Data as of 04/02/2020 (Unless otherwise noted) Inception,11/09/2015 CUSIP,33939L720 Total Net Assets,$5349066.76 Shares Outstanding,250001 # 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 02/29/2020),3.14% SEC Unsubsidized Yield(as of 02/29/2020),3.15% Distribution Yield,2.35% 12-Month Dividend Yield,5.67% Weighted Average Market Cap,32446426242.33 NAV Price,$21.40 Price $ Change,$.41 Price % Change,1.95% Market Price,$21.41 Price $ Change,$.41 Price % Change,1.93% Avg Bid/Ask Spread,$.63 Bid/Ask Midpoint,$21.48 Closing Bid Price,$21.30 Closing Ask Price,$21.66 52-Week High,$29.80 52-Week Low,$19.14 Premium/Discount,.39% Daily Trading Volume (Shares),12573 Average Trading Volume (Shares),5493 Shares Outstanding,250001 Median Bid/Ask Spread,2.0404% Month-End Performance (as of 02/29/2020),1 Month,QTD,YTD,1 Year,3 Year,Since Inception (11/09/2015) Market Price,-13.82,-16.57,-16.57,-6.53,1.06,3.06 NAV,-7.71,-10.48,-10.48,.17,3.56,4.69 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),-8.71,-11.03,-11.03,-.42,3.50,4.69 MSCI World ex USA Investable Market Index (MIMUWXUN),-9.00,-10.89,-10.89,-.48,3.87,4.15 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,19.99 Industrials,16.93 Consumer Discretionary,12.51 Consumer Staples,8.96 Materials,8.66 Health Care,8.43 Information Technology,5.94 Energy,5.34 Real Estate,5.29 Communication Services,4.61 Utilities,3.32 All Others,.02 Market Cap (%) Large-Cap,50.15 Mid-Cap,13.16 Small-Cap,34.07 Micro-Cap,2.62 Total,100.00 Style (%) Value,50.37 Core,30.73 Growth,18.90 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,,,,, 03/26/2020,03/27/2020,04/01/2020,0.125514,0,0,0,0.125514 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,31.30 United Kingdom,15.07 Canada,8.22 France,7.16 Switzerland,6.36 Germany,6.20 Australia,4.19 Hong Kong,3.39 Sweden,2.81 Netherlands,2.80 All Others,12.50