There are a few methods for generating an elliptical beam profile in Sequential Mode, the easiest being through the use of a Paraxial XY surface. The Paraxial XY is a surface type that allows the user to specify the optical power in two directions: the X and the Y. Like the Paraxial surface type, the Paraxial XY acts as an ideal thin lens so it will not introduce extra aberration or performance issues to the system. A beam becomes elliptical when the X- and Y-Power are set different from one another:

There is a sample file that utilizes this technique which can be found in {Zemax}\Samples\Sequential\Miscellaneous\Diode source simulation.zmx.

Another method for setting up an elliptical beam in Sequential Mode is via the vignetting factors found in the Field Data Editor. Specifically, the VCX and VCY settings can be used to compress the entrance pupil in one direction or the other. A more thorough explanation of this method can be found in the Knowledgebase article “How to use vignetting factors”.