NPORT-P false 0001750821 XXXXXXXX S000067945 C000217842 North Square Investments Trust 811-23373 0001750821 549300K2CKCXH4E67T58 10 South LaSalle Street Suite 1925 Chicago 60603 3128572160 North Square Strategic Income Fund S000067945 549300CK62QE77H6G155 2020-10-31 2020-04-30 N 62712196.590000000000 393225.300000000000 62318971.290000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 299055.410000000000 USD N CDW LLC/CDW FINANCE N/A 12513GBC2 150000.000000000000 PA USD 154530.000000000000 0.2479662241 Long DBT CORP US N 2 2025-09-01 Fixed 5.000000000000 N N N N N N CHS INC XEIEFTLYDQ1MZ6TZV015 12542R506 1000.000000000000 NS USD 26300.000000000000 0.0422022371 Long EP CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 510000.000000000000 PA USD 553848.050000000000 0.8887310534 Long DBT UST US N 2 2024-11-15 Fixed 2.250000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828T26 620000.000000000000 PA USD 643226.050000000000 1.0321512642 Long DBT UST US N 2 2023-09-30 Fixed 1.375000000000 N N N N N N CHS INC XEIEFTLYDQ1MZ6TZV015 12542R803 2000.000000000000 NS USD 52620.000000000000 0.0844365671 Long EP CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896845 26425.000000000000 NS USD 726159.000000000000 1.1652294397 Long EP CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896852 1856.000000000000 NS USD 49666.560000000000 0.0796973361 Long EP CORP US N 1 N N N COMM Mortgage Trust N/A 12591UAF0 270000.000000000000 PA USD 287477.960000000000 0.4613008752 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.961000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CC2 100000.000000000000 PA USD 107959.720000000000 0.1732373269 Long DBT CORP US N 2 2023-12-05 Fixed 4.000000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 500000.000000000000 PA USD 546354.470000000000 0.8767064967 Long DBT CORP US N 2 2027-04-01 Fixed 3.625000000000 N N N N N N Capital One Multi-Asset Execut R42WS16M9R97TJJKGU15 14041NFQ9 273000.000000000000 PA USD 282220.900000000000 0.4528651455 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.290000000000 N N N N N N CarMax Auto Owner Trust N/A 14313FAE9 500000.000000000000 PA USD 517939.700000000000 0.8311107987 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.270000000000 N N N N N N CarMax Auto Owner Trust N/A 14315EAC4 277000.000000000000 PA USD 284285.490000000000 0.4561780853 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.360000000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123BV2 100000.000000000000 PA USD 103056.590000000000 0.1653695301 Long DBT CORP US N 2 2021-05-27 Fixed 3.900000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YA2 300000.000000000000 PA USD 308865.230000000000 0.4956199109 Long DBT UST US N 2 2022-08-15 Fixed 1.500000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YZ7 265000.000000000000 PA USD 271309.280000000000 0.4353558385 Long DBT UST US N 2 2021-12-31 Fixed 1.625000000000 N N N N N N VanEck Vectors Gold Miners ETF 54930031TORTKAM9TJ98 92189F106 21425.000000000000 NS USD 691170.500000000000 1.1090852203 Long EC RF US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCK8 400000.000000000000 PA USD 544627.810000000000 0.8739358156 Long DBT CORP US N 2 2046-08-21 Fixed 4.862000000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 515000.000000000000 PA USD 590903.950000000000 0.9481927217 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EC3 400000.000000000000 PA USD 524856.250000000000 0.8422094254 Long DBT CORP US N 2 2048-06-29 Fixed 4.050000000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 1827.000000000000 NS USD 182736.540000000000 0.2932277864 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 200000.000000000000 PA USD 213639.000000000000 0.3428153507 Long EP CORP US N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U672 2000.000000000000 NS USD 51300.000000000000 0.0823184320 Long EP CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U730 2000.000000000000 NS USD 51880.000000000000 0.0832491277 Long EP CORP US N 1 N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166AU8 145000.000000000000 PA USD 176799.000000000000 0.2837001259 Long DBT CORP US N 2 2025-03-15 Fixed 7.950000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 500000.000000000000 PA USD 554398.270000000000 0.8896139627 Long DBT CORP US N 2 2030-06-01 Fixed 3.400000000000 N N N N N N AMERICAN FINANCIAL GROUP 549300AFOM7IVKIU1G39 025932AP9 500000.000000000000 PA USD 528614.310000000000 0.8482397881 Long DBT CORP US N 2 2030-04-02 Fixed 5.250000000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874768 23000.000000000000 NS USD 595700.000000000000 0.9558886928 Long EP CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1460.000000000000 NS USD 347480.000000000000 0.5575830165 Long EC CORP US N 1 N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BJ0 500000.000000000000 PA USD 563116.560000000000 0.9036037475 Long DBT CORP US N 2 2030-04-01 Fixed 3.600000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206R706 29100.000000000000 NS USD 669591.000000000000 1.0744577231 Long EP CORP US N 1 N N N ENERPAC TOOL GROUP CORP IZW37BPZKUJE1QXGB081 00508XAF1 100000.000000000000 PA USD 93255.000000000000 0.1496414303 Long DBT CORP US N 2 2022-06-15 Fixed 5.625000000000 N N N N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 008252850 2000.000000000000 NS USD 50460.000000000000 0.0809705278 Long EP CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002127 1500.000000000000 NS USD 40500.000000000000 0.0649882358 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967317 12000.000000000000 NS USD 306480.000000000000 0.4917924569 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967341 1500.000000000000 NS USD 41040.000000000000 0.0658547456 Long EP CORP US N 1 N N N APOLLO INVESTMENT CORP 5493005P14I7WFB3FW47 03761UAG1 175000.000000000000 PA USD 142339.510000000000 0.2284047812 Long DBT CORP US N 2 2025-03-03 Fixed 5.250000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CG3 100000.000000000000 PA USD 107559.560000000000 0.1725952110 Long DBT CORP US N 2 2024-02-09 Fixed 3.000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KM2 150000.000000000000 PA USD 160625.250000000000 0.2577469536 Long EP CORP US N 2 N N N Citigroup Commercial Mortgage N/A 17325DAD5 490000.000000000000 PA USD 510109.400000000000 0.8185459250 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.941000000000 N N N N N N ARCHER-DANIELS-MIDLAND C 549300LO13MQ9HYSTR83 039482AA2 500000.000000000000 PA USD 532620.020000000000 0.8546675418 Long DBT CORP US N 2 2025-03-27 Fixed 2.750000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAY9 100000.000000000000 PA USD 89176.010000000000 0.1430960880 Long DBT CORP US N 2 2025-07-15 Fixed 3.250000000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611AK5 500000.000000000000 PA USD 491013.450000000000 0.7879036509 Long DBT CORP US N 2 2030-04-30 Fixed 2.650000000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AS2 175000.000000000000 PA USD 187960.000000000000 0.3016095999 Long DBT CORP US N 2 2026-04-15 Fixed 4.625000000000 N N N N N N Bank of America Credit Card Tr 5493006DQ60M1CRKHH19 05522RDB1 590000.000000000000 PA USD 603092.930000000000 0.9677517416 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.740000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505229 11000.000000000000 NS USD 298320.000000000000 0.4786985308 Long EP CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 2449.000000000000 NS USD 112384.610000000000 0.1803377169 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDK4 500000.000000000000 PA USD 550321.710000000000 0.8830725197 Long DBT CORP US N 2 2027-04-01 Fixed 3.300000000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002838 29600.000000000000 NS USD 757760.000000000000 1.2159379148 Long EP CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505286 4000.000000000000 NS USD 104400.000000000000 0.1675252300 Long EP CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EL4 150000.000000000000 PA USD 159854.250000000000 0.2565097701 Long EP CORP US N 2 N N N Banc of America Commercial Mor N/A 06054AAX7 510000.000000000000 PA USD 556830.650000000000 0.8935170759 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.705000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368B5P9 700000.000000000000 PA USD 646236.500000000000 1.0369819762 Long DBT CORP CA N 2 2024-08-25 Variable 4.800000000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HHT1 572530.880000000000 PA USD 560580.390000000000 0.8995340879 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.087250000000 N N N N N N Bear Stearns Asset Backed Secu N/A 073879E46 316563.650000000000 PA USD 308562.760000000000 0.4951345531 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.567250000000 N N N N N N Crown Castle International Cor 54930012H97VSM0I2R19 22822V101 2270.000000000000 NS USD 361906.100000000000 0.5807318261 Long EC CORP US N 1 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331867 22000.000000000000 NS USD 578820.000000000000 0.9288022379 Long EP CORP US N 1 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AS0 450000.000000000000 PA USD 505864.610000000000 0.8117345321 Long DBT CORP US N 2 2025-04-15 Fixed 4.050000000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAQ4 500000.000000000000 PA USD 521488.450000000000 0.8368052925 Long DBT CORP US N 2 2030-04-30 Fixed 2.400000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BN7 375000.000000000000 PA USD 427824.100000000000 0.6865069996 Long DBT CORP US N 2 2025-08-15 Fixed 3.875000000000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 290876AD3 350000.000000000000 PA USD 370562.500000000000 0.5946222993 Long DBT CORP CA N 2 2076-06-15 Variable 6.750000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1879.000000000000 NS USD 151635.300000000000 0.2433212501 Long EC CORP US N 1 N N N FREMF Mortgage Trust N/A 30263SAE7 346000.000000000000 PA USD 356712.090000000000 0.5723972694 Long ABS-MBS CORP US N 2 2044-12-25 Variable 4.466319000000 N N N N N N FREMF Mortgage Trust N/A 30265AAN4 206000.000000000000 PA USD 212874.200000000000 0.3415881161 Long ABS-MBS CORP US N 2 2046-08-25 Variable 3.613650000000 N N N N N N FREMF Mortgage Trust N/A 30291JAL7 175000.000000000000 PA USD 174380.190000000000 0.2798187877 Long ABS-MBS CORP US N 2 2046-05-25 Variable 3.596002000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUB3 500000.000000000000 PA USD 545413.020000000000 0.8751958011 Long DBT CORP US N 2 2028-01-06 Fixed 3.050000000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZN1 125000.000000000000 PA USD 92791.290000000000 0.1488973391 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N Fanniemae-Aces N/A 3136A8G95 17569996.230000000000 PA USD 172539.120000000000 0.2768645188 Long ABS-MBS USGSE US N 2 2022-05-25 Variable .741635000000 N N N N N N Fanniemae-Aces N/A 3136AWWE3 463804.150000000000 PA USD 503269.060000000000 0.8075695885 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.739000000000 N N N N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 2486.000000000000 NS USD 371632.140000000000 0.5963386948 Long EC CORP US N 1 N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDQ6 200000.000000000000 PA USD 205364.700000000000 0.3295380135 Long DBT CORP US N 2 2022-03-04 Fixed 2.450000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 1945.000000000000 NS USD 150017.850000000000 0.2407258125 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBY4 150000.000000000000 PA USD 152838.750000000000 0.2452523635 Long DBT CORP US N 2 2054-10-01 Variable 5.750000000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441C402 24900.000000000000 NS USD 674043.000000000000 1.0816016151 Long EP CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61690KAE2 500000.000000000000 PA USD 507681.150000000000 0.8146494390 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.918000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V200 1500.000000000000 NS USD 40800.000000000000 0.0654696301 Long EP CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V804 25000.000000000000 NS USD 611000.000000000000 0.9804398040 Long EP CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 1224.000000000000 NS USD 176023.440000000000 0.2824556252 Long EC CORP US N 1 N N N New Residential Mortgage Loan N/A 64828MAA5 567052.990000000000 PA USD 598208.300000000000 0.9599136308 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.000000000000 N N N N N N New Residential Mortgage Loan N/A 64829HAD9 200646.800000000000 PA USD 204757.390000000000 0.3285634948 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.250000000000 N N N N N N New Residential Mortgage Loan N/A 64830BAA5 237081.590000000000 PA USD 249275.620000000000 0.3999995745 Long ABS-MBS CORP US N 2 2057-08-27 Variable 4.000000000000 N N N N N N New Residential Mortgage Loan N/A 64830GAB2 209927.720000000000 PA USD 220800.840000000000 0.3543075815 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.000000000000 N N N N N N Newcastle Mortgage Securities N/A 65106AAP8 321249.230000000000 PA USD 316343.820000000000 0.5076204139 Long ABS-MBS CORP US N 2 2036-03-25 Floating .857250000000 N N N N N N NextEra Energy Inc N/A 65339F101 679.000000000000 NS USD 156930.480000000000 0.2518181490 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106AL7 500000.000000000000 PA USD 544443.920000000000 0.8736407369 Long DBT CORP US N 2 2040-03-27 Fixed 3.250000000000 N N N N N N Nissan Auto Receivables Owner N/A 65479HAC1 200000.000000000000 PA USD 204805.140000000000 0.3286401167 Long ABS-O CORP US N 2 2023-11-15 Fixed 2.500000000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859856 30900.000000000000 NS USD 774354.000000000000 1.2425654403 Long EP CORP US N 1 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AQ7 250000.000000000000 PA USD 237708.750000000000 0.3814388220 Long EP CORP US N 2 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475857 22000.000000000000 NS USD 579920.000000000000 0.9305673505 Long EP CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448CG1 500000.000000000000 PA USD 527852.720000000000 0.8470177044 Long DBT CORP US N 2 2023-03-01 Fixed 2.750000000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 500000.000000000000 PA USD 543709.420000000000 0.8724621231 Long DBT CORP US N 2 2030-04-01 Fixed 2.625000000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FG9 450000.000000000000 PA USD 495456.280000000000 0.7950328283 Long DBT CORP US N 2 2027-03-25 Fixed 2.800000000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 4686.000000000000 NS USD 418131.780000000000 0.6709542397 Long EC CORP US N 1 N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBR6 565000.000000000000 PA USD 592593.680000000000 0.9509041432 Long DBT CORP US N 2 2026-09-15 Fixed 2.250000000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460W644 22000.000000000000 NS USD 602580.000000000000 0.9669286696 Long EP CORP US N 1 N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EP308 24000.000000000000 NS USD 606480.000000000000 0.9731867960 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513402 2000.000000000000 NS USD 51940.000000000000 0.0833454066 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513600 15000.000000000000 NS USD 391950.000000000000 0.6289417041 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513AE5 240000.000000000000 PA USD 250274.400000000000 0.4016022646 Long EP CORP US N 2 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587206 22000.000000000000 NS USD 564300.000000000000 0.9055027519 Long EP CORP US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CY1 200000.000000000000 PA USD 201463.170000000000 0.3232774319 Long DBT CORP US N 2 2057-03-15 Variable 5.500000000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AP4 100000.000000000000 PA USD 107372.260000000000 0.1722946605 Long DBT CORP US N 2 2028-03-01 Fixed 3.500000000000 N N N N N N Synchrony Credit Card Master N 549300G1V1M796QIYC04 87165LBU4 360000.000000000000 PA USD 374487.840000000000 0.6009210875 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.620000000000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 872540AR0 850000.000000000000 PA USD 917305.320000000000 1.4719519610 Long DBT CORP US N 2 2025-04-15 Fixed 3.500000000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBK1 500000.000000000000 PA USD 537402.050000000000 0.8623410157 Long DBT CORP US N 2 2030-09-15 Fixed 2.650000000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BF8 90000.000000000000 PA USD 99479.440000000000 0.1596294643 Long DBT CORP US N 2 2024-02-01 Fixed 4.150000000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBM2 500000.000000000000 PA USD 532943.140000000000 0.8551860356 Long DBT CORP US N 2 2025-04-15 Fixed 2.650000000000 N N N N N N Towd Point Mortgage Trust N/A 89169DAA9 500433.060000000000 PA USD 503470.690000000000 0.8078931336 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.750000000000 N N N N N N Towd Point Mortgage Trust N/A 89171YAN1 307599.290000000000 PA USD 308243.990000000000 0.4946230395 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.500000000000 N N N N N N Fanniemae-Aces N/A 3136AY6W8 436233.260000000000 PA USD 474857.440000000000 0.7619789450 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.057968000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BYMP2 149094.220000000000 PA USD 154930.420000000000 0.2486087572 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 2.197000000000 N N N N N N Towd Point Mortgage Trust N/A 89172EAA2 596328.950000000000 PA USD 604219.810000000000 0.9695599871 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.500000000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAA8 292876.370000000000 PA USD 296109.430000000000 0.4751513446 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.750000000000 N N N N N N Towd Point Mortgage Trust N/A 89175MAA1 784227.770000000000 PA USD 818190.010000000000 1.3129067972 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.750000000000 N N N N N N Toyota Auto Receivables Owner N/A 89232HAC9 250000.000000000000 PA USD 253491.800000000000 0.4067650585 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.660000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGW9 600000.000000000000 PA USD 629178.260000000000 1.0096095089 Long DBT CORP US N 2 2023-03-30 Fixed 2.900000000000 N N N N N N TRANSCANADA TRUST N/A 89356BAE8 100000.000000000000 PA USD 94174.500000000000 0.1511169040 Long DBT CORP CA N 2 2079-09-15 Variable 5.500000000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 89832Q836 30000.000000000000 NS USD 771000.000000000000 1.2371834516 Long EP CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973791 26300.000000000000 NS USD 676173.000000000000 1.0850195149 Long EP CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973833 1000.000000000000 NS USD 27010.000000000000 0.0433415370 Long EP CORP US N 1 N N N UBS-Barclays Commercial Mortga N/A 90349DAD4 525508.690000000000 PA USD 535655.370000000000 0.8595382095 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 3.091000000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SV2 100000.000000000000 PA USD 99802.840000000000 0.1601484074 Long DBT UST US N 2 2020-06-18 Fixed .000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282Y5 155000.000000000000 PA USD 167182.030000000000 0.2682682762 Long DBT UST US N 2 2024-09-30 Fixed 2.125000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Y1 500000.000000000000 PA USD 516494.140000000000 0.8287911840 Long DBT UST US N 2 2022-06-15 Fixed 1.750000000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FPHK4 200000.000000000000 PA USD 219938.200000000000 0.3529233481 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.425000000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773605 2000.000000000000 NS USD 53400.000000000000 0.0856881924 Long EP CORP US N 1 N N N First American US Treasury Mon 549300QHZ1SCM6SJUU12 31846V393 2841605.960000000000 NS USD 2841605.960000000000 4.5597767440 Long STIV RF US N 1 N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192CAF2 604688.630000000000 PA USD 609725.930000000000 0.9783953704 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 2.564000000000 N N N N N N GS Mortgage Securities Trust N/A 36252WAX6 265000.000000000000 PA USD 284267.040000000000 0.4561484795 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.998000000000 N N N N N N GM Financial Securitized Term N/A 36258NAC6 360000.000000000000 PA USD 365720.620000000000 0.5868527872 Long ABS-O CORP US N 2 2024-09-16 Fixed 1.840000000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BC1 500000.000000000000 PA USD 568655.800000000000 0.9124922768 Long DBT CORP US N 2 2028-05-15 Fixed 3.750000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144G804 30000.000000000000 NS USD 609000.000000000000 0.9772305085 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAC2 125000.000000000000 PA USD 127291.880000000000 0.2042586348 Long EP CORP US N 2 N N N Harley-Davidson Motorcycle Tru N/A 41284WAC4 350000.000000000000 PA USD 351959.090000000000 0.5647703784 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.340000000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416518504 22736.000000000000 NS USD 607960.640000000000 0.9755627017 Long EP CORP US N 1 N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866AX6 500000.000000000000 PA USD 527373.600000000000 0.8462488855 Long DBT CORP US N 2 2026-08-15 Fixed 2.300000000000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AM0 125000.000000000000 PA USD 133101.160000000000 0.2135804832 Long DBT CORP US N 2 2025-08-15 Fixed 4.700000000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 393.000000000000 NS USD 86393.190000000000 0.1386306420 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150708 26000.000000000000 NS USD 667940.000000000000 1.0718084496 Long EP CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BR0 450000.000000000000 PA USD 536388.720000000000 0.8607149780 Long DBT CORP US N 2 2030-03-25 Fixed 3.900000000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KA8 500000.000000000000 PA USD 565689.660000000000 0.9077326668 Long DBT CORP US N 2 2029-05-15 Fixed 3.500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 300000.000000000000 PA USD 322282.500000000000 0.5171499037 Long EP CORP US N 2 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 1111.000000000000 NS USD 166694.440000000000 0.2674858659 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B648 23500.000000000000 NS USD 642490.000000000000 1.0309701632 Long EP CORP US N 1 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BD5 400000.000000000000 PA USD 407060.310000000000 0.6531884297 Long DBT CORP US N 2 2029-11-15 Fixed 2.875000000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 550000.000000000000 PA USD 587171.850000000000 0.9422040156 Long DBT CORP US N 2 2030-05-01 Fixed 3.200000000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267702 2000.000000000000 NS USD 56840.000000000000 0.0912081808 Long EP CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267868 16500.000000000000 NS USD 425040.000000000000 0.6820394997 Long EP CORP US N 1 N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368CB7 500000.000000000000 PA USD 558946.940000000000 0.8969129760 Long DBT CORP US N 2 2030-03-26 Fixed 3.100000000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DJ7 150000.000000000000 PA USD 167658.500000000000 0.2690328427 Long DBT CORP US N 2 2027-08-01 Fixed 3.700000000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CT9 400000.000000000000 PA USD 418840.000000000000 0.6720906834 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 1328.000000000000 NS USD 205361.920000000000 0.3295335525 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 453.000000000000 NS USD 176244.180000000000 0.2828098352 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DW4 450000.000000000000 PA USD 589873.770000000000 0.9465396456 Long DBT CORP US N 2 2050-04-15 Fixed 5.125000000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAG9 325000.000000000000 PA USD 338225.880000000000 0.5427334133 Long EP CORP US N 2 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 517.000000000000 NS USD 169059.000000000000 0.2712801519 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 445.000000000000 NS USD 122361.650000000000 0.1963473521 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 450000.000000000000 PA USD 563869.690000000000 0.9048122559 Long DBT CORP US N 2 2050-03-26 Fixed 3.850000000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 416.000000000000 NS USD 78024.960000000000 0.1252025802 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFM1 400000.000000000000 PA USD 401205.210000000000 0.6437930564 Long DBT CORP US N 2 2030-03-01 Fixed 2.125000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R850 23000.000000000000 NS USD 569250.000000000000 0.9134457585 Long EP CORP US N 1 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 100000.000000000000 PA USD 112200.120000000000 0.1800416754 Long DBT CORP US N 2 2036-12-15 Fixed 6.400000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBP2 100000.000000000000 PA USD 91187.500000000000 0.1463238210 Long EP CORP US N 2 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 1252.000000000000 NS USD 224370.920000000000 0.3600363025 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 3104.000000000000 NS USD 159669.760000000000 0.2562137287 Long EC CORP US N 1 N N N 2020-06-01 North Square Investments Trust /s/ Alan Molotsky Alan Molotsky Secretary & Treasurer