SEI Files Growth and Value ETFs With Dynamic Multi-Factor Tilts

SEI Investments Management has filed for the SEI Ang Research Enhanced U.S. Large Cap Growth ETF (ANGG) and SEI Ang Research Enhanced U.S. Large Cap Value ETF (ANGV). The passive funds will track respective iSTOXX Ang Research Enhanced indexes that use dynamic factor optimization rather than traditional market-cap weighting. Both strategies combine momentum, quality, cyclical value and enhanced value signals, including analyst revisions, profitability, cash flow and valuations. A proprietary timing framework adjusts factor emphasis as market conditions change, while the underlying indexes are generally rebalanced quarterly.