# EDGAR Filing Document

**Accession Number:** 0001888997
**File Stem:** 0001752724-23-049095
**Filing Date:** 2023-3
**Character Count:** 62066
**Document Hash:** 241b6f209fb35449dfb11be95231695d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049095.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049095

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001888997
- **IRS NUMBER:** 876679400
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23754
- **FILM NUMBER:** 23690824

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SEI Enhanced U.S. Large Cap Value Factor ETF (Series ID: S000075039)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000233741 | SEI Enhanced U.S. Large Cap Value Factor ETF | SEIV            |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**SEI Enhanced U.S. Large Cap Quality Factor ETF** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.9%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.9%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.9%** |
| **Communication Services — 6.4%** | **Communication Services — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A \* | 6033 | $533 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C \* | 307 | 27 |
| &nbsp;&nbsp;&nbsp;Electronic Arts  | 1189 | 145 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A \* | 55 | 6 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment, Cl A  | 702 | 48 |
|  |  | 759 |
| **Consumer Discretionary — 16.3%** | **Consumer Discretionary — 16.3%** |  |
| &nbsp;&nbsp;&nbsp;Amazon.com \* | 303 | 25 |
| &nbsp;&nbsp;&nbsp;AutoZone \* | 16 | 40 |
| &nbsp;&nbsp;&nbsp;Booking Holdings \* | 147 | 296 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza  | 581 | 201 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education \* | 605 | 64 |
| &nbsp;&nbsp;&nbsp;H&R Block  | 1034 | 38 |
| &nbsp;&nbsp;&nbsp;McDonald's  | 210 | 55 |
| &nbsp;&nbsp;&nbsp;NVR \* | 49 | 226 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive \* | 476 | 402 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty \* | 619 | 290 |
| &nbsp;&nbsp;&nbsp;Yum! Brands  | 2342 | 300 |
|  |  | 1937 |
| **Consumer Staples — 11.0%** | **Consumer Staples — 11.0%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group  | 6045 | 276 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  | 4834 | 307 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive  | 1100 | 87 |
| &nbsp;&nbsp;&nbsp;Monster Beverage \* | 1633 | 166 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  | 3663 | 371 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble  | 685 | 104 |
|  |  | 1311 |
| **Financials — 6.1%** | **Financials — 6.1%** |  |
| &nbsp;&nbsp;&nbsp;American Express  | 132 | 20 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems  | 602 | 242 |
| &nbsp;&nbsp;&nbsp;Moody's  | 741 | 206 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A  | 553 | 257 |
|  |  | 725 |
| **Health Care — 21.4%** | **Health Care — 21.4%** |  |
| &nbsp;&nbsp;&nbsp;Amgen  | 355 | 93 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  | 3017 | 217 |
| &nbsp;&nbsp;&nbsp;Hologic \* | 3597 | 269 |
| &nbsp;&nbsp;&nbsp;Incyte \* | 2981 | 239 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 2592 | 458 |
| &nbsp;&nbsp;&nbsp;Merck  | 3443 | 382 |
| &nbsp;&nbsp;&nbsp;Pfizer  | 4522 | 232 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals \* | 386 | 279 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals \* | 1307 | 377 |
|  |  | 2546 |
| **Industrials — 6.5%** | **Industrials — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington  | 2661 | 277 |
| &nbsp;&nbsp;&nbsp;Landstar System  | 571 | 93 |
| &nbsp;&nbsp;&nbsp;Robert Half International  | 1734 | 128 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B  | 1594 | $277 |
|  |  | 775 |
| **Information Technology — 31.4%** | **Information Technology — 31.4%** |  |
| &nbsp;&nbsp;&nbsp;Adobe \* | 412 | 139 |
| &nbsp;&nbsp;&nbsp;Apple  | 6720 | 873 |
| &nbsp;&nbsp;&nbsp;Broadcom  | 376 | 210 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems \* | 1813 | 291 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  | 1050 | 50 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories, Cl A  | 1035 | 73 |
| &nbsp;&nbsp;&nbsp;Dropbox, Cl A \* | 4850 | 108 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies \* | 1695 | 290 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates \* | 1011 | 123 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A  | 129 | 45 |
| &nbsp;&nbsp;&nbsp;Microsoft  | 3450 | 827 |
| &nbsp;&nbsp;&nbsp;Pure Storage, Cl A \* | 2020 | 54 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  | 159 | 18 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  | 1833 | 303 |
| &nbsp;&nbsp;&nbsp;VeriSign \* | 1424 | 293 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A  | 216 | 45 |
|  |  | 3742 |
| **Materials — 0.8%** | **Materials — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific  | 1625 | 96 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,781) ($ Thousands) |  | 11891 |
| Total Investments in Securities — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,781) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $11,781) ($ Thousands)  | $11891 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $11,906 ($ Thousands). |
| \* | Non-income producing security. |
| <sup>†</sup><sup>†</sup> | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |

---

Cl — Class<br>

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 semi-annual report.

------

SEI Exchange Traded Funds / Quarterly Report /December 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**SEI Enhanced U.S. Large Cap Momentum Factor ETF** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.5%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.5%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.5%** |
| **Communication Services — 2.3%** | **Communication Services — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C \* | 1117 | $99 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of  | 10568 | 352 |
|  |  | 451 |
| **Consumer Discretionary — 10.1%** | **Consumer Discretionary — 10.1%** |  |
| &nbsp;&nbsp;&nbsp;Amazon.com \* | 340 | 29 |
| &nbsp;&nbsp;&nbsp;AutoZone \* | 210 | 518 |
| &nbsp;&nbsp;&nbsp;Genuine Parts  | 2490 | 432 |
| &nbsp;&nbsp;&nbsp;H&R Block  | 4505 | 165 |
| &nbsp;&nbsp;&nbsp;Lowe's  | 702 | 140 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica \* | 559 | 179 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive \* | 536 | 452 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty \* | 241 | 113 |
|  |  | 2028 |
| **Consumer Staples — 11.8%** | **Consumer Staples — 11.8%** |  |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland  | 4980 | 462 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings \* | 3800 | 252 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  | 108 | 49 |
| &nbsp;&nbsp;&nbsp;General Mills  | 5398 | 453 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding \* | 651 | 19 |
| &nbsp;&nbsp;&nbsp;Hershey  | 2324 | 538 |
| &nbsp;&nbsp;&nbsp;Kroger  | 8145 | 363 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings  | 2507 | 224 |
|  |  | 2360 |
| **Energy — 10.2%** | **Energy — 10.2%** |  |
| &nbsp;&nbsp;&nbsp;Chevron  | 2127 | 382 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 2642 | 312 |
| &nbsp;&nbsp;&nbsp;Devon Energy  | 7396 | 455 |
| &nbsp;&nbsp;&nbsp;Halliburton  | 1581 | 62 |
| &nbsp;&nbsp;&nbsp;Marathon Oil  | 11213 | 303 |
| &nbsp;&nbsp;&nbsp;Schlumberger  | 8966 | 479 |
| &nbsp;&nbsp;&nbsp;Valero Energy  | 400 | 51 |
|  |  | 2044 |
| **Financials — 6.6%** | **Financials — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;American Financial Group  | 1329 | 182 |
| &nbsp;&nbsp;&nbsp;Blackstone  | 2855 | 212 |
| &nbsp;&nbsp;&nbsp;Chubb  | 59 | 13 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems  | 567 | 228 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  | 1473 | 157 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 2321 | 95 |
| &nbsp;&nbsp;&nbsp;W R Berkley  | 5812 | 422 |
|  |  | 1309 |
| **Health Care — 14.2%** | **Health Care — 14.2%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  | 1440 | 233 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare \* | 1264 | 104 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  | 5435 | 467 |
| &nbsp;&nbsp;&nbsp;Humana  | 854 | 437 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings \* | 1876 | 384 |
| &nbsp;&nbsp;&nbsp;McKesson  | 1209 | 453 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Merck  | 1442 | $160 |
| &nbsp;&nbsp;&nbsp;Pfizer  | 4074 | 209 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  | 693 | 382 |
|  |  | 2829 |
| **Industrials — 6.8%** | **Industrials — 6.8%** |  |
| &nbsp;&nbsp;&nbsp;Carlisle  | 1441 | 340 |
| &nbsp;&nbsp;&nbsp;Clean Harbors \* | 1440 | 164 |
| &nbsp;&nbsp;&nbsp;Hubbell, Cl B  | 789 | 185 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A  | 3045 | 393 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings \* | 6143 | 277 |
|  |  | 1359 |
| **Information Technology — 27.4%** | **Information Technology — 27.4%** |  |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems \* | 1068 | 32 |
| &nbsp;&nbsp;&nbsp;Apple  | 10217 | 1327 |
| &nbsp;&nbsp;&nbsp;Arista Networks \* | 3622 | 439 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing  | 1926 | 460 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A \* | 1029 | 76 |
| &nbsp;&nbsp;&nbsp;Enphase Energy \* | 820 | 217 |
| &nbsp;&nbsp;&nbsp;Jabil  | 2252 | 154 |
| &nbsp;&nbsp;&nbsp;Juniper Networks  | 570 | 18 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies \* | 1226 | 210 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates \* | 1779 | 216 |
| &nbsp;&nbsp;&nbsp;Microsoft  | 2655 | 637 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems  | 511 | 181 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor \* | 9161 | 571 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks \* | 1138 | 159 |
| &nbsp;&nbsp;&nbsp;Paychex  | 1505 | 174 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding \* | 1122 | 218 |
| &nbsp;&nbsp;&nbsp;Pure Storage, Cl A \* | 7682 | 206 |
| &nbsp;&nbsp;&nbsp;WEX \* | 1236 | 202 |
|  |  | 5497 |
| **Materials — 3.2%** | **Materials — 3.2%** |  |
| &nbsp;&nbsp;&nbsp;Albemarle  | 501 | 109 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings  | 2977 | 253 |
| &nbsp;&nbsp;&nbsp;Chemours  | 3034 | 93 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding  | 7946 | 177 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum  | 48 | 10 |
|  |  | 642 |
| **Real Estate — 3.6%** | **Real Estate — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 1891 | 278 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 19843 | 319 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 467 | 131 |
|  |  | 728 |
| **Utilities — 3.3%** | **Utilities — 3.3%** |  |
| &nbsp;&nbsp;&nbsp;National Fuel Gas  | 2423 | 153 |
| &nbsp;&nbsp;&nbsp;NextEra Energy  | 5956 | 498 |
|  |  | 651 |

---

------

SEI Exchange Traded Funds / Quarterly Report /December 31, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,940) ($ Thousands) |  | $19898 |
| Total Investments in Securities — 99.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,940) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $19,940) ($ Thousands)  | $19898 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $19,989 ($ Thousands). |
| <sup>†</sup><sup>†</sup> | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| \* | Non-income producing security. |
| <sup>‡</sup> | Real Estate Investment Trust. |

---

Cl — Class<br>

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 semi-annual report.

------

SEI Exchange Traded Funds / Quarterly Report /December 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**SEI Enhanced U.S. Large Cap Value Factor ETF** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 99.7%** | **COMMON STOCK — 99.7%** | **COMMON STOCK — 99.7%** |
| **Communication Services — 8.6%** | **Communication Services — 8.6%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C \* | 2283 | $202 |
| &nbsp;&nbsp;&nbsp;Altice USA, Cl A \* | 5408 | 25 |
| &nbsp;&nbsp;&nbsp;AT&T  | 25123 | 463 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A  | 2251 | 79 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies  | 27185 | 142 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A \* | 1652 | 199 |
| &nbsp;&nbsp;&nbsp;Omnicom Group  | 1182 | 96 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  | 10514 | 414 |
|  |  | 1620 |
| **Consumer Discretionary — 11.0%** | **Consumer Discretionary — 11.0%** |  |
| &nbsp;&nbsp;&nbsp;Amazon.com \* | 385 | 33 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works  | 5850 | 247 |
| &nbsp;&nbsp;&nbsp;eBay  | 3058 | 127 |
| &nbsp;&nbsp;&nbsp;Ford Motor  | 11108 | 129 |
| &nbsp;&nbsp;&nbsp;General Motors  | 2631 | 89 |
| &nbsp;&nbsp;&nbsp;H&R Block  | 4498 | 164 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A  | 5064 | 458 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl B  | 379 | 28 |
| &nbsp;&nbsp;&nbsp;Macy's  | 6890 | 142 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries \* | 508 | 52 |
| &nbsp;&nbsp;&nbsp;Nordstrom  | 2947 | 48 |
| &nbsp;&nbsp;&nbsp;PulteGroup  | 6468 | 294 |
| &nbsp;&nbsp;&nbsp;PVH  | 1881 | 133 |
| &nbsp;&nbsp;&nbsp;Toll Brothers  | 2851 | 142 |
|  |  | 2086 |
| **Consumer Staples — 7.4%** | **Consumer Staples — 7.4%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons, Cl A  | 4385 | 91 |
| &nbsp;&nbsp;&nbsp;Altria Group  | 6131 | 280 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz  | 648 | 26 |
| &nbsp;&nbsp;&nbsp;Kroger  | 11002 | 491 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride \* | 1215 | 29 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A  | 5163 | 321 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance  | 2081 | 78 |
| &nbsp;&nbsp;&nbsp;Walmart  | 516 | 73 |
|  |  | 1389 |
| **Energy — 4.2%** | **Energy — 4.2%** |  |
| &nbsp;&nbsp;&nbsp;APA  | 7934 | 370 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy  | 1820 | 172 |
| &nbsp;&nbsp;&nbsp;EQT  | 1263 | 43 |
| &nbsp;&nbsp;&nbsp;Ovintiv  | 2491 | 126 |
| &nbsp;&nbsp;&nbsp;PDC Energy  | 285 | 18 |
| &nbsp;&nbsp;&nbsp;Valero Energy  | 481 | 61 |
|  |  | 790 |
| **Financials — 12.2%** | **Financials — 12.2%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group  | 1040 | 165 |
| &nbsp;&nbsp;&nbsp;AGNC Investment <sup>‡</sup> | 13644 | 141 |
| &nbsp;&nbsp;&nbsp;American International Group  | 7000 | 443 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial \* | 1869 | 96 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Capital One Financial  | 2958 | $275 |
| &nbsp;&nbsp;&nbsp;Citigroup  | 1795 | 81 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group  | 1972 | 46 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group  | 5332 | 183 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp  | 11857 | 102 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings, Cl A  | 464 | 15 |
| &nbsp;&nbsp;&nbsp;Popular  | 1965 | 130 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  | 348 | 35 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings  | 205 | 38 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 11426 | 375 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp  | 3795 | 187 |
|  |  | 2312 |
| **Health Care — 21.5%** | **Health Care — 21.5%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  | 636 | 103 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  | 3496 | 252 |
| &nbsp;&nbsp;&nbsp;Cardinal Health  | 7174 | 551 |
| &nbsp;&nbsp;&nbsp;Cigna  | 606 | 201 |
| &nbsp;&nbsp;&nbsp;CVS Health  | 5705 | 531 |
| &nbsp;&nbsp;&nbsp;DaVita \* | 1025 | 77 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  | 6046 | 519 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 1594 | 375 |
| &nbsp;&nbsp;&nbsp;McKesson  | 1557 | 584 |
| &nbsp;&nbsp;&nbsp;Organon  | 6126 | 171 |
| &nbsp;&nbsp;&nbsp;Pfizer  | 292 | 15 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics  | 2314 | 362 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W \* | 28472 | 317 |
|  |  | 4058 |
| **Industrials — 3.6%** | **Industrials — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings  | 2798 | 116 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group \* | 273 | 45 |
| &nbsp;&nbsp;&nbsp;Copa Holdings, Cl A \* | 756 | 63 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup  | 298 | 25 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 2469 | 211 |
| &nbsp;&nbsp;&nbsp;Ryder System  | 1359 | 113 |
| &nbsp;&nbsp;&nbsp;Schneider National, Cl B  | 1403 | 33 |
| &nbsp;&nbsp;&nbsp;Science Applications International  | 774 | 86 |
|  |  | 692 |
| **Information Technology — 21.6%** | **Information Technology — 21.6%** |  |
| &nbsp;&nbsp;&nbsp;Amdocs \* | 136 | 12 |
| &nbsp;&nbsp;&nbsp;Apple  | 5060 | 657 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics \* | 1818 | 190 |
| &nbsp;&nbsp;&nbsp;Avnet  | 2405 | 100 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A  | 909 | 52 |
| &nbsp;&nbsp;&nbsp;Dell Technologies, Cl C  | 4341 | 175 |
| &nbsp;&nbsp;&nbsp;DXC Technology \* | 6032 | 160 |
| &nbsp;&nbsp;&nbsp;Gen Digital  | 4526 | 97 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise  | 22473 | 359 |
| &nbsp;&nbsp;&nbsp;HP  | 15357 | 413 |
| &nbsp;&nbsp;&nbsp;Intel  | 5948 | 157 |
| &nbsp;&nbsp;&nbsp;Jabil  | 3763 | 257 |
| &nbsp;&nbsp;&nbsp;Micron Technology  | 5309 | 265 |

---

------

SEI Exchange Traded Funds / Quarterly Report / December 31, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Microsoft  | 2370 | $568 |
| &nbsp;&nbsp;&nbsp;Oracle  | 3543 | 290 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX  | 1090 | 103 |
| &nbsp;&nbsp;&nbsp;Teradata \* | 2683 | 90 |
| &nbsp;&nbsp;&nbsp;Western Union  | 10601 | 146 |
|  |  | 4091 |
| **Materials — 7.2%** | **Materials — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Berry Global Group  | 2093 | 127 |
| &nbsp;&nbsp;&nbsp;Dow  | 1235 | 62 |
| &nbsp;&nbsp;&nbsp;Huntsman  | 1460 | 40 |
| &nbsp;&nbsp;&nbsp;International Paper  | 6044 | 209 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific  | 1929 | 114 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A  | 3022 | 251 |
| &nbsp;&nbsp;&nbsp;Mosaic  | 572 | 25 |
| &nbsp;&nbsp;&nbsp;Nucor  | 382 | 50 |
| &nbsp;&nbsp;&nbsp;Olin  | 3522 | 187 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics  | 1191 | 116 |
| &nbsp;&nbsp;&nbsp;United States Steel  | 6982 | 175 |
|  |  | 1356 |
| **Utilities — 2.4%** | **Utilities — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;NRG Energy  | 6566 | 209 |
| &nbsp;&nbsp;&nbsp;PG&E \* | 13678 | 222 |
| &nbsp;&nbsp;&nbsp;PPL  | 632 | 19 |
|  |  | 450 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,275) ($ Thousands) |  | 18844 |
| Total Investments in Securities — 99.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,275) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $19,275) ($ Thousands)  | $18844 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $18,905 ($ Thousands). |
| \* | Non-income producing security. |
| <sup>‡</sup> | Real Estate Investment Trust. |

---

Cl — Class<br>

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 semi-annual report.

------

SEI Exchange Traded Funds / Quarterly Report / December 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

December 31, 2022

**SEI Enhanced Low Volatility U.S. Large Cap ETF** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 99.8%** | **COMMON STOCK — 99.8%** | **COMMON STOCK — 99.8%** |
| **Communication Services — 12.7%** | **Communication Services — 12.7%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C \* | 2845 | $252 |
| &nbsp;&nbsp;&nbsp;AT&T  | 16396 | 302 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A  | 5622 | 197 |
| &nbsp;&nbsp;&nbsp;Fox  | 246 | 7 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of  | 5448 | 181 |
| &nbsp;&nbsp;&nbsp;Omnicom Group  | 2963 | 242 |
| &nbsp;&nbsp;&nbsp;T-Mobile US \* | 206 | 29 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  | 7284 | 287 |
|  |  | 1497 |
| **Consumer Discretionary — 3.1%** | **Consumer Discretionary — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Amazon.com \* | 210 | 18 |
| &nbsp;&nbsp;&nbsp;AutoZone \* | 23 | 57 |
| &nbsp;&nbsp;&nbsp;Genuine Parts  | 339 | 59 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education \* | 410 | 43 |
| &nbsp;&nbsp;&nbsp;H&R Block  | 1504 | 55 |
| &nbsp;&nbsp;&nbsp;McDonald's  | 158 | 41 |
| &nbsp;&nbsp;&nbsp;Service International  | 1376 | 95 |
|  |  | 368 |
| **Consumer Staples — 12.2%** | **Consumer Staples — 12.2%** |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  | 75 | 34 |
| &nbsp;&nbsp;&nbsp;General Mills  | 3004 | 252 |
| &nbsp;&nbsp;&nbsp;Hershey  | 306 | 71 |
| &nbsp;&nbsp;&nbsp;J M Smucker  | 1456 | 231 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  | 2396 | 242 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble  | 2102 | 319 |
| &nbsp;&nbsp;&nbsp;Walmart  | 2042 | 289 |
|  |  | 1438 |
| **Energy — 3.6%** | **Energy — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Chevron  | 1901 | 341 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan  | 4770 | 87 |
|  |  | 428 |
| **Financials — 7.2%** | **Financials — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Allstate  | 728 | 99 |
| &nbsp;&nbsp;&nbsp;American Financial Group  | 188 | 26 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B \* | 501 | 155 |
| &nbsp;&nbsp;&nbsp;Chubb  | 817 | 180 |
| &nbsp;&nbsp;&nbsp;Loews  | 418 | 24 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  | 155 | 26 |
| &nbsp;&nbsp;&nbsp;Travelers  | 536 | 100 |
| &nbsp;&nbsp;&nbsp;W R Berkley  | 3358 | 244 |
|  |  | 854 |
| **Health Care — 19.6%** | **Health Care — 19.6%** |  |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  | 3241 | 233 |
| &nbsp;&nbsp;&nbsp;Cardinal Health  | 1365 | 105 |
| &nbsp;&nbsp;&nbsp;CVS Health  | 2989 | 278 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  | 2937 | 252 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 2246 | 397 |
| &nbsp;&nbsp;&nbsp;McKesson  | 620 | 233 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Merck  | 3459 | $384 |
| &nbsp;&nbsp;&nbsp;Pfizer  | 7306 | 374 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics  | 320 | 50 |
|  |  | 2306 |
| **Industrials — 9.5%** | **Industrials — 9.5%** |  |
| &nbsp;&nbsp;&nbsp;3M  | 255 | 31 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington  | 1833 | 191 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  | 646 | 352 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A  | 1833 | 236 |
| &nbsp;&nbsp;&nbsp;Robert Half International  | 641 | 47 |
| &nbsp;&nbsp;&nbsp;Snap-on  | 135 | 31 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B  | 196 | 34 |
| &nbsp;&nbsp;&nbsp;Waste Management  | 1234 | 194 |
|  |  | 1116 |
| **Information Technology — 22.1%** | **Information Technology — 22.1%** |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A  | 943 | 252 |
| &nbsp;&nbsp;&nbsp;Amdocs \* | 1963 | 179 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A  | 476 | 36 |
| &nbsp;&nbsp;&nbsp;Apple  | 2796 | 363 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics \* | 1000 | 105 |
| &nbsp;&nbsp;&nbsp;Avnet  | 1352 | 56 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  | 6025 | 287 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories, Cl A  | 421 | 30 |
| &nbsp;&nbsp;&nbsp;HP  | 2474 | 66 |
| &nbsp;&nbsp;&nbsp;Jabil  | 1975 | 135 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates  | 69 | 12 |
| &nbsp;&nbsp;&nbsp;Juniper Networks  | 3444 | 110 |
| &nbsp;&nbsp;&nbsp;Microsoft  | 1564 | 375 |
| &nbsp;&nbsp;&nbsp;Oracle  | 3546 | 290 |
| &nbsp;&nbsp;&nbsp;Roper Technologies  | 586 | 253 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX  | 538 | 51 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  | 57 | 9 |
|  |  | 2609 |
| **Materials — 1.8%** | **Materials — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Dow  | 1047 | 53 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum  | 613 | 124 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings  | 589 | 30 |
|  |  | 207 |
| **Utilities — 8.0%** | **Utilities — 8.0%** |  |
| &nbsp;&nbsp;&nbsp;Atmos Energy  | 447 | 50 |
| &nbsp;&nbsp;&nbsp;CMS Energy  | 128 | 8 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison  | 2882 | 275 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  | 846 | 52 |
| &nbsp;&nbsp;&nbsp;DTE Energy  | 392 | 46 |
| &nbsp;&nbsp;&nbsp;Duke Energy  | 2439 | 251 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries  | 1528 | 64 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas  | 1331 | 84 |
| &nbsp;&nbsp;&nbsp;UGI  | 2968 | 110 |
|  |  | 940 |

---

------

SEI Exchange Traded Funds / Quarterly Report /December 31, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,613) ($ Thousands) |  | $11763 |
| Total Investments in Securities — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,613) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $11,613) ($ Thousands)  | $11763 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $11,782 ($ Thousands). |
| \* | Non-income producing security. |

---

Cl — Class<br>

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 semi-annual report.

------

SEI Exchange Traded Funds / Quarterly Report /December 31, 2022

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI EXCHANGE TRADED FUNDS

- **b. Investment Company Act file number:** 811-23754

- **c. CIK number of Registrant:** 0001888997

- **d. LEI of Registrant:** 549300AYCDS6PFQXJ523

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SEI Enhanced U.S. Large Cap Value Factor ETF

- **b. EDGAR series identifier (if any):** S000075039

- **c. LEI of Series:** 549300FGM1RR5Y8LBI45

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $18907736.53

**Total Liabilities:** $2312.71

**Net Assets:** $18905423.82

**Cash Not Reported:** $38345.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233741 | -5.35%               | 6.57%                | 10.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-123092.21              | $-931143.68                                |
| Month 2  | $-50333.56               | $1156799.74                                |
| Month 3  | $-107775.33              | $1583793.24                                |

### Schedule of Portfolio Investments

| Name                                           | Title                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WALMART INC.                                   | WALMART INC COMMON STOCK                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |       516 | NS      | $73163.64     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS     | LABORATORY CRP OF AMER HLDGS COMMON STOCK | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |      1594 | NS      | $375355.12    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                               | PDC ENERGY INC COMMON STOCK               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |       285 | NS      | $18091.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                        | MOHAWK INDUSTRIES INC COMMON STOCK        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |       508 | NS      | $51927.76     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                           | MCKESSON CORP COMMON STOCK                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      1557 | NS      | $584061.84    | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                 | WALGREENS BOOTS ALLIANCE INC COMMON STOCK | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |      2081 | NS      | $77746.16     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                       | BERRY GLOBAL GROUP INC COMMON STOCK       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |      2093 | NS      | $126479.99    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                           | HUNTSMAN CORP COMMON STOCK                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               |  | US        |      1460 | NS      | $40120.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                  | OWENS CORNING COMMON STOCK                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |      2469 | NS      | $210605.70    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                       | SCHNEIDER NATIONAL INC-CL B COMMON STOCK  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |      1403 | NS      | $32830.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                           | TERADATA CORP COMMON STOCK                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |      2683 | NS      | $90309.78     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                         | GENERAL MOTORS CO COMMON STOCK            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |      2631 | NS      | $88506.84     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                             | LENNAR CORP-A COMMON STOCK                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |      5064 | NS      | $458292.00    | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                               | GEN DIGITAL INC COMMON STOCK              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |      4526 | NS      | $96992.18     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                          | TD SYNNEX CORP COMMON STOCK               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |      1090 | NS      | $103233.90    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION | SCIENCE APPLICATIONS INTE COMMON STOCK    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |       774 | NS      | $85859.82     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA, INC.                               | ALTICE USA INC- A COMMON STOCK            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               |  | US        |      5408 | NS      | $24876.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                        | ARROW ELECTRONICS INC COMMON STOCK        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |      1818 | NS      | $190108.26    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                              | CIGNA CORP COMMON STOCK                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       606 | NS      | $200792.04    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                 | CITIGROUP INC COMMON STOCK                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |      1795 | NS      | $81187.85     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                    | AVNET INC COMMON STOCK                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |      2405 | NS      | $99999.90     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | SYNCHRONY FINANCIAL COMMON STOCK          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |     11426 | NS      | $375458.36    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                         | ONEMAIN HOLDINGS INC COMMON STOCK         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |       464 | NS      | $15455.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                             | LENNAR CORP - B SHS COMMON STOCK          | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |       379 | NS      | $28341.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                             | MOSAIC CO/THE COMMON STOCK                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |       572 | NS      | $25093.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      3496 | NS      | $251537.20    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                | NORDSTROM INC COMMON STOCK                | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               |  | US        |      2947 | NS      | $47564.58     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                    | BRIGHTHOUSE FINANCIAL INC COMMON STOCK    | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               |  | US        |      1869 | NS      | $95823.63     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                               | PULTEGROUP INC COMMON STOCK               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |      6468 | NS      | $294488.04    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                    | INTERNATIONAL PAPER CO COMMON STOCK       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |      6044 | NS      | $209303.72    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.               | NEW YORK COMMUNITY BANCORP COMMON STOCK   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               |  | US        |     11857 | NS      | $101970.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                  | CHESAPEAKE ENERGY CORP COMMON STOCK       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      1820 | NS      | $171753.40    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                         | DELL TECHNOLOGIES -C COMMON STOCK         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |      4341 | NS      | $174595.02    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                               | NRG ENERGY INC COMMON STOCK               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |      6566 | NS      | $208930.12    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                   | OVINTIV INC COMMON STOCK                  | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               |  | US        |      2491 | NS      | $126318.61    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                 | QUEST DIAGNOSTICS INC COMMON STOCK        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      2314 | NS      | $362002.16    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                         | CVS HEALTH CORP COMMON STOCK              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      5705 | NS      | $531648.95    | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                  | POPULAR INC COMMON STOCK                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      1965 | NS      | $130318.80    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                        | AVIS BUDGET GROUP INC COMMON STOCK        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               |  | US        |       273 | NS      | $44752.89     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                      | EBAY INC COMMON STOCK                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      3058 | NS      | $126815.26    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                     | ALBERTSONS COS INC - CLASS A COMMON STOCK | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |      4385 | NS      | $90944.90     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION     | COGNIZANT TECH SOLUTIONS-A COMMON STOCK   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |       909 | NS      | $51985.71     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                        | HP INC COMMON STOCK                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     15357 | NS      | $412642.59    | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                          | CARDINAL HEALTH INC COMMON STOCK          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |      7174 | NS      | $551465.38    | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                      | JANUS HENDERSON GROUP PLC COMMON STOCK    | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               |  | US        |      1972 | NS      | $46381.44     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                               | P G & E CORP COMMON STOCK                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |     13678 | NS      | $222404.28    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.            | ALLISON TRANSMISSION HOLDING COMMON STOCK | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      2798 | NS      | $116396.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                    | ABBVIE INC COMMON STOCK                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |       636 | NS      | $102783.96    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                             | ORACLE CORP COMMON STOCK                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      3543 | NS      | $289604.82    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                 | LYONDELLBASELL INDU-CL A COMMON STOCK     | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               |  | US        |      3022 | NS      | $250916.66    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                             | MANPOWERGROUP INC COMMON STOCK            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |       298 | NS      | $24796.58     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                | UNITED STATES STEEL CORP COMMON STOCK     | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               |  | US        |      6982 | NS      | $174899.10    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                    | VERIZON COMMUNICATIONS INC COMMON STOCK   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     10514 | NS      | $414251.60    | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                               | AMAZON.COM INC COMMON STOCK               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |       385 | NS      | $32340.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                | AFFILIATED MANAGERS GROUP COMMON STOCK    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      1040 | NS      | $164767.20    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                         | DXC TECHNOLOGY CO COMMON STOCK            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |      6032 | NS      | $159848.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                        | KRAFT HEINZ CO/THE COMMON STOCK           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |       648 | NS      | $26380.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                              | H&R BLOCK INC COMMON STOCK                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |      4498 | NS      | $164221.98    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                | PPL CORP COMMON STOCK                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |       632 | NS      | $18467.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                              | INTEL CORP COMMON STOCK                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |      5948 | NS      | $157205.64    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                     | PRUDENTIAL FINANCIAL INC COMMON STOCK     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |       348 | NS      | $34612.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                | EQT CORP COMMON STOCK                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |      1263 | NS      | $42727.29     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                    | DAVITA INC COMMON STOCK                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |      1025 | NS      | $76536.75     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                  | ORGANON & CO COMMON STOCK                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |      6126 | NS      | $171099.18    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                          | MICROSOFT CORP COMMON STOCK               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      2370 | NS      | $568373.40    | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION              | CAPITAL ONE FINANCIAL CORP COMMON STOCK   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |      2958 | NS      | $274975.68    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                      | WESTERN UNION CO COMMON STOCK             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     10601 | NS      | $145975.77    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                 | JEFFERIES FINANCIAL GROUP IN COMMON STOCK | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               |  | US        |      5332 | NS      | $182780.96    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                             | OMNICOM GROUP COMMON STOCK                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |      1182 | NS      | $96415.74     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                          | GILEAD SCIENCES INC COMMON STOCK          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      6046 | NS      | $519049.10    | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                  | LOUISIANA-PACIFIC CORP COMMON STOCK       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               |  | US        |      1929 | NS      | $114196.80    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                           | META PLATFORMS INC COMMON STOCK           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      1652 | NS      | $198801.68    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP.                          | AGNC INVESTMENT CORP REIT                 | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |     13644 | NS      | $141215.40    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                        | MICRON TECHNOLOGY INC COMMON STOCK        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |      5309 | NS      | $265343.82    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                     | APPLE INC COMMON STOCK                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |      5060 | NS      | $657445.80    | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                           | STEEL DYNAMICS INC COMMON STOCK           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |      1191 | NS      | $116360.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                       | DOW INC COMMON STOCK                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |      1235 | NS      | $62231.65     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.             | AMERICAN INTERNATIONAL GROUP COMMON STOCK | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |      7000 | NS      | $442680.00    | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                  | ALPHABET INC-CL C COMMON STOCK            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      2283 | NS      | $202570.59    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                    | PFIZER INC COMMON STOCK                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |       292 | NS      | $14962.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION     | ZIONS BANCORP NA COMMON STOCK             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |      3795 | NS      | $186562.20    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                              | NUCOR CORP COMMON STOCK                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |       382 | NS      | $50351.42     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                    | RENAISSANCERE HOLDINGS LTD COMMON STOCK   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |       205 | NS      | $37767.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                             | RYDER SYSTEM INC COMMON STOCK             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |      1359 | NS      | $113571.63    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                      | AT&T INC COMMON STOCK                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     25123 | NS      | $462514.43    | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                              | TYSON FOODS INC-CL A COMMON STOCK         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      5163 | NS      | $321396.75    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                        | BATH & BODY WORKS INC COMMON STOCK        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               |  | US        |      5850 | NS      | $246519.00    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY             | HEWLETT PACKARD ENTERPRISE COMMON STOCK   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |     22473 | NS      | $358669.08    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                   | MACY'S INC COMMON STOCK                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |      6890 | NS      | $142278.50    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                 | KROGER CO COMMON STOCK                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     11002 | NS      | $490469.16    | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings, S.A.                            | COPA HOLDINGS SA-CLASS A COMMON STOCK     | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               |  | US        |       756 | NS      | $62876.52     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | OLIN CORP COMMON STOCK                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               |  | US        |      3522 | NS      | $186454.68    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                   | VIATRIS INC COMMON STOCK                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |     28472 | NS      | $316893.36    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                       | LUMEN TECHNOLOGIES INC COMMON STOCK       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |     27185 | NS      | $141905.70    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                            | TOLL BROTHERS INC COMMON STOCK            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |      2851 | NS      | $142321.92    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                      | PVH CORP COMMON STOCK                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |      1881 | NS      | $132779.79    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                | APA CORP COMMON STOCK                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |      7934 | NS      | $370359.12    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | ALTRIA GROUP INC COMMON STOCK             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |      6131 | NS      | $280248.01    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                    | PILGRIM'S PRIDE CORP COMMON STOCK         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |      1215 | NS      | $28831.95     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                     | JABIL INC COMMON STOCK                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |      3763 | NS      | $256636.60    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                             | FORD MOTOR CO COMMON STOCK                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     11108 | NS      | $129186.04    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                 | AMDOCS LTD COMMON STOCK                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |       136 | NS      | $12362.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                      | VALERO ENERGY CORP COMMON STOCK           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |       481 | NS      | $61019.66     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                            | COMCAST CORP-CLASS A COMMON STOCK         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |      2251 | NS      | $78717.47     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** SEI Exchange Traded Funds

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO