# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0001752724-23-065029
**Filing Date:** 2023-3
**Character Count:** 40319
**Document Hash:** 2e5b2e136773b1df1fdff534b4817594
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065029.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065029

**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:** 23758277

**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 Newfleet ABS/MBS ETF (Series ID: S000070567)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000224134 | Virtus Newfleet ABS/MBS 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:** 212-493-4383

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

- **a. Name of Series:** Virtus Newfleet ABS/MBS ETF

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

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

**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:** $13513602.31

**Total Liabilities:** $691878.34

**Net Assets:** $12821723.97

**Cash Not Reported:** $66536.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -258.00000000 | **10-Year:** -178.00000000 | **30-Year:** -1213.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -2.00000000 | **5-Year:** -289.00000000 | **10-Year:** -115.00000000 | **30-Year:** -527.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224134 | 0.50%                | 0.52%                | 1.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13553.09               | $46435.57                                  |
| Month 2  | $-11196.74               | $41397.83                                  |
| Month 3  | $-49092.31               | $263583.85                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2017-1                | CUSIP: 31574XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55328 | PA      | $46355.69     | 0.36%             | 2066-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga | UBS-Barclays Commercial Mortgage Trust 2013-C6           | CUSIP: 90349GAN5<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $237398.14    | 1.85%             | 2046-04-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2019-D                        | CUSIP: 12655KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $63427.93     | 0.49%             | 2025-10-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR2 Trust                    | CUSIP: 89613JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $112847.68    | 0.88%             | 2039-11-17      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2019-4                 | CUSIP: 36258HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $116668.07    | 0.91%             | 2026-08-17      | Fixed         | 4.09%                 | 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        |     70000 | PA      | $65006.75     | 0.51%             | 2051-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card  | Mercury Financial Credit Card Master Trust               | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150000.72    | 1.17%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-RPL3 Trust                                     | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260491 | PA      | $229973.36    | 1.79%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation           | Oasis Securitization Funding LLC                         | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16203 | PA      | $15999.81     | 0.12%             | 2033-02-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2020-2            | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $53768.77     | 0.42%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-3 LLC                                          | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78671 | PA      | $74263.97     | 0.58%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A     | HIN Timeshare Trust 2020-A                               | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99530 | PA      | $92201.71     | 0.72%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile R | Foursight Capital Automobile Receivables Trust 2021-2    | CUSIP: 35105UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $37300.99     | 0.29%             | 2027-07-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2019-3                     | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3118 | PA      | $3012.10      | 0.02%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-2 LLC                                          | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94723 | PA      | $90159.84     | 0.70%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2012-CCRE2 Mortgage Trust                           | CUSIP: 12624KAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12033 | PA      | $11154.43     | 0.09%             | 2045-08-15      | Variable      | 4.87%                 | 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        |     51661 | PA      | $47023.77     | 0.37%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste | Mission Lane Credit Card Master Trust                    | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291977.49    | 2.28%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC   | Business Jet Securities 2021-1 LLC                       | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80948 | PA      | $72857.69     | 0.57%             | 2036-04-15      | Fixed         | 2.16%                 | 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        |    311993 | PA      | $304060.94    | 2.37%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC            | ZAXBY'S FUNDING LLC                                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152675 | PA      | $129707.31    | 1.01%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                        | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257673 | PA      | $220577.48    | 1.72%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust            | KNDL 2019-KNSQ Mortgage Trust                            | CUSIP: 482598AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99351.99     | 0.77%             | 2036-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89242 | PA      | $87109.30     | 0.68%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCV LLC                                             | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45345 | PA      | $42234.82     | 0.33%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $112073.87    | 0.87%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust 2022-1                | CUSIP: 89616BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $450039.00    | 3.51%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2019-A                                | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $111273.47    | 0.87%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-2                          | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21884 | PA      | $18735.56     | 0.15%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCIV LLC                                            | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66851 | PA      | $62972.10     | 0.49%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2021-1                          | CUSIP: 67571AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46950.57     | 0.37%             | 2027-04-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L | Planet Fitness Master Issuer LLC                         | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    277675 | PA      | $265238.66    | 2.07%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2022-OANA                                      | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $241817.65    | 1.89%             | 2037-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                        | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53547 | PA      | $47950.04     | 0.37%             | 2065-05-25      | Variable      | 1.22%                 | 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        |     18317 | PA      | $17607.65     | 0.14%             | 2060-01-26      | Variable      | 2.38%                 | 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        |     68448 | PA      | $66116.57     | 0.52%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Funding, LLC  | Towd Point HE Trust 2021- HE1                            | CUSIP: 89180DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33378 | PA      | $31577.78     | 0.25%             | 2063-02-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2019-A                    | CUSIP: 56847MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46115 | PA      | $45564.99     | 0.36%             | 2032-07-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2019-4                 | CUSIP: 36258HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270725 | PA      | $267223.32    | 2.08%             | 2025-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC          | USASF Receivables 2020-1 LLC                             | CUSIP: 90353QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13801 | PA      | $13771.61     | 0.11%             | 2024-05-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                          | CUSIP: 42806MAL3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $128171.13    | 1.00%             | 2026-06-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-1                     | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50276 | PA      | $41406.58     | 0.32%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2021-KEN                                       | CUSIP: 05591QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $366771.00    | 2.86%             | 2029-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-2R Mortgage Loan Trust                         | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37201 | PA      | $32331.62     | 0.25%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL4 LLC                                       | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209609 | PA      | $195977.86    | 1.53%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | CoreVest American Finance 2020-3 Trust                   | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150045 | PA      | $134110.40    | 1.05%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                | NBC Funding LLC                                          | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297750 | PA      | $258856.91    | 2.02%             | 2051-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-1                     | CUSIP: 784212AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33517 | PA      | $27637.21     | 0.22%             | 2061-07-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-1               | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102221 | PA      | $95699.33     | 0.75%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                | CLI Funding VI LLC                                       | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     94750 | PA      | $84122.04     | 0.66%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-1                        | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150214.50    | 1.17%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-A                   | CUSIP: 105693AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232431 | PA      | $222604.23    | 1.74%             | 2059-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2021-RTL2                           | CUSIP: 501895AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94505.98     | 0.74%             | 2026-06-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur | BHG Securitization Trust 2021-A                          | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262965 | PA      | $246034.10    | 1.92%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                 | ACM Auto Trust 2022-1                                    | CUSIP: 00091QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99538.43     | 0.78%             | 2029-04-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust     | BXG Receivables Note Trust 2022-A                        | CUSIP: 12434KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95040 | PA      | $91994.49     | 0.72%             | 2037-09-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dext ABS 2020-1, LLC           | Dext ABS 2020-1 LLC                                      | CUSIP: 25216AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99723 | PA      | $98492.72     | 0.77%             | 2027-02-16      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                    | VFI ABS 2022-1 LLC                                       | CUSIP: 91824CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95260.95     | 0.74%             | 2029-11-26      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| DORIC NIMROD 2013-1 CL A       | Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust | CUSIP: 233283AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |     65723 | PA      | $65322.61     | 0.51%             | 2023-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card  | Mercury Financial Credit Card Master Trust               | CUSIP: 58940BAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486000 | PA      | $485944.55    | 3.79%             | 2027-09-20      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing LLC                              | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $123620.69    | 0.96%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-3                      | CUSIP: 91679LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $210637.69    | 1.64%             | 2031-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2022-2                      | CUSIP: 91679TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307448 | PA      | $302323.24    | 2.36%             | 2032-05-20      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | CAFL 2021-RTL1 Issuer LLC                                | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134119.23    | 1.05%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2021-1                      | CUSIP: 92512BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $285197.01    | 2.22%             | 2026-10-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR1                           | CUSIP: 74331FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87579.75     | 0.68%             | 2038-04-17      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-RPL1 LLC                                       | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108378 | PA      | $97971.72     | 0.76%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                 | ACC Auto Trust 2021-A                                    | CUSIP: 00108XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $436179.64    | 3.40%             | 2027-04-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Funding XIV LLC                                  | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $280311.30    | 2.19%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N3                   | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $282401.91    | 2.20%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2022-2                 | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131829.13    | 1.03%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust  | CHC Commercial Mortgage Trust 2019 - CHC                 | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228276 | PA      | $222321.15    | 1.73%             | 2034-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2020-1                | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199304 | PA      | $193321.71    | 1.51%             | 2065-05-25      | Variable      | 2.01%                 | 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        |     31587 | PA      | $30028.74     | 0.23%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                 | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $252128.46    | 1.97%             | 2025-09-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC            | Hotwire Funding LLC                                      | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $281415.06    | 2.19%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ACC Trust                      | ACC Trust 2022-1                                         | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $182242.11    | 1.42%             | 2025-10-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2020-1R Trust                                      | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147676 | PA      | $134704.44    | 1.05%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust         | Cascade MH Asset Trust 2021-MH1                          | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96335 | PA      | $83953.59     | 0.65%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL | Stack Infrastructure Issuer LLC                          | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65337 | PA      | $63932.49     | 0.50%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2020-A                    | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $249335.79    | 1.94%             | 2034-08-21      | Fixed         | 2.19%                 | 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        |     70947 | PA      | $60202.26     | 0.47%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-1      | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $137062.06    | 1.07%             | 2028-03-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC               | Cajun Global LLC                                         | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216700 | PA      | $187363.39    | 1.46%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                    | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288225 | PA      | $284560.05    | 2.22%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2021-GRN1 Issuer Trust                              | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46675 | PA      | $43327.86     | 0.34%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2020-4                        | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146045 | PA      | $135414.65    | 1.06%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ACC Trust                      | ACC Trust 2021-1                                         | CUSIP: 00091KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147525.59    | 1.15%             | 2024-12-20      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust             | Visio 2019-2 Trust                                       | CUSIP: 92837DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31504 | PA      | $29967.13     | 0.23%             | 2054-11-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust         | Oscar US Funding XII LLC                                 | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    120000 | PA      | $109253.61    | 0.85%             | 2028-04-10      | Fixed         | 1.00%                 | 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        |    437928 | PA      | $432125.29    | 3.37%             | 2045-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL5 LLC                                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75225 | PA      | $70034.19     | 0.55%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL6 LLC                                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112431 | PA      | $105063.98    | 0.82%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-R2                       | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55076 | PA      | $49149.55     | 0.38%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer