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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%

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Asset

Holdings

Symbol

Ratio

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WMT

Walmart
3.12%
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JNJ

Johnson & Johnson
2.96%
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AAPL

Apple
2.92%
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CAH

Cardinal Health
2.90%
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CSCO

Cisco Systems
2.85%
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MSFT

Microsoft
2.77%

Symbol

Ratio

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MCK

McKesson
2.58%
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GILD

Gilead Sciences
2.51%
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GOOG

Alphabet C
2.48%
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T

AT&T
2.44%

Top 10 Weight 27.53%

10 Total Holdings

See all holdings

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