Data as of 01/17/2020 (Unless otherwise noted) Inception,11/09/2015 CUSIP,33939L720 Total Net Assets,$8804697.50 Shares Outstanding,300001 # of Holdings,1 Gross Expense Ratio,.83% 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 12/31/2019),2.86% SEC Unsubsidized Yield(as of 12/31/2019),3.53% Distribution Yield,6.96% 12-Month Dividend Yield,3.98% Weighted Average Market Cap,37876336042.83 NAV Price,$29.35 Price $ Change,$.09 Price % Change,.31% Market Price,$29.42 Price $ Change,$.12 Price % Change,.40% Avg Bid/Ask Spread,$.11 Bid/Ask Midpoint,$29.44 Closing Bid Price,$29.39 Closing Ask Price,$29.49 52-Week High,$29.80 52-Week Low,$25.77 Premium/Discount,$.09 Daily Trading Volume (Shares),1001 Average Trading Volume (Shares),891 Shares Outstanding,300001 Month-End Performance (as of 12/31/2019),1 Month,QTD,YTD,1 Year,3 Year,Since Inception (11/09/2015) Market Price,1.76,6.49,23.16,23.16,8.23,7.80 NAV,1.90,6.77,22.87,22.87,8.27,7.72 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),2.06,7.11,22.93,22.93,8.37,7.88 MSCI World ex USA Investable Market Index (MIMUWXUN),3.40,8.36,22.91,22.91,9.49,7.26 Quarter-End Performance (as of 12/31/2019),1 Month,QTD,YTD,1 Year,Since Inception (11/09/2015) Market Price,1.76,6.49,23.16,23.16,7.80 NAV,1.90,6.77,22.87,22.87,7.72 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),2.06,7.11,22.93,22.93,7.88 MSCI World ex USA Investable Market Index (MIMUWXUN),3.40,8.36,22.91,22.91,7.26 Sector (%) Financials,21.20 Industrials,17.44 Consumer Discretionary,13.70 Materials,8.68 Consumer Staples,7.43 Health Care,6.89 Energy,6.48 Information Technology,5.54 Real Estate,5.49 Communication Services,4.16 Utilities,3.00 All Others,-.01 Market Cap (%) Large-Cap,51.92 Mid-Cap,12.96 Small-Cap,34.98 Micro-Cap,.14 Total,100.00 Style (%) Value,47.03 Core,33.57 Growth,19.40 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,,,,, 03/26/2020,03/27/2020,04/01/2020,,,,, 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,28.39 United Kingdom,16.50 Canada,9.18 France,7.45 Germany,6.53 Switzerland,5.44 Australia,4.64 Hong Kong,3.26 Sweden,2.97 Netherlands,2.86 All Others,12.78