BERKS CNTY PA INDL DEV AUTH HLTHCARE FACS REVENUE

NPORT-P false 0000899774 XXXXXXXX S000010360 C000028658 C000028660 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Pennsylvania Portfolio S000010360 9KZLY83RMCLBQR75ZJ16 2020-05-31 2020-05-31 N 71392012.06 707457.27 70684554.79 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 312656.75000000 USD N Berks County Industrial Development Authority N/A BERKS CNTY PA INDL DEV AUTH HLTHCARE FACS REVENUE 08452RAQ9 500000.00000000 PA USD 493935.00000000 0.698787735832 Long DBT MUN US N 2 2043-05-15 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224TQ2 810000.00000000 PA USD 829310.40000000 1.173255462192 Long DBT MUN US N 2 2030-12-01 Floating 5.00000000 N N N N N N Hospitals & Higher Education Facilities Authority of Philadelphia/The N/A PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH 717903L89 660000.00000000 PA USD 722304.00000000 1.021869632122 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Susquehanna Area Regional Airport Authority N/A SUSQUEHANNA PA AREA REGL ARPTAUTH SYS REVENUE 86909RBG5 1000000.00000000 PA USD 996930.00000000 1.410392981835 Long DBT MUN US N 2 2035-01-01 Fixed 5.00000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NV7 1000000.00000000 PA USD 1236050.00000000 1.748684707249 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH EXEMPT FACS REVENUE 708686DS6 2000000.00000000 PA USD 2187360.00000000 3.094537422635 Long DBT MUN US N 2 2032-11-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ELT1 200000.00000000 PA USD 211634.00000000 0.299406285614 Long DBT MUN US N 2 2045-09-01 Fixed 5.50000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190UP1 100000.00000000 PA USD 98271.00000000 0.139027543275 Long DBT MUN PR N 2 2035-07-01 Fixed 5.25000000 N N N N N N Delaware County Regional Water Quality Control Authority N/A DELAWARE CNTY PA REGL WTR QUALITY CONTROL AUTH 246045LU0 2070000.00000000 PA USD 2349450.00000000 3.323852016865 Long DBT MUN US N 2 2030-05-01 Fixed 5.00000000 N N N 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 1950000.00000000 OU Notional Amount USD -70715.42000000 -0.10004366613 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 1950000.00000000 USD -70715.42000000 N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZP6 100000.00000000 PA USD 98761.00000000 0.139720764024 Long DBT MUN PR N 2 2032-07-01 Fixed 5.25000000 N N N N N N Altoona Area School District N/A ALTOONA PA AREA SCH DIST 021807KU5 2000000.00000000 PA USD 2383720.00000000 3.372335027194 Long DBT MUN US N 2 2039-12-01 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 2612000.00000000 OU Notional Amount USD -68562.05000000 -0.09699721559 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 2612000.00000000 USD -68562.05000000 N N N Susquehanna Area Regional Airport Authority N/A SUSQUEHANNA PA AREA REGL ARPTAUTH SYS REVENUE 86909RBH3 1000000.00000000 PA USD 981820.00000000 1.389016317520 Long DBT MUN US N 2 2038-01-01 Fixed 5.00000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE 837151RR2 470000.00000000 PA USD 519368.80000000 0.734769853956 Long DBT MUN US N 2 2041-12-01 Fixed 5.00000000 N N N N N N City & County of Denver CO MMTY7HA2MSCBUO4F7J71 DENVER CITY & CNTY CO SPL FACS ARPT REVENUE 249271GV3 215000.00000000 PA USD 213228.40000000 0.301661941047 Long DBT MUN US N 2 2032-10-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE 70870JCH9 670000.00000000 PA USD 722883.10000000 1.022688905868 Long DBT MUN US N 2 2040-04-15 Fixed 4.00000000 N N N N N N City of Philadelphia PA 549300IVFOPB4AG7UL47 PHILADELPHIA PA 717813TF6 1000000.00000000 PA USD 1254230.00000000 1.774404611765 Long DBT MUN US N 2 2031-08-01 Fixed 5.00000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 35000.00000000 PA USD 35848.40000000 0.050716029982 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 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 550000.00000000 OU Notional Amount USD -20058.01000000 -0.02837679328 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 550000.00000000 USD -20058.01000000 N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JRH0 65000.00000000 PA USD 62400.00000000 0.088279540255 Long DBT MUN PR N 2 2040-07-01 Fixed 4.33000000 N N N N N N Crawford County Hospital Authority N/A CRAWFORD CNTY PA HOSP AUTH 225004AQ3 635000.00000000 PA USD 678084.75000000 0.959311057436 Long DBT MUN US N 2 2046-06-01 Fixed 6.00000000 N N N N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAG6 185000.00000000 PA USD 220161.10000000 0.311469882853 Long DBT MUN AS N 2 2038-09-01 Fixed 7.13000000 N N N N N N Centre County Hospital Authority N/A CENTRE CNTY PA HOSP AUTH 156273HD9 1000000.00000000 PA USD 1165030.00000000 1.648210140760 Long DBT MUN US N 2 2042-11-15 Fixed 5.00000000 N N N N N N Tuscaloosa County Industrial Development Authority N/A TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE 90068FAZ9 145000.00000000 PA USD 147992.80000000 0.209370774760 Long DBT MUN US N 2 2044-05-01 Fixed 5.25000000 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 105353.00000000 0.149046705200 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N State Public School Building Authority 5493006JN0UR7OGWTO86 STATE PUBLIC SCH BLDG AUTH PA SCH REVENUE 85732TJG8 1000000.00000000 PA USD 1203600.00000000 1.702776516844 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Capital Trust Agency Inc 549300F49UWS7X0OGQ59 CAPITAL TRUST AGY FL REVENUE 14052WDE4 100000.00000000 PA USD 88982.00000000 0.125886058509 Long DBT MUN US N 2 2048-06-01 Fixed 7.50000000 N N N N N N Northampton County General Purpose Authority N/A NORTHAMPTON CNTY PA GEN PURPOSE AUTH CLG REVENUE 66353LCD7 2000000.00000000 PA USD 2248500.00000000 3.181034395251 Long DBT MUN US N 2 2032-11-01 Fixed 5.00000000 N N N N N N Chester County Health and Education Facilities Authority N/A CHESTER CNTY PA HLTH & EDU FACS AUTH 16557HFJ9 1000000.00000000 PA USD 1150390.00000000 1.627498402469 Long DBT MUN US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWR REVENUE 74526QPP1 100000.00000000 PA USD 106088.00000000 0.150086536323 Long DBT MUN PR 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 100000.00000000 PA USD 72334.00000000 0.102333529884 Long DBT MUN PR N 2 2029-07-01 None 0.00000000 N N N N N N School District of Philadelphia/The 254900HSKDHZKBZCUL90 PHILADELPHIA PA SCH DIST 717883WG3 750000.00000000 PA USD 908767.50000000 1.285666299660 Long DBT MUN US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Chester County Industrial Development Authority N/A CHESTER CNTY PA INDL DEV AUTH SPL OBLIG REVENUE 16559WAB6 375000.00000000 PA USD 350265.00000000 0.495532582811 Long DBT MUN US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV 71781PBK5 400000.00000000 PA USD 355648.00000000 0.503148107895 Long DBT MUN US N 2 2040-06-01 Fixed 6.38000000 N N N 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 581000.00000000 OU Notional Amount USD -21019.17000000 -0.02973658115 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 581000.00000000 USD -21019.17000000 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 231000.00000000 OU Notional Amount USD 11901.95000000 0.016838119777 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 231000.00000000 USD 11901.95000000 N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XG5 800000.00000000 PA USD 982936.00000000 1.390595163144 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Sports & Exhibition Authority of Pittsburgh and Allegheny County N/A PITTSBURGH & ALLEGHENY CNTY PA SPORTS & EXHIBITION AUTH SALE 724799BF7 1075000.00000000 PA USD 1079493.50000000 1.527198555903 Long DBT MUN US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU 709221VG7 1000000.00000000 PA USD 1194940.00000000 1.690524901161 Long DBT MUN US N 2 2038-12-01 Fixed 5.00000000 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 1140000.00000000 OU Notional Amount USD -62641.92000000 -0.08862179324 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 1140000.00000000 USD -62641.92000000 N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JPX7 250000.00000000 PA USD 250190.00000000 0.353952855391 Long DBT MUN PR N 2 2058-07-01 Fixed 5.00000000 N N N N N N Northeastern Pennsylvania Hospital and Education Authority N/A N ESTRN PA HOSP & EDU AUTH 664556CE5 520000.00000000 PA USD 525304.00000000 0.743166596381 Long DBT MUN US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NU9 750000.00000000 PA USD 930652.50000000 1.316627801879 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Philadelphia Parking Authority/The N/A PHILADELPHIA PA PKG AUTH 717842JJ8 2725000.00000000 PA USD 2748298.75000000 3.888117790605 Long DBT MUN US N 2 2026-09-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FINGAUTH SOLID WASTE DISPOSAL REV 708692BQ0 270000.00000000 PA USD 224199.90000000 0.317183719507 Long DBT MUN US N 2 2039-08-01 Fixed 3.25000000 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 6290000.00000000 OU Notional Amount USD 149011.59000000 0.210812093876 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 6290000.00000000 USD 149011.59000000 N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224WN5 1000000.00000000 PA USD 1154260.00000000 1.632973431648 Long DBT MUN US N 2 2036-06-01 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224YB9 940000.00000000 PA USD 962409.60000000 1.361555721556 Long DBT MUN US N 2 2030-12-01 Floating 5.00000000 N N N N N N Montgomery County Higher Education and Health Authority N/A MONTGOMERY CNTY PA HGR EDU & HLTH AUTH 613603XF1 1100000.00000000 PA USD 1110956.00000000 1.571709694289 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS20V36 IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36 IRS USD P F .73500 IS20V36 CCPINFLATIONZERO 000000000 1460000.00000000 OU Notional Amount USD 58210.97000000 0.082353167778 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2028-01-15 0.00000000 USD 0.00000000 USD 1460000.00000000 USD 58210.97000000 N N N Territory of Guam N/A GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE 40065NAL1 620000.00000000 PA USD 628952.80000000 0.889802308111 Long DBT MUN GU N 2 2042-01-01 Fixed 5.13000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU 709221VJ1 1000000.00000000 PA USD 1181390.00000000 1.671355225352 Long DBT MUN US N 2 2043-12-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA Water & Wastewater Revenue N/A PHILADELPHIA PA WTR & WSTWTR REVENUE 717893C66 1700000.00000000 PA USD 2071705.00000000 2.930916104875 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA 549300IVFOPB4AG7UL47 PHILADELPHIA PA 717813QT9 2500000.00000000 PA USD 2888275.00000000 4.086147261705 Long DBT MUN US N 2 2031-07-15 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 105147.00000000 0.148755269538 Long DBT MUN PR N 2 2041-07-01 Fixed 5.25000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NT2 450000.00000000 PA USD 560709.00000000 0.793255332322 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 PENNSYLVANIA ST UNIV 709235M93 500000.00000000 PA USD 575335.00000000 0.813947264305 Long DBT MUN US N 2 2050-09-01 Fixed 4.00000000 N N N N N N Delaware County Authority N/A DELAWARE CNTY PA AUTH 245913NA2 1625000.00000000 PA USD 1587755.00000000 2.246254510220 Long DBT MUN US N 2 2032-06-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA Water & Wastewater Revenue 549300IVFOPB4AG7UL47 PHILADELPHIA PA WTR & WSTWTR REVENUE 717893H95 1000000.00000000 PA USD 1217290.00000000 1.722144255723 Long DBT MUN US N 2 2048-10-01 Fixed 5.00000000 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 2507000.00000000 OU Notional Amount USD -63423.06000000 -0.08972690029 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 2507000.00000000 USD -63423.06000000 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 2446000.00000000 OU Notional Amount USD -61293.73000000 -0.08671446001 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 2446000.00000000 USD -61293.73000000 N N N Chambersburg Area Municipal Authority N/A CHAMBERSBURG PA AREA MUNI AUTH EDU FAC REVENUE 157881AD5 650000.00000000 PA USD 644169.50000000 0.911329924781 Long DBT MUN US N 2 2043-10-01 Fixed 5.75000000 N N N N N N Township of Lower Paxton PA N/A LOWER PAXTON TWP PA 548383MV7 2000000.00000000 PA USD 2305940.00000000 3.262296843844 Long DBT MUN US N 2 2044-04-01 Fixed 5.00000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XF7 500000.00000000 PA USD 615635.00000000 0.870961134053 Long DBT MUN US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 100000.00000000 PA USD 100799.00000000 0.142603996445 Long DBT MUN GU N 2 2031-11-15 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JL6 525000.00000000 PA USD 557560.50000000 0.788801035327 Long DBT MUN GU N 2 2040-10-01 Fixed 5.00000000 N N N 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 250000.00000000 PA USD 258125.00000000 0.365178787313 Long DBT MUN PR N 2 2026-06-01 Fixed 6.63000000 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 3590000.00000000 OU Notional Amount USD 112812.36000000 0.159599731985 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 3590000.00000000 USD 112812.36000000 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 519000.00000000 OU Notional Amount USD 28287.46000000 0.040019294291 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 519000.00000000 USD 28287.46000000 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 1820000.00000000 OU Notional Amount USD -46499.14000000 -0.06578401765 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 1820000.00000000 USD -46499.14000000 N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZQ4 115000.00000000 PA USD 113273.85000000 0.160252618604 Long DBT MUN PR N 2 2033-07-01 Fixed 5.25000000 N N N N N N Tobacco Settlement Financing Corp N/A TOBACCO SETTLEMENT FING CORP NJ 888808HT2 425000.00000000 PA USD 445540.25000000 0.630321930050 Long DBT MUN US N 2 2046-06-01 Fixed 5.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX 64971QXV0 1735000.00000000 PA USD 1894932.30000000 2.680829363118 Long DBT MUN US N 2 2030-11-01 Fixed 5.00000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV TEMPLE UNIV REVENUE 717794BM2 1000000.00000000 PA USD 1171770.00000000 1.657745462896 Long DBT MUN US N 2 2029-04-01 Fixed 5.00000000 N N N N N N Allegheny County Hospital Development Authority 54930046B973R604OG22 ALLEGHENY CNTY PA HOSP DEV AUTH 01728A3W4 1600000.00000000 PA USD 1882016.00000000 2.662556205653 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS21YN0 IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0 IRS USD P F 1.23000 IS21YN0 CCPINFLATIONZERO 000000000 1970000.00000000 OU Notional Amount USD -3340.14000000 -0.00472541704 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2028-01-15 0.00000000 USD 0.00000000 USD 1970000.00000000 USD -3340.14000000 N N N Bucks County Water and Sewer Authority N/A BUCKS CNTY PA WTR & SWR AUTH WTR SYS REVENUE 118688AY6 1255000.00000000 PA USD 1345598.45000000 1.903666867532 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Beaver County Industrial Development Authority N/A BEAVER CNTY PA INDL DEV AUTH 074876HR7 415000.00000000 PA USD 415000.00000000 0.587115532145 Long DBT MUN US N 2 2035-01-01 Floating 4.38000000 N N N N N N Bucks County Water and Sewer Authority N/A BUCKS CNTY PA WTR & SWR AUTH SWR SYS REVENUE 118683ER8 780000.00000000 PA USD 910704.60000000 1.288406785196 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 120000.00000000 PA USD 128876.40000000 0.182326111245 Long DBT MUN GU N 2 2036-10-01 Fixed 5.00000000 N N N N N N Commonwealth Financing Authority N/A CMWLTH FING AUTH PA TOBACCO MASTER SETTLEMENT PAYMENT REV 20282EAM8 2500000.00000000 PA USD 3041925.00000000 4.303521482221 Long DBT MUN US N 2 2031-06-01 Fixed 5.00000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 761380.66000000 NS USD 761380.66000000 1.077152798460 Long STIV RF US N 1 N N N Metropolitan Pier & Exposition Authority 254900I3VDCQ58UGBR15 MET PIER & EXPOSITION AUTH IL REVENUE 592250DM3 215000.00000000 PA USD 206539.75000000 0.292199265615 Long DBT MUN US N 2 2050-06-15 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 1140000.00000000 OU Notional Amount USD -63232.67000000 -0.08945754866 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 1140000.00000000 USD -63232.67000000 N N N Cumberland County Municipal Authority N/A CUMBERLAND CNTY PA MUNI AUTH 230614PA1 2440000.00000000 PA USD 2485774.40000000 3.516715083493 Long DBT MUN US N 2 2038-11-01 Fixed 3.00000000 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 1338000.00000000 OU Notional Amount USD -33917.60000000 -0.04798445728 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 1338000.00000000 USD -33917.60000000 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 1299000.00000000 OU Notional Amount USD -49482.74000000 -0.07000502464 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 1299000.00000000 USD -49482.74000000 N N N Adams County Industrial Development Authority N/A ADAMS CNTY PA INDL DEV AUTH REVENUE 006116BG1 1090000.00000000 PA USD 1100126.10000000 1.556388242478 Long DBT MUN US N 2 2025-08-15 Fixed 5.00000000 N N N N N N Moon Industrial Development Authority 549300CGX4T1GTNHL435 MOON INDL DEV AUTH PA REVENUE 61543RAS5 765000.00000000 PA USD 761144.40000000 1.076818552880 Long DBT MUN US N 2 2035-07-01 Fixed 5.75000000 N N N N N N Beaver County Industrial Development Authority N/A BEAVER CNTY PA INDL DEV AUTH 074876HP1 690000.00000000 PA USD 689137.50000000 0.974947783214 Long DBT MUN US N 2 2047-10-01 Floating 4.25000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224XY0 435000.00000000 PA USD 445370.40000000 0.630081637103 Long DBT MUN US N 2 2030-12-01 Floating 5.00000000 N N N N N N Kentucky Economic Development Finance Authority N/A KENTUCKY ST ECON DEV FIN AUTH 49126KKD2 315000.00000000 PA USD 330491.70000000 0.467558579072 Long DBT MUN US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XH3 500000.00000000 PA USD 611890.00000000 0.865662946902 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 120000.00000000 PA USD 106996.80000000 0.151372248602 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N 2020-06-17 AB MUNICIPAL INCOME FUND II Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer