Data as of 09/23/2020 (Unless otherwise noted) Inception,11/09/2015 CUSIP,33939L720 Total Net Assets,$6299046.94 Shares Outstanding,250001 # of Holdings,19 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 08/31/2020),3.33% SEC Unsubsidized Yield(as of 08/31/2020),3.33% Distribution Yield,4.27% 12-Month Dividend Yield,4.12% Weighted Average Market Cap,33611834997.83 NAV Price,$25.20 Price $ Change,$-.22 Price % Change,-.87% Market Price,$25.22 Price $ Change,$-.17 Price % Change,-.67% Avg Bid/Ask Spread,$.06 Bid/Ask Midpoint,$25.24 Closing Bid Price,$25.22 Closing Ask Price,$25.26 52-Week High,$29.80 52-Week Low,$19.14 Premium/Discount,.17% Daily Trading Volume (Shares), 0 Average Trading Volume (Shares),918 Shares Outstanding,250001 Median Bid/Ask Spread,.1551% Month-End Performance (as of 08/31/2020),1 Month,QTD,YTD,1 Year,3 Year,Since Inception (11/09/2015) Market Price,4.80,2.65,-10.67,-.46,1.18,4.20 NAV,5.64,2.85,-10.11,.46,1.20,4.28 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),5.72,3.39,-9.99,.52,1.58,4.44 MSCI World ex USA Investable Market Index (MIMUWXUN),5.46,8.44,-4.23,6.65,2.49,5.27 Quarter-End Performance (as of 06/30/2020),1 Month,QTD,YTD,1 Year,Since Inception (11/09/2015) Market Price,1.56,15.23,-12.97,-4.81,3.78 NAV,1.68,14.53,-12.59,-4.23,3.81 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),1.63,13.40,-12.94,-4.54,3.85 MSCI World ex USA Investable Market Index (MIMUWXUN),3.19,16.21,-11.68,-5.11,3.64 Sector (%) Financials,19.28 Industrials,17.92 Consumer Discretionary,13.51 Materials,9.31 Health Care,7.78 Consumer Staples,7.68 Information Technology,6.61 Real Estate,5.26 Communication Services,4.09 Energy,4.07 Utilities,2.89 Cash/Derivatives and Others,1.60 Market Cap (%) Large-Cap,49.17 Mid-Cap,13.43 Small-Cap,35.11 Micro-Cap,.82 Cash/and or Derivatives,1.47 Total,100.00 Style (%) Value,47.99 Core,32.83 Growth,19.18 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,,,,, 09/24/2020,09/25/2020,09/30/2020,0.120122,0,0,0,0.120122 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 09/28/2018,10/01/2018,10/04/2018,0.054292,0,0,0.098428,0.152720 06/22/2018,06/25/2018,06/28/2018,0.138932,0,0,0.251874,0.390806 03/23/2018,03/26/2018,03/29/2018,0.024241,0,0,0.043948,0.068189 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 09/26/2016,09/28/2016,09/30/2016,0.083451,0,0,0.028744,0.112195 06/27/2016,06/29/2016,07/01/2016,0.226711,0,0,0.078090,0.304801 03/28/2016,03/30/2016,04/01/2016,0.054104,0,0,0.018636,0.072740 12/29/2015,12/31/2015,01/05/2016,0.626134,0,0,0,0.626134 Country (%) Japan,29.52 United Kingdom,12.92 Canada,8.59 France,6.97 Germany,6.92 Switzerland,5.72 Australia,5.10 Sweden,3.69 Netherlands,2.95 Hong Kong,2.84 All Others,14.78