Data as of 07/07/2020 (Unless otherwise noted) Inception,11/09/2015 CUSIP,33939L720 Total Net Assets,$6265689.11 Shares Outstanding,250001 # of Holdings,18 Gross Expense Ratio,.84% Net Expense Ratio,.44% Index Provider,Morningstar Primary Exchange,NYSE Arca Marginable,Y Derivative Use,Y ETF Ticker,TLDH Related Index,MSEGDMHP NAV,TLDH.NV IOPV,TLDH.IV Shares Outstanding,TLDH.SO Estimated Cash,TLDH.EU Total Cash,TLDH.TC SEC Subsidized Yield(as of 05/31/2020),3.44% SEC Unsubsidized Yield(as of 05/31/2020),3.44% Distribution Yield,4.30% 12-Month Dividend Yield,4.14% Weighted Average Market Cap,33655842400.62 NAV Price,$25.06 Price $ Change,$-.38 Price % Change,-1.49% Market Price,$25.11 Price $ Change,$-.33 Price % Change,-1.30% Avg Bid/Ask Spread,$.06 Bid/Ask Midpoint,$25.12 Closing Bid Price,$25.09 Closing Ask Price,$25.14 52-Week High,$29.80 52-Week Low,$19.14 Premium/Discount,.21% Daily Trading Volume (Shares),1289 Average Trading Volume (Shares),1391 Shares Outstanding,250001 Median Bid/Ask Spread,.1601% Month-End Performance (as of 05/31/2020),1 Month,QTD,YTD,1 Year,3 Year,Since Inception (11/09/2015) Market Price,4.82,13.46,-14.31,-2.43,.35,3.49 NAV,5.13,12.63,-14.04,-2.20,.44,3.50 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),4.35,11.58,-14.33,-2.51,.51,3.56 MSCI World ex USA Investable Market Index (MIMUWXUN),4.64,12.61,-14.42,-2.76,-.21,3.00 Quarter-End Performance (as of 03/31/2020),1 Month,QTD,YTD,1 Year,Since Inception (11/09/2015) Market Price,-9.47,-24.48,-24.48,-15.94,.69 NAV,-14.74,-23.68,-23.68,-15.19,.87 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),-13.71,-23.23,-23.23,-14.39,1.14 MSCI World ex USA Investable Market Index (MIMUWXUN),-14.71,-24.00,-24.00,-15.48,.36 Sector (%) Financials,20.12 Industrials,17.09 Consumer Discretionary,12.93 Materials,8.84 Health Care,7.64 Consumer Staples,7.61 Information Technology,6.43 Real Estate,5.26 Energy,4.62 Communication Services,4.06 Utilities,2.97 Cash/Derivatives and Others,2.43 Market Cap (%) Large-Cap,49.04 Mid-Cap,12.83 Small-Cap,35.10 Micro-Cap,.80 Cash/and or Derivatives,2.23 Total,100.00 Style (%) Value,48.21 Core,33.42 Growth,18.37 Total,100.00 Distributions--Ex-Date,Record Date,Payable Date,Income,Short-Term Capital Gains,Long-Term Capital Gains,Return of Capital,Total Distribution 12/24/2020,12/28/2020,12/31/2020,,,,, 09/24/2020,09/25/2020,09/30/2020,,,,, 06/25/2020,06/26/2020,07/01/2020,0.268396,0,0,0,0.268396 03/26/2020,03/27/2020,04/01/2020,0.125514,0,0,0,0.125514 12/27/2019,12/30/2019,01/03/2020,0.514775,0,0,0,0.514775 09/26/2019,09/27/2019,10/02/2019,0.128407,0,0,0,0.128407 06/27/2019,06/28/2019,07/03/2019,0.444577,0,0,0,0.444577 03/21/2019,03/22/2019,03/27/2019,0.079122,0,0,0,0.079122 12/28/2018,12/31/2018,01/04/2019,0.158274,0,0,0,0.158274 09/28/2018,10/01/2018,10/04/2018,0.152720,0,0,0,0.152720 06/22/2018,06/25/2018,06/28/2018,0.390806,0,0,0,0.390806 03/23/2018,03/26/2018,03/29/2018,0.068189,0,0,0,0.068189 12/27/2017,12/28/2017,01/03/2018,0.487084,0,0,0,0.487084 09/22/2017,09/25/2017,09/28/2017,0.102411,0,0,0,0.102411 06/23/2017,06/27/2017,06/29/2017,0.334352,0,0,0,0.334352 03/24/2017,03/28/2017,03/30/2017,0.050525,0,0,0,0.050525 12/28/2016,12/30/2016,01/04/2017,0.204799,0,0,0,0.204799 09/26/2016,09/28/2016,09/30/2016,0.112195,0,0,0,0.112195 06/27/2016,06/29/2016,07/01/2016,0.304801,0,0,0,0.304801 03/28/2016,03/30/2016,04/01/2016,0.072740,0,0,0,0.072740 12/29/2015,12/31/2015,01/05/2016,0.626134,0,0,0,0.626134 Country (%) Japan,28.18 United Kingdom,13.65 Canada,8.45 France,7.19 Germany,6.92 Switzerland,5.63 Australia,5.11 Sweden,3.30 Hong Kong,2.98 Netherlands,2.89 All Others,15.70