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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 12/10/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $42.30 million
NAV $19.14
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 12/10/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 2,210,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.31%

Distributions As of 12/10/24

30-Day SEC Yield 0.72%
Trailing 12-Month Distribution (%) 12.57%
Distribution Rate 12.01%
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 12/10/24

NAV $19.14 Daily Change $0.00 0.00%
Market Price $19.19 Daily Change $0.01 0.05%

Performance History

As of recent
(09/30/24)
As of recent
(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 14.59% 14.63% 15.35%
3 Years 0.90% 0.89% 1.56%
Since Inception 1.11% 1.17% 1.72%
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 12.61% 13.01% 13.38%
1 Month 2.70% 2.75% 2.73%
3 Months 3.46% 3.61% 3.64%
Since Inception 3.67% 3.86% 5.72%

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 12/10/24

S&P 500 Price 6,034.91 S&P 500 Mini Price 603.49

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Mini Call Option -$603,491 588 0.00% 12/20/2024 10
Short S&P 500 Call Option -$42,847,862 5880 0.00% 12/20/2024 10

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Mini Put Option $603,491 558 -7.54% 12/20/2024 10
Long S&P 500 Put Option $42,847,862 5585 -7.46% 12/20/2024 10

Top Holdings As of 12/10/24

Full Holdings (.csv)
Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
7.59 AAPL APPLE INC 2046251 247.77 12,966 3,212,585.82
6.70 NVDA NVIDIA CORP 2379504 135.07 20,974 2,832,958.18
6.65 MSFT MICROSOFT CORP 2588173 443.33 6,341 2,811,155.53
4.24 AMZN AMAZON.COM INC 2000019 225.04 7,962 1,791,768.48
2.72 META META PLATFORMS INC B7TL820 619.32 1,857 1,150,077.24
2.24 TSLA TESLA INC B616C79 400.99 2,367 949,143.33
2.19 GOOGL ALPHABET INC-CL A BYVY8G0 185.17 4,996 925,109.32
1.81 GOOG ALPHABET INC-CL C BYY88Y7 186.53 4,097 764,213.41
1.71 BRK/B BERKSHIRE HATH-B 2073390 462.49 1,560 721,484.40
1.61 AVGO BROADCOM INC BDZ78H9 171.81 3,965 681,226.65
1.39 JPM JPMORGAN CHASE & CO 2190385 242.86 2,423 588,449.78
1.27 LLY ELI LILLY & CO 2516152 799.58 674 538,916.92
1.06 UNH UNITEDHEALTH GROUP INC 2917766 565.19 791 447,065.29
1.05 V VISA INC-CLASS A SHARES B2PZN04 312.38 1,419 443,267.22
1.01 XOM EXXON MOBIL CORP 2326618 112.67 3,797 427,807.99
0.89 COST COSTCO WHOLESALE CORP 2701271 993.40 380 377,492.00
0.88 MA MASTERCARD INC - A B121557 529.01 701 370,836.01
0.85 HD HOME DEPOT INC 2434209 422.59 851 359,624.09
0.83 WMT WALMART INC 2936921 94.55 3,714 351,158.70
0.82 PG PROCTER & GAMBLE CO/THE 2704407 172.28 2,010 346,282.80
0.80 NFLX NETFLIX INC 2857817 913.35 369 337,026.15
0.72 JNJ JOHNSON & JOHNSON 2475833 149.23 2,051 306,070.73
0.69 CRM SALESFORCE INC 2310525 348.82 832 290,218.24
0.63 ABBV ABBVIE INC B92SR70 175.67 1,512 265,613.04
0.62 BAC BANK OF AMERICA CORP 2295677 45.75 5,758 263,428.50
0.57 ORCL ORACLE CORP 2661568 177.74 1,360 241,726.40
0.54 CVX CHEVRON CORP 2838555 157.00 1,459 229,063.00
0.52 MRK MERCK & CO. INC. 2778844 101.00 2,166 218,766.00
0.50 ADBE ADOBE INC 2008154 547.05 383 209,520.15
0.49 WFC WELLS FARGO & CO 2649100 72.05 2,895 208,584.75
0.49 KO COCA-COLA CO/THE 2206657 62.91 3,308 208,106.28
0.48 CSCO CISCO SYSTEMS INC 2198163 58.72 3,440 201,996.80
0.48 NOW SERVICENOW INC B80NXX8 1,127.84 179 201,883.36
0.45 ACN ACCENTURE PLC-CL A B4BNMY3 362.90 525 190,522.50
0.44 PEP PEPSICO INC 2681511 159.84 1,164 186,053.76
0.44 MCD MCDONALD'S CORP 2550707 300.71 616 185,237.36
0.43 IBM IBM 2005973 231.72 793 183,753.96
0.43 LIN LINDE PLC BNZHB81 444.81 412 183,261.72
0.42 DIS WALT DISNEY CO/THE 2270726 114.73 1,541 176,798.93
0.42 AMD ADVANCED MICRO DEVICES 2007849 127.74 1,375 175,642.50
0.41 ABT ABBOTT LABORATORIES 2002305 115.50 1,487 171,748.50
0.40 PM PHILIP MORRIS IN B2PKRQ3 128.98 1,322 170,511.56
0.40 TMO THERMO FISHER 2886907 535.85 316 169,328.60
0.38 ISRG INTUITIVE SURGICAL INC 2871301 538.09 300 161,427.00
0.38 CAT CATERPILLAR INC 2180201 388.39 415 161,181.85
0.37 GS GOLDMAN SACHS GROUP INC 2407966 585.03 270 157,958.10
0.37 GE GE AEROSPACE BL59CR9 171.27 919 157,397.13
0.36 INTU INTUIT INC 2459020 647.07 236 152,708.52
0.36 VZ VERIZON COMMUNIC 2090571 42.30 3,574 151,180.20
0.35 TXN TEXAS INSTRUMENTS INC 2885409 190.18 786 149,481.48
0.35 QCOM QUALCOMM INC 2714923 156.46 941 147,228.86
0.34 T AT&T INC 2831811 23.51 6,092 143,222.92
0.34 AXP AMERICAN EXPRESS CO 2026082 302.11 474 143,200.14
0.33 BKNG BOOKING HOLDINGS INC BDRXDB4 5,185.33 27 140,003.91
0.33 SPGI S&P GLOBAL INC BYV2325 512.15 273 139,816.95
0.32 MS MORGAN STANLEY 2262314 126.79 1,061 134,524.19
0.31 RTX RTX CORPORATION BM5M5Y3 117.61 1,127 132,546.47
0.31 BLK BLACKROCK INC BMZBBT7 1,057.07 123 130,019.61
0.31 CMCSA COMCAST CORP-CLASS A 2044545 39.53 3,282 129,737.46
0.31 LOW LOWE'S COS INC 2536763 270.11 480 129,652.80
0.31 NEE NEXTERA ENERGY INC 2328915 74.14 1,747 129,522.58
0.30 HON HONEYWELL INTL 2020459 229.08 562 128,742.96
0.30 DHR DANAHER CORP 2250870 234.34 537 125,840.58
0.30 AMGN AMGEN INC 2023607 275.75 455 125,466.25
0.30 PGR PROGRESSIVE CORP 2705024 247.27 504 124,624.08
0.29 ETN EATON CORP PLC B8KQN82 358.49 347 124,396.03
0.29 PLTR PALANTIR TECHN-A BN78DQ4 70.89 1,749 123,986.61
0.29 UNP UNION PACIFIC CORP 2914734 237.09 522 123,760.98
0.29 PFE PFIZER INC 2684703 25.57 4,815 123,119.55
0.29 TJX TJX COMPANIES INC 2989301 127.20 950 120,840.00
0.28 AMAT APPLIED MATERIALS INC 2046552 168.17 699 117,550.83
0.28 C CITIGROUP INC 2297907 72.50 1,611 116,797.50
0.28 BX BLACKSTONE INC BKF2SL7 189.57 614 116,395.98
0.27 UBER UBER TECHNOLOGIES INC BK6N347 64.96 1,782 115,758.72
0.27 BSX BOSTON SCIENTIFIC CORP 2113434 90.20 1,250 112,750.00
0.26 COP CONOCOPHILLIPS 2685717 102.36 1,092 111,777.12
0.26 SYK STRYKER CORP 2853688 382.68 290 110,977.20
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 302.23 350 105,780.50
0.25 PANW PALO ALTO NETWORKS INC B87ZMX0 389.76 269 104,845.44
0.25 SCHW SCHWAB (CHARLES) CORP 2779397 82.32 1,266 104,217.12
0.24 BA BOEING CO/THE 2108601 164.10 629 103,218.90
0.24 VRTX VERTEX PHARM 2931034 469.22 218 102,289.96
0.24 FI FISERV INC 2342034 201.54 495 99,762.30
0.24 BMY BRISTOL-MYERS SQUIBB CO 2126335 58.12 1,716 99,733.92
0.23 DE DEERE & CO 2261203 443.96 223 99,003.08
0.23 GILD GILEAD SCIENCES INC 2369174 92.34 1,055 97,418.70
0.23 TMUS T-MOBILE US INC B94Q9V0 233.50 416 97,136.00
0.23 SBUX STARBUCKS CORP 2842255 98.16 981 96,294.96
0.22 ANET ARISTA NETWORKS INC BL9XPM3 104.78 896 93,882.88
0.22 LMT LOCKHEED MARTIN CORP 2522096 512.94 183 93,868.02
0.22 MU MICRON TECHNOLOGY INC 2588184 98.10 956 93,783.60
0.22 MDT MEDTRONIC PLC BTN1Y11 83.58 1,117 93,358.86
0.21 ADI ANALOG DEVICES INC 2032067 215.61 420 90,556.20
0.21 MMC MARSH & MCLENNAN COS 2567741 215.59 417 89,901.03
0.21 PLD PROLOGIS INC B44WZD7 113.15 787 89,049.05
0.21 KKR KKR & CO INC BG1FRR1 151.81 576 87,442.56
0.20 CB CHUBB LTD B3BQMF6 274.60 315 86,499.00
0.19 LRCX LAM RESEARCH CORP BSML4N7 74.90 1,098 82,240.20
0.19 UPS UNITED PARCEL-B 2517382 130.22 621 80,866.62
0.19 NKE NIKE INC -CL B 2640147 76.74 1,053 80,807.22
0.19 MO ALTRIA GROUP INC 2692632 55.49 1,443 80,072.07
0.19 AMT AMERICAN TOWER CORP B7FBFL2 199.53 396 79,013.88
0.19 PYPL PAYPAL HOLDINGS INC BYW36M8 88.76 887 78,730.12
0.18 SO SOUTHERN CO/THE 2829601 84.39 918 77,470.02
0.18 GEV GE VERNOVA INC BP6H4Y1 327.39 236 77,264.04
0.18 ELV ELEVANCE HEALTH INC BSPHGL4 389.86 197 76,802.42
0.18 TT TRANE TECHNOLOGIES PLC BK9ZQ96 397.42 193 76,702.06
0.18 ICE INTERCONTINENTAL BFSSDS9 158.41 480 76,036.80
0.18 SHW SHERWIN-WILLIAMS CO/THE 2804211 371.60 204 75,806.40
0.18 KLAC KLA CORP 2480138 641.87 118 75,740.66
0.18 CI THE CIGNA GROUP BHJ0775 311.37 241 75,040.17
0.18 CMG CHIPOTLE MEXICAN B0X7DZ3 64.83 1,145 74,230.35
0.18 APH AMPHENOL CORP-CL A 2145084 72.61 1,019 73,989.59
0.18 CME CME GROUP INC 2965839 239.19 309 73,909.71
0.17 INTC INTEL CORP 2463247 20.16 3,596 72,495.36
0.17 DUK DUKE ENERGY CORP B7VD3F2 111.11 651 72,332.61
0.17 PH PARKER HANNIFIN CORP 2671501 677.93 105 71,182.65
0.17 ZTS ZOETIS INC B95WG16 176.71 399 70,507.29
0.17 EQIX EQUINIX INC BVLZX12 961.72 73 70,205.56
0.17 CDNS CADENCE DESIGN SYS INC 2302232 302.86 230 69,657.80
0.16 PNC PNC FINANCIAL SE 2692665 204.44 340 69,509.60
0.16 AON AON PLC-CLASS A BLP1HW5 361.29 192 69,367.68
0.16 MDLZ MONDELEZ INTER-A B8CKK03 61.75 1,123 69,345.25
0.16 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 477.02 145 69,167.90
0.16 CRWD CROWDSTRIKE HO-A BJJP138 346.78 196 67,967.90
0.16 REGN REGENERON PHARMACEUTICALS 2730190 778.50 87 67,729.50
0.16 SNPS SYNOPSYS INC 2867719 505.32 134 67,712.88
0.16 USB US BANCORP 2736035 51.57 1,309 67,505.13
0.16 WM WASTE MANAGEMENT INC 2937667 216.08 312 67,416.96
0.16 MCK MCKESSON CORP 2378534 583.96 115 67,155.40
0.16 MCO MOODY'S CORP 2252058 491.46 136 66,838.56
0.15 CL COLGATE-PALMOLIVE CO 2209106 93.89 684 64,220.76
0.15 WELL WELLTOWER INC BYVYHH4 129.27 495 63,988.65
0.15 EMR EMERSON ELECTRIC CO 2313405 129.15 489 63,154.35
0.15 APD AIR PRODS & CHEM 2011602 315.21 196 61,781.16
0.15 ITW ILLINOIS TOOL WORKS 2457552 273.75 225 61,593.75
0.14 CTAS CINTAS CORP 2197137 210.14 288 60,520.32
0.14 CEG CONSTELLATION ENERGY BMH4FS1 232.34 259 60,176.06
0.14 EOG EOG RESOURCES INC 2318024 126.61 472 59,759.92
0.14 MMM 3M CO 2595708 129.77 458 59,434.66
0.14 COF CAPITAL ONE FINA 2654461 183.93 323 59,409.39
0.14 GD GENERAL DYNAMICS CORP 2365161 270.43 217 58,683.31
0.14 CVS CVS HEALTH CORP 2577609 55.15 1,058 58,348.70
0.14 NOC NORTHROP GRUMMAN CORP 2648806 480.18 121 58,101.78
0.14 TDG TRANSDIGM GROUP INC B11FJK3 1,261.57 46 58,032.22
0.14 ADSK AUTODESK INC 2065159 303.99 190 57,758.10
0.14 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,266.35 45 56,985.75
0.13 MAR MARRIOTT INTL-A 2210614 287.67 197 56,670.99
0.13 CASH 1.00 56,232 56,232.24
0.13 BDX BECTON DICKINSON AND CO 2087807 221.44 253 56,024.32
0.13 WMB WILLIAMS COS INC 2967181 54.55 1,024 55,859.20
0.13 CSX CSX CORP 2160753 34.17 1,620 55,355.40
0.13 TGT TARGET CORP 2259101 135.05 406 54,830.30
0.13 AJG ARTHUR J GALLAGHER & CO 2359506 283.74 193 54,761.82
0.13 TFC TRUIST FINANCIAL CORP BKP7287 46.46 1,176 54,636.96
0.13 ABNB AIRBNB INC-CLASS A BMGYYH4 138.30 387 53,522.10
0.13 PCAR PACCAR INC 2665861 115.37 463 53,416.31
0.13 CARR CARRIER GLOBAL CORP BK4N0D7 72.81 733 53,369.73
0.13 FDX FEDEX CORP 2142784 279.32 191 53,350.12
0.13 OKE ONEOK INC 2130109 104.34 507 52,900.38
0.12 ECL ECOLAB INC 2304227 247.05 212 52,374.60
0.12 HLT HILTON WORLDWIDE BYVMW06 253.72 206 52,266.32
0.12 FCX FREEPORT-MCMORAN INC 2352118 42.67 1,212 51,716.04
0.12 NSC NORFOLK SOUTHERN CORP 2641894 256.08 198 50,703.84
0.12 HCA HCA HEALTHCARE INC B4MGBG6 316.79 159 50,369.61
0.12 FTNT FORTINET INC B5B2106 97.13 518 50,313.34
0.12 BK BANK NY MELLON B1Z77F6 80.62 617 49,742.54
0.12 TRV TRAVELERS COS INC/THE 2769503 247.65 199 49,282.35
0.12 GM GENERAL MOTORS CO B665KZ5 52.74 928 48,942.72
0.12 RCL ROYAL CARIBBEAN 2754907 245.66 198 48,640.68
0.11 SLB SCHLUMBERGER LTD 2779201 40.87 1,183 48,349.21
0.11 DLR DIGITAL REALTY TRUST INC B03GQS4 185.71 260 48,284.60
0.11 CPRT COPART INC 2208073 61.52 775 47,678.00
0.11 JCI JOHNSON CONTROLS BY7QL61 82.78 563 46,605.14
0.11 NXPI NXP SEMICONDUCTORS NV B505PN7 217.94 213 46,421.22
0.11 SPG SIMON PROPERTY GROUP INC 2812452 179.23 259 46,420.57
0.11 SRE SEMPRA 2138158 88.55 517 45,780.35
0.11 KMI KINDER MORGAN INC B3NQ4P8 26.89 1,700 45,713.00
0.11 AFL AFLAC INC 2026361 104.22 436 45,439.92
0.11 CMI CUMMINS INC 2240202 377.72 120 45,326.40
0.11 ROP ROPER TECHNOLOGIES INC 2749602 549.47 82 45,056.54
0.11 PSX PHILLIPS 66 B78C4Y8 125.62 356 44,720.72
0.11 PSA PUBLIC STORAGE 2852533 327.99 136 44,606.64
0.11 ALL ALLSTATE CORP 2019952 195.06 227 44,278.62
0.10 AEP AMERICAN ELECTRIC POWER 2026242 95.10 464 44,126.40
0.10 ROST ROSS STORES INC 2746711 155.77 280 43,615.60
0.10 AZO AUTOZONE INC 2065955 3,347.16 13 43,513.08
0.10 O REALTY INCOME CORP 2724193 55.78 767 42,783.26
0.10 MET METLIFE INC 2573209 81.74 522 42,668.28
0.10 MPC MARATHON PETROLEUM CORP B3K3L40 151.06 281 42,447.86
0.10 AMP AMERIPRISE FINANCIAL INC B0J7D57 546.34 76 41,521.84
0.10 FICO FAIR ISAAC CORP 2330299 2,172.69 19 41,281.11
0.10 FIS FIDELITY NATIONA 2769796 84.83 484 41,057.72
0.10 PWR QUANTA SERVICES INC 2150204 319.90 128 40,947.20
0.10 DHI DR HORTON INC 2250687 157.00 259 40,663.00
0.10 D DOMINION ENERGY INC 2542049 55.01 739 40,652.39
0.10 URI UNITED RENTALS INC 2134781 796.02 51 40,597.02
0.10 FAST FASTENAL CO 2332262 79.77 503 40,124.31
0.09 TEL TE CONNECTIVITY PLC BRC3N84 150.25 264 39,666.00
0.09 HWM HOWMET AEROSPACE INC BKLJ8V2 114.08 346 39,471.68
0.09 NEM NEWMONT CORP 2636607 41.49 951 39,456.99
0.09 GWW WW GRAINGER INC 2380863 1,157.51 34 39,355.34
0.09 VST Vistra Corp. BZ8VJQ8 141.52 277 39,201.04
0.09 AME AMETEK INC 2089212 188.60 207 39,040.20
0.09 AIG AMERICAN INTERNA 2027342 73.00 533 38,909.00
0.09 EW EDWARDS LIFESCIENCES CORP 2567116 73.39 527 38,676.53
0.09 PAYX PAYCHEX INC 2674458 142.39 269 38,302.91
0.09 KVUE KENVUE INC BQ84ZQ6 22.74 1,683 38,271.42
0.09 PCG P G & E CORP 2689560 19.88 1,907 37,911.16
0.09 MSCI MSCI INC B2972D2 629.01 60 37,740.60
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 230.68 162 37,370.16
0.09 VLO VALERO ENERGY CORP 2041364 132.32 280 37,049.60
0.09 F FORD MOTOR CO 2615468 10.56 3,506 37,023.36
0.09 CTVA CORTEVA INC BK73B42 59.42 621 36,899.82
0.09 CCI CROWN CASTLE INC BTGQCX1 100.56 366 36,804.96
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 121.24 303 36,735.72
0.09 RSG REPUBLIC SERVICES INC 2262530 211.69 172 36,410.68
0.09 KMB KIMBERLY-CLARK CORP 2491839 133.07 273 36,328.11
0.09 DFS DISCOVER FINANCI B1YLC43 175.75 206 36,204.50
0.09 BKR BAKER HUGHES CO BDHLTQ5 41.21 876 36,099.96
0.09 SYY SYSCO CORP 2868165 80.82 446 36,045.72
0.09 CBRE CBRE GROUP INC - A B6WVMH3 135.88 264 35,872.32
0.08 LULU LULULEMON ATHLETICA INC B23FN39 397.10 90 35,739.00
0.08 PEG PUB SERV ENTERP 2707677 86.38 413 35,674.94
0.08 CTSH COGNIZANT TECH-A 2257019 80.06 445 35,626.70
0.08 VRSK VERISK ANALYTICS INC B4P9W92 286.68 124 35,548.32
0.08 COR CENCORA INC 2795393 237.01 149 35,314.49
0.08 IR INGERSOLL-RAND INC BL5GZ82 101.84 345 35,134.80
0.08 STZ CONSTELLATION-A 2170473 242.60 144 34,934.40
0.08 LEN LENNAR CORP-A 2511920 161.67 216 34,920.72
0.08 AXON AXON ENTERPRISE INC BDT5S35 637.45 54 34,422.30
0.08 OTIS OTIS WORLDWIDE CORP BK531S8 100.06 339 33,920.34
0.08 OTHER PAYABLE & RECEIVABLES 1.00 33,873 33,872.63
0.08 ODFL OLD DOMINION FREIGHT LINE 2656423 205.09 165 33,839.85
0.08 XEL XCEL ENERGY INC 2614807 69.15 489 33,814.35
0.08 TRGP TARGA RESOURCES CORP B55PZY3 185.34 182 33,731.88
0.08 A AGILENT TECHNOLOGIES INC 2520153 141.93 237 33,637.41
0.08 KR KROGER CO 2497406 60.73 553 33,583.69
0.08 EXC EXELON CORP 2670519 37.32 894 33,364.08
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 53.01 629 33,343.29
0.08 EA ELECTRONIC ARTS INC 2310194 165.30 198 32,729.40
0.08 GIS GENERAL MILLS INC 2367026 66.14 489 32,342.46
0.08 DAL DELTA AIR LINES INC B1W9D46 62.77 515 32,326.55
0.08 HES HESS CORP 2023748 142.87 225 32,145.75
0.08 VMC VULCAN MATERIALS CO 2931205 276.31 116 32,051.96
0.08 IQV IQVIA HOLDINGS INC BDR73G1 203.20 157 31,902.40
0.08 WAB WABTEC CORP 2955733 202.87 157 31,850.59
0.08 YUM YUM! BRANDS INC 2098876 138.22 229 31,652.38
0.08 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 82.36 383 31,543.88
0.07 RMD RESMED INC 2732903 245.22 127 31,142.94
0.07 KDP KEURIG DR PEPPER INC BD3W133 33.52 927 31,073.04
0.07 DD DUPONT DE NEMOURS INC BK0VN47 82.08 378 31,026.24
0.07 GLW CORNING INC 2224701 48.37 630 30,473.10
0.07 IT GARTNER INC 2372763 512.65 59 30,246.35
0.07 NUE NUCOR CORP 2651086 140.56 213 29,939.28
0.07 MTB M & T BANK CORP 2340168 206.99 143 29,599.57
0.07 DXCM DEXCOM INC B0796X4 79.41 372 29,540.52
0.07 MCHP MICROCHIP TECHNOLOGY INC 2592174 61.92 474 29,350.08
0.07 IRM IRON MOUNTAIN INC BVFTF03 112.02 262 29,349.24
0.07 OXY OCCIDENTAL PETROLEUM CORP 2655408 48.05 607 29,166.35
0.07 NDAQ NASDAQ INC 2965107 80.43 362 29,115.66
0.07 VICI VICI PROPERTIES INC BYWH073 31.44 926 29,113.44
0.07 ACGL ARCH CAPITAL GROUP LTD 2740542 93.35 310 28,938.50
0.07 ED CONSOLIDATED EDISON INC 2216850 94.69 305 28,880.45
0.07 GRMN GARMIN LTD B3Z5T14 219.21 131 28,716.51
0.07 FITB FIFTH THIRD BANCORP 2336747 46.39 619 28,715.41
0.07 XYL XYLEM INC B3P2CN8 128.57 223 28,671.11
0.07 EBAY EBAY INC 2293819 63.23 451 28,516.73
0.07 EXR EXTRA SPACE STORAGE INC B02HWR9 160.38 177 28,387.26
0.07 DELL DELL TECHNOLOGIES -C BHKD3S6 116.79 243 28,379.97
0.07 CHTR CHARTER COMMUN-A BZ6VT82 377.96 75 28,347.00
0.07 CSGP COSTAR GROUP INC 2262864 76.43 369 28,202.67
0.07 DECK DECKERS OUTDOOR CORP 2267278 202.12 139 28,094.68
0.07 IDXX IDEXX LABORATORIES INC 2459202 444.72 63 28,017.36
0.07 AVB AVALONBAY COMMUNITIES INC 2131179 225.05 124 27,906.20
0.07 TTWO TAKE-TWO INTERAC 2122117 185.36 150 27,804.00
0.07 UAL UNITED AIRLINES B4QG225 96.53 288 27,800.64
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 97.15 283 27,493.45
0.07 HPQ HP INC BYX4D52 34.65 789 27,339.32
0.06 CNC CENTENE CORP 2807061 56.71 473 26,823.83
0.06 HIG HARTFORD FINL SV 2476193 112.98 237 26,776.26
0.06 HSY HERSHEY CO/THE 2422806 187.19 142 26,580.98
0.06 ETR ENTERGY CORP 2317087 148.33 179 26,551.07
0.06 ROK ROCKWELL AUTOMATION INC 2754060 293.70 89 26,139.30
0.06 ON ON SEMICONDUCTOR 2583576 66.34 394 26,137.96
0.06 FANG DIAMONDBACK ENERGY INC B7Y8YR3 163.15 160 26,104.00
0.06 HUM HUMANA INC 2445063 285.82 91 26,009.62
0.06 MLM MARTIN MARIETTA MATERIALS 2572079 563.45 46 25,918.70
0.06 EIX EDISON INTERNATIONAL 2829515 82.78 313 25,910.14
0.06 DOV DOVER CORP 2278407 201.31 128 25,767.68
0.06 HPE HEWLETT PACKA BYVYWS0 21.92 1,153 25,273.76
0.06 STT STATE STREET CORP 2842040 100.03 252 25,207.56
0.06 GDDY GODADDY INC - CLASS A BWFRFC6 204.85 123 25,196.55
0.06 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 168.90 147 24,828.30
0.06 RJF RAYMOND JAMES 2718992 160.91 154 24,780.14
0.06 TSCO TRACTOR SUPPLY COMPANY 2900335 284.71 87 24,769.77
0.06 EFX EQUIFAX INC 2319146 260.55 94 24,491.70
0.06 DOW DOW INC BHXCF84 42.18 580 24,464.40
0.06 CAH CARDINAL HEALTH INC 2175672 120.42 202 24,324.84
0.06 CHD CHURCH & DWIGHT CO INC 2195841 107.06 227 24,302.62
0.06 PPG PPG INDUSTRIES INC 2698470 125.42 191 23,955.22
0.06 DTE DTE ENERGY COMPANY 2280220 121.97 195 23,784.15
0.06 GPN GLOBAL PAYMENTS INC 2712013 115.76 204 23,615.04
0.06 WTW WILLIS TOWERS WATSON PLC BDB6Q21 307.65 76 23,381.40
0.06 VTR VENTAS INC 2927925 61.15 381 23,298.15
0.05 FTV FORTIVE CORP BYT3MK1 78.32 292 22,869.44
0.05 HAL HALLIBURTON CO 2405302 29.07 786 22,849.02
0.05 TROW T ROWE PRICE GROUP INC 2702337 123.03 185 22,760.55
0.05 CDW CDW CORP/DE BBM5MD6 179.01 126 22,555.26
0.05 ADM ARCHER-DANIELS-MIDLAND CO 2047317 52.08 433 22,550.64
0.05 ANSS ANSYS INC 2045623 339.70 66 22,420.20
0.05 HBAN HUNTINGTON BANCSHARES INC 2445966 17.24 1,297 22,360.28
0.05 SW SMURFIT WESTROCK PLC BRK49M5 53.43 417 22,280.31
0.05 PPL PPL CORP 2680905 32.92 676 22,253.92
0.05 KHC KRAFT HEINZ CO/THE BYRY499 31.59 704 22,239.36
0.05 EQR EQUITY RESIDENTIAL 2319157 72.90 303 22,088.70
0.05 MPWR MONOLITHIC POWER B01Z7J1 595.32 37 22,026.84
0.05 CCL CARNIVAL CORP 2523044 25.83 851 21,981.33
0.05 VLTO VERALTO CORP BPGMZQ5 106.39 205 21,809.95
0.05 WBD WARNER BROS DISCOVERY INC BM8JYX3 10.89 1,985 21,616.65
0.05 SYF SYNCHRONY FINANCIAL BP96PS6 66.87 323 21,599.01
0.05 PHM PULTEGROUP INC 2708841 125.34 172 21,558.48
0.05 AEE AMEREN CORPORATION 2050832 90.57 235 21,283.95
0.05 AWK AMERICAN WATER W B2R3PV1 130.98 162 21,218.76
0.05 BRO BROWN & BROWN INC 2692687 102.93 206 21,203.58
0.05 EQT EQT CORP 2319414 43.05 490 21,094.50
0.05 LDOS LEIDOS HOLDINGS INC BDV82B8 160.16 131 20,980.96
0.05 NTRS NORTHERN TRUST CORP 2648668 108.15 193 20,872.95
0.05 WY WEYERHAEUSER CO 2958936 30.92 671 20,747.32
0.05 IFF INTL FLAVORS & FRAGRANCES 2464165 88.55 233 20,632.15
0.05 BR BROADRIDGE FINL B1VP7R6 235.90 87 20,523.30
0.05 NTAP NETAPP INC 2630643 121.22 169 20,486.18
0.05 MTD METTLER-TOLEDO 2126249 1,270.69 16 20,331.04
0.05 PTC PTC INC B95N910 198.35 102 20,231.70
0.05 RF REGIONS FINANCIAL CORP B01R311 25.33 788 19,960.04
0.05 CINF CINCINNATI FINANCIAL CORP 2196888 149.83 132 19,777.56
0.05 TYL TYLER TECHNOLOGIES INC 2909644 617.44 32 19,758.08
0.05 WDC WESTERN DIGITAL CORP 2954699 68.82 287 19,751.34
0.05 LYV LIVE NATION ENTE B0T7YX2 134.36 147 19,750.92
0.05 BIIB BIOGEN INC 2455965 156.32 126 19,696.32
0.05 TPL TEXAS PACIFIC LAND CORP BM99VY2 1,296.09 15 19,441.35
0.05 DVN DEVON ENERGY CORP 2480677 34.73 555 19,275.15
0.05 SBAC SBA COMMUNICATIONS CORP BZ6TS23 217.38 88 19,129.44
0.04 K KELLANOVA 2486813 80.70 232 18,722.40
0.04 FE FIRSTENERGY CORP 2100920 40.49 459 18,584.91
0.04 ATO ATMOS ENERGY CORP 2315359 141.11 131 18,485.41
0.04 MKC MCCORMICK-N/V 2550161 81.94 224 18,354.56
0.04 ZBH ZIMMER BIOMET HO 2783815 108.40 169 18,319.60
0.04 CPAY CORPAY INC BMX5GK7 357.24 51 18,219.24
0.04 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 77.64 234 18,167.76
0.04 ES EVERSOURCE ENERGY BVVN4Q8 60.54 300 18,162.00
0.04 WAT WATERS CORP 2937689 390.35 46 17,956.10
0.04 HUBB HUBBELL INC BDFG6S3 448.59 40 17,943.60
0.04 EL ESTEE LAUDER 2320524 82.58 217 17,919.86
0.04 TER TERADYNE INC 2884183 117.03 153 17,905.59
0.04 NVR NVR INC 2637785 8,857.62 2 17,715.24
0.04 FSLR FIRST SOLAR INC B1HMF22 202.92 87 17,654.04
0.04 CNP CENTERPOINT ENERGY INC 2440637 31.38 562 17,635.56
0.04 STLD STEEL DYNAMICS INC 2849472 135.29 130 17,587.70
0.04 SPX US 12/20/24 P5585 247.50 71 17,572.50
0.04 CMS CMS ENERGY CORP 2219224 67.66 259 17,523.94
0.04 CBOE CBOE GLOBAL MARKETS INC B5834C5 203.00 86 17,458.00
0.04 COO COOPER COS INC/THE BQPDXR3 99.08 176 17,438.08
0.04 SMCI SUPER MICRO COMPUTER INC BRC3N73 40.54 430 17,432.20
0.04 OMC OMNICOM GROUP 2279303 92.46 188 17,382.48
0.04 EXPE EXPEDIA GROUP INC B748CK2 188.41 92 17,333.72
0.04 LUV SOUTHWEST AIRLINES CO 2831543 33.44 518 17,321.92
0.04 DG DOLLAR GENERAL CORP B5B1S13 82.39 210 17,301.90
0.04 WST WEST PHARMACEUT 2950482 319.27 54 17,240.58
0.04 DRI DARDEN RESTAURANTS INC 2289874 168.31 102 17,167.62
0.04 INVH INVITATION HOMES INC BD81GW9 33.31 515 17,154.65
0.04 CFG CITIZENS FINANCIAL GROUP BQRX1X3 46.40 368 17,075.20
0.04 NRG NRG ENERGY INC 2212922 93.73 182 17,058.86
0.04 STX SEAGATE TECHNOLO BKVD2N4 97.59 174 16,980.66
0.04 GPC GENUINE PARTS CO 2367480 125.40 134 16,803.60
0.04 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 170.74 98 16,732.52
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 471.02 35 16,485.70
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 80.74 204 16,470.96
0.04 HOLX HOLOGIC INC 2433530 76.83 213 16,364.79
0.04 CLX CLOROX COMPANY 2204026 167.66 97 16,263.02
0.04 LVS LAS VEGAS SANDS CORP B02T2J7 54.88 294 16,134.72
0.04 TRMB TRIMBLE INC 2903958 74.12 217 16,084.04
0.04 PNR PENTAIR PLC BLS09M3 107.87 149 16,072.63
0.04 STE STERIS PLC BFY8C75 214.22 75 16,066.50
0.04 CTRA COTERRA ENERGY INC 2162340 24.81 638 15,828.78
0.04 MAS MASCO CORP 2570200 79.35 199 15,790.65
0.04 BBY BEST BUY CO INC 2094670 86.71 182 15,781.22
0.04 EXPD EXPEDITORS INTL WASH INC 2325507 121.10 129 15,621.90
0.04 TSN TYSON FOODS INC-CL A 2909730 62.40 249 15,537.60
0.04 KEY KEYCORP 2490911 18.41 843 15,519.63
0.04 PKG PACKAGING CORP OF AMERICA 2504566 238.23 65 15,484.95
0.04 IP INTERNATIONAL PAPER CO 2465254 54.76 280 15,332.80
0.04 BALL BALL CORP 2073022 57.08 268 15,297.44
0.04 WRB WR BERKLEY CORP 2093644 61.29 249 15,261.21
0.04 LH LABCORP HOLDINGS INC BSBK800 234.54 65 15,245.10
0.04 DLTR DOLLAR TREE INC 2272476 72.80 205 14,924.00
0.04 AKAM AKAMAI TECHNOLOGIES INC 2507457 98.78 151 14,915.78
0.04 KIM KIMCO REALTY CORP 2491594 24.73 602 14,887.46
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 297.63 50 14,881.50
0.04 PODD INSULET CORP B1XGNW4 274.79 54 14,838.66
0.04 NI NISOURCE INC 2645409 36.61 403 14,753.83
0.03 J JACOBS SOLUTIONS INC BNGC0D3 136.08 107 14,560.56
0.03 ZBRA ZEBRA TECH CORP 2989356 401.78 36 14,464.08
0.03 ULTA ULTA BEAUTY INC B28TS42 411.92 35 14,417.20
0.03 CF CF INDUSTRIES HO B0G4K50 88.84 161 14,303.24
0.03 MAA MID-AMERICA APAR 2589132 158.56 90 14,270.40
0.03 BAX BAXTER INTERNATIONAL INC 2085102 31.44 452 14,210.88
0.03 TXT TEXTRON INC 2885937 82.07 169 13,869.83
0.03 SWKS SKYWORKS SOLUTIONS INC 2961053 87.64 158 13,847.12
0.03 VRSN VERISIGN INC 2142922 200.53 69 13,836.57
0.03 LNT ALLIANT ENERGY CORP 2973821 60.70 226 13,718.20
0.03 ARE ALEXANDRIA REAL 2009210 104.50 130 13,585.00
0.03 FDS FACTSET RESEARCH 2329770 483.78 28 13,545.84
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 21.44 630 13,507.20
0.03 DGX QUEST DIAGNOSTICS INC 2702791 158.46 85 13,469.10
0.03 IEX IDEX CORP 2456612 227.95 59 13,449.05
0.03 APTV APTIV PLC B783TY6 58.42 230 13,436.60
0.03 L LOEWS CORP 2523022 83.96 160 13,433.60
0.03 GEN GEN DIGITAL INC BJN4XN5 29.82 450 13,419.00
0.03 KMX CARMAX INC 2983563 86.08 155 13,342.40
0.03 VTRS VIATRIS INC BMWS3X9 12.51 1,062 13,285.62
0.03 AMCR AMCOR PLC BJ1F307 10.13 1,287 13,037.31
0.03 AVY AVERY DENNISON CORP 2066408 201.46 64 12,893.44
0.03 EVRG EVERGY INC BFMXGR0 62.36 206 12,846.16
0.03 MOH MOLINA HEALTHCARE INC 2212706 298.21 43 12,823.03
0.03 SNA SNAP-ON INC 2818740 354.78 36 12,772.08
0.03 SWK STANLEY BLACK & B3Q2FJ4 83.90 152 12,752.80
0.03 ALGN ALIGN TECHNOLOGY INC 2679204 237.16 53 12,569.48
0.03 MRNA MODERNA INC BGSXTS3 41.51 302 12,536.02
0.03 TPR TAPESTRY INC BF09HX3 61.39 204 12,523.56
0.03 BG BUNGE GLOBAL SA BQ6BPG9 84.71 147 12,452.37
0.03 ROL ROLLINS INC 2747305 49.13 252 12,380.76
0.03 RVTY REVVITY INC 2305844 117.84 104 12,255.36
0.03 HST HOST HOTELS & RESORTS INC 2567503 19.07 629 11,995.03
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 77.12 155 11,953.60
0.03 CAG CONAGRA BRANDS INC 2215460 27.84 426 11,859.84
0.03 DAY DAYFORCE INC BFX1V56 77.95 150 11,692.50
0.03 UDR UDR INC 2727910 44.50 261 11,614.50
0.03 EG EVEREST GROUP LTD 2556868 362.45 32 11,598.40
0.03 REG REGENCY CENTERS CORP 2726177 74.33 156 11,595.48
0.03 BXP BXP INC 2019479 81.19 141 11,447.79
0.03 LW LAMB WESTON HOLDINGS INC BDQZFJ3 75.80 149 11,294.20
0.03 EPAM EPAM SYSTEMS INC B44Z3T8 250.09 45 11,254.05
0.03 JBL JABIL INC 2471789 132.75 84 11,151.00
0.03 INCY INCYTE CORP 2471950 72.48 152 11,016.96
0.03 JBHT HUNT (JB) TRANS 2445416 182.28 60 10,936.80
0.03 DPZ DOMINO'S PIZZA INC B01SD70 454.16 24 10,899.84
0.03 CPT CAMDEN PROPERTY TRUST 2166320 121.93 87 10,607.91
0.03 FFIV F5 INC 2427599 255.60 41 10,479.60
0.03 CTLT CATALENT INC BP96PQ4 62.24 168 10,456.32
0.03 TAP MOLSON COORS-B B067BM3 61.59 169 10,408.71
0.02 JNPR JUNIPER NETWORKS INC 2431846 37.23 277 10,312.71
0.02 SOLV SOLVENTUM CORP BMTQB43 69.72 146 10,179.12
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 26.40 385 10,164.00
0.02 POOL POOL CORP 2781585 375.10 27 10,127.70
0.02 SJM JM SMUCKER CO/THE 2951452 115.00 86 9,890.00
0.02 NDSN NORDSON CORP 2641838 252.87 39 9,861.93
0.02 IPG INTERPUBLIC GRP 2466321 30.38 324 9,843.12
0.02 NWSA NEWS CORP - CLASS A BBGVT40 29.06 337 9,793.22
0.02 CHRW CH ROBINSON 2116228 109.21 88 9,610.48
0.02 FOXA FOX CORP - CLASS A BJJMGL2 46.37 205 9,505.85
0.02 ENPH ENPHASE ENERGY INC B65SQW4 74.45 124 9,231.80
0.02 JKHY JACK HENRY 2469193 177.27 52 9,218.04
0.02 ALB ALBEMARLE CORP 2046853 103.98 88 9,150.24
0.02 LKQ LKQ CORP 2971029 38.69 233 9,014.77
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 235.66 38 8,955.08
0.02 EMN EASTMAN CHEMICAL CO 2298386 99.32 89 8,839.48
0.02 UHS UNIVERSAL HLTH-B 2923785 191.70 46 8,818.20
0.02 AES AES CORP 2002479 13.64 633 8,634.12
0.02 HAS HASBRO INC 2414580 65.36 130 8,496.80
0.02 HSIC HENRY SCHEIN INC 2416962 74.73 113 8,444.49
0.02 HRL HORMEL FOODS CORP 2437264 33.55 249 8,353.95
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 36.52 221 8,070.92
0.02 ALLE ALLEGION PLC BFRT3W7 140.58 57 8,013.06
0.02 CPB THE CAMPBELL'S COMPANY 2162845 43.54 180 7,837.20
0.02 PNW PINNACLE WEST CAPITAL 2048804 90.25 85 7,671.25
0.02 MTCH MATCH GROUP INC BK80XH9 33.05 231 7,634.55
0.02 AIZ ASSURANT INC 2331430 216.31 35 7,570.85
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 45.18 166 7,499.88
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 171.35 43 7,368.05
0.02 IVZ INVESCO LTD B28XP76 18.45 399 7,361.55
0.02 ERIE ERIE INDEMNITY-A 2311711 401.65 18 7,229.70
0.02 WYNN WYNN RESORTS LTD 2963811 94.95 76 7,216.20
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 36.92 193 7,125.56
0.02 RL RALPH LAUREN CORP B4V9661 227.45 31 7,050.95
0.02 MOS MOSAIC CO/THE B3NPHP6 25.82 273 7,048.86
0.02 BWA BORGWARNER INC 2111955 34.61 202 6,991.22
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 240.07 29 6,962.03
0.02 AOS SMITH (A.O.) CORP 2816023 72.98 95 6,933.10
0.02 APA APA CORP BNNF1C1 22.26 307 6,833.82
0.02 CRL CHARLES RIVER LA 2604336 197.05 34 6,699.70
0.02 DVA DAVITA INC 2898087 153.81 43 6,613.83
0.02 WBA WALGREENS BOOTS BTN1Y44 10.42 630 6,564.60
0.01 GL GLOBE LIFE INC BK6YKG1 103.65 58 6,011.70
0.01 TFX TELEFLEX INC 2881407 186.52 32 5,968.64
0.01 FMC FMC CORP 2328603 57.25 100 5,725.00
0.01 BEN FRANKLIN RESOURCES INC 2350684 22.35 254 5,676.90
0.01 CE CELANESE CORP B05MZT4 69.65 81 5,641.65
0.01 FRT FEDERAL REALTY INVS TRUST BN7P9B2 112.76 50 5,638.00
0.01 FOX FOX CORP - CLASS B BJJMGY5 43.93 128 5,623.04
0.01 MHK MOHAWK INDUSTRIES INC 2598699 130.97 41 5,369.77
0.01 HII HUNTINGTON INGAL B40SSC9 190.98 27 5,156.46
0.01 QRVO QORVO INC BR9YYP4 68.60 73 5,007.80
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 11.20 427 4,782.40
0.01 NWS NEWS CORP - CLASS B BBGVT51 32.19 80 2,575.20
0.01 AMTM AMENTUM HOLDINGS INC BMZLFJ5 24.02 107 2,570.14
0.00 XSP US 12/20/24 P558 23.50 10 235.00
-0.04 XSP US 12/20/24 C588 1,758.50 -10 -17,585.00
-2.94 SPX US 12/20/24 C5880 17,500.00 -71 -1,242,500.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 12/10/24

Return on Equity 19.30%
Weighted Avg. Market Cap 890,402 M
2023 2024
Price-to-earnings 27.60 24.90
Price-to-book value 5.16 4.49

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 11/30/24

Versus Beta
S&P 500 0.34
NASDAQ-100 0.26
MSCI EAFE 0.29
MSCI Emg. Mkts 0.22
Standard Deviation 6.80%

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.