SEI Enhanced Low Volatility U.S. Large Cap ETF (SELV US) – Portfolio Construction Methodology

The investment philosophy driving the actively managed SEI Enhanced Low Volatility U.S. Large Cap ETF seeks long-term equity appreciation with lower volatility than the broad U.S. large-cap market by investing ≥80% in equities and related instruments issued by U.S. large companies as defined by a Russell 1000-style band at purchase. SIMC combines a multi-factor scoring model (Value, Momentum, Quality, Low Volatility) with a risk model and optimizer to target a portfolio with desired factor characteristics and a volatility-reduction objective, subject to investment restrictions. Equity-related instruments (depositary receipts, convertibles, warrants, rights) may be used to maintain exposures and manage liquidity. Ongoing portfolio management adjusts weights as factor signals and risk estimates evolve; positions whose contribution to volatility or factor balance becomes inconsistent with targets are candidates for reweighting or exit. Liquidity and capacity rely on the U.S. large-cap opportunity set and standard cash-management practices.

To explore SELV 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/SELV_US