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 11/22/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $40.54 million
NAV $19.03
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 11/21/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 2,130,000
Number of Holdings 506
30-Day Median Bid-Ask Spread 0.32%

Distributions As of 11/22/24

30-Day SEC Yield 0.75%
Trailing 12-Month Distribution (%) 12.65%
Distribution Rate 12.49%
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 11/22/24

NAV $19.03 Daily Change $0.04 0.21%
Market Price $19.06 Daily Change $0.06 0.32%

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 14.10% 14.03% 14.94%
3 Years -0.22% -0.18% 0.36%
Since Inception 0.30% 0.34% 0.91%
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 9.65% 9.98% 10.37%
1 Month -0.27% 0.04% -0.21%
3 Months 3.15% 3.26% 3.43%
Since Inception 0.95% 1.08% 2.91%

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 11/22/24

S&P 500 Price 5,969.34 S&P 500 Mini Price 596.93

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Mini Call Option -$835,708 588 0.00% 12/20/2024 28
Short S&P 500 Call Option -$40,591,511 5880 0.00% 12/20/2024 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 $835,708 558 -6.52% 12/20/2024 28
Long S&P 500 Put Option $40,591,511 5585 -6.44% 12/20/2024 28

Top Holdings As of 11/22/24

Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
7.08 AAPL APPLE INC 2046251 229.87 12,494 2,871,995.78
7.08 NVDA NVIDIA CORP 2379504 141.95 20,214 2,869,377.30
6.28 MSFT MICROSOFT CORP 2588173 417.00 6,109 2,547,453.00
3.73 AMZN AMAZON.COM INC 2000019 197.12 7,674 1,512,698.88
2.47 META META PLATFORMS INC B7TL820 559.14 1,793 1,002,538.02
1.98 TSLA TESLA INC B616C79 352.56 2,279 803,484.24
1.96 GOOGL ALPHABET INC-CL A BYVY8G0 164.76 4,812 792,825.12
1.77 BRK/B BERKSHIRE HATH-B 2073390 476.57 1,504 716,761.28
1.62 GOOG ALPHABET INC-CL C BYY88Y7 166.57 3,945 657,118.65
1.55 AVGO BROADCOM INC BDZ78H9 164.23 3,821 627,522.83
1.43 JPM JPMORGAN CHASE & CO 2190385 248.55 2,335 580,364.25
1.20 LLY ELI LILLY & CO 2516152 748.01 650 486,206.50
1.11 UNH UNITEDHEALTH GROUP INC 2917766 590.87 759 448,470.33
1.10 XOM EXXON MOBIL CORP 2326618 121.79 3,661 445,873.19
1.05 V VISA INC-CLASS A SHARES B2PZN04 309.92 1,371 424,900.32
0.87 MA MASTERCARD INC - A B121557 520.86 677 352,622.22
0.87 COST COSTCO WHOLESALE CORP 2701271 964.01 364 350,899.64
0.85 HD HOME DEPOT INC 2434209 420.00 819 343,980.00
0.84 PG PROCTER & GAMBLE CO/THE 2704407 176.28 1,938 341,630.64
0.80 WMT WALMART INC 2936921 90.44 3,578 323,594.32
0.78 NFLX NETFLIX INC 2857817 897.79 353 316,919.87
0.76 JNJ JOHNSON & JOHNSON 2475833 155.17 1,979 307,081.43
0.68 CRM SALESFORCE INC 2310525 342.02 800 273,616.00
0.64 BAC BANK OF AMERICA CORP 2295677 47.00 5,550 260,850.00
0.64 ABBV ABBVIE INC B92SR70 176.95 1,456 257,639.20
0.62 ORCL ORACLE CORP 2661568 192.29 1,312 252,284.48
0.56 CVX CHEVRON CORP 2838555 162.36 1,403 227,791.08
0.52 WFC WELLS FARGO & CO 2649100 75.96 2,791 212,004.36
0.51 MRK MERCK & CO. INC. 2778844 99.18 2,086 206,889.48
0.50 KO COCA-COLA CO/THE 2206657 63.92 3,188 203,776.96
0.48 CSCO CISCO SYSTEMS INC 2198163 58.55 3,312 193,917.60
0.46 ADBE ADOBE INC 2008154 512.15 367 187,959.05
0.45 AMD ADVANCED MICRO DEVICES 2007849 138.35 1,327 183,590.45
0.45 ACN ACCENTURE PLC-CL A B4BNMY3 358.66 509 182,557.94
0.45 PEP PEPSICO INC 2681511 162.00 1,124 182,088.00
0.45 NOW SERVICENOW INC B80NXX8 1,060.60 171 181,362.60
0.44 LIN LINDE PLC BNZHB81 454.78 396 180,092.88
0.42 MCD MCDONALD'S CORP 2550707 290.28 592 171,845.76
0.42 DIS WALT DISNEY CO/THE 2270726 115.65 1,485 171,740.25
0.42 IBM IBM 2005973 222.97 761 169,680.17
0.42 ABT ABBOTT LABORATORIES 2002305 117.76 1,431 168,514.56
0.41 PM PHILIP MORRIS IN B2PKRQ3 129.99 1,274 165,607.26
0.40 GE GE AEROSPACE BL59CR9 181.15 887 160,680.05
0.40 ISRG INTUITIVE SURGICAL INC 2871301 547.87 292 159,978.04
0.39 CAT CATERPILLAR INC 2180201 397.49 399 158,598.51
0.39 TMO THERMO FISHER 2886907 513.26 308 158,084.08
0.39 GS GOLDMAN SACHS GROUP INC 2407966 602.78 262 157,928.36
0.37 TXN TEXAS INSTRUMENTS INC 2885409 198.00 754 149,292.00
0.37 VZ VERIZON COMMUNIC 2090571 43.15 3,446 148,694.90
0.36 INTU INTUIT INC 2459020 640.12 228 145,947.36
0.35 QCOM QUALCOMM INC 2714923 156.79 909 142,522.11
0.35 BKNG BOOKING HOLDINGS INC BDRXDB4 5,177.15 27 139,783.05
0.34 AXP AMERICAN EXPRESS CO 2026082 301.30 458 137,995.40
0.34 MS MORGAN STANLEY 2262314 134.69 1,021 137,518.49
0.34 CMCSA COMCAST CORP-CLASS A 2044545 43.47 3,162 137,452.14
0.34 SPGI S&P GLOBAL INC BYV2325 514.46 265 136,331.90
0.34 T AT&T INC 2831811 23.18 5,868 136,020.24
0.32 RTX RTX CORPORATION BM5M5Y3 120.77 1,087 131,276.99
0.32 PGR PROGRESSIVE CORP 2705024 266.06 488 129,837.28
0.32 AMGN AMGEN INC 2023607 294.53 439 129,298.67
0.32 NEE NEXTERA ENERGY INC 2328915 76.00 1,683 127,908.00
0.31 ETN EATON CORP PLC B8KQN82 377.41 331 124,922.71
0.30 HON HONEYWELL INTL 2020459 229.11 538 123,261.18
0.30 DHR DANAHER CORP 2250870 235.84 521 122,872.64
0.30 UBER UBER TECHNOLOGIES INC BK6N347 71.51 1,718 122,854.18
0.30 LOW LOWE'S COS INC 2536763 264.68 464 122,811.52
0.30 UNP UNION PACIFIC CORP 2914734 242.39 506 122,649.34
0.29 BLK BLACKROCK INC BMZBBT7 1,036.46 115 119,192.90
0.29 PFE PFIZER INC 2684703 25.65 4,639 118,990.35
0.29 COP CONOCOPHILLIPS 2685717 111.75 1,061 118,538.81
0.29 AMAT APPLIED MATERIALS INC 2046552 174.88 675 118,044.00
0.29 BX BLACKSTONE INC BKF2SL7 199.05 590 117,439.50
0.28 TJX TJX COMPANIES INC 2989301 121.47 918 111,509.46
0.27 C CITIGROUP INC 2297907 69.84 1,555 108,601.20
0.27 SYK STRYKER CORP 2853688 384.85 282 108,527.70
0.27 PLTR PALANTIR TECHN-A BN78DQ4 64.35 1,685 108,429.75
0.27 BSX BOSTON SCIENTIFIC CORP 2113434 90.00 1,202 108,180.00
0.26 FI FISERV INC 2342034 221.56 479 106,127.24
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 305.15 334 101,920.10
0.25 PANW PALO ALTO NETWORKS INC B87ZMX0 383.36 261 100,056.96
0.24 SCHW SCHWAB (CHARLES) CORP 2779397 81.26 1,218 98,974.68
0.24 SBUX STARBUCKS CORP 2842255 102.50 949 97,272.50
0.24 BMY BRISTOL-MYERS SQUIBB CO 2126335 58.87 1,652 97,253.24
0.24 DE DEERE & CO 2261203 446.65 215 96,029.75
0.24 TMUS T-MOBILE US INC B94Q9V0 238.28 400 95,312.00
0.23 LMT LOCKHEED MARTIN CORP 2522096 542.22 175 94,888.50
0.23 MU MICRON TECHNOLOGY INC 2588184 102.64 924 94,839.36
0.23 VRTX VERTEX PHARM 2931034 450.97 210 94,703.70
0.23 MDT MEDTRONIC PLC BTN1Y11 86.21 1,077 92,848.17
0.23 GILD GILEAD SCIENCES INC 2369174 90.19 1,015 91,542.85
0.23 MMC MARSH & MCLENNAN COS 2567741 227.82 401 91,355.82
0.22 BA BOEING CO/THE 2108601 149.29 605 90,320.45
0.22 SPX US 12/20/24 P5585 1,325.00 68 90,100.00
0.22 ANET ARISTA NETWORKS INC BN33VM5 406.48 216 87,799.68
0.22 KKR KKR & CO INC BG1FRR1 158.63 552 87,563.76
0.22 CB CHUBB LTD B3BQMF6 285.21 307 87,559.47
0.22 PLD PROLOGIS INC B44WZD7 115.80 755 87,429.00
0.21 ADI ANALOG DEVICES INC 2032067 214.59 404 86,694.36
0.21 INTC INTEL CORP 2463247 24.50 3,468 84,966.00
0.20 UPS UNITED PARCEL-B 2517382 134.82 597 80,487.54
0.20 GEV GE VERNOVA INC BP6H4Y1 349.16 228 79,608.48
0.19 MO ALTRIA GROUP INC 2692632 56.73 1,387 78,684.51
0.19 NKE NIKE INC -CL B 2640147 77.40 1,013 78,406.20
0.19 AMT AMERICAN TOWER CORP B7FBFL2 204.31 380 77,637.80
0.19 SO SOUTHERN CO/THE 2829601 87.60 886 77,613.60
0.19 TT TRANE TECHNOLOGIES PLC BK9ZQ96 417.49 185 77,235.65
0.19 LRCX LAM RESEARCH CORP BSML4N7 72.64 1,058 76,853.12
0.19 CI THE CIGNA GROUP BHJ0775 328.45 233 76,528.85
0.19 SHW SHERWIN-WILLIAMS CO/THE 2804211 388.30 196 76,106.80
0.19 ELV ELEVANCE HEALTH INC BSPHGL4 402.55 189 76,081.95
0.18 PH PARKER HANNIFIN CORP 2671501 706.87 105 74,221.35
0.18 PYPL PAYPAL HOLDINGS INC BYW36M8 86.77 855 74,188.35
0.18 ICE INTERCONTINENTAL BFSSDS9 159.29 464 73,910.56
0.18 KLAC KLA CORP 2480138 639.55 115 73,548.25
0.18 APH AMPHENOL CORP-CL A 2145084 74.29 979 72,729.91
0.18 DUK DUKE ENERGY CORP B7VD3F2 114.70 627 71,916.90
0.18 SNPS SYNOPSYS INC 2867719 565.07 126 71,198.82
0.18 AON AON PLC-CLASS A BLP1HW5 386.21 184 71,062.64
0.17 CRWD CROWDSTRIKE HO-A BJJP138 372.26 188 69,984.88
0.17 MDLZ MONDELEZ INTER-A B8CKK03 64.40 1,083 69,745.20
0.17 CDNS CADENCE DESIGN SYS INC 2302232 311.87 222 69,235.14
0.17 CME CME GROUP INC 2965839 229.04 301 68,941.04
0.17 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 500.90 137 68,623.30
0.17 CMG CHIPOTLE MEXICAN B0X7DZ3 62.01 1,105 68,521.05
0.17 EQIX EQUINIX INC BVLZX12 936.37 73 68,355.01
0.17 WM WASTE MANAGEMENT INC 2937667 224.41 304 68,220.64
0.17 PNC PNC FINANCIAL SE 2692665 210.07 324 68,062.68
0.17 ZTS ZOETIS INC B95WG16 176.96 383 67,775.68
0.16 MCK MCKESSON CORP 2378534 623.19 107 66,681.33
0.16 USB US BANCORP 2736035 52.49 1,261 66,189.89
0.16 WELL WELLTOWER INC BYVYHH4 137.91 479 66,058.89
0.16 REGN REGENERON PHARMACEUTICALS 2730190 738.00 87 64,206.00
0.16 CEG CONSTELLATION ENERGY BMH4FS1 249.89 251 62,722.39
0.16 CL COLGATE-PALMOLIVE CO 2209106 94.92 660 62,647.20
0.15 APD AIR PRODS & CHEM 2011602 331.83 188 62,384.04
0.15 EOG EOG RESOURCES INC 2318024 136.35 456 62,175.60
0.15 CTAS CINTAS CORP 2197137 221.76 280 62,092.80
0.15 MCO MOODY'S CORP 2252058 480.66 128 61,524.48
0.15 EMR EMERSON ELECTRIC CO 2313405 130.07 473 61,523.11
0.15 ITW ILLINOIS TOOL WORKS 2457552 273.95 217 59,447.15
0.15 CVS CVS HEALTH CORP 2577609 58.01 1,018 59,054.18
0.15 COF CAPITAL ONE FINA 2654461 187.06 315 58,923.90
0.15 GD GENERAL DYNAMICS CORP 2365161 281.81 209 58,898.29
0.15 WMB WILLIAMS COS INC 2967181 59.65 984 58,695.60
0.14 ADSK AUTODESK INC 2065159 321.27 182 58,471.14
0.14 TDG TRANSDIGM GROUP INC B11FJK3 1,260.32 46 57,974.72
0.14 OKE ONEOK INC 2130109 117.05 491 57,471.55
0.14 MMM 3M CO 2595708 128.42 442 56,761.64
0.14 AJG ARTHUR J GALLAGHER & CO 2359506 304.29 185 56,293.65
0.14 NOC NORTHROP GRUMMAN CORP 2648806 496.87 113 56,146.31
0.14 CSX CSX CORP 2160753 35.78 1,564 55,959.92
0.14 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,227.37 45 55,231.65
0.14 FDX FEDEX CORP 2142784 299.97 183 54,894.51
0.14 BDX BECTON DICKINSON AND CO 2087807 224.00 245 54,880.00
0.14 CARR CARRIER GLOBAL CORP BK4N0D7 77.00 709 54,593.00
0.13 TFC TRUIST FINANCIAL CORP BKP7287 47.96 1,136 54,482.56
0.13 MAR MARRIOTT INTL-A 2210614 284.29 189 53,730.81
0.13 GM GENERAL MOTORS CO B665KZ5 58.53 896 52,442.88
0.13 PCAR PACCAR INC 2665861 114.75 447 51,293.25
0.13 NSC NORFOLK SOUTHERN CORP 2641894 268.95 190 51,100.50
0.13 ABNB AIRBNB INC-CLASS A BMGYYH4 137.34 371 50,953.14
0.13 FCX FREEPORT-MCMORAN INC 2352118 43.72 1,164 50,890.08
0.13 SLB SCHLUMBERGER LTD 2779201 44.23 1,143 50,554.89
0.12 TRV TRAVELERS COS INC/THE 2769503 262.47 191 50,131.77
0.12 HLT HILTON WORLDWIDE BYVMW06 253.00 198 50,094.00
0.12 ECL ECOLAB INC 2304227 245.30 204 50,041.20
0.12 HCA HCA HEALTHCARE INC B4MGBG6 324.93 151 49,064.43
0.12 TGT TARGET CORP 2259101 125.01 390 48,753.90
0.12 DLR DIGITAL REALTY TRUST INC B03GQS4 189.84 252 47,839.68
0.12 BK BANK NY MELLON B1Z77F6 80.14 593 47,523.02
0.12 SRE SEMPRA 2138158 94.27 501 47,229.27
0.12 AFL AFLAC INC 2026361 112.39 420 47,203.80
0.12 CPRT COPART INC 2208073 62.70 751 47,087.70
0.12 KMI KINDER MORGAN INC B3NQ4P8 28.49 1,644 46,837.56
0.12 FTNT FORTINET INC B5B2106 92.77 502 46,570.54
0.11 NXPI NXP SEMICONDUCTORS NV B505PN7 226.38 205 46,407.90
0.11 ROP ROPER TECHNOLOGIES INC 2749602 560.14 82 45,931.48
0.11 RCL ROYAL CARIBBEAN 2754907 241.49 190 45,883.10
0.11 SPG SIMON PROPERTY GROUP INC 2812452 181.14 251 45,466.14
0.11 PSX PHILLIPS 66 B78C4Y8 133.27 340 45,311.80
0.11 JCI JOHNSON CONTROLS BY7QL61 83.45 539 44,979.55
0.11 FICO FAIR ISAAC CORP 2330299 2,355.35 19 44,751.65
0.11 ALL ALLSTATE CORP 2019952 203.80 219 44,632.20
0.11 MET METLIFE INC 2573209 86.59 506 43,814.54
0.11 AEP AMERICAN ELECTRIC POWER 2026242 97.59 448 43,720.32
0.11 VST Vistra Corp. BZ8VJQ8 161.92 269 43,556.48
0.11 AMP AMERIPRISE FINANCIAL INC B0J7D57 572.07 76 43,477.32
0.11 URI UNITED RENTALS INC 2134781 849.32 51 43,315.32
0.11 MPC MARATHON PETROLEUM CORP B3K3L40 158.48 273 43,265.04
0.11 PSA PUBLIC STORAGE 2852533 337.58 128 43,210.24
0.11 O REALTY INCOME CORP 2724193 57.45 743 42,685.35
0.10 CMI CUMMINS INC 2240202 372.62 112 41,733.44
0.10 D DOMINION ENERGY INC 2542049 58.14 715 41,570.10
0.10 DHI DR HORTON INC 2250687 163.53 251 41,046.03
0.10 PWR QUANTA SERVICES INC 2150204 341.92 120 41,030.40
0.10 GWW WW GRAINGER INC 2380863 1,206.65 34 41,026.10
0.10 FAST FASTENAL CO 2332262 83.08 487 40,459.96
0.10 AZO AUTOZONE INC 2065955 3,099.38 13 40,291.94
0.10 FIS FIDELITY NATIONA 2769796 86.08 468 40,285.44
0.10 NEM NEWMONT CORP 2636607 43.38 919 39,866.22
0.10 ROST ROSS STORES INC 2746711 146.09 272 39,736.48
0.10 PCG P G & E CORP 2689560 21.37 1,843 39,384.91
0.10 AIG AMERICAN INTERNA 2027342 76.06 517 39,323.02
0.10 AME AMETEK INC 2089212 197.38 199 39,278.62
0.10 KVUE KENVUE INC BQ84ZQ6 24.08 1,627 39,178.16
0.10 HWM HOWMET AEROSPACE INC BKLJ8V2 118.44 330 39,085.20
0.10 TEL TE CONNECTIVITY PLC BRC3N84 152.26 256 38,978.56
0.10 VLO VALERO ENERGY CORP 2041364 140.91 272 38,327.52
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 248.16 154 38,216.64
0.09 F FORD MOTOR CO 2615468 11.18 3,386 37,855.48
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 127.89 295 37,727.55
0.09 PAYX PAYCHEX INC 2674458 144.46 261 37,704.06
0.09 BKR BAKER HUGHES CO BDHLTQ5 44.25 844 37,347.00
0.09 CCI CROWN CASTLE INC BTGQCX1 105.44 350 36,904.00
0.09 PEG PUB SERV ENTERP 2707677 92.40 397 36,682.80
0.09 KMB KIMBERLY-CLARK CORP 2491839 138.42 265 36,681.30
0.09 IR INGERSOLL-RAND INC BL5GZ82 104.00 352 36,608.00
0.09 CTVA CORTEVA INC BK73B42 61.23 597 36,554.31
0.09 VRSK VERISK ANALYTICS INC B4P9W92 290.73 125 36,341.25
0.09 TRGP TARGA RESOURCES CORP B55PZY3 207.31 174 36,071.94
0.09 EW EDWARDS LIFESCIENCES CORP 2567116 70.48 511 36,015.28
0.09 RSG REPUBLIC SERVICES INC 2262530 216.79 164 35,553.56
0.09 DFS DISCOVER FINANCI B1YLC43 179.29 198 35,499.42
0.09 MSCI MSCI INC B2972D2 589.57 60 35,374.20
0.09 LEN LENNAR CORP-A 2511920 169.17 208 35,187.36
0.09 CBRE CBRE GROUP INC - A B6WVMH3 135.43 256 34,670.08
0.09 ODFL OLD DOMINION FREIGHT LINE 2656423 220.25 157 34,579.25
0.09 COR CENCORA INC 2795393 245.02 141 34,547.82
0.09 AXON AXON ENTERPRISE INC BDT5S35 636.95 54 34,395.30
0.08 CTSH COGNIZANT TECH-A 2257019 79.54 429 34,122.66
0.08 DELL DELL TECHNOLOGIES -C BHKD3S6 144.21 235 33,889.35
0.08 XEL XCEL ENERGY INC 2614807 71.35 473 33,748.55
0.08 EXC EXELON CORP 2670519 38.71 862 33,368.02
0.08 VMC VULCAN MATERIALS CO 2931205 284.61 117 33,299.37
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 54.06 605 32,706.30
0.08 OTIS OTIS WORLDWIDE CORP BK531S8 101.20 323 32,687.60
0.08 STZ CONSTELLATION-A 2170473 239.66 136 32,593.76
0.08 SYY SYSCO CORP 2868165 75.79 430 32,589.70
0.08 HES HESS CORP 2023748 148.65 217 32,257.05
0.08 EA ELECTRONIC ARTS INC 2310194 166.67 190 31,667.30
0.08 DAL DELTA AIR LINES INC B1W9D46 63.34 499 31,606.66
0.08 KR KROGER CO 2497406 59.22 529 31,327.38
0.08 NUE NUCOR CORP 2651086 151.92 205 31,143.60
0.08 GIS GENERAL MILLS INC 2367026 65.00 473 30,745.00
0.08 IT GARTNER INC 2372763 519.78 59 30,667.02
0.08 A AGILENT TECHNOLOGIES INC 2520153 133.84 229 30,649.36
0.08 MCHP MICROCHIP TECHNOLOGY INC 2592174 66.69 458 30,544.02
0.08 OXY OCCIDENTAL PETROLEUM CORP 2655408 51.93 583 30,275.19
0.08 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 82.44 367 30,255.48
0.08 IRM IRON MOUNTAIN INC BVFTF03 119.10 254 30,251.40
0.07 DD DUPONT DE NEMOURS INC BK0VN47 83.32 362 30,161.84
0.07 ACGL ARCH CAPITAL GROUP LTD 2740542 99.69 302 30,106.38
0.07 IQV IQVIA HOLDINGS INC BDR73G1 201.82 149 30,071.18
0.07 YUM YUM! BRANDS INC 2098876 135.27 221 29,894.67
0.07 MTB M & T BANK CORP 2340168 221.12 135 29,851.20
0.07 WAB WABTEC CORP 2955733 199.15 149 29,673.35
0.07 GLW CORNING INC 2224701 48.52 606 29,403.12
0.07 KDP KEURIG DR PEPPER INC BD3W133 32.66 895 29,230.70
0.07 ED CONSOLIDATED EDISON INC 2216850 98.36 297 29,212.92
0.07 CHTR CHARTER COMMUN-A BZ6VT82 388.27 75 29,120.25
0.07 RMD RESMED INC 2732903 243.78 119 29,009.82
0.07 HPQ HP INC BYX4D52 38.13 757 28,864.41
0.07 VICI VICI PROPERTIES INC BYWH073 32.23 894 28,813.62
0.07 LULU LULULEMON ATHLETICA INC B23FN39 317.11 90 28,539.90
0.07 FITB FIFTH THIRD BANCORP 2336747 47.90 595 28,500.50
0.07 EXR EXTRA SPACE STORAGE INC B02HWR9 168.14 169 28,415.66
0.07 CSGP COSTAR GROUP INC 2262864 79.81 353 28,172.93
0.07 FANG DIAMONDBACK ENERGY INC B7Y8YR3 185.29 152 28,164.08
0.07 NDAQ NASDAQ INC 2965107 81.07 346 28,050.22
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 100.66 275 27,681.50
0.07 HIG HARTFORD FINL SV 2476193 120.72 229 27,644.88
0.07 CNC CENTENE CORP 2807061 60.37 457 27,589.09
0.07 EBAY EBAY INC 2293819 63.24 435 27,509.40
0.07 MLM MARTIN MARIETTA MATERIALS 2572079 597.81 46 27,499.26
0.07 XYL XYLEM INC B3P2CN8 126.87 215 27,277.05
0.07 HUM HUMANA INC 2445063 298.11 91 27,128.01
0.07 AVB AVALONBAY COMMUNITIES INC 2131179 231.94 116 26,905.04
0.07 TTWO TAKE-TWO INTERAC 2122117 188.15 142 26,717.30
0.07 UAL UNITED AIRLINES B4QG225 95.24 280 26,667.20
0.07 EIX EDISON INTERNATIONAL 2829515 86.48 305 26,376.40
0.07 ON ON SEMICONDUCTOR 2583576 69.62 378 26,316.36
0.07 IDXX IDEXX LABORATORIES INC 2459202 417.24 63 26,286.12
0.06 DXCM DEXCOM INC B0796X4 72.83 356 25,927.48
0.06 ROK ROCKWELL AUTOMATION INC 2754060 290.86 89 25,886.54
0.06 GRMN GARMIN LTD B3Z5T14 210.33 123 25,870.59
0.06 ETR ENTERGY CORP 2317087 151.06 171 25,831.26
0.06 DOW DOW INC BHXCF84 45.46 556 25,275.76
0.06 DECK DECKERS OUTDOOR CORP 2267278 192.15 131 25,171.65
0.06 SW SMURFIT WESTROCK PLC BRK49M5 56.64 444 25,148.16
0.06 GDDY GODADDY INC - CLASS A BWFRFC6 196.35 127 24,936.45
0.06 HPE HEWLETT PACKA BYVYWS0 22.10 1,113 24,597.30
0.06 DOV DOVER CORP 2278407 204.74 120 24,568.80
0.06 CHD CHURCH & DWIGHT CO INC 2195841 111.90 219 24,506.10
0.06 OTHER PAYABLE & RECEIVABLES 1.00 24,473 24,473.46
0.06 TSCO TRACTOR SUPPLY COMPANY 2900335 280.61 87 24,413.07
0.06 HAL HALLIBURTON CO 2405302 31.94 762 24,338.28
0.06 RJF RAYMOND JAMES 2718992 165.18 146 24,116.28
0.06 WTW WILLIS TOWERS WATSON PLC BDB6Q21 314.40 76 23,894.40
0.06 EFX EQUIFAX INC 2319146 253.58 94 23,836.52
0.06 STT STATE STREET CORP 2842040 97.50 244 23,790.00
0.06 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 170.28 139 23,668.92
0.06 CAH CARDINAL HEALTH INC 2175672 121.84 194 23,636.96
0.06 HSY HERSHEY CO/THE 2422806 174.81 134 23,424.54
0.06 DTE DTE ENERGY COMPANY 2280220 124.60 187 23,300.20
0.06 CASH 1.00 23,285 23,284.61
0.06 VTR VENTAS INC 2927925 63.55 365 23,195.75
0.06 ANSS ANSYS INC 2045623 350.00 66 23,100.00
0.06 GPN GLOBAL PAYMENTS INC 2712013 117.08 196 22,947.68
0.06 PPL PPL CORP 2680905 34.45 652 22,461.40
0.06 PPG PPG INDUSTRIES INC 2698470 122.65 183 22,444.95
0.06 EQR EQUITY RESIDENTIAL 2319157 75.79 295 22,358.05
0.06 HBAN HUNTINGTON BANCSHARES INC 2445966 17.89 1,249 22,344.61
0.06 FTV FORTIVE CORP BYT3MK1 78.42 284 22,271.28
0.06 BRO BROWN & BROWN INC 2692687 112.05 198 22,185.90
0.06 ADM ARCHER-DANIELS-MIDLAND CO 2047317 53.13 417 22,155.21
0.05 EQT EQT CORP 2319414 45.92 474 21,766.08
0.05 KHC KRAFT HEINZ CO/THE BYRY499 31.81 680 21,630.80
0.05 MPWR MONOLITHIC POWER B01Z7J1 580.81 37 21,489.97
0.05 AEE AMEREN CORPORATION 2050832 93.81 227 21,294.87
0.05 PHM PULTEGROUP INC 2708841 129.76 164 21,280.64
0.05 DVN DEVON ENERGY CORP 2480677 39.45 539 21,263.55
0.05 TROW T ROWE PRICE GROUP INC 2702337 119.84 177 21,211.68
0.05 AWK AMERICAN WATER W B2R3PV1 137.31 154 21,145.74
0.05 CDW CDW CORP/DE BBM5MD6 178.34 118 21,043.53
0.05 VLTO VERALTO CORP BPGMZQ5 106.41 197 20,962.77
0.05 RF REGIONS FINANCIAL CORP B01R311 27.28 756 20,623.68
0.05 IFF INTL FLAVORS & FRAGRANCES 2464165 90.81 225 20,432.25
0.05 CCL CARNIVAL CORP 2523044 24.90 819 20,393.10
0.05 LDOS LEIDOS HOLDINGS INC BDV82B8 165.51 123 20,357.73
0.05 SYF SYNCHRONY FINANCIAL BP96PS6 65.99 307 20,258.93
0.05 NTRS NORTHERN TRUST CORP 2648668 109.46 185 20,250.10
0.05 WY WEYERHAEUSER CO 2958936 31.24 647 20,212.28
0.05 PTC PTC INC B95N910 197.64 102 20,159.28
0.05 BR BROADRIDGE FINL B1VP7R6 230.24 87 20,030.88
0.05 NTAP NETAPP INC 2630643 122.34 161 19,696.74
0.05 LYV LIVE NATION ENTE B0T7YX2 140.29 139 19,500.31
0.05 TYL TYLER TECHNOLOGIES INC 2909644 609.09 32 19,490.88
0.05 MTD METTLER-TOLEDO 2126249 1,217.97 16 19,487.52
0.05 SBAC SBA COMMUNICATIONS CORP BZ6TS23 220.66 88 19,418.08
0.05 CINF CINCINNATI FINANCIAL CORP 2196888 156.47 124 19,402.28
0.05 CPAY CORPAY INC BMX5GK7 379.87 51 19,373.37
0.05 WBD WARNER BROS DISCOVERY INC BM8JYX3 10.11 1,913 19,340.43
0.05 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 83.87 226 18,954.62
0.05 BIIB BIOGEN INC 2455965 157.90 118 18,632.20
0.05 WDC WESTERN DIGITAL CORP 2954699 66.43 279 18,533.97
0.05 FE FIRSTENERGY CORP 2100920 41.79 443 18,512.97
0.05 ES EVERSOURCE ENERGY BVVN4Q8 63.38 292 18,506.96
0.05 HUBB HUBBELL INC BDFG6S3 460.81 40 18,432.40
0.05 OMC OMNICOM GROUP 2279303 102.38 180 18,428.40
0.05 ATO ATMOS ENERGY CORP 2315359 149.18 123 18,349.14
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 213.26 86 18,340.36
0.05 K KELLANOVA 2486813 81.17 224 18,182.08
0.04 NVR NVR INC 2637785 9,007.24 2 18,014.48
0.04 ZBH ZIMMER BIOMET HO 2783815 110.22 161 17,745.42
0.04 STLD STEEL DYNAMICS INC 2849472 143.57 122 17,515.54
0.04 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 178.52 98 17,494.96
0.04 CMS CMS ENERGY CORP 2219224 69.52 251 17,449.52
0.04 WAT WATERS CORP 2937689 373.47 46 17,179.62
0.04 CNP CENTERPOINT ENERGY INC 2440637 31.93 538 17,178.34
0.04 DRI DARDEN RESTAURANTS INC 2289874 167.69 102 17,104.38
0.04 WST WEST PHARMACEUT 2950482 316.59 54 17,095.86
0.04 EXPE EXPEDIA GROUP INC B748CK2 184.92 92 17,012.64
0.04 CTRA COTERRA ENERGY INC 2162340 27.63 614 16,964.82
0.04 COO COOPER COS INC/THE BQPDXR3 100.80 168 16,934.40
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 483.69 35 16,929.15
0.04 INVH INVITATION HOMES INC BD81GW9 33.88 499 16,906.12
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 85.73 196 16,803.08
0.04 CFG CITIZENS FINANCIAL GROUP BQRX1X3 47.65 352 16,772.80
0.04 MKC MCCORMICK-N/V 2550161 77.58 216 16,757.28
0.04 NRG NRG ENERGY INC 2212922 95.48 174 16,613.52
0.04 STX SEAGATE TECHNOLO BKVD2N4 99.62 166 16,536.92
0.04 CLX CLOROX COMPANY 2204026 169.30 97 16,422.10
0.04 HOLX HOLOGIC INC 2433530 78.97 205 16,188.85
0.04 FSLR FIRST SOLAR INC B1HMF22 186.05 87 16,186.35
0.04 IP INTERNATIONAL PAPER CO 2465254 59.32 272 16,135.04
0.04 BALL BALL CORP 2073022 61.86 260 16,083.60
0.04 STE STERIS PLC BFY8C75 214.34 75 16,075.50
0.04 LUV SOUTHWEST AIRLINES CO 2831543 31.97 502 16,048.94
0.04 PKG PACKAGING CORP OF AMERICA 2504566 246.39 65 16,015.35
0.04 KEY KEYCORP 2490911 19.60 811 15,895.60
0.04 GPC GENUINE PARTS CO 2367480 124.80 126 15,724.80
0.04 TER TERADYNE INC 2884183 108.09 145 15,673.05
0.04 BBY BEST BUY CO INC 2094670 89.54 174 15,579.96
0.04 LH LABCORP HOLDINGS INC BSBK800 239.67 65 15,578.55
0.04 TSN TYSON FOODS INC-CL A 2909730 63.77 241 15,368.57
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 305.53 50 15,276.50
0.04 DG DOLLAR GENERAL CORP B5B1S13 74.93 202 15,135.86
0.04 TRMB TRIMBLE INC 2903958 72.32 209 15,114.88
0.04 MAS MASCO CORP 2570200 79.01 191 15,090.91
0.04 PNR PENTAIR PLC BLS09M3 106.93 141 15,077.13
0.04 WRB WR BERKLEY CORP 2093644 62.27 241 15,007.07
0.04 J JACOBS SOLUTIONS INC BNGC0D3 137.36 107 14,697.52
0.04 EXPD EXPEDITORS INTL WASH INC 2325507 121.32 121 14,679.72
0.04 KIM KIMCO REALTY CORP 2491594 25.37 578 14,663.86
0.04 EL ESTEE LAUDER 2320524 69.93 209 14,615.37
0.04 NI NISOURCE INC 2645409 37.71 387 14,593.77
0.04 MAA MID-AMERICA APAR 2589132 160.94 90 14,484.60
0.04 BAX BAXTER INTERNATIONAL INC 2085102 33.21 436 14,479.56
0.04 LVS LAS VEGAS SANDS CORP B02T2J7 50.08 286 14,322.88
0.04 ZBRA ZEBRA TECH CORP 2989356 397.19 36 14,298.84
0.04 PODD INSULET CORP B1XGNW4 262.93 54 14,198.22
0.03 DGX QUEST DIAGNOSTICS INC 2702791 163.59 85 13,905.15
0.03 LNT ALLIANT ENERGY CORP 2973821 63.32 218 13,803.76
0.03 TXT TEXTRON INC 2885937 85.38 161 13,746.18
0.03 CF CF INDUSTRIES HO B0G4K50 89.79 153 13,737.87
0.03 SMCI SUPER MICRO COMPUTER INC BRC3N73 33.15 414 13,724.10
0.03 IEX IDEX CORP 2456612 232.50 59 13,717.50
0.03 VTRS VIATRIS INC BMWS3X9 13.37 1,022 13,664.14
0.03 FDS FACTSET RESEARCH 2329770 487.62 28 13,653.36
0.03 AKAM AKAMAI TECHNOLOGIES INC 2507457 92.90 143 13,284.70
0.03 ARE ALEXANDRIA REAL 2009210 108.30 122 13,212.60
0.03 SNA SNAP-ON INC 2818740 365.97 36 13,174.92
0.03 GEN GEN DIGITAL INC BJN4XN5 30.19 434 13,102.46
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 21.62 606 13,101.72
0.03 L LOEWS CORP 2523022 86.07 152 13,082.64
0.03 DLTR DOLLAR TREE INC 2272476 66.40 197 13,080.80
0.03 AMCR AMCOR PLC BJ1F307 10.49 1,239 12,997.11
0.03 AVY AVERY DENNISON CORP 2066408 202.59 64 12,965.76
0.03 SWK STANLEY BLACK & B3Q2FJ4 89.25 144 12,852.00
0.03 SWKS SKYWORKS SOLUTIONS INC 2961053 85.41 150 12,811.50
0.03 EVRG EVERGY INC BFMXGR0 64.26 198 12,723.48
0.03 MOH MOLINA HEALTHCARE INC 2212706 290.79 43 12,503.97
0.03 VRSN VERISIGN INC 2142922 180.77 69 12,473.13
0.03 EG EVEREST GROUP LTD 2556868 389.00 32 12,448.00
0.03 ROL ROLLINS INC 2747305 50.63 244 12,353.72
0.03 BG BUNGE GLOBAL SA BQ6BPG9 87.65 139 12,183.35
0.03 MRNA MODERNA INC BGSXTS3 41.11 294 12,086.34
0.03 APTV APTIV PLC B783TY6 54.38 222 12,072.36
0.03 KMX CARMAX INC 2983563 81.60 147 11,995.20
0.03 ALGN ALIGN TECHNOLOGY INC 2679204 225.89 53 11,972.17
0.03 ULTA ULTA BEAUTY INC B28TS42 338.38 35 11,843.30
0.03 RVTY REVVITY INC 2305844 112.03 104 11,651.12
0.03 TPR TAPESTRY INC BF09HX3 58.92 196 11,548.32
0.03 UDR UDR INC 2727910 45.09 253 11,407.77
0.03 DAY DAYFORCE INC BFX1V56 79.79 142 11,330.18
0.03 CAG CONAGRA BRANDS INC 2215460 27.42 410 11,242.20
0.03 HST HOST HOTELS & RESORTS INC 2567503 18.25 605 11,041.25
0.03 EPAM EPAM SYSTEMS INC B44Z3T8 245.27 45 11,037.15
0.03 JBL JABIL INC 2471789 131.12 84 11,014.08
0.03 REG REGENCY CENTERS CORP 2726177 74.24 148 10,987.52
0.03 JBHT HUNT (JB) TRANS 2445416 182.40 60 10,944.00
0.03 DPZ DOMINO'S PIZZA INC B01SD70 453.35 24 10,880.40
0.03 LW LAMB WESTON HOLDINGS INC BDQZFJ3 76.92 141 10,845.72
0.03 BXP BXP INC 2019479 80.66 133 10,727.78
0.03 CPT CAMDEN PROPERTY TRUST 2166320 122.90 87 10,692.30
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 71.28 147 10,478.16
0.03 INCY INCYTE CORP 2471950 71.72 144 10,327.68
0.03 NDSN NORDSON CORP 2641838 261.27 39 10,189.53
0.03 FFIV F5 INC 2427599 246.98 41 10,126.18
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 26.86 369 9,911.34
0.02 POOL POOL CORP 2781585 366.49 27 9,895.23
0.02 SOLV SOLVENTUM CORP BMTQB43 70.81 138 9,771.78
0.02 CTLT CATALENT INC BP96PQ4 60.98 160 9,756.80
0.02 SJM JM SMUCKER CO/THE 2951452 113.30 86 9,743.80
0.02 TAP MOLSON COORS-B B067BM3 60.36 161 9,717.96
0.02 NWSA NEWS CORP - CLASS A BBGVT40 29.49 329 9,702.21
0.02 JNPR JUNIPER NETWORKS INC 2431846 35.91 269 9,659.79
0.02 ALB ALBEMARLE CORP 2046853 108.38 88 9,537.44
0.02 CHRW CH ROBINSON 2116228 107.61 88 9,469.68
0.02 EMN EASTMAN CHEMICAL CO 2298386 105.59 89 9,397.51
0.02 IPG INTERPUBLIC GRP 2466321 29.58 316 9,347.28
0.02 FOXA FOX CORP - CLASS A BJJMGL2 46.85 197 9,229.45
0.02 UHS UNIVERSAL HLTH-B 2923785 197.94 46 9,105.24
0.02 JKHY JACK HENRY 2469193 172.50 52 8,970.00
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 229.95 38 8,737.91
0.02 LKQ LKQ CORP 2971029 38.50 225 8,662.50
0.02 HSIC HENRY SCHEIN INC 2416962 75.08 113 8,484.04
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 189.08 43 8,130.44
0.02 ALLE ALLEGION PLC BFRT3W7 141.38 57 8,058.66
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 37.80 213 8,051.40
0.02 AES AES CORP 2002479 13.04 609 7,941.36
0.02 AIZ ASSURANT INC 2331430 226.15 35 7,915.25
0.02 PNW PINNACLE WEST CAPITAL 2048804 92.93 85 7,899.05
0.02 CPB CAMPBELL SOUP CO 2162845 45.29 172 7,789.88
0.02 ERIE ERIE INDEMNITY-A 2311711 428.50 18 7,713.00
0.02 ENPH ENPHASE ENERGY INC B65SQW4 66.29 116 7,689.64
0.02 HAS HASBRO INC 2414580 62.52 122 7,627.44
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 260.35 29 7,550.15
0.02 HRL HORMEL FOODS CORP 2437264 30.67 241 7,391.47
0.02 DVA DAVITA INC 2898087 165.51 43 7,116.93
0.02 MTCH MATCH GROUP INC BK80XH9 31.53 223 7,030.08
0.02 AOS SMITH (A.O.) CORP 2816023 73.44 95 6,976.80
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 37.60 185 6,956.00
0.02 WYNN WYNN RESORTS LTD 2963811 91.29 76 6,938.04
0.02 MOS MOSAIC CO/THE B3NPHP6 26.03 265 6,897.95
0.02 APA APA CORP BNNF1C1 22.77 299 6,808.23
0.02 IVZ INVESCO LTD B28XP76 17.74 383 6,794.42
0.02 CRL CHARLES RIVER LA 2604336 195.77 34 6,656.18
0.02 BWA BORGWARNER INC 2111955 34.12 194 6,619.28
0.02 RL RALPH LAUREN CORP B4V9661 212.15 31 6,576.65
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 41.37 158 6,536.46
0.02 GL GLOBE LIFE INC BK6YKG1 110.48 58 6,407.84
0.02 TFX TELEFLEX INC 2881407 191.71 32 6,134.72
0.02 CE CELANESE CORP B05MZT4 74.70 81 6,050.70
0.01 FMC FMC CORP 2328603 58.74 100 5,874.00
0.01 FRT FEDERAL REALTY INVS TRUST BN7P9B2 114.86 50 5,743.00
0.01 MHK MOHAWK INDUSTRIES INC 2598699 138.77 41 5,689.57
0.01 BEN FRANKLIN RESOURCES INC 2350684 21.96 246 5,402.16
0.01 HII HUNTINGTON INGAL B40SSC9 198.95 27 5,371.65
0.01 FOX FOX CORP - CLASS B BJJMGY5 44.37 120 5,324.40
0.01 WBA WALGREENS BOOTS BTN1Y44 8.66 606 5,247.96
0.01 QRVO QORVO INC BR9YYP4 69.25 73 5,055.25
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 10.88 411 4,471.68
0.01 AMTM AMENTUM HOLDINGS INC BMZLFJ5 24.43 107 2,614.01
0.01 NWS NEWS CORP - CLASS B BBGVT51 32.06 80 2,564.80
0.01 XSP US 12/20/24 P558 135.00 14 1,890.00
-0.05 XSP US 12/20/24 C588 1,505.00 -14 -21,070.00
-2.52 SPX US 12/20/24 C5880 15,015.00 -68 -1,021,020.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 11/22/24

Return on Equity 19.40%
Weighted Avg. Market Cap 884,096 M
2023 2024
Price-to-earnings 26.69 24.00
Price-to-book value 4.99 4.36

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 10/31/24

Versus Beta
S&P 500 0.34
NASDAQ-100 0.25
MSCI EAFE 0.29
MSCI Emg. Mkts 0.22
Standard Deviation 6.70%

Source: new windowAltaVista Research, LLC

ETF Research

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.