# EDGAR Filing Document

**Accession Number:** 0001888997
**File Stem:** 0002048251-26-004556
**Filing Date:** 2026-5
**Character Count:** 10123
**Document Hash:** a76ac71b8e52a309798459fc88f1974a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004556.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004556

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI Exchange Traded Funds
- **CENTRAL INDEX KEY:** 0001888997

**ORGANIZATION NAME:**
- **EIN:** 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:** 261041953

**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 DBi Multi-Strategy Alternative ETF (Series ID: S000093461)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000261746 | SEI DBi Multi-Strategy Alternative ETF | QALT            |

## 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 DBi Multi-Strategy Alternative ETF

- **b. EDGAR series identifier (if any):** S000093461

- **c. LEI of Series:** 254900ASBSG0PIQUY551

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $195486773.26

**Total Liabilities:** $10628149.96

**Net Assets:** $184858623.30

**Cash Not Reported:** $166294896.78

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261746 | -4.27%               | 3.72%                | 2.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16528.28               | $0.00                                      |
| Month 2  | $-8939.67                | $0.00                                      |
| Month 3  | $-2973.72                | $0.00                                      |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                      | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)        | CUSIP: N/A<br>LEI: N/A | Long             | STIV             |  | US        |       220 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | 3 MONTH SOFR FUT  SEP27 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DO               |  | US        |      -108 | NC      | $-26064450.00 | -14.10%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | AUDUSD CRNCY FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |       182 | NC      | $12526150.00  | 6.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | 3 MONTH SOFR FUT  SEP27 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DO               |  | US        |        74 | NC      | $17858975.00  | 9.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | S&P MID 400 EMINI JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        10 | NC      | $3396500.00   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | MSCI EAFE         JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       -51 | NC      | $-7397805.00  | -4.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | S&P500 EMINI FUT  JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       -83 | NC      | $-27268612.50 | -14.75%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | DOLLAR INDEX      JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |        61 | NC      | $6085299.00   | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |        11 | NC      | $1252625.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | MSCI EMGMKT       JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       -13 | NC      | $-945490.00   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | C$ CURRENCY FUT   JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |       125 | NC      | $9000000.00   | 4.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | NASDAQ 100 E-MINI JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        12 | NC      | $5739600.00   | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | JPN YEN CURR FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |      -822 | NC      | $-65081850.00 | -35.21%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)        | CUSIP: N/A<br>LEI: N/A | Long             | STIV             |  | US        | 160596831 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |      -324 | NC      | $-35979187.50 | -19.46%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | MSCI EMGMKT       JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       150 | NC      | $10909500.00  | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |      -141 | NC      | $-16056375.00 | -8.69%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | E-MINI RUSS 2000  JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        30 | NC      | $3768300.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | EURO FX CURR FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |      -392 | NC      | $-56768950.00 | -30.71%           |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | MSCI EAFE         JUN26 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       161 | NC      | $23353855.00  | 12.63%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | EURO FX CURR FUT  JUN26 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |       290 | NC      | $41997437.50  | 22.72%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer