SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
SEI Enhanced U.S. Large Cap Quality Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK — 99.3% | ||||||||
Communication Services — 8.7% | ||||||||
Alphabet, Cl A * | 186 | $ | 405 | |||||
Meta Platforms, Cl A * | 1,295 | 209 | ||||||
World Wrestling Entertainment, Cl A | 406 | 25 | ||||||
| 639 | ||||||||
Consumer Discretionary — 12.3% | ||||||||
Amazon.com * | 380 | 41 | ||||||
AutoZone * | 10 | 21 | ||||||
Domino's Pizza | 372 | 145 | ||||||
Garmin | 1,224 | 120 | ||||||
Gentex | 748 | 21 | ||||||
Grand Canyon Education * | 370 | 35 | ||||||
H&R Block | 1,056 | 37 | ||||||
McDonald's | 132 | 33 | ||||||
NIKE, Cl B | 840 | 86 | ||||||
NVR * | 2 | 8 | ||||||
O'Reilly Automotive * | 300 | 189 | ||||||
Yum! Brands | 1,476 | 168 | ||||||
| 904 | ||||||||
Consumer Staples — 12.8% | ||||||||
Altria Group | 3,275 | 137 | ||||||
Coca-Cola | 4,079 | 256 | ||||||
Colgate-Palmolive | 696 | 56 | ||||||
Monster Beverage * | 1,992 | 185 | ||||||
Philip Morris International | 2,327 | 230 | ||||||
Procter & Gamble | 564 | 81 | ||||||
| 945 | ||||||||
Financials — 6.1% | ||||||||
FactSet Research Systems | 384 | 148 | ||||||
Moody's | 468 | 127 | ||||||
MSCI, Cl A | 29 | 12 | ||||||
S&P Global | 480 | 162 | ||||||
| 449 | ||||||||
Health Care — 20.8% | ||||||||
Bristol-Myers Squibb | 3,647 | 281 | ||||||
Edwards Lifesciences * | 240 | 23 | ||||||
Hologic * | 1,511 | 104 | ||||||
Incyte * | 1,895 | 144 | ||||||
Johnson & Johnson | 1,643 | 291 | ||||||
Merck | 490 | 45 | ||||||
Pfizer | 2,435 | 128 | ||||||
Regeneron Pharmaceuticals * | 225 | 133 | ||||||
Veeva Systems, Cl A * | 576 | 114 | ||||||
Vertex Pharmaceuticals * | 973 | 274 | ||||||
| 1,537 | ||||||||
Industrials — 6.2% | ||||||||
3M | 936 | 121 | ||||||
Fastenal | 3,251 | 162 | ||||||
Illinois Tool Works | 504 | 92 | ||||||
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Robert Half International | 1,103 | $ | 83 | |||||
| 458 | ||||||||
Information Technology — 31.7% | ||||||||
Adobe * | 264 | 97 | ||||||
Apple | 3,587 | 491 | ||||||
Broadcom | 261 | 127 | ||||||
Cadence Design Systems * | 1,152 | 173 | ||||||
Cisco Systems | 660 | 28 | ||||||
Dolby Laboratories, Cl A | 660 | 47 | ||||||
Dropbox, Cl A * | 3,059 | 64 | ||||||
Keysight Technologies * | 1,092 | 150 | ||||||
Manhattan Associates * | 647 | 74 | ||||||
Microsoft | 2,111 | 542 | ||||||
QUALCOMM | 1,223 | 156 | ||||||
Texas Instruments | 1,164 | 179 | ||||||
VeriSign * | 912 | 153 | ||||||
Visa, Cl A | 312 | 61 | ||||||
| 2,342 | ||||||||
Materials — 0.7% | ||||||||
Louisiana-Pacific | 1,031 | 54 | ||||||
Total Common Stock | ||||||||
(Cost $7,483) ($ Thousands) | 7,328 | |||||||
Total Investments in Securities — 99.3% | ||||||||
(Cost $7,483) ($ Thousands) | $ | 7,328 | ||||||
| Percentages are based on Net Assets of $7,377 ($ Thousands). |
* | Non-income producing security. |
Cl — Class |
As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent prospectus.
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
1
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
SEI Enhanced U.S. Large Cap Momentum Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK — 99.4% | ||||||||
Communication Services — 3.4% | ||||||||
Alphabet, Cl C * | 147 | $ | 322 | |||||
Interpublic Group of | 9,409 | 259 | ||||||
| 581 | ||||||||
Consumer Discretionary — 5.8% | ||||||||
Amazon.com * | 580 | 62 | ||||||
AutoNation * | 1,218 | 136 | ||||||
AutoZone * | 174 | 374 | ||||||
Dick's Sporting Goods | 1,479 | 111 | ||||||
Lowe's | 630 | 110 | ||||||
Penske Automotive Group | 754 | 79 | ||||||
Pool | 145 | 51 | ||||||
Ulta Beauty * | 203 | 78 | ||||||
| 1,001 | ||||||||
Consumer Staples — 9.4% | ||||||||
Archer-Daniels-Midland | 4,387 | 341 | ||||||
Bunge | 3,248 | 294 | ||||||
Costco Wholesale | 406 | 195 | ||||||
Hershey | 2,059 | 443 | ||||||
Kroger | 7,242 | 343 | ||||||
| 1,616 | ||||||||
Energy — 9.6% | ||||||||
Chevron | 1,885 | 273 | ||||||
ConocoPhillips | 6,018 | 540 | ||||||
Devon Energy | 8,286 | 457 | ||||||
EOG Resources | 978 | 108 | ||||||
Marathon Oil | 9,968 | 224 | ||||||
Valero Energy | 396 | 42 | ||||||
| 1,644 | ||||||||
Financials — 6.8% | ||||||||
American Financial Group | 1,189 | 165 | ||||||
Blackstone | 3,327 | 304 | ||||||
Chubb | 58 | 11 | ||||||
Credit Acceptance * | 174 | 82 | ||||||
Raymond James Financial | 1,316 | 118 | ||||||
Signature Bank NY | 696 | 125 | ||||||
W R Berkley | 5,162 | 352 | ||||||
| 1,157 | ||||||||
Health Care — 10.1% | ||||||||
AbbVie | 1,276 | 195 | ||||||
IQVIA Holdings * | 1,674 | 363 | ||||||
McKesson | 406 | 132 | ||||||
Merck | 1,276 | 116 | ||||||
Pfizer | 5,734 | 301 | ||||||
Thermo Fisher Scientific | 609 | 331 | ||||||
West Pharmaceutical Services | 957 | 290 | ||||||
| 1,728 | ||||||||
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Industrials — 5.4% | ||||||||
Builders FirstSource * | 4,893 | $ | 263 | |||||
Carlisle | 1,276 | 304 | ||||||
Knight-Swift Transportation Holdings, Cl A | 1,305 | 60 | ||||||
Robert Half International | 2,639 | 198 | ||||||
Univar Solutions * | 4,176 | 104 | ||||||
| 929 | ||||||||
Information Technology — 31.9% | ||||||||
Allegro MicroSystems * | 957 | 20 | ||||||
Apple | 9,090 | 1,243 | ||||||
Arista Networks * | 1,276 | 120 | ||||||
Arrow Electronics * | 1,711 | 192 | ||||||
Avnet | 2,480 | 106 | ||||||
Datadog, Cl A * | 920 | 88 | ||||||
Hewlett Packard Enterprise | 12,048 | 160 | ||||||
HP | 9,012 | 295 | ||||||
Jabil | 3,364 | 172 | ||||||
Juniper Networks | 493 | 14 | ||||||
Keysight Technologies * | 1,094 | 151 | ||||||
Microchip Technology | 1,812 | 105 | ||||||
Microsoft | 4,284 | 1,100 | ||||||
Monolithic Power Systems | 464 | 178 | ||||||
NetApp | 4,756 | 310 | ||||||
NVIDIA | 1,529 | 232 | ||||||
ON Semiconductor * | 9,533 | 479 | ||||||
Paychex | 1,334 | 152 | ||||||
Pure Storage, Cl A * | 6,807 | 175 | ||||||
WEX * | 1,104 | 172 | ||||||
| 5,464 | ||||||||
Materials — 6.3% | ||||||||
Albemarle | 832 | 174 | ||||||
CF Industries Holdings | 2,639 | 226 | ||||||
Chemours | 2,644 | 85 | ||||||
Graphic Packaging Holding | 7,039 | 144 | ||||||
Mosaic | 6,314 | 298 | ||||||
Packaging Corp of America | 428 | 59 | ||||||
Reliance Steel & Aluminum | 29 | 5 | ||||||
Westlake | 833 | 82 | ||||||
| 1,073 | ||||||||
Real Estate — 7.1% | ||||||||
CBRE Group, Cl A * | 1,297 | 95 | ||||||
Equity Residential ‡ | 1,885 | 136 | ||||||
Extra Space Storage ‡ | 2,175 | 370 | ||||||
Host Hotels & Resorts ‡ | 17,645 | 277 | ||||||
Jones Lang LaSalle * | 1,218 | 213 | ||||||
Public Storage ‡ | 406 | 127 | ||||||
| 1,218 | ||||||||
Utilities — 3.6% | ||||||||
National Fuel Gas | 2,146 | 142 | ||||||
NextEra Energy | 5,299 | 410 | ||||||
2
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Vistra | 2,494 | $ | 57 | |||||
| 609 | ||||||||
Total Common Stock | ||||||||
(Cost $17,846) ($ Thousands) | 17,020 | |||||||
Total Investments in Securities — 99.4% | ||||||||
(Cost $17,846) ($ Thousands) | $ | 17,020 | ||||||
| Percentages are based on Net Assets of $17,121 ($ Thousands). |
* | Non-income producing security. |
‡ | Real Estate Investment Trust. |
Cl — Class |
As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent prospectus.
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
3
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
SEI Enhanced U.S. Large Cap Value Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK — 99.5% | ||||||||
Communication Services — 12.3% | ||||||||
Alphabet, Cl C * | 156 | $ | 341 | |||||
Altice USA, Cl A * | 4,446 | 41 | ||||||
AT&T | 20,764 | 435 | ||||||
Comcast, Cl A | 338 | 14 | ||||||
Lumen Technologies | 22,380 | 244 | ||||||
Meta Platforms, Cl A * | 1,768 | 285 | ||||||
Omnicom Group | 988 | 63 | ||||||
Verizon Communications | 8,684 | 441 | ||||||
| 1,864 | ||||||||
Consumer Discretionary — 11.7% | ||||||||
Amazon.com * | 1,040 | 111 | ||||||
Bath & Body Works | 5,290 | 143 | ||||||
Dick's Sporting Goods | 1,326 | 100 | ||||||
eBay | 2,522 | 105 | ||||||
Foot Locker | 1,950 | 49 | ||||||
Ford Motor | 9,173 | 102 | ||||||
General Motors * | 2,179 | 69 | ||||||
H&R Block | 3,718 | 131 | ||||||
Lennar, Cl A | 4,186 | 295 | ||||||
Lennar, Cl B | 312 | 18 | ||||||
PulteGroup | 5,351 | 212 | ||||||
PVH | 1,560 | 89 | ||||||
Qurate Retail | 7,613 | 22 | ||||||
Target | 338 | 48 | ||||||
Toll Brothers | 2,361 | 105 | ||||||
Whirlpool | 1,133 | 176 | ||||||
| 1,775 | ||||||||
Consumer Staples — 6.9% | ||||||||
Albertsons, Cl A | 3,614 | 97 | ||||||
Altria Group | 130 | 5 | ||||||
Herbalife Nutrition * | 2,262 | 46 | ||||||
Kraft Heinz | 546 | 21 | ||||||
Kroger | 9,095 | 430 | ||||||
Tyson Foods, Cl A | 4,264 | 367 | ||||||
Walmart | 606 | 74 | ||||||
| 1,040 | ||||||||
Energy — 0.6% | ||||||||
APA | 2,866 | 100 | ||||||
Financials — 15.0% | ||||||||
Affiliated Managers Group | 858 | 100 | ||||||
AGNC Investment | 11,279 | 125 | ||||||
Ally Financial | 7,353 | 246 | ||||||
American International Group | 1,274 | 65 | ||||||
Brighthouse Financial * | 1,248 | 51 | ||||||
Capital One Financial | 2,860 | 298 | ||||||
Carlyle Group | 3,453 | 109 | ||||||
Citigroup | 7,613 | 350 | ||||||
Discover Financial Services | 416 | 39 | ||||||
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Janus Henderson Group | 1,638 | $ | 39 | |||||
KKR | 2,574 | 119 | ||||||
OneMain Holdings, Cl A | 2,387 | 89 | ||||||
Popular | 1,610 | 124 | ||||||
Prudential Financial | 2,610 | 250 | ||||||
Synchrony Financial | 9,438 | 261 | ||||||
| 2,265 | ||||||||
Health Care — 21.1% | ||||||||
AbbVie | 832 | 127 | ||||||
Bristol-Myers Squibb | 2,886 | 222 | ||||||
Cardinal Health | 5,928 | 310 | ||||||
Cigna | 494 | 130 | ||||||
CVS Health | 4,706 | 436 | ||||||
DaVita * | 858 | 69 | ||||||
Gilead Sciences | 4,992 | 309 | ||||||
Hologic * | 4,628 | 321 | ||||||
Laboratory Corp of America Holdings | 1,326 | 311 | ||||||
McKesson | 1,534 | 500 | ||||||
Organon | 5,065 | 171 | ||||||
Pfizer | 234 | 12 | ||||||
Quest Diagnostics | 1,919 | 255 | ||||||
Regeneron Pharmaceuticals * | 26 | 15 | ||||||
| 3,188 | ||||||||
Industrials — 2.9% | ||||||||
Allison Transmission Holdings | 2,314 | 89 | ||||||
ManpowerGroup | 1,118 | 85 | ||||||
Owens Corning | 1,274 | 95 | ||||||
Ryder System | 1,118 | 79 | ||||||
Schneider National, Cl B | 1,144 | 26 | ||||||
Science Applications International | 650 | 61 | ||||||
| 435 | ||||||||
Information Technology — 22.9% | ||||||||
Amdocs | 104 | 9 | ||||||
Apple | 4,186 | 572 | ||||||
Arrow Electronics * | 1,508 | 169 | ||||||
Avnet | 416 | 18 | ||||||
Bread Financial Holdings | 1,066 | 40 | ||||||
Cognizant Technology Solutions, Cl A | 754 | 51 | ||||||
Dell Technologies, Cl C | 7,665 | 354 | ||||||
DXC Technology * | 1,586 | 48 | ||||||
Hewlett Packard Enterprise | 18,580 | 246 | ||||||
HP | 12,683 | 416 | ||||||
Intel | 4,914 | 184 | ||||||
Jabil | 3,115 | 160 | ||||||
Micron Technology | 4,394 | 243 | ||||||
Microsoft | 2,028 | 521 | ||||||
NortonLifeLock | 3,744 | 82 | ||||||
Oracle | 2,933 | 205 | ||||||
Western Union | 8,757 | 144 | ||||||
4
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Xerox Holdings | 234 | $ | 3 | |||||
| 3,465 | ||||||||
Materials — 4.6% | ||||||||
Cleveland-Cliffs * | 1,924 | 30 | ||||||
Crown Holdings | 988 | 91 | ||||||
Dow | 995 | 51 | ||||||
Louisiana-Pacific | 1,378 | 72 | ||||||
LyondellBasell Industries, Cl A | 2,480 | 217 | ||||||
Nucor | 312 | 33 | ||||||
Steel Dynamics | 1,612 | 107 | ||||||
United States Steel | 5,772 | 103 | ||||||
| 704 | ||||||||
Utilities — 1.5% | ||||||||
NRG Energy | 5,429 | 207 | ||||||
PPL | 520 | 14 | ||||||
| 221 | ||||||||
Total Common Stock | ||||||||
(Cost $16,050) ($ Thousands) | 15,057 | |||||||
Total Investments in Securities — 99.5% | ||||||||
(Cost $16,050) ($ Thousands) | $ | 15,057 | ||||||
| Percentages are based on Net Assets of $15,139 ($ Thousands). |
* | Non-income producing security. |
Cl — Class |
As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent prospectus.
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
5
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2022
SEI Enhanced Low Volatility U.S. Large Cap ETF
Description | Shares | Market Value | ||||||
COMMON STOCK — 99.2% | ||||||||
Communication Services — 15.7% | ||||||||
Alphabet, Cl C * | 208 | $ | 455 | |||||
AT&T | 13,968 | 293 | ||||||
Comcast, Cl A | 4,800 | 188 | ||||||
Fox | 208 | 6 | ||||||
Interpublic Group of | 4,640 | 128 | ||||||
Omnicom Group | 2,528 | 161 | ||||||
Verizon Communications | 5,456 | 277 | ||||||
| 1,508 | ||||||||
Consumer Discretionary — 4.6% | ||||||||
Amazon.com * | 320 | 34 | ||||||
AutoNation * | 592 | 66 | ||||||
AutoZone * | 16 | 34 | ||||||
Genuine Parts | 288 | 38 | ||||||
H&R Block | 480 | 17 | ||||||
Mattel * | 576 | 13 | ||||||
Service International | 928 | 64 | ||||||
Target | 912 | 129 | ||||||
Terminix Global Holdings * | 1,056 | 43 | ||||||
| 438 | ||||||||
Consumer Staples — 11.2% | ||||||||
Archer-Daniels-Midland | 672 | 52 | ||||||
Costco Wholesale | 169 | 81 | ||||||
General Mills | 224 | 17 | ||||||
Hershey | 64 | 14 | ||||||
J M Smucker | 1,248 | 160 | ||||||
Kroger | 1,104 | 52 | ||||||
Philip Morris International | 2,304 | 227 | ||||||
Procter & Gamble | 1,792 | 258 | ||||||
Walmart | 1,744 | 212 | ||||||
| 1,073 | ||||||||
Energy — 3.1% | ||||||||
Chevron | 1,616 | 234 | ||||||
Kinder Morgan | 4,096 | 69 | ||||||
| 303 | ||||||||
Financials — 6.2% | ||||||||
AGNC Investment | 560 | 6 | ||||||
Allstate | 624 | 79 | ||||||
American Financial Group | 160 | 22 | ||||||
Berkshire Hathaway, Cl B * | 432 | 118 | ||||||
Chubb | 688 | 135 | ||||||
Loews | 352 | 21 | ||||||
Marsh & McLennan | 128 | 20 | ||||||
W R Berkley | 2,864 | 196 | ||||||
| 597 | ||||||||
Health Care — 17.0% | ||||||||
Bristol-Myers Squibb | 1,632 | 126 | ||||||
CVS Health | 2,544 | 236 | ||||||
Danaher | 656 | 166 | ||||||
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Johnson & Johnson | 1,920 | $ | 341 | |||||
McKesson | 528 | 172 | ||||||
Merck | 2,944 | 268 | ||||||
Pfizer | 6,240 | 327 | ||||||
| 1,636 | ||||||||
Industrials — 7.5% | ||||||||
3M | 224 | 29 | ||||||
Expeditors International of Washington | 1,568 | 153 | ||||||
ManpowerGroup | 528 | 40 | ||||||
Northrop Grumman | 560 | 268 | ||||||
Republic Services, Cl A | 320 | 42 | ||||||
Robert Half International | 832 | 62 | ||||||
Ryder System | 608 | 43 | ||||||
Snap-on | 112 | 22 | ||||||
United Parcel Service, Cl B | 160 | 29 | ||||||
Waste Management | 192 | 30 | ||||||
| 718 | ||||||||
Information Technology — 21.4% | ||||||||
Accenture, Cl A | 800 | 222 | ||||||
Amdocs | 1,664 | 139 | ||||||
Apple | 2,384 | 326 | ||||||
Arrow Electronics * | 864 | 97 | ||||||
Avnet | 1,152 | 49 | ||||||
CDK Global | 368 | 20 | ||||||
Cisco Systems | 1,664 | 71 | ||||||
Dell Technologies, Cl C | 256 | 12 | ||||||
Dolby Laboratories, Cl A | 352 | 25 | ||||||
HP | 6,688 | 219 | ||||||
Jabil | 1,696 | 87 | ||||||
Juniper Networks | 832 | 24 | ||||||
Microsoft | 1,728 | 444 | ||||||
Oracle | 1,536 | 107 | ||||||
Roper Technologies | 432 | 171 | ||||||
TD SYNNEX | 464 | 42 | ||||||
Texas Instruments | 48 | 7 | ||||||
| 2,062 | ||||||||
Materials — 4.2% | ||||||||
Dow | 896 | 46 | ||||||
International Paper | 3,424 | 143 | ||||||
Louisiana-Pacific | 560 | 29 | ||||||
Reliance Steel & Aluminum | 736 | 125 | ||||||
Silgan Holdings | 496 | 21 | ||||||
Westlake | 384 | 38 | ||||||
| 402 | ||||||||
Utilities — 8.3% | ||||||||
Atmos Energy | 112 | 12 | ||||||
CMS Energy | 112 | 8 | ||||||
Consolidated Edison | 2,448 | 233 | ||||||
Dominion Energy | 720 | 57 | ||||||
DTE Energy | 336 | 43 | ||||||
6
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
Description | Shares | Market Value | ||||||
COMMON STOCK (continued) | ||||||||
Duke Energy | 2,080 | $ | 223 | |||||
Hawaiian Electric Industries | 1,312 | 54 | ||||||
National Fuel Gas | 1,136 | 75 | ||||||
UGI | 2,544 | 98 | ||||||
| 803 | ||||||||
Total Common Stock | ||||||||
(Cost $9,873) ($ Thousands) | 9,540 | |||||||
Total Investments in Securities — 99.2% | ||||||||
(Cost $9,873) ($ Thousands) | $ | 9,540 | ||||||
| Percentages are based on Net Assets of $9,619 ($ Thousands). |
* | Non-income producing security. |
Cl — Class |
As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent prospectus.
SEI Exchange Traded Funds / Quarterly Report / June 30, 2022
7
