Data as of 11/27/2020 (Unless otherwise noted) Inception,11/09/2015 CUSIP,33939L720 Total Net Assets,$7097861.92 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 10/31/2020),3.36% SEC Unsubsidized Yield(as of 10/31/2020),3.36% Distribution Yield,1.68% 12-Month Dividend Yield,3.62% Weighted Average Market Cap,34878362758.24 NAV Price,$28.39 Price $ Change,$.02 Price % Change,.07% Market Price,$28.41 Price $ Change,$.08 Price % Change,.27% Avg Bid/Ask Spread,$.06 Bid/Ask Midpoint,$28.41 Closing Bid Price,$28.26 Closing Ask Price,$28.55 52-Week High,$29.80 52-Week Low,$19.14 Premium/Discount,.05% Daily Trading Volume (Shares),25 Average Trading Volume (Shares),801 Shares Outstanding,250001 Median Bid/Ask Spread,.1467% Month-End Performance (as of 10/31/2020),1 Month,QTD,YTD,1 Year,3 Year,Since Inception (11/09/2015) Market Price,-3.58,-3.58,-13.86,-10.11,-2.30,3.30 NAV,-3.24,-3.24,-13.66,-9.71,-2.16,3.29 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),-3.16,-3.16,-13.80,-9.88,-1.90,3.38 MSCI World ex USA Investable Market Index (MIMUWXUN),-3.83,-3.83,-10.27,-5.93,-1.03,3.72 Quarter-End Performance (as of 09/30/2020),1 Month,QTD,YTD,1 Year,Since Inception (11/09/2015) Market Price,.01,2.66,-10.66,-4.87,4.13 NAV,-.74,2.09,-10.77,-4.73,4.05 Morningstar Developed Markets ex-US Factor Tilt Hedged Index (MSEGDMHN),-1.11,2.24,-10.99,-4.66,4.12 MSCI World ex USA Investable Market Index (MIMUWXUN),-2.58,5.64,-6.70,1.10,4.62 Sector (%) Financials,20.94 Industrials,18.09 Consumer Discretionary,13.89 Materials,9.03 Consumer Staples,6.93 Health Care,6.78 Information Technology,6.25 Real Estate,5.30 Energy,4.57 Communication Services,3.92 Utilities,2.81 Cash/Derivatives and Others,1.49 Market Cap (%) Large-Cap,49.95 Mid-Cap,14.45 Small-Cap,33.72 Micro-Cap,.54 Cash/and or Derivatives,1.34 Total,100.00 Style (%) Value,42.67 Core,40.19 Growth,17.14 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,27.41 United Kingdom,13.94 Canada,8.83 France,7.41 Germany,6.72 Switzerland,5.38 Australia,5.33 Sweden,3.65 Netherlands,3.03 Italy,2.81 All Others,15.49