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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 has made monthly distributions 3 years running.

Key Information As of 10/21/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $38.11 million
NAV $18.96
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 10/18/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 2,010,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.26%

Distributions As of 10/21/24

30-Day SEC Yield 0.77%
Trailing 12-Month Distribution (%) 13.80%
Distribution Rate 11.77%
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 10/21/24

NAV $18.96 Daily Change -$0.20 -1.04%
Market Price $19.00 Daily Change -$0.18 -0.94%

Performance History

As of recent month & quarter-end (09/30/24)
As of recent month & quarter-end (09/30/24)
Fund NAV Market Price Index
1 Year 12.16% 11.97% 12.99%
3 Years 0.93% 0.75% 1.46%
Since Inception 0.39% 0.34% 1.00%
1 Year 12.16% 11.97% 12.99%
3 Years 0.93% 0.75% 1.46%
Since Inception 0.39% 0.34% 1.00%
Year-to-Date 9.95% 9.94% 10.60%
1 Month 1.02% 0.80% 1.11%
3 Months 4.25% 3.86% 4.51%
Since Inception 1.23% 1.04% 3.13%
Year-to-Date 9.95% 9.94% 10.60%
1 Month 1.02% 0.80% 1.11%
3 Months 4.25% 3.86% 4.51%
Since Inception 1.23% 1.04% 3.13%

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 10/18/24

S&P 500 Price 5,864.67 S&P 500 Mini Price 586.47

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Mini Call Option -$527,820 585 0.00% 11/15/2024 28
Short S&P 500 Call Option -$38,120,355 5855 0.00% 11/15/2024 28

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Mini Put Option $527,820 556 -5.20% 11/15/2024 28
Long S&P 500 Put Option $38,120,355 5565 -5.11% 11/15/2024 28

Top Holdings As of 10/21/24

Full Holdings (.csv)
Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
7.36 AAPL APPLE INC 2046251 236.48 11,867 2,806,308.16
7.24 NVDA NVIDIA CORP 2379504 143.71 19,200 2,759,232.00
6.38 MSFT MICROSOFT CORP 2588173 418.78 5,801 2,429,342.78
3.62 AMZN AMAZON.COM INC 2000019 189.07 7,287 1,377,753.09
2.57 META META PLATFORMS INC B7TL820 575.16 1,704 980,072.64
1.97 GOOGL ALPHABET INC-CL A BYVY8G0 164.07 4,567 749,307.69
1.74 BRK/B BERKSHIRE HATH-B 2073390 464.16 1,427 662,356.32
1.71 AVGO BROADCOM INC BDZ78H9 179.99 3,627 652,823.73
1.63 GOOG ALPHABET INC-CL C BYY88Y7 165.80 3,742 620,423.60
1.46 LLY ELI LILLY & CO 2516152 906.13 614 556,363.82
1.30 JPM JPMORGAN CHASE & CO 2190385 223.00 2,215 493,945.00
1.24 TSLA TESLA INC B616C79 218.85 2,160 472,716.00
1.09 XOM EXXON MOBIL CORP 2326618 120.08 3,457 415,116.56
1.08 UNH UNITEDHEALTH GROUP INC 2917766 571.47 719 410,886.93
1.04 CASH 1.00 396,243 396,242.72
0.98 V VISA INC-CLASS A SHARES B2PZN04 286.85 1,299 372,618.15
0.87 MA MASTERCARD INC - A B121557 515.01 641 330,121.41
0.82 HD HOME DEPOT INC 2434209 406.40 771 313,334.40
0.81 PG PROCTER & GAMBLE CO/THE 2704407 169.54 1,830 310,258.20
0.80 COST COSTCO WHOLESALE CORP 2701271 886.77 345 305,935.65
0.80 JNJ JOHNSON & JOHNSON 2475833 162.83 1,871 304,654.93
0.72 WMT WALMART INC 2936921 80.81 3,374 272,652.94
0.68 NFLX NETFLIX INC 2857817 772.07 333 257,099.31
0.67 ABBV ABBVIE INC B92SR70 186.54 1,372 255,932.88
0.58 CRM SALESFORCE INC 2310525 291.29 752 219,050.08
0.57 BAC BANK OF AMERICA CORP 2295677 41.76 5,238 218,738.88
0.57 ORCL ORACLE CORP 2661568 173.76 1,240 215,462.40
0.55 MRK MERCK & CO. INC. 2778844 106.34 1,966 209,064.44
0.55 KO COCA-COLA CO/THE 2206657 69.45 3,008 208,905.60
0.52 CVX CHEVRON CORP 2838555 150.88 1,319 199,010.72
0.52 AMD ADVANCED MICRO DEVICES 2007849 157.90 1,255 198,164.50
0.49 PEP PEPSICO INC 2681511 175.01 1,064 186,210.64
0.48 ACN ACCENTURE PLC-CL A B4BNMY3 376.03 485 182,374.55
0.47 LIN LINDE PLC BNZHB81 483.36 372 179,809.92
0.46 CSCO CISCO SYSTEMS INC 2198163 56.59 3,120 176,560.80
0.46 TMO THERMO FISHER 2886907 595.37 296 176,229.52
0.46 MCD MCDONALD'S CORP 2550707 314.89 556 175,078.84
0.45 ADBE ADOBE INC 2008154 497.71 343 170,714.53
0.44 WFC WELLS FARGO & CO 2649100 64.02 2,635 168,692.70
0.43 IBM IBM 2005973 231.75 713 165,237.75
0.43 GE GE AEROSPACE BL59CR9 194.23 839 162,958.97
0.41 ABT ABBOTT LABORATORIES 2002305 116.99 1,347 157,585.53
0.39 SPX US 11/15/24 P5565 2,270.00 65 147,550.00
0.38 CAT CATERPILLAR INC 2180201 390.48 375 146,430.00
0.38 NOW SERVICENOW INC B80NXX8 918.34 159 146,016.06
0.38 QCOM QUALCOMM INC 2714923 169.01 861 145,517.61
0.38 ISRG INTUITIVE SURGICAL INC 2871301 518.86 280 145,280.80
0.38 PM PHILIP MORRIS IN B2PKRQ3 118.96 1,202 142,989.92
0.37 VZ VERIZON COMMUNIC 2090571 43.70 3,254 142,199.80
0.36 TXN TEXAS INSTRUMENTS INC 2885409 195.77 706 138,213.62
0.36 DIS WALT DISNEY CO/THE 2270726 96.62 1,401 135,364.62
0.36 DHR DANAHER CORP 2250870 272.09 497 135,228.73
0.35 NEE NEXTERA ENERGY INC 2328915 84.03 1,587 133,355.61
0.35 INTU INTUIT INC 2459020 613.93 216 132,608.88
0.35 SPGI S&P GLOBAL INC BYV2325 523.19 253 132,367.07
0.35 AMGN AMGEN INC 2023607 316.74 415 131,447.10
0.34 UBER UBER TECHNOLOGIES INC BK6N347 80.46 1,622 130,506.12
0.34 GS GOLDMAN SACHS GROUP INC 2407966 517.80 250 129,450.00
0.34 RTX RTX CORPORATION BM5M5Y3 125.90 1,027 129,299.30
0.33 PFE PFIZER INC 2684703 28.93 4,375 126,568.75
0.32 LOW LOWE'S COS INC 2536763 276.84 440 121,809.60
0.32 AMAT APPLIED MATERIALS INC 2046552 184.46 657 121,190.22
0.32 CMCSA COMCAST CORP-CLASS A 2044545 40.53 2,982 120,860.46
0.32 AXP AMERICAN EXPRESS CO 2026082 270.74 445 120,479.30
0.31 T AT&T INC 2831811 21.66 5,532 119,823.12
0.31 PGR PROGRESSIVE CORP 2705024 250.74 464 116,343.36
0.30 UNP UNION PACIFIC CORP 2914734 240.35 482 115,848.70
0.30 MS MORGAN STANLEY 2262314 118.28 961 113,667.08
0.30 BKNG BOOKING HOLDINGS INC BDRXDB4 4,363.72 26 113,456.72
0.29 HON HONEYWELL INTL 2020459 221.50 502 111,193.00
0.28 BLK BLACKROCK INC BMZBBT7 1,000.53 107 107,056.71
0.28 ETN EATON CORP PLC B8KQN82 347.07 307 106,550.49
0.27 BSX BOSTON SCIENTIFIC CORP 2113434 88.05 1,170 103,018.50
0.26 TJX TJX COMPANIES INC 2989301 115.66 870 100,624.20
0.26 LMT LOCKHEED MARTIN CORP 2522096 614.61 163 100,181.43
0.26 SYK STRYKER CORP 2853688 367.25 270 99,157.50
0.26 VRTX VERTEX PHARM 2931034 478.09 205 98,008.45
0.26 COP CONOCOPHILLIPS 2685717 104.99 924 97,010.76
0.25 MU MICRON TECHNOLOGY INC 2588184 109.08 876 95,554.08
0.25 BX BLACKSTONE INC BKF2SL7 170.77 554 94,606.58
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 290.91 325 94,545.75
0.25 PANW PALO ALTO NETWORKS INC B87ZMX0 378.41 249 94,224.09
0.25 C CITIGROUP INC 2297907 61.83 1,516 93,734.28
0.24 MDT MEDTRONIC PLC BTN1Y11 91.03 1,017 92,577.51
0.24 FI FISERV INC 2342034 197.17 455 89,712.35
0.23 ADI ANALOG DEVICES INC 2032067 225.67 394 88,913.98
0.23 CB CHUBB LTD B3BQMF6 297.85 295 87,865.75
0.23 SBUX STARBUCKS CORP 2842255 96.45 901 86,901.45
0.23 PLD PROLOGIS INC B44WZD7 117.77 736 86,678.72
0.23 MMC MARSH & MCLENNAN COS 2567741 222.06 390 86,603.40
0.23 TMUS T-MOBILE US INC B94Q9V0 222.77 388 86,434.76
0.22 ANET ARISTA NETWORKS INC BN33VM5 406.01 204 82,826.04
0.22 DE DEERE & CO 2261203 406.96 203 82,612.88
0.22 GILD GILEAD SCIENCES INC 2369174 86.29 955 82,406.95
0.22 AMT AMERICAN TOWER CORP B7FBFL2 221.47 371 82,165.37
0.21 SCHW SCHWAB (CHARLES) CORP 2779397 70.87 1,146 81,217.02
0.21 BMY BRISTOL-MYERS SQUIBB CO 2126335 52.12 1,556 81,098.72
0.21 REGN REGENERON PHARMACEUTICALS 2730190 968.50 81 78,448.50
0.20 SO SOUTHERN CO/THE 2829601 92.73 838 77,707.74
0.20 ELV ELEVANCE HEALTH INC BSPHGL4 422.26 184 77,695.84
0.20 NKE NIKE INC -CL B 2640147 81.48 953 77,650.44
0.20 BA BOEING CO/THE 2108601 159.82 468 74,795.76
0.20 INTC INTEL CORP 2463247 22.84 3,267 74,618.28
0.19 UPS UNITED PARCEL-B 2517382 131.33 561 73,676.13
0.19 ICE INTERCONTINENTAL BFSSDS9 166.34 440 73,189.60
0.19 LRCX LAM RESEARCH CORP BSML4N7 72.84 998 72,694.32
0.19 KKR KKR & CO INC BG1FRR1 140.57 516 72,534.12
0.19 MDLZ MONDELEZ INTER-A B8CKK03 70.43 1,023 72,049.89
0.19 DUK DUKE ENERGY CORP B7VD3F2 119.89 591 70,854.99
0.19 CI THE CIGNA GROUP BHJ0775 320.23 221 70,770.83
0.18 SHW SHERWIN-WILLIAMS CO/THE 2804211 381.75 184 70,242.00
0.18 KLAC KLA CORP 2480138 673.61 103 69,381.83
0.18 TT TRANE TECHNOLOGIES PLC BK9ZQ96 400.80 173 69,338.40
0.18 ZTS ZOETIS INC B95WG16 189.45 359 68,012.55
0.18 PLTR PALANTIR TECHN-A BN78DQ4 42.70 1,589 67,850.30
0.17 CME CME GROUP INC 2965839 227.05 289 65,617.45
0.17 CEG CONSTELLATION ENERGY BMH4FS1 273.72 239 65,419.08
0.17 PYPL PAYPAL HOLDINGS INC BYW36M8 80.56 807 65,011.92
0.17 EQIX EQUINIX INC BVLZX12 879.94 73 64,235.62
0.17 MO ALTRIA GROUP INC 2692632 49.06 1,303 63,925.18
0.17 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 477.10 133 63,454.30
0.16 PH PARKER HANNIFIN CORP 2671501 639.24 98 62,645.52
0.16 CMG CHIPOTLE MEXICAN B0X7DZ3 59.70 1,045 62,386.50
0.16 SNPS SYNOPSYS INC 2867719 505.59 123 62,187.57
0.16 CL COLGATE-PALMOLIVE CO 2209106 99.36 624 62,000.64
0.16 WM WASTE MANAGEMENT INC 2937667 211.82 292 61,851.44
0.16 AON AON PLC-CLASS A BLP1HW5 357.43 172 61,477.96
0.16 APH AMPHENOL CORP-CL A 2145084 66.87 919 61,453.53
0.16 MCO MOODY'S CORP 2252058 486.96 126 61,356.96
0.16 HCA HCA HEALTHCARE INC B4MGBG6 410.76 148 60,792.48
0.16 GD GENERAL DYNAMICS CORP 2365161 308.08 197 60,691.76
0.16 GEV GE VERNOVA INC BP6H4Y1 276.43 216 59,708.88
0.16 TDG TRANSDIGM GROUP INC B11FJK3 1,386.86 43 59,634.98
0.16 WELL WELLTOWER INC BYVYHH4 130.06 455 59,177.30
0.15 NOC NORTHROP GRUMMAN CORP 2648806 529.65 111 58,791.15
0.15 PNC PNC FINANCIAL SE 2692665 185.64 316 58,662.24
0.15 APD AIR PRODS & CHEM 2011602 331.56 176 58,354.56
0.15 USB US BANCORP 2736035 47.92 1,189 56,976.88
0.15 CTAS CINTAS CORP 2197137 211.55 268 56,695.40
0.15 MMM 3M CO 2595708 134.84 418 56,363.12
0.15 BDX BECTON DICKINSON AND CO 2087807 240.52 233 56,041.16
0.15 CDNS CADENCE DESIGN SYS INC 2302232 253.15 221 55,946.15
0.15 CVS CVS HEALTH CORP 2577609 58.17 958 55,726.86
0.15 TGT TARGET CORP 2259101 150.91 366 55,233.06
0.14 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,219.01 45 54,855.45
0.14 CARR CARRIER GLOBAL CORP BK4N0D7 81.38 673 54,768.74
0.14 CRWD CROWDSTRIKE HO-A BJJP138 309.55 176 54,480.80
0.14 EOG EOG RESOURCES INC 2318024 125.71 432 54,306.72
0.14 MCK MCKESSON CORP 2378534 508.32 105 53,373.60
0.14 ITW ILLINOIS TOOL WORKS 2457552 258.37 205 52,965.85
0.14 FCX FREEPORT-MCMORAN INC 2352118 47.94 1,092 52,350.48
0.13 NEM NEWMONT CORP 2636607 57.57 871 50,143.47
0.13 AJG ARTHUR J GALLAGHER & CO 2359506 289.62 173 50,104.26
0.13 ECL ECOLAB INC 2304227 259.19 192 49,764.48
0.13 EMR EMERSON ELECTRIC CO 2313405 110.41 449 49,574.09
0.13 CSX CSX CORP 2160753 33.66 1,471 49,513.86
0.13 ADSK AUTODESK INC 2065159 289.78 170 49,262.60
0.13 WMB WILLIAMS COS INC 2967181 52.00 924 48,048.00
0.13 ABNB AIRBNB INC-CLASS A BMGYYH4 137.19 347 47,604.93
0.13 COF CAPITAL ONE FINA 2654461 157.02 303 47,577.06
0.12 MAR MARRIOTT INTL-A 2210614 264.97 177 46,899.69
0.12 TRV TRAVELERS COS INC/THE 2769503 259.70 179 46,486.30
0.12 PCAR PACCAR INC 2665861 109.61 423 46,365.03
0.12 FDX FEDEX CORP 2142784 268.81 171 45,966.51
0.12 ROP ROPER TECHNOLOGIES INC 2749602 556.80 82 45,657.60
0.12 TFC TRUIST FINANCIAL CORP BKP7287 42.43 1,076 45,654.68
0.12 SLB SCHLUMBERGER LTD 2779201 42.43 1,074 45,569.82
0.12 OKE ONEOK INC 2130109 96.82 467 45,214.94
0.12 O REALTY INCOME CORP 2724193 63.79 707 45,099.53
0.12 AFL AFLAC INC 2026361 112.75 396 44,649.00
0.12 DHI DR HORTON INC 2250687 186.27 239 44,518.53
0.12 NXPI NXP SEMICONDUCTORS NV B505PN7 230.15 193 44,418.95
0.12 NSC NORFOLK SOUTHERN CORP 2641894 248.16 178 44,172.48
0.12 HLT HILTON WORLDWIDE BYVMW06 236.95 186 44,072.70
0.11 AEP AMERICAN ELECTRIC POWER 2026242 100.16 424 42,467.84
0.11 URI UNITED RENTALS INC 2134781 832.53 51 42,459.03
0.11 BK BANK NY MELLON B1Z77F6 75.88 557 42,265.16
0.11 AZO AUTOZONE INC 2065955 3,218.48 13 41,840.24
0.11 PSA PUBLIC STORAGE 2852533 331.85 126 41,813.10
0.11 SPG SIMON PROPERTY GROUP INC 2812452 174.21 239 41,636.19
0.11 PSX PHILLIPS 66 B78C4Y8 131.32 316 41,497.12
0.11 GM GENERAL MOTORS CO B665KZ5 48.93 848 41,492.64
0.11 MPC MARATHON PETROLEUM CORP B3K3L40 156.91 261 40,953.51
0.11 MET METLIFE INC 2573209 84.84 482 40,892.88
0.11 D DOMINION ENERGY INC 2542049 60.03 679 40,760.37
0.11 SRE SEMPRA 2138158 84.93 477 40,511.61
0.11 FIS FIDELITY NATIONA 2769796 90.66 444 40,253.04
0.11 ALL ALLSTATE CORP 2019952 192.64 207 39,876.48
0.10 AMP AMERIPRISE FINANCIAL INC B0J7D57 522.64 76 39,720.64
0.10 DLR DIGITAL REALTY TRUST INC B03GQS4 165.20 240 39,648.00
0.10 FTNT FORTINET INC B5B2106 82.05 478 39,219.90
0.10 JCI JOHNSON CONTROLS BY7QL61 77.17 503 38,816.51
0.10 KMI KINDER MORGAN INC B3NQ4P8 24.74 1,551 38,371.74
0.10 ROST ROSS STORES INC 2746711 147.29 260 38,295.40
0.10 GWW WW GRAINGER INC 2380863 1,120.36 34 38,092.24
0.10 FICO FAIR ISAAC CORP 2330299 1,994.45 19 37,894.55
0.10 CPRT COPART INC 2208073 52.56 715 37,580.40
0.10 AIG AMERICAN INTERNA 2027342 77.55 484 37,534.20
0.10 PWR QUANTA SERVICES INC 2150204 317.64 117 37,163.88
0.10 KMB KIMBERLY-CLARK CORP 2491839 144.21 253 36,485.13
0.10 CMI CUMMINS INC 2240202 333.63 109 36,365.67
0.10 MSCI MSCI INC B2972D2 603.81 60 36,228.60
0.10 TEL TE CONNECTIVITY PLC BRC3N84 147.73 244 36,046.12
0.09 FAST FASTENAL CO 2332262 77.77 463 36,007.51
0.09 CCI CROWN CASTLE INC BTGQCX1 110.19 326 35,921.94
0.09 HWM HOWMET AEROSPACE INC BKLJ8V2 106.32 335 35,617.20
0.09 RCL ROYAL CARIBBEAN 2754907 199.91 178 35,583.98
0.09 PCG P G & E CORP 2689560 20.35 1,747 35,551.45
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 125.57 283 35,536.31
0.09 LEN LENNAR CORP-A 2511920 180.63 196 35,403.48
0.09 KVUE KENVUE INC BQ84ZQ6 22.92 1,543 35,365.56
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 248.15 142 35,237.30
0.09 VLO VALERO ENERGY CORP 2041364 135.50 260 35,230.00
0.09 PAYX PAYCHEX INC 2674458 141.09 249 35,131.41
0.09 F FORD MOTOR CO 2615468 10.88 3,206 34,881.28
0.09 OTIS OTIS WORLDWIDE CORP BK531S8 105.52 329 34,716.08
0.09 EW EDWARDS LIFESCIENCES CORP 2567116 70.05 487 34,114.35
0.09 COR CENCORA INC 2795393 236.54 144 34,061.76
0.09 PEG PUB SERV ENTERP 2707677 90.17 373 33,633.41
0.09 VST Vistra Corp. BZ8VJQ8 130.38 257 33,507.66
0.09 CTVA CORTEVA INC BK73B42 59.25 561 33,239.25
0.09 EXC EXELON CORP 2670519 40.50 814 32,967.00
0.09 IR INGERSOLL-RAND INC BL5GZ82 100.03 328 32,809.84
0.09 MPWR MONOLITHIC POWER B01Z7J1 883.26 37 32,680.62
0.09 MCHP MICROCHIP TECHNOLOGY INC 2592174 75.18 434 32,628.12
0.08 IQV IQVIA HOLDINGS INC BDR73G1 231.19 137 31,673.03
0.08 AME AMETEK INC 2089212 169.36 187 31,670.32
0.08 ACGL ARCH CAPITAL GROUP LTD 2740542 108.50 290 31,465.00
0.08 IT GARTNER INC 2372763 531.35 59 31,349.65
0.08 KDP KEURIG DR PEPPER INC BD3W133 36.93 847 31,279.71
0.08 CTSH COGNIZANT TECH-A 2257019 76.87 405 31,132.35
0.08 RSG REPUBLIC SERVICES INC 2262530 204.11 152 31,024.72
0.08 GIS GENERAL MILLS INC 2367026 68.77 449 30,877.73
0.08 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 89.80 343 30,801.40
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 53.77 569 30,595.13
0.08 SYY SYSCO CORP 2868165 74.71 406 30,332.26
0.08 VRSK VERISK ANALYTICS INC B4P9W92 268.09 113 30,294.17
0.08 ED CONSOLIDATED EDISON INC 2216850 106.26 285 30,284.10
0.08 CBRE CBRE GROUP INC - A B6WVMH3 123.52 244 30,138.88
0.08 NUE NUCOR CORP 2651086 156.11 193 30,129.23
0.08 IRM IRON MOUNTAIN INC BVFTF03 123.41 242 29,865.22
0.08 A AGILENT TECHNOLOGIES INC 2520153 136.76 217 29,676.92
0.08 STZ CONSTELLATION-A 2170473 239.21 124 29,662.04
0.08 RMD RESMED INC 2732903 240.05 122 29,286.10
0.08 BKR BAKER HUGHES CO BDHLTQ5 36.45 796 29,014.20
0.08 NVR NVR INC 2637785 9,655.67 3 28,967.01
0.08 ODFL OLD DOMINION FREIGHT LINE 2656423 198.05 145 28,717.25
0.08 DD DUPONT DE NEMOURS INC BK0VN47 84.87 338 28,686.06
0.08 HES HESS CORP 2023748 139.59 205 28,615.95
0.08 IDXX IDEXX LABORATORIES INC 2459202 453.38 63 28,562.94
0.08 XEL XCEL ENERGY INC 2614807 63.43 449 28,480.07
0.07 OXY OCCIDENTAL PETROLEUM CORP 2655408 51.82 547 28,345.54
0.07 YUM YUM! BRANDS INC 2098876 134.00 209 28,006.00
0.07 DELL DELL TECHNOLOGIES -C BHKD3S6 125.22 223 27,922.95
0.07 KR KROGER CO 2497406 56.34 493 27,775.62
0.07 VICI VICI PROPERTIES INC BYWH073 32.59 846 27,571.14
0.07 VMC VULCAN MATERIALS CO 2931205 259.94 105 27,293.70
0.07 DFS DISCOVER FINANCI B1YLC43 146.47 186 27,243.42
0.07 DOW DOW INC BHXCF84 52.21 520 27,149.20
0.07 MTB M & T BANK CORP 2340168 193.63 140 27,108.20
0.07 XYL XYLEM INC B3P2CN8 132.52 203 26,901.56
0.07 GLW CORNING INC 2224701 47.03 570 26,807.10
0.07 LULU LULULEMON ATHLETICA INC B23FN39 297.74 90 26,796.60
0.07 MLM MARTIN MARIETTA MATERIALS 2572079 577.53 46 26,566.38
0.07 CNC CENTENE CORP 2807061 61.00 433 26,413.00
0.07 EBAY EBAY INC 2293819 64.16 411 26,369.76
0.07 HIG HARTFORD FINL SV 2476193 120.93 217 26,241.81
0.07 TRGP TARGA RESOURCES CORP B55PZY3 161.71 162 26,197.02
0.07 DAL DELTA AIR LINES INC B1W9D46 55.10 475 26,172.50
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 99.43 263 26,150.09
0.07 WAB WABTEC CORP 2955733 189.97 137 26,025.89
0.07 EA ELECTRONIC ARTS INC 2310194 145.71 178 25,936.38
0.07 EFX EQUIFAX INC 2319146 275.83 94 25,928.02
0.07 EXR EXTRA SPACE STORAGE INC B02HWR9 164.80 157 25,873.60
0.07 HPQ HP INC BYX4D52 36.46 709 25,850.14
0.07 TSCO TRACTOR SUPPLY COMPANY 2900335 294.60 87 25,630.20
0.07 FANG DIAMONDBACK ENERGY INC B7Y8YR3 182.41 140 25,537.40
0.07 CSGP COSTAR GROUP INC 2262864 77.36 329 25,451.44
0.06 FITB FIFTH THIRD BANCORP 2336747 43.37 559 24,243.83
0.06 ETR ENTERGY CORP 2317087 135.04 179 24,172.16
0.06 DXCM DEXCOM INC B0796X4 72.61 332 24,106.52
0.06 EIX EDISON INTERNATIONAL 2829515 84.61 284 24,029.24
0.06 ROK ROCKWELL AUTOMATION INC 2754060 269.94 89 24,024.66
0.06 AXON AXON ENTERPRISE INC BDT5S35 443.98 54 23,974.92
0.06 NDAQ NASDAQ INC 2965107 74.30 322 23,924.60
0.06 ON ON SEMICONDUCTOR 2583576 67.14 354 23,767.56
0.06 HUM HUMANA INC 2445063 260.57 91 23,711.87
0.06 CHTR CHARTER COMMUN-A BZ6VT82 315.41 75 23,655.75
0.06 CDW CDW CORP/DE BBM5MD6 220.35 106 23,357.10
0.06 AVB AVALONBAY COMMUNITIES INC 2131179 224.15 104 23,311.60
0.06 CAH CARDINAL HEALTH INC 2175672 112.32 206 23,137.92
0.06 KHC KRAFT HEINZ CO/THE BYRY499 35.49 644 22,855.56
0.06 HSY HERSHEY CO/THE 2422806 184.67 122 22,529.74
0.06 DTE DTE ENERGY COMPANY 2280220 127.96 175 22,393.00
0.06 IFF INTL FLAVORS & FRAGRANCES 2464165 104.07 213 22,166.91
0.06 WTW WILLIS TOWERS WATSON PLC BDB6Q21 290.50 76 22,078.00
0.06 ADM ARCHER-DANIELS-MIDLAND CO 2047317 56.13 393 22,059.09
0.06 VTR VENTAS INC 2927925 64.67 341 22,052.47
0.06 PPG PPG INDUSTRIES INC 2698470 128.82 171 22,028.22
0.06 PHM PULTEGROUP INC 2708841 144.26 152 21,927.52
0.06 MTD METTLER-TOLEDO 2126249 1,365.68 16 21,850.88
0.06 ANSS ANSYS INC 2045623 327.46 66 21,612.36
0.06 TROW T ROWE PRICE GROUP INC 2702337 114.01 189 21,547.89
0.06 CHD CHURCH & DWIGHT CO INC 2195841 103.91 207 21,509.37
0.06 SBAC SBA COMMUNICATIONS CORP BZ6TS23 243.47 88 21,425.36
0.06 HPE HEWLETT PACKA BYVYWS0 19.97 1,053 21,028.41
0.06 EQR EQUITY RESIDENTIAL 2319157 74.16 283 20,987.28
0.06 FTV FORTIVE CORP BYT3MK1 77.12 272 20,976.64
0.06 STT STATE STREET CORP 2842040 90.19 232 20,924.08
0.06 VLTO VERALTO CORP BPGMZQ5 113.07 185 20,917.95
0.06 DOV DOVER CORP 2278407 192.74 108 20,815.92
0.05 DVN DEVON ENERGY CORP 2480677 40.08 515 20,641.20
0.05 HAL HALLIBURTON CO 2405302 28.26 726 20,516.76
0.05 TTWO TAKE-TWO INTERAC 2122117 156.88 130 20,394.40
0.05 PPL PPL CORP 2680905 32.73 616 20,161.68
0.05 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 157.82 127 20,043.14
0.05 AWK AMERICAN WATER W B2R3PV1 141.05 142 20,029.10
0.05 UAL UNITED AIRLINES B4QG225 74.00 268 19,832.00
0.05 WY WEYERHAEUSER CO 2958936 32.29 611 19,729.19
0.05 BRO BROWN & BROWN INC 2692687 106.05 186 19,725.30
0.05 BIIB BIOGEN INC 2455965 184.65 106 19,572.90
0.05 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 89.74 214 19,204.36
0.05 DECK DECKERS OUTDOOR CORP 2267278 160.01 119 19,041.19
0.05 BR BROADRIDGE FINL B1VP7R6 218.81 87 19,036.47
0.05 AEE AMEREN CORPORATION 2050832 88.23 215 18,969.45
0.05 PTC PTC INC B95N910 184.81 102 18,850.62
0.05 GDDY GODADDY INC - CLASS A BWFRFC6 163.89 115 18,847.35
0.05 LDOS LEIDOS HOLDINGS INC BDV82B8 169.68 111 18,834.48
0.05 TYL TYLER TECHNOLOGIES INC 2909644 586.77 32 18,776.64
0.05 NTAP NETAPP INC 2630643 125.32 149 18,672.68
0.05 SMCI SUPER MICRO COMPUTER INC BRC3N73 47.80 390 18,642.00
0.05 ATO ATMOS ENERGY CORP 2315359 142.21 131 18,629.51
0.05 ZBH ZIMMER BIOMET HO 2783815 105.20 177 18,620.40
0.05 SW SMURFIT WESTROCK PLC BRK49M5 44.20 420 18,564.00
0.05 ES EVERSOURCE ENERGY BVVN4Q8 66.13 280 18,516.40
0.05 GRMN GARMIN LTD B3Z5T14 166.47 111 18,478.17
0.05 RJF RAYMOND JAMES 2718992 137.50 134 18,425.00
0.05 GPN GLOBAL PAYMENTS INC 2712013 99.98 184 18,396.32
0.05 FE FIRSTENERGY CORP 2100920 43.70 419 18,310.30
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 212.42 86 18,268.12
0.05 HUBB HUBBELL INC BDFG6S3 456.70 40 18,268.00
0.05 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 184.84 98 18,114.32
0.05 HBAN HUNTINGTON BANCSHARES INC 2445966 15.27 1,177 17,972.79
0.05 WDC WESTERN DIGITAL CORP 2954699 67.26 267 17,958.42
0.05 CPAY CORPAY INC BMX5GK7 348.79 51 17,788.29
0.05 EL ESTEE LAUDER 2320524 89.26 197 17,584.22
0.05 OMC OMNICOM GROUP 2279303 103.61 168 17,406.48
0.05 STX SEAGATE TECHNOLO BKVD2N4 112.41 154 17,311.14
0.05 K KELLANOVA 2486813 81.17 212 17,208.04
0.05 FSLR FIRST SOLAR INC B1HMF22 196.25 87 17,073.75
0.05 CMS CMS ENERGY CORP 2219224 71.17 239 17,009.63
0.04 STE STERIS PLC BFY8C75 224.37 75 16,827.75
0.04 TER TERADYNE INC 2884183 125.93 133 16,748.69
0.04 DRI DARDEN RESTAURANTS INC 2289874 164.04 102 16,732.08
0.04 RF REGIONS FINANCIAL CORP B01R311 23.63 708 16,730.04
0.04 COO COOPER COS INC/THE BQPDXR3 106.72 156 16,648.32
0.04 NTRS NORTHERN TRUST CORP 2648668 95.76 173 16,566.48
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 89.65 184 16,495.60
0.04 BALL BALL CORP 2073022 66.19 248 16,415.12
0.04 CCL CARNIVAL CORP 2523044 21.28 771 16,406.88
0.04 ARE ALEXANDRIA REAL 2009210 119.52 137 16,374.24
0.04 EQT EQT CORP 2319414 36.36 450 16,362.00
0.04 GPC GENUINE PARTS CO 2367480 143.12 114 16,315.68
0.04 INVH INVITATION HOMES INC BD81GW9 33.71 475 16,012.25
0.04 CFG CITIZENS FINANCIAL GROUP BQRX1X3 41.06 389 15,972.34
0.04 MKC MCCORMICK-N/V 2550161 78.06 204 15,924.24
0.04 WAT WATERS CORP 2937689 345.50 46 15,893.00
0.04 SYF SYNCHRONY FINANCIAL BP96PS6 55.81 283 15,794.23
0.04 CINF CINCINNATI FINANCIAL CORP 2196888 140.17 112 15,699.04
0.04 HOLX HOLOGIC INC 2433530 81.15 193 15,661.95
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 446.93 35 15,642.55
0.04 CLX CLOROX COMPANY 2204026 160.39 97 15,557.83
0.04 WST WEST PHARMACEUT 2950482 287.25 54 15,511.50
0.04 DG DOLLAR GENERAL CORP B5B1S13 81.13 190 15,414.70
0.04 J JACOBS SOLUTIONS INC BNGC0D3 143.54 107 15,358.78
0.04 MRNA MODERNA INC BGSXTS3 53.80 282 15,171.60
0.04 CNP CENTERPOINT ENERGY INC 2440637 30.09 502 15,105.18
0.04 BBY BEST BUY CO INC 2094670 93.17 162 15,093.54
0.04 MAS MASCO CORP 2570200 84.19 179 15,070.01
0.04 BAX BAXTER INTERNATIONAL INC 2085102 36.57 412 15,066.84
0.04 EXPE EXPEDIA GROUP INC B748CK2 163.17 92 15,011.64
0.04 APTV APTIV PLC B783TY6 70.10 210 14,721.00
0.04 STLD STEEL DYNAMICS INC 2849472 133.45 110 14,679.50
0.04 LYV LIVE NATION ENTE B0T7YX2 114.96 127 14,599.92
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 291.37 50 14,568.50
0.04 LUV SOUTHWEST AIRLINES CO 2831543 30.44 478 14,550.32
0.04 PKG PACKAGING CORP OF AMERICA 2504566 219.10 65 14,241.50
0.04 LVS LAS VEGAS SANDS CORP B02T2J7 51.17 274 14,020.58
0.04 NRG NRG ENERGY INC 2212922 86.45 162 14,004.90
0.04 WRB WR BERKLEY CORP 2093644 61.03 229 13,975.87
0.04 SWK STANLEY BLACK & B3Q2FJ4 105.68 132 13,949.76
0.04 LH LABCORP HOLDINGS INC BSBK800 214.13 65 13,918.45
0.04 AKAM AKAMAI TECHNOLOGIES INC 2507457 106.15 131 13,905.65
0.04 AVY AVERY DENNISON CORP 2066408 215.41 64 13,786.24
0.04 CTRA COTERRA ENERGY INC 2162340 23.80 578 13,756.40
0.04 MAA MID-AMERICA APAR 2589132 152.61 90 13,734.90
0.04 WBD WARNER BROS DISCOVERY INC BM8JYX3 7.55 1,805 13,627.75
0.04 TSN TYSON FOODS INC-CL A 2909730 59.18 229 13,552.22
0.04 ZBRA ZEBRA TECH CORP 2989356 372.59 36 13,413.24
0.04 SWKS SKYWORKS SOLUTIONS INC 2961053 96.81 138 13,359.78
0.04 TXT TEXTRON INC 2885937 89.39 149 13,319.11
0.03 FDS FACTSET RESEARCH 2329770 468.93 28 13,130.04
0.03 EXPD EXPEDITORS INTL WASH INC 2325507 120.24 109 13,106.16
0.03 KIM KIMCO REALTY CORP 2491594 24.06 542 13,040.52
0.03 KEY KEYCORP 2490911 17.09 763 13,039.67
0.03 AMCR AMCOR PLC BJ1F307 11.12 1,167 12,977.04
0.03 ULTA ULTA BEAUTY INC B28TS42 369.20 35 12,922.00
0.03 VRSN VERISIGN INC 2142922 187.17 69 12,914.73
0.03 PODD INSULET CORP B1XGNW4 236.48 54 12,769.92
0.03 PNR PENTAIR PLC BLS09M3 98.36 129 12,688.44
0.03 NI NISOURCE INC 2645409 34.93 363 12,679.59
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 22.18 570 12,642.60
0.03 LNT ALLIANT ENERGY CORP 2973821 61.36 206 12,640.16
0.03 DGX QUEST DIAGNOSTICS INC 2702791 147.37 85 12,526.45
0.03 DLTR DOLLAR TREE INC 2272476 67.31 185 12,452.35
0.03 RVTY REVVITY INC 2305844 119.25 104 12,402.00
0.03 EG EVEREST GROUP LTD 2556868 386.65 32 12,372.80
0.03 IEX IDEX CORP 2456612 209.29 59 12,348.11
0.03 MOH MOLINA HEALTHCARE INC 2212706 286.60 43 12,323.80
0.03 IP INTERNATIONAL PAPER CO 2465254 46.93 260 12,201.80
0.03 TRMB TRIMBLE INC 2903958 60.77 197 11,971.69
0.03 CF CF INDUSTRIES HO B0G4K50 84.18 141 11,869.38
0.03 SNA SNAP-ON INC 2818740 325.99 36 11,735.64
0.03 ROL ROLLINS INC 2747305 49.84 232 11,562.88
0.03 ALGN ALIGN TECHNOLOGY INC 2679204 216.56 53 11,477.68
0.03 CAG CONAGRA BRANDS INC 2215460 29.51 386 11,390.86
0.03 EVRG EVERGY INC BFMXGR0 61.20 186 11,383.20
0.03 L LOEWS CORP 2523022 81.07 140 11,349.80
0.03 MRO MARATHON OIL CORP 2910970 26.55 426 11,310.30
0.03 BG BUNGE GLOBAL SA BQ6BPG9 88.85 127 11,283.95
0.03 VTRS VIATRIS INC BMWS3X9 11.57 962 11,130.34
0.03 GEN GEN DIGITAL INC BJN4XN5 26.80 410 10,988.00
0.03 CE CELANESE CORP B05MZT4 133.00 81 10,773.00
0.03 UHS UNIVERSAL HLTH-B 2923785 233.62 46 10,746.52
0.03 JBHT HUNT (JB) TRANS 2445416 177.58 60 10,654.80
0.03 UDR UDR INC 2727910 43.79 241 10,553.39
0.03 BXP BXP INC 2019479 86.93 121 10,518.53
0.03 JBL JABIL INC 2471789 124.37 84 10,447.08
0.03 DPZ DOMINO'S PIZZA INC B01SD70 431.29 24 10,350.96
0.03 SJM JM SMUCKER CO/THE 2951452 119.93 86 10,313.98
0.03 CPT CAMDEN PROPERTY TRUST 2166320 118.07 87 10,272.09
0.03 JNPR JUNIPER NETWORKS INC 2431846 39.26 257 10,089.82
0.03 HST HOST HOTELS & RESORTS INC 2567503 17.63 569 10,031.47
0.03 LW LAMB WESTON HOLDINGS INC BDQZFJ3 77.31 129 9,972.99
0.03 NDSN NORDSON CORP 2641838 253.35 39 9,880.65
0.03 AES AES CORP 2002479 17.21 573 9,861.33
0.03 REG REGENCY CENTERS CORP 2726177 71.60 136 9,737.60
0.03 KMX CARMAX INC 2983563 71.94 135 9,711.90
0.03 POOL POOL CORP 2781585 358.98 27 9,692.46
0.03 JKHY JACK HENRY 2469193 184.97 52 9,618.44
0.03 IPG INTERPUBLIC GRP 2466321 31.62 304 9,612.48
0.03 EMN EASTMAN CHEMICAL CO 2298386 107.82 89 9,595.98
0.03 CHRW CH ROBINSON 2116228 108.88 88 9,581.44
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 70.36 135 9,498.60
0.03 ENPH ENPHASE ENERGY INC B65SQW4 90.42 104 9,403.68
0.02 SOLV SOLVENTUM CORP BMTQB43 73.10 126 9,210.60
0.02 EPAM EPAM SYSTEMS INC B44Z3T8 199.98 45 8,999.10
0.02 FFIV F5 INC 2427599 217.95 41 8,935.95
0.02 CTLT CATALENT INC BP96PQ4 60.18 148 8,906.64
0.02 ALLE ALLEGION PLC BFRT3W7 152.01 57 8,664.57
0.02 INCY INCYTE CORP 2471950 65.27 132 8,615.64
0.02 ERIE ERIE INDEMNITY-A 2311711 477.91 18 8,602.38
0.02 DAY DAYFORCE INC BFX1V56 64.79 130 8,422.70
0.02 NWSA NEWS CORP - CLASS A BBGVT40 26.33 317 8,346.61
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 287.10 29 8,325.90
0.02 TAP MOLSON COORS-B B067BM3 55.72 149 8,302.28
0.02 LKQ LKQ CORP 2971029 38.88 213 8,281.44
0.02 ALB ALBEMARLE CORP 2046853 93.84 88 8,257.92
0.02 TPR TAPESTRY INC BF09HX3 44.51 184 8,189.84
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 23.71 345 8,179.95
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 40.48 201 8,136.48
0.02 HSIC HENRY SCHEIN INC 2416962 71.59 113 8,089.67
0.02 MTCH MATCH GROUP INC BK80XH9 37.85 211 7,986.35
0.02 HAS HASBRO INC 2414580 71.94 110 7,913.40
0.02 FOXA FOX CORP - CLASS A BJJMGL2 42.05 185 7,779.25
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 43.80 173 7,577.40
0.02 TFX TELEFLEX INC 2881407 236.42 32 7,565.44
0.02 CPB CAMPBELL SOUP CO 2162845 47.26 160 7,561.60
0.02 WYNN WYNN RESORTS LTD 2963811 98.37 76 7,476.12
0.02 AOS SMITH (A.O.) CORP 2816023 78.60 95 7,467.00
0.02 QRVO QORVO INC BR9YYP4 102.20 73 7,460.60
0.02 PNW PINNACLE WEST CAPITAL 2048804 87.46 85 7,434.10
0.02 HRL HORMEL FOODS CORP 2437264 31.32 229 7,172.28
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 166.65 43 7,165.95
0.02 APA APA CORP BNNF1C1 24.86 287 7,134.82
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 48.36 146 7,060.56
0.02 HII HUNTINGTON INGAL B40SSC9 261.24 27 7,053.48
0.02 DVA DAVITA INC 2898087 161.54 43 6,946.22
0.02 AIZ ASSURANT INC 2331430 194.37 35 6,802.95
0.02 CRL CHARLES RIVER LA 2604336 195.04 34 6,631.36
0.02 MHK MOHAWK INDUSTRIES INC 2598699 161.25 41 6,611.25
0.02 MOS MOSAIC CO/THE B3NPHP6 26.02 253 6,583.06
0.02 IVZ INVESCO LTD B28XP76 18.02 359 6,469.18
0.02 GL GLOBE LIFE INC BK6YKG1 110.24 58 6,393.92
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 167.82 38 6,377.16
0.02 RL RALPH LAUREN CORP B4V9661 203.54 31 6,309.74
0.02 BWA BORGWARNER INC 2111955 34.34 182 6,249.88
0.02 FMC FMC CORP 2328603 62.33 100 6,233.00
0.02 WBA WALGREENS BOOTS BTN1Y44 10.45 570 5,956.50
0.02 FRT FEDERAL REALTY INVS TRUST BN7P9B2 113.22 50 5,661.00
0.01 BEN FRANKLIN RESOURCES INC 2350684 20.54 234 4,806.36
0.01 FOX FOX CORP - CLASS B BJJMGY5 38.52 108 4,160.16
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 10.31 387 3,989.97
0.01 AMTM AMENTUM HOLDINGS INC BMZLFJ5 28.96 107 3,098.72
0.01 NWS NEWS CORP - CLASS B BBGVT51 27.93 80 2,234.40
0.01 XSP US 11/15/24 P556 227.50 9 2,047.50
-0.03 XSP US 11/15/24 C585 1,054.50 -9 -9,490.50
-0.97 OTHER PAYABLE & RECEIVABLES 1.00 -369,833 -369,832.65
-1.73 SPX US 11/15/24 C5855 10,140.00 -65 -659,100.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 10/18/24

Return on Equity 19.60%
Weighted Avg. Market Cap 884,975 M
2023 2024
Price-to-earnings 26.50 23.75
Price-to-book value 4.99 4.35

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 09/30/24

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.