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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 09/13/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $37.38 million
NAV $19.07
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 09/12/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 1,960,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.37%

Distributions As of 09/13/24

30-Day SEC Yield 0.77%
12-Month Trailing Yield 12.65%
Distribution Yield 12.04%
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 09/13/24

NAV $19.07 Daily Change $0.04 0.21%
Market Price $19.07 Daily Change $0.06 0.32%

Performance History

As of recent
(06/30/24)
As of recent
(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 8.70% 8.92% 9.45%
3 Years 0.02% -0.04% 0.60%
Since Inception 0.07% 0.08% 0.66%
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 8.84% 9.07% 9.39%
1 Month 2.40% 2.40% 2.52%
3 Months 4.70% 4.97% 4.96%
Since Inception 0.21% 0.24% 2.01%

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 09/12/24

S&P 500 Price 5,595.76 S&P 500 Mini Price 559.58

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Mini Call Option -$895,322 553 0.00% 09/20/2024 8
Short S&P 500 Call Option -$36,932,015 5535 0.00% 09/20/2024 8

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Mini Put Option $895,322 526 -6.00% 09/20/2024 8
Long S&P 500 Put Option $36,932,015 5260 -6.00% 09/20/2024 8

Top Holdings As of 09/13/24

Full Holdings (.csv)
Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
6.92 AAPL APPLE INC 2046251 222.50 11,623 2,586,117.50
6.90 MSFT MICROSOFT CORP 2588173 430.59 5,993 2,580,525.87
6.32 NVDA NVIDIA CORP 2379504 119.10 19,836 2,362,467.60
3.69 AMZN AMAZON.COM INC 2000019 186.49 7,389 1,377,974.61
2.48 META META PLATFORMS INC B7TL820 524.12 1,769 927,168.28
2.00 GOOGL ALPHABET INC-CL A BYVY8G0 157.46 4,743 746,832.78
1.75 BRK/B BERKSHIRE HATH-B 2073390 447.61 1,462 654,405.82
1.67 GOOG ALPHABET INC-CL C BYY88Y7 158.37 3,947 625,086.39
1.59 LLY ELI LILLY & CO 2516152 923.71 645 595,792.95
1.58 AVGO BROADCOM INC BDZ78H9 167.69 3,520 590,268.80
1.38 TSLA TESLA INC B616C79 230.29 2,243 516,540.47
1.27 JPM JPMORGAN CHASE & CO 2190385 204.32 2,321 474,226.72
1.18 UNH UNITEDHEALTH GROUP INC 2917766 592.22 746 441,796.12
1.08 XOM EXXON MOBIL CORP 2326618 111.15 3,628 403,252.20
0.98 V VISA INC-CLASS A SHARES B2PZN04 287.35 1,274 366,083.90
0.89 PG PROCTER & GAMBLE CO/THE 2704407 174.08 1,916 333,537.28
0.88 MA MASTERCARD INC - A B121557 493.36 665 328,084.40
0.87 COST COSTCO WHOLESALE CORP 2701271 916.00 356 326,096.00
0.87 JNJ JOHNSON & JOHNSON 2475833 165.52 1,954 323,426.08
0.82 HD HOME DEPOT INC 2434209 379.99 803 305,131.97
0.75 WMT WALMART INC 2936921 80.60 3,463 279,117.80
0.74 ABBV ABBVIE INC B92SR70 194.21 1,423 276,360.83
0.65 NFLX NETFLIX INC 2857817 697.06 349 243,273.94
0.63 MRK MERCK & CO. INC. 2778844 115.09 2,054 236,394.86
0.59 KO COCA-COLA CO/THE 2206657 71.41 3,104 221,656.64
0.56 BAC BANK OF AMERICA CORP 2295677 38.65 5,446 210,487.90
0.56 ORCL ORACLE CORP 2661568 162.03 1,288 208,694.64
0.53 CRM SALESFORCE INC 2310525 254.57 783 199,328.31
0.53 AMD ADVANCED MICRO DEVICES 2007849 152.31 1,306 198,916.86
0.53 PEP PEPSICO INC 2681511 177.36 1,110 196,869.60
0.52 ADBE ADOBE INC 2008154 536.87 362 194,346.94
0.52 CVX CHEVRON CORP 2838555 140.61 1,382 194,323.02
0.51 TMO THERMO FISHER 2886907 611.17 311 190,073.87
0.49 LIN LINDE PLC BNZHB81 468.81 387 181,429.47
0.48 ACN ACCENTURE PLC-CL A B4BNMY3 349.58 509 177,936.22
0.46 MCD MCDONALD'S CORP 2550707 296.53 580 171,987.40
0.44 ABT ABBOTT LABORATORIES 2002305 116.40 1,398 162,727.20
0.43 CSCO CISCO SYSTEMS INC 2198163 49.80 3,242 161,451.60
0.43 IBM IBM 2005973 214.79 740 158,944.60
0.42 PM PHILIP MORRIS IN B2PKRQ3 125.62 1,246 156,522.52
0.42 GE GE AEROSPACE BL59CR9 178.28 877 156,351.56
0.41 QCOM QUALCOMM INC 2714923 167.73 904 151,627.92
0.40 VZ VERIZON COMMUNIC 2090571 44.43 3,382 150,262.26
0.40 WFC WELLS FARGO & CO 2649100 52.78 2,804 147,995.12
0.39 INTU INTUIT INC 2459020 655.31 224 146,789.44
0.39 TXN TEXAS INSTRUMENTS INC 2885409 199.93 734 146,748.62
0.39 NOW SERVICENOW INC B80NXX8 878.95 166 145,905.70
0.39 DHR DANAHER CORP 2250870 274.25 532 145,901.00
0.38 AMGN AMGEN INC 2023607 332.45 430 142,953.50
0.38 ISRG INTUITIVE SURGICAL INC 2871301 489.86 289 141,569.54
0.37 NEE NEXTERA ENERGY INC 2328915 84.65 1,647 139,418.55
0.36 CAT CATERPILLAR INC 2180201 345.31 393 135,706.83
0.36 SPGI S&P GLOBAL INC BYV2325 519.45 261 135,576.45
0.36 PFE PFIZER INC 2684703 29.27 4,531 132,622.37
0.35 DIS WALT DISNEY CO/THE 2270726 90.55 1,463 132,474.65
0.34 RTX RTX CORPORATION BM5M5Y3 119.12 1,064 126,743.68
0.34 GS GOLDMAN SACHS GROUP INC 2407966 478.99 263 125,974.37
0.34 AMAT APPLIED MATERIALS INC 2046552 188.47 665 125,332.55
0.33 T AT&T INC 2831811 21.64 5,748 124,386.72
0.33 CMCSA COMCAST CORP-CLASS A 2044545 39.55 3,143 124,305.65
0.33 UBER UBER TECHNOLOGIES INC BK6N347 72.48 1,674 121,331.52
0.32 UNP UNION PACIFIC CORP 2914734 249.12 486 121,072.32
0.32 PGR PROGRESSIVE CORP 2705024 255.46 466 119,044.36
0.31 AXP AMERICAN EXPRESS CO 2026082 259.00 453 117,327.00
0.31 LOW LOWE'S COS INC 2536763 255.41 456 116,466.96
0.30 BKNG BOOKING HOLDINGS INC BDRXDB4 3,932.59 28 110,112.52
0.29 TJX TJX COMPANIES INC 2989301 119.81 911 109,146.91
0.29 HON HONEYWELL INTL 2020459 204.15 525 107,178.75
0.28 SYK STRYKER CORP 2853688 370.25 280 103,670.00
0.28 ELV ELEVANCE HEALTH INC BSPHGL4 550.84 187 103,007.08
0.27 BLK BLACKROCK INC 2494504 885.73 115 101,858.95
0.27 REGN REGENERON PHARMACEUTICALS 2730190 1,153.35 87 100,341.45
0.27 VRTX VERTEX PHARM 2931034 485.37 206 99,986.22
0.26 ETN EATON CORP PLC B8KQN82 305.80 323 98,773.40
0.26 MS MORGAN STANLEY 2262314 98.25 1,002 98,446.50
0.26 BSX BOSTON SCIENTIFIC CORP 2113434 83.31 1,177 98,055.87
0.26 LMT LOCKHEED MARTIN CORP 2522096 569.91 172 98,024.52
0.26 COP CONOCOPHILLIPS 2685717 103.50 940 97,290.00
0.26 PLD PROLOGIS INC B44WZD7 129.02 742 95,732.84
0.26 MDT MEDTRONIC PLC BTN1Y11 90.00 1,059 95,310.00
0.25 CB CHUBB LTD B3BQMF6 288.87 328 94,749.36
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 277.51 330 91,578.30
0.24 MMC MARSH & MCLENNAN COS 2567741 229.68 394 90,493.92
0.24 ADI ANALOG DEVICES INC 2032067 225.42 397 89,491.74
0.24 SBUX STARBUCKS CORP 2842255 98.57 907 89,402.99
0.24 AMT AMERICAN TOWER CORP B7FBFL2 238.50 374 89,199.00
0.24 PANW PALO ALTO NETWORKS INC B87ZMX0 346.90 256 88,806.40
0.24 C CITIGROUP INC 2297907 57.67 1,529 88,177.43
0.23 BX BLACKSTONE INC BKF2SL7 151.19 571 86,329.49
0.22 LRCX LAM RESEARCH CORP 2502247 769.72 109 83,899.48
0.22 KLAC KLA CORP 2480138 751.50 111 83,416.50
0.22 TMUS T-MOBILE US INC B94Q9V0 202.83 411 83,363.13
0.22 CI THE CIGNA GROUP BHJ0775 364.72 226 82,426.72
0.22 GILD GILEAD SCIENCES INC 2369174 82.81 994 82,313.14
0.22 MU MICRON TECHNOLOGY INC 2588184 91.22 893 81,459.46
0.22 DE DEERE & CO 2261203 394.68 206 81,304.08
0.22 FI FISERV INC 2342034 174.89 464 81,148.96
0.22 MDLZ MONDELEZ INTER-A B8CKK03 75.26 1,067 80,302.42
0.21 BMY BRISTOL-MYERS SQUIBB CO 2126335 49.13 1,614 79,295.82
0.21 SO SOUTHERN CO/THE 2829601 89.44 869 77,723.36
0.21 NKE NIKE INC -CL B 2640147 79.01 971 76,718.71
0.20 ANET ARISTA NETWORKS INC BN33VM5 359.76 208 74,830.08
0.20 UPS UNITED PARCEL-B 2517382 127.24 583 74,180.92
0.20 SCHW SCHWAB (CHARLES) CORP 2779397 62.12 1,194 74,171.28
0.20 ICE INTERCONTINENTAL BFSSDS9 160.91 455 73,214.05
0.19 DUK DUKE ENERGY CORP B7VD3F2 117.31 615 72,145.65
0.19 BA BOEING CO/THE 2108601 156.77 458 71,800.66
0.19 MO ALTRIA GROUP INC 2692632 51.94 1,368 71,053.92
0.19 SHW SHERWIN-WILLIAMS CO/THE 2804211 375.40 187 70,199.80
0.19 ZTS ZOETIS INC B95WG16 191.09 365 69,747.85
0.18 CL COLGATE-PALMOLIVE CO 2209106 105.73 652 68,935.96
0.18 EQIX EQUINIX INC BVLZX12 871.54 78 67,980.12
0.18 INTC INTEL CORP 2463247 19.66 3,411 67,060.26
0.18 TT TRANE TECHNOLOGIES PLC BK9ZQ96 364.23 181 65,925.63
0.18 KKR KKR & CO INC BG1FRR1 122.80 532 65,329.60
0.17 TDG TRANSDIGM GROUP INC B11FJK3 1,367.76 46 62,916.96
0.17 PH PARKER HANNIFIN CORP 2671501 591.33 106 62,680.98
0.17 AON AON PLC-CLASS A BLP1HW5 347.85 180 62,613.00
0.17 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 441.76 140 61,846.40
0.17 WELL WELLTOWER INC BYVYHH4 129.75 475 61,631.25
0.17 CME CME GROUP INC 2965839 216.99 284 61,625.16
0.17 CMG CHIPOTLE MEXICAN B0X7DZ3 56.12 1,098 61,619.76
0.16 HCA HCA HEALTHCARE INC B4MGBG6 394.02 156 61,467.12
0.16 SNPS SYNOPSYS INC 2867719 490.07 125 61,258.75
0.16 MCO MOODY'S CORP 2252058 476.96 128 61,050.88
0.16 APH AMPHENOL CORP-CL A 2145084 63.58 960 61,036.80
0.16 WM WASTE MANAGEMENT INC 2937667 208.05 287 59,710.35
0.16 NOC NORTHROP GRUMMAN CORP 2648806 519.78 114 59,254.92
0.16 CTAS CINTAS CORP 2197137 207.77 284 59,006.68
0.16 MMM 3M CO 2595708 133.18 436 58,066.48
0.16 CDNS CADENCE DESIGN SYS INC 2302232 268.72 216 58,043.52
0.16 PYPL PAYPAL HOLDINGS INC BYW36M8 70.10 828 58,042.80
0.16 CVS CVS HEALTH CORP 2577609 57.98 1,001 58,037.98
0.16 TGT TARGET CORP 2259101 151.36 383 57,970.88
0.15 GD GENERAL DYNAMICS CORP 2365161 304.80 188 57,302.40
0.15 PNC PNC FINANCIAL SE 2692665 177.24 321 56,894.04
0.15 MCK MCKESSON CORP 2378534 518.81 107 55,512.67
0.15 USB US BANCORP 2736035 44.62 1,242 55,418.04
0.15 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,125.48 49 55,148.52
0.15 ITW ILLINOIS TOOL WORKS 2457552 251.75 216 54,378.00
0.15 EOG EOG RESOURCES INC 2318024 119.37 454 54,193.98
0.14 AJG ARTHUR J GALLAGHER & CO 2359506 297.39 180 53,530.20
0.14 BDX BECTON DICKINSON AND CO 2087807 234.18 228 53,393.04
0.14 APD AIR PRODS & CHEM 2011602 284.13 185 52,564.05
0.14 CSX CSX CORP 2160753 33.52 1,560 52,291.20
0.14 FDX FEDEX CORP 2142784 286.38 181 51,834.78
0.14 GEV GE VERNOVA INC BP6H4Y1 225.59 225 50,757.75
0.14 ECL ECOLAB INC 2304227 250.54 201 50,358.54
0.14 CARR CARRIER GLOBAL CORP BK4N0D7 76.51 658 50,343.58
0.13 NEM NEWMONT CORP 2636607 53.71 921 49,466.91
0.13 ROP ROPER TECHNOLOGIES INC 2749602 551.84 89 49,113.76
0.13 FCX FREEPORT-MCMORAN INC 2352118 42.66 1,147 48,931.02
0.13 CEG CONSTELLATION ENERGY BMH4FS1 195.98 248 48,603.04
0.13 PSA PUBLIC STORAGE 2852533 359.16 134 48,127.44
0.13 EMR EMERSON ELECTRIC CO 2313405 102.03 469 47,852.07
0.13 CRWD CROWDSTRIKE HO-A BJJP138 259.13 184 47,679.92
0.13 ADSK AUTODESK INC 2065159 263.96 178 46,984.88
0.13 NXPI NXP SEMICONDUCTORS NV B505PN7 229.93 203 46,675.79
0.12 NSC NORFOLK SOUTHERN CORP 2641894 245.80 187 45,964.60
0.12 SLB SCHLUMBERGER LTD 2779201 39.96 1,142 45,634.32
0.12 DHI DR HORTON INC 2250687 194.80 234 45,583.20
0.12 MPC MARATHON PETROLEUM CORP B3K3L40 163.58 276 45,148.08
0.12 TRV TRAVELERS COS INC/THE 2769503 237.83 189 44,949.87
0.12 AFL AFLAC INC 2026361 108.59 411 44,630.49
0.12 COF CAPITAL ONE FINA 2654461 138.97 319 44,331.43
0.12 MAR MARRIOTT INTL-A 2210614 231.74 190 44,030.60
0.12 TFC TRUIST FINANCIAL CORP BKP7287 41.84 1,051 43,973.84
0.12 WMB WILLIAMS COS INC 2967181 45.03 972 43,769.16
0.12 AZO AUTOZONE INC 2065955 3,123.36 14 43,727.04
0.12 O REALTY INCOME CORP 2724193 62.71 692 43,395.32
0.12 AEP AMERICAN ELECTRIC POWER 2026242 104.17 414 43,126.38
0.12 PSX PHILLIPS 66 B78C4Y8 126.70 340 43,078.00
0.11 HLT HILTON WORLDWIDE BYVMW06 216.82 197 42,713.54
0.11 ABNB AIRBNB INC-CLASS A BMGYYH4 117.75 362 42,625.50
0.11 ROST ROSS STORES INC 2746711 155.25 274 42,538.50
0.11 SPG SIMON PROPERTY GROUP INC 2812452 164.02 257 42,153.14
0.11 DLR DIGITAL REALTY TRUST INC B03GQS4 158.93 264 41,957.52
0.11 GM GENERAL MOTORS CO B665KZ5 46.30 905 41,901.50
0.11 OKE ONEOK INC 2130109 91.37 457 41,756.09
0.11 SRE SEMPRA 2138158 82.97 502 41,650.94
0.11 CCI CROWN CASTLE INC BTGQCX1 118.85 348 41,359.80
0.11 BK BANK NY MELLON B1Z77F6 68.70 595 40,876.50
0.11 URI UNITED RENTALS INC 2134781 729.47 56 40,850.32
0.11 ALL ALLSTATE CORP 2019952 188.30 216 40,672.80
0.11 KMB KIMBERLY-CLARK CORP 2491839 143.52 274 39,324.48
0.11 PCAR PACCAR INC 2665861 95.12 413 39,284.56
0.11 FICO FAIR ISAAC CORP 2330299 1,868.96 21 39,248.16
0.11 JCI JOHNSON CONTROLS BY7QL61 72.55 539 39,104.45
0.10 D DOMINION ENERGY INC 2542049 58.16 664 38,618.24
0.10 AIG AMERICAN INTERNA 2027342 72.71 526 38,245.46
0.10 FTNT FORTINET INC B5B2106 75.01 508 38,105.08
0.10 MSCI MSCI INC B2972D2 561.93 67 37,649.31
0.10 MPWR MONOLITHIC POWER B01Z7J1 914.10 41 37,478.10
0.10 GWW WW GRAINGER INC 2380863 993.82 37 36,771.34
0.10 IQV IQVIA HOLDINGS INC BDR73G1 238.70 153 36,521.10
0.10 FIS FIDELITY NATIONA 2769796 84.14 434 36,516.76
0.10 MET METLIFE INC 2573209 76.19 472 35,961.68
0.10 PAYX PAYCHEX INC 2674458 135.09 266 35,933.94
0.10 LEN LENNAR CORP-A 2511920 185.91 191 35,508.81
0.10 CMI CUMMINS INC 2240202 302.13 117 35,349.21
0.09 CPRT COPART INC 2208073 50.23 700 35,161.00
0.09 KVUE KENVUE INC BQ84ZQ6 23.39 1,503 35,155.17
0.09 IDXX IDEXX LABORATORIES INC 2459202 500.55 70 35,038.50
0.09 TEL TE CONNECTIVITY LTD B62B7C3 145.84 239 34,855.76
0.09 ACGL ARCH CAPITAL GROUP LTD 2740542 112.02 310 34,726.20
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 229.77 151 34,695.27
0.09 PEG PUB SERV ENTERP 2707677 84.16 410 34,505.60
0.09 STZ CONSTELLATION-A 2170473 252.57 136 34,349.52
0.09 VLO VALERO ENERGY CORP 2041364 134.26 255 34,236.30
0.09 RSG REPUBLIC SERVICES INC 2262530 205.79 164 33,749.56
0.09 IT GARTNER INC 2372763 510.56 66 33,696.96
0.09 PCG P G & E CORP 2689560 19.77 1,702 33,648.54
0.09 AMP AMERIPRISE FINANCIAL INC B0J7D57 440.39 76 33,469.64
0.09 PWR QUANTA SERVICES INC 2150204 269.54 124 33,422.96
0.09 F FORD MOTOR CO 2615468 10.69 3,126 33,416.94
0.09 COR CENCORA INC 2795393 239.88 139 33,343.32
0.09 HUM HUMANA INC 2445063 321.56 103 33,120.68
0.09 VRSK VERISK ANALYTICS INC B4P9W92 268.79 123 33,061.17
0.09 A AGILENT TECHNOLOGIES INC 2520153 137.31 240 32,954.40
0.09 MCHP MICROCHIP TECHNOLOGY INC 2592174 77.62 424 32,910.88
0.09 EW EDWARDS LIFESCIENCES CORP 2567116 68.52 477 32,684.04
0.09 RCL ROYAL CARIBBEAN 2754907 167.96 194 32,584.24
0.09 EFX EQUIFAX INC 2319146 306.75 106 32,515.50
0.09 GIS GENERAL MILLS INC 2367026 73.71 439 32,358.69
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 116.26 278 32,320.28
0.09 EXC EXELON CORP 2670519 40.23 794 31,942.62
0.09 KMI KINDER MORGAN INC B3NQ4P8 21.14 1,511 31,942.54
0.09 CNC CENTENE CORP 2807061 75.35 423 31,873.05
0.09 FAST FASTENAL CO 2332262 69.82 453 31,628.46
0.08 KDP KEURIG DR PEPPER INC BD3W133 37.61 827 31,103.47
0.08 HWM HOWMET AEROSPACE INC BKLJ8V2 95.28 325 30,966.00
0.08 CTVA CORTEVA INC BK73B42 56.63 546 30,919.98
0.08 EXR EXTRA SPACE STORAGE INC B02HWR9 176.28 175 30,849.00
0.08 YUM YUM! BRANDS INC 2098876 133.65 230 30,739.50
0.08 KR KROGER CO 2497406 55.91 547 30,582.77
0.08 CTSH COGNIZANT TECH-A 2257019 77.21 395 30,497.95
0.08 AME AMETEK INC 2089212 167.23 182 30,435.86
0.08 SYY SYSCO CORP 2868165 76.52 396 30,301.92
0.08 OTIS OTIS WORLDWIDE CORP BK531S8 94.18 319 30,043.42
0.08 ED CONSOLIDATED EDISON INC 2216850 104.56 280 29,276.80
0.08 EA ELECTRONIC ARTS INC 2310194 145.83 200 29,166.00
0.08 RMD RESMED INC 2732903 248.93 117 29,124.81
0.08 DOW DOW INC BHXCF84 50.15 580 29,087.00
0.08 OTHER PAYABLE & RECEIVABLES 1.00 28,986 28,986.32
0.08 IR INGERSOLL-RAND INC BL5GZ82 91.03 318 28,947.54
0.08 HES HESS CORP 2023748 128.07 226 28,943.82
0.08 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 86.91 333 28,941.03
0.08 CBRE CBRE GROUP INC - A B6WVMH3 118.66 239 28,359.74
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 50.83 554 28,159.82
0.08 NVR NVR INC 2637785 9,369.58 3 28,108.74
0.08 VICI VICI PROPERTIES INC BYWH073 33.96 826 28,050.96
0.08 HIG HARTFORD FINL SV 2476193 115.36 243 28,032.48
0.08 XEL XCEL ENERGY INC 2614807 63.84 439 28,025.76
0.07 IRM IRON MOUNTAIN INC BVFTF03 116.35 237 27,573.77
0.07 EIX EDISON INTERNATIONAL 2829515 85.42 319 27,248.98
0.07 AVB AVALONBAY COMMUNITIES INC 2131179 234.75 116 27,231.00
0.07 OXY OCCIDENTAL PETROLEUM CORP 2655408 51.05 532 27,158.60
0.07 TRGP TARGA RESOURCES CORP B55PZY3 148.19 183 27,118.77
0.07 MLM MARTIN MARIETTA MATERIALS 2572079 520.68 52 27,075.36
0.07 VMC VULCAN MATERIALS CO 2931205 237.47 114 27,071.58
0.07 NUE NUCOR CORP 2651086 143.59 188 26,994.92
0.07 ODFL OLD DOMINION FREIGHT LINE 2656423 192.61 140 26,965.40
0.07 DFS DISCOVER FINANCI B1YLC43 131.33 205 26,922.65
0.07 DD DUPONT DE NEMOURS INC BK0VN47 81.42 328 26,705.76
0.07 GLW CORNING INC 2224701 42.50 628 26,690.00
0.07 BKR BAKER HUGHES CO BDHLTQ5 33.40 776 25,918.40
0.07 NDAQ NASDAQ INC 2965107 73.00 355 25,915.00
0.07 XYL XYLEM INC B3P2CN8 130.83 198 25,904.34
0.07 FANG DIAMONDBACK ENERGY INC B7Y8YR3 172.42 150 25,863.00
0.07 WTW WILLIS TOWERS WATSON PLC BDB6Q21 290.70 88 25,581.60
0.07 CHTR CHARTER COMMUN-A BZ6VT82 340.17 75 25,512.75
0.07 EBAY EBAY INC 2293819 63.44 401 25,439.44
0.07 WAB WABTEC CORP 2955733 168.98 150 25,347.00
0.07 CSGP COSTAR GROUP INC 2262864 78.87 319 25,159.53
0.07 CDW CDW CORP/DE BBM5MD6 220.15 114 25,097.10
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 95.85 258 24,729.30
0.07 ON ON SEMICONDUCTOR 2583576 71.72 344 24,671.68
0.07 PPG PPG INDUSTRIES INC 2698470 126.98 194 24,634.12
0.07 TSCO TRACTOR SUPPLY COMPANY 2900335 282.96 87 24,617.52
0.07 PHM PULTEGROUP INC 2708841 139.54 175 24,419.50
0.06 BIIB BIOGEN INC 2455965 195.63 123 24,062.49
0.06 LULU LULULEMON ATHLETICA INC B23FN39 266.76 90 24,008.40
0.06 DAL DELTA AIR LINES INC B1W9D46 45.18 530 23,945.40
0.06 ANSS ANSYS INC 2045623 318.51 75 23,888.25
0.06 AWK AMERICAN WATER W B2R3PV1 148.13 161 23,848.93
0.06 GPN GLOBAL PAYMENTS INC 2712013 110.44 213 23,523.72
0.06 HSY HERSHEY CO/THE 2422806 200.83 117 23,497.11
0.06 ROK ROCKWELL AUTOMATION INC 2754060 262.92 89 23,399.88
0.06 AXON AXON ENTERPRISE INC BDT5S35 379.61 61 23,156.21
0.06 ADM ARCHER-DANIELS-MIDLAND CO 2047317 60.39 383 23,129.37
0.06 HPQ HP INC BYX4D52 33.32 689 22,957.48
0.06 FITB FIFTH THIRD BANCORP 2336747 42.07 544 22,886.08
0.06 MTB M & T BANK CORP 2340168 168.88 135 22,798.80
0.06 CAH CARDINAL HEALTH INC 2175672 113.17 201 22,747.17
0.06 DXCM DEXCOM INC B0796X4 69.51 322 22,382.22
0.06 GRMN GARMIN LTD B3Z5T14 172.68 129 22,275.72
0.06 KHC KRAFT HEINZ CO/THE BYRY499 35.59 624 22,208.16
0.06 MTD METTLER-TOLEDO 2126249 1,383.06 16 22,128.96
0.06 TYL TYLER TECHNOLOGIES INC 2909644 581.96 38 22,114.48
0.06 ETR ENTERGY CORP 2317087 127.09 174 22,113.66
0.06 DOV DOVER CORP 2278407 185.06 119 22,022.14
0.06 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 150.04 146 21,905.84
0.06 EQR EQUITY RESIDENTIAL 2319157 78.08 278 21,706.24
0.06 IFF INTL FLAVORS & FRAGRANCES 2464165 103.59 208 21,546.72
0.06 VTR VENTAS INC 2927925 65.06 331 21,534.86
0.06 VST Vistra Corp. BZ8VJQ8 85.55 250 21,387.50
0.06 SBAC SBA COMMUNICATIONS CORP BZ6TS23 242.95 88 21,379.60
0.06 DTE DTE ENERGY COMPANY 2280220 124.93 170 21,238.10
0.06 CHD CHURCH & DWIGHT CO INC 2195841 104.04 202 21,016.08
0.06 DECK DECKERS OUTDOOR CORP 2267278 935.07 22 20,571.54
0.05 NTAP NETAPP INC 2630643 117.32 171 20,061.72
0.05 DVN DEVON ENERGY CORP 2480677 39.45 505 19,922.25
0.05 FSLR FIRST SOLAR INC B1HMF22 228.79 87 19,904.73
0.05 VLTO VERALTO CORP BPGMZQ5 110.02 180 19,803.60
0.05 HAL HALLIBURTON CO 2405302 27.87 706 19,676.22
0.05 FTV FORTIVE CORP BYT3MK1 73.60 267 19,651.20
0.05 PPL PPL CORP 2680905 32.46 601 19,508.46
0.05 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 93.18 209 19,474.62
0.05 WY WEYERHAEUSER CO 2958936 32.45 596 19,340.20
0.05 WST WEST PHARMACEUT 2950482 300.67 64 19,242.88
0.05 TROW T ROWE PRICE GROUP INC 2702337 104.56 184 19,239.04
0.05 TTWO TAKE-TWO INTERAC 2122117 152.18 125 19,022.50
0.05 MRNA MODERNA INC BGSXTS3 68.28 277 18,913.56
0.05 STT STATE STREET CORP 2842040 83.28 227 18,904.56
0.05 ES EVERSOURCE ENERGY BVVN4Q8 67.97 275 18,691.75
0.05 BRO BROWN & BROWN INC 2692687 103.13 181 18,666.53
0.05 BR BROADRIDGE FINL B1VP7R6 211.95 87 18,439.65
0.05 SW SMURFIT WESTROCK PLC BRK49M5 44.92 410 18,417.20
0.05 RJF RAYMOND JAMES 2718992 117.89 156 18,390.84
0.05 STE STERIS PLC BFY8C75 244.83 75 18,362.25
0.05 ZBH ZIMMER BIOMET HO 2783815 106.26 172 18,276.72
0.05 FE FIRSTENERGY CORP 2100920 44.47 409 18,188.23
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 209.59 86 18,024.74
0.05 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 183.30 98 17,963.40
0.05 SMCI SUPER MICRO COMPUTER INC B1VQR35 457.16 39 17,829.24
0.05 CINF CINCINNATI FINANCIAL CORP 2196888 135.82 131 17,792.42
0.05 AEE AMEREN CORPORATION 2050832 83.99 210 17,637.90
0.05 HPE HEWLETT PACKA BYVYWS0 17.15 1,028 17,630.20
0.05 PTC PTC INC B95N910 172.23 102 17,567.46
0.05 CASH 1.00 17,562 17,562.29
0.05 EQT EQT CORP 2319414 33.19 525 17,424.75
0.05 ATO ATMOS ENERGY CORP 2315359 136.97 126 17,258.22
0.05 INVH INVITATION HOMES INC BD81GW9 37.02 465 17,214.30
0.05 WDC WESTERN DIGITAL CORP 2954699 65.02 262 17,035.24
0.05 TER TERADYNE INC 2884183 131.23 128 16,797.44
0.05 GDDY GODADDY INC - CLASS A BWFRFC6 152.28 110 16,750.80
0.05 K KELLANOVA 2486813 80.68 207 16,700.76
0.05 COO COOPER COS INC/THE BQPDXR3 110.53 151 16,690.03
0.05 MKC MCCORMICK-N/V 2550161 83.76 199 16,668.24
0.04 HBAN HUNTINGTON BANCSHARES INC 2445966 14.38 1,147 16,493.86
0.04 LDOS LEIDOS HOLDINGS INC BDV82B8 155.50 106 16,483.00
0.04 ARE ALEXANDRIA REAL 2009210 124.42 132 16,423.44
0.04 CMS CMS ENERGY CORP 2219224 70.09 234 16,401.06
0.04 DRI DARDEN RESTAURANTS INC 2289874 160.25 102 16,345.50
0.04 OMC OMNICOM GROUP 2279303 99.97 163 16,295.11
0.04 EL ESTEE LAUDER 2320524 84.56 192 16,235.52
0.04 HUBB HUBBELL INC BDFG6S3 404.63 40 16,185.20
0.04 CLX CLOROX COMPANY 2204026 166.27 97 16,128.19
0.04 BALL BALL CORP 2073022 66.00 243 16,038.00
0.04 BAX BAXTER INTERNATIONAL INC 2085102 39.72 402 15,967.44
0.04 EXPE EXPEDIA GROUP INC B748CK2 135.77 116 15,749.32
0.04 SYF SYNCHRONY FINANCIAL BP96PS6 47.13 334 15,741.42
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 314.05 50 15,702.50
0.04 CPAY CORPAY INC BMX5GK7 307.43 51 15,678.93
0.04 DG DOLLAR GENERAL CORP B5B1S13 84.75 185 15,678.75
0.04 BBY BEST BUY CO INC 2094670 98.45 157 15,456.65
0.04 J JACOBS SOLUTIONS INC BNGC0D3 143.96 107 15,403.72
0.04 MOH MOLINA HEALTHCARE INC 2212706 358.20 43 15,402.60
0.04 HOLX HOLOGIC INC 2433530 81.15 188 15,256.20
0.04 EXPD EXPEDITORS INTL WASH INC 2325507 120.78 126 15,218.28
0.04 STX SEAGATE TECHNOLO BKVD2N4 102.13 149 15,217.37
0.04 CFG CITIZENS FINANCIAL GROUP BQRX1X3 40.09 379 15,194.11
0.04 RF REGIONS FINANCIAL CORP B01R311 21.97 688 15,115.36
0.04 STLD STEEL DYNAMICS INC 2849472 112.84 133 15,007.72
0.04 WAT WATERS CORP 2937689 325.86 46 14,989.56
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 427.75 35 14,971.25
0.04 GPC GENUINE PARTS CO 2367480 137.35 109 14,971.15
0.04 MAA MID-AMERICA APAR 2589132 166.18 90 14,956.20
0.04 WBD WARNER BROS DISCOVERY INC BM8JYX3 8.49 1,760 14,942.40
0.04 NTRS NORTHERN TRUST CORP 2648668 88.24 168 14,824.32
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 81.32 179 14,556.28
0.04 LH LABCORP HOLDINGS INC BSBK800 221.13 65 14,373.45
0.04 APTV APTIV PLC B783TY6 68.95 205 14,134.75
0.04 AVY AVERY DENNISON CORP 2066408 219.42 64 14,042.88
0.04 MAS MASCO CORP 2570200 80.21 174 13,956.54
0.04 ENPH ENPHASE ENERGY INC B65SQW4 109.91 126 13,848.66
0.04 TSN TYSON FOODS INC-CL A 2909730 61.40 224 13,753.60
0.04 SWKS SKYWORKS SOLUTIONS INC 2961053 102.47 133 13,628.51
0.04 CNP CENTERPOINT ENERGY INC 2440637 27.93 487 13,601.91
0.04 PKG PACKAGING CORP OF AMERICA 2504566 209.02 65 13,586.30
0.04 LUV SOUTHWEST AIRLINES CO 2831543 28.68 468 13,422.24
0.04 NDSN NORDSON CORP 2641838 251.81 53 13,345.93
0.04 ULTA ULTA BEAUTY INC B28TS42 378.34 35 13,241.90
0.04 UAL UNITED AIRLINES B4QG225 50.22 263 13,207.86
0.04 DGX QUEST DIAGNOSTICS INC 2702791 154.38 85 13,122.30
0.04 WRB WR BERKLEY CORP 2093644 58.34 224 13,068.16
0.04 CCL CARNIVAL CORP 2523044 17.26 751 12,962.26
0.04 ALGN ALIGN TECHNOLOGY INC 2679204 243.73 53 12,917.69
0.03 SWK STANLEY BLACK & B3Q2FJ4 101.35 127 12,871.45
0.03 CTRA COTERRA ENERGY INC 2162340 22.78 563 12,825.14
0.03 NRG NRG ENERGY INC 2212922 81.04 157 12,723.28
0.03 RVTY REVVITY INC 2305844 122.03 104 12,691.12
0.03 KIM KIMCO REALTY CORP 2491594 24.02 527 12,658.54
0.03 PODD INSULET CORP B1XGNW4 233.87 54 12,628.98
0.03 TXT TEXTRON INC 2885937 87.70 144 12,628.80
0.03 VRSN VERISIGN INC 2142922 182.81 69 12,613.89
0.03 DLTR DOLLAR TREE INC 2272476 69.70 180 12,546.00
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 22.58 555 12,531.90
0.03 AMCR AMCOR PLC BJ1F307 10.99 1,137 12,495.63
0.03 FDS FACTSET RESEARCH 2329770 445.36 28 12,470.08
0.03 IP INTERNATIONAL PAPER CO 2465254 48.70 255 12,418.50
0.03 AKAM AKAMAI TECHNOLOGIES INC 2507457 98.53 126 12,414.78
0.03 EG EVEREST GROUP LTD 2556868 380.75 32 12,184.00
0.03 ZBRA ZEBRA TECH CORP 2989356 337.48 36 12,149.28
0.03 LYV LIVE NATION ENTE B0T7YX2 98.85 122 12,059.70
0.03 CAG CONAGRA BRANDS INC 2215460 32.05 376 12,050.80
0.03 NI NISOURCE INC 2645409 34.06 353 12,023.18
0.03 LNT ALLIANT ENERGY CORP 2973821 59.65 201 11,989.65
0.03 KEY KEYCORP 2490911 16.09 743 11,954.87
0.03 BG BUNGE GLOBAL SA BQ6BPG9 97.38 122 11,880.36
0.03 IEX IDEX CORP 2456612 199.78 59 11,787.02
0.03 ROL ROLLINS INC 2747305 50.47 227 11,456.69
0.03 PNR PENTAIR PLC BLS09M3 91.49 124 11,344.76
0.03 SPX US 09/20/24 P5260 170.00 66 11,220.00
0.03 UDR UDR INC 2727910 47.13 236 11,122.68
0.03 EVRG EVERGY INC BFMXGR0 61.06 181 11,051.86
0.03 CPT CAMDEN PROPERTY TRUST 2166320 125.60 87 10,927.20
0.03 VTRS VIATRIS INC BMWS3X9 11.66 937 10,925.42
0.03 MRO MARATHON OIL CORP 2910970 26.13 416 10,870.08
0.03 TRMB TRIMBLE INC 2903958 56.50 192 10,848.00
0.03 LVS LAS VEGAS SANDS CORP B02T2J7 40.02 269 10,765.38
0.03 CF CF INDUSTRIES HO B0G4K50 79.15 136 10,764.40
0.03 UHS UNIVERSAL HLTH-B 2923785 232.56 46 10,697.76
0.03 GEN GEN DIGITAL INC BJN4XN5 26.49 400 10,596.00
0.03 L LOEWS CORP 2523022 78.34 135 10,575.90
0.03 SJM JM SMUCKER CO/THE 2951452 120.74 86 10,383.64
0.03 AES AES CORP 2002479 18.54 558 10,345.32
0.03 KMX CARMAX INC 2983563 78.78 130 10,241.40
0.03 JBHT HUNT (JB) TRANS 2445416 168.66 60 10,119.60
0.03 SNA SNAP-ON INC 2818740 280.44 36 10,095.84
0.03 CE CELANESE CORP B05MZT4 123.14 81 9,974.34
0.03 REG REGENCY CENTERS CORP 2726177 74.68 131 9,783.08
0.03 JNPR JUNIPER NETWORKS INC 2431846 38.60 252 9,727.20
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 74.67 130 9,707.10
0.03 DPZ DOMINO'S PIZZA INC B01SD70 402.52 24 9,660.48
0.03 HST HOST HOTELS & RESORTS INC 2567503 17.42 554 9,650.68
0.03 POOL POOL CORP 2781585 356.02 27 9,612.54
0.03 BXP BXP INC 2019479 80.06 116 9,286.96
0.03 IPG INTERPUBLIC GRP 2466321 30.85 299 9,224.15
0.02 JKHY JACK HENRY 2469193 176.07 52 9,155.64
0.02 EMN EASTMAN CHEMICAL CO 2298386 102.29 89 9,103.81
0.02 EPAM EPAM SYSTEMS INC B44Z3T8 201.88 45 9,084.60
0.02 JBL JABIL INC 2471789 105.90 84 8,895.60
0.02 CHRW CH ROBINSON 2116228 100.07 88 8,806.16
0.02 FFIV F5 INC 2427599 210.31 41 8,622.71
0.02 LKQ LKQ CORP 2971029 41.04 208 8,536.32
0.02 CTLT CATALENT INC BP96PQ4 59.62 143 8,525.66
0.02 SOLV SOLVENTUM CORP BMTQB43 70.00 121 8,470.00
0.02 INCY INCYTE CORP 2471950 63.56 127 8,072.12
0.02 ALLE ALLEGION PLC BFRT3W7 141.17 57 8,046.69
0.02 NWSA NEWS CORP - CLASS A BBGVT40 26.14 307 8,024.98
0.02 LW LAMB WESTON HOLDINGS INC BDQZFJ3 64.17 124 7,957.08
0.02 CPB CAMPBELL SOUP CO 2162845 51.09 155 7,918.95
0.02 TAP MOLSON COORS-B B067BM3 54.94 144 7,911.36
0.02 TFX TELEFLEX INC 2881407 246.05 32 7,873.60
0.02 QRVO QORVO INC BR9YYP4 107.65 73 7,858.45
0.02 PNW PINNACLE WEST CAPITAL 2048804 90.70 85 7,709.50
0.02 ALB ALBEMARLE CORP 2046853 87.44 88 7,694.72
0.02 TPR TAPESTRY INC BF09HX3 42.76 179 7,654.04
0.02 HSIC HENRY SCHEIN INC 2416962 70.38 108 7,601.04
0.02 AOS SMITH (A.O.) CORP 2816023 79.97 95 7,597.15
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 257.13 29 7,456.77
0.02 DAY DAYFORCE INC BFX1V56 59.41 125 7,426.25
0.02 HAS HASBRO INC 2414580 68.73 105 7,216.65
0.02 MTCH MATCH GROUP INC BK80XH9 35.02 206 7,214.12
0.02 HRL HORMEL FOODS CORP 2437264 32.08 224 7,185.92
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 36.51 196 7,155.96
0.02 FOXA FOX CORP - CLASS A BJJMGL2 39.66 180 7,138.80
0.02 HII HUNTINGTON INGAL B40SSC9 261.55 27 7,061.85
0.02 DVA DAVITA INC 2898087 163.56 43 7,033.08
0.02 CRL CHARLES RIVER LA 2604336 198.61 34 6,752.74
0.02 APA APA CORP BNNF1C1 23.94 282 6,751.08
0.02 AIZ ASSURANT INC 2331430 192.24 35 6,728.40
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 46.46 141 6,550.86
0.02 MOS MOSAIC CO/THE B3NPHP6 26.39 248 6,544.72
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 38.87 168 6,530.16
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 19.33 335 6,475.55
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 169.38 38 6,436.44
0.02 MHK MOHAWK INDUSTRIES INC 2598699 156.55 41 6,418.55
0.02 FMC FMC CORP 2328603 63.51 100 6,351.00
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 140.53 43 6,042.79
0.02 GL GLOBE LIFE INC BK6YKG1 103.80 58 6,020.40
0.02 WYNN WYNN RESORTS LTD 2963811 78.46 76 5,962.96
0.02 FRT FEDERAL REALTY INVS TRUST BN7P9B2 117.39 50 5,869.50
0.02 BWA BORGWARNER INC 2111955 32.21 177 5,701.17
0.02 IVZ INVESCO LTD B28XP76 16.01 349 5,587.49
0.02 RL RALPH LAUREN CORP B4V9661 178.64 31 5,537.84
0.02 AAL AMERICAN AIRLINE BCV7KT2 10.69 508 5,430.52
0.01 BIO BIO-RAD LABORATORIES-A 2098508 326.22 16 5,219.52
0.01 WBA WALGREENS BOOTS BTN1Y44 9.21 555 5,111.55
0.01 BBWI BATH & BODY WORKS INC BNNTGJ5 27.21 182 4,952.22
0.01 BEN FRANKLIN RESOURCES INC 2350684 19.90 229 4,557.10
0.01 ETSY ETSY INC BWTN5N1 55.65 73 4,062.45
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 10.52 377 3,966.04
0.01 FOX FOX CORP - CLASS B BJJMGY5 36.78 103 3,788.34
0.01 NWS NEWS CORP - CLASS B BBGVT51 27.38 80 2,190.40
0.00 XSP US 09/20/24 P526 19.00 16 304.00
-0.05 XSP US 09/20/24 C553 1,124.50 -16 -17,992.00
-1.92 SPX US 09/20/24 C5535 10,855.00 -66 -716,430.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 09/12/24

Return on Equity 19.50%
Weighted Avg. Market Cap 857,212 M
2023 2024
Price-to-earnings 25.75 23.10
Price-to-book value 4.85 4.22

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 08/31/24

Versus Beta
S&P 500 0.34
NASDAQ-100 0.26
MSCI EAFE 0.30
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.