NORTH SQUARE STRATEGIC INCOME FUND

Fund Profile

Fund profile

Tickers

ADVAX, ADVNX

Fund manager

North Square Investments Trust

Total assets

$190.00 mm

Liabilities

$828.21 k

Net assets

$189.17 mm

Number of holdings

117.00

117 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
First American Treasury Obligations Fund	11.72 mm	11.72 mm principal	6.20	Short-term investment vehicle	Long	USA
United States Treasury Inflation Indexed Bonds	9.38 mm	9.11 mm principal	4.96	Debt	Long	USA
United States Treasury Note/Bond	3.90 mm	3.87 mm principal	2.06	Debt	Long	USA
ING Groep NV	3.80 mm	4.39 mm principal	2.01	Debt	Long	Netherlands
United States Treasury Inflation Indexed Bonds	3.77 mm	3.72 mm principal	1.99	Debt	Long	USA
AEP American Electric Power Company, Inc.	3.74 mm	4.00 mm principal	1.98	Debt	Long	USA
UMBS Fannie Mae Pool CB6725	3.70 mm	3.84 mm principal	1.96	ABS-mortgage backed security	Long	USA
TFC Truist Financial Corporation	3.67 mm	3.72 mm principal	1.94	Debt	Long	USA
UBS UBS Group AG	3.35 mm	4.00 mm principal	1.77	Debt	Long	Switzerland
Ginnie Mae II Pool	3.28 mm	3.56 mm principal	1.73	ABS-mortgage backed security	Long	USA
DFS Discover Financial Services	3.18 mm	3.51 mm principal	1.68	Debt	Long	USA
Freddie Mac Pool	3.13 mm	3.07 mm principal	1.66	ABS-mortgage backed security	Long	USA
Freddie Mac Pool SD3662	3.12 mm	3.11 mm principal	1.65	ABS-mortgage backed security	Long	USA
UMBS Freddie Mac Pool RJ1514	3.12 mm	3.10 mm principal	1.65	ABS-mortgage backed security	Long	USA
CyrusOne Data Centers Issuer I LLC	3.03 mm	3.20 mm principal	1.60	ABS-other	Long	USA
Ginnie Mae II Pool	3.02 mm	3.52 mm principal	1.60	ABS-mortgage backed security	Long	USA
ET Energy Transfer LP	2.95 mm	3.00 mm principal	1.56	Debt	Long	USA
MTB M&T Bank Corporation	2.88 mm	3.00 mm principal	1.52	Debt	Long	USA
CMA Comerica Incorporated	2.87 mm	2.93 mm principal	1.52	Debt	Long	USA
ALLY Ally Financial Inc.	2.86 mm	3.11 mm principal	1.51	Debt	Long	USA
CFG Citizens Financial Group, Inc.	2.82 mm	3.10 mm principal	1.49	Debt	Long	USA
Freddie Mac Pool	2.82 mm	2.80 mm principal	1.49	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	2.78 mm	3.00 mm principal	1.47	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.74 mm	2.92 mm principal	1.45	Debt	Long	USA
C Citigroup Inc.	2.56 mm	2.75 mm principal	1.35	Debt	Long	USA
ERRAF Emera Incorporated	2.50 mm	2.50 mm principal	1.32	Debt	Long	Canada
UMBS Fannie Mae Pool	2.49 mm	2.51 mm principal	1.31	ABS-mortgage backed security	Long	USA
KEY KeyCorp	2.48 mm	2.70 mm principal	1.31	Debt	Long	USA
NWG NatWest Group plc	2.47 mm	3.00 mm principal	1.30	Debt	Long	UK
USB U.S. Bancorp	2.40 mm	2.65 mm principal	1.27	Debt	Long	USA
Fannie Mae Pool	2.39 mm	2.43 mm principal	1.26	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.34 mm	2.63 mm principal	1.24	ABS-mortgage backed security	Long	USA
General Motors Financial Co Inc	2.26 mm	2.37 mm principal	1.19	Debt	Long	USA
VIAWE Viacom	2.19 mm	2.50 mm principal	1.16	Debt	Long	USA
BXP Trust 2017-CQHP	2.14 mm	2.29 mm principal	1.13	ABS-other	Long	USA
ENB Enbridge Inc.	2.04 mm	2.00 mm principal	1.08	Debt	Long	USA
AXP American Express Company	1.87 mm	2.00 mm principal	0.99	Debt	Long	USA
SWK Stanley Black & Decker, Inc.	1.86 mm	2.02 mm principal	0.99	Debt	Long	USA
Banco Santander SA	1.85 mm	2.00 mm principal	0.98	Debt	Long	Spain
AQN Algonquin Power & Utilities Corp.	1.83 mm	2.00 mm principal	0.97	Debt	Long	USA
Fannie Mae Pool	1.80 mm	2.07 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.80 mm	1.87 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.79 mm	1.82 mm principal	0.95	ABS-mortgage backed security	Long	USA
PNC The PNC Financial Services Group, Inc.	1.79 mm	2.00 mm principal	0.95	Debt	Long	USA
Freddie Mac Pool	1.79 mm	1.74 mm principal	0.95	ABS-mortgage backed security	Long	USA
Svenska Handelsbanken AB	1.75 mm	2.00 mm principal	0.93	Debt	Long	Sweden
Commerzbank AG	1.75 mm	1.80 mm principal	0.92	Debt	Long	Germany
DB Deutsche Bank Aktiengesellschaft	1.73 mm	1.80 mm principal	0.91	Debt	Long	USA
Lloyds Banking Group PLC	1.72 mm	1.65 mm principal	0.91	Debt	Long	UK
Ginnie Mae II Pool	1.71 mm	1.92 mm principal	0.90	ABS-mortgage backed security	Long	USA
BNPQY BNP Paribas SA	1.65 mm	2.00 mm principal	0.87	Debt	Long	USA
Fannie Mae Pool	1.63 mm	1.61 mm principal	0.86	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer LLC	1.58 mm	1.70 mm principal	0.84	ABS-other	Long	USA
QCOM QUALCOMM Incorporated	1.42 mm	7.84 k shares	0.75	Common equity	Long	USA
S&P 500 Index S&P500 EMINI OPTN SEP24C ESU4C 5700 Index	1.41 mm	600.00 shares	0.75	Equity derivative	Long	USA
FREMF 2016-K55 Mortgage Trust	1.41 mm	1.45 mm principal	0.74	ABS-other	Long	USA
Independence Plaza Trust 2018-INDP	1.39 mm	1.50 mm principal	0.74	ABS-other	Long	USA
Fannie Mae-Aces	1.32 mm	1.42 mm principal	0.70	ABS-other	Long	USA
HI-FI Music IP Issuer LP	1.32 mm	1.38 mm principal	0.70	ABS-other	Long	USA
Government National Mortgage Association	1.26 mm	14.46 mm principal	0.67	ABS-other	Long	USA
Government National Mortgage Association	1.16 mm	15.99 mm principal	0.61	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	1.14 mm	17.17 mm principal	0.60	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	1.12 mm	39.71 mm principal	0.59	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	1.11 mm	25.00 mm principal	0.59	ABS-other	Long	USA
Aegis Asset Backed Securities Trust 2005-2	1.10 mm	1.17 mm principal	0.58	ABS-other	Long	USA
VST Vistra Corp.	1.10 mm	1.04 mm principal	0.58	Debt	Long	USA
AEM Agnico Eagle Mines Limited	1.06 mm	13.77 k shares	0.56	Common equity	Long	Canada
AEP American Electric Power Company, Inc.	1.01 mm	1.00 mm principal	0.54	Debt	Long	USA
NextEra Energy Capital Holdings Inc	936.03 k	1.00 mm principal	0.49	Debt	Long	USA
CMS-PB Consumers Energy Company	927.18 k	1.00 mm principal	0.49	Debt	Long	USA
5 Year US Treasury Note Future	917.14 k	461.00 shares	0.48	Equity derivative	Long	USA
HBAN Huntington Bancshares Incorporated	913.30 k	990.00 k principal	0.48	Debt	Long	USA
VST Vistra Corp.	879.73 k	874.00 k principal	0.47	Debt	Long	USA
AGI Alamos Gold Inc.	871.70 k	51.19 k shares	0.46	Common equity	Long	Canada
Government National Mortgage Association	796.13 k	11.44 mm principal	0.42	ABS-other	Long	USA
Long Beach Mortgage Loan Trust 2005-1	783.21 k	798.33 k principal	0.41	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	745.41 k	797.97 k principal	0.39	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through	667.25 k	120.81 mm principal	0.35	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	666.95 k	7.57 mm principal	0.35	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	662.21 k	7.25 mm principal	0.35	ABS-other	Long	USA
FBR Securitization Trust	621.02 k	632.55 k principal	0.33	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	616.76 k	125.87 mm principal	0.33	ABS-other	Long	USA
10 Year US Treasury Note Future	532.48 k	189.00 shares	0.28	Equity derivative	Long	USA
Government National Mortgage Association	518.24 k	7.16 mm principal	0.27	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through	484.99 k	3.46 mm principal	0.26	ABS-other	Long	USA
TransCanada Trust	472.57 k	500.00 k principal	0.25	Debt	Long	Canada
FREMF 2016-K59 Mortgage Trust	467.47 k	296.65 mm principal	0.25	ABS-other	Long	USA
Freddie Mac Multiclass Certs Series 2015-P001	446.99 k	7.69 mm principal	0.24	ABS-other	Long	USA
Renaissance Home Equity Loan Trust 2005-3	419.23 k	423.08 k principal	0.22	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	409.47 k	30.89 mm principal	0.22	ABS-other	Long	USA
Libra Solutions 2023-1 LLC	378.60 k	378.91 k principal	0.20	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	365.09 k	30.00 mm principal	0.19	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	360.48 k	2.75 mm principal	0.19	ABS-other	Long	USA
JP Morgan Mortgage Acquisition Trust 2007-CH3	360.45 k	366.86 k principal	0.19	ABS-other	Long	USA
Fannie Mae-Aces	326.03 k	333.47 k principal	0.17	ABS-other	Long	USA
Asset-Backed Pass-Through Certs Series 2004-R2	308.18 k	312.99 k principal	0.16	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	279.75 k	1.84 mm principal	0.15	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	273.16 k	3.33 mm principal	0.14	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	230.75 k	1.72 mm principal	0.12	ABS-other	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-CH1	223.66 k	226.30 k principal	0.12	ABS-other	Long	USA
HSI Asset Securitization Corp Trust 2006-OPT3	186.78 k	190.66 k principal	0.10	ABS-other	Long	USA
Colony Multifamily Mortgage Trust 2014-1	170.41 k	171.23 k principal	0.09	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	166.98 k	19.36 mm principal	0.09	ABS-other	Long	USA
2 Year US Treasury Note Future	150.66 k	138.00 shares	0.08	Equity derivative	Long	USA
Fannie Mae-Aces	150.02 k	3.67 mm principal	0.08	ABS-other	Long	USA
3 Year US Treasury Note Future	140.77 k	57.00 shares	0.07	Equity derivative	Long	USA
Japanese Yen Future	124.48 k	42.00 shares	0.07	DFE	Long	USA
Fannie Mae-Aces	120.23 k	2.75 mm principal	0.06	ABS-other	Long	USA
FHLMC Multifamily Structured Pass Through Certs	95.37 k	98.22 k principal	0.05	ABS-other	Long	USA
Government National Mortgage Association	95.08 k	1.22 mm principal	0.05	ABS-other	Long	USA
Government National Mortgage Association	50.63 k	1.31 mm principal	0.03	ABS-other	Long	USA
Euro FX Future	-62.26 k	-63.00 shares	-0.03	DFE	Short	USA
Ultra 10 Year US Treasury Note Future	-69.89 k	-21.00 shares	-0.04	Equity derivative	Short	USA
E-mini S&P 500 Future	-79.26 k	-156.00 shares	-0.04	Equity derivative	Short	USA
CDS JUN 29 CDXHYS42	-514.71 k	7.00 mm principal	-0.27	Credit derivative	Long	USA
US Treasury Long Bond Future	-698.75 k	-163.00 shares	-0.37	Equity derivative	Short	USA
CDX.NA.IG SERIES 42	-1.35 mm	60.00 mm principal	-0.71	Credit derivative	Long	USA