Long Gilt Future - ICEU, Sep26

NPORT-P false 0001648403 XXXXXXXX S000083995 C000248117 Virtus ETF Trust II 811-23078 0001648403 549300KNJ4HBWHIYD309 1540 Broadway 16th Floor New York 10036 1-888-383-0553 Virtus AlphaSimplex Managed Futures ETF S000083995 529900LLQDECIA0F4569 2026-07-31 2026-07-31 N 29736572.26 20878.19 29715694.07 0.00000000 1716889.36000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5700911.61000000 EUR GBP USD N ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Gilt Future - ICEU, Sep26 000000000 -34.00000000 NC 29713.15000000 0.099991438631 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2026-09-28 -3992973.62000000 USD 29713.15000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Euro FX Futures 000000000 -78.00000000 NC USD -24151.74000000 -0.08127604202 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short EURO FX CURRENCY EURO FX CURRENCY 2026-09-14 -11237098.26000000 USD -24151.74000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 British Pound Futures 000000000 -17.00000000 NC USD -19716.26000000 -0.06634965332 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2026-09-14 -1412746.24000000 USD -19716.26000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Canadian Dollar Futures 000000000 -194.00000000 NC USD 1693.65000000 0.005699513516 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short CANADIAN DOLLAR CANADIAN DOLLAR 2026-09-15 -13865903.65000000 USD 1693.65000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 10-Year T-Note Futures, Sep-2026,ETH 000000000 -120.00000000 NC USD 106940.96000000 0.359880404435 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -13066940.96000000 USD 106940.96000000 N N N ASX 24 549300SDXT36XYPVWI79 ASX SPI 200 Index Futures 000000000 2.00000000 NC 4149.18000000 0.013962924743 N/A DE CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Long STANDARD AND POOR'S S&P/ASX 200 2026-09-18 310488.16000000 USD 4149.18000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Japanese Yen Futures 000000000 -147.00000000 NC USD -138626.80000000 -0.46651038899 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2026-09-14 -11464266.95000000 USD -138626.80000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Corn Futures, Dec-2026,ETH 000000000 -10.00000000 NC USD -16891.67000000 -0.05684427212 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short CORN CORN 2026-12-14 -215108.33000000 USD -16891.67000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 Brent Crude Futures - North Sea, Oct26 000000000 10.00000000 NC USD 103114.38000000 0.347003101314 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long BRENT CRUDE OIL BRENT CRUDE OIL 2026-08-28 776185.62000000 USD 103114.38000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Crude Oil Futures, Sep-2026,ETH 000000000 11.00000000 NC USD 108192.80000000 0.364093127843 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long WTI CRUDE OIL WTI CRUDE OIL 2026-08-20 823177.20000000 USD 108192.80000000 N N N CME Group Inc. KJNXBSWZVIKEX4NFOL81 Gold Futures 000000000 -1.00000000 NC USD 8750.00000000 0.029445719758 N/A DCO CORP US N 1 CME Group Inc. KJNXBSWZVIKEX4NFOL81 Short GOLD GOLD 2026-12-29 -419450.00000000 USD 8750.00000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 MSCI Emerging Markets Index Futures - ICUS 000000000 21.00000000 NC USD -79643.33000000 -0.26801773437 N/A DE CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long MSCI MSCI EMERGING MARKETS INDEX 2026-09-18 1804058.33000000 USD -79643.33000000 N N N CME Group Inc. KJNXBSWZVIKEX4NFOL81 Copper Futures 000000000 11.00000000 NC USD 40036.18000000 0.134730758452 N/A DCO CORP US N 1 CME Group Inc. KJNXBSWZVIKEX4NFOL81 Long COPPER COPPER 2026-09-28 1737976.32000000 USD 40036.18000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/06/26 912797RG4 1600000.00000000 PA USD 1599520.67000000 5.382747130967 Long DBT UST US N 2 2026-08-06 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/10/26 912797UF2 1400000.00000000 PA USD 1394643.05000000 4.693287818600 Long DBT UST US N 2 2026-09-10 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/22/26 912797VD6 2000000.00000000 PA USD 1989781.66000000 6.696063215998 Long DBT UST US N 2 2026-09-22 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/08/26 912797VB0 1200000.00000000 PA USD 1195661.88000000 4.023671387864 Long DBT UST US N 2 2026-09-08 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/24/26 912797UH8 1500000.00000000 PA USD 1492000.89000000 5.020918866930 Long DBT UST US N 2 2026-09-24 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 XIB 0 09/29/26 912797VE4 1500000.00000000 PA USD 1491248.13000000 5.018385660072 Long DBT UST US N 2 2026-09-29 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/20/26 912797TX5 2200000.00000000 PA USD 2196254.81000000 7.390891845993 Long DBT UST US N 2 2026-08-20 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/15/26 912797VC8 1100000.00000000 PA USD 1095240.43000000 3.685730602219 Long DBT UST US N 2 2026-09-15 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/27/26 912797TY3 1300000.00000000 PA USD 1296880.00000000 4.364293147402 Long DBT UST US N 2 2026-08-27 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2-Year T-Note Futures, Sep-2026,ETH 000000000 -70.00000000 NC USD 28973.06000000 0.097500869176 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -14421629.38000000 USD 28973.06000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 09/03/26 912797RS8 1300000.00000000 PA USD 1295934.41000000 4.361111024185 Long DBT UST US N 2 2026-09-03 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/18/26 912797UU9 1400000.00000000 PA USD 1397898.54000000 4.704243275311 Long DBT UST US N 2 2026-08-18 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/13/26 912797TW7 2200000.00000000 PA USD 2197800.00000000 7.396091758189 Long DBT UST US N 2 2026-08-13 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/11/26 912797UT2 1600000.00000000 PA USD 1598719.41000000 5.380050710691 Long DBT UST US N 2 2026-08-11 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 XIB 0 09/01/26 912797UW5 1000000.00000000 PA USD 997083.89000000 3.355411748590 Long DBT UST US N 2 2026-09-01 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/04/26 912797US4 1500000.00000000 PA USD 1499850.00000000 5.047332889034 Long DBT UST US N 2 2026-08-04 None 0.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 B 0 08/25/26 912797UV7 1300000.00000000 PA USD 1297143.98000000 4.365181499528 Long DBT UST US N 2 2026-08-25 None 0.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 E-mini S&P 500 Futures 000000000 9.00000000 NC USD -2340.48000000 -0.00787624207 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POORS'S 500 STANDARD & POORS'S 500 2026-09-18 3386002.98000000 USD -2340.48000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Australian Dollar Futures 000000000 43.00000000 NC USD 4593.91000000 0.015459541308 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long AUSTRALIAN DOLLAR AUSTRALIAN DOLLAR 2026-09-14 3019166.09000000 USD 4593.91000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Ultra U.S. Treasury Bond Futures, Sep-2026,ETH 000000000 -39.00000000 NC USD 120987.23000000 0.407149265014 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -4398799.73000000 USD 120987.23000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Euro(FGBL) Bund Futures, EUROBUND 000000000 -55.00000000 NC 38203.98000000 0.128564992996 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 -7925518.19000000 USD 38203.98000000 N N N Osaka Exchange,Inc 3538001249AILNPRUX57 TOPIX TRADE FUTURE 000000000 11.00000000 NC 31412.09000000 0.105708754188 N/A DE CORP JP N 1 Osaka Exchange,Inc 3538001249AILNPRUX57 Long TOKYO STOCK EXCHANGE TOKYO STOCK PRICE INDEX 2026-09-11 2724723.81000000 USD 31412.09000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 EURO STOXX 50 Index Futures(FESX) Index Fut 000000000 53.00000000 NC 39722.15000000 0.133673976809 N/A DE CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 2026-09-18 3855260.49000000 USD 39722.15000000 N N N 2026-09-29 Virtus ETF Trust II Brinton W. Frith W. Patrick Bradley Treasurer and Principal Financial Officer