# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-012443
**Filing Date:** 2026-3
**Character Count:** 16296
**Document Hash:** 493b4d95c309fff04208cbf0b24d686c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012443.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012443

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**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:** 26819581

**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 Managed Futures ETF (Series ID: S000083995)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000248117 | Virtus AlphaSimplex Managed Futures 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 Managed Futures ETF

- **b. EDGAR series identifier (if any):** S000083995

- **c. LEI of Series:** 529900LLQDECIA0F4569

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $32441795.83

**Total Liabilities:** $21178.08

**Net Assets:** $32420617.75

**Amount of Assets Invested in Other Investment Companies:** $1703949.61

**Cash Not Reported:** $4815254.61

**Currency Risk Metrics (dv01):**

- 

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

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

**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 C000248117 | 1.19%                | 1.56%                | 4.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.03                    | $-230.10                                   |
| Month 2  | $0.00                    | $878.91                                    |
| Month 3  | $0.00                    | $969.26                                    |

### 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        |        21 | NC      | $268520.81    | 0.83%             |  |  |  | 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        |       -19 | NC      | $-3955.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        24 | NC      | $162383.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -71 | NC      | $-52136.23    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        73 | NC      | $319435.00    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -126 | NC      | $-92687.19    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        61 | NC      | $-69676.84    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        13 | NC      | $18577.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        19 | NC      | $11652.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | C$ CURRENCY                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -30 | NC      | $-33612.89    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        50 | NC      | $62451.19     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         8 | NC      | $-133782.38   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       129 | NC      | $377345.00    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1499850.75   | 4.63%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2486921.90   | 7.67%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2489177.23   | 7.68%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1494252.50   | 4.61%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1496386.67   | 4.62%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1494569.25   | 4.61%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1993802.16   | 6.15%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1493212.82   | 4.61%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1396904.32   | 4.31%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | BRENT CRUDE                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         9 | NC      | $31941.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1497743.75   | 4.62%             | 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        |   1500000 | PA      | $1499551.62   | 4.63%             | 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        |   3000000 | PA      | $2991257.70   | 9.23%             | 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        |   2000000 | PA      | $1998006.66   | 6.16%             | 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        |   1500000 | PA      | $1498809.84   | 4.62%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2296094.35   | 7.08%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         2 | NC      | $7041.25      | 0.02%             |  |  |  | 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        |      -106 | NC      | $22590.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        20 | NC      | $28026.50     | 0.09%             |  |  |  | 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        |       -12 | NC      | $6031.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        86 | NC      | $51158.29     | 0.16%             |  |  |  | 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        |        35 | NC      | $-16152.13    | -0.05%            |  |  |  | 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