How to write the family of sets whose elements are the sets in a sequence of sets

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I am wondering, given a sequence of sets $( X_n )$, how do we write the corresponding family of sets whose elements are the sets in the sequence?

Of course, the same question applies to nets as well.

Any feedback is welcome.
Thank you for your time

PS: I am not completely sure how correct is the tag "notation" in this context.