NORTH SQUARE TRILOGY ALTERNATIVE RETURN FUND

Fund Profile

Fund profile

Tickers

STTCX, STTIX, STTGX

Fund manager

North Square Investments Trust

Total assets

$20.64 mm

Liabilities

$1.16 mm

Net assets

$19.48 mm

Number of holdings

67.00

67 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
XME SPDR S&P Metals and Mining ETF	3.19 mm	95.50 k shares	16.39	Common equity	Long	USA
BlackRock Fund Advisors	1.84 mm	19.30 k shares	9.44	Common equity	Long	USA
XME SPDR S&P Metals and Mining ETF	1.81 mm	59.90 k shares	9.27	Common equity	Long	USA
S & P 500 Index Call @ 4750 December 2024	980.15 k	10.00 shares	5.03	Equity derivative	Long	USA
Vanguard Dividend Appreciation ETF	928.29 k	4.73 k shares	4.77	Common equity	Long	USA
iShares Core Dividend Growth ETF	927.13 k	14.92 k shares	4.76	Common equity	Long	USA
XME SPDR S&P Metals and Mining ETF	922.76 k	39.10 k shares	4.74	Common equity	Long	USA
VanEck Vectors Fallen Angel High Yield Bond ETF	912.40 k	31.30 k shares	4.68	Common equity	Long	USA
SCHD Schwab U.S. Dividend Equity ETF	793.06 k	9.38 k shares	4.07	Common equity	Long	USA
MSFT Microsoft Corporation	709.97 k	1.70 k shares	3.65	Common equity	Long	USA
AAPL Apple Inc.	679.21 k	2.97 k shares	3.49	Common equity	Long	USA
LLY Eli Lilly and Company	534.73 k	557.00 shares	2.75	Common equity	Long	USA
WMT Walmart Inc.	466.39 k	6.04 k shares	2.39	Common equity	Long	USA
BLK BlackRock, Inc.	456.68 k	12.25 k shares	2.34	Common equity	Long	USA
GWW W.W. Grainger, Inc.	449.12 k	456.00 shares	2.31	Common equity	Long	USA
AFL Aflac Incorporated	446.63 k	4.05 k shares	2.29	Common equity	Long	USA
WM Waste Management, Inc.	406.90 k	1.92 k shares	2.09	Common equity	Long	USA
SO The Southern Company	391.05 k	4.53 k shares	2.01	Common equity	Long	USA
MCD McDonald's Corporation	332.82 k	1.15 k shares	1.71	Common equity	Long	USA
MRK Merck & Co., Inc.	330.24 k	2.79 k shares	1.70	Common equity	Long	USA
PG The Procter & Gamble Company	291.27 k	1.70 k shares	1.50	Common equity	Long	USA
HD The Home Depot, Inc.	267.16 k	725.00 shares	1.37	Common equity	Long	USA
First American Treasury Obligations Fund	257.19 k	257.19 k principal	1.32	Short-term investment vehicle	Long	USA
TFC Truist Financial Corporation	217.45 k	4.89 k shares	1.12	Common equity	Long	USA
LHX L3Harris Technologies, Inc.	215.37 k	910.00 shares	1.11	Common equity	Long	USA
ES Eversource Energy	202.25 k	3.00 k shares	1.04	Common equity	Long	USA
JNJ Johnson & Johnson	198.53 k	1.20 k shares	1.02	Common equity	Long	USA
GIS General Mills, Inc.	191.13 k	2.64 k shares	0.98	Common equity	Long	USA
ITW Illinois Tool Works Inc.	185.58 k	733.00 shares	0.95	Common equity	Long	USA
SYY Sysco Corporation	181.12 k	2.32 k shares	0.93	Common equity	Long	USA
ABT Abbott Laboratories	179.08 k	1.58 k shares	0.92	Common equity	Long	USA
PFE Pfizer Inc.	170.26 k	5.87 k shares	0.87	Common equity	Long	USA
D Dominion Energy, Inc.	123.59 k	2.21 k shares	0.63	Common equity	Long	USA
S & P 500 Index Call @ 5500 September 2024	75.80 k	5.00 shares	0.39	Equity derivative	Long	USA
S & P 500 Index Put @ 5575 September 2024	34.90 k	10.00 shares	0.18	Equity derivative	Long	USA
S & P 500 Index Put @ 4600 June 2025	31.20 k	5.00 shares	0.16	Equity derivative	Long	USA
S & P 500 Index Put @ 4550 June 2025	29.48 k	5.00 shares	0.15	Equity derivative	Long	USA
S & P 500 Index Put @ 5525 September 2024	15.60 k	10.00 shares	0.08	Equity derivative	Long	USA
S & P 500 Index Call @ 5700 September 2024	13.15 k	5.00 shares	0.07	Equity derivative	Long	USA
S & P 500 Index Put @ 5450 September 2024	11.60 k	5.00 shares	0.06	Equity derivative	Long	USA
S & P 500 Index Put @ 5450 September 2024	8.30 k	5.00 shares	0.04	Equity derivative	Long	USA
S & P 500 Index Call @ 5800 September 2024	7.70 k	5.00 shares	0.04	Equity derivative	Long	USA
S & P 500 Index Put @ 4100 December 2024	5.65 k	5.00 shares	0.03	Equity derivative	Long	USA
S & P 500 Index Put @ 4050 December 2024	5.35 k	5.00 shares	0.03	Equity derivative	Long	USA
S & P 500 Index Call @ 5800 September 2024	4.95 k	5.00 shares	0.03	Equity derivative	Long	USA
S & P 500 Index Put @ 3950 December 2024	4.78 k	5.00 shares	0.02	Equity derivative	Long	USA
SPDR S&P 500 ETF Trust Put @ 360 December 2024	3.38 k	50.00 shares	0.02	Equity derivative	Long	USA
S & P 500 Index Put @ 5475 September 2024	2.23 k	10.00 shares	0.01	Equity derivative	Long	USA
S & P 500 Index Put @ 5350 September 2024	2.05 k	5.00 shares	0.01	Equity derivative	Long	USA
S & P 500 Index Put @ 5150 September 2024	212.50	5.00 shares	0.00	Equity derivative	Long	USA
S & P 500 Index Put @ 5350 September 2024	-362.50	-5.00 shares	-0.00	Equity derivative	Short	USA
S & P 500 Index Put @ 5275 September 2024	-525.00	-10.00 shares	-0.00	Equity derivative	Short	USA
S & P 500 Index Put @ 3500 December 2024	-2.90 k	-5.00 shares	-0.01	Equity derivative	Short	USA
S & P 500 Index Put @ 3600 December 2024	-3.23 k	-5.00 shares	-0.02	Equity derivative	Short	USA
S & P 500 Index Put @ 3650 December 2024	-3.43 k	-5.00 shares	-0.02	Equity derivative	Short	USA
S & P 500 Index Put @ 5325 September 2024	-3.55 k	-10.00 shares	-0.02	Equity derivative	Short	USA
S & P 500 Index Put @ 5550 September 2024	-9.70 k	-5.00 shares	-0.05	Equity derivative	Short	USA
S & P 500 Index Put @ 5375 September 2024	-11.30 k	-10.00 shares	-0.06	Equity derivative	Short	USA
S & P 500 Index Put @ 4050 June 2025	-17.33 k	-5.00 shares	-0.09	Equity derivative	Short	USA
S & P 500 Index Put @ 4100 June 2025	-18.23 k	-5.00 shares	-0.09	Equity derivative	Short	USA
S & P 500 Index Put @ 5650 September 2024	-28.83 k	-5.00 shares	-0.15	Equity derivative	Short	USA
S & P 500 Index Put @ 5650 September 2024	-32.33 k	-5.00 shares	-0.17	Equity derivative	Short	USA
S & P 500 Index Call @ 5650 September 2024	-32.98 k	-5.00 shares	-0.17	Equity derivative	Short	USA
S & P 500 Index Call @ 5650 September 2024	-39.17 k	-5.00 shares	-0.20	Equity derivative	Short	USA
S & P 500 Index Call @ 5550 September 2024	-61.05 k	-5.00 shares	-0.31	Equity derivative	Short	USA
S & P 500 Index Call @ 5350 September 2024	-149.18 k	-5.00 shares	-0.77	Equity derivative	Short	USA
S&P 500 INDEX Call @ 4600 December 2024	-561.20 k	-5.00 shares	-2.88	Equity derivative	Short	USA