SELV
SEI Enhanced Low Volatility U.S. Large Cap ETF·CBOE
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Key Stats
Assets Under Management
205.28MUSD
Fund Flows (1Y)
38.43MUSD
Dividend Yield
1.72%
Discount/Premium to NAV
-0.03%
Shares Outstanding
6.20M
Expense Ratio
0.15%
About SEI Enhanced Low Volatility U.S. Large Cap ETF
Issuer
SEI Investments
Brand
SEI
Inception Date
May 18, 2022
Structure
Open-Ended Fund
Index Tracked
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Management Style
Active
Dividend Treatment
Distributes
Distribution Tax Treatment
Qualified dividends
Income Tax Type
Capital Gains
Max ST Capital Gains Rate
39.60%
Max LT Capital Gains Rate
20.00%
Primary Advisor
SEI Investments Management Corp.
Distributor
SEI Investments Distribution Co.
SELV actively manages a portfolio of equity and equity-related securities, issued by large companies in the US, whilst aiming to achieve lower volatility than the broad US large-cap equity market. The selection process involves a combination of 1) a factor scoring model, which evaluates potential constituents from the investment universe based on measures of value, momentum, quality, and low volatility, 2) a risk model, for predicting common factor and stock specific risks, and 3) an optimization process that weighs certain factor characteristics exposure to ensure the attainment of its objective of low volatility. SELV launched as a part of SEI's first equity ETF offering, the Factor ETF suite.
Classification
Asset Class
Equity
Category
Size and Style
Focus
Large Cap
Niche
Broad-based
Strategy
Active
Geography
U.S.
Weighting Scheme
Proprietary
Selection Criteria
Proprietary
Analysis
Sector
Technology
28.82%
Healthcare
17.20%
Communication Services
11.73%
Consumer Defensive
11.62%
Financial Services
11.05%
Industrials
8.01%
Utilities
4.74%
Consumer Cyclical
3.99%
Energy
2.43%
Technology
28.82%
Healthcare
17.20%
Communication Services
11.73%
Consumer Defensive
11.62%
Financial Services
11.05%
Industrials
8.01%
Utilities
4.74%
Consumer Cyclical
3.99%
Energy
2.43%
Show more
Asset
Holdings
Symbol
Ratio
WMT
Walmart
3.12%
JNJ
Johnson & Johnson
2.96%
AAPL
Apple
2.92%
CAH
Cardinal Health
2.90%
CSCO
Cisco Systems
2.85%
MSFT
Microsoft
2.77%
Symbol
Ratio
MCK
McKesson
2.58%
GILD
Gilead Sciences
2.51%
GOOG
Alphabet C
2.48%
T
AT&T
2.44%
Top 10 Weight 27.53%
10 Total Holdings
See all holdings
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