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XRMI

S&P 500 Risk Managed Income ETF

 

Reasons to Consider XRMI

Alternative Income Source

XRMI seeks to generate an alternative source of income by selling covered calls.

Risk-Minded Approach

XRMI buys protective puts to mitigate the risks of a major market selloff.

Monthly Distributions

XRMI makes distributions on a monthly basis.

Key Information As of 07/26/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $35.80 million
NAV $18.65
Fact Sheet View the document

ETF Summary

The Global X S&P 500 Risk Managed Income ETF (XRMI) employs a protective net-credit collar1 strategy for investors seeking the income characteristics of a covered call fund, while mitigating the risks of a major market selloff with a protective put. XRMI seeks to achieve this outcome by owning the stocks in the S&P 500 Index (SPX), while buying 5% out-of-the-money put options2 on SPX and selling at-the-money call options on the same index.

ETF Objective

The Global X S&P 500 Risk Managed Income ETF (XRMI) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Cboe S&P 500 Risk Managed Income Index.

Trading Details As of 07/25/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 1,920,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.21%

Distributions As of 07/26/24

30-Day SEC Yield 0.81%
12-Month Trailing Yield 13.01%
Distribution Yield 11.88%
Distribution Frequency Monthly

1A protective net-credit collar strategy is a mix of short (sold) call options and long (purchased) put options where the premiums received from the sale of the call options will be greater than the premium paid when buying the put options

2An out-of-the-money put option conveys the right, but not the obligation, to sell an underlying asset at a strike price below that underlying asset’s market price; an out-of-the-money call option conveys the right, but not the obligation, to buy an underlying asset at a strike price above that underlying asset’s market price (learn more)

ETF Prices As of 07/26/24

NAV $18.65 Daily Change $0.10 0.54%
Market Price $18.63 Daily Change $0.04 0.22%

Performance History

As of recent month & quarter-end (06/30/24)
As of recent month & quarter-end (06/30/24)
Fund NAV Market Price Index
1 Year 4.25% 4.47% 4.99%
Since Inception -1.03% -0.96% -0.46%
1 Year 4.25% 4.47% 4.99%
Since Inception -1.03% -0.96% -0.46%
Year-to-Date 5.46% 5.85% 5.83%
1 Month 1.45% 1.88% 1.55%
3 Months 0.60% 0.61% 0.60%
Since Inception -2.90% -2.71% -1.31%
Year-to-Date 5.46% 5.85% 5.83%
1 Month 1.45% 1.88% 1.55%
3 Months 0.60% 0.61% 0.60%
Since Inception -2.90% -2.71% -1.31%

Performance is shown on a total return basis (i.e., with gross income reinvested, where applicable). Cumulative return is the aggregate amount that an investment has gained or lost over time. Annualized return is the average return gained or lost by an investment each year over a given time period.

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. High short-term performance, when observed, is unusual and investors should not expect such performance to be repeated.

Options Details As of 07/25/24

S&P 500 Price 5,399.22 S&P 500 Mini Price 539.92

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Mini Call Option -$971,860 553 2.42% 08/16/2024 22
Short S&P 500 Call Option -$34,555,009 5530 2.42% 08/16/2024 22

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Mini Put Option $971,860 526 -2.58% 08/16/2024 22
Long S&P 500 Put Option $34,555,009 5255 -2.67% 08/16/2024 22

Top Holdings As of 07/26/24

Full Holdings (.csv)
Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
6.93 MSFT MICROSOFT CORP 2588173 425.27 5,830 2,479,324.10
6.89 AAPL APPLE INC 2046251 217.96 11,309 2,464,909.64
6.10 NVDA NVIDIA CORP 2379504 113.06 19,301 2,182,171.06
3.66 AMZN AMAZON.COM INC 2000019 182.50 7,183 1,310,897.50
2.24 META META PLATFORMS INC B7TL820 465.70 1,719 800,538.30
2.15 GOOGL ALPHABET INC-CL A BYVY8G0 167.00 4,608 769,536.00
1.81 GOOG ALPHABET INC-CL C BYY88Y7 168.68 3,833 646,550.44
1.73 BRK/B BERKSHIRE HATH-B 2073390 437.66 1,418 620,601.88
1.45 AVGO BROADCOM INC BDZ78H9 151.63 3,417 518,119.71
1.41 LLY ELI LILLY & CO 2516152 804.62 625 502,887.50
1.34 JPM JPMORGAN CHASE & CO 2190385 212.24 2,253 478,176.72
1.34 TSLA TESLA INC B616C79 219.80 2,175 478,065.00
1.15 XOM EXXON MOBIL CORP 2326618 117.33 3,517 412,649.61
1.15 UNH UNITEDHEALTH GROUP INC 2917766 569.72 723 411,907.56
0.89 V VISA INC-CLASS A SHARES B2PZN04 259.46 1,233 319,914.18
0.88 PG PROCTER & GAMBLE CO/THE 2704407 169.11 1,852 313,191.72
0.85 JNJ JOHNSON & JOHNSON 2475833 160.64 1,888 303,288.32
0.80 COST COSTCO WHOLESALE CORP 2701271 817.60 348 284,524.80
0.79 MA MASTERCARD INC - A B121557 438.18 642 281,311.56
0.78 HD HOME DEPOT INC 2434209 359.51 777 279,339.27
0.72 ABBV ABBVIE INC B92SR70 185.16 1,395 258,298.20
0.69 MRK MERCK & CO. INC. 2778844 125.26 1,984 248,515.84
0.65 WMT WALMART INC 2936921 69.78 3,347 233,553.66
0.62 BAC BANK OF AMERICA CORP 2295677 41.67 5,334 222,267.78
0.60 NFLX NETFLIX INC 2857817 631.37 341 215,297.17
0.60 CVX CHEVRON CORP 2838555 157.84 1,354 213,715.36
0.57 KO COCA-COLA CO/THE 2206657 67.05 3,040 203,832.00
0.56 CRM SALESFORCE INC 2310525 262.71 767 201,498.57
0.54 ADBE ADOBE INC 2008154 542.44 354 192,023.76
0.52 PEP PEPSICO INC 2681511 172.75 1,086 187,606.50
0.51 TMO THERMO FISHER 2886907 607.14 303 183,963.42
0.50 AMD ADVANCED MICRO DEVICES 2007849 139.99 1,278 178,907.22
0.49 ORCL ORACLE CORP 2661568 139.01 1,260 175,152.60
0.48 LIN LINDE PLC BNZHB81 451.39 379 171,076.81
0.46 WFC WELLS FARGO & CO 2649100 60.39 2,748 165,951.72
0.46 ACN ACCENTURE PLC-CL A B4BNMY3 328.46 497 163,244.62
0.45 QCOM QUALCOMM INC 2714923 180.05 884 159,164.20
0.42 CSCO CISCO SYSTEMS INC 2198163 47.88 3,174 151,971.12
0.41 GE GE AEROSPACE BL59CR9 169.81 861 146,206.41
0.41 TXN TEXAS INSTRUMENTS INC 2885409 201.99 718 145,028.82
0.40 ABT ABBOTT LABORATORIES 2002305 105.24 1,370 144,178.80
0.40 MCD MCDONALD'S CORP 2550707 252.00 568 143,136.00
0.40 DHR DANAHER CORP 2250870 273.91 520 142,433.20
0.40 AMGN AMGEN INC 2023607 334.85 422 141,306.70
0.39 INTU INTUIT INC 2459020 633.36 220 139,339.20
0.39 IBM IBM 2005973 191.75 724 138,827.00
0.39 PM PHILIP MORRIS IN B2PKRQ3 113.36 1,222 138,525.92
0.38 PFE PFIZER INC 2684703 30.77 4,439 136,588.03
0.38 CAT CATERPILLAR INC 2180201 350.48 385 134,934.80
0.38 AMAT APPLIED MATERIALS INC 2046552 206.47 653 134,824.91
0.37 NOW SERVICENOW INC B80NXX8 827.61 162 134,072.82
0.37 VZ VERIZON COMMUNIC 2090571 40.09 3,314 132,858.26
0.36 DIS WALT DISNEY CO/THE 2270726 89.93 1,435 129,049.55
0.36 SPX US 08/16/24 P5255 1,985.00 64 127,040.00
0.35 GS GOLDMAN SACHS GROUP INC 2407966 499.03 252 125,755.56
0.34 SPGI S&P GLOBAL INC BYV2325 489.82 250 122,455.00
0.34 ISRG INTUITIVE SURGICAL INC 2871301 441.30 277 122,240.10
0.34 CMCSA COMCAST CORP-CLASS A 2044545 39.69 3,079 122,205.51
0.34 NEE NEXTERA ENERGY INC 2328915 74.26 1,615 119,929.90
0.33 RTX RTX CORPORATION BM5M5Y3 113.95 1,044 118,963.80
0.32 UNP UNION PACIFIC CORP 2914734 240.36 478 114,892.08
0.31 AXP AMERICAN EXPRESS CO 2026082 245.89 445 109,421.05
0.30 T AT&T INC 2831811 19.01 5,632 107,064.32
0.30 LOW LOWE'S COS INC 2536763 238.87 448 107,013.76
0.30 UBER UBER TECHNOLOGIES INC BK6N347 64.40 1,638 105,487.20
0.29 INTC INTEL CORP 2463247 31.35 3,343 104,803.05
0.29 HON HONEYWELL INTL 2020459 202.74 513 104,005.62
0.29 MS MORGAN STANLEY 2262314 104.19 982 102,314.58
0.29 COP CONOCOPHILLIPS 2685717 110.86 920 101,991.20
0.28 VRTX VERTEX PHARM 2931034 495.26 202 100,042.52
0.28 TJX TJX COMPANIES INC 2989301 111.83 891 99,640.53
0.28 PGR PROGRESSIVE CORP 2705024 215.68 458 98,781.44
0.27 C CITIGROUP INC 2297907 65.18 1,497 97,574.46
0.27 ELV ELEVANCE HEALTH INC BSPHGL4 527.50 183 96,532.50
0.27 BKNG BOOKING HOLDINGS INC BDRXDB4 3,700.99 26 96,225.74
0.27 MU MICRON TECHNOLOGY INC 2588184 109.41 873 95,514.93
0.27 BLK BLACKROCK INC 2494504 856.20 111 95,038.20
0.26 LRCX LAM RESEARCH CORP 2502247 894.64 105 93,937.20
0.26 ETN EATON CORP PLC B8KQN82 297.79 315 93,803.85
0.25 REGN REGENERON PHARMACEUTICALS 2730190 1,078.63 83 89,526.29
0.25 PLD PROLOGIS INC B44WZD7 122.68 726 89,065.68
0.25 LMT LOCKHEED MARTIN CORP 2522096 524.80 168 88,166.40
0.25 ADI ANALOG DEVICES INC 2032067 226.43 389 88,081.27
0.25 SYK STRYKER CORP 2853688 331.67 264 87,560.88
0.24 CB CHUBB LTD B3BQMF6 270.06 320 86,419.20
0.24 BSX BOSTON SCIENTIFIC CORP 2113434 74.92 1,153 86,382.76
0.24 KLAC KLA CORP 2480138 787.39 107 84,250.73
0.24 MMC MARSH & MCLENNAN COS 2567741 217.97 386 84,136.42
0.24 BA BOEING CO/THE 2108601 186.89 450 84,100.50
0.23 PANW PALO ALTO NETWORKS INC B87ZMX0 326.81 252 82,356.12
0.23 MDT MEDTRONIC PLC BTN1Y11 78.70 1,039 81,769.30
0.23 ADP AUTOMATIC DATA PROCESSING 2065308 252.67 322 81,359.74
0.22 BMY BRISTOL-MYERS SQUIBB CO 2126335 50.45 1,582 79,811.90
0.22 BX BLACKSTONE INC BKF2SL7 141.18 559 78,919.62
0.22 AMT AMERICAN TOWER CORP B7FBFL2 213.72 366 78,221.52
0.22 DE DEERE & CO 2261203 386.55 202 78,083.10
0.22 SCHW SCHWAB (CHARLES) CORP 2779397 66.60 1,170 77,922.00
0.21 CI THE CIGNA GROUP BHJ0775 343.64 222 76,288.08
0.21 GILD GILEAD SCIENCES INC 2369174 77.01 974 75,007.74
0.21 UPS UNITED PARCEL-B 2517382 128.83 571 73,561.93
0.20 FI FISERV INC 2342034 159.94 456 72,932.64
0.20 TMUS T-MOBILE US INC B94Q9V0 175.53 403 70,738.59
0.20 SO SOUTHERN CO/THE 2829601 82.17 853 70,091.01
0.19 MDLZ MONDELEZ INTER-A B8CKK03 66.42 1,047 69,541.74
0.19 NKE NIKE INC -CL B 2640147 72.56 951 69,004.56
0.19 MO ALTRIA GROUP INC 2692632 50.43 1,340 67,576.20
0.19 ICE INTERCONTINENTAL BFSSDS9 151.00 447 67,497.00
0.19 SNPS SYNOPSYS INC 2867719 546.38 121 66,111.98
0.18 SBUX STARBUCKS CORP 2842255 74.05 887 65,682.35
0.18 DUK DUKE ENERGY CORP B7VD3F2 108.03 603 65,142.09
0.18 ANET ARISTA NETWORKS INC BN33VM5 319.21 204 65,118.84
0.18 ZTS ZOETIS INC B95WG16 179.84 357 64,202.88
0.18 SHW SHERWIN-WILLIAMS CO/THE 2804211 349.22 183 63,907.26
0.18 CL COLGATE-PALMOLIVE CO 2209106 99.39 640 63,609.60
0.17 MCK MCKESSON CORP 2378534 600.16 103 61,816.48
0.17 KKR KKR & CO INC BG1FRR1 118.51 520 61,625.20
0.17 APH AMPHENOL CORP-CL A 2145084 63.86 940 60,028.40
0.17 CVS CVS HEALTH CORP 2577609 61.00 981 59,841.00
0.16 TT TRANE TECHNOLOGIES PLC BK9ZQ96 329.71 177 58,358.67
0.16 PNC PNC FINANCIAL SE 2692665 181.21 313 56,718.73
0.16 EOG EOG RESOURCES INC 2318024 127.15 446 56,708.90
0.16 PH PARKER HANNIFIN CORP 2671501 554.61 102 56,570.22
0.16 EQIX EQUINIX INC BVLZX12 772.43 73 56,387.39
0.16 CME CME GROUP INC 2965839 200.54 280 56,151.20
0.16 TGT TARGET CORP 2259101 149.00 375 55,875.00
0.16 WM WASTE MANAGEMENT INC 2937667 196.96 283 55,739.68
0.16 MCO MOODY'S CORP 2252058 448.75 124 55,645.00
0.16 USB US BANCORP 2736035 45.46 1,218 55,370.28
0.15 CDNS CADENCE DESIGN SYS INC 2302232 258.79 212 54,863.48
0.15 SLB SCHLUMBERGER LTD 2779201 48.83 1,118 54,591.94
0.15 MMM 3M CO 2595708 127.16 428 54,424.48
0.15 HCA HCA HEALTHCARE INC B4MGBG6 354.78 152 53,926.56
0.15 EMR EMERSON ELECTRIC CO 2313405 116.84 461 53,863.24
0.15 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 393.71 136 53,544.56
0.15 CMG CHIPOTLE MEXICAN B0X7DZ3 49.83 1,074 53,517.42
0.15 GD GENERAL DYNAMICS CORP 2365161 290.40 184 53,433.60
0.15 BDX BECTON DICKINSON AND CO 2087807 237.30 224 53,155.20
0.15 FDX FEDEX CORP 2142784 300.14 177 53,124.78
0.15 TDG TRANSDIGM GROUP INC B11FJK3 1,234.86 43 53,098.98
0.15 NOC NORTHROP GRUMMAN CORP 2648806 480.30 110 52,833.00
0.15 AON AON PLC-CLASS A BLP1HW5 323.00 163 52,649.00
0.15 ITW ILLINOIS TOOL WORKS 2457552 247.49 212 52,467.88
0.15 CSX CSX CORP 2160753 34.32 1,528 52,440.96
0.14 WELL WELLTOWER INC BYVYHH4 109.78 467 51,267.26
0.14 FCX FREEPORT-MCMORAN INC 2352118 45.00 1,123 50,535.00
0.14 NXPI NXP SEMICONDUCTORS NV B505PN7 253.62 199 50,470.38
0.14 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,110.31 45 49,963.95
0.14 AJG ARTHUR J GALLAGHER & CO 2359506 283.58 176 49,910.08
0.14 ABNB AIRBNB INC-CLASS A BMGYYH4 140.10 354 49,595.40
0.14 CTAS CINTAS CORP 2197137 761.39 64 48,728.96
0.14 ECL ECOLAB INC 2304227 245.24 197 48,312.28
0.13 PYPL PAYPAL HOLDINGS INC BYW36M8 58.29 812 47,331.48
0.13 APD AIR PRODS & CHEM 2011602 260.98 181 47,237.38
0.13 PSX PHILLIPS 66 B78C4Y8 142.21 332 47,213.72
0.13 MPC MARATHON PETROLEUM CORP B3K3L40 172.65 272 46,960.80
0.13 COF CAPITAL ONE FINA 2654461 149.36 311 46,450.96
0.13 CRWD CROWDSTRIKE HO-A BJJP138 256.16 180 46,108.80
0.13 TFC TRUIST FINANCIAL CORP BKP7287 44.42 1,031 45,797.02
0.13 NSC NORFOLK SOUTHERN CORP 2641894 247.22 183 45,241.26
0.12 ROP ROPER TECHNOLOGIES INC 2749602 548.53 81 44,430.93
0.12 MAR MARRIOTT INTL-A 2210614 236.60 186 44,007.60
0.12 CARR CARRIER GLOBAL CORP BK4N0D7 66.77 646 43,133.42
0.12 CEG CONSTELLATION ENERGY BMH4FS1 175.04 244 42,709.76
0.12 NEM NEWMONT CORP 2636607 46.73 901 42,103.73
0.12 ADSK AUTODESK INC 2065159 240.86 174 41,909.64
0.12 HLT HILTON WORLDWIDE BYVMW06 215.61 193 41,612.73
0.11 DHI DR HORTON INC 2250687 176.94 230 40,696.20
0.11 WMB WILLIAMS COS INC 2967181 42.52 952 40,479.04
0.11 PCAR PACCAR INC 2665861 99.24 405 40,192.20
0.11 AZO AUTOZONE INC 2065955 3,090.31 13 40,174.03
0.11 CASH 1.00 40,094 40,094.03
0.11 VLO VALERO ENERGY CORP 2041364 159.12 251 39,939.12
0.11 AIG AMERICAN INTERNA 2027342 77.24 514 39,701.36
0.11 TRV TRAVELERS COS INC/THE 2769503 213.85 185 39,562.25
0.11 O REALTY INCOME CORP 2724193 58.07 676 39,255.32
0.11 AEP AMERICAN ELECTRIC POWER 2026242 96.45 406 39,158.70
0.11 PSA PUBLIC STORAGE 2852533 300.74 130 39,096.20
0.11 GM GENERAL MOTORS CO B665KZ5 44.12 885 39,046.20
0.11 SPG SIMON PROPERTY GROUP INC 2812452 152.45 253 38,569.85
0.11 SRE SEMPRA 2138158 78.55 490 38,489.50
0.11 URI UNITED RENTALS INC 2134781 752.21 51 38,362.71
0.11 KMB KIMBERLY-CLARK CORP 2491839 141.81 270 38,288.70
0.11 GEV GE VERNOVA INC BP6H4Y1 173.11 221 38,257.31
0.11 AFL AFLAC INC 2026361 94.82 403 38,212.46
0.11 BK BANK NY MELLON B1Z77F6 65.35 583 38,099.05
0.11 ROST ROSS STORES INC 2746711 140.91 270 38,045.70
0.11 DLR DIGITAL REALTY TRUST INC B03GQS4 145.65 260 37,869.00
0.10 OKE ONEOK INC 2130109 82.02 449 36,826.98
0.10 TEL TE CONNECTIVITY LTD B62B7C3 156.38 235 36,749.30
0.10 CCI CROWN CASTLE INC BTGQCX1 107.52 340 36,556.80
0.10 JCI JOHNSON CONTROLS BY7QL61 68.77 527 36,241.79
0.10 HUM HUMANA INC 2445063 392.63 92 36,121.96
0.10 MCHP MICROCHIP TECHNOLOGY INC 2592174 86.83 416 36,121.28
0.10 ALL ALLSTATE CORP 2019952 169.17 212 35,864.04
0.10 IQV IQVIA HOLDINGS INC BDR73G1 239.67 149 35,710.83
0.10 MET METLIFE INC 2573209 76.00 464 35,264.00
0.10 CPRT COPART INC 2208073 51.05 684 34,918.20
0.10 D DOMINION ENERGY INC 2542049 52.70 652 34,360.40
0.10 F FORD MOTOR CO 2615468 11.19 3,062 34,263.78
0.10 PRU PRUDENTIAL FINANCIAL INC 2819118 124.14 274 34,014.36
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 229.41 147 33,723.27
0.09 STZ CONSTELLATION-A 2170473 253.48 132 33,459.36
0.09 AMP AMERIPRISE FINANCIAL INC B0J7D57 439.54 76 33,405.04
0.09 HES HESS CORP 2023748 150.25 222 33,355.50
0.09 MRNA MODERNA INC BGSXTS3 122.11 273 33,336.03
0.09 VRSK VERISK ANALYTICS INC B4P9W92 279.97 119 33,316.43
0.09 LEN LENNAR CORP-A 2511920 176.71 187 33,044.77
0.09 PAYX PAYCHEX INC 2674458 125.75 262 32,946.50
0.09 CMI CUMMINS INC 2240202 290.38 113 32,812.94
0.09 MSCI MSCI INC B2972D2 540.55 60 32,433.00
0.09 A AGILENT TECHNOLOGIES INC 2520153 137.32 236 32,407.52
0.09 FIS FIDELITY NATIONA 2769796 75.68 426 32,239.68
0.09 GWW WW GRAINGER INC 2380863 970.34 33 32,021.22
0.09 KMI KINDER MORGAN INC B3NQ4P8 21.37 1,479 31,606.23
0.09 OXY OCCIDENTAL PETROLEUM CORP 2655408 60.54 520 31,480.80
0.09 FAST FASTENAL CO 2332262 70.37 445 31,314.65
0.09 PWR QUANTA SERVICES INC 2150204 256.73 120 30,807.60
0.09 COR CENCORA INC 2795393 227.62 135 30,728.70
0.09 AME AMETEK INC 2089212 172.27 178 30,664.06
0.09 IR INGERSOLL-RAND INC BL5GZ82 98.70 310 30,597.00
0.09 PEG PUB SERV ENTERP 2707677 76.01 402 30,556.02
0.09 RSG REPUBLIC SERVICES INC 2262530 190.30 160 30,448.00
0.09 CNC CENTENE CORP 2807061 73.10 415 30,336.50
0.08 PCG P G & E CORP 2689560 18.03 1,666 30,037.98
0.08 DOW DOW INC BHXCF84 52.86 568 30,024.48
0.08 NUE NUCOR CORP 2651086 160.89 184 29,603.76
0.08 CTVA CORTEVA INC BK73B42 55.39 534 29,578.26
0.08 FANG DIAMONDBACK ENERGY INC B7Y8YR3 200.76 146 29,310.96
0.08 ACGL ARCH CAPITAL GROUP LTD 2740542 96.91 302 29,266.82
0.08 EW EDWARDS LIFESCIENCES CORP 2567116 62.37 469 29,251.53
0.08 RCL ROYAL CARIBBEAN 2754907 153.56 190 29,176.40
0.08 OTIS OTIS WORLDWIDE CORP BK531S8 93.48 311 29,072.28
0.08 KR KROGER CO 2497406 54.27 535 29,034.45
0.08 YUM YUM! BRANDS INC 2098876 128.05 226 28,939.30
0.08 FICO FAIR ISAAC CORP 2330299 1,605.94 18 28,906.92
0.08 CTSH COGNIZANT TECH-A 2257019 74.57 387 28,858.59
0.08 VMC VULCAN MATERIALS CO 2931205 261.71 110 28,788.10
0.08 IDXX IDEXX LABORATORIES INC 2459202 469.71 61 28,652.31
0.08 BKR BAKER HUGHES CO BDHLTQ5 37.65 760 28,614.00
0.08 DFS DISCOVER FINANCI B1YLC43 142.29 201 28,600.29
0.08 EXC EXELON CORP 2670519 36.75 778 28,591.50
0.08 GIS GENERAL MILLS INC 2367026 66.32 431 28,583.92
0.08 EA ELECTRONIC ARTS INC 2310194 145.18 196 28,455.28
0.08 FTNT FORTINET INC B5B2106 57.00 496 28,272.00
0.08 SYY SYSCO CORP 2868165 72.85 388 28,265.80
0.08 EXR EXTRA SPACE STORAGE INC B02HWR9 164.61 171 28,148.31
0.08 MPWR MONOLITHIC POWER B01Z7J1 821.78 34 27,940.52
0.08 SMCI SUPER MICRO COMPUTER INC B1VQR35 712.19 39 27,775.41
0.08 EFX EQUIFAX INC 2319146 271.74 102 27,717.48
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 51.00 542 27,642.00
0.08 ODFL OLD DOMINION FREIGHT LINE 2656423 202.93 136 27,598.48
0.08 CHTR CHARTER COMMUN-A BZ6VT82 367.62 75 27,571.50
0.08 KVUE KENVUE INC BQ84ZQ6 18.69 1,471 27,492.99
0.08 KDP KEURIG DR PEPPER INC BD3W133 33.74 811 27,363.14
0.08 XYL XYLEM INC B3P2CN8 140.84 194 27,322.96
0.07 ED CONSOLIDATED EDISON INC 2216850 96.44 276 26,617.44
0.07 GLW CORNING INC 2224701 42.85 616 26,395.60
0.07 IT GARTNER INC 2372763 470.92 56 26,371.52
0.07 HWM HOWMET AEROSPACE INC BKLJ8V2 82.68 317 26,209.56
0.07 HIG HARTFORD FINL SV 2476193 109.63 239 26,201.57
0.07 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 80.50 325 26,162.50
0.07 MLM MARTIN MARIETTA MATERIALS 2572079 565.62 46 26,018.52
0.07 CBRE CBRE GROUP INC - A B6WVMH3 110.55 235 25,979.25
0.07 DD DUPONT DE NEMOURS INC BK0VN47 80.18 320 25,657.60
0.07 CDW CDW CORP/DE BBM5MD6 229.74 110 25,271.40
0.07 BIIB BIOGEN INC 2455965 211.17 119 25,129.23
0.07 VICI VICI PROPERTIES INC BYWH073 30.88 810 25,012.80
0.07 XEL XCEL ENERGY INC 2614807 57.36 431 24,722.16
0.07 ROK ROCKWELL AUTOMATION INC 2754060 277.04 89 24,656.56
0.07 HPQ HP INC BYX4D52 36.34 673 24,456.82
0.07 CSGP COSTAR GROUP INC 2262864 78.51 311 24,416.61
0.07 EIX EDISON INTERNATIONAL 2829515 78.51 311 24,416.61
0.07 PPG PPG INDUSTRIES INC 2698470 127.55 190 24,234.50
0.07 ADM ARCHER-DANIELS-MIDLAND CO 2047317 63.98 375 23,992.50
0.07 HAL HALLIBURTON CO 2405302 34.40 690 23,736.00
0.07 ON ON SEMICONDUCTOR 2583576 70.17 336 23,577.12
0.07 TRGP TARGA RESOURCES CORP B55PZY3 131.57 179 23,551.03
0.07 WAB WABTEC CORP 2955733 159.69 146 23,314.74
0.07 MTD METTLER-TOLEDO 2126249 1,450.08 16 23,201.28
0.07 AVB AVALONBAY COMMUNITIES INC 2131179 206.48 112 23,125.76
0.06 IRM IRON MOUNTAIN INC BVFTF03 98.50 233 22,950.50
0.06 MTB M & T BANK CORP 2340168 174.90 131 22,911.90
0.06 DAL DELTA AIR LINES INC B1W9D46 44.13 518 22,859.34
0.06 DVN DEVON ENERGY CORP 2480677 46.34 493 22,845.62
0.06 TSCO TRACTOR SUPPLY COMPANY 2900335 262.52 87 22,839.24
0.06 LULU LULULEMON ATHLETICA INC B23FN39 253.50 90 22,815.00
0.06 FITB FIFTH THIRD BANCORP 2336747 42.27 532 22,487.64
0.06 RMD RESMED INC 2732903 197.04 113 22,265.52
0.06 AWK AMERICAN WATER W B2R3PV1 141.71 157 22,248.47
0.06 GRMN GARMIN LTD B3Z5T14 177.94 125 22,242.50
0.06 PHM PULTEGROUP INC 2708841 129.99 171 22,228.29
0.06 HSY HERSHEY CO/THE 2422806 193.53 113 21,868.89
0.06 DG DOLLAR GENERAL CORP B5B1S13 118.09 181 21,374.29
0.06 DOV DOVER CORP 2278407 185.23 115 21,301.45
0.06 EBAY EBAY INC 2293819 54.18 393 21,292.74
0.06 WEC WEC ENERGY GROUP INC BYY8XK8 83.73 254 21,267.42
0.06 WTW WILLIS TOWERS WATSON PLC BDB6Q21 283.09 75 21,231.75
0.06 GPN GLOBAL PAYMENTS INC 2712013 101.19 209 21,148.71
0.06 NTAP NETAPP INC 2630643 126.15 167 21,067.05
0.06 KHC KRAFT HEINZ CO/THE BYRY499 33.36 612 20,416.32
0.06 TROW T ROWE PRICE GROUP INC 2702337 112.08 180 20,174.40
0.06 IFF INTL FLAVORS & FRAGRANCES 2464165 98.84 204 20,163.36
0.06 DXCM DEXCOM INC B0796X4 64.00 314 20,096.00
0.06 CHD CHURCH & DWIGHT CO INC 2195841 101.38 198 20,073.24
0.06 ANSS ANSYS INC 2045623 312.26 64 19,984.64
0.06 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 97.26 205 19,938.30
0.06 HPE HEWLETT PACKA BYVYWS0 19.76 1,008 19,918.08
0.06 NDAQ NASDAQ INC 2965107 66.96 297 19,887.12
0.06 FSLR FIRST SOLAR INC B1HMF22 226.74 87 19,726.38
0.06 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 138.40 142 19,652.80
0.06 SW SMURFIT WESTROCK PLC BRK49M5 48.81 402 19,621.62
0.06 DTE DTE ENERGY COMPANY 2280220 118.19 166 19,619.54
0.05 EQR EQUITY RESIDENTIAL 2319157 70.77 274 19,390.98
0.05 CAH CARDINAL HEALTH INC 2175672 98.35 197 19,374.95
0.05 ETR ENTERGY CORP 2317087 113.63 170 19,317.10
0.05 STT STATE STREET CORP 2842040 85.29 223 19,019.67
0.05 EL ESTEE LAUDER 2320524 100.72 188 18,935.36
0.05 SBAC SBA COMMUNICATIONS CORP BZ6TS23 214.71 88 18,894.48
0.05 ZBH ZIMMER BIOMET HO 2783815 111.29 168 18,696.72
0.05 FTV FORTIVE CORP BYT3MK1 70.99 263 18,670.37
0.05 BR BROADRIDGE FINL B1VP7R6 212.63 87 18,498.81
0.05 VLTO VERALTO CORP BPGMZQ5 104.87 176 18,457.12
0.05 WY WEYERHAEUSER CO 2958936 31.60 584 18,454.40
0.05 TYL TYLER TECHNOLOGIES INC 2909644 590.65 31 18,310.15
0.05 DLTR DOLLAR TREE INC 2272476 103.93 176 18,291.68
0.05 TTWO TAKE-TWO INTERAC 2122117 150.75 121 18,240.15
0.05 RJF RAYMOND JAMES 2718992 116.68 152 17,735.36
0.05 PTC PTC INC B95N910 173.80 102 17,727.60
0.05 WDC WESTERN DIGITAL CORP 2954699 68.26 258 17,611.08
0.05 BRO BROWN & BROWN INC 2692687 99.17 177 17,553.09
0.05 VST Vistra Corp. BZ8VJQ8 71.12 246 17,495.52
0.05 ES EVERSOURCE ENERGY BVVN4Q8 64.50 271 17,479.50
0.05 STE STERIS PLC BFY8C75 232.79 75 17,459.25
0.05 VTR VENTAS INC 2927925 53.75 323 17,361.25
0.05 PPL PPL CORP 2680905 29.44 589 17,340.16
0.05 NVR NVR INC 2637785 8,600.60 2 17,201.20
0.05 HBAN HUNTINGTON BANCSHARES INC 2445966 15.13 1,123 16,990.99
0.05 STLD STEEL DYNAMICS INC 2849472 130.54 129 16,839.66
0.05 SYF SYNCHRONY FINANCIAL BP96PS6 50.78 326 16,554.28
0.05 FE FIRSTENERGY CORP 2100920 40.94 401 16,416.94
0.05 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 167.49 98 16,414.02
0.05 DECK DECKERS OUTDOOR CORP 2267278 894.70 18 16,104.60
0.05 AEE AMEREN CORPORATION 2050832 78.04 206 16,076.24
0.05 CFG CITIZENS FINANCIAL GROUP BQRX1X3 43.23 371 16,038.33
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 186.46 86 16,035.56
0.04 AXON AXON ENTERPRISE INC BDT5S35 310.59 51 15,840.09
0.04 CINF CINCINNATI FINANCIAL CORP 2196888 123.96 127 15,742.92
0.04 TER TERADYNE INC 2884183 126.46 124 15,681.04
0.04 INVH INVITATION HOMES INC BD81GW9 34.07 457 15,569.99
0.04 ATO ATMOS ENERGY CORP 2315359 126.16 122 15,391.52
0.04 RF REGIONS FINANCIAL CORP B01R311 22.76 672 15,294.72
0.04 LDOS LEIDOS HOLDINGS INC BDV82B8 149.83 102 15,282.66
0.04 GDDY GODADDY INC - CLASS A BWFRFC6 143.65 106 15,226.90
0.04 ARE ALEXANDRIA REAL 2009210 118.92 128 15,221.76
0.04 OMC OMNICOM GROUP 2279303 95.43 159 15,173.37
0.04 EXPD EXPEDITORS INTL WASH INC 2325507 124.18 122 15,149.96
0.04 BALL BALL CORP 2073022 63.25 239 15,116.75
0.04 J JACOBS SOLUTIONS INC BNGC0D3 145.98 103 15,035.94
0.04 STX SEAGATE TECHNOLO BKVD2N4 103.68 145 15,033.60
0.04 SWKS SKYWORKS SOLUTIONS INC 2961053 116.18 129 14,987.22
0.04 GPC GENUINE PARTS CO 2367480 141.97 105 14,906.85
0.04 CPAY CORPAY INC BMX5GK7 292.17 51 14,900.67
0.04 WST WEST PHARMACEUT 2950482 284.76 52 14,807.52
0.04 MKC MCCORMICK-N/V 2550161 75.79 195 14,779.05
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 421.56 35 14,754.60
0.04 HUBB HUBBELL INC BDFG6S3 367.09 40 14,683.60
0.04 NTRS NORTHERN TRUST CORP 2648668 89.43 164 14,666.52
0.04 WAT WATERS CORP 2937689 317.96 46 14,626.16
0.04 ENPH ENPHASE ENERGY INC B65SQW4 119.34 122 14,559.48
0.04 DRI DARDEN RESTAURANTS INC 2289874 142.27 102 14,511.54
0.04 CMS CMS ENERGY CORP 2219224 62.96 230 14,480.80
0.04 HOLX HOLOGIC INC 2433530 78.63 184 14,467.92
0.04 MOH MOLINA HEALTHCARE INC 2212706 335.36 43 14,420.48
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 286.74 50 14,337.00
0.04 WBD WARNER BROS DISCOVERY INC BM8JYX3 8.31 1,724 14,326.44
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 81.53 175 14,267.75
0.04 CTRA COTERRA ENERGY INC 2162340 25.78 551 14,204.78
0.04 EXPE EXPEDIA GROUP INC B748CK2 125.87 112 14,097.44
0.04 BAX BAXTER INTERNATIONAL INC 2085102 35.51 394 13,990.94
0.04 CNP CENTERPOINT ENERGY INC 2440637 29.36 475 13,946.00
0.04 APTV APTIV PLC B783TY6 68.74 201 13,816.74
0.04 LH LABCORP HOLDINGS INC BSBK800 210.90 65 13,708.50
0.04 COO COOPER COS INC/THE BQPDXR3 93.21 147 13,701.87
0.04 AVY AVERY DENNISON CORP 2066408 213.74 64 13,679.36
0.04 BG BUNGE GLOBAL SA BQ6BPG9 114.31 118 13,488.58
0.04 TSN TYSON FOODS INC-CL A 2909730 61.01 220 13,422.20
0.04 BBY BEST BUY CO INC 2094670 87.35 153 13,364.55
0.04 MAS MASCO CORP 2570200 77.45 170 13,166.50
0.04 PKG PACKAGING CORP OF AMERICA 2504566 199.00 65 12,935.00
0.04 ULTA ULTA BEAUTY INC B28TS42 369.46 35 12,931.10
0.04 TXT TEXTRON INC 2885937 92.06 140 12,888.40
0.04 EQT EQT CORP 2319414 34.31 375 12,866.25
0.04 MAA MID-AMERICA APAR 2589132 142.50 90 12,825.00
0.04 VRSN VERISIGN INC 2142922 184.10 69 12,702.90
0.04 CCL CARNIVAL CORP 2523044 17.27 735 12,693.45
0.04 LUV SOUTHWEST AIRLINES CO 2831543 27.23 460 12,525.80
0.04 CLX CLOROX COMPANY 2204026 134.61 93 12,518.73
0.04 DGX QUEST DIAGNOSTICS INC 2702791 145.59 85 12,375.15
0.03 UAL UNITED AIRLINES B4QG225 47.37 259 12,268.83
0.03 EG EVEREST GROUP LTD 2556868 382.93 32 12,253.76
0.03 IEX IDEX CORP 2456612 206.46 59 12,181.14
0.03 KEY KEYCORP 2490911 16.46 727 11,966.42
0.03 WRB WR BERKLEY CORP 2093644 54.07 220 11,895.40
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 21.90 543 11,891.70
0.03 AKAM AKAMAI TECHNOLOGIES INC 2507457 96.97 122 11,830.34
0.03 IP INTERNATIONAL PAPER CO 2465254 46.92 251 11,776.92
0.03 SWK STANLEY BLACK & B3Q2FJ4 95.43 123 11,737.89
0.03 ZBRA ZEBRA TECH CORP 2989356 325.98 36 11,735.28
0.03 ALGN ALIGN TECHNOLOGY INC 2679204 220.45 53 11,683.85
0.03 K KELLANOVA 2486813 57.47 203 11,666.41
0.03 FDS FACTSET RESEARCH 2329770 415.33 28 11,629.24
0.03 AMCR AMCOR PLC BJ1F307 10.38 1,113 11,552.94
0.03 RVTY REVVITY INC 2305844 115.15 100 11,515.00
0.03 MRO MARATHON OIL CORP 2910970 27.87 408 11,370.96
0.03 NRG NRG ENERGY INC 2212922 73.71 153 11,277.63
0.03 CE CELANESE CORP B05MZT4 139.08 81 11,265.48
0.03 VTRS VIATRIS INC BMWS3X9 12.08 917 11,077.36
0.03 LYV LIVE NATION ENTE B0T7YX2 93.64 118 11,049.52
0.03 LNT ALLIANT ENERGY CORP 2973821 56.01 197 11,033.97
0.03 CAG CONAGRA BRANDS INC 2215460 29.94 368 11,017.92
0.03 KIM KIMCO REALTY CORP 2491594 21.19 515 10,912.85
0.03 NI NISOURCE INC 2645409 31.33 345 10,808.85
0.03 PNR PENTAIR PLC BLS09M3 88.50 120 10,620.00
0.03 L LOEWS CORP 2523022 80.09 131 10,491.79
0.03 KMX CARMAX INC 2983563 83.02 126 10,460.52
0.03 PODD INSULET CORP B1XGNW4 193.30 54 10,438.20
0.03 TRMB TRIMBLE INC 2903958 55.36 188 10,407.68
0.03 LVS LAS VEGAS SANDS CORP B02T2J7 39.18 265 10,382.70
0.03 JBHT HUNT (JB) TRANS 2445416 171.54 60 10,292.40
0.03 ROL ROLLINS INC 2747305 45.93 223 10,242.39
0.03 GEN GEN DIGITAL INC BJN4XN5 26.09 392 10,227.28
0.03 SJM JM SMUCKER CO/THE 2951452 118.19 86 10,164.34
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 80.60 126 10,155.60
0.03 SNA SNAP-ON INC 2818740 280.66 36 10,103.76
0.03 EVRG EVERGY INC BFMXGR0 56.75 177 10,044.75
0.03 POOL POOL CORP 2781585 371.82 27 10,039.14
0.03 DPZ DOMINO'S PIZZA INC B01SD70 417.45 24 10,018.80
0.03 CF CF INDUSTRIES HO B0G4K50 75.04 132 9,905.28
0.03 CPT CAMDEN PROPERTY TRUST 2166320 113.01 87 9,831.87
0.03 UHS UNIVERSAL HLTH-B 2923785 213.69 46 9,829.74
0.03 UDR UDR INC 2727910 41.27 232 9,574.64
0.03 AES AES CORP 2002479 17.52 546 9,565.92
0.03 EPAM EPAM SYSTEMS INC B44Z3T8 211.05 45 9,497.25
0.03 HST HOST HOTELS & RESORTS INC 2567503 17.45 542 9,457.90
0.03 JBL JABIL INC 2471789 110.38 84 9,271.92
0.03 JNPR JUNIPER NETWORKS INC 2431846 37.25 248 9,238.00
0.03 IPG INTERPUBLIC GRP 2466321 30.98 291 9,015.18
0.03 EMN EASTMAN CHEMICAL CO 2298386 100.73 89 8,964.97
0.03 QRVO QORVO INC BR9YYP4 122.01 73 8,906.73
0.03 JKHY JACK HENRY 2469193 170.33 52 8,857.16
0.03 NDSN NORDSON CORP 2641838 245.95 36 8,854.20
0.02 APA APA CORP BNNF1C1 31.21 278 8,676.38
0.02 INCY INCYTE CORP 2471950 68.61 123 8,439.03
0.02 REG REGENCY CENTERS CORP 2726177 65.36 127 8,300.72
0.02 NWSA NEWS CORP - CLASS A BBGVT40 27.49 299 8,219.51
0.02 LKQ LKQ CORP 2971029 40.18 204 8,196.72
0.02 ALB ALBEMARLE CORP 2046853 92.80 88 8,166.40
0.02 CTLT CATALENT INC BP96PQ4 58.68 139 8,156.52
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 41.84 192 8,033.28
0.02 AOS SMITH (A.O.) CORP 2816023 84.50 95 8,027.50
0.02 CRL CHARLES RIVER LA 2604336 233.47 34 7,937.98
0.02 BXP BXP INC 2019479 70.50 112 7,896.00
0.02 CHRW CH ROBINSON 2116228 89.47 88 7,873.36
0.02 ALLE ALLEGION PLC BFRT3W7 136.77 57 7,795.89
0.02 TAP MOLSON COORS-B B067BM3 54.33 140 7,606.20
0.02 HSIC HENRY SCHEIN INC 2416962 72.31 104 7,520.24
0.02 HII HUNTINGTON INGAL B40SSC9 276.03 27 7,452.81
0.02 OTHER PAYABLE & RECEIVABLES 1.00 7,447 7,446.85
0.02 FFIV F5 INC 2427599 177.34 41 7,270.94
0.02 MOS MOSAIC CO/THE B3NPHP6 29.57 244 7,215.08
0.02 PNW PINNACLE WEST CAPITAL 2048804 84.71 85 7,200.35
0.02 TPR TAPESTRY INC BF09HX3 40.82 175 7,143.50
0.02 CPB CAMPBELL SOUP CO 2162845 46.75 151 7,059.25
0.02 TFX TELEFLEX INC 2881407 220.30 32 7,049.60
0.02 HRL HORMEL FOODS CORP 2437264 32.01 220 7,042.20
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 159.43 43 6,855.49
0.02 LW LAMB WESTON HOLDINGS INC BDQZFJ3 56.71 120 6,805.20
0.02 SOLV SOLVENTUM CORP BMTQB43 57.63 117 6,742.71
0.02 MTCH MATCH GROUP INC BK80XH9 33.25 202 6,716.50
0.02 FOXA FOX CORP - CLASS A BJJMGL2 37.51 176 6,601.76
0.02 MHK MOHAWK INDUSTRIES INC 2598699 160.71 41 6,589.11
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 225.63 29 6,543.27
0.02 HAS HASBRO INC 2414580 63.85 101 6,448.85
0.02 WBA WALGREENS BOOTS BTN1Y44 11.82 543 6,418.26
0.02 DAY DAYFORCE INC BFX1V56 52.11 121 6,305.31
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 45.77 137 6,270.49
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 164.03 38 6,233.14
0.02 WYNN WYNN RESORTS LTD 2963811 81.61 76 6,202.36
0.02 BBWI BATH & BODY WORKS INC BNNTGJ5 34.17 178 6,082.26
0.02 AIZ ASSURANT INC 2331430 173.05 35 6,056.75
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 18.47 327 6,039.69
0.02 IVZ INVESCO LTD B28XP76 17.42 341 5,940.22
0.02 DVA DAVITA INC 2898087 137.41 43 5,908.63
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 35.06 164 5,749.84
0.02 FMC FMC CORP 2328603 59.60 96 5,721.60
0.02 BWA BORGWARNER INC 2111955 32.81 173 5,676.13
0.02 FRT FEDERAL REALTY INVS TRUST BN7P9B2 109.55 50 5,477.50
0.02 AAL AMERICAN AIRLINE BCV7KT2 10.62 496 5,267.52
0.02 GL GLOBE LIFE INC BK6YKG1 90.69 58 5,260.02
0.02 RL RALPH LAUREN CORP B4V9661 168.10 31 5,211.10
0.02 BEN FRANKLIN RESOURCES INC 2350684 23.08 225 5,193.00
0.01 BIO BIO-RAD LABORATORIES-A 2098508 319.42 16 5,110.72
0.01 ETSY ETSY INC BWTN5N1 62.27 73 4,545.71
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 11.19 369 4,129.11
0.01 FOX FOX CORP - CLASS B BJJMGY5 34.92 99 3,457.08
0.01 XSP US 08/16/24 P526 153.50 18 2,763.00
0.01 NWS NEWS CORP - CLASS B BBGVT51 28.36 80 2,268.80
-0.03 XSP US 08/16/24 C553 500.50 -18 -9,009.00
-0.83 SPX US 08/16/24 C5530 4,615.00 -64 -295,360.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 07/25/24

Return on Equity 19.70%
Weighted Avg. Market Cap 876,688 M
2023 2024
Price-to-earnings 24.48 21.83
Price-to-book value 4.61 4.01

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 06/30/24

Versus Beta
S&P 500 0.33
NASDAQ-100 0.26
MSCI EAFE 0.29
MSCI Emg. Mkts 0.23
Standard Deviation 7.00%

Source: new windowAltaVista Research, LLC

ETF Research

Risk Management Strategies for a Volatile Market Environment

Read the Full ArticleRead More

Understanding the Income Landscape for Options Strategies

Read the Full ArticleRead More

ETF Documents

Investing involves risk, including the possible loss of principal. Concentration in a particular industry or sector will subject XRMI to loss due to adverse occurrences that may affect that industry or sector. Investors in XRMI should be willing to accept a high degree of volatility in the price of the fund’s shares and the possibility of significant losses.

XRMI engages in options trading. An option is a contract sold by one party to another that gives the buyer the right, but not the obligation, to buy (call) or sell (put) a stock at an agreed upon price within a certain period or on a specific date. A collar strategy involves holding shares of the underlying stock while simultaneously buying put options and selling call options against that holding. XRMI writes covered call index options on the and purchases put options on S&P 500 Index. By selling covered call options, the fund limits its opportunity to profit from an increase in the price of the underlying index above the exercise price. By purchasing put options, in return for the payment of premiums, the Fund may be protected from a significant decline in the price of the S&P 500 Index if the put options become in the money (S&P 500 closes below the strike price as of the expiration date); but during periods where the S&P 500 Index appreciates, the Fund will underperform due to the cost of the premiums paid. A liquid market may not exist for options held by the Fund. While the fund receives premiums for writing the call options, the price it realizes from the exercise of an option could be substantially below the indices current market price.

Shares of ETFs are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Brokerage commissions will reduce returns. The market price returns are based on the official closing price of an ETF share or, if the official closing price isn’t available, the midpoint between the national best bid and national best offer (“NBBO”) as of the time the ETF calculates current NAV per share, and do not represent the returns you would receive if you traded shares at other times. NAVs are calculated using prices as of 4:00 PM Eastern Time. Indices are unmanaged and do not include the effect of fees, expenses or sales charges. One cannot invest directly in an index.

Carefully consider the Fund’s investment objectives, risks, and charges and expenses before investing. This and other information can be found in the Fund’s summary or full prospectuses. Please read the prospectus carefully before investing.

Global X Management Company LLC serves as an advisor to Global X Funds. The Funds are distributed by SEI Investments Distribution Co. (SIDCO), which is not affiliated with Global X Management Company LLC or Mirae Asset Global Investments. Global X Funds are not sponsored, endorsed, issued, sold or promoted by S&P or Cboe, nor do these entities make any representations regarding the advisability of investing in the Global X Funds. Neither SIDCO, Global X nor Mirae Asset Global Investments are affiliated with these entities.