Holdings (Monthly) Guide ↗

Virtus AlphaSimplex Managed Futures ETF

· Virtus ETF Trust II

Monthly Holdings $32M AUM 35 positions Period Jan 2026 Filed Mar 31, 2026 EDGAR ↗ ← All Funds

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	TREASURY BILL	912797ST5	Jan 2026	3,000,000	$3.0M	9.23%	DBT
2	TREASURY BILL	912797SZ1	Jan 2026	2,500,000	$2.5M	7.68%	DBT
3	TREASURY BILL	912797SC2	Jan 2026	2,500,000	$2.5M	7.67%	DBT
4	TREASURY BILL	912797PM3	Jan 2026	2,300,000	$2.3M	7.08%	DBT
5	TREASURY BILL	912797RT6	Jan 2026	2,000,000	$2.0M	6.16%	DBT
6	TREASURY BILL	912797RV1	Jan 2026	2,000,000	$2.0M	6.15%	DBT
7	TREASURY BILL	912797SJ7	Jan 2026	1,500,000	$1.5M	4.63%	DBT
8	TREASURY BILL	912797RL3	Jan 2026	1,500,000	$1.5M	4.63%	DBT
9	TREASURY BILL	912797SQ1	Jan 2026	1,500,000	$1.5M	4.62%	DBT
10	TREASURY BILL	912797SR9	Jan 2026	1,500,000	$1.5M	4.62%	DBT
11	TREASURY BILL	912797RU3	Jan 2026	1,500,000	$1.5M	4.62%	DBT
12	TREASURY BILL	912797SY4	Jan 2026	1,500,000	$1.5M	4.61%	DBT
13	TREASURY BILL	912797SB4	Jan 2026	1,500,000	$1.5M	4.61%	DBT
14	TREASURY BILL	912797PV3	Jan 2026	1,500,000	$1.5M	4.61%	DBT
15	TREASURY BILL	912797SS7	Jan 2026	1,400,000	$1.4M	4.31%	DBT
16	CHICAGO MERCANTILE EXCHANGE INC.	ADH6	Jan 2026	129	$377K	1.16%	DFE
17	ICE FUTURES U.S., INC.	MESH6	Jan 2026	73	$319K	0.99%	DE
18	COMMODITY EXCHANGE, INC.	HGH6	Jan 2026	21	$269K	0.83%	DCO
19	OSAKA EXCHANGE,INC	TPH6	Jan 2026	24	$162K	0.50%	DE
20	CHICAGO MERCANTILE EXCHANGE INC.	BPH6	Jan 2026	50	$62K	0.19%	DFE
21	EUREX CLEARING AKTIENGESELLSCHAFT	VGH6	Jan 2026	86	$51K	0.16%	DE
22	ICE FUTURES EUROPE	COJ6	Jan 2026	9	$32K	0.10%	DCO
23	AUSTRALIAN SECURITIES EXCHANGE TRADE24	XPH6	Jan 2026	20	$28K	0.09%	DE
24	BOARD OF TRADE OF THE CITY OF CHICAGO, INC.	C H6	Jan 2026	-106	$23K	0.07%	DCO
25	CHICAGO MERCANTILE EXCHANGE INC.	ESH6	Jan 2026	13	$19K	0.06%	DE
26	CHICAGO MERCANTILE EXCHANGE INC.	ECH6	Jan 2026	19	$12K	0.04%	DFE
27	NEW YORK MERCANTILE EXCHANGE, INC.	CLH6	Jan 2026	2	$7K	0.02%	DCO
28	BOARD OF TRADE OF THE CITY OF CHICAGO, INC.	WNH6	Jan 2026	-12	$6K	0.02%	DIR
29	BOARD OF TRADE OF THE CITY OF CHICAGO, INC.	TUH6	Jan 2026	-19	$-3956	-0.01%	DIR
30	BOARD OF TRADE OF THE CITY OF CHICAGO, INC.	TYH6	Jan 2026	35	$-16152	-0.05%	DIR
31	CHICAGO MERCANTILE EXCHANGE INC.	CDH6	Jan 2026	-30	$-33613	-0.10%	DFE
32	EUREX CLEARING AKTIENGESELLSCHAFT	RXH6	Jan 2026	-71	$-52136	-0.16%	DIR
33	ICE FUTURES EUROPE	G H6	Jan 2026	61	$-69677	-0.21%	DIR
34	CHICAGO MERCANTILE EXCHANGE INC.	JYH6	Jan 2026	-126	$-92687	-0.29%	DFE
35	COMMODITY EXCHANGE, INC.	GCJ6	Jan 2026	8	$-133782	-0.41%	DCO