SEI Enhanced U.S. Large Cap Momentum Factor ETF
Name
As of 11/19/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
41.6%
1 yr return
47.9%
3 Yr Avg Return
N/A
5 Yr Avg Return
N/A
Net Assets
$446 M
Holdings in Top 10
42.0%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.15%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover N/A
Redemption Fee N/A
Min Investment
Standard (Taxable)
N/A
IRA
N/A
Fund Classification
Fund Type
Exchange Traded Fund
Name
As of 11/19/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
SEIM - Profile
Distributions
- YTD Total Return 41.6%
- 3 Yr Annualized Total Return N/A
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency N/A
- Net Income Ratio N/A
- Dividend Yield 0.4%
- Dividend Distribution Frequency Quarterly
Fund Details
-
Legal NameSEI Enhanced U.S. Large Cap Momentum Factor ETF
-
Fund Family NameSEI Funds
-
Inception DateMay 18, 2022
-
Shares OutstandingN/A
-
Share ClassN/A
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerEugene Barbaneagra
Fund Description
Under normal circumstances, the Fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity and equity-related securities (such as convertible bonds, convertible preferred stock, depositary receipts, warrants and rights) issued by large U.S. companies.
The Fund seeks to provide long-term capital appreciation by investing primarily in U.S. common stocks exhibiting relatively strong recent performance (also known as momentum) as determined by SIMC. Momentum investing is a trend-following investment strategy that is based on acquiring assets with recent improvement in their price, earnings or other relevant fundamentals. SIMC uses a quantitative-based, active stock selection investment strategy combined with portfolio optimization to construct the Fund's portfolio. SIMC's quantitative model and rules-based screening process evaluates all of the securities in the investment universe of U.S. large-capitalization stocks based on various factors, which may include share price performance over various time periods, earnings and profitability trends, unanticipated financial results, and changes to analyst outlooks. The optimization process seeks to build a portfolio with high primary exposure to equity securities of superior momentum, while concurrently managing secondary exposures to other factors, including value, quality and low volatility, in tandem with certain investment restrictions.
SEIM - Performance
Return Ranking - Trailing
Period | SEIM Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 41.6% | -51.8% | 22.1% | N/A |
1 Yr | 47.9% | -58.9% | 46.9% | N/A |
3 Yr | N/A* | -25.7% | 197.6% | N/A |
5 Yr | N/A* | -29.1% | 93.8% | N/A |
10 Yr | N/A* | -17.2% | 37.0% | N/A |
* Annualized
Return Ranking - Calendar
Period | SEIM Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 15.1% | -69.4% | 53.7% | N/A |
2022 | N/A | -94.0% | 152.6% | N/A |
2021 | N/A | -13.9% | 183.6% | N/A |
2020 | N/A | -18.2% | 8.9% | N/A |
2019 | N/A | -80.2% | 35.2% | N/A |
Total Return Ranking - Trailing
Period | SEIM Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 41.6% | -97.2% | 22.1% | N/A |
1 Yr | 47.9% | -58.9% | 67.6% | N/A |
3 Yr | N/A* | -25.7% | 197.6% | N/A |
5 Yr | N/A* | -28.1% | 93.8% | N/A |
10 Yr | N/A* | -11.8% | 37.0% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | SEIM Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 16.3% | -69.4% | 53.7% | N/A |
2022 | N/A | -94.0% | 152.6% | N/A |
2021 | N/A | -13.9% | 183.6% | N/A |
2020 | N/A | -12.8% | 8.9% | N/A |
2019 | N/A | -60.0% | 35.2% | N/A |
SEIM - Holdings
Concentration Analysis
SEIM | Category Low | Category High | SEIM % Rank | |
---|---|---|---|---|
Net Assets | 446 M | 177 K | 1.21 T | 95.65% |
Number of Holdings | 62 | 2 | 4154 | 58.92% |
Net Assets in Top 10 | 202 M | 1.74 K | 270 B | 93.36% |
Weighting of Top 10 | 42.01% | 1.8% | 100.0% | 40.32% |
Top 10 Holdings
- NVIDIA CORP COMMON STOCK 9.06%
- APPLE INC COMMON STOCK 7.60%
- MICROSOFT CORP COMMON STOCK 4.98%
- META PLATFORMS INC COMMON STOCK 4.62%
- ARISTA NETWORKS INC COMMON STOCK 3.32%
- WALMART INC COMMON STOCK 2.55%
- MCKESSON CORP COMMON STOCK 2.54%
- CADENCE DESIGN SYS INC COMMON STOCK 2.53%
- CROWDSTRIKE HOLDINGS INC - A COMMON STOCK 2.52%
- PARKER HANNIFIN CORP COMMON STOCK 2.29%
Asset Allocation
Weighting | Return Low | Return High | SEIM % Rank | |
---|---|---|---|---|
Stocks | 99.64% | 0.00% | 130.24% | 21.30% |
Cash | 0.36% | -102.29% | 100.00% | 76.90% |
Preferred Stocks | 0.00% | 0.00% | 2.23% | 10.03% |
Other | 0.00% | -13.91% | 134.98% | 10.79% |
Convertible Bonds | 0.00% | 0.00% | 5.54% | 5.12% |
Bonds | 0.00% | -0.04% | 95.81% | 6.29% |
Stock Sector Breakdown
Weighting | Return Low | Return High | SEIM % Rank | |
---|---|---|---|---|
Utilities | 0.00% | 0.00% | 25.44% | 57.49% |
Technology | 0.00% | 0.00% | 48.94% | 4.69% |
Real Estate | 0.00% | 0.00% | 37.52% | 2.66% |
Industrials | 0.00% | 0.00% | 29.90% | 94.47% |
Healthcare | 0.00% | 0.00% | 60.70% | 92.93% |
Financial Services | 0.00% | 0.00% | 55.59% | 95.38% |
Energy | 0.00% | 0.00% | 41.64% | 2.59% |
Communication Services | 0.00% | 0.00% | 27.94% | 90.55% |
Consumer Defense | 0.00% | 0.00% | 49.14% | 16.25% |
Consumer Cyclical | 0.00% | 0.00% | 50.47% | 88.73% |
Basic Materials | 0.00% | 0.00% | 26.10% | 6.93% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | SEIM % Rank | |
---|---|---|---|---|
US | 99.64% | 0.00% | 127.77% | 5.05% |
Non US | 0.00% | 0.00% | 33.51% | 89.63% |
SEIM - Expenses
Operational Fees
SEIM Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.15% | 0.01% | 2.95% | 90.30% |
Management Fee | 0.15% | 0.00% | 2.00% | 13.21% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.00% | 0.85% | N/A |
Sales Fees
SEIM Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 0.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
SEIM Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.25% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
SEIM Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | N/A | 0.00% | 496.00% | N/A |
SEIM - Distributions
Dividend Yield Analysis
SEIM | Category Low | Category High | SEIM % Rank | |
---|---|---|---|---|
Dividend Yield | 0.41% | 0.00% | 19.15% | 51.78% |
Dividend Distribution Analysis
SEIM | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Quarterly | Annually | Quarterly | Annually |
Net Income Ratio Analysis
SEIM | Category Low | Category High | SEIM % Rank | |
---|---|---|---|---|
Net Income Ratio | N/A | -54.00% | 6.06% | N/A |
Capital Gain Distribution Analysis
SEIM | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Oct 04, 2024 | $0.040 | OrdinaryDividend |
Jul 08, 2024 | $0.034 | OrdinaryDividend |
Apr 03, 2024 | $0.029 | OrdinaryDividend |
Dec 26, 2023 | $0.047 | OrdinaryDividend |
Oct 03, 2023 | $0.053 | OrdinaryDividend |
Jul 03, 2023 | $0.062 | OrdinaryDividend |
Apr 03, 2023 | $0.086 | OrdinaryDividend |
Dec 27, 2022 | $0.090 | OrdinaryDividend |
Oct 04, 2022 | $0.098 | OrdinaryDividend |
Jul 05, 2022 | $0.057 | OrdinaryDividend |
SEIM - Fund Manager Analysis
Managers
Eugene Barbaneagra
Start Date
Tenure
Tenure Rank
May 16, 2022
0.04
0.0%
Eugene Barbaneagra, CFA, serves as Portfolio Manager for the U.S. Equity Factor Allocation, U.S. Managed Volatility, Global Managed Volatility and World Select Equity Funds. Mr. Barbaneagra serves as a Portfolio Manager within the Investment Management Unit. Mr. Barbaneagra is responsible for the portfolio strategy of US and Global Managed Volatility Funds and a number of core Global Equity funds.
Jianan Chen
Start Date
Tenure
Tenure Rank
May 16, 2022
0.04
0.0%
Jianan Chen, CFA, is responsible for research and co-management of internally managed quantitative equity portfolios. Previously, he was an analyst on Schroders Quantitative Equity Product investment team, where he researched alpha signals and portfolio construction methodologies. Mr. Chen earned his Master of Science in Financial Mathematics with distinction from King's College London. He became a CFA charterholder in 2017.
Ioan Mirciov
Start Date
Tenure
Tenure Rank
May 16, 2022
0.04
0.0%
Ioan Mirciov, PhD, is responsible for research and co-management of internally managed quantitative equity portfolios. Previously, he was a quantitative analyst at Schroders, Aspect Capital and Macquarie, where he oversaw portfolios and researched factors and portfolio construction techniques. Mr. Mirciov earned a PhD in Finance from the Kellogg School of Management, and holds engineering degrees from École Polytechnique and École des Mines in Paris.
George Tyrakis
Start Date
Tenure
Tenure Rank
May 16, 2022
0.04
0.0%
Geroge Tyrakis, FIA, is responsible for research and co-management of internally managed quantitative equity portfolios. Previously, he researched equity managers and provided asset allocation advice to institutional clients at SEI. Prior to joining SEI in 2014, Mr. Tyrakis worked at Moody's Analytics as a solutions specialist. Mr. Tyrakis earned a Bachelor of Science in Mathematics and Actuarial Science from the University of Southampton and his Master of Science in Applied Actuarial Science from the University of Kent. He qualified as a Fellow of the Institute and Faculty of Actuaries in 2015.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.04 | 39.02 | 7.17 | 2.42 |