SEI Enhanced U.S. Large Cap Value Factor ETF (SEIV US) – Portfolio Construction Methodology

The investment process underpinning the actively managed SEI Enhanced U.S. Large Cap Value Factor ETF targets U.S. large-capitalization equities and related instruments (including depositary receipts, convertibles, warrants and rights) under an ≥80% policy, with “large” defined by the Russell 1000-style market-cap band at purchase. SIMC applies a quantitative, rules-based screen emphasizing valuation characteristics across earnings, cash flow, sales and asset-based measures (e.g., price-to-earnings, price-to-cash flow). A portfolio optimizer and risk model then maximize primary exposure to value while concurrently managing secondary exposures to momentum, quality and low volatility alongside investment restrictions. Day-to-day positioning is adjusted as model inputs and risk estimates evolve; securities whose characteristics weaken versus targeted factor definitions are candidates for reduction or sale. Liquidity and capacity are supported by a U.S. large-cap universe and equity-related instruments; the strategy may lend securities and employ standard cash management to meet redemptions.

To explore SEIV in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/SEIV_US