# EDGAR Filing Document

**Accession Number:** 0001750821
**File Stem:** 0001145549-23-004671
**Filing Date:** 2023-1
**Character Count:** 30372
**Document Hash:** 6ab4397c68fb0bebcc46d39ce705394a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004671.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001145549-23-004671

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** North Square Investments Trust
- **CENTRAL INDEX KEY:** 0001750821
- **IRS NUMBER:** 462828241
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23373
- **FILM NUMBER:** 23567527

**BUSINESS ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (312) 857-2160

**MAIL ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### North Square Trilogy Alternative Return Fund (Series ID: S000070730)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000224842 | Class C      | STTCX           |
| C000224843 | Class I      | STTIX           |
| C000224844 | Class A      | STTGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** North Square Investments Trust

- **b. Investment Company Act file number:** 811-23373

- **c. CIK number of Registrant:** 0001750821

- **d. LEI of Registrant:** 549300K2CKCXH4E67T58

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 10 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 3128572160

**Item A.2. Information about the Series.**

- **a. Name of Series:** North Square Trilogy Alternative Return Fund

- **b. EDGAR series identifier (if any):** S000070730

- **c. LEI of Series:** 549300XN0VPVSODO6I72

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $31681376.54

**Total Liabilities:** $1963762.70

**Net Assets:** $29717613.84

**Cash Not Reported:** $130087.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224842 | -1.77%               | 0.69%                | 0.72%                |
| Class ID C000224843 | -1.69%               | 0.77%                | 0.80%                |
| Class ID C000224844 | -1.71%               | 0.75%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-76618.18               | $-1455225.74                               |
| Month 2  | $-22793.45               | $1092760.23                                |
| Month 3  | $-98522.29               | $1174384.03                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** WF865JYR08

### Schedule of Portfolio Investments

| Name                           | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                      | Aflac Inc                                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8647 | NS      | $621978.71    | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2581 | NS      | $277663.98    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6216 | NS      | $920154.48    | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2211 | NS      | $135114.21    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3195 | NS      | $264737.70    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund            | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    305718 | NS      | $305717.57    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3744 | NS      | $319363.20    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       756 | NS      | $455913.36    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1025 | NS      | $332089.75    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       933 | NS      | $212229.51    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                | iShares MBS ETF                                     | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     26400 | NS      | $2481336.00   | 8.35%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core Dividend Growth E | iShares Core Dividend Growth ETF                    | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             | EC               | RF                | US        |     22520 | NS      | $1178471.60   | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield C | iShares Broad USD High Yield Corporate Bond ETF     | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |     17650 | NS      | $625692.50    | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2097 | NS      | $373266.00    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1910 | NS      | $433722.80    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2607 | NS      | $967405.56    | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2403 | NS      | $655514.37    | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5288 | NS      | $582314.56    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2902 | NS      | $740416.28    | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     10369 | NS      | $519797.97    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2298 | NS      | $342769.68    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Long Term Corpo | SPDR Portfolio Long Term Corporate Bond ETF         | CUSIP: 78464A367<br>LEI: 5493005PBSB4DEK8L973 | Long             | EC               | RF                | US        |     54200 | NS      | $1254730.00   | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Intermediate Te | SPDR Portfolio Intermediate Term Corporate Bond ETF | CUSIP: 78464A375<br>LEI: 549300V0LZHF2UQ4WK69 | Long             | EC               | RF                | US        |    134800 | NS      | $4328428.00   | 14.57%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Short Term Corp | SPDR Portfolio Short Term Corporate Bond ETF        | CUSIP: 78464A474<br>LEI: 549300D2BO7L1J2SO973 | Long             | EC               | RF                | US        |     83500 | NS      | $2459075.00   | 8.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US Dividend Equity ETF  | Schwab US Dividend Equity ETF                       | CUSIP: 808524797<br>LEI: 549300MUIMRQQDWJ5226 | Long             | EC               | RF                | US        |     14782 | NS      | $1166743.26   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      8526 | NS      | $576698.64    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4523 | NS      | $391284.73    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     10791 | NS      | $505126.71    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Fallen Angel High Yield | VanEck Fallen Angel High Yield Bond ETF             | CUSIP: 92189F437<br>LEI: 549300A6A1N73WLV0K30 | Long             | EC               | RF                | US        |     45500 | NS      | $1250340.00   | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation | Vanguard Dividend Appreciation ETF                  | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7434 | NS      | $1179404.10   | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3413 | NS      | $520209.46    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4119 | NS      | $690838.68    | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 3850                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-248600.00   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $126400.00    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 4600                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $225.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3550                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-3550.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3575                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-1975.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3650                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $2725.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3750                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-2550.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  PUT OPT 12/22 3750                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $8650.00      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  PUT OPT 12/22 3950                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-34900.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-147450.00   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 4150                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $60900.00     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3800                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $16350.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3850                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-11700.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $79400.00     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 4025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $47500.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 4225                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $78300.00     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT  6/23 4200                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $234950.00    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 06/23 3125                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-41300.00    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 06/23 3500                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $83750.00     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 3525                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-175500.00   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 3550                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-91900.00    | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 3575                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-96250.00    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 3700                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-120750.00   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 3975                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $385700.00    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $200950.00    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 4025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $209150.00    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT  6/23 4175                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $265500.00    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/23 3700                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        15 | NC      | $1050900.00   | 3.54%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/23 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $499600.00    | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 2925                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-33775.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3050                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-40425.00    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3125                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-44900.00    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3300                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $57450.00     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3400                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-65875.00    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3450                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $70450.00     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3525                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $77650.00     | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/23 3825                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $113175.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  CLL OPT 12/22 3900                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-183700.00   | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  CLL OPT 12/22 4050                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $48550.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  PUT OPT 12/22 3700                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $225.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  PUT OPT 12/22 3900                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 3750                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-335800.00   | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P CLL OPT 12/22 3900                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $189400.00    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3550                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $575.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 3750                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  CLL OPT 12/22 3950                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-174400.00   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P DOW  CLL OPT 12/22 4100                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $75700.00     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE S&P PUT OPT 12/22 4000                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-53850.00    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPDR S&P 500 ETF Trust                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        50 | NC      | $96425.00     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPDR S&P 500 ETF Trust                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $311250.00    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** North Square Investments Trust

**Signature:** /s/ Alan E. Molotsky

**Name of Signer:** Alan E. Molotsky

**Title:** Secretary and Treasurer