# EDGAR Filing Document

**Accession Number:** 0001648403
**File Stem:** 0000940400-26-026140
**Filing Date:** 2026-6
**Character Count:** 27560
**Document Hash:** 3071f18fa269ade968896754b5abe0c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026140.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261128383

**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 | ASGM            |

## Nport-Ex

Consolidated Schedule of Investments - Virtus AlphaSimplex Global Macro ETF

April 30, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **EXCHANGE TRADED FUNDS - 47.5%** |  |  |
| **Equity Funds - 47.5%** |  |  |
| iShares Core MSCI EAFE ETF | 11320 | $1081513 |
| iShares Core MSCI Emerging Markets ETF | 7628 | 598722 |
| iShares Core S&P 500 ETF | 2723 | 1966196 |
| Total Equity Funds |  | **3646431** |
| **Total Exchange Traded Funds** |  |  |
| (Cost $3,164,770) |  | **3646431** |
|  | **Principal** |  |
| **U.S. GOVERNMENT SECURITIES – 30.8%** |  |  |
| U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/07/26<sup>(1)</sup> | 150000 | 149910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/14/26<sup>(1)</sup> | 250000 | 249677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/21/26<sup>(1)</sup> | 150000 | 149702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/28/26<sup>(1)</sup> | 250000 | 249332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/02/26<sup>(1)</sup> | 250000 | 249202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/04/26<sup>(1)</sup> | 320000 | 318915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/09/26<sup>(1)</sup> | 250000 | 249028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/11/26<sup>(1)</sup> | 150000 | 149386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/16/26<sup>(1)</sup> | 250000 | 248852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/18/26<sup>(1)</sup> | 150000 | 149279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/23/26<sup>(1)</sup> | 200000 | 198932 |
| **Total U.S. Government Securities** |  |  |
| (Cost $2,362,196) |  | **2362215** |
| **TOTAL INVESTMENTS - 78.3%** |  |  |
| (Cost $5,526,966) |  | **6008646** |
| Other Assets in Excess of Liabilities - 21.7% |  | 1661482 |
| **Net Assets - 100.0%** |  | $**7670128** |

---

(1) Issued
 with a zero coupon. Income is recognized through accretion of discount.

At April 30, 2026, open exchange-traded futures contracts were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **<u>Description</u>** | **Expiration Date** | **Number of Contracts** | **Notional Amount** | **Unrealized Appreciation/(Depreciation)** |
| <u>Long Contracts</u> |  |  |  |  |
| Australian Dollar Future | 6/15/2026 | 21 | $1510425 | $29130 |
| Brent Crude Futures | 5/29/2026 | 6 | 662400 | 105299 |
| British Pound Future | 6/15/2026 | 6 | 510038 | 4649 |
| Copper Future | 7/29/2026 | 1 | 149513 | (3865) |
| Gold 100 OZ Future | 6/26/2026 | 1 | 462960 | 13075 |
| Live Cattle Future | 6/30/2026 | 7 | 711200 | 21261 |
| MSCI EAFE Index Future | 6/19/2026 | 8 | 1218440 | 37125 |
| MSCI Emerging Markets Index Future | 6/19/2026 | 10 | 817100 | 62214 |
| S&P 500® E-Mini Future | 6/18/2026 | 6 | 2173125 | 110207 |
| U.S. Treasury 10 Year Notes Future | 6/18/2026 | 5 | 552969 | (2898) |
| WTI Crude Future | 5/19/2026 | 4 | 420280 | 55077 |
|  |  |  |  | $431274 |

---

Consolidated Schedule of Investments - Virtus AlphaSimplex Global Macro ETF

April 30, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| <u>Short Contracts</u> |  |  |  |  |
| Canadian Dollar Future | 6/16/2026 | (31) | $2286250 | $(40591) |
| Corn Future | 7/14/2026 | (39) | 925763 | (34907) |
| Cotton No. 2 Future | 7/09/2026 | (9) | 369900 | (29615) |
| Euro FX Currency Futures | 6/15/2026 | (8) | 1176000 | (17042) |
| Japanese Yen Future | 6/15/2026 | (33) | 2646600 | (26840) |
| Natural Gas Futures NG | 5/27/2026 | (2) | 55340 | 493 |
| Sugar #11 (World) Future | 6/30/2026 | (47) | 769070 | (37564) |
| U.S. Treasury 2 Year Notes Future | 6/30/2026 | (42) | 8699250 | 30492 |
|  |  |  |  | $(155574) |

---

---

| |
|:---|
| **Abbreviations:** |
| ETF — Exchange Traded Fund |
| MSCI — Morgan Stanley Capital International |
| S&P — Standard & Poor's |
| WTI — West Texas Intermediate |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** | **Fair Value Measurements** |
| The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. Level 3 includes unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. | The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. Level 3 includes unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. | The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. Level 3 includes unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. | The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. Level 3 includes unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. | The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. Level 2 includes observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. Level 3 includes unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
| The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of April 30, 2026. | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of April 30, 2026. | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of April 30, 2026. | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of April 30, 2026. | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of April 30, 2026. |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Asset Valuation Inputs** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | $3646431 | $— | $— | $3646431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Securities |  | 2362215 |  | 2362215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | 469022 |  |  | 469022 |
| **Total** | $**4115453** | $**2362215** | $**—** | $**6477668** |
| **Liability Valuation Inputs** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | $193322 | $— | $— | $193322 |
| **Total** | $**193322** | $**—** | $**—** | $**193322** |

---

## 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:** 2026-04-30

**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:** $7874864.07

**Total Liabilities:** $203429.34

**Net Assets:** $7671434.73

**Amount of Assets Invested in Other Investment Companies:** $953006.81

**Cash Not Reported:** $1051217.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20.89731426 | **1-Year:** 0.00000000 | **5-Year:** 1595.68439400 | **10-Year:** -324.06752510 | **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 C000261160 | 4.64%                | -3.81%               | 8.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10056.08                | $52808.29                                  |
| Month 2  | $0.00                    | $-235118.98                                |
| Month 3  | $0.00                    | $310909.37                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                               | Corn Futures, Jul-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -39 | NC      | $-34906.59    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | British Pound Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         6 | NC      | $4649.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Euro FX Futures, Jun-2026,ETH                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -8 | NC      | $-17042.36    | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | 2-Year T-Note Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -42 | NC      | $30491.72     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Canadian Dollar Futures, Jun-2026,ETH             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -31 | NC      | $-40591.01    | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Japanese Yen Futures, Jun-2026,ETH                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -33 | NC      | $-26839.72    | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                     | MSCI EAFE Index Futures - ICUS, Jun26             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         8 | NC      | $37125.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | 10-Year T-Note Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         5 | NC      | $-2898.44     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                     | MSCI Emerging Markets Index Futures - ICUS, Jun26 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        10 | NC      | $62214.04     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | E-mini S&P 500 Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         6 | NC      | $110206.97    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Australian Dollar Futures, Jun-2026,ETH           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        21 | NC      | $29129.41     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | Crude Oil Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         4 | NC      | $55077.13     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 06/16/26                                      | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $248852.24    | 3.24%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 06/09/26                                      | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249027.71    | 3.25%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | WIB 0 06/18/26                                    | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149279.37    | 1.95%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 06/23/26                                      | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $198931.53    | 2.59%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES INC                                          | ISHARES INC CORE MSCI EMKT                        | CUSIP: 46434G103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      7628 | NS      | $598721.72    | 7.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | XIB 0 06/02/26                                    | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249202.22    | 3.25%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 06/04/26                                      | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $318914.64    | 4.16%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 06/11/26                                      | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149385.85    | 1.95%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                        | ISHARES TRUST CORE MSCI EAFE                      | CUSIP: 46432F842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     11320 | NS      | $1081512.80   | 14.10%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 05/21/26                                      | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149702.29    | 1.95%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Live Cattle Futures, Jun-2026,ETH                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         7 | NC      | $21261.08     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES TRUST                                        | ISHARES TRUST CORE S&P500 ETF                     | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      2723 | NS      | $1966196.61   | 25.63%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 05/28/26                                      | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249331.56    | 3.25%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 05/14/26                                      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249677.03    | 3.25%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B 0 05/07/26                                      | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149910.18    | 1.95%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | Gold Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         1 | NC      | $13075.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                   | Brent Crude Futures - North Sea, Jul26            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         6 | NC      | $105299.11    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                     | Cotton No. 2 Futures - NYCC, Jul26                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        -9 | NC      | $-29615.00    | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | Henry Hub Natural Gas Futures, Jun-2026,ETH       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -2 | NC      | $492.79       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | Copper Futures, Jul-2026,ETH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         1 | NC      | $-3864.93     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                     | Sugar No. 11 Futures - NYCC, Jul26                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -47 | NC      | $-37563.69    | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-24

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer