# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-012455
**Filing Date:** 2026-3
**Character Count:** 14460
**Document Hash:** c8164ce5a1cf0cb5d3d531fa09acb581
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012455.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012455

**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:** 26819596

**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 ALPHASIMPLEX GLOBAL MACRO ETF (Series ID: S000093089)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000261160 | VIRTUS ALPHASIMPLEX GLOBAL MACRO ETF |  |

## 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 AlphaSimplex Global Macro ETF

- **b. EDGAR series identifier (if any):** S000093089

- **c. LEI of Series:** 2549005S0P2JF1BHC238

**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:** $7007329.28

**Total Liabilities:** $4695.27

**Net Assets:** $7002634.01

**Amount of Assets Invested in Other Investment Companies:** $409934.11

**Cash Not Reported:** $1151023.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 523.52312520 | **10-Year:** -657.35817800 | **30-Year:** -1612.78722000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261160 | -0.15%               | 1.18%                | 5.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $3431.55                                   |
| Month 2  | $0.00                    | $1628.50                                   |
| Month 3  | $0.00                    | $120115.20                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMODITY EXCHANGE, INC.                    | COPPER                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         2 | NC      | $12993.75     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        11 | NC      | $46520.65     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -16 | NC      | $-18679.36    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        10 | NC      | $-8307.08     | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         8 | NC      | $15382.23     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         4 | NC      | $-1914.51     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        16 | NC      | $14899.06     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        27 | NC      | $68556.98     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249975.13    | 3.57%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $248737.79    | 3.55%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $248917.72    | 3.55%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         1 | NC      | $-36720.00    | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF      | iShares Core MSCI Emerging Markets ETF | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |      7607 | NS      | $551963.92    | 7.88%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                  | iShares Core MSCI EAFE ETF             | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     11320 | NS      | $1064646.00   | 15.20%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249094.88    | 3.56%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                    | iShares Core S&P 500 ETF               | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      2723 | NS      | $1892566.69   | 27.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249447.20    | 3.56%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $224661.56    | 3.21%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199940.22    | 2.86%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249271.48    | 3.56%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249750.83    | 3.57%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill            | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $224821.48    | 3.21%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | BRENT CRUDE                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         6 | NC      | $19193.93     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         3 | NC      | $6623.69      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -28 | NC      | $8847.92      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $281.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        10 | NC      | $-10210.85    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -14 | NC      | $-2730.30     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         9 | NC      | $70761.50     | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer