279,800		825
Soybean Meal Futures		Jan-23	81		3,384,180		85,830
Soybean Meal Futures		Mar-23	99		4,118,400		109,550
Soybean Oil Futures		Jan-23	172		7,418,016		(48,330)
Soybean Oil Futures		Mar-23	122		5,144,496		(52,848)
Soybean Oil Futures		May-23	4		165,072		1,542
Soybean Oil Futures		Dec-23	31		1,194,120		7,758
SPI 200 Futures		Dec-22	475		58,911,541		1,720,168
STOXX Dividend Futures		Dec-23	7		93,894		8,304
STOXX Europe 600 Banks Index		Dec-22	12		87,785		5,078
STOXX Europe 600 ESG-X Index		Dec-22	20		341,110		2,987
STOXX Europe 600 Index		Dec-22	59		1,352,546		33,653
STOXX Europe 600 Institutional Index		Dec-22	1		16,650		369
STOXX Europe 600 Utilities Index		Dec-22	2		38,138		1,270
Sugar No. 11 (World)		Mar-23	2,407		52,919,338		(142,382)
Sugar No. 11 (World)		May-23	64		1,330,381		(16,688)
Sugar No. 11 (World)		Jul-23	3		60,245		(146)
Sugar No. 11 (World)		Oct-23	2		39,738		(403)
Topix Index Futures		Dec-22	458		66,001,881		811,499
U.S. Treasury 10-Year Notes (Chicago Board of Trade)		Mar-23	1,452		164,801,999		315,156
USD/CNH Futures		Dec-22	1		100,556		786
USD/NOK Futures		Dec-22	11		1,098,537		(22,809)
USD/SEK Futures		Dec-22	6		599,506		(9,496)
USD/TRY Futures		Dec-22	111		112,264		(3,268)
Wheat (Chicago Board of Trade)		Mar-23	44		1,750,100		(22,000)
White Sugar ICE		Mar-23	88		2,372,480		114,305
White Sugar ICE		May-23	30		789,600		34,090
WTI Crude Futures		Jan-23	184		14,821,200		(518,050)
						$	53,167,960
SHORT CONTRACTS		EXPIRATION DATE	NUMBER OF CONTRACTS		NOTIONAL AMOUNT		VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
10-Year Mini Japanese Government Bond Futures		Dec-22	9	$	(969,737)	$	2,448
1-Month SOFR Future		Apr-23	5		(1,981,929)		333
3-Month Euro Euribor		Jun-23	705		(177,895,156)		81,687
3-Month Euro Euribor		Sep-23	183		(46,169,899)		99,859
3-Month Euro Euribor		Dec-23	534		(134,815,578)		85,902
3-Month Euro Euribor		Mar-24	82		(20,722,283)		82,312
3-Month Euro Euribor		Jun-24	81		(20,492,752)		69,564
3-Month Euro Euribor		Sep-24	129		(32,668,487)		89,063
3-Month Euro Euribor		Dec-24	80		(20,277,217)		48,206
3-Month Euro Euribor		Mar-25	102		(25,869,373)		9,404
3-Month Euro Euribor		Jun-25	51		(12,939,993)		46,203
3-Month Euro Euribor		Sep-25	113		(28,678,315)		(15,258)
3-Month Euro Euribor		Dec-25	26		(6,599,227)		(24,909)
3-Month SARON Futures		Mar-23	2		(522,589)		(357)
3-Month SARON Futures		Jun-23	1		(260,872)		(66)
3-Month SOFR Futures		Mar-23	24		(5,705,100)		36,625
3-Month SOFR Futures		Jun-23	705		(167,587,312)		398,663
3-Month SOFR Futures		Sep-23	273		(65,014,949)		168,663
3-Month SOFR Futures		Dec-23	830		(198,328,499)		(195,963)
3-Month SOFR Futures		Mar-24	233		(55,920,000)		4,488
3-Month SOFR Futures		Jun-24	260		(62,650,250)		(39,275)
3-Month SOFR Futures		Sep-24	142		(34,314,300)		(55,400)
3-Month SOFR Futures		Dec-24	133		(32,195,975)		(58,813)
3-Month SOFR Futures		Mar-25	123		(29,801,363)		(51,800)
3-Month SOFR Futures		Jun-25	210		(50,904,000)		(84,888)
3-Month SOFR Futures		Sep-25	89		(21,580,275)		(27,888)
3-Month SOFR Futures		Dec-25	59		(14,308,238)		(18,488)
3-Month SOFR Futures		Mar-26	8		(1,940,000)		(3,838)
3-Month SOFR Futures		Jun-26	9		(2,182,163)		(4,650)
3-Month SOFR Futures		Sep-26	9		(2,181,825)		(4,900)
90-DAY Bank Bill		Jun-23	317		(213,160,695)		(216,643)
90-DAY Bank Bill		Sep-23	78		(52,430,424)		(33,616)
90-DAY Bank Bill		Dec-23	33		(22,181,561)		(5,297)
90-DAY Bank Bill		Mar-24	11		(7,394,756)		(3,608)
90-DAY Bank Bill		Jun-24	8		(5,379,187)		(2,707)
90-DAY Bank Bill		Sep-24	6		(4,035,277)		(1,610)
90-DAY Eurodollar Futures		Mar-23	55		(13,040,500)		206,650
90-DAY Eurodollar Futures		Jun-23	60		(14,224,500)		(13,575)
90-DAY Eurodollar Futures		Sep-23	8		(1,900,000)		14,038
90-DAY Eurodollar Futures		Dec-23	3		(714,900)		(188)
90-DAY Eurodollar Futures		Dec-24	20		(4,828,500)		(15,500)
90-DAY Eurodollar Futures		Jun-25	568		(137,313,999)		(129,549)
90-DAY Eurodollar Futures		Dec-25	2		(483,725)		(1,075)
90-DAY Eurodollar Futures		Sep-26	1		(241,775)		1,700
90-DAY Eurodollar Futures		Dec-26	3		(725,175)		(4,425)
90-DAY Eurodollar Futures		Mar-27	1		(241,663)		(363)
AUD/USD Currency Futures		Dec-22	1,252		(85,060,879)		(3,691,498)
Australian 10-Year Bond Futures		Dec-22	633		(51,841,111)		(1,355,786)
Australian 3-Year Bond Futures		Dec-22	478		(35,042,456)		(389,132)
Bank Acceptance Futures		Mar-23	127		(22,465,636)		41,445
Bank Acceptance Futures		Jun-23	101		(20,308,960)		16,346
Bank Acceptance Futures		Sep-23	26		(4,606,271)		6,839
Bank Acceptance Futures		Dec-23	25		(4,443,278)		1,236
Bank Acceptance Futures		Mar-24	10		(1,784,002)		(4,377)
Bank Acceptance Futures		Jun-24	6		(1,073,746)		(4,981)
Brent Crude Futures		Feb-23	31		(2,696,070)		(75,206)
Brent Crude Futures		Mar-23	10		(869,900)		(26,140)
Brent Crude Futures		Apr-23	11		(955,130)		(32,300)
Brent Crude Futures		Dec-23	13		(1,085,760)		(22,060)
Brent Crude Oil Last Day		Feb-23	11		(956,670)		(23,090)
CAC40 10 Euro Futures		Dec-22	86		(6,028,627)		(20,875)
CAD Currency Futures		Dec-22	1,007		(74,945,974)		9,727
Canadian 10-Year Bond Futures		Mar-23	1,475		(137,877,931)		369,037
Canadian 5-Year Bond Futures		Mar-23	2		(167,178)		(82)
Canola Futures (Winnipeg Commodity Exchange)		Jan-23	16		(201,137)		(2,519)
Canola Futures (Winnipeg Commodity Exchange)		Mar-23	100		(1,254,581)		1,945
Cattle Feeder Futures		Jan-23	44		(3,970,450)		(29,287)
Cattle Feeder Futures		Mar-23	4		(366,900)		(5,413)
CHF Currency Futures		Dec-22	8		(1,060,250)		(28,337)
Cocoa Futures		Mar-23	48		(1,199,040)		(28,400)
Cocoa Futures		May-23	8		(200,160)		(4,690)
Coffee 'C' Futures		Mar-23	296		(18,858,900)		280,425
Coffee 'C' Futures		May-23	70		(4,466,438)		(111,788)
Coffee 'C' Futures		Jul-23	17		(1,083,750)		(9,300)
Coffee Robusta Futures		Jan-23	109		(2,056,830)		(39,510)
Coffee Robusta Futures		Mar-23	58		(1,072,420)		(12,870)
Copper Futures		Mar-23	70		(6,541,500)		(193,213)
Corn Futures		Mar-23	316		(10,538,600)		22,150
Corn Futures		May-23	24		(798,300)		(4,125)
Corn Futures		Jul-23	6		(197,925)		(1,063)
Cotton No.2 Futures		Mar-23	276		(11,676,180)		(164,545)
Cotton No.2 Futures		May-23	11		(462,165)		(7,075)
DJIA Mini E-CBOT		Dec-22	26		(4,497,870)		(86,210)
E-Mini Consumer Discretionary Select Futures		Dec-22	1		(147,690)		(9,570)
E-Mini Crude Oil		Jan-23	17		(684,675)		(16,788)
E-Mini Natural Gas		Jan-23	4		(69,300)		1,925
E-Mini S&P 500 ESG Futures		Dec-22	1		(178,520)		(6,430)
E-Mini Utilities Select Futures		Dec-22	1		(72,060)		(2,010)
EUR Foreign Exchange Currency Futures		Dec-22	1,099		(143,261,518)		(5,180,823)
Euro BUXL 30-Year Bond Futures		Dec-22	54		(8,895,294)		(227,185)
Euro STOXX 50		Dec-22	246		(10,149,951)		(26,567)
Euro-Bobl Futures		Dec-22	1,472		(183,858,309)		308,512
Euro-BTP Futures		Dec-22	677		(84,045,556)		(394,768)
Euro-Bund Futures		Dec-22	1,177		(172,548,607)		(744,412)
Euro-Oat Futures		Dec-22	412		(58,542,946)		(399,951)
European Climate Exchange Futures		Dec-22	5		(440,644)		(88,077)
Euro-Schatz Futures		Dec-22	863		(95,892,880)		749,464
FTSE 100 Index Futures		Dec-22	62		(5,678,414)		(51,205)
FTSE China A50 Index		Dec-22	914		(11,603,230)		(465,081)
FTSE KLCI Futures		Dec-22	2		(33,423)		191
FTSE Taiwan Index		Dec-22	28		(1,456,560)		(10,802)
FTSE/JSE TOP 40		Dec-22	1		(39,854)		(5,272)
Gasoline RBOB Futures		Jan-23	69		(6,910,861)		(56,326)
Gasoline RBOB Futures		Feb-23	8		(800,520)		(26,498)
Gasoline RBOB Futures		Mar-23	2		(201,289)		(6,875)
GBP Currency Futures		Dec-22	683		(51,498,200)		(1,347,537)
Gold 100 Oz Futures		Feb-23	593		(104,362,069)		140,991
Gold 100 Oz Futures		Apr-23	2		(355,020)		(380)
Hang Seng China Enterprises Index Futures		Dec-22	133		(5,441,950)		(333,019)
Hang Seng Index Futures		Dec-22	344		(40,995,321)		(1,960,816)
Ice Three Miont SONIA Index Futures		Mar-23	44		(12,672,472)		(22,523)
Ice Three Miont SONIA Index Futures		Jun-23	49		(14,077,829)		(19,721)
Ice Three Miont SONIA Index Futures		Sep-23	46		(13,213,842)		29,258
Ice Three Miont SONIA Index Futures		Dec-23	170		(48,887,550)		97,535
Ice Three Miont SONIA Index Futures		Mar-24	49		(14,116,955)		36,248
Ice Three Miont SONIA Index Futures		Jun-24	62		(17,898,698)		(2,139)
Ice Three Miont SONIA Index Futures		Sep-24	40		(11,568,037)		22,342
Ice Three Miont SONIA Index Futures		Dec-24	36		(10,425,334)		8,301
Ice Three Miont SONIA Index Futures		Mar-25	55		(15,944,167)		(347)
Ice Three Miont SONIA Index Futures		Jun-25	17		(4,932,551)		17,235
Ice Three Miont SONIA Index Futures		Sep-25	16		(4,645,776)		2,531
Ice Three Miont SONIA Index Futures		Dec-25	10		(2,905,267)		(23,804)
INR/USD Futures		Dec-22	3		(73,626)		(320)
JPN 10-Year Bond (Osaka Securities Exchange)		Dec-22	42		(45,233,109)		(107,032)
JPY Currency Futures		Dec-22	2,725		(247,447,030)		(6,630,653)
Kansas City Hard Red Winter Wheat Futures		Mar-23	19		(854,763)		9,638
Kansas City Hard Red Winter Wheat Futures		May-23	5		(223,250)		8,425
Lean Hogs Futures		Feb-23	180		(6,145,200)		(65,300)
Lean Hogs Futures		Apr-23	2		(72,520)		(200)
Lean Hogs Futures		Jun-23	1		(41,150)		(150)
LME Aluminum Forward		Dec-22	4		(244,925)		(20,135)
LME Aluminum Forward		Dec-22	7		(428,575)		(31,963)
LME Aluminum Forward		Dec-22	15		(918,750)		(80,525)
LME Aluminum Forward		Dec-22	9		(551,635)		(51,153)
LME Aluminum Forward		Dec-22	9		(551,828)		(54,229)
LME Aluminum Forward		Dec-22	2		(122,750)		(11,275)
LME Aluminum Forward		Dec-22	3,551		(217,942,624)		(13,288,690)
LME Aluminum Forward		Dec-22	20		(1,227,500)		(95,450)
LME Aluminum Forward		Dec-22	3		(184,350)		(26,250)
LME Aluminum Forward		Dec-22	22		(1,352,252)		(88,308)
LME Aluminum Forward		Dec-22	16		(983,716)		(108,779)
LME Aluminum Forward		Jan-23	1		(61,547)		(7,897)
LME Aluminum Forward		Jan-23	6		(369,398)		(8,585)
LME Aluminum Forward		Jan-23	1		(61,570)		(2,920)
LME Aluminum Forward		Jan-23	1		(61,590)		(6,015)
LME Aluminum Forward		Jan-23	1		(61,597)		(2,510)
LME Aluminum Forward		Jan-23	23		(1,417,088)		(81,341)
LME Aluminum Forward		Jan-23	18		(1,109,025)		(61,439)
LME Aluminum Forward		Jan-23	3		(184,838)		(21,850)
LME Aluminum Forward		Jan-23	2		(123,225)		(13,013)
LME Aluminum Forward		Jan-23	8		(493,414)		(57,439)
LME Aluminum Forward		Jan-23	7		(432,075)		(20,771)
LME Aluminum Forward		Feb-23	1		(61,769)		(5,719)
LME Aluminum Forward		Feb-23	1		(61,818)		(1,524)
LME Aluminum Forward		Feb-23	2		(123,623)		(3,023)
LME Aluminum Forward		Feb-23	14		(865,270)		(28,182)
LME Aluminum Forward		Feb-23	30		(1,854,938)		(121,698)
LME Aluminum Forward		Feb-23	11		(680,075)		(11,585)
LME Aluminum Forward		Feb-23	1		(61,938)		(1,488)
LME Aluminum Forward		Mar-23	540		(33,480,000)		(1,227,295)
LME Copper Forward		Dec-22	2		(401,800)		(13,613)
LME Copper Forward		Dec-22	5		(1,028,344)		(79,219)
LME Copper Forward		Dec-22	1		(205,775)		(21,588)
LME Copper Forward		Dec-22	3		(617,438)		(32,975)
LME Copper Forward		Dec-22	3		(617,663)		(21,038)
LME Copper Forward		Dec-22	4		(823,625)		(87,375)
LME Copper Forward		Dec-22	1		(205,925)		(10,500)
LME Copper Forward		Dec-22	2		(411,888)		(35,063)
LME Copper Forward		Dec-22	1		(206,044)		(12,306)
LME Copper Forward		Dec-22	1,399		(288,185,255)		(16,551,710)
LME Copper Forward		Dec-22	8		(1,647,950)		(79,540)
LME Copper Forward		Dec-22	1		(205,944)		(15,306)
LME Copper Forward		Dec-22	9		(1,853,793)		(180,006)
LME Copper Forward		Jan-23	1		(206,094)		(16,575)
LME Copper Forward		Jan-23	1		(206,081)		(16,588)
LME Copper Forward		Jan-23	13		(2,678,569)		40,519
LME Copper Forward		Jan-23	4		(824,175)		(75,690)
LME Copper Forward		Jan-23	1		(206,019)		(17,094)
LME Copper Forward		Jan-23	5		(1,029,969)		(29,825)
LME Copper Forward		Feb-23	7		(1,441,956)		(79,531)
LME Copper Forward		Feb-23	3		(617,981)		(20,981)
LME Copper Forward		Feb-23	2		(411,988)		(11,791)
LME Copper Forward		Feb-23	1		(205,931)		2,494
LME Copper Forward		Feb-23	1		(205,950)		(7,625)
LME Copper Forward		Mar-23	254		(52,325,588)		(1,050,908)
LME Lead Forward		Dec-22	2		(109,088)		(14,663)
LME Lead Forward		Dec-22	1		(54,581)		(7,581)
LME Lead Forward		Dec-22	1		(54,586)		(7,161)
LME Lead Forward		Dec-22	1		(54,592)		(7,279)
LME Lead Forward		Dec-22	1		(54,602)		(6,739)
LME Lead Forward		Dec-22	1		(54,617)		(6,142)
LME Lead Forward		Dec-22	2		(109,274)		(14,774)
LME Lead Forward		Dec-22	1		(54,658)		(8,733)
LME Lead Forward		Dec-22	317		(17,328,013)		(1,905,187)
LME Lead Forward		Dec-22	20		(1,093,250)		(147,576)
LME Lead Forward		Dec-22	1		(54,650)		(8,747)
LME Lead Forward		Dec-22	11		(601,788)		(100,001)
LME Lead Forward		Jan-23	1		(54,813)		(5,875)
LME Lead Forward		Jan-23	2		(109,615)		(2,925)
LME Lead Forward		Jan-23	1		(54,786)		(7,411)
LME Lead Forward		Jan-23	13		(711,588)		(71,224)
LME Lead Forward		Jan-23	3		(164,213)		(3,488)
LME Lead Forward		Jan-23	2		(109,432)		(13,719)
LME Lead Forward		Jan-23	1		(54,713)		(7,563)
LME Lead Forward		Jan-23	7		(382,988)		(20,625)
LME Lead Forward		Jan-23	2		(109,425)		(3,854)
LME Lead Forward		Feb-23	7		(383,600)		(25,050)
LME Lead Forward		Feb-23	1		(54,801)		(1,463)
LME Lead Forward		Feb-23	2		(109,604)		(2,925)
LME Lead Forward		Feb-23	4		(219,225)		(7,763)
LME Lead Forward		Feb-23	1		(54,806)		(2,456)
LME Lead Forward		Feb-23	1		(54,825)		(1,275)
LME Lead Forward		Mar-23	10		(548,688)		(53,891)
LME Nickel Forward		Dec-22	2		(322,735)		(27,739)
LME Nickel Forward		Dec-22	2		(322,745)		(65,375)
LME Nickel Forward		Dec-22	4		(645,467)		(65,438)
LME Nickel Forward		Dec-22	2		(322,653)		(34,285)
LME Nickel Forward		Dec-22	12		(1,935,324)		(359,648)
LME Nickel Forward		Dec-22	7		(1,128,939)		(219,558)
LME Nickel Forward		Dec-22	2		(322,614)		(66,474)
LME Nickel Forward		Jan-23	1		(161,403)		(31,773)
LME Nickel Forward		Jan-23	1		(161,415)		(33,165)
LME Nickel Forward		Jan-23	1		(161,487)		(30,273)
LME Nickel Forward		Jan-23	1		(161,513)		(31,703)
LME Nickel Forward		Jan-23	5		(807,585)		(143,148)
LME Nickel Forward		Jan-23	2		(323,034)		(63,114)
LME Nickel Forward		Feb-23	5		(808,445)		(94,415)
LME Nickel Forward		Feb-23	1		(161,718)		(18,852)
LME Nickel Forward		Feb-23	2		(323,664)		(41,142)
LME Nickel Forward		Feb-23	3		(485,496)		(18,246)
LME Nickel Forward		Feb-23	2		(323,736)		(27,636)
LME Nickel Forward		Feb-23	2		(323,772)		(14,832)
LME Nickel Forward		Feb-23	1		(161,922)		(9,132)
LME Nickel Forward		Mar-23	3		(486,576)		(45,258)
LME Zinc Forward		Dec-22	255		(19,434,188)		531,993
LME Zinc Forward		Dec-22	12		(914,550)		31,962
LME Zinc Forward		Dec-22	8		(609,758)		(7,458)
LME Zinc Forward		Dec-22	2		(152,475)		(6,613)
LME Zinc Forward		Dec-22	2		(152,475)		(3,963)
LME Zinc Forward		Jan-23	1		(76,135)		(3,248)
LME Zinc Forward		Jan-23	46		(3,500,600)		9,728
LME Zinc Forward		Jan-23	12		(913,200)		(35,745)
LME Zinc Forward		Jan-23	2		(152,125)		(3,950)
LME Zinc Forward		Feb-23	1		(76,058)		(7,708)
LME Zinc Forward		Feb-23	3		(228,131)		(13,969)
LME Zinc Forward		Feb-23	1		(76,031)		(3,050)
LME Zinc Forward		Feb-23	1		(76,000)		(3,037)
LME Zinc Forward		Feb-23	34		(2,583,575)		(168,131)
LME Zinc Forward		Feb-23	22		(1,671,725)		(83,738)
LME Zinc Forward		Feb-23	2		(151,942)		(2,204)
LME Zinc Forward		Feb-23	4		(303,817)		(12,017)
LME Zinc Forward		Feb-23	3		(227,813)		(8,013)
LME Zinc Forward		Feb-23	1		(75,938)		(3,325)
LME Zinc Forward		Feb-23	6		(455,625)		(17,702)
LME Zinc Forward		Mar-23	99		(7,515,338)		(182,981)
Long Gilt Futures		Mar-23	292		(36,949,596)		359,983
Low Sulphur Gasoil G Futures		Jan-23	9		(841,050)		(28,200)
Low Sulphur Gasoil G Futures		Feb-23	5		(460,375)		(12,900)
Low Sulphur Gasoil G Futures		Mar-23	1		(90,200)		(2,400)
Low Sulphur Gasoil G Futures		Apr-23	2		(176,050)		(1,400)
Lumber Futures		Jan-23	2		(94,468)		6,248
MAIZE Futures		Mar-23	8		(125,081)		3,967
Micro E-mini S&P 500 Index Futures		Dec-22	1		(20,406)		(1,814)
Micro EUR/USD Futures		Dec-22	6		(78,214)		(3,588)
Mill Wheat Euro		Mar-23	33		(542,571)		6,556
Mill Wheat Euro		May-23	10		(163,635)		1,990
Mill Wheat Euro		Sep-23	3		(45,891)		898
MSCI EAFE Index Futures		Dec-22	5		(494,950)		(66,215)
MSCI Emerging Markets Index Futures		Dec-22	70		(3,438,750)		(307,054)
MSCI Singapore Exchange ETS		Dec-22	77		(1,680,334)		(14,625)
Nasdaq 100 E-Mini		Dec-22	87		(20,953,515)		(111,545)
Natural Gas Futures		Jan-23	140		(9,702,000)		(4,135)
Natural Gas Futures		Feb-23	5		(340,900)		(19,940)
Natural Gas Futures		Mar-23	4		(247,120)		(28,260)
Natural Gas Futures		Apr-23	10		(524,700)		(46,070)
New Zealand 3-Month Bank Bill Futures		Mar-23	12		(715)		3
New Zealand 3-Month Bank Bill Futures		Jun-23	9		(536)		1
Nikkei 225 (Singapore Exchange)		Dec-22	10		(1,015,642)		(1,155)
NY Harbor Ultra-Low Sulfur Diesel Futures		Jan-23	237		(33,480,279)		(562,106)
NY Harbor Ultra-Low Sulfur Diesel Futures		Feb-23	1		(138,361)		(1,289)
NY Harbor Ultra-Low Sulfur Diesel Futures		Mar-23	2		(269,850)		(6,628)
NY Harbor Ultra-Low Sulfur Diesel Futures		Apr-23	1		(131,187)		(4,960)
NZD Currency Futures		Dec-22	61		(3,843,305)		(278,795)
OAT Futures		Mar-23	2		(38,575)		700
OMX Stockholm 30 Index Futures		Dec-22	1,119		(22,394,704)		(123,088)
Palladium Futures		Mar-23	13		(2,425,800)		140,000
Palm Oil Futures		Jan-23	2		(47,094)		(2,895)
Palm Oil Futures		Feb-23	13		(309,399)		(25,694)
Palm Oil Futures		Mar-23	5		(119,477)		(10,658)
Palm Oil Futures		Apr-23	2		(47,577)		(4,148)
Rapeseed Euro		Feb-23	16		(499,282)		4,865
Rapeseed Euro		May-23	4		(125,081)		846
Red Wheat Futures (Minneapolis Grain Exchange)		Mar-23	10		(471,500)		4,925
Red Wheat Futures (Minneapolis Grain Exchange)		May-23	2		(93,900)		1,500
Rubber TSR20 Futures		Jan-23	1		(6,520)		(455)
Russell 2000 E-Mini		Dec-22	7		(660,625)		(45,975)
S&P 500 E-Mini Futures		Dec-22	233		(47,546,563)		(2,900,959)
SA Rand Currency Futures		Dec-22	2		(58,100)		(550)
SGX Iron Ore 62% Futures		Jan-23	80		(798,080)		(28,960)
SGX Iron Ore 62% Futures		Feb-23	39		(386,256)		(14,926)
SGX Iron Ore 62% Futures		Mar-23	25		(246,100)		(6,665)
Short BTP Future		Dec-22	193		(21,467,429)		(232,502)
Silver Futures		Mar-23	27		(2,940,435)		(45,755)
Silver Futures		May-23	1		(109,655)		(1,480)
Soybean Futures		Jan-23	69		(5,069,775)		(277,725)
U.S. Treasury 10-Year Notes (Chicago Board of Trade)		Mar-23	1,901		(215,763,499)		(559,241)
U.S. Treasury 2-Year Notes (Chicago Board of Trade)		Mar-23	729		(149,706,984)		(382,015)
U.S. Treasury 5-Year Notes (Chicago Board of Trade)		Mar-23	2,162		(234,729,016)		(920,360)
U.S. Treasury Long Bond (Chicago Board of Trade)		Mar-23	828		(105,155,999)		51,046
U.S. Treasury Ultra 10-Year Notes		Mar-23	250		(29,914,063)		(118,903)
U.S. Treasury Ultra Long Bond (Chicago Board of Trade)		Mar-23	123		(16,762,594)		93,403
UK Natural Gas Futures		Jan-23	10		(1,381,120)		(143,268)
USD/BRL Futures		Jan-23	2		(38,150)		(1,245)
Wheat (Chicago Board of Trade)		Mar-23	477		(18,972,675)		313,863
Wheat (Chicago Board of Trade)		May-23	260		(10,478,000)		381,675
Wheat (Chicago Board of Trade)		Jul-23	2		(80,875)		4,750
Wheat (Chicago Board of Trade)		Dec-23	22		(906,675)		22,650
WTI Crude Futures		Jan-23	151		(12,163,050)		(182,094)
WTI Crude Futures		Feb-23	14		(1,129,240)		(31,220)
WTI Crude Futures		Mar-23	22		(1,776,500)		(61,130)
WTI Crude Futures		Apr-23	3		(242,130)		(12,740)
WTI Crude Futures		Dec-23	10		(779,200)		(29,040)
WTI Crude Futures IPE		Jan-23	7		(563,850)		(15,480)
WTI Crude Futures IPE		Feb-23	3		(241,980)		(6,640)
WTI Crude Futures IPE		Mar-23	1		(80,750)		(2,440)
WTI Crude Futures IPE		Apr-23	2		(161,420)		(3,610)
						$	(66,153,969)
Total Futures Contracts						$	(12,986,009)
Forward foreign currency contracts outstanding as of November 30, 2022 were as follows:
CURRENCY PURCHASED		CURRENCY SOLD			EXPIRATION DATE		COUNTERPARTY		UNREALIZED APPRECIATION/ (DEPRECIATION)
AUD	1,555,634,773	JPY	16,800,000		Dec 01 2022		BOA	$	136,725
AUD	19,106,483	USD	12,797,719		Dec 01 2022		BOA		171,172
AUD	26,000,000	CAD	23,414,732		Dec 06 2022		BOA		243,446
AUD	5,034,165	EUR	3,250,000		Dec 06 2022		BOA		34,251
AUD	20,609,947	GBP	11,750,000		Dec 06 2022		BOA		(172,262)
AUD	34,200,000	JPY	3,199,076,046		Dec 06 2022		BOA		35,696
AUD	44,200,000	NZD	48,530,102		Dec 06 2022		BOA		(574,642)
AUD	2,300,000	USD	1,556,698		Dec 06 2022		BOA		4,709
AUD	65,216,000	USD	42,513,585		Dec 21 2022		BOA		1,794,185
AUD	39,252,000	USD	25,550,894		Dec 23 2022		BOA		1,119,771
AUD	1,600,000	USD	1,079,161		Jan 18 2023		BOA		9,200
BRL	17,065,848	USD	3,225,418		Dec 02 2022		BOA		61,809
BRL	27,658,415	USD	5,350,000		Dec 21 2022		BOA		(42,125)
BRL	3,779,946	USD	700,000		Jan 04 2023		BOA		23,442
CAD	45,282,598	AUD	50,400,000		Dec 06 2022		BOA		(550,682)
CAD	14,329,614	EUR	10,375,000		Dec 06 2022		BOA		(147,472)
CAD	16,200,000	JPY	1,698,506,004		Dec 06 2022		BOA		(264,449)
CAD	181,898,682	USD	135,342,252		Dec 21 2022		BOA		(65,808)
CAD	27,617,000	USD	20,572,155		Dec 23 2022		BOA		(32,624)
CAD	138,715	USD	103,509		Jan 18 2023		BOA		(304)
CHF	1,424,430	GBP	1,250,000		Dec 01 2022		BOA		(1,103)
CHF	6,780,097	USD	7,118,216		Dec 01 2022		BOA		47,772
CHF	19,060,304	EUR	19,500,000		Dec 06 2022		BOA		(144,036)
CHF	2,653,663	GBP	2,375,000		Dec 06 2022		BOA		(56,710)
CHF	5,250,000	JPY	777,501,420		Dec 06 2022		BOA		(82,332)
CHF	1,875,000	USD	1,994,037		Dec 06 2022		BOA		(11,270)
CHF	15,658,849	EUR	15,900,000		Dec 21 2022		BOA		20,947
CHF	147,025,825	USD	154,615,714		Dec 21 2022		BOA		1,228,237
CHF	57,636,000	USD	59,509,134		Dec 23 2022		BOA		1,603,405
CLP	271,030,469	USD	300,000		Dec 05 2022		BOA		4,102
CLP	91,565,856	USD	100,000		Dec 09 2022		BOA		2,670
CLP	180,056,112	USD	200,000		Dec 16 2022		BOA		1,657
CLP	94,506,046	USD	100,000		Dec 19 2022		BOA		5,791
CLP	2,435,735,601	USD	2,700,000		Dec 21 2022		BOA		25,687
CLP	94,491,226	USD	100,000		Dec 22 2022		BOA		5,722
CLP	91,082,074	USD	100,000		Dec 23 2022		BOA		1,891
CNH	500,000	USD	69,667		Dec 01 2022		BOA		1,297
CNH	32,219,185	USD	4,500,000		Dec 06 2022		BOA		74,737
CNH	64,514,955	USD	9,098,547		Dec 21 2022		BOA		73,442
COP	1,702,288,443	USD	350,000		Dec 21 2022		BOA		1,342
CZK	2,372,556	USD	100,000		Dec 06 2022		BOA		1,354
CZK	167,847,024	EUR	6,850,000		Dec 21 2022		BOA		25,307
EUR	100,000	GBP	86,229		Dec 01 2022		BOA		137
EUR	400,000	HUF	162,536,286		Dec 01 2022		BOA		3,080
EUR	320,273	PLN	1,500,000		Dec 01 2022		BOA		(947)
EUR	31,515,940	USD	32,714,545		Dec 01 2022		BOA		83,250
EUR	1,500,000	AUD	2,313,092		Dec 06 2022		BOA		(8,769)
EUR	2,000,000	CAD	2,762,560		Dec 06 2022		BOA		28,261
EUR	4,000,000	CHF	3,920,902		Dec 06 2022		BOA		17,812
EUR	8,437,123	GBP	9,600,000		Dec 06 2022		BOA		(176,587)
EUR	1,500,000	HUF	613,489,848		Dec 06 2022		BOA		4,636
EUR	8,200,000	JPY	1,187,651,592		Dec 06 2022		BOA		(69,843)
EUR	11,875,000	NOK	122,994,360		Dec 06 2022		BOA		(129,576)
EUR	1,600,000	PLN	7,551,812		Dec 06 2022		BOA		(16,413)
EUR	20,125,000	SEK	217,208,060		Dec 06 2022		BOA		262,447
EUR	2,000,000	USD	2,082,919		Dec 06 2022		BOA		(884)
EUR	5,515,379	CHF	5,600,000		Dec 21 2022		BOA		(7,709)
EUR	14,675,864	CZK	600,000		Dec 21 2022		BOA		(1,104)
EUR	6,306,373	GBP	7,200,000		Dec 21 2022		BOA		(100,496)
EUR	600,000	HUF	246,653,881		Dec 21 2022		BOA		2,423
EUR	3,040,118,951	JPY	20,800,000		Dec 21 2022		BOA		(395,668)
EUR	150,062,441	NOK	14,432,565		Dec 21 2022		BOA		(203,416)
EUR	3,191,819	PLN	15,325,817		Dec 21 2022		BOA		(70,032)
EUR	48,245,108	SEK	522,805,064		Dec 21 2022		BOA		435,079
EUR	95,492,000	USD	94,512,898		Dec 21 2022		BOA		5,045,432
EUR	76,009,000	USD	76,207,013		Dec 23 2022		BOA		3,054,949
EUR	1,400,000	USD	1,462,017		Jan 18 2023		BOA		868
GBP	1,426,143	CHF	1,250,000		Dec 01 2022		BOA		(708)
GBP	86,442	EUR	100,000		Dec 01 2022		BOA		120
GBP	28,324,410	USD	33,884,816		Dec 01 2022		BOA		254,142
GBP	2,250,000	AUD	3,950,385		Dec 06 2022		BOA		30,407
GBP	250,000	CHF	279,572		Dec 06 2022		BOA		5,717
GBP	1,750,345	EUR	2,000,000		Dec 06 2022		BOA		27,882
GBP	7,375,000	JPY	1,218,574,380		Dec 06 2022		BOA		59,775
GBP	1,062,500	USD	1,263,345		Dec 06 2022		BOA		17,423
GBP	4,928,695	EUR	5,700,000		Dec 21 2022		BOA		2,540
GBP	77,724,000	USD	89,178,199		Dec 21 2022		BOA		4,576,757
GBP	50,318,000	USD	55,757,392		Dec 23 2022		BOA		4,944,671
GBP	1,200,000	USD	1,450,572		Jan 18 2023		BOA		(1,748)
GBP	200,000	USD	230,467		Jun 21 2023		BOA		11,717
HUF	163,224,586	EUR	400,000		Dec 01 2022		BOA		(1,331)
HUF	163,874,164	EUR	400,000		Dec 06 2022		BOA		(534)
HUF	39,308,161	USD	100,000		Dec 06 2022		BOA		(245)
HUF	244,608,402	EUR	600,000		Dec 21 2022		BOA		(7,591)
HUF	4,657,000,000	USD	11,645,056		Dec 21 2022		BOA		120,019
HUF	124,506,999	EUR	300,000		Jan 18 2023		BOA		(1,400)
IDR	2,336,457,064	USD	150,000		Dec 21 2022		BOA		(1,520)
ILS	4,108,505	USD	1,200,000		Dec 06 2022		BOA		4,386
ILS	13,026,193	USD	3,800,000		Dec 21 2022		BOA		21,655
INR	2,381,927,238	USD	28,900,000		Dec 05 2022		BOA		341,927
INR	2,286,897,279	USD	28,100,000		Dec 12 2022		BOA		(35,288)
INR	1,958,316,603	USD	24,209,022		Dec 15 2022		BOA		(180,678)
INR	1,853,955,475	USD	22,652,850		Dec 16 2022		BOA		93,720
INR	389,016,028	USD	4,800,000		Dec 19 2022		BOA		(27,882)
INR	543,140,538	USD	6,650,000		Dec 21 2022		BOA		12,040
INR	1,554,940,100	USD	19,000,000		Dec 23 2022		BOA		70,410
JPY	1,566,210,380	AUD	16,800,000		Dec 01 2022		BOA		(60,132)
JPY	2,504,842,944	USD	18,079,644		Dec 01 2022		BOA		61,538
JPY	1,642,171,684	AUD	17,600,000		Dec 06 2022		BOA		(48,344)
JPY	710,851,680	CAD	6,800,000		Dec 06 2022		BOA		95,775
JPY	221,529,665	CHF	1,500,000		Dec 06 2022		BOA		19,077
JPY	246,829,681	EUR	1,700,000		Dec 06 2022		BOA		18,894
JPY	186,311,284	GBP	1,125,000		Dec 06 2022		BOA		(6,024)
JPY	621,518,374	NZD	7,200,000		Dec 06 2022		BOA		(33,252)
JPY	225,000,000	USD	1,614,702		Dec 06 2022		BOA		15,736
JPY	749,841,095	EUR	5,200,000		Dec 21 2022		BOA		24,914
JPY	21,124,911,963	USD	151,019,141		Dec 21 2022		BOA		2,418,111
JPY	9,612,305,000	USD	66,700,437		Dec 23 2022		BOA		3,139,163
JPY	192,144,024	USD	1,396,993		Jan 18 2023		BOA		3,939
KRW	18,957,262,422	USD	13,800,000		Dec 05 2022		BOA		571,361
KRW	17,967,544,877	USD	13,600,000		Dec 14 2022		BOA		23,017
KRW	18,132,811,850	USD	13,600,000		Dec 15 2022		BOA		148,753
KRW	12,995,298,411	USD	9,700,000		Dec 16 2022		BOA		153,670
KRW	13,059,012,838	USD	9,700,000		Dec 19 2022		BOA		202,912
KRW	7,265,212,574	USD	5,400,000		Dec 21 2022		BOA		109,702
KRW	396,885,300	USD	300,000		Dec 23 2022		BOA		1,004
MXN	322,000,000	USD	16,556,755		Dec 06 2022		BOA		114,596
MXN	474,631,206	USD	24,222,112		Dec 21 2022		BOA		284,331
MXN	463,828,000	USD	22,830,660		Dec 23 2022		BOA		1,109,226
NOK	39,052,760	SEK	37,000,000		Dec 01 2022		BOA		38,449
NOK	184,737	USD	18,494		Dec 01 2022		BOA		266
NOK	24,666,305	EUR	2,375,000		Dec 06 2022		BOA		32,764
NOK	138,000,000	SEK	144,456,942		Dec 06 2022		BOA		256,841
NOK	90,407,068	USD	9,100,000		Dec 06 2022		BOA		82,001
NOK	108,534,883	EUR	10,664,350		Dec 21 2022		BOA		(88,274)
NOK	51,217,112	USD	5,088,408		Dec 21 2022		BOA		116,690
NOK	9,655,459	USD	974,258		Jan 18 2023		BOA		7,996
NZD	400,000	USD	248,834		Dec 01 2022		BOA		3,226
NZD	9,439,566	AUD	8,600,000		Dec 06 2022		BOA		109,954
NZD	17,800,000	JPY	1,522,969,780		Dec 06 2022		BOA		180,481
NZD	2,000,000	USD	1,232,892		Dec 06 2022		BOA		27,391
NZD	89,576,000	USD	51,566,666		Dec 21 2022		BOA		4,896,149
NZD	31,344,000	USD	19,020,405		Dec 23 2022		BOA		737,662
NZD	2,400,000	USD	1,498,683		Jan 18 2023		BOA		14,770
PEN	385,900	USD	100,000		Dec 21 2022		BOA		418
PHP	11,481,558	USD	200,000		Dec 21 2022		BOA		2,956
PHP	5,654,800	USD	100,000		Dec 23 2022		BOA		(44)
PLN	1,500,000	EUR	320,418		Dec 01 2022		BOA		797
PLN	1,415,902	EUR	300,000		Dec 06 2022		BOA		3,063
PLN	7,253,001	USD	1,600,000		Dec 06 2022		BOA		15,486
PLN	121,419,537	EUR	25,685,199		Dec 21 2022		BOA		140,032
PLN	293,510,000	USD	61,761,313		Dec 21 2022		BOA		3,310,509
SEK	39,246,982	NOK	37,000,000		Dec 01 2022		BOA		(19,954)
SEK	15,981,806	USD	1,517,633		Dec 01 2022		BOA		4,239
SEK	43,514,516	EUR	4,000,000		Dec 06 2022		BOA		(19,520)
SEK	20,954,422	NOK	20,000,000		Dec 06 2022		BOA		(35,449)
SEK	20,868,304	USD	2,000,000		Dec 06 2022		BOA		(12,394)
SEK	206,280,478	EUR	19,025,309		Dec 21 2022		BOA		(160,706)
SEK	49,162,359	USD	4,658,461		Dec 21 2022		BOA		30,579
SEK	8,876,793	USD	854,437		Jan 18 2023		BOA		(6,073)
SGD	5,762,635	USD	4,200,000		Dec 06 2022		BOA		34,776
SGD	8,963,295	USD	6,500,000		Dec 21 2022		BOA		87,456
THB	43,237,642	USD	1,200,000		Dec 21 2022		BOA		28,989
TRY	205,464,721	USD	10,800,000		Dec 06 2022		BOA		209,103
TRY	1,921,220,000	USD	99,589,642		Dec 21 2022		BOA		2,474,961
TWD	6,425,189	USD	200,000		Dec 05 2022		BOA		7,971
TWD	153,389,113	USD	4,999,627		Dec 15 2022		BOA		(30,113)
TWD	15,451,688	USD	499,627		Dec 16 2022		BOA		1,027
TWD	185,248,985	USD	5,999,627		Dec 19 2022		BOA		4,447
TWD	106,341,870	USD	3,450,000		Dec 21 2022		BOA		(2,693)
TWD	3,064,920	USD	100,000		Dec 23 2022		BOA		(624)
USD	12,748,942	AUD	19,106,483		Dec 01 2022		BOA		(219,948)
USD	7,623,421	AUD	11,300,000		Dec 06 2022		BOA		(47,842)
USD	29,434,080	AUD	44,865,000		Dec 21 2022		BOA		(1,047,214)
USD	46,137,663	AUD	70,305,000		Dec 23 2022		BOA		(1,632,670)
USD	7,575,736	AUD	11,300,000		Jan 18 2023		BOA		(110,815)
USD	3,198,142	BRL	17,065,848		Dec 02 2022		BOA		(89,085)
USD	3,900,000	BRL	20,967,243		Dec 21 2022		BOA		(123,785)
USD	200,000	BRL	1,080,578		Jan 04 2023		BOA		(6,811)
USD	9,207,211	CAD	12,200,000		Dec 06 2022		BOA		137,348
USD	142,095,753	CAD	194,481,464		Dec 21 2022		BOA		(2,538,395)
USD	69,556,479	CAD	94,339,000		Dec 23 2022		BOA		(606,059)
USD	7,673,972	CAD	10,326,932		Jan 18 2023		BOA		(9,376)
USD	7,151,838	CHF	6,778,384		Dec 01 2022		BOA		(12,339)
USD	10,122,067	CHF	9,500,000		Dec 06 2022		BOA		76,048
USD	179,831,549	CHF	177,628,294		Dec 21 2022		BOA		(8,450,306)
USD	74,042,762	CHF	71,600,000		Dec 23 2022		BOA		(1,876,068)
USD	300,000	CLP	282,457,500		Dec 05 2022		BOA		(16,923)
USD	100,000	CLP	90,949,512		Dec 09 2022		BOA		(1,979)
USD	200,000	CLP	180,426,000		Dec 16 2022		BOA		(2,071)
USD	100,000	CLP	88,925,144		Dec 19 2022		BOA		456
USD	3,150,000	CLP	2,919,580,540		Dec 21 2022		BOA		(117,129)
USD	100,000	CLP	92,832,644		Dec 22 2022		BOA		(3,866)
USD	100,000	CLP	94,507,080		Dec 23 2022		BOA		(5,722)
USD	100,000	CLP	91,221,440		Jan 03 2023		BOA		(1,858)
USD	69,720	CNH	500,000		Dec 01 2022		BOA		(1,243)
USD	11,200,000	CNH	79,099,588		Dec 06 2022		BOA		(31,190)
USD	22,727,333	CNH	162,173,766		Dec 21 2022		BOA		(328,655)
USD	1,800,000	COP	9,100,751,175		Dec 21 2022		BOA		(78,339)
USD	200,000	CZK	4,681,860		Dec 06 2022		BOA		(6)
USD	32,619,020	EUR	31,515,935		Dec 01 2022		BOA		(178,770)
USD	9,759,207	EUR	9,375,000		Dec 06 2022		BOA		(333)
USD	96,797,061	EUR	97,418,000		Dec 21 2022		BOA		(4,769,284)
USD	99,619,840	EUR	98,580,000		Dec 23 2022		BOA		(3,179,095)
USD	1,449,641	EUR	1,400,000		Jan 18 2023		BOA		(13,245)
USD	34,092,315	GBP	28,324,624		Dec 01 2022		BOA		(46,900)
USD	7,036,390	GBP	5,937,500		Dec 06 2022		BOA		(120,846)
USD	88,220,412	GBP	77,724,000		Dec 21 2022		BOA		(5,534,545)
USD	65,549,137	GBP	56,385,000		Dec 23 2022		BOA		(2,471,967)
USD	5,984,651	GBP	5,000,000		Jan 18 2023		BOA		(52,117)
USD	900,000	HUF	353,877,705		Dec 06 2022		BOA		1,943
USD	685,842	HUF	272,500,000		Dec 21 2022		BOA		(2,581)
USD	1,300,000	IDR	20,435,664,231		Dec 21 2022		BOA		1,327
USD	500,000	IDR	7,856,798,000		Dec 23 2022		BOA		719
USD	6,300,000	ILS	21,611,303		Dec 06 2022		BOA		(35,237)
USD	9,300,000	ILS	32,777,971		Dec 21 2022		BOA		(316,479)
USD	28,900,000	INR	2,400,650,750		Dec 05 2022		BOA		(571,787)
USD	28,100,000	INR	2,317,323,543		Dec 12 2022		BOA		(338,102)
USD	24,209,022	INR	1,970,907,078		Dec 15 2022		BOA		26,194
USD	22,652,850	INR	1,843,210,380		Dec 16 2022		BOA		38,114
USD	4,800,000	INR	391,384,056		Dec 19 2022		BOA		(1,167)
USD	6,650,000	INR	550,455,700		Dec 21 2022		BOA		(101,766)
USD	19,000,000	INR	1,557,584,010		Dec 23 2022		BOA		(102,836)
USD	18,800,000	INR	1,539,456,800		Dec 30 2022		BOA		(73,120)
USD	4,100,000	INR	335,831,410		Jan 18 2023		BOA		(13,325)
USD	18,144,556	JPY	2,515,418,569		Dec 01 2022		BOA		(73,220)
USD	7,996,817	JPY	1,112,500,000		Dec 06 2022		BOA		(64,792)
USD	127,920,394	JPY	18,823,371,414		Dec 21 2022		BOA		(8,800,004)
USD	64,534,867	JPY	9,254,289,000		Dec 23 2022		BOA		(2,703,515)
USD	3,429,011	JPY	481,601,905		Jan 18 2023		BOA		(82,374)
USD	13,800,000	KRW	19,541,586,600		Dec 05 2022		BOA		(1,014,333)
USD	13,600,000	KRW	18,669,496,560		Dec 14 2022		BOA		(555,237)
USD	13,600,000	KRW	17,968,260,568		Dec 15 2022		BOA		(23,986)
USD	9,700,000	KRW	12,793,442,873		Dec 16 2022		BOA		(613)
USD	9,700,000	KRW	12,995,413,010		Dec 19 2022		BOA		(154,683)
USD	8,550,000	KRW	11,838,539,815		Dec 21 2022		BOA		(427,965)
USD	600,000	KRW	808,525,940		Dec 23 2022		BOA		(13,198)
USD	7,800,000	KRW	10,544,792,856		Dec 27 2022		BOA		(198,332)
USD	2,785,244	MXN	54,000,000		Dec 06 2022		BOA		(10,573)
USD	700,000	MXN	13,692,691		Dec 21 2022		BOA		(6,989)
USD	7,879,063	MXN	156,619,000		Dec 23 2022		BOA		(204,625)
USD	18,571	NOK	184,737		Dec 01 2022		BOA		(189)
USD	10,100,000	NOK	100,454,617		Dec 06 2022		BOA		(102,459)
USD	4,935,378	NOK	51,217,112		Dec 21 2022		BOA		(269,720)
USD	2,254,030	NOK	22,628,398		Jan 18 2023		BOA		(47,965)
USD	248,760	NZD	400,000		Dec 01 2022		BOA		(3,300)
USD	7,641,089	NZD	12,400,000		Dec 06 2022		BOA		(172,663)
USD	57,441,858	NZD	94,876,000		Dec 21 2022		BOA		(2,361,730)
USD	27,870,946	NZD	46,978,000		Dec 23 2022		BOA		(1,742,201)
USD	1,871,061	NZD	3,000,000		Jan 18 2023		BOA		(20,755)
USD	350,000	PHP	20,396,391		Dec 21 2022		BOA		(10,541)
USD	100,000	PHP	5,750,600		Dec 23 2022		BOA		(1,650)
USD	8,200,000	PLN	37,177,053		Dec 06 2022		BOA		(80,575)
USD	25,107,624	PLN	115,250,000		Dec 21 2022		BOA		(443,559)
USD	1,540,905	SEK	16,176,028		Dec 01 2022		BOA		537
USD	11,300,000	SEK	117,492,776		Dec 06 2022		BOA		109,374
USD	4,607,067	SEK	49,212,359		Dec 21 2022		BOA		(86,742)
USD	2,308,665	SEK	24,594,547		Jan 18 2023		BOA		(41,862)
USD	21,000,000	SGD	28,812,145		Dec 06 2022		BOA		(173,124)
USD	7,800,000	SGD	10,935,490		Dec 21 2022		BOA		(236,895)
USD	2,100,000	THB	77,814,034		Dec 21 2022		BOA		(111,790)
USD	10,800,000	TRY	215,484,082		Dec 06 2022		BOA		(745,956)
USD	27,472,701	TRY	521,665,000		Dec 21 2022		BOA		(240,695)
USD	9,500,000	TRY	186,989,979		Feb 15 2023		BOA		(92,874)
USD	200,000	TWD	6,195,950		Dec 05 2022		BOA		(551)
USD	4,999,627	TWD	154,668,226		Dec 15 2022		BOA		(11,327)
USD	499,627	TWD	15,310,596		Dec 16 2022		BOA		3,544
USD	8,699,627	TWD	268,978,458		Dec 19 2022		BOA		(18,189)
USD	4,650,000	TWD	147,804,086		Dec 21 2022		BOA		(141,396)
USD	500,000	TWD	15,504,245		Dec 23 2022		BOA		(2,703)
USD	58,990	ZAR	1,000,000		Dec 01 2022		BOA		1,115
USD	8,500,000	ZAR	146,775,946		Dec 06 2022		BOA		9,131
USD	7,538,185	ZAR	134,557,731		Dec 21 2022		BOA		(233,970)
ZAR	1,000,000	USD	58,941		Dec 01 2022		BOA		(1,065)
ZAR	32,865,600	USD	1,900,000		Dec 06 2022		BOA		1,248
ZAR	81,061,869	USD	4,657,871		Dec 21 2022		BOA		24,323
Total Forward Foreign Currency Contracts								$	(13,021,828)
AUD	Australian Dollar		JSE		Johannesburg Stock Exchange
BOA	Bank of America		KRW		Korean Won
BRL	Brazilian Real		LME		London Mercantile Exchange
BUXL	German Bond		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	German Stock Exchange		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
IBEX	Index of the Bolsa de Madrid		TSX		Toronto Stock Exchange
ICE	Intercontinental Exchange		TWD		Taiwan Dollar
ILS	Israeli New Shekel		USD		United States Dollar
INR	Indian Rupee		WTI		West Texas Intermediate
JPY	Japanese Yen		ZAR		South African Rand

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

ABBEY CAPITAL FUTURES STRATEGY FUND

NOTES TO CONSOLIDATED PORTFOLIO OF INVESTMENTS

NOVEMBER 30, 2022 (UNAUDITED)

   CONSOLIDATION OF SUBSIDIARIES –  The Abbey Capital Futures Strategy Fund (the  "Fund") strategy is achieved by the Fund investing up to 25% of its total assets in Abbey Capital Master Offshore Fund Limited (the “Cayman Subsidiary”), a wholly-owned and controlled subsidiary of the Fund organized under the acts of the Cayman Islands. The Cayman Subsidiary invests all or substantially all of its assets in segregated portfolios of the Abbey Capital Offshore Fund SPC (the “SPC”), a wholly-owned subsidiary of the Cayman Subsidiary organized under the acts of the Cayman Islands. The Cayman Subsidiary serves solely as an intermediate entity through which the Fund invests in the SPC and makes no independent investment decisions and has no investment or other discretion over the Fund’s investable assets. The Fund may also invest a portion of its assets in segregated series of another wholly-owned subsidiary of the Fund, the Abbey Capital Onshore Series LLC (the “Onshore Subsidiary”), a Delaware series limited liability company. The consolidated financial statements of the Fund include the financial statements of the Cayman Subsidiary, the Onshore Subsidiary and SPC. The Fund 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, 2022, the net assets of the Cayman Subsidiary and SPC were $589,978,446, which represented 20.72% of the Fund's net assets. As of November 30, 2022, the net assets of the Onshore Subsidiary were $603,542,306, which represented 21.19% of the Fund'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, 2022, in valuing the Fund's investments carried at fair value:

ASSETS	TOTAL			LEVEL 1			LEVEL 2			LEVEL 3
Short-Term Investments	$	2,529,792,234		$	2,529,792,234		$	-		$	-
Commodity Contracts
Futures Contracts		36,041,488			36,041,488			-			-
Equity Contracts
Futures Contracts		23,809,588			23,809,588			-			-
Foreign Currency Contracts
Forward Foreign Currency Contracts		48,102,037			-			48,102,037			-
Futures Contracts		2,119,829			2,119,829			-			-
Interest Rate Contracts
Futures Contracts		4,217,356			4,217,356			-			-
Total Assets	$	2,644,082,532		$	2,595,980,495		$	48,102,037		$	-
LIABILITIES	TOTAL			LEVEL 1			LEVEL 2			LEVEL 3
Commodity Contracts
Futures Contracts	$	(46,086,588	)	$	(46,086,588	)	$	-		$	-
Equity Contracts
Futures Contracts		(6,605,870	)		(6,605,870	)		-			-
Foreign Currency Contracts
Forward Foreign Currency Contracts		(61,123,865	)		-			(61,123,865	)		-
Futures Contracts		(17,387,694	)		(17,387,694	)		-			-
Interest Rate Contracts
Futures Contracts		(9,094,118	)		(9,094,118	)		-			-
Total Liabilities	$	(140,298,135	)	$	(79,174,270	)	$	(61,123,865	)	$	-

   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, 2022, 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.