BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE

NPORT-P false 0000899774 XXXXXXXX S000010358 C000028652 C000028654 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB New Jersey Portfolio S000010358 OV9PJQVXEA4J3L1H6221 2020-05-31 2020-02-29 N 92175424.54 3844482.48 88330942.06 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3215206.90000000 0.00000000 0.00000000 168963.07000000 USD N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 145000.00000000 PA USD 153311.40000000 0.173564774046 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Mission Economic Development Corp N/A MISSION TX ECON DEV CORP REVENUE 605156AC2 245000.00000000 PA USD 266035.70000000 0.301180643832 Long DBT MUN US N 2 2031-10-01 Fixed 4.63000000 N N N N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAG6 215000.00000000 PA USD 260592.90000000 0.295018816648 Long DBT MUN AS N 2 2038-09-01 Fixed 7.13000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 64579FFF5 2085000.00000000 PA USD 2389055.55000000 2.704664406700 Long DBT MUN US N 2 2023-07-01 Fixed 5.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS1U3J7 IRS USD R V 12MUSCPI IS1U3K8 CCPINFLATIONZERO / Short: BS1U3J7 IRS USD P F 1.76000 IS1U3J7 CCPINFLATIONZERO 000000000 4050000.00000000 OU Notional Amount USD -60918.97000000 -0.06896673869 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2024-06-17 0.00000000 USD 0.00000000 USD 4050000.00000000 USD -60918.97000000 N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH REVENUE 645918U35 4000000.00000000 PA USD 4413400.00000000 4.996437145436 Long DBT MUN US N 2 2030-03-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790FM3 1000000.00000000 PA USD 1237550.00000000 1.401037927524 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE 64578CCF6 2000000.00000000 PA USD 2354160.00000000 2.665158941020 Long DBT MUN US N 2 2047-10-01 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS1O6B2 IRS USD R V 12MUSCPI IS1O6C3 INFLATIONZERO / Short: IS1O6B2 IRS USD P F 2.21000 IS1O6B2 INFLATIONZERO 000000000 2944000.00000000 OU Notional Amount USD -29750.89000000 -0.03368116461 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 US CPI Urban Consumers NSA CPURNSA Index Y 2020-08-30 0.00000000 USD 0.00000000 USD 2944000.00000000 USD -29750.89000000 N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMT9 200000.00000000 PA USD 239056.00000000 0.270636760375 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790KA3 1950000.00000000 PA USD 2431825.50000000 2.753084528803 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Idaho Housing & Finance Association 5493002WM3NYB1LQB744 IDAHO ST HSG & FIN ASSN 45129WMA5 1000000.00000000 PA USD 1130630.00000000 1.279993141284 Long DBT MUN US N 2 2031-07-15 Fixed 5.00000000 N N N N N N County of Grand Forks ND N/A GRAND FORKS CNTY ND 38543PAC2 265000.00000000 PA USD 266007.00000000 0.301148152387 Long DBT MUN US N 2 2028-09-15 Fixed 5.75000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JRH0 60000.00000000 PA USD 66534.00000000 0.075323548519 Long DBT MUN PR N 2 2040-07-01 Fixed 4.33000000 N N N N N N New Jersey Educational Facilities Authority 549300UTOO4X537XXG70 NEW JERSEY ST EDUCTNL FACS AUTH REVENUE 6460666J4 2000000.00000000 PA USD 2600920.00000000 2.944517446936 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N City of Jersey City NJ N/A JERSEY CITY NJ 476576NH2 1000000.00000000 PA USD 1242750.00000000 1.406924879342 Long DBT MUN US N 2 2037-11-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1V7G5 IRS USD R F 1.48600 IS1V7G5 CCPVANILLA / Short: SS1V7G5 IRS USD P V 03MLIBOR IS1V7H6 CCPVANILLA 000000000 3430000.00000000 OU Notional Amount USD 43421.91000000 0.049158210008 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2022-08-09 0.00000000 USD 0.00000000 USD 3430000.00000000 USD 43421.91000000 N N N Capital Trust Agency Inc 549300F49UWS7X0OGQ59 CAPITAL TRUST AGY FL REVENUE 14052WDE4 100000.00000000 PA USD 109993.00000000 0.124523748343 Long DBT MUN US N 2 2048-06-01 Fixed 7.50000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH REVENUE 64577BM84 1000000.00000000 PA USD 1196690.00000000 1.354780071503 Long DBT MUN US N 2 2032-07-15 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT LTD OBLG REVENUE 40065HDV9 720000.00000000 PA USD 842961.60000000 0.954321985411 Long DBT MUN GU N 2 2046-12-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1ZIA8 IRS USD R F 1.41850 IS1ZIA8 CCPVANILLA / Short: SS1ZIA8 IRS USD P V 03MLIBOR IS1ZIB9 CCPVANILLA 000000000 561000.00000000 OU Notional Amount USD 12283.00000000 0.013905659459 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2025-02-06 0.00000000 USD 0.00000000 USD 561000.00000000 USD 12283.00000000 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WTT1 1100000.00000000 PA USD 1287121.00000000 1.457157559947 Long DBT MUN US N 2 2031-09-01 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA 000000000 1235000.00000000 OU Notional Amount USD -37132.47000000 -0.04203789649 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SIFMA Municipal Swap Index Yield SIFMA Index Y 2029-10-09 0.00000000 USD 0.00000000 USD 1235000.00000000 USD -37132.47000000 N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JL6 655000.00000000 PA USD 778716.40000000 0.881589601377 Long DBT MUN GU N 2 2040-10-01 Fixed 5.00000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 6461362C4 1000000.00000000 PA USD 1206650.00000000 1.366055848448 Long DBT MUN US N 2 2028-06-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 Long: IS1PBN2 IRS USD R V 12MUSCPI IS1PBO3 INFLATIONZERO / Short: IS1PBN2 IRS USD P F 2.22000 IS1PBN2 INFLATIONZERO 000000000 1980000.00000000 OU Notional Amount USD -21339.59000000 -0.02415868041 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 US CPI Urban Consumers NSA CPURNSA Index Y 2020-10-17 0.00000000 USD 0.00000000 USD 1980000.00000000 USD -21339.59000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS1X1T2 IRS USD R V 12MUSCPI IS1X1U3 CCPINFLATIONZERO / Short: BS1X1T2 IRS USD P F 1.67050 IS1X1T2 CCPINFLATIONZERO 000000000 1910000.00000000 OU Notional Amount USD -20726.10000000 -0.02346414463 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2025-01-15 0.00000000 USD 0.00000000 USD 1910000.00000000 USD -20726.10000000 N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527JAC1 300000.00000000 PA USD 309750.00000000 0.350669870349 Long DBT MUN PR N 2 2026-06-01 Fixed 6.63000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790LL8 1835000.00000000 PA USD 2274005.40000000 2.574415427897 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1X4F9 IRS USD R F 1.56600 IS1X4F9 CCPVANILLA / Short: SS1X4F9 IRS USD R F 1.56600 IS1X4F9 CCPVANILLA 000000000 1190000.00000000 OU Notional Amount USD 34110.17000000 0.038616332175 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2025-01-15 0.00000000 USD 0.00000000 USD 1190000.00000000 USD 34110.17000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1SON2 IRS USD R F 2.74600 IS1SON2 CCPVANILLA / Short: SS1SON2 IRS USD P V 03MLIBOR IS1SOO3 CCPVANILLA 000000000 400000.00000000 OU Notional Amount USD 148680.67000000 0.168322296278 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2049-04-16 0.00000000 USD 0.00000000 USD 400000.00000000 USD 148680.67000000 N N N Rahway Valley Sewerage Authority/The N/A RAHWAY VLY NJ SEWERAGE AUTH SWR REVENUE 750718DG0 3445000.00000000 PA USD 2454321.35000000 2.778552218239 Long DBT MUN US N 2 2035-09-01 None 0.00000000 N N N N N N Tobacco Settlement Financing Corp N/A TOBACCO SETTLEMENT FING CORP NJ 888808HT2 2040000.00000000 PA USD 2401141.20000000 2.718346645017 Long DBT MUN US N 2 2046-06-01 Fixed 5.00000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE 837151RR2 570000.00000000 PA USD 691746.30000000 0.783130219000 Long DBT MUN US N 2 2041-12-01 Fixed 5.00000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 646136Y39 1250000.00000000 PA USD 1452300.00000000 1.644157716571 Long DBT MUN US N 2 2041-06-15 Fixed 5.25000000 N N N N N N Tuscaloosa County Industrial Development Authority N/A TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE 90068FAY2 100000.00000000 PA USD 115927.00000000 0.131241666053 Long DBT MUN US N 2 2032-05-01 Fixed 4.50000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH ECON DEV REVENUE 64577HSY8 1765000.00000000 PA USD 2218057.85000000 2.511076864201 Long DBT MUN US N 2 2032-06-01 Fixed 5.00000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE 646140DD2 680000.00000000 PA USD 858717.60000000 0.972159449422 Long DBT MUN US N 2 2048-01-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1ZL65 IRS USD R F 1.62350 IS1ZL65 CCPVANILLA / Short: SS1ZL65 IRS USD P V 03MLIBOR IS1ZL76 CCPVANILLA 000000000 2020000.00000000 OU Notional Amount USD 100094.67000000 0.113317788382 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2030-02-07 0.00000000 USD 0.00000000 USD 2020000.00000000 USD 100094.67000000 N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE 67766WXM9 280000.00000000 PA USD 300300.00000000 0.339971467524 Long DBT MUN US N 2 2033-06-01 Floating 4.38000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH REVENUE 645918Z89 1000000.00000000 PA USD 1139100.00000000 1.289582080112 Long DBT MUN US N 2 2028-01-01 Fixed 5.00000000 N N N N N N Buckeye Tobacco Settlement Financing Authority N/A BUCKEYE OH TOBACCO SETTLEMENT FING AUTH 118217CZ9 605000.00000000 PA USD 683069.20000000 0.773306820995 Long DBT MUN US N 2 2055-06-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1ZHU1 IRS USD R F 1.36100 IS1ZHU1 CCPVANILLA / Short: SS1ZHU1 IRS USD P V 03MLIBOR IS1ZHV2 CCPVANILLA 000000000 249000.00000000 OU Notional Amount USD 4742.03000000 0.005368481179 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2025-02-05 0.00000000 USD 0.00000000 USD 249000.00000000 USD 4742.03000000 N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790EB8 45000.00000000 PA USD 45160.20000000 0.051126138753 Long DBT MUN US N 2 2022-07-01 Fixed 5.13000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 6461362D2 1750000.00000000 PA USD 2106072.50000000 2.384297564232 Long DBT MUN US N 2 2029-06-15 Fixed 5.00000000 N N N N N N City of Jersey City NJ N/A JERSEY CITY NJ 476576NB5 500000.00000000 PA USD 628940.00000000 0.712026822461 Long DBT MUN US N 2 2031-11-01 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790GM2 1480000.00000000 PA USD 1695828.40000000 1.919857708353 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JQD0 104000.00000000 PA USD 84244.16000000 0.095373329023 Long DBT MUN PR N 2 2029-07-01 None 0.00000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWR REVENUE 74526QPP1 155000.00000000 PA USD 173553.50000000 0.196480979317 Long DBT MUN PR N 2 2031-07-01 Fixed 5.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS1WU92 IRS USD R F 1.47300 IS1WU92 CCPVANILLA / Short: SS1WU92 IRS USD P V 03MLIBOR IS1WUA3 CCPVANILLA 000000000 920000.00000000 OU Notional Amount USD 35789.11000000 0.040517070423 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2029-10-09 0.00000000 USD 0.00000000 USD 920000.00000000 USD 35789.11000000 N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JRJ6 10000.00000000 PA USD 11089.00000000 0.012553924753 Long DBT MUN PR N 2 2040-07-01 Fixed 4.33000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS1U3H5 IRS USD R F 1.90700 IS1U3H5 CCPVANILLA / Short: SS1U3H5 IRS USD P V 03MLIBOR IS1U3I6 CCPVANILLA 000000000 3640000.00000000 OU Notional Amount USD 39980.31000000 0.045261953589 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 ICE Libor USD 3 Months US0003M Index Y 2021-06-17 0.00000000 USD 0.00000000 USD 3640000.00000000 USD 39980.31000000 N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE 64578CAH4 1165000.00000000 PA USD 1281791.25000000 1.451123717359 Long DBT MUN US N 2 2029-09-15 Fixed 5.25000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZS0 165000.00000000 PA USD 186091.95000000 0.210675835284 Long DBT MUN PR N 2 2036-07-01 Fixed 5.25000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS1V7M1 IRS USD R V 12MUSCPI IS1V7N2 CCPINFLATIONZERO / Short: BS1V7M1 IRS USD P F 1.69000 IS1V7M1 CCPINFLATIONZERO 000000000 750000.00000000 OU Notional Amount USD -9248.37000000 -0.01047013626 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2024-08-09 0.00000000 USD 0.00000000 USD 750000.00000000 USD -9248.37000000 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WFU3 3250000.00000000 PA USD 3496155.00000000 3.958018468347 Long DBT MUN US N 2 2030-07-15 Fixed 5.00000000 N N N N N N New Jersey Health Care Facilities Financing Authority N/A NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE 645790GB6 320000.00000000 PA USD 366099.20000000 0.414463144467 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 150000.00000000 PA USD 179943.00000000 0.203714571364 Long DBT MUN GU N 2 2036-10-01 Fixed 5.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Long: IS1OK65 IRS USD R V 12MUSCPI IS1OK76 INFLATIONZERO / Short: IS1OK65 IRS USD P F 2.26250 IS1OK65 INFLATIONZERO 000000000 3062000.00000000 OU Notional Amount USD -34827.40000000 -0.03942831264 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 US CPI Urban Consumers NSA CPURNSA Index Y 2020-09-20 0.00000000 USD 0.00000000 USD 3062000.00000000 USD -34827.40000000 N N N City of Ocean City NJ N/A OCEAN CITY NJ 674684SA4 1825000.00000000 PA USD 1863069.50000000 2.109192381005 Long DBT MUN US N 2 2032-09-15 Fixed 2.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Long: IS1P9I3 IRS USD R V 12MUSCPI IS1P9J4 INFLATIONZERO / Short: IS1P9I3 IRS USD P F 2.21000 IS1P9I3 INFLATIONZERO 000000000 1568000.00000000 OU Notional Amount USD -16566.64000000 -0.01875519451 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 US CPI Urban Consumers NSA CPURNSA Index Y 2020-10-15 0.00000000 USD 0.00000000 USD 1568000.00000000 USD -16566.64000000 N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH ECON DEV REVENUE 64577HMG3 1000000.00000000 PA USD 1195920.00000000 1.353908349791 Long DBT MUN US N 2 2028-04-01 Fixed 6.50000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWR REVENUE 74526QPM8 155000.00000000 PA USD 169951.30000000 0.192402906655 Long DBT MUN PR N 2 2029-07-01 Fixed 5.25000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH ECON DEV REVENUE 64577HSQ5 1000000.00000000 PA USD 1099320.00000000 1.244546898699 Long DBT MUN US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 CHICAGO IL BRD OF EDU 167505UX2 305000.00000000 PA USD 382720.10000000 0.433279767060 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N Morris-Union Jointure Commission N/A MORRIS-UNION JOINTURE COMMISSION NJ 618355BJ9 3320000.00000000 PA USD 3738984.00000000 4.232926665109 Long DBT MUN US N 2 2026-08-01 Fixed 5.00000000 N N N N N N Hudson County Improvement Authority N/A HUDSON CNTY NJ IMPT AUTH LEASE REVENUE 443730ME3 2400000.00000000 PA USD 2911320.00000000 3.295923186262 Long DBT MUN US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NCW5 100000.00000000 PA USD 118794.00000000 0.134487414296 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY SPL OBLG 73358EBM5 2010000.00000000 PA USD 2068109.10000000 2.341318966795 Long DBT MUN US N 2 2022-12-01 Fixed 5.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS1WTR3 IRS USD R F 1.47000 IS1WTR3 CCPVANILLA / Short: SS1WTR3 IRS USD P V 03MLIBOR IS1WTS4 CCPVANILLA 000000000 250000.00000000 OU Notional Amount USD 9652.96000000 0.010928175082 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2029-10-09 0.00000000 USD 0.00000000 USD 250000.00000000 USD 9652.96000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS1ZHW3 IRS USD R V 12MUSCPI IS1ZHX4 CCPINFLATIONZERO / Short: BS1ZHW3 IRS USD P F 1.63700 IS1ZHW3 CCPINFLATIONZERO 000000000 627000.00000000 OU Notional Amount USD -7034.11000000 -0.00796335897 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2025-01-15 0.00000000 USD 0.00000000 USD 627000.00000000 USD -7034.11000000 N N N New Jersey Educational Facilities Authority 549300UTOO4X537XXG70 NEW JERSEY ST EDUCTNL FACS AUTH REVENUE 646066NN6 2500000.00000000 PA USD 2942300.00000000 3.330995833828 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Union County Utilities Authority N/A UNION CNTY NJ UTILITIES AUTH RESOURCE RECOVERY FAC LEASE REV 906363AB2 3060000.00000000 PA USD 3281054.40000000 3.714501762894 Long DBT MUN US N 2 2031-12-01 Fixed 5.25000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190UR7 100000.00000000 PA USD 112401.00000000 0.127249859877 Long DBT MUN PR N 2 2041-07-01 Fixed 5.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 Long: IS1WTT5 IRS USD R V 01MMUNIP IS1WTU6 VANILLA / Short: IS1WTT5 IRS USD P F 1.11950 IS1WTT5 VANILLA 000000000 1235000.00000000 OU Notional Amount USD -36493.62000000 -0.04131465050 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SIFMA Municipal Swap Index Yield SIFMA Index Y 2029-10-09 0.00000000 USD 0.00000000 USD 1235000.00000000 USD -36493.62000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS1ZIC0 IRS USD R V 12MUSCPI IS1ZID1 CCPINFLATIONZERO / Short: BS1ZIC0 IRS USD P F 1.67300 IS1ZIC0 CCPINFLATIONZERO 000000000 1403000.00000000 OU Notional Amount USD -18343.82000000 -0.02076715086 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2025-01-15 0.00000000 USD 0.00000000 USD 1403000.00000000 USD -18343.82000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Long: IS1SOR6 IRS USD R V 12MUSCPI IS1SOS7 INFLATIONZERO / Short: IS1SOR6 IRS USD P F 2.16300 IS1SOR6 INFLATIONZERO 000000000 2950000.00000000 OU Notional Amount USD -83905.94000000 -0.09499042809 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 US CPI Urban Consumers NSA CPURNSA Index Y 2024-07-15 0.00000000 USD 0.00000000 USD 2950000.00000000 USD -83905.94000000 N N N Kalispel Tribe of Indians N/A KALISPEL TRIBE OF INDIANS PRIORITY DIST WA REVENUE 48340PAU6 210000.00000000 PA USD 250324.20000000 0.283393558544 Long DBT MUN US N 2 2038-01-01 Fixed 5.25000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 50000.00000000 PA USD 58184.00000000 0.065870462425 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 6461364G3 1750000.00000000 PA USD 2185417.50000000 2.474124524241 Long DBT MUN US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PJU0 265000.00000000 PA USD 286112.55000000 0.323909768567 Long DBT MUN US N 2 2038-01-01 Fixed 6.25000000 N N N N N N Union County Improvement Authority N/A UNION CNTY NJ IMPT AUTH 906346BN0 1590000.00000000 PA USD 1595390.10000000 1.806150894344 Long DBT MUN US N 2 2023-08-15 Fixed 5.25000000 N N N N N N City of Reno NV 549300M4R5WWSUWY8D52 RENO NV SALES TAX REVENUE 759861EJ2 500000.00000000 PA USD 83605.00000000 0.094649732076 Long DBT MUN US N 2 2058-07-01 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Long: IS1P9S3 IRS USD R V 12MUSCPI IS1P9T4 INFLATIONZERO / Short: IS1P9S3 IRS USD P F 2.20750 IS1P9S3 INFLATIONZERO 000000000 2721000.00000000 OU Notional Amount USD -28610.44000000 -0.03239005419 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 US CPI Urban Consumers NSA CPURNSA Index Y 2020-10-15 0.00000000 USD 0.00000000 USD 2721000.00000000 USD -28610.44000000 N N N Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd N/A MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD 59212TAH9 260000.00000000 PA USD 298100.40000000 0.337481286905 Long DBT MUN US N 2 2049-04-01 Fixed 6.25000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 NEW JERSEY ST ECON DEV AUTH REVENUE 645918Z71 1000000.00000000 PA USD 1163290.00000000 1.316967727129 Long DBT MUN US N 2 2027-01-01 Fixed 5.50000000 N N N N N N North Hudson Sewerage Authority/NJ N/A N HUDSON NJ SEWERAGE AUTH SWR REVENUE 660040AV8 8875000.00000000 PA USD 8470655.00000000 9.589680357134 Long DBT MUN US N 2 2024-08-01 None 0.00000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 2346128.75000000 NS USD 2346128.75000000 2.656066713752 Long STIV RF US N 1 N N N California Statewide Communities Development Authority 549300KTNI2GCJNX2U48 CALIFORNIA ST STWD CMNTYS DEV AUTH REVENUE 130795WJ2 400000.00000000 PA USD 401464.00000000 0.454499850943 Long DBT MUN US N 2 2023-08-15 Fixed 5.50000000 N N N N N N Metropolitan Pier & Exposition Authority 254900I3VDCQ58UGBR15 MET PIER & EXPOSITION AUTH IL REVENUE 592250BR4 1000000.00000000 PA USD 1143020.00000000 1.294019936098 Long DBT MUN US N 2 2045-12-15 Fixed 5.00000000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 RUTGERS NJ ST UNIV 783186RV3 2400000.00000000 PA USD 2718024.00000000 3.077091601891 Long DBT MUN US N 2 2030-05-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JPX7 285000.00000000 PA USD 326145.45000000 0.369231259617 Long DBT MUN PR N 2 2058-07-01 Fixed 5.00000000 N N N N N N 2020-03-25 AB MUNICIPAL INCOME FUND II Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX