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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 11/01/24

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $39.53 million
NAV $18.82
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 10/31/24

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 2,100,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.26%

Distributions As of 11/01/24

30-Day SEC Yield 0.75%
Trailing 12-Month Distribution (%) 12.77%
Distribution Rate 12.26%
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 11/01/24

NAV $18.82 Daily Change $0.04 0.21%
Market Price $18.86 Daily Change $0.05 0.27%

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 11/01/24

S&P 500 Price 5,728.80 S&P 500 Mini Price 572.88

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Call Option -$38,955,839 5855 2.20% 11/15/2024 14
Short S&P 500 Mini Call Option -$458,304 585 2.12% 11/15/2024 14

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Mini Put Option $458,304 556 -2.95% 11/15/2024 14
Long S&P 500 Put Option $38,955,839 5565 -2.86% 11/15/2024 14

Top Holdings As of 11/01/24

Full Holdings (.csv)
Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
6.99 AAPL APPLE INC 2046251 222.91 12,398 2,763,638.18
6.87 NVDA NVIDIA CORP 2379504 135.40 20,064 2,716,665.60
6.29 MSFT MICROSOFT CORP 2588173 410.37 6,062 2,487,662.94
3.81 AMZN AMAZON.COM INC 2000019 197.93 7,611 1,506,445.23
2.55 META META PLATFORMS INC B7TL820 567.16 1,776 1,007,276.16
2.07 GOOGL ALPHABET INC-CL A BYVY8G0 171.29 4,774 817,738.46
1.71 GOOG ALPHABET INC-CL C BYY88Y7 172.65 3,913 675,579.45
1.70 BRK/B BERKSHIRE HATH-B 2073390 452.14 1,490 673,688.60
1.62 AVGO BROADCOM INC BDZ78H9 168.92 3,789 640,037.88
1.42 TSLA TESLA INC B616C79 248.98 2,259 562,445.82
1.33 LLY ELI LILLY & CO 2516152 818.93 641 524,934.13
1.31 JPM JPMORGAN CHASE & CO 2190385 222.94 2,314 515,883.16
1.08 UNH UNITEDHEALTH GROUP INC 2917766 567.56 755 428,507.80
1.05 XOM EXXON MOBIL CORP 2326618 114.95 3,610 414,969.50
1.00 V VISA INC-CLASS A SHARES B2PZN04 290.74 1,353 393,371.22
0.86 MA MASTERCARD INC - A B121557 508.08 668 339,397.44
0.81 COST COSTCO WHOLESALE CORP 2701271 877.31 363 318,463.53
0.80 HD HOME DEPOT INC 2434209 392.59 807 316,820.13
0.80 PG PROCTER & GAMBLE CO/THE 2704407 165.10 1,911 315,506.10
0.79 JNJ JOHNSON & JOHNSON 2475833 160.13 1,952 312,573.76
0.74 ABBV ABBVIE INC B92SR70 203.55 1,435 292,094.25
0.73 WMT WALMART INC 2936921 82.19 3,527 289,884.13
0.67 SPX US 11/15/24 P5565 3,915.00 68 266,220.00
0.67 NFLX NETFLIX INC 2857817 756.10 351 265,391.10
0.59 CRM SALESFORCE INC 2310525 294.72 788 232,239.36
0.58 BAC BANK OF AMERICA CORP 2295677 41.76 5,472 228,510.72
0.56 ORCL ORACLE CORP 2661568 170.02 1,294 220,005.88
0.54 CVX CHEVRON CORP 2838555 153.07 1,382 211,542.74
0.53 MRK MERCK & CO. INC. 2778844 101.88 2,056 209,465.28
0.52 KO COCA-COLA CO/THE 2206657 65.01 3,143 204,326.43
0.47 AMD ADVANCED MICRO DEVICES 2007849 141.86 1,309 185,694.74
0.47 PEP PEPSICO INC 2681511 165.59 1,109 183,639.31
0.46 CSCO CISCO SYSTEMS INC 2198163 55.50 3,264 181,152.00
0.45 LIN LINDE PLC BNZHB81 457.31 390 178,350.90
0.45 WFC WELLS FARGO & CO 2649100 64.68 2,752 177,999.36
0.44 ADBE ADOBE INC 2008154 482.80 361 174,290.80
0.44 ACN ACCENTURE PLC-CL A B4BNMY3 345.67 503 173,872.01
0.44 MCD MCDONALD'S CORP 2550707 295.21 583 172,107.43
0.43 TMO THERMO FISHER 2886907 557.92 305 170,165.60
0.42 ABT ABBOTT LABORATORIES 2002305 118.60 1,410 167,226.00
0.42 PM PHILIP MORRIS IN B2PKRQ3 130.65 1,256 164,096.40
0.40 NOW SERVICENOW INC B80NXX8 943.41 168 158,492.88
0.40 IBM IBM 2005973 208.25 749 155,979.25
0.39 TXN TEXAS INSTRUMENTS INC 2885409 204.92 742 152,050.64
0.38 GE GE AEROSPACE BL59CR9 171.70 875 150,237.50
0.38 CAT CATERPILLAR INC 2180201 379.63 393 149,194.59
0.38 QCOM QUALCOMM INC 2714923 165.27 897 148,247.19
0.37 ISRG INTUITIVE SURGICAL INC 2871301 506.34 289 146,332.26
0.36 VZ VERIZON COMMUNIC 2090571 41.36 3,398 140,541.28
0.36 DIS WALT DISNEY CO/THE 2270726 95.81 1,464 140,265.84
0.35 INTU INTUIT INC 2459020 621.74 225 139,891.50
0.35 AMGN AMGEN INC 2023607 319.22 433 138,222.26
0.34 CMCSA COMCAST CORP-CLASS A 2044545 43.56 3,117 135,776.52
0.34 GS GOLDMAN SACHS GROUP INC 2407966 519.35 259 134,511.65
0.33 PFE PFIZER INC 2684703 28.09 4,573 128,455.57
0.33 NEE NEXTERA ENERGY INC 2328915 77.35 1,659 128,323.65
0.32 BKNG BOOKING HOLDINGS INC BDRXDB4 4,749.11 27 128,225.97
0.32 T AT&T INC 2831811 22.12 5,784 127,942.08
0.32 DHR DANAHER CORP 2250870 247.76 515 127,596.40
0.32 RTX RTX CORPORATION BM5M5Y3 118.75 1,072 127,300.00
0.32 SPGI S&P GLOBAL INC BYV2325 483.31 262 126,627.22
0.32 AXP AMERICAN EXPRESS CO 2026082 272.69 463 126,255.47
0.32 AMAT APPLIED MATERIALS INC 2046552 183.38 684 125,431.92
0.31 UBER UBER TECHNOLOGIES INC BK6N347 73.25 1,694 124,085.50
0.30 LOW LOWE'S COS INC 2536763 261.94 458 119,968.52
0.30 MS MORGAN STANLEY 2262314 116.85 1,006 117,551.10
0.30 PGR PROGRESSIVE CORP 2705024 242.72 482 116,991.04
0.29 UNP UNION PACIFIC CORP 2914734 232.69 500 116,345.00
0.29 BLK BLACKROCK INC BMZBBT7 985.08 116 114,269.28
0.28 HON HONEYWELL INTL 2020459 209.19 529 110,661.51
0.28 ETN EATON CORP PLC B8KQN82 334.06 325 108,569.50
0.26 COP CONOCOPHILLIPS 2685717 107.84 969 104,496.96
0.26 SYK STRYKER CORP 2853688 367.15 279 102,434.85
0.26 BSX BOSTON SCIENTIFIC CORP 2113434 83.62 1,224 102,350.88
0.26 TJX TJX COMPANIES INC 2989301 112.39 906 101,825.34
0.26 VRTX VERTEX PHARM 2931034 471.12 214 100,819.68
0.25 C CITIGROUP INC 2297907 63.15 1,579 99,713.85
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 288.18 343 98,845.74
0.25 BX BLACKSTONE INC BKF2SL7 168.14 581 97,689.34
0.24 MDT MEDTRONIC PLC BTN1Y11 90.07 1,062 95,654.34
0.24 FI FISERV INC 2342034 202.05 473 95,569.65
0.24 LMT LOCKHEED MARTIN CORP 2522096 545.35 172 93,800.20
0.24 PANW PALO ALTO NETWORKS INC B87ZMX0 362.64 258 93,561.12
0.24 ADI ANALOG DEVICES INC 2032067 225.48 412 92,897.76
0.23 SBUX STARBUCKS CORP 2842255 98.87 937 92,641.19
0.23 BA BOEING CO/THE 2108601 154.59 596 92,135.64
0.23 MU MICRON TECHNOLOGY INC 2588184 99.73 912 90,953.76
0.23 TMUS T-MOBILE US INC B94Q9V0 223.28 406 90,651.68
0.23 GILD GILEAD SCIENCES INC 2369174 89.51 1,000 89,510.00
0.23 MMC MARSH & MCLENNAN COS 2567741 219.10 408 89,392.80
0.22 BMY BRISTOL-MYERS SQUIBB CO 2126335 54.32 1,628 88,432.96
0.22 PLD PROLOGIS INC B44WZD7 113.40 772 87,544.80
0.22 SCHW SCHWAB (CHARLES) CORP 2779397 70.94 1,200 85,128.00
0.22 DE DEERE & CO 2261203 400.42 212 84,889.04
0.21 CB CHUBB LTD B3BQMF6 277.41 304 84,332.64
0.21 ANET ARISTA NETWORKS INC BN33VM5 394.17 213 83,958.21
0.21 AMT AMERICAN TOWER CORP B7FBFL2 211.26 389 82,180.14
0.20 ELV ELEVANCE HEALTH INC BSPHGL4 414.01 193 79,903.93
0.20 INTC INTEL CORP 2463247 23.20 3,420 79,344.00
0.20 UPS UNITED PARCEL-B 2517382 134.05 588 78,821.40
0.20 LRCX LAM RESEARCH CORP BSML4N7 74.80 1,043 78,016.40
0.20 NKE NIKE INC -CL B 2640147 78.06 998 77,903.88
0.20 SO SOUTHERN CO/THE 2829601 88.54 874 77,383.96
0.19 KLAC KLA CORP 2480138 669.38 112 74,970.56
0.19 KKR KKR & CO INC BG1FRR1 137.41 543 74,610.92
0.19 MO ALTRIA GROUP INC 2692632 53.87 1,366 73,586.42
0.19 REGN REGENERON PHARMACEUTICALS 2730190 843.60 87 73,393.20
0.19 MDLZ MONDELEZ INTER-A B8CKK03 68.51 1,068 73,168.68
0.18 CI THE CIGNA GROUP BHJ0775 316.49 230 72,792.70
0.18 ICE INTERCONTINENTAL BFSSDS9 154.64 458 70,825.12
0.18 DUK DUKE ENERGY CORP B7VD3F2 112.68 618 69,636.24
0.18 PLTR PALANTIR TECHN-A BN78DQ4 41.92 1,661 69,629.12
0.18 SHW SHERWIN-WILLIAMS CO/THE 2804211 357.97 193 69,088.21
0.17 ZTS ZOETIS INC B95WG16 181.95 377 68,595.15
0.17 TT TRANE TECHNOLOGIES PLC BK9ZQ96 376.15 182 68,459.30
0.17 SNPS SYNOPSYS INC 2867719 518.40 132 68,428.80
0.17 GEV GE VERNOVA INC BP6H4Y1 301.09 225 67,745.25
0.17 PH PARKER HANNIFIN CORP 2671501 635.03 105 66,678.15
0.17 CME CME GROUP INC 2965839 223.61 298 66,635.78
0.17 AON AON PLC-CLASS A BLP1HW5 364.42 181 65,960.02
0.17 APH AMPHENOL CORP-CL A 2145084 67.86 964 65,417.04
0.17 PYPL PAYPAL HOLDINGS INC BYW36M8 77.25 843 65,121.75
0.16 CDNS CADENCE DESIGN SYS INC 2302232 282.09 230 64,880.70
0.16 EQIX EQUINIX INC BVLZX12 888.30 73 64,845.90
0.16 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 453.89 142 64,452.38
0.16 WM WASTE MANAGEMENT INC 2937667 213.99 301 64,410.99
0.16 CEG CONSTELLATION ENERGY BMH4FS1 258.10 248 64,008.80
0.16 CMG CHIPOTLE MEXICAN B0X7DZ3 58.59 1,090 63,863.10
0.16 WELL WELLTOWER INC BYVYHH4 133.27 473 63,036.71
0.16 PNC PNC FINANCIAL SE 2692665 187.15 334 62,508.10
0.16 MCO MOODY'S CORP 2252058 456.36 135 61,608.60
0.15 NOC NORTHROP GRUMMAN CORP 2648806 506.95 120 60,834.00
0.15 CL COLGATE-PALMOLIVE CO 2209106 93.33 651 60,757.83
0.15 GD GENERAL DYNAMICS CORP 2365161 292.99 206 60,355.94
0.15 TDG TRANSDIGM GROUP INC B11FJK3 1,304.50 46 60,007.00
0.15 MCK MCKESSON CORP 2378534 526.34 114 60,002.76
0.15 USB US BANCORP 2736035 47.84 1,243 59,465.12
0.15 TGT TARGET CORP 2259101 150.84 384 57,922.56
0.15 APD AIR PRODS & CHEM 2011602 309.21 185 57,203.85
0.14 CTAS CINTAS CORP 2197137 205.62 277 56,956.74
0.14 BDX BECTON DICKINSON AND CO 2087807 235.24 242 56,928.08
0.14 ITW ILLINOIS TOOL WORKS 2457552 263.08 214 56,299.12
0.14 CRWD CROWDSTRIKE HO-A BJJP138 303.13 185 56,079.05
0.14 HCA HCA HEALTHCARE INC B4MGBG6 357.19 157 56,078.83
0.14 CVS CVS HEALTH CORP 2577609 55.81 1,003 55,977.43
0.14 MMM 3M CO 2595708 127.22 436 55,467.92
0.14 EOG EOG RESOURCES INC 2318024 120.84 450 54,378.00
0.13 FCX FREEPORT-MCMORAN INC 2352118 45.59 1,146 52,246.14
0.13 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 1,146.59 45 51,596.55
0.13 CSX CSX CORP 2160753 33.39 1,543 51,520.77
0.13 ADSK AUTODESK INC 2065159 286.57 179 51,296.03
0.13 COF CAPITAL ONE FINA 2654461 163.90 312 51,136.80
0.13 AJG ARTHUR J GALLAGHER & CO 2359506 280.40 182 51,032.80
0.13 CARR CARRIER GLOBAL CORP BK4N0D7 72.59 700 50,813.00
0.13 EMR EMERSON ELECTRIC CO 2313405 108.46 467 50,650.82
0.13 WMB WILLIAMS COS INC 2967181 51.56 969 49,961.64
0.13 ABNB AIRBNB INC-CLASS A BMGYYH4 136.46 365 49,807.90
0.13 FDX FEDEX CORP 2142784 274.35 180 49,383.00
0.12 ECL ECOLAB INC 2304227 244.57 201 49,158.57
0.12 MAR MARRIOTT INTL-A 2210614 260.57 186 48,466.02
0.12 NXPI NXP SEMICONDUCTORS NV B505PN7 238.59 202 48,195.18
0.12 TFC TRUIST FINANCIAL CORP BKP7287 42.82 1,121 48,001.22
0.12 NSC NORFOLK SOUTHERN CORP 2641894 250.09 187 46,766.83
0.12 TRV TRAVELERS COS INC/THE 2769503 245.64 188 46,180.32
0.12 HLT HILTON WORLDWIDE BYVMW06 236.47 195 46,111.65
0.12 PCAR PACCAR INC 2665861 103.35 441 45,577.35
0.12 OKE ONEOK INC 2130109 93.36 485 45,279.60
0.11 GM GENERAL MOTORS CO B665KZ5 50.96 884 45,048.64
0.11 SLB SCHLUMBERGER LTD 2779201 39.76 1,128 44,849.28
0.11 ROP ROPER TECHNOLOGIES INC 2749602 540.91 82 44,354.62
0.11 BK BANK NY MELLON B1Z77F6 75.31 584 43,981.04
0.11 DLR DIGITAL REALTY TRUST INC B03GQS4 176.00 249 43,824.00
0.11 PSA PUBLIC STORAGE 2852533 323.66 135 43,694.10
0.11 AFL AFLAC INC 2026361 104.71 414 43,349.94
0.11 O REALTY INCOME CORP 2724193 58.88 734 43,217.92
0.11 AEP AMERICAN ELECTRIC POWER 2026242 97.25 442 42,984.50
0.11 D DOMINION ENERGY INC 2542049 58.99 706 41,646.94
0.11 SPG SIMON PROPERTY GROUP INC 2812452 167.70 248 41,589.60
0.11 DHI DR HORTON INC 2250687 167.64 248 41,574.72
0.10 FIS FIDELITY NATIONA 2769796 89.10 462 41,164.20
0.10 NEM NEWMONT CORP 2636607 45.26 907 41,050.82
0.10 URI UNITED RENTALS INC 2134781 793.47 51 40,466.97
0.10 SRE SEMPRA 2138158 81.65 495 40,416.75
0.10 PSX PHILLIPS 66 B78C4Y8 120.01 334 40,083.34
0.10 JCI JOHNSON CONTROLS BY7QL61 75.50 530 40,015.00
0.10 ALL ALLSTATE CORP 2019952 184.15 216 39,776.40
0.10 KMI KINDER MORGAN INC B3NQ4P8 24.18 1,623 39,244.14
0.10 MET METLIFE INC 2573209 78.43 500 39,215.00
0.10 FTNT FORTINET INC B5B2106 78.80 496 39,084.80
0.10 CMI CUMMINS INC 2240202 328.51 118 38,764.18
0.10 AZO AUTOZONE INC 2065955 2,981.19 13 38,755.47
0.10 AIG AMERICAN INTERNA 2027342 75.72 511 38,692.92
0.10 MPC MARATHON PETROLEUM CORP B3K3L40 143.13 270 38,645.10
0.10 AMP AMERIPRISE FINANCIAL INC B0J7D57 505.70 76 38,433.20
0.10 PWR QUANTA SERVICES INC 2150204 303.50 126 38,241.00
0.10 CPRT COPART INC 2208073 51.49 742 38,205.58
0.10 TEL TE CONNECTIVITY PLC BRC3N84 150.02 253 37,955.06
0.10 FICO FAIR ISAAC CORP 2330299 1,988.91 19 37,789.29
0.10 RCL ROYAL CARIBBEAN 2754907 202.06 187 37,785.22
0.10 ROST ROSS STORES INC 2746711 140.06 269 37,676.14
0.10 FAST FASTENAL CO 2332262 78.23 481 37,628.63
0.10 GWW WW GRAINGER INC 2380863 1,105.07 34 37,572.38
0.10 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 247.48 151 37,369.48
0.09 CCI CROWN CASTLE INC BTGQCX1 106.58 344 36,663.52
0.09 KVUE KENVUE INC BQ84ZQ6 22.73 1,606 36,504.38
0.09 PCG P G & E CORP 2689560 20.04 1,819 36,452.76
0.09 PAYX PAYCHEX INC 2674458 139.09 258 35,885.22
0.09 COR CENCORA INC 2795393 234.27 153 35,843.31
0.09 CTVA CORTEVA INC BK73B42 60.86 588 35,785.68
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 121.28 292 35,413.76
0.09 HWM HOWMET AEROSPACE INC BKLJ8V2 100.03 353 35,310.59
0.09 KMB KIMBERLY-CLARK CORP 2491839 134.61 262 35,267.82
0.09 CASH 1.00 35,028 35,027.82
0.09 AME AMETEK INC 2089212 178.43 196 34,972.28
0.09 LEN LENNAR CORP-A 2511920 169.66 205 34,780.30
0.09 MSCI MSCI INC B2972D2 577.95 60 34,677.00
0.09 OTIS OTIS WORLDWIDE CORP BK531S8 99.44 347 34,505.68
0.09 VLO VALERO ENERGY CORP 2041364 128.22 269 34,491.18
0.09 F FORD MOTOR CO 2615468 10.22 3,341 34,145.02
0.09 PEG PUB SERV ENTERP 2707677 87.31 391 34,138.21
0.09 EW EDWARDS LIFESCIENCES CORP 2567116 67.54 505 34,107.70
0.09 MCHP MICROCHIP TECHNOLOGY INC 2592174 74.81 452 33,814.12
0.09 VRSK VERISK ANALYTICS INC B4P9W92 275.48 122 33,608.56
0.08 CBRE CBRE GROUP INC - A B6WVMH3 130.18 253 32,935.54
0.08 IR INGERSOLL-RAND INC BL5GZ82 93.97 346 32,513.62
0.08 EXC EXELON CORP 2670519 38.15 850 32,427.50
0.08 RMD RESMED INC 2732903 244.28 131 32,000.68
0.08 RSG REPUBLIC SERVICES INC 2262530 198.58 161 31,971.38
0.08 GIS GENERAL MILLS INC 2367026 68.24 467 31,868.08
0.08 SYY SYSCO CORP 2868165 75.03 424 31,812.72
0.08 VST Vistra Corp. BZ8VJQ8 119.51 266 31,789.66
0.08 CTSH COGNIZANT TECH-A 2257019 74.61 423 31,560.03
0.08 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 86.95 361 31,388.95
0.08 BKR BAKER HUGHES CO BDHLTQ5 37.64 832 31,316.48
0.08 MNST MONSTER BEVERAGE CORP BZ07BW4 52.30 596 31,170.80
0.08 XEL XCEL ENERGY INC 2614807 66.69 467 31,144.23
0.08 STZ CONSTELLATION-A 2170473 232.77 133 30,958.41
0.08 ODFL OLD DOMINION FREIGHT LINE 2656423 200.98 154 30,950.92
0.08 A AGILENT TECHNOLOGIES INC 2520153 136.87 226 30,932.62
0.08 VMC VULCAN MATERIALS CO 2931205 269.93 114 30,772.02
0.08 IQV IQVIA HOLDINGS INC BDR73G1 209.16 146 30,537.36
0.08 IRM IRON MOUNTAIN INC BVFTF03 121.16 251 30,411.16
0.08 DELL DELL TECHNOLOGIES -C BHKD3S6 130.87 232 30,361.84
0.08 IT GARTNER INC 2372763 503.69 59 29,717.71
0.08 DFS DISCOVER FINANCI B1YLC43 151.30 195 29,503.50
0.08 HES HESS CORP 2023748 137.75 214 29,478.50
0.07 KR KROGER CO 2497406 56.57 520 29,416.40
0.07 ED CONSOLIDATED EDISON INC 2216850 100.00 294 29,400.00
0.07 DD DUPONT DE NEMOURS INC BK0VN47 82.50 356 29,370.00
0.07 NUE NUCOR CORP 2651086 143.56 202 28,999.12
0.07 KDP KEURIG DR PEPPER INC BD3W133 32.82 883 28,980.06
0.07 LULU LULULEMON ATHLETICA INC B23FN39 321.17 90 28,905.30
0.07 GLW CORNING INC 2224701 48.36 597 28,870.92
0.07 YUM YUM! BRANDS INC 2098876 132.34 218 28,850.12
0.07 DAL DELTA AIR LINES INC B1W9D46 58.39 493 28,786.27
0.07 ACGL ARCH CAPITAL GROUP LTD 2740542 96.02 299 28,709.98
0.07 CNC CENTENE CORP 2807061 63.52 451 28,647.52
0.07 MTB M & T BANK CORP 2340168 192.25 149 28,645.25
0.07 OXY OCCIDENTAL PETROLEUM CORP 2655408 49.57 574 28,453.18
0.07 EA ELECTRONIC ARTS INC 2310194 151.26 187 28,285.62
0.07 TRGP TARGA RESOURCES CORP B55PZY3 165.27 171 28,261.17
0.07 MPWR MONOLITHIC POWER B01Z7J1 759.37 37 28,096.69
0.07 VICI VICI PROPERTIES INC BYWH073 31.44 882 27,730.08
0.07 CHTR CHARTER COMMUN-A BZ6VT82 366.49 75 27,486.75
0.07 NVR NVR INC 2637785 9,139.39 3 27,418.17
0.07 WAB WABTEC CORP 2955733 186.84 146 27,278.64
0.07 ETR ENTERGY CORP 2317087 144.79 188 27,220.52
0.07 HPQ HP INC BYX4D52 36.28 745 27,028.60
0.07 DOW DOW INC BHXCF84 48.97 547 26,786.59
0.07 EXR EXTRA SPACE STORAGE INC B02HWR9 161.13 166 26,747.58
0.07 MLM MARTIN MARIETTA MATERIALS 2572079 580.14 46 26,686.44
0.07 ON ON SEMICONDUCTOR 2583576 70.99 372 26,408.28
0.07 IDXX IDEXX LABORATORIES INC 2459202 417.28 63 26,288.64
0.07 FANG DIAMONDBACK ENERGY INC B7Y8YR3 175.81 149 26,195.69
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 95.57 272 25,995.04
0.06 XYL XYLEM INC B3P2CN8 119.46 212 25,325.52
0.06 FITB FIFTH THIRD BANCORP 2336747 43.14 586 25,280.04
0.06 NDAQ NASDAQ INC 2965107 74.32 340 25,268.80
0.06 CSGP COSTAR GROUP INC 2262864 72.50 347 25,157.50
0.06 CAH CARDINAL HEALTH INC 2175672 116.13 215 24,967.95
0.06 EBAY EBAY INC 2293819 58.11 429 24,929.19
0.06 HIG HARTFORD FINL SV 2476193 110.09 226 24,880.34
0.06 EFX EQUIFAX INC 2319146 264.39 94 24,852.66
0.06 DXCM DEXCOM INC B0796X4 70.35 350 24,622.50
0.06 EIX EDISON INTERNATIONAL 2829515 81.13 302 24,501.26
0.06 AVB AVALONBAY COMMUNITIES INC 2131179 216.28 113 24,439.64
0.06 ROK ROCKWELL AUTOMATION INC 2754060 268.72 89 23,916.08
0.06 GRMN GARMIN LTD B3Z5T14 198.18 120 23,781.60
0.06 HUM HUMANA INC 2445063 260.71 91 23,724.61
0.06 HSY HERSHEY CO/THE 2422806 179.26 131 23,483.06
0.06 TSCO TRACTOR SUPPLY COMPANY 2900335 266.57 87 23,191.59
0.06 VTR VENTAS INC 2927925 64.19 359 23,044.21
0.06 AXON AXON ENTERPRISE INC BDT5S35 425.84 54 22,995.36
0.06 TTWO TAKE-TWO INTERAC 2122117 163.78 139 22,765.42
0.06 WTW WILLIS TOWERS WATSON PLC BDB6Q21 299.30 76 22,746.80
0.06 CHD CHURCH & DWIGHT CO INC 2195841 104.75 216 22,626.00
0.06 SW SMURFIT WESTROCK PLC BRK49M5 51.46 438 22,539.48
0.06 KHC KRAFT HEINZ CO/THE BYRY499 33.49 671 22,471.79
0.06 ADM ARCHER-DANIELS-MIDLAND CO 2047317 54.64 411 22,457.04
0.06 PPG PPG INDUSTRIES INC 2698470 124.41 180 22,393.80
0.06 STT STATE STREET CORP 2842040 92.80 241 22,364.80
0.06 DTE DTE ENERGY COMPANY 2280220 121.29 184 22,317.36
0.06 UAL UNITED AIRLINES B4QG225 80.46 277 22,287.42
0.06 TROW T ROWE PRICE GROUP INC 2702337 112.06 198 22,187.88
0.06 DOV DOVER CORP 2278407 189.11 117 22,125.87
0.06 HPE HEWLETT PACKA BYVYWS0 20.06 1,098 22,025.88
0.06 IFF INTL FLAVORS & FRAGRANCES 2464165 98.93 222 21,962.46
0.06 LDOS LEIDOS HOLDINGS INC BDV82B8 182.97 120 21,956.40
0.06 CDW CDW CORP/DE BBM5MD6 188.38 115 21,663.70
0.05 MTD METTLER-TOLEDO 2126249 1,342.09 16 21,473.44
0.05 ANSS ANSYS INC 2045623 323.75 66 21,367.50
0.05 HAL HALLIBURTON CO 2405302 27.68 753 20,843.04
0.05 PHM PULTEGROUP INC 2708841 128.38 161 20,669.18
0.05 RJF RAYMOND JAMES 2718992 144.29 143 20,633.47
0.05 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 151.55 136 20,610.80
0.05 AWK AMERICAN WATER W B2R3PV1 136.00 151 20,536.00
0.05 DVN DEVON ENERGY CORP 2480677 38.32 533 20,424.56
0.05 BRO BROWN & BROWN INC 2692687 104.17 195 20,313.15
0.05 PPL PPL CORP 2680905 31.56 643 20,293.08
0.05 GDDY GODADDY INC - CLASS A BWFRFC6 163.36 124 20,256.64
0.05 DECK DECKERS OUTDOOR CORP 2267278 158.12 128 20,239.36
0.05 EQR EQUITY RESIDENTIAL 2319157 69.12 292 20,183.04
0.05 GPN GLOBAL PAYMENTS INC 2712013 104.44 193 20,156.92
0.05 FTV FORTIVE CORP BYT3MK1 71.34 281 20,046.54
0.05 BIIB BIOGEN INC 2455965 173.79 115 19,985.85
0.05 ZBH ZIMMER BIOMET HO 2783815 107.27 186 19,952.22
0.05 WY WEYERHAEUSER CO 2958936 31.18 638 19,892.84
0.05 SBAC SBA COMMUNICATIONS CORP BZ6TS23 225.59 88 19,851.92
0.05 VLTO VERALTO CORP BPGMZQ5 101.59 194 19,708.46
0.05 ATO ATMOS ENERGY CORP 2315359 138.40 140 19,376.00
0.05 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 86.56 223 19,302.88
0.05 TYL TYLER TECHNOLOGIES INC 2909644 602.75 32 19,288.00
0.05 AEE AMEREN CORPORATION 2050832 85.88 224 19,237.12
0.05 HBAN HUNTINGTON BANCSHARES INC 2445966 15.48 1,231 19,055.88
0.05 PTC PTC INC B95N910 185.03 102 18,873.06
0.05 ES EVERSOURCE ENERGY BVVN4Q8 63.67 289 18,400.63
0.05 NTAP NETAPP INC 2630643 116.10 158 18,343.80
0.05 BR BROADRIDGE FINL B1VP7R6 210.21 87 18,288.27
0.05 FE FIRSTENERGY CORP 2100920 41.73 437 18,236.01
0.05 NTRS NORTHERN TRUST CORP 2648668 99.93 182 18,187.26
0.05 WDC WESTERN DIGITAL CORP 2954699 65.88 276 18,182.88
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 210.00 86 18,060.00
0.05 OMC OMNICOM GROUP 2279303 101.08 177 17,891.16
0.05 FSLR FIRST SOLAR INC B1HMF22 204.94 87 17,829.78
0.05 K KELLANOVA 2486813 80.61 221 17,814.81
0.05 WAT WATERS CORP 2937689 387.21 46 17,811.66
0.05 CCL CARNIVAL CORP 2523044 21.90 807 17,673.30
0.04 RF REGIONS FINANCIAL CORP B01R311 23.56 744 17,528.64
0.04 COO COOPER COS INC/THE BQPDXR3 105.85 165 17,465.25
0.04 WST WEST PHARMACEUT 2950482 316.50 54 17,091.00
0.04 HUBB HUBBELL INC BDFG6S3 425.70 40 17,028.00
0.04 CFG CITIZENS FINANCIAL GROUP BQRX1X3 41.82 407 17,020.74
0.04 CINF CINCINNATI FINANCIAL CORP 2196888 140.65 121 17,018.65
0.04 CMS CMS ENERGY CORP 2219224 68.30 248 16,938.40
0.04 STE STERIS PLC BFY8C75 225.18 75 16,888.50
0.04 BLDR BUILDERS FIRSTSOURCE INC B0BV2M7 172.02 98 16,857.96
0.04 CPAY CORPAY INC BMX5GK7 329.81 51 16,820.31
0.04 MKC MCCORMICK-N/V 2550161 78.75 213 16,773.75
0.04 EQT EQT CORP 2319414 35.62 468 16,670.16
0.04 HOLX HOLOGIC INC 2433530 82.33 202 16,630.66
0.04 SYF SYNCHRONY FINANCIAL BP96PS6 55.00 301 16,555.00
0.04 DRI DARDEN RESTAURANTS INC 2289874 159.65 102 16,284.30
0.04 DG DOLLAR GENERAL CORP B5B1S13 81.76 199 16,270.24
0.04 ARE ALEXANDRIA REAL 2009210 110.86 146 16,185.56
0.04 STX SEAGATE TECHNOLO BKVD2N4 99.11 163 16,154.93
0.04 LYV LIVE NATION ENTE B0T7YX2 117.15 136 15,932.40
0.04 TDY TELEDYNE TECHNOLOGIES INC 2503477 455.20 35 15,932.00
0.04 STLD STEEL DYNAMICS INC 2849472 133.65 119 15,904.35
0.04 MRNA MODERNA INC BGSXTS3 54.63 291 15,897.33
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 82.18 193 15,860.74
0.04 CLX CLOROX COMPANY 2204026 163.11 97 15,821.67
0.04 BBY BEST BUY CO INC 2094670 90.90 171 15,543.90
0.04 WBD WARNER BROS DISCOVERY INC BM8JYX3 8.23 1,886 15,521.78
0.04 INVH INVITATION HOMES INC BD81GW9 31.40 493 15,480.20
0.04 BAX BAXTER INTERNATIONAL INC 2085102 35.87 430 15,424.10
0.04 LUV SOUTHWEST AIRLINES CO 2831543 30.61 496 15,182.56
0.04 BALL BALL CORP 2073022 59.01 257 15,165.57
0.04 TER TERADYNE INC 2884183 106.49 142 15,121.58
0.04 CNP CENTERPOINT ENERGY INC 2440637 28.58 529 15,118.82
0.04 MAS MASCO CORP 2570200 80.18 188 15,073.84
0.04 IP INTERNATIONAL PAPER CO 2465254 55.77 269 15,002.13
0.04 PKG PACKAGING CORP OF AMERICA 2504566 229.99 65 14,949.35
0.04 J JACOBS SOLUTIONS INC BNGC0D3 139.62 107 14,939.34
0.04 NRG NRG ENERGY INC 2212922 86.72 171 14,829.12
0.04 LH LABCORP HOLDINGS INC BSBK800 227.10 65 14,761.50
0.04 EXPE EXPEDIA GROUP INC B748CK2 159.40 92 14,664.80
0.04 LVS LAS VEGAS SANDS CORP B02T2J7 51.73 283 14,639.59
0.04 AKAM AKAMAI TECHNOLOGIES INC 2507457 100.57 140 14,079.80
0.04 MOH MOLINA HEALTHCARE INC 2212706 326.75 43 14,050.25
0.04 EXPD EXPEDITORS INTL WASH INC 2325507 119.06 118 14,049.08
0.04 GPC GENUINE PARTS CO 2367480 113.61 123 13,974.03
0.04 TSN TYSON FOODS INC-CL A 2909730 58.36 238 13,889.68
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 276.97 50 13,848.50
0.04 ZBRA ZEBRA TECH CORP 2989356 384.64 36 13,847.04
0.04 CTRA COTERRA ENERGY INC 2162340 22.71 605 13,739.55
0.04 KEY KEYCORP 2490911 17.19 799 13,734.81
0.04 EL ESTEE LAUDER 2320524 66.58 206 13,715.48
0.04 WRB WR BERKLEY CORP 2093644 57.50 238 13,685.00
0.03 PNR PENTAIR PLC BLS09M3 98.47 138 13,588.86
0.03 KIM KIMCO REALTY CORP 2491594 23.83 569 13,559.27
0.03 MAA MID-AMERICA APAR 2589132 149.17 90 13,425.30
0.03 ULTA ULTA BEAUTY INC B28TS42 377.65 35 13,217.75
0.03 DGX QUEST DIAGNOSTICS INC 2702791 155.29 85 13,199.65
0.03 AVY AVERY DENNISON CORP 2066408 206.11 64 13,191.04
0.03 SWK STANLEY BLACK & B3Q2FJ4 93.38 141 13,166.58
0.03 NI NISOURCE INC 2645409 34.49 381 13,140.69
0.03 SWKS SKYWORKS SOLUTIONS INC 2961053 88.91 147 13,069.77
0.03 DOC HEALTHPEAK PROPERTIES INC BJBLRK3 21.68 597 12,942.96
0.03 DLTR DOLLAR TREE INC 2272476 66.60 194 12,920.40
0.03 TXT TEXTRON INC 2885937 81.46 158 12,870.68
0.03 FDS FACTSET RESEARCH 2329770 458.80 28 12,846.40
0.03 IEX IDEX CORP 2456612 216.05 59 12,746.95
0.03 PODD INSULET CORP B1XGNW4 235.61 54 12,722.94
0.03 TRMB TRIMBLE INC 2903958 61.21 206 12,609.26
0.03 CF CF INDUSTRIES HO B0G4K50 84.06 150 12,609.00
0.03 RVTY REVVITY INC 2305844 121.04 104 12,588.16
0.03 AMCR AMCOR PLC BJ1F307 10.26 1,221 12,527.46
0.03 LNT ALLIANT ENERGY CORP 2973821 57.74 215 12,414.10
0.03 APTV APTIV PLC B783TY6 56.37 219 12,345.03
0.03 VRSN VERISIGN INC 2142922 176.68 69 12,190.92
0.03 MRO MARATHON OIL CORP 2910970 27.27 444 12,107.88
0.03 GEN GEN DIGITAL INC BJN4XN5 28.27 428 12,099.56
0.03 SNA SNAP-ON INC 2818740 330.29 36 11,890.44
0.03 L LOEWS CORP 2523022 79.27 149 11,811.23
0.03 CAG CONAGRA BRANDS INC 2215460 28.97 404 11,703.88
0.03 VTRS VIATRIS INC BMWS3X9 11.62 1,007 11,701.34
0.03 EVRG EVERGY INC BFMXGR0 59.58 195 11,618.10
0.03 ROL ROLLINS INC 2747305 47.33 241 11,406.53
0.03 BG BUNGE GLOBAL SA BQ6BPG9 82.62 136 11,236.32
0.03 EG EVEREST GROUP LTD 2556868 350.97 32 11,231.04
0.03 ALGN ALIGN TECHNOLOGY INC 2679204 208.58 53 11,054.74
0.03 JBHT HUNT (JB) TRANS 2445416 180.96 60 10,857.60
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 75.31 144 10,844.64
0.03 INCY INCYTE CORP 2471950 76.13 141 10,734.33
0.03 JBL JABIL INC 2471789 127.67 84 10,724.28
0.03 LW LAMB WESTON HOLDINGS INC BDQZFJ3 77.09 138 10,638.42
0.03 SMCI SUPER MICRO COMPUTER INC BRC3N73 26.05 408 10,628.40
0.03 DAY DAYFORCE INC BFX1V56 75.23 139 10,456.97
0.03 KMX CARMAX INC 2983563 72.30 144 10,411.20
0.03 JNPR JUNIPER NETWORKS INC 2431846 39.00 266 10,374.00
0.03 REG REGENCY CENTERS CORP 2726177 71.42 145 10,355.90
0.03 HST HOST HOTELS & RESORTS INC 2567503 17.33 596 10,328.68
0.03 UDR UDR INC 2727910 41.30 250 10,325.00
0.03 BXP BXP INC 2019479 79.16 130 10,290.80
0.03 DPZ DOMINO'S PIZZA INC B01SD70 425.83 24 10,219.92
0.03 CE CELANESE CORP B05MZT4 124.81 81 10,109.61
0.03 CPT CAMDEN PROPERTY TRUST 2166320 113.73 87 9,894.51
0.03 POOL POOL CORP 2781585 363.06 27 9,802.62
0.03 SOLV SOLVENTUM CORP BMTQB43 72.46 135 9,782.10
0.03 NDSN NORDSON CORP 2641838 249.03 39 9,712.17
0.03 SJM JM SMUCKER CO/THE 2951452 112.92 86 9,711.12
0.02 FFIV F5 INC 2427599 232.20 41 9,520.20
0.02 JKHY JACK HENRY 2469193 183.06 52 9,519.12
0.02 UHS UNIVERSAL HLTH-B 2923785 205.26 46 9,441.96
0.02 ENPH ENPHASE ENERGY INC B65SQW4 83.54 113 9,440.02
0.02 IPG INTERPUBLIC GRP 2466321 29.48 313 9,227.24
0.02 CTLT CATALENT INC BP96PQ4 58.73 157 9,220.61
0.02 TPR TAPESTRY INC BF09HX3 46.97 193 9,065.21
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 24.88 363 9,031.44
0.02 EMN EASTMAN CHEMICAL CO 2298386 101.08 89 8,996.12
0.02 CHRW CH ROBINSON 2116228 101.82 88 8,960.16
0.02 NWSA NEWS CORP - CLASS A BBGVT40 27.32 326 8,906.32
0.02 AES AES CORP 2002479 14.71 600 8,826.00
0.02 TAP MOLSON COORS-B B067BM3 55.00 158 8,690.00
0.02 ALB ALBEMARLE CORP 2046853 98.24 88 8,645.12
0.02 EPAM EPAM SYSTEMS INC B44Z3T8 189.22 45 8,514.90
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 287.40 29 8,334.60
0.02 LKQ LKQ CORP 2971029 36.90 222 8,191.80
0.02 FOXA FOX CORP - CLASS A BJJMGL2 41.88 194 8,124.72
0.02 PAYC PAYCOM SOFTWARE INC BL95MY0 210.65 38 8,004.70
0.02 ALLE ALLEGION PLC BFRT3W7 139.83 57 7,970.31
0.02 HSIC HENRY SCHEIN INC 2416962 70.37 113 7,951.81
0.02 MTCH MATCH GROUP INC BK80XH9 35.69 220 7,851.80
0.02 HAS HASBRO INC 2414580 65.82 119 7,832.58
0.02 CPB CAMPBELL SOUP CO 2162845 46.33 169 7,829.77
0.02 MGM MGM RESORTS INTERNATIONAL 2547419 36.41 210 7,646.10
0.02 ERIE ERIE INDEMNITY-A 2311711 415.18 18 7,473.24
0.02 HRL HORMEL FOODS CORP 2437264 30.92 238 7,358.96
0.02 WYNN WYNN RESORTS LTD 2963811 95.68 76 7,271.68
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 168.91 43 7,263.13
0.02 PNW PINNACLE WEST CAPITAL 2048804 84.94 85 7,219.48
0.02 AOS SMITH (A.O.) CORP 2816023 75.40 95 7,163.00
0.02 CZR CAESARS ENTERTAINMENT INC BMWWGB0 39.22 182 7,138.04
0.02 MOS MOSAIC CO/THE B3NPHP6 26.89 262 7,045.18
0.02 APA APA CORP BNNF1C1 23.09 296 6,834.64
0.02 TFX TELEFLEX INC 2881407 211.21 32 6,758.72
0.02 BF/B BROWN-FORMAN CORP-CLASS B 2146838 43.59 155 6,756.45
0.02 AIZ ASSURANT INC 2331430 191.76 35 6,711.60
0.02 IVZ INVESCO LTD B28XP76 17.78 377 6,703.06
0.02 BWA BORGWARNER INC 2111955 33.44 191 6,387.04
0.02 FMC FMC CORP 2328603 63.15 100 6,315.00
0.02 CRL CHARLES RIVER LA 2604336 180.96 34 6,152.64
0.02 RL RALPH LAUREN CORP B4V9661 197.66 31 6,127.46
0.02 DVA DAVITA INC 2898087 141.59 43 6,088.37
0.02 GL GLOBE LIFE INC BK6YKG1 104.02 58 6,033.16
0.01 WBA WALGREENS BOOTS BTN1Y44 9.46 597 5,647.62
0.01 FRT FEDERAL REALTY INVS TRUST BN7P9B2 110.43 50 5,521.50
0.01 MHK MOHAWK INDUSTRIES INC 2598699 134.28 41 5,505.48
0.01 QRVO QORVO INC BR9YYP4 71.86 73 5,245.78
0.01 HII HUNTINGTON INGAL B40SSC9 189.23 27 5,109.21
0.01 BEN FRANKLIN RESOURCES INC 2350684 20.84 243 5,064.12
0.01 FOX FOX CORP - CLASS B BJJMGY5 38.89 117 4,550.13
0.01 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 10.98 405 4,446.90
0.01 AMTM AMENTUM HOLDINGS INC BMZLFJ5 30.79 107 3,294.53
0.01 XSP US 11/15/24 P556 394.50 8 3,156.00
0.01 NWS NEWS CORP - CLASS B BBGVT51 29.08 80 2,326.40
-0.01 OTHER PAYABLE & RECEIVABLES 1.00 -2,559 -2,558.64
-0.01 XSP US 11/15/24 C585 367.50 -8 -2,940.00
-0.58 SPX US 11/15/24 C5855 3,380.00 -68 -229,840.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 11/01/24

Return on Equity 19.40%
Weighted Avg. Market Cap 884,096 M
2023 2024
Price-to-earnings 26.41 23.75
Price-to-book value 4.94 4.31

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

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.