# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-012210
**Filing Date:** 2026-3
**Character Count:** 72602
**Document Hash:** a28bb85a6f6db6a6fba2f0e917656836
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012210.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012210

**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:** 26817690

**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 Short Duration High Yield Bond ETF (Series ID: S000051570)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000162265 | Virtus Newfleet Short Duration High Yield Bond ETF | VSHY            |

## 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 Short Duration High Yield Bond ETF

- **b. EDGAR series identifier (if any):** S000051570

- **c. LEI of Series:** 549300CTRZXMY9595O30

**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:** $31257288.30

**Total Liabilities:** $20383.82

**Net Assets:** $31236904.48

**Cash Not Reported:** $131953.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.62268935 | **1-Year:** -27.34545781 | **5-Year:** -306.37081150 | **10-Year:** -263.32874390 | **30-Year:** -187.74954990

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

- **3-Month:** 0.00000000 | **1-Year:** -23.08048828 | **5-Year:** -3192.62435100 | **10-Year:** -1675.90919900 | **30-Year:** -599.14180650

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162265 | 0.30%                | 0.43%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36340.50               | $-30861.44                                 |
| Month 2  | $10272.88                | $-52547.50                                 |
| Month 3  | $-100599.43              | $128857.36                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1011778 BC / NEW RED FIN         | 1011778 BC ULC / New Red Finance Inc                                      | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    235000 | PA      | $241085.87    | 0.77%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS         | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17955.63     | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR          | Great Canadian Gaming Corp/Raptor LLC                                     | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $40700.48     | 0.13%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                       | DaVita Inc                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    203000 | PA      | $195425.22    | 0.63%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC            | Directv Financing LLC                                                     | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91247.38     | 0.29%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS         | United Airlines Holdings Inc                                              | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10111.81     | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC           | Cloud Software Group Inc                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222409.28    | 0.71%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT           | HAT Holdings I LLC / HAT Holdings II LLC                                  | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $70685.52     | 0.23%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC           | CenterPoint Energy Inc                                                    | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104902.90    | 0.34%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC             | Noble Finance II LLC                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $344189.98    | 1.10%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR         | Midcap Financial Issuer Trust                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $355945.72    | 1.14%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC              | Lightning Power LLC                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $340775.68    | 1.09%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN         | Hilton Domestic Operating Co Inc                                          | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157621.56    | 0.50%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC               | Ally Financial Inc                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124766.10    | 0.40%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC             | LifePoint Health Inc                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327548.10    | 1.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                 | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114834.50    | 0.37%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC             | Flutter Treasury DAC                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $253370.84    | 0.81%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP              | FS KKR Capital Corp                                                       | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317206.76    | 1.02%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc Common Stock | Lannett Company Inc Common Stock                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       416 | NS      | $8819.20      | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239018.50    | 0.77%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133266.27    | 0.43%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD         | Primo Water Holdings Inc / Triton Water Holdings Inc                      | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $230372.14    | 0.74%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING             | Cornerstone Building Brands Inc                                           | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $139891.15    | 0.45%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC           | Venture Global LNG Inc                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52896.05     | 0.17%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC         | Vistra Operations Co LLC                                                  | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183968.75    | 0.59%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER            | Panther Escrow Issuer LLC                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $340080.18    | 1.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC            | Caesars Entertainment Inc                                                 | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76866.58     | 0.25%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS         | Univision Communications Inc                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180700.98    | 0.58%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                | Herc Holdings Inc                                                         | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.45      | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP              | Buckeye Partners LP                                                       | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $351196.58    | 1.12%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC               | Cipher Compute LLC                                                        | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15474.92     | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO           | Global Atlantic Fin Co                                                    | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331014.08    | 1.06%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP             | OneMain Finance Corp                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $332454.78    | 1.06%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD         | Apollo Debt Solutions BDC                                                 | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    149000 | PA      | $155520.15    | 0.50%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2          | INEOS Quattro Finance 2 Plc                                               | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $206622.00    | 0.66%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $335374.45    | 1.07%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC            | Directv Financing LLC / Directv Financing Co-Obligor Inc                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130700.18    | 0.42%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC           | Arsenal AIC Parent LLC                                                    | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74220.65     | 0.24%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY               | Ford Motor Co                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84416.61     | 0.27%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                        | Spire Inc                                                                 | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64802.30     | 0.21%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI         | Solstice Advanced Materials Inc                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10057.56     | 0.03%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP            | Tenet Healthcare Corp                                                     | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202153.08    | 0.65%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H         | Synergy Infrastructure Holdings LLC                                       | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99335.52     | 0.32%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS Health Corp                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $350775.49    | 1.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63230.91     | 0.20%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC            | Directv Financing LLC                                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20275.18     | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                | Nexstar Media Inc                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460347.76    | 1.47%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC            | GFL Environmental Inc                                                     | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $154092.21    | 0.49%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY         | Standard Industries Inc/NY                                                | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154277.22    | 0.49%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC         | Acadia Healthcare Co Inc                                                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237294.46    | 0.76%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                        | Block Inc                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305504.40    | 0.98%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD         | Apollo Debt Solutions BDC                                                 | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179405.36    | 0.57%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                | Bristow Group Inc                                                         | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25304.65     | 0.08%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG INC                          | UKG Inc                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194998.81    | 0.62%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE          | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $137240.31    | 0.44%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC         | Liberty Mutual Group Inc                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188079.05    | 0.60%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN            | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45217.17     | 0.14%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD         | Transocean International Ltd                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    277500 | PA      | $289415.57    | 0.93%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO         | Medline Borrower LP/Medline Co-Issuer Inc                                 | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67168.44     | 0.22%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L         | Telesat Canada / Telesat LLC                                              | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $9100.00      | 0.03%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                   | LSB Industries Inc                                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340655.86    | 1.09%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                | Herc Holdings Inc                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183782.03    | 0.59%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP          | Gulfport Energy Operating Corp                                            | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335574.53    | 1.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                     | SM Energy Co                                                              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21032.16     | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN         | Blue Racer Midstream LLC / Blue Racer Finance Corp                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $344075.49    | 1.10%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                   | NCR Atleos Corp                                                           | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235887.52    | 0.76%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                | Newell Brands Inc                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79154.42     | 0.25%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI         | Antero Midstream Partners LP / Antero Midstream Finance Corp              | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $348201.35    | 1.11%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                    | TransDigm Inc                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391960.42    | 1.25%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L         | Fortescue Treasury Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    199000 | PA      | $204938.01    | 0.66%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP             | OneMain Finance Corp                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82955.84     | 0.27%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN            | GENMAB A/S/GENMAB FINANCE LLC                                             | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     10000 | PA      | $10257.33     | 0.03%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD         | Transocean International Ltd                                              | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10553.06     | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76172.48     | 0.24%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS         | Ferrellgas LP / Ferrellgas Finance Corp                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $171328.61    | 0.55%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD         | Aptiv Swiss Holdings Ltd                                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    225000 | PA      | $235147.05    | 0.75%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                           | Sempra                                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153525.89    | 0.49%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                   | Rocket Cos Inc                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153660.60    | 0.49%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                     | Cimpress PLC                                                              | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $344405.92    | 1.10%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP         | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350274.75    | 1.12%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL         | Cheplapharm Arzneimittel GmbH                                             | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $108968.75    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC              | Rocket Software Inc                                                       | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324604.72    | 1.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                | Newell Brands Inc                                                         | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60693.84     | 0.19%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL         | Phoenix Aviation Capital Ltd                                              | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $178296.84    | 0.57%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE              | New Home Co Inc/The                                                       | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142422.17    | 0.46%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                | Newell Brands Inc                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324616.25    | 1.04%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC         | F&G Annuities & Life Inc                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187139.31    | 0.60%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                 | GGAM Finance Ltd                                                          | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $342238.38    | 1.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN         | Weekley Homes LLC / Weekley Finance Corp                                  | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345686.71    | 1.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176861.30    | 0.57%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                | DISH Network Corp                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129433.50    | 0.41%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC           | Venture Global LNG Inc                                                    | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246678.50    | 0.79%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC             | Neptune Bidco US Inc                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354518.90    | 1.13%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                   | Gray Media Inc                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56348.49     | 0.18%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC          | Millrose Properties Inc                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91922.85     | 0.29%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348267.92    | 1.11%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE          | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp  | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $375078.09    | 1.20%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                     | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29696.49     | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM             | Taylor Morrison Communities Inc                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10269.35     | 0.03%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION         | Consensus Cloud Solutions Inc                                             | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185633.07    | 0.59%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS         | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    330000 | PA      | $317149.44    | 1.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO         | Global Infrastructure Solutions Inc                                       | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240703.92    | 0.77%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS         | Focus Financial Partners LLC                                              | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230495.63    | 0.74%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                        | IQVIA Inc                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187236.00    | 0.60%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L         | Amneal Pharmaceuticals LLC                                                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10542.19     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS           | Helix Energy Solutions Group Inc                                          | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $321312.62    | 1.03%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP              | Medline Borrower LP                                                       | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345816.96    | 1.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME           | Blue Owl Credit Income Corp                                               | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396267.51    | 1.27%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD         | South Bow Canadian Infrastructure Holdings Ltd                            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    322000 | PA      | $335893.67    | 1.08%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR         | Organon & Co / Organon Foreign Debt Co-Issuer BV                          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $215907.89    | 0.69%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL           | Froneri Lux FinCo SARL                                                    | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $157108.95    | 0.50%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS          | FTAI Aviation Investors LLC                                               | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195302.45    | 0.63%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP           | Sunoco LP / Sunoco Finance Corp                                           | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $377054.49    | 1.21%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP           | Millennium Escrow Corp                                                    | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293940.00    | 0.94%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE              | New Home Co Inc/The                                                       | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15643.47     | 0.05%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                 | Insight Enterprises Inc                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92210.49     | 0.30%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C         | Outfront Media Capital LLC / Outfront Media Capital Corp                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105377.60    | 0.34%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80241.52     | 0.26%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                 | Taseko Mines Ltd                                                          | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $170030.72    | 0.54%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                 | Under Armour Inc                                                          | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122852.76    | 0.39%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN            | Trivium Packaging Finance BV                                              | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     77000 | PA      | $82211.67     | 0.26%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION            | McGraw-Hill Education Inc                                                 | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231161.96    | 0.74%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77201.25     | 0.25%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT           | Mauser Packaging Solutions Holding Co                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265086.90    | 0.85%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc.             | LANNETT C 06/16/30                                                        | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      1929 | PA      | $1487.20      | 0.00%             | 2030-06-16      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| IRON MOUNTAIN INC                | Iron Mountain Inc                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153579.86    | 0.49%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN            | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $336961.28    | 1.08%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                  | AdaptHealth LLC                                                           | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $215929.66    | 0.69%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME           | Blue Owl Credit Income Corp                                               | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70617.09     | 0.23%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY             | Rackspace Technology Global Inc                                           | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $9616.41      | 0.03%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                    | Tidewater Inc                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92002.81     | 0.29%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU         | Sinclair Television Group Inc                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150069.93    | 0.48%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                         | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71312.19     | 0.23%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                   | Azorra Finance Ltd                                                        | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $136245.67    | 0.44%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC         | Windsor Holdings III LLC                                                  | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158248.20    | 0.51%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING         | JH North America Holdings Inc                                             | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152652.00    | 0.49%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                 | Teine Energy Ltd                                                          | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $346859.55    | 1.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                   | Gray Media Inc                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154763.48    | 0.50%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                 | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208600.73    | 0.67%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC              | Churchill Downs Inc                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342002.94    | 1.09%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP             | Capstone Copper Corp                                                      | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259200.75    | 0.83%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP          | American National Group Inc                                               | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78830.31     | 0.25%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV         | Virgin Media Vendor Financing Notes IV DAC                                | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $80000.00     | 0.26%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP         | Endo Finance Holdings LP                                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $328400.67    | 1.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238499.65    | 0.76%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC         | Builders FirstSource Inc                                                  | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184431.98    | 0.59%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC          | Kodiak Gas Services LLC                                                   | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153712.95    | 0.49%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC            | DBR Land Holdings LLC                                                     | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76875.00     | 0.25%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE          | Global Medical Response Inc                                               | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77603.63     | 0.25%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /         | Albion Financing 1 SARL / Aggreko Holdings Inc                            | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    178000 | PA      | $185632.11    | 0.59%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                       | Grifols SA                                                                | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $231648.57    | 0.74%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC               | AMN Healthcare Inc                                                        | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60833.96     | 0.19%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD         | Coronado Finance Pty Ltd                                                  | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $260505.62    | 0.83%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                       | Opal Bidco SAS                                                            | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $153159.30    | 0.49%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181760.77    | 0.58%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25212.83     | 0.08%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC               | Caturus Energy LLC                                                        | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172146.98    | 0.55%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD            | HUB International Ltd                                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339268.80    | 1.09%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61683.30     | 0.20%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC             | Cleveland-Cliffs Inc                                                      | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78601.28     | 0.25%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS          | FTAI Aviation Investors LLC                                               | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89485.71     | 0.29%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC              | DENTSPLY SIRONA Inc                                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158055.96    | 0.51%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                 | Maxam Prill Sarl                                                          | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208473.00    | 0.67%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER          | American Electric Power Co Inc                                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157150.80    | 0.50%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                    | VoltaGrid LLC                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96270.75     | 0.31%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION         | Hess Midstream Operations LP                                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96848.51     | 0.31%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | Ford Motor Credit Co LLC                                                  | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275476.13    | 0.88%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN         | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $336694.80    | 1.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS         | Univision Communications Inc                                              | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76035.30     | 0.24%             | 2030-06-30      | Fixed         | 7.38%                 | 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