# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-012763
**Filing Date:** 2026-3
**Character Count:** 53305
**Document Hash:** b168d66353d8f5b99412090d750e30da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012763.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012763

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus ETF Trust II
- **CENTRAL INDEX KEY:** 0001648403

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23078
- **FILM NUMBER:** 26821718

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-593-4383

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

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

## Series and Classes Contracts Data

### Virtus Newfleet Securitized Income ETF (Series ID: S000070567)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000224134 | Virtus Newfleet Securitized Income ETF | VABS            |

## 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:** 1-888-383-0553

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

- **a. Name of Series:** Virtus Newfleet Securitized Income ETF

- **b. EDGAR series identifier (if any):** S000070567

- **c. LEI of Series:** 549300OXQOLOW6OELM19

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $84379572.33

**Total Liabilities:** $1676876.73

**Net Assets:** $82702695.60

**Delayed Delivery Securities:** $825000.00

**Cash Not Reported:** $1544253.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1906.07655200 | **10-Year:** -2899.50863700 | **30-Year:** -14602.93449000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -349.57903380 | **10-Year:** -231.11995480 | **30-Year:** -1459.86774100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224134 | 0.58%                | 0.32%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7852.24                 | $128494.98                                 |
| Month 2  | $-2642.04                | $-85322.63                                 |
| Month 3  | $1733.18                 | $65557.76                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACM Auto Trust                 | ACM Auto Trust 2024-2                               | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8784 | PA      | $8789.72      | 0.01%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2        | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111040.05    | 0.13%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card  | Mercury Financial Credit Card Master Trust          | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381365.95    | 0.46%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2024-RTL1                      | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $805108.32    | 0.97%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-1            | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1832613.84   | 2.22%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2023-NQM3                        | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111387 | PA      | $112297.53    | 0.14%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3       | CUSIP: 39571WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351358.00    | 0.42%             | 2060-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MMP Capital                    | MMP Capital 2025-A LLC                              | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2135911.68   | 2.58%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2024-NQM2 Trust                                 | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    936141 | PA      | $941894.38    | 1.14%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Trust 2015-5                              | CUSIP: 46644XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180346 | PA      | $179943.59    | 0.22%             | 2045-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2017-1           | CUSIP: 31574XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34574 | PA      | $30637.07     | 0.04%             | 2066-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM9 Trust                                 | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |   1186466 | PA      | $1202999.43   | 1.45%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC      | FAT Brands Royalty LLC                              | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67200 | PA      | $36960.00     | 0.04%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| WSTN Trust                     | WSTN Trust 2023-MAUI                                | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015128.00   | 1.23%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2020-1R Trust                                 | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42898 | PA      | $41755.43     | 0.05%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $406443.16    | 0.49%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                               | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250254.25   | 1.51%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., | Galton Funding Mortgage Trust 2017-1                | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81298 | PA      | $74940.05     | 0.09%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-NPL1 Trust                                | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547299 | PA      | $548196.93    | 0.66%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2024-2                              | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101408.72    | 0.12%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2023-CES3                       | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429736 | PA      | $1449307.12   | 1.75%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva | Amur Equipment Finance Receivables XV LLC           | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1025760.49   | 1.24%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                 | ACM Auto Trust 2025-2                               | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515451 | PA      | $516187.84    | 0.62%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975957 | PA      | $1980718.38   | 2.39%             | 2053-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1544228.10   | 1.87%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES2          | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480130 | PA      | $486081.72    | 0.59%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-1          | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40408 | PA      | $39108.69     | 0.05%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2023-CES2                       | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54083 | PA      | $54543.75     | 0.07%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2024-CES8                       | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294654 | PA      | $1307013.56   | 1.58%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus | Residential Mortgage Loan Trust 2020-1              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       875 | PA      | $872.46       | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC     | Jersey Mike's Funding LLC                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287075 | PA      | $1288343.54   | 1.56%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2018-1 Trust                                    | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19415 | PA      | $19255.13     | 0.02%             | 2057-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer | MetroNet Infrastructure Issuer LLC                  | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1397273.35   | 1.69%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust    | UPX HIL 2025-1 Issuer Trust                         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444118 | PA      | $446862.14    | 0.54%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-D                   | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $559197.41    | 0.68%             | 2030-01-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza | Castlelake Aircraft Structured Trust 2025-1         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928248 | PA      | $943430.47    | 1.14%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-N1              | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $147335.13    | 0.18%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2017-RPL1 Trust                                | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836290 | PA      | $822544.12    | 0.99%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust        | PowerPay Issuance Trust 2025-1                      | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390973 | PA      | $392317.38    | 0.47%             | 2041-11-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Centragas                      | CENT 2025-CITY                                      | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1522932.90   | 1.84%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC         | Five Guys Holdings Inc                              | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    898625 | PA      | $924440.88    | 1.12%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM3       | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |     82650 | PA      | $83973.88     | 0.10%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation           | Libra Solutions 2024-1 LLC                          | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165131.51    | 0.20%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC            | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95231.80     | 0.12%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2022-2      | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172594 | PA      | $173018.57    | 0.21%             | 2028-01-10      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                 | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $200990.52    | 0.24%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC       | Jersey Mike's Funding LLC                           | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210850 | PA      | $1237471.99   | 1.50%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2025-3 Receivables Funding LLC     | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718895 | PA      | $714629.61    | 0.86%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2023-2                   | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $909891.53    | 1.10%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM9 Trust                                 | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    267281 | PA      | $270910.26    | 0.33%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                 | RIDE 2025-SHRE                                      | CUSIP: 765692AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $1009649.52   | 1.22%             | 2047-02-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2       | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112290 | PA      | $112553.27    | 0.14%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust     | LAD Auto Receivables Trust 2025-1                   | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1017131.59   | 1.23%             | 2032-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC | PEAC Solutions Receivables 2025-1 LLC               | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017196.00   | 1.23%             | 2032-07-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-4         | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59898 | PA      | $53568.20     | 0.06%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES2           | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1368941 | PA      | $1385468.14   | 1.68%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC            | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1026724.80   | 1.24%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-3          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450667 | PA      | $401943.19    | 0.49%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC               | NMEF Funding 2025-A LLC                             | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192569.10    | 0.23%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc   | Hardee's Funding LLC                                | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095488 | PA      | $1136915.99   | 1.37%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2025-INV1             | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104241 | PA      | $1122920.41   | 1.36%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                               | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999464.20    | 1.21%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                   | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146952.19    | 0.18%             | 2030-10-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC    | Merchants Fleet Funding LLC                         | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     59758 | PA      | $59983.97     | 0.07%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-1 | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $792076.70    | 0.96%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-3                     | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44670 | PA      | $39429.82     | 0.05%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                 | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64402 | PA      | $63852.28     | 0.08%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2024-2                       | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73125 | PA      | $73251.15     | 0.09%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                     | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $827659.06    | 1.00%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust           | STAR 2025-SFR5 Trust                                | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647825 | PA      | $1650440.99   | 2.00%             | 2042-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC           | TSC SPV Funding LLC                                 | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99000 | PA      | $101045.34    | 0.12%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | Consumer Portfolio Services Auto Trust 2025-A       | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1265899.75   | 1.53%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR        | Alaska Airlines 2020-1 Class A Pass Through Trust   | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224982 | PA      | $226188.44    | 0.27%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust 2024-2           | CUSIP: 89616PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $156006.50    | 0.19%             | 2028-04-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-1                              | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149688 | PA      | $150128.08    | 0.18%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 9 Ltd             | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002712.00   | 1.21%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance   | Commercial Equipment Finance 2024-1 LLC             | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144905 | PA      | $146537.57    | 0.18%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust        | PowerPay Issuance Trust 2024-1                      | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640810 | PA      | $661423.76    | 0.80%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2025-1                 | CUSIP: 92511BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1518236.19   | 1.84%             | 2029-12-17      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2025-1              | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1990718.60   | 2.41%             | 2030-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-3            | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $315328.89    | 0.38%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-8                   | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    142227 | PA      | $143858.77    | 0.17%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES3          | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408799 | PA      | $1410347.40   | 1.71%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach Abs Trust 2024-1                              | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152101 | PA      | $153101.51    | 0.19%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2023-4 Mortgage Loan Trust                     | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |     55467 | PA      | $56309.05     | 0.07%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                               | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $985266.70    | 1.19%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2024-1      | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136196 | PA      | $136443.06    | 0.16%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC     | Applebee's Funding LLC / IHOP Funding LLC           | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1203120.66   | 1.45%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2019-A                           | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47442 | PA      | $46635.94     | 0.06%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                    | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3671561 | PA      | $3760943.96   | 4.55%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC      | Auxilior Term Funding 2024-1 LLC                    | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88000 | PA      | $90335.63     | 0.11%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                 | MVW 2020-1 LLC                                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204438 | PA      | $201780.51    | 0.24%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2023-INV2 Trust                                 | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299549 | PA      | $302233.55    | 0.37%             | 2058-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM2                                      | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   1083737 | PA      | $1098373.49   | 1.33%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM5 Trust                                 | CUSIP: 59319DAC7<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |    247181 | PA      | $248879.19    | 0.30%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2023-3 Mortgage Loan Trust                     | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    359783 | PA      | $364151.77    | 0.44%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-1B                | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494028 | PA      | $509826.95    | 0.62%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC            | Zaxbys Funding LLC                                  | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148412 | PA      | $141641.86    | 0.17%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                     | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19544 | PA      | $19587.34     | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation           | Libra Solutions 2025-1 LLC                          | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604497.54    | 0.73%             | 2039-08-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER     | Elara HGV Timeshare Issuer 2023-A LLC               | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617682 | PA      | $638893.66    | 0.77%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC             | Subway Funding LLC                                  | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $1011284.80   | 1.22%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES1          | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389757 | PA      | $1409515.40   | 1.70%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2019-RP1              | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400766 | PA      | $394958.35    | 0.48%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-2                | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31515 | PA      | $31917.17     | 0.04%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2          | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19310 | PA      | $18912.54     | 0.02%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru | THPT 2023-THL Mortgage Trust                        | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131390 | PA      | $132844.89    | 0.16%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus | Carmax Select Receivables Trust 2025-B              | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1186084.08   | 1.43%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM1 Trust                                 | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     57811 | PA      | $58290.32     | 0.07%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Trust 2023-1                                    | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3414 | PA      | $3431.87      | 0.00%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                 | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1403372.36   | 1.70%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                | FinBe USA Trust 2025-1                              | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $800707.04    | 0.97%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST4      | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253271 | PA      | $254538.61    | 0.31%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust Series 2025-3                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1183164.88   | 1.43%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                               | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2094235.29   | 2.53%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2024-A                           | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146326.75    | 0.18%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2020-2           | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86465 | PA      | $82542.33     | 0.10%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust         | MPOWER Education Trust 2025-A                       | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393558 | PA      | $404364.90    | 0.49%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM5 Trust                                 | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123775 | PA      | $124391.99    | 0.15%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-RPL1 Trust                                | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150458 | PA      | $139723.24    | 0.17%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                 | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $190780.06    | 0.23%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-GS2              | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331382 | PA      | $324010.50    | 0.39%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-RPL4 Trust                                | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634708 | PA      | $577549.42    | 0.70%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-Ces1 | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    628656 | PA      | $631143.18    | 0.76%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES1           | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |    354513 | PA      | $359030.38    | 0.43%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2024-3                | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1894289.55   | 2.29%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust    | Sotheby's Artfi Master Trust                        | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $827320.31    | 1.00%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust                 | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1225489.68   | 1.48%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-3            | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $548532.22    | 0.66%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer