# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0001752724-23-065027
**Filing Date:** 2023-3
**Character Count:** 50416
**Document Hash:** efaabd75693da7e96a436c557861bff4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065027.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065027

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus ETF Trust II
- **CENTRAL INDEX KEY:** 0001648403
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23078
- **FILM NUMBER:** 23758276

**BUSINESS ADDRESS:**
- **STREET 1:** 1540 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 212-493-4383

**MAIL ADDRESS:**
- **STREET 1:** 1540 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus EFT Trust II
- **DATE OF NAME CHANGE:** 20150717

## Series and Classes Contracts Data

### Virtus Seix Senior Loan ETF (Series ID: S000064735)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000209678 | Virtus Seix Senior Loan ETF | SEIX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus ETF Trust II

- **b. Investment Company Act file number:** 811-23078

- **c. CIK number of Registrant:** 0001648403

- **d. LEI of Registrant:** 549300KNJ4HBWHIYD309

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

  - **Street Address 1:** 1540 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 212-493-4383

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

- **a. Name of Series:** Virtus Seix Senior Loan ETF

- **b. EDGAR series identifier (if any):** S000064735

- **c. LEI of Series:** 5493002FXOZ36VHY8T45

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $91422891.55

**Total Liabilities:** $12462627.48

**Net Assets:** $78960264.07

**Cash Not Reported:** $5311957.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -220.00000000 | **10-Year:** -1509.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -41.00000000 | **5-Year:** -6279.00000000 | **10-Year:** -18364.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209678 | 1.03%                | 0.64%                | 2.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-450967.16              | $406335.92                                 |
| Month 2  | $156054.23               | $138104.62                                 |
| Month 3  | $121675.98               | $1297937.21                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DexKo Global Inc                          | DEXKO GLOBAL 10/04/28                                              | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    746241 | PA      | $692048.61    | 0.88%             | 2028-10-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| INTRADO CORP                              | Intrado Corp                                                       | CUSIP: 000000000<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    500000 | PA      | $497500.00    | 0.63%             | 2030-01-25      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                          | TTF Holdings LLC                                                   | CUSIP: 000000000<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    871713 | PA      | $870622.87    | 1.10%             | 2028-03-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc           | INSTALLED BUILDI 12/08/28                                          | CUSIP: 45780YAW6<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |    462050 | PA      | $459508.27    | 0.58%             | 2028-12-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Daseke Companies Inc                      | DASEKE 03/05/28                                                    | CUSIP: 23752RAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    442125 | PA      | $440245.97    | 0.56%             | 2028-03-09      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Keane Group Holdings LLC                  | KEANE GROUP HOLD 05/25/25                                          | CUSIP: 48667GAB3<br>LEI: 549300OCQZFA8RVVSE79 | Long             | LON              | CORP              | US        |   1688562 | PA      | $1663233.53   | 2.11%             | 2025-05-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                   | ICON PLC (INDIGO 07/03/28                                          | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    211374 | PA      | $211639.67    | 0.27%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                | MILEAGE PLUS 06/21/27                                              | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1080000 | PA      | $1127860.20   | 1.43%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP              | SCIENTIFIC GAMES 02/04/29                                          | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      1875 | PA      | $1847.41      | 0.00%             | 2029-04-04      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                  | Crowdstrike Holdings Inc                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    750000 | PA      | $644437.05    | 0.82%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                         | CIENA CORPOR 01/24/30                                              | CUSIP: 000000000<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    600000 | PA      | $600750.00    | 0.76%             | 2030-01-24      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B. V.                       | Fugue Finance LLC                                                  | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    750000 | PA      | $750000.00    | 0.95%             | 2028-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                   | AHP HEALTH PARTN 08/24/28                                          | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    987500 | PA      | $980710.94    | 1.24%             | 2028-08-24      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc (Molycop Ltd)          | MOLYCOP (GRINDIN 09/22/28                                          | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    322690 | PA      | $317043.37    | 0.40%             | 2028-10-12      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Consol Energy Inc                         | CONSOL ENERGY IN 09/27/24                                          | CUSIP: 20855DAJ4<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | LON              | CORP              | US        |    427443 | PA      | $425840.01    | 0.54%             | 2024-09-27      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Playa Hotels  Resorts B.V.                | Playa Resorts Holding BV                                           | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $994640.00    | 1.26%             | 2029-01-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC  | AMENTUM 02/10/29                                                   | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    264122 | PA      | $260985.37    | 0.33%             | 2029-02-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC | WILLIAM MORRIS E 05/19/25                                          | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    485495 | PA      | $483589.53    | 0.61%             | 2025-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                   | YAHOO (VERIZON M 09/01/27                                          | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    750000 | PA      | $725625.00    | 0.92%             | 2027-09-01      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                           | Foot Locker Inc                                                    | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846690.00    | 1.07%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Axle  Manufacturing Inc          | AMERICAN AXLE MF 12/06/29                                          | CUSIP: 000000000<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    500000 | PA      | $500832.50    | 0.63%             | 2029-12-13      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CPG International LLC                     | CPG INTERNATIONA 04/20/29                                          | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |    798000 | PA      | $796751.13    | 1.01%             | 2029-04-28      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Seattle SpinCo Inc                        | MICRO FOCUS 01/14/27                                               | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   2194472 | PA      | $2194011.53   | 2.78%             | 2027-02-26      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc      | Bombardier Recreational Products Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    798000 | PA      | $795406.50    | 1.01%             | 2029-12-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC              | MPH Acquisition Holdings LLC                                       | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    740625 | PA      | $668180.77    | 0.85%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Electronics for Imaging Inc               | ELECTRONICS FOR 07/02/26                                           | CUSIP: 28608EAE6<br>LEI: 549300PN42C4XYPSEV84 | Long             | LON              | CORP              | US        |    364752 | PA      | $273381.81    | 0.35%             | 2026-07-23      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Dun  Bradstreet Corporation (The)         | DUN  BRADSTREET 01/05/29                                           | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    843625 | PA      | $840883.22    | 1.06%             | 2029-01-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC  | AMENTUM 02/10/29                                                   | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    233378 | PA      | $230606.81    | 0.29%             | 2029-02-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ASP Navigate Acquisition Corp             | ASP NAVIGATE ACQ 10/06/27                                          | CUSIP: 00216YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1589359 | PA      | $1569492.38   | 1.99%             | 2027-10-06      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC     | COLONIAL FIRST ( 10/31/28                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $990415.80    | 1.25%             | 2028-12-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                    | TMS International Corp/DE                                          | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1006701.47   | 1.27%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                   | FIRST STUDENT  07/13/28                                            | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    163718 | PA      | $154964.25    | 0.20%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                          | DRW Holdings LLC                                                   | CUSIP: 23343HAD2<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |    600000 | PA      | $588564.00    | 0.75%             | 2028-03-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Zacapa Sarl                               | UFINET (ZACAPA) 02/10/29                                           | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |   1093242 | PA      | $1075963.78   | 1.36%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                | TEAM HEALTH 03/02/27                                               | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    617163 | PA      | $514559.51    | 0.65%             | 2027-03-02      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP              | SCIENTIFIC GAMES 02/04/29                                          | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    746250 | PA      | $735268.93    | 0.93%             | 2029-04-04      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                     | DIRECTV FINANCIN 07/22/27                                          | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1586643 | PA      | $1563921.85   | 1.98%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.      | SCIENTIFIC GAMES 04/07/29                                          | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    597000 | PA      | $597211.94    | 0.76%             | 2029-04-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Academy LTD.                              | ACADEMY SPORTS 11/05/27                                            | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    524579 | PA      | $525481.40    | 0.67%             | 2027-11-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                  | NCR Corp                                                           | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872394.24    | 1.10%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                        | Domtar Corp                                                        | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |    250000 | PA      | $246016.25    | 0.31%             | 2028-11-30      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                             | Cable One Inc                                                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $495517.44    | 0.63%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                     | AADVANTAGE LOYAL 04/20/28                                          | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1800000 | PA      | $1851183.00   | 2.34%             | 2028-04-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc              | Adtalem 02/12/28 02/12/28                                          | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    429245 | PA      | $429547.84    | 0.54%             | 2028-08-12      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                      | ICON PLC (INDIGO 07/03/28                                          | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    848380 | PA      | $849444.64    | 1.08%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                   | KANTAR (SUMMER B 12/04/26                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    742491 | PA      | $696548.96    | 0.88%             | 2026-12-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC | WILLIAM MORRIS E 05/19/25                                          | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    903622 | PA      | $900074.79    | 1.14%             | 2025-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AltiSource Solutions Sarl                 | Altisource 03/29/24                                                | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |    500000 | PA      | $407000.00    | 0.52%             | 2024-04-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc              | NATION MENTOR (C 02/18/28                                          | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    255779 | PA      | $188798.20    | 0.24%             | 2028-03-02      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                     | Open Text Corp                                                     | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1000000 | PA      | $1000000.00   | 1.27%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                   | SBA Communications Corp                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $636328.13    | 0.81%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC           | ABG INTERMEDIATE 09/27/24                                          | CUSIP: 00076VAW0<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    800000 | PA      | $800064.00    | 1.01%             | 2024-09-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc              | NATION MENTOR (C 02/18/28                                          | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    314582 | PA      | $232202.10    | 0.29%             | 2028-03-02      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                        | DOMTAR 10/01/28                                                    | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |    558442 | PA      | $549543.28    | 0.70%             | 2028-11-30      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936200.00    | 1.19%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LaserShip Inc                             | LASERSHIP (ASP L 04/30/29                                          | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $508000.00    | 0.64%             | 2029-05-07      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC | WILLIAM MORRIS E 05/19/25                                          | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |     82490 | PA      | $82166.17     | 0.10%             | 2025-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC | WILLIAM MORRIS E 05/19/25                                          | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |     44320 | PA      | $44146.24     | 0.06%             | 2025-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC             | SMYRNA READY MIX 03/24/29                                          | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |    497500 | PA      | $496878.13    | 0.63%             | 2029-04-02      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc (Molycop Ltd)          | MOLYCOP (GRINDIN 09/22/28                                          | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    161736 | PA      | $158906.09    | 0.20%             | 2028-10-12      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                    | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $249366.00    | 0.32%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                           | LENDINGTREE 09/15/28                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $689971.56    | 0.87%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC               | FOLEY PRODUCTS C 12/29/28                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496411 | PA      | $489277.12    | 0.62%             | 2028-12-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                              | PERATON 02/01/28                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1327911 | PA      | $1323263.66   | 1.68%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                  | MPH Acquisition Holdings LLC                                       | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182927.80    | 0.23%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC               | Foley Products Co LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $98563.00     | 0.12%             | 2028-12-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra Seniorco S.A R.L.            | COBHAM (AI CONVO 11/17/28                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900000 | PA      | $891000.00    | 1.13%             | 2029-08-06      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company              | EMPLOYBRIDGE 07/19/28                                              | CUSIP: 000000000<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |      5000 | PA      | $4119.78      | 0.01%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Orchid Merger Sub II, LLC                 | SYSTEM1 (ORCHID) 07/27/27                                          | CUSIP: 68572CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    481250 | PA      | $416281.25    | 0.53%             | 2027-07-27      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| OneDigital Borrower LLC                   | ONEDIGITAL BORRO 11/16/27                                          | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    992241 | PA      | $967434.57    | 1.23%             | 2027-11-16      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                            | SABRE GLBL INC 06/30/28                                            | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    997500 | PA      | $956667.34    | 1.21%             | 2028-06-30      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Signal Parent Inc                         | SIGNAL PARENT INC                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295500 | PA      | $213868.13    | 0.27%             | 2028-04-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                 | FLUTTER FIN BV TL 9/28                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    648375 | PA      | $650404.41    | 0.82%             | 2028-07-22      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Indivior Finance S.a r.l.                 | INDIVIOR FINANCE 06/28/26                                          | CUSIP: 45577NAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    492500 | PA      | $485728.13    | 0.62%             | 2026-06-30      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| TricorBraun Inc                           | TRICORBRAUN 01/29/28                                               | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    793955 | PA      | $773657.19    | 0.98%             | 2028-03-03      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                   | FIRST STUDENT  07/13/28                                            | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    439092 | PA      | $415614.10    | 0.53%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC               | DIGITAL MEDIA SO 04/26/28                                          | CUSIP: 25401HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    413899 | PA      | $359574.74    | 0.46%             | 2026-05-25      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation       | ALI GROUP 10/13/28                                                 | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1314212 | PA      | $1312982.72   | 1.66%             | 2029-07-30      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                  | Graham Packaging Co Inc                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525443.82    | 0.67%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc (Molycop Ltd)          | MOLYCOP (GRINDIN 09/22/28                                          | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    256198 | PA      | $251714.60    | 0.32%             | 2028-10-12      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC           | LIONS GATE CAPIT 03/24/25                                          | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |    496284 | PA      | $489668.89    | 0.62%             | 2025-03-24      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Whole Earth Brands Inc                    | WHOLE EARTH BRAN 02/02/28                                          | CUSIP: 96684XAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    590239 | PA      | $519410.07    | 0.66%             | 2028-02-05      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| UST Global Inc                            | UST HOLDINGS 11/02/28                                              | CUSIP: 90355HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    993410 | PA      | $986272.40    | 1.25%             | 2028-11-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| MA Financeco LLC                          | MICRO FOCUS 05/28/25                                               | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    445233 | PA      | $444954.83    | 0.56%             | 2025-06-05      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Manchester Acquisition Sub LLC            | DRASLOVKA (MANCH 11/16/26                                          | CUSIP: 000000000<br>LEI: 254900LBVLLF5B4PFE37 | Long             | LON              | CORP              | US        |    990992 | PA      | $822523.75    | 1.04%             | 2026-12-01      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| II-VI Incorporated                        | II-VI (COHERENT) 12/08/28                                          | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    979643 | PA      | $979334.27    | 1.24%             | 2029-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                    | Patrick Industries Inc                                             | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428120.00    | 0.54%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                | TENNESSEE MERGER 2/6/24                                            | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    496129 | PA      | $458378.09    | 0.58%             | 2024-02-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                          | CSC Holdings LLC                                                   | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    497458 | PA      | $479837.94    | 0.61%             | 2026-01-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                 | BANIJAY 03/03/2025                                                 | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |   1042763 | PA      | $1042929.44   | 1.32%             | 2025-03-01      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                      | PATAGONIA H 08/01/29                                               | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    423938 | PA      | $358227.19    | 0.45%             | 2029-08-01      | Floating      | 9.96%                 | No            |                  3 | On Loan: No      |
| SYLVAMO CORP                              | Sylvamo Corp                                                       | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574653.00    | 0.73%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc        | KLOECKNER PENTAP 02/04/26                                          | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    496212 | PA      | $444109.84    | 0.56%             | 2026-02-12      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| HighTower Holding LLC                     | HIGHTOWER 04/16/28                                                 | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $482023.44    | 0.61%             | 2028-04-21      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                   | OLDCASTLE BUILDI 04/14/29                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   1246875 | PA      | $1210852.78   | 1.53%             | 2029-04-29      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Neptune Husky US Bidco LLC                | HEUBACH (CLARIAN 01/03/29                                          | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |    858615 | PA      | $688321.39    | 0.87%             | 2029-01-03      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                    | Chart Industries Inc                                               | CUSIP: 16115EAQ0<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    750000 | PA      | $752812.50    | 0.95%             | 2029-12-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                | SCP HEALTH (ONEX 02/23/28                                          | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    748734 | PA      | $668619.62    | 0.85%             | 2028-02-28      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA              | INTELSAT JACKSON 01/26/29                                          | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    929694 | PA      | $916845.69    | 1.16%             | 2029-02-01      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                  | PENN NATIONAL GA 04/21/29                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138016 | PA      | $1138647.26   | 1.44%             | 2029-05-03      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                  | PERRIGO 04/05/29                                                   | CUSIP: 000000000<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |    497500 | PA      | $499365.63    | 0.63%             | 2029-04-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC             | CAESARS RESORT C 10/02/24                                          | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1155819 | PA      | $1156287.56   | 1.46%             | 2024-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc      | SCHWEITZER-MAUDUIT INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    739491 | PA      | $726549.54    | 0.92%             | 2028-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc              | NATIONAL MENTOR 03/02/28                                           | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      2174 | PA      | $1604.34      | 0.00%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                  | TRIDENT TPI HOLD 10/17/24                                          | CUSIP: 00216EAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    895288 | PA      | $893819.69    | 1.13%             | 2024-10-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited               | Apex Group Treasury LLC                                            | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    700000 | PA      | $699125.00    | 0.89%             | 2028-07-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                            | Central Parent Inc                                                 | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $999220.00    | 1.27%             | 2029-07-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                        | DOMTAR 10/01/28                                                    | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |    134558 | PA      | $132413.75    | 0.17%             | 2028-11-30      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                       | Gray Television Inc                                                | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221686.50    | 0.28%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company              | EMPLOYBRIDGE 07/19/28                                              | CUSIP: 000000000<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    488750 | PA      | $402708.01    | 0.51%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC       | WATERBRIDGE 6/22/26                                                | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    992822 | PA      | $985534.51    | 1.25%             | 2026-06-22      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                     | Emergent BioSolutions Inc                                          | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    250000 | PA      | $109067.50    | 0.14%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                              | PERATON 02/01/29                                                   | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    500000 | PA      | $487250.00    | 0.62%             | 2029-02-01      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| MJH Healthcare Holdings LLC               | MJH LIFE SCIENCE 12/17/28                                          | CUSIP: 000000000<br>LEI: 254900YSRB2CUEJCMV73 | Long             | LON              | CORP              | US        |    794498 | PA      | $787545.65    | 1.00%             | 2029-01-28      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

**Name of Applicant:** Virtus ETF Trust II

**Signature:** Brinton W. Frith

**Name of Signer:** Brinton W. Frith

**Title:** Treasurer and Principal Financial Officer