SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
SEI Enhanced U.S. Large Cap Quality Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK†† — 99.7% | ||||||||
Communication Services — 8.6% | ||||||||
Alphabet, Cl A * | 8,291 | $ | 1,158 | |||||
Alphabet, Cl C * | 376 | 53 | ||||||
Electronic Arts | 2,397 | 328 | ||||||
Meta Platforms, Cl A * | 471 | 167 | ||||||
1,706 | ||||||||
Consumer Discretionary — 14.6% | ||||||||
Amazon.com * | 411 | 62 | ||||||
AutoZone * | 21 | 54 | ||||||
Booking Holdings * | 153 | 543 | ||||||
Domino's Pizza | 778 | 321 | ||||||
H&R Block | 1,387 | 67 | ||||||
McDonald's | 881 | 261 | ||||||
NVR * | 66 | 462 | ||||||
O'Reilly Automotive * | 591 | 561 | ||||||
Ulta Beauty * | 275 | 135 | ||||||
Yum! Brands | 3,128 | 409 | ||||||
2,875 | ||||||||
Consumer Staples — 10.8% | ||||||||
Altria Group | 9,210 | 372 | ||||||
Coca-Cola | 6,459 | 381 | ||||||
Colgate-Palmolive | 3,521 | 281 | ||||||
Monster Beverage * | 4,034 | 232 | ||||||
PepsiCo | 727 | 123 | ||||||
Philip Morris International | 4,923 | 463 | ||||||
Procter & Gamble | 1,897 | 278 | ||||||
2,130 | ||||||||
Financials — 12.1% | ||||||||
American Express | 178 | 33 | ||||||
FactSet Research Systems | 822 | 392 | ||||||
Mastercard, Cl A | 1,317 | 562 | ||||||
Moody's | 988 | 386 | ||||||
MSCI, Cl A | 744 | 421 | ||||||
Visa, Cl A | 2,280 | 594 | ||||||
2,388 | ||||||||
Health Care — 11.6% | ||||||||
AbbVie | 169 | 26 | ||||||
Bristol-Myers Squibb | 4,057 | 208 | ||||||
Eli Lilly | 36 | 21 | ||||||
Hologic * | 4,906 | 350 | ||||||
Johnson & Johnson | 3,570 | 560 | ||||||
Merck & Co | 4,629 | 505 | ||||||
Mettler-Toledo International * | 178 | 216 | ||||||
Vertex Pharmaceuticals * | 1,010 | 411 | ||||||
2,297 | ||||||||
Industrials — 7.2% | ||||||||
Fastenal | 7,037 | 456 | ||||||
Paychex | 3,148 | 375 | ||||||
Robert Half | 2,328 | 204 |
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
Verisk Analytics, Cl A | 1,587 | $ | 379 | |||||
1,414 | ||||||||
Information Technology — 34.8% | ||||||||
Adobe * | 504 | 301 | ||||||
Apple | 9,035 | 1,739 | ||||||
Autodesk * | 558 | 136 | ||||||
Broadcom | 530 | 591 | ||||||
Cadence Design Systems * | 2,219 | 604 | ||||||
Cisco Systems | 3,894 | 197 | ||||||
Dolby Laboratories, Cl A | 1,393 | 120 | ||||||
Keysight Technologies * | 1,903 | 303 | ||||||
Manhattan Associates * | 895 | 193 | ||||||
Microsoft | 4,638 | 1,744 | ||||||
QUALCOMM | 1,556 | 225 | ||||||
Texas Instruments | 2,463 | 420 | ||||||
VeriSign * | 1,501 | 309 | ||||||
6,882 | ||||||||
Total Common Stock | ||||||||
(Cost $16,851) ($ Thousands) | 19,692 | |||||||
Total Investments in Securities — 99.7% | ||||||||
(Cost $16,851) ($ Thousands) | $ | 19,692 | ||||||
| Percentages are based on Net Assets of $19,756 ($ Thousands). |
* | Non-income producing security. |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
See “Glossary” for Abbreviations.
SEI Exchange Traded Funds
1
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
SEI Enhanced U.S. Large Cap Momentum Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK†† — 99.5% | ||||||||
Communication Services — 4.3% | ||||||||
Alphabet, Cl C * | 64 | $ | 9 | |||||
Meta Platforms, Cl A * | 3,577 | 1,266 | ||||||
TKO Group Holdings, Cl A | 1,641 | 134 | ||||||
1,409 | ||||||||
Consumer Discretionary — 15.6% | ||||||||
Amazon.com * | 485 | 74 | ||||||
AutoZone * | 297 | 768 | ||||||
Chipotle Mexican Grill, Cl A * | 115 | 263 | ||||||
Deckers Outdoor * | 925 | 618 | ||||||
DR Horton | 5,187 | 789 | ||||||
Genuine Parts | 3,523 | 488 | ||||||
Lululemon Athletica * | 790 | 404 | ||||||
O'Reilly Automotive * | 761 | 723 | ||||||
PulteGroup | 1,154 | 119 | ||||||
Toll Brothers | 4,057 | 417 | ||||||
Ulta Beauty * | 339 | 166 | ||||||
Wingstop | 1,123 | 288 | ||||||
5,117 | ||||||||
Consumer Staples — 6.9% | ||||||||
Archer-Daniels-Midland | 588 | 42 | ||||||
General Mills | 7,649 | 498 | ||||||
Hershey | 3,292 | 614 | ||||||
Lamb Weston Holdings | 5,606 | 606 | ||||||
Mondelez International, Cl A | 6,896 | 500 | ||||||
2,260 | ||||||||
Energy — 2.6% | ||||||||
Halliburton | 2,226 | 80 | ||||||
Schlumberger | 12,659 | 659 | ||||||
TechnipFMC | 6,356 | 128 | ||||||
867 | ||||||||
Financials — 9.8% | ||||||||
Aflac | 2,026 | 167 | ||||||
Apollo Global Management | 5,383 | 502 | ||||||
Arch Capital Group * | 8,054 | 598 | ||||||
Blackstone | 144 | 19 | ||||||
Chubb | 86 | 19 | ||||||
Erie Indemnity, Cl A | 979 | 328 | ||||||
FactSet Research Systems | 803 | 383 | ||||||
Fiserv * | 1,114 | 148 | ||||||
Shift4 Payments, Cl A * | 1,972 | 147 | ||||||
Unum Group | 3,263 | 147 | ||||||
W R Berkley | 5,834 | 413 | ||||||
WEX * | 1,745 | 339 | ||||||
3,210 | ||||||||
Health Care — 10.2% | ||||||||
AbbVie | 869 | 135 | ||||||
Acadia Healthcare * | 1,789 | 139 | ||||||
Cigna | 199 | 60 |
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
Dexcom * | 1,597 | $ | 198 | |||||
GE HealthCare Technologies | 1,877 | 145 | ||||||
Gilead Sciences | 8,210 | 665 | ||||||
Humana | 1,211 | 554 | ||||||
McKesson | 1,711 | 792 | ||||||
Merck & Co | 2,031 | 222 | ||||||
Penumbra * | 1,392 | 350 | ||||||
Stryker | 280 | 84 | ||||||
3,344 | ||||||||
Industrials — 16.1% | ||||||||
Axon Enterprise * | 2,663 | 688 | ||||||
Booz Allen Hamilton Holding, Cl A | 5,108 | 653 | ||||||
Builders FirstSource * | 4,751 | 793 | ||||||
Clean Harbors * | 2,034 | 355 | ||||||
General Electric | 583 | 74 | ||||||
Hubbell, Cl B | 1,118 | 368 | ||||||
nVent Electric | 2,035 | 120 | ||||||
Parker-Hannifin | 1,774 | 817 | ||||||
Republic Services, Cl A | 4,308 | 711 | ||||||
Trane Technologies | 1,761 | 430 | ||||||
Vertiv Holdings, Cl A | 5,337 | 256 | ||||||
5,265 | ||||||||
Information Technology — 33.3% | ||||||||
Apple | 14,447 | 2,781 | ||||||
Arista Networks * | 4,460 | 1,050 | ||||||
Cadence Design Systems * | 3,221 | 877 | ||||||
Crowdstrike Holdings, Cl A * | 1,757 | 449 | ||||||
Fair Isaac * | 109 | 127 | ||||||
Jabil | 5,106 | 650 | ||||||
Manhattan Associates * | 2,512 | 541 | ||||||
Microsoft | 3,576 | 1,345 | ||||||
NVIDIA | 3,092 | 1,531 | ||||||
ON Semiconductor * | 6,583 | 550 | ||||||
Palo Alto Networks * | 2,437 | 719 | ||||||
Synopsys * | 613 | 316 | ||||||
10,936 | ||||||||
Materials — 0.2% | ||||||||
Chemours | 1,283 | 41 | ||||||
Reliance Steel & Aluminum | 65 | 18 | ||||||
59 | ||||||||
Utilities — 0.5% | ||||||||
National Fuel Gas | 3,410 | 171 | ||||||
Total Common Stock | ||||||||
(Cost $28,183) ($ Thousands) | 32,638 | |||||||
Total Investments in Securities — 99.5% | ||||||||
(Cost $28,183) ($ Thousands) | $ | 32,638 | ||||||
2
SEI Exchange Traded Funds
| Percentages are based on Net Assets of $32,788 ($ Thousands). |
* | Non-income producing security. |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
See “Glossary” for Abbreviations.
SEI Exchange Traded Funds
3
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
SEI Enhanced U.S. Large Cap Value Factor ETF
Description | Shares | Market Value | ||||||
COMMON STOCK†† — 99.2% | ||||||||
Communication Services — 12.2% | ||||||||
Alphabet, Cl A * | 5,325 | $ | 744 | |||||
Alphabet, Cl C * | 3,414 | 481 | ||||||
AT&T | 44,769 | 751 | ||||||
Comcast, Cl A | 7,028 | 308 | ||||||
Meta Platforms, Cl A * | 2,470 | 874 | ||||||
Omnicom Group | 1,759 | 152 | ||||||
Playtika Holding * | 780 | 7 | ||||||
TripAdvisor * | 4,288 | 93 | ||||||
Verizon Communications | 21,503 | 811 | ||||||
4,221 | ||||||||
Consumer Discretionary — 11.3% | ||||||||
Amazon.com * | 575 | 87 | ||||||
eBay | 4,562 | 199 | ||||||
Ford Motor | 16,563 | 202 | ||||||
General Motors | 17,679 | 635 | ||||||
H&R Block | 6,722 | 325 | ||||||
Lennar, Cl A | 4,827 | 719 | ||||||
Lennar, Cl B | 563 | 76 | ||||||
Macy's | 10,292 | 207 | ||||||
PulteGroup | 9,661 | 997 | ||||||
Toll Brothers | 4,258 | 438 | ||||||
3,885 | ||||||||
Consumer Staples — 7.6% | ||||||||
Albertsons, Cl A | 6,542 | 151 | ||||||
Altria Group | 15,876 | 641 | ||||||
Bunge Global | 3,189 | 322 | ||||||
Ingredion | 748 | 81 | ||||||
Kraft Heinz | 15,581 | 576 | ||||||
Kroger | 16,438 | 751 | ||||||
Seaboard | 6 | 21 | ||||||
Walgreens Boots Alliance | 3,109 | 81 | ||||||
2,624 | ||||||||
Energy — 1.7% | ||||||||
Chesapeake Energy | 2,722 | 210 | ||||||
Chevron | 194 | 29 | ||||||
Marathon Petroleum | 724 | 107 | ||||||
Occidental Petroleum | 519 | 31 | ||||||
Southwestern Energy * | 5,518 | 36 | ||||||
Valero Energy | 1,448 | 188 | ||||||
601 | ||||||||
Financials — 12.0% | ||||||||
Affiliated Managers Group | 1,560 | 236 | ||||||
Ally Financial | 11,762 | 411 | ||||||
American International Group | 10,464 | 709 | ||||||
Brighthouse Financial * | 2,790 | 148 | ||||||
Capital One Financial | 6,509 | 853 | ||||||
Janus Henderson Group | 3,127 | 94 | ||||||
Jefferies Financial Group | 7,970 | 322 |
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
MGIC Investment | 11,849 | $ | 229 | |||||
New York Community Bancorp | 26,349 | 269 | ||||||
Popular | 455 | 37 | ||||||
Synchrony Financial | 16,967 | 648 | ||||||
Western Union | 15,838 | 189 | ||||||
4,145 | ||||||||
Health Care — 16.8% | ||||||||
AbbVie | 950 | 147 | ||||||
Bristol-Myers Squibb | 5,221 | 268 | ||||||
Cardinal Health | 9,324 | 940 | ||||||
Cigna | 906 | 272 | ||||||
CVS Health | 8,525 | 673 | ||||||
DaVita * | 207 | 22 | ||||||
Gilead Sciences | 8,628 | 699 | ||||||
Henry Schein * | 425 | 32 | ||||||
Laboratory Corp of America Holdings | 2,157 | 490 | ||||||
McKesson | 2,132 | 987 | ||||||
Pfizer | 16,507 | 475 | ||||||
Quest Diagnostics | 2,228 | 307 | ||||||
Viatris, Cl W | 45,600 | 494 | ||||||
5,806 | ||||||||
Industrials — 4.3% | ||||||||
Allison Transmission Holdings | 4,183 | 243 | ||||||
American Airlines Group * | 24,546 | 337 | ||||||
Avis Budget Group | 405 | 72 | ||||||
FedEx | 125 | 32 | ||||||
ManpowerGroup | 443 | 35 | ||||||
Owens Corning | 2,602 | 386 | ||||||
Ryder System | 1,645 | 189 | ||||||
Schneider National, Cl B | 2,085 | 53 | ||||||
Science Applications International | 1,156 | 144 | ||||||
1,491 | ||||||||
Information Technology — 26.6% | ||||||||
Amdocs | 4,592 | 404 | ||||||
Apple | 7,559 | 1,455 | ||||||
AppLovin, Cl A * | 3,167 | 126 | ||||||
Arrow Electronics * | 2,713 | 332 | ||||||
Avnet | 3,588 | 181 | ||||||
Cisco Systems | 2,452 | 124 | ||||||
Cognizant Technology Solutions, Cl A | 1,955 | 148 | ||||||
Dell Technologies, Cl C | 1,398 | 107 | ||||||
Dropbox, Cl A * | 9,916 | 292 | ||||||
DXC Technology * | 9,018 | 206 | ||||||
F5 * | 2,101 | 376 | ||||||
Gen Digital | 2,248 | 51 | ||||||
Hewlett Packard Enterprise | 33,577 | 570 | ||||||
HP | 22,941 | 690 | ||||||
Intel | 8,890 | 447 | ||||||
International Business Machines | 2,189 | 358 | ||||||
Jabil | 3,016 | 384 | ||||||
Microsoft | 3,539 | 1,331 |
4
SEI Exchange Traded Funds
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
NCR Voyix * | 1,527 | $ | 26 | |||||
Oracle | 2,426 | 256 | ||||||
Skyworks Solutions | 5,893 | 662 | ||||||
Teradata * | 4,000 | 174 | ||||||
Vontier | 6,059 | 209 | ||||||
Zoom Video Communications, Cl A * | 3,527 | 254 | ||||||
9,163 | ||||||||
Materials — 3.4% | ||||||||
Berry Global Group | 4,658 | 314 | ||||||
International Paper | 6,584 | 238 | ||||||
LyondellBasell Industries, Cl A | 4,512 | 429 | ||||||
Steel Dynamics | 1,776 | 210 | ||||||
1,191 | ||||||||
Utilities — 3.3% | ||||||||
Consolidated Edison | 4,046 | 368 | ||||||
National Fuel Gas | 3,340 | 168 | ||||||
PG&E | 7,428 | 134 | ||||||
Vistra | 11,793 | 454 | ||||||
1,124 | ||||||||
Total Common Stock | ||||||||
(Cost $29,907) ($ Thousands) | 34,251 | |||||||
Total Investments in Securities — 99.3% | ||||||||
(Cost $29,933) ($ Thousands) | $ | 34,277 | ||||||
| Percentages are based on Net Assets of $34,508 ($ Thousands). |
* | Non-income producing security. |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
See “Glossary” for Abbreviations.
SEI Exchange Traded Funds
5
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
SEI Enhanced Low Volatility U.S. Large Cap ETF
Description | Shares | Market Value | ||||||
COMMON STOCK†† — 99.2% | ||||||||
Communication Services — 11.1% | ||||||||
Alphabet, Cl A * | 1,172 | $ | 164 | |||||
Alphabet, Cl C * | 3,792 | 534 | ||||||
AT&T | 47,628 | 799 | ||||||
Comcast, Cl A | 16,357 | 717 | ||||||
Fox | 747 | 21 | ||||||
Omnicom Group | 8,622 | 746 | ||||||
T-Mobile US | 1,244 | 199 | ||||||
Verizon Communications | 23,762 | 896 | ||||||
4,076 | ||||||||
Consumer Discretionary — 4.2% | ||||||||
Amazon.com * | 611 | 93 | ||||||
AutoZone * | 67 | 173 | ||||||
Genuine Parts | 991 | 137 | ||||||
Grand Canyon Education * | 1,186 | 157 | ||||||
H&R Block | 7,104 | 344 | ||||||
McDonald's | 1,839 | 545 | ||||||
Service Corp International | 318 | 22 | ||||||
Yum! Brands | 620 | 81 | ||||||
1,552 | ||||||||
Consumer Staples — 10.9% | ||||||||
Colgate-Palmolive | 4,030 | 321 | ||||||
General Mills | 8,757 | 571 | ||||||
Hershey | 2,879 | 537 | ||||||
J M Smucker | 4,244 | 536 | ||||||
Kellanova | 1,574 | 88 | ||||||
Mondelez International, Cl A | 1,137 | 82 | ||||||
Procter & Gamble | 6,646 | 974 | ||||||
Walmart | 5,688 | 897 | ||||||
4,006 | ||||||||
Energy — 3.0% | ||||||||
Chevron | 5,535 | 825 | ||||||
Kinder Morgan | 13,998 | 247 | ||||||
Marathon Petroleum | 316 | 47 | ||||||
1,119 | ||||||||
Financials — 8.3% | ||||||||
Allstate | 1,469 | 206 | ||||||
Berkshire Hathaway, Cl B * | 1,460 | 521 | ||||||
Chubb | 2,383 | 539 | ||||||
Loews | 1,222 | 85 | ||||||
Markel Group * | 320 | 454 | ||||||
Marsh & McLennan | 450 | 85 | ||||||
Travelers | 1,561 | 297 | ||||||
W R Berkley | 9,776 | 691 | ||||||
White Mountains Insurance Group | 117 | 176 | ||||||
3,054 | ||||||||
Health Care — 17.8% | ||||||||
Bristol-Myers Squibb | 9,432 | 484 | ||||||
Cardinal Health | 7,843 | 791 |
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
Chemed | 169 | $ | 99 | |||||
CVS Health | 3,824 | 302 | ||||||
Gilead Sciences | 9,683 | 784 | ||||||
Johnson & Johnson | 6,825 | 1,070 | ||||||
McKesson | 1,803 | 835 | ||||||
Merck & Co | 10,065 | 1,097 | ||||||
Pfizer | 21,269 | 612 | ||||||
Quest Diagnostics | 3,552 | 490 | ||||||
6,564 | ||||||||
Industrials — 10.6% | ||||||||
3M | 756 | 83 | ||||||
Expeditors International of Washington | 5,821 | 740 | ||||||
Genpact | 2,152 | 75 | ||||||
Landstar System | 1,654 | 320 | ||||||
MSC Industrial Direct, Cl A | 1,951 | 197 | ||||||
Republic Services, Cl A | 5,332 | 879 | ||||||
Robert Half | 1,884 | 166 | ||||||
Snap-on | 391 | 113 | ||||||
Verisk Analytics, Cl A | 2,956 | 706 | ||||||
Waste Management | 3,589 | 643 | ||||||
3,922 | ||||||||
Information Technology — 25.8% | ||||||||
Accenture, Cl A | 1,851 | 650 | ||||||
Amdocs | 5,702 | 501 | ||||||
Amphenol, Cl A | 1,379 | 137 | ||||||
Apple | 8,134 | 1,566 | ||||||
Arrow Electronics * | 2,936 | 359 | ||||||
Avnet | 3,959 | 199 | ||||||
Cisco Systems | 17,534 | 886 | ||||||
Dolby Laboratories, Cl A | 2,827 | 244 | ||||||
Jabil | 983 | 125 | ||||||
Juniper Networks | 10,100 | 298 | ||||||
Manhattan Associates * | 1,269 | 273 | ||||||
Microsoft | 5,882 | 2,212 | ||||||
Oracle | 10,342 | 1,090 | ||||||
Roper Technologies | 1,703 | 928 | ||||||
Texas Instruments | 163 | 28 | ||||||
9,496 | ||||||||
Materials — 2.1% | ||||||||
NewMarket | 182 | 99 | ||||||
Reliance Steel & Aluminum | 1,780 | 498 | ||||||
Silgan Holdings | 3,930 | 178 | ||||||
775 | ||||||||
Utilities — 5.4% | ||||||||
Atmos Energy | 1,600 | 185 | ||||||
CMS Energy | 352 | 21 | ||||||
Consolidated Edison | 8,432 | 767 | ||||||
DTE Energy | 1,143 | 126 | ||||||
Duke Energy | 7,128 | 692 |
6
SEI Exchange Traded Funds
Description | Shares | Market Value | ||||||
COMMON STOCK†† (continued) | ||||||||
National Fuel Gas | 3,913 | $ | 196 | |||||
1,987 | ||||||||
Total Common Stock | ||||||||
(Cost $35,653) ($ Thousands) | 36,551 | |||||||
Total Investments in Securities — 99.4% | ||||||||
(Cost $35,725) ($ Thousands) | $ | 36,625 | ||||||
| Percentages are based on Net Assets of $36,858 ($ Thousands). |
* | Non-income producing security. |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
See “Glossary” for Abbreviations.
SEI Exchange Traded Funds
7
Glossary: (abbreviations which may be used in the preceding Schedules of Investments)
Portfolio Abbreviations |
Cl — Class |
8
SEI Exchange Traded Funds