3 MONTH SOFR FUT DEC27 FINANCIAL COMMODITY FUTURE.

NPORT-P false 0001888997 XXXXXXXX S000093461 C000261746 SEI EXCHANGE TRADED FUNDS 811-23754 0001888997 549300AYCDS6PFQXJ523 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SEI DBi Multi-Strategy Alternative ETF S000093461 254900ASBSG0PIQUY551 2027-03-31 2026-06-30 N 199937326.56 6331402.92 193605923.64 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 106112465.90000000 AUD CAD EUR JPY USD N N/A N/A 3 MONTH SOFR FUT DEC27 FINANCIAL COMMODITY FUTURE. N/A -338.00000000 NC USD -81212950.00000000 -41.9475543274 N/A DIR US N 1 SOCIETE GENERALE N/A Short Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2027 2028-03-17 -81135522.77000000 USD -77427.23000000 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC 0% CP 03785EGT5 2095000.00000000 PA USD 2089231.21000000 1.079115334241 Long ABS-APCP US N 2 2026-07-27 None 0.00000000 N N N N N N N/A N/A AUDUSD CRNCY FUT SEP26 CURRENCY FUTURE. N/A 140.00000000 NC USD 9675400.00000000 4.997471057750 N/A DFE US N 1 GOLDMAN, SACHS & CO. N/A Long Currency Futures AUD/USD Future (Consolidated) (IMM) Sep 2026 2026-09-17 9801236.50000000 USD -125836.50000000 N N N N/A N/A BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) N/A 219.98000000 PA USD 0.01000000 0.000000005165 Long STIV US N 2 N N N N/A N/A BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) N/A 160596830.60000000 PA USD 0.01000000 0.000000005165 Long STIV US N 2 N N N N/A N/A C$ CURRENCY FUT SEP26 CURRENCY FUTURE. N/A 93.00000000 NC USD 6569520.00000000 3.393243283307 N/A DFE US N 1 GOLDMAN, SACHS & CO. N/A Long Currency Futures CAD/USD Future (Globex) (IMM) Sep 2026 2026-09-18 6589725.25000000 USD -20205.25000000 N N N N/A N/A DOLLAR INDEX SEP26 CURRENCY FUTURE. N/A 5.00000000 NC USD 504785.00000000 0.260728076140 N/A DFE US N 1 SOCIETE GENERALE N/A Long Currency Index Dollar Index Future Sep 2026 2026-09-17 498207.53000000 USD 6577.47000000 N N N N/A N/A E-MINI RUSS 2000 SEP26 PHYSICAL INDEX FUTURE. N/A 51.00000000 NC USD 7766280.00000000 4.011385526840 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Long Russell 2000 E-mini Composite Index Futures Sep 2026 N/A N/A 2026-09-21 7387485.03000000 USD 378794.97000000 N N N N/A N/A EURO FX CURR FUT SEP26 CURRENCY FUTURE. N/A -244.00000000 NC USD -34942325.00000000 -18.0481693654 N/A DFE US N 1 GOLDMAN, SACHS & CO. N/A Short Currency Futures EUR/USD Future (Consolidated) (IMM) Sep 2026 2026-09-17 -35370544.93000000 USD 428219.93000000 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 07/01/2026 313385YU4 10128000.00000000 PA USD 10126984.36000000 5.230720305247 Long DBT USGA US N 2 2026-07-01 None 0.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 07/09/2026 313385ZC3 3654000.00000000 PA USD 3650702.27000000 1.885635625895 Long DBT USGA US N 2 2026-07-09 None 0.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 07/14/2026 313385ZH2 12000000.00000000 PA USD 11983153.32000000 6.189455929190 Long DBT USGA US N 2 2026-07-14 None 0.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 07/22/2026 313385ZR0 12000000.00000000 PA USD 11973526.68000000 6.184483643312 Long DBT USGA US N 2 2026-07-22 None 0.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 08/14/2026 313385B88 5000000.00000000 PA USD 4977125.00000000 2.570750370869 Long DBT USGA US N 2 2026-08-14 None 0.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT ZERO COUPON 08/26/2026 313385D45 3392000.00000000 PA USD 3372343.36000000 1.741859596336 Long DBT USGA US N 2 2026-08-26 None 2.17000000 N N N N N N GLAXOSMITHKLINE LLC 549300Y2PZWSSLJYI255 GLAXOSMITHKLINE 0% CP 37737QGA6 2800000.00000000 PA USD 2797152.96000000 1.444766207257 Long ABS-APCP US N 2 2026-07-10 None 0.00000000 N N N N N N THE HOME DEPOT, INC. 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N/A 7.00000000 NC USD 4273290.00000000 2.207210357853 N/A DE US N 1 SOCIETE GENERALE N/A Long NASDAQ 100 E-MINI Sep 2026 N/A N/A 2026-09-21 4115659.42000000 USD 157630.58000000 N N N Nestle Finance International Ltd. SA 0KLLMNHINTFDRMU6DI05 NESTLE FIN INTL LTD 0% CP 64106HHL8 2130000.00000000 PA USD 2118741.67000000 1.094357874059 Long ABS-APCP US N 2 2026-08-20 None 0.00000000 N N N N N N N/A N/A S&P MID 400 EMINI SEP26 PHYSICAL INDEX FUTURE. N/A 22.00000000 NC USD 8547000.00000000 4.414637651218 N/A DE US N 1 SOCIETE GENERALE N/A Long S&P MID 400 EMINI Sep 2026 N/A N/A 2026-09-21 8302730.83000000 USD 244269.17000000 N N N N/A N/A S&P500 EMINI FUT SEP26 PHYSICAL INDEX FUTURE. N/A 38.00000000 NC USD 14341675.00000000 7.407663324737 N/A DE US N 1 GOLDMAN, SACHS & CO. N/A Long S&P 500 Future (e-Mini) Sep 2026 N/A N/A 2026-09-21 14161559.57000000 USD 180115.43000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN 0% CP 86960KHQ8 1350000.00000000 PA USD 1342320.12000000 0.693325955509 Long ABS-APCP US N 2 2026-08-24 None 0.00000000 N N N N N N NOVARTIS FINANCE CORPORATION N/A TOTAL CAPITAL S,A, COMMERCIAL PAPER 6698M5G94 2800000.00000000 PA USD 2797411.12000000 1.444899550285 Long ABS-APCP US N 2 2026-07-09 None 0.19000000 N N N N N N United States of America N/A US 10YR NOTE (CBT)SEP26 FINANCIAL COMMODITY FUTURE. N/A -301.00000000 NC USD -33077078.13000000 -17.0847448818 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2026 2026-09-24 -32988052.77000000 USD -89025.36000000 N N N United States of America N/A US LONG BOND(CBT) SEP26 FINANCIAL COMMODITY FUTURE. N/A -238.00000000 NC USD -27013000.00000000 -13.9525689566 N/A DIR US N 1 SOCIETE GENERALE N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2026 2026-09-24 -26687173.26000000 USD -325826.74000000 N N N 2026-06-30 SEI Exchange Traded Funds Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX