PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC

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 2021-05-31 2020-08-31 N 72415022.90 2984763.29 69430259.61 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 0.00000000 USD 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 0.371775939554 Long DBT MUN PR N 2 2026-06-01 Fixed 6.63000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NT2 450000.00000000 PA USD 560344.50000000 0.807060931570 Long DBT MUN US N 2 2034-07-01 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 -41174.34000000 -0.05930316295 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2020-10-15 0.00000000 USD 0.00000000 USD 2507000.00000000 USD -41174.34000000 N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 35000.00000000 PA USD 36707.65000000 0.052869815273 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ELT1 195000.00000000 PA USD 210584.40000000 0.303303489260 Long DBT MUN US N 2 2045-09-01 Fixed 5.50000000 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 264008.70000000 0.380250198520 Long DBT MUN US N 2 2039-08-01 Fixed 3.25000000 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 2169580.00000000 3.124833483537 Long DBT MUN US N 2 2032-11-01 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 1166780.00000000 1.680506462965 Long DBT MUN US N 2 2029-04-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS24A42 IRS USD R F .64700 IS24A42 CCPVANILLA / Short: SS24A42 IRS USD P V 03MLIBOR IS24A53 CCPVANILLA 000000000 460000.00000000 OU Notional Amount USD -931.13000000 -0.00134110113 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 460000.00000000 USD -931.13000000 N N N City & County of Denver CO MMTY7HA2MSCBUO4F7J71 DENVER CITY & CNTY CO SPL FACS ARPT REVENUE 249271GV3 215000.00000000 PA USD 217386.50000000 0.313100514417 Long DBT MUN US N 2 2032-10-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 120000.00000000 PA USD 139207.20000000 0.200499322315 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 3151200.00000000 4.538655073019 Long DBT MUN US N 2 2031-06-01 Fixed 5.00000000 N N N N N N Delaware County Regional Water Quality Control Authority N/A DELAWARE CNTY PA REGL WTR QUALITY CONTROL AUTH 246045LU0 1070000.00000000 PA USD 1205772.30000000 1.736666846376 Long DBT MUN US N 2 2030-05-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA 549300IVFOPB4AG7UL47 PHILADELPHIA PA 717813QT9 2500000.00000000 PA USD 2868625.00000000 4.131663940353 Long DBT MUN US N 2 2031-07-15 Fixed 5.25000000 N N N N N N Metropolitan Pier & Exposition Authority 254900I3VDCQ58UGBR15 MET PIER & EXPOSITION AUTH IL REVENUE 592250DM3 215000.00000000 PA USD 241617.00000000 0.347999562953 Long DBT MUN US N 2 2050-06-15 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 387524.00000000 0.558148568328 Long DBT MUN US N 2 2040-06-01 Fixed 6.38000000 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 1182544.00000000 1.703211260684 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N Township of Lower Paxton PA N/A LOWER PAXTON TWP PA 548383MV7 1000000.00000000 PA USD 1136870.00000000 1.637427263538 Long DBT MUN US N 2 2044-04-01 Fixed 5.00000000 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 2229060.00000000 3.210502182363 Long DBT MUN US N 2 2032-11-01 Fixed 5.00000000 N N N N N N Tobacco Settlement Financing Corp N/A TOBACCO SETTLEMENT FING CORP NJ 888808HT2 425000.00000000 PA USD 481155.25000000 0.693005114344 Long DBT MUN US N 2 2046-06-01 Fixed 5.00000000 N N N N N N Beaver County Industrial Development Authority N/A BEAVER CNTY PA INDL DEV AUTH 074876HP1 690000.00000000 PA USD 695175.00000000 1.001256518274 Long DBT MUN US N 2 2047-10-01 Floating 4.25000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZQ4 115000.00000000 PA USD 117922.15000000 0.169842588321 Long DBT MUN PR N 2 2033-07-01 Fixed 5.25000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190UP1 100000.00000000 PA USD 101994.00000000 0.146901366310 Long DBT MUN PR N 2 2035-07-01 Fixed 5.25000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XG5 800000.00000000 PA USD 982752.00000000 1.415452002513 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JL6 525000.00000000 PA USD 603188.25000000 0.868768536065 Long DBT MUN GU N 2 2040-10-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO 000000000 475000.00000000 OU Notional Amount USD 14550.95000000 0.020957648843 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 475000.00000000 USD 14550.95000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS249F6 IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6 IRS USD P F 1.71400 IS249F6 CCPINFLATIONZERO 000000000 95000.00000000 OU Notional Amount USD 1570.61000000 0.002262140468 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 95000.00000000 USD 1570.61000000 N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE 70870JCH9 670000.00000000 PA USD 767806.60000000 1.105867390260 Long DBT MUN US N 2 2040-04-15 Fixed 4.00000000 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 911391.00000000 1.312671168334 Long DBT MUN US N 2 2037-12-01 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 519000.00000000 OU Notional Amount USD 26194.06000000 0.037727152609 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-06 0.00000000 USD 0.00000000 USD 519000.00000000 USD 26194.06000000 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 266300.00000000 0.383550344613 Long DBT MUN PR N 2 2058-07-01 Fixed 5.00000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NU9 750000.00000000 PA USD 930652.50000000 1.340413395006 Long DBT MUN US N 2 2035-07-01 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 74529JRH0 65000.00000000 PA USD 68088.15000000 0.098066967317 Long DBT MUN PR N 2 2040-07-01 Fixed 4.33000000 N N N N N N Moon Industrial Development Authority 549300CGX4T1GTNHL435 MOON INDL DEV AUTH PA REVENUE 61543RAS5 765000.00000000 PA USD 793274.40000000 1.142548514805 Long DBT MUN US N 2 2035-07-01 Fixed 5.75000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XF7 500000.00000000 PA USD 615060.00000000 0.885867348696 Long DBT MUN US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 PENNSYLVANIA ST UNIV 709235M93 500000.00000000 PA USD 578135.00000000 0.832684485478 Long DBT MUN US N 2 2050-09-01 Fixed 4.00000000 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 96757.79000000 0.139359683434 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 1970000.00000000 USD 96757.79000000 N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 100000.00000000 PA USD 105084.00000000 0.151351875378 Long DBT MUN GU N 2 2031-11-15 Fixed 5.00000000 N N N N N N Cumberland County Municipal Authority N/A CUMBERLAND CNTY PA MUNI AUTH 230614PA1 2440000.00000000 PA USD 2560706.80000000 3.688171143797 Long DBT MUN US N 2 2038-11-01 Fixed 3.00000000 N N N N N N Susquehanna Area Regional Airport Authority N/A SUSQUEHANNA PA AREA REGL ARPTAUTH SYS REVENUE 86909RBH3 1000000.00000000 PA USD 1060880.00000000 1.527979307522 Long DBT MUN US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Centre County Hospital Authority N/A CENTRE CNTY PA HOSP AUTH 156273HD9 1000000.00000000 PA USD 1189530.00000000 1.713273155943 Long DBT MUN US N 2 2042-11-15 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 2105025.00000000 3.031855291661 Long DBT MUN US N 2 2036-10-01 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 1227150.00000000 1.767457023627 Long DBT MUN US N 2 2038-12-01 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 1938528.00000000 2.792050628773 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Delaware County Authority N/A DELAWARE CNTY PA AUTH 245913NA2 1625000.00000000 PA USD 1694761.25000000 2.440954793370 Long DBT MUN US N 2 2032-06-01 Fixed 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 345822.75000000 0.498086499953 Long DBT MUN US N 2 2041-06-01 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 132221.88000000 0.190438406456 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 1460000.00000000 USD 132221.88000000 N N N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 120000.00000000 PA USD 114748.80000000 0.165272030732 Long DBT MUN US N 2 2035-12-01 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 1228510.00000000 1.769415823735 Long DBT MUN US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE 40065NAL1 620000.00000000 PA USD 635989.80000000 0.916012418176 Long DBT MUN GU N 2 2042-01-01 Fixed 5.13000000 N N N N N N Chambersburg Area Municipal Authority N/A CHAMBERSBURG PA AREA MUNI AUTH EDU FAC REVENUE 157881AD5 650000.00000000 PA USD 662961.00000000 0.954858881018 Long DBT MUN US N 2 2043-10-01 Fixed 5.75000000 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 1164350.00000000 1.677006548067 Long DBT MUN US N 2 2040-09-01 Fixed 4.00000000 N N N N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAG6 135000.00000000 PA USD 169966.35000000 0.244801547559 Long DBT MUN AS N 2 2038-09-01 Fixed 7.13000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224TQ2 810000.00000000 PA USD 819598.50000000 1.180462963272 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 756723.00000000 1.089903745500 Long DBT MUN US N 2 2033-07-01 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 74529JQD0 100000.00000000 PA USD 79276.00000000 0.114180762747 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 100000.00000000 PA USD 109037.00000000 0.157045358338 Long DBT MUN PR N 2 2031-07-01 Fixed 5.25000000 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 1820000.00000000 OU Notional Amount USD -30256.79000000 -0.04357867905 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-10-17 0.00000000 USD 0.00000000 USD 1820000.00000000 USD -30256.79000000 N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE 71780CAH3 550000.00000000 PA USD 658498.50000000 0.948431568164 Long DBT MUN US N 2 2030-08-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS249D4 IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4 IRS USD P F 1.73100 IS249D4 CCPINFLATIONZERO 000000000 95000.00000000 OU Notional Amount USD 1390.15000000 0.002002224977 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 95000.00000000 USD 1390.15000000 N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE 837151RR2 470000.00000000 PA USD 554980.70000000 0.799335481557 Long DBT MUN US N 2 2041-12-01 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZP6 100000.00000000 PA USD 102634.00000000 0.147823154596 Long DBT MUN PR N 2 2032-07-01 Fixed 5.25000000 N N N N N N Crawford County Hospital Authority N/A CRAWFORD CNTY PA HOSP AUTH 225004AQ3 635000.00000000 PA USD 691286.40000000 0.995655790260 Long DBT MUN US N 2 2046-06-01 Fixed 6.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224YB9 940000.00000000 PA USD 951261.20000000 1.370095986020 Long DBT MUN US N 2 2030-12-01 Floating 5.00000000 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 1226290.00000000 1.766218370618 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Altoona Area School District N/A ALTOONA PA AREA SCH DIST 021807KU5 2000000.00000000 PA USD 2381320.00000000 3.429801376771 Long DBT MUN US N 2 2039-12-01 Fixed 5.00000000 N N N 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 1329998.80000000 1.915589553417 Long DBT MUN US N 2 2029-12-01 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 1900553.70000000 2.737356464855 Long DBT MUN US N 2 2030-11-01 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 3590000.00000000 OU Notional Amount USD 90978.12000000 0.131035258273 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-08-09 0.00000000 USD 0.00000000 USD 3590000.00000000 USD 90978.12000000 N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU 709221VJ1 1000000.00000000 PA USD 1207770.00000000 1.739544122093 Long DBT MUN US N 2 2043-12-01 Fixed 5.00000000 N N N N N N School District of Philadelphia/The 254900HSKDHZKBZCUL90 PHILADELPHIA PA SCH DIST 717883WG3 750000.00000000 PA USD 917122.50000000 1.320926214523 Long DBT MUN US N 2 2044-09-01 Fixed 5.00000000 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 -22043.35000000 -0.03174890908 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2020-10-15 0.00000000 USD 0.00000000 USD 1338000.00000000 USD -22043.35000000 N N N Montgomery County Industrial Development Authority/PA N/A MONTGOMERY CNTY PA INDL DEV AUTH 61360PCM0 500000.00000000 PA USD 590795.00000000 0.850918610010 Long DBT MUN US N 2 2045-11-15 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 112539.00000000 0.162089268615 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N Philadelphia Parking Authority/The N/A PHILADELPHIA PA PKG AUTH 717842JJ8 2725000.00000000 PA USD 2732548.25000000 3.935673387006 Long DBT MUN US N 2 2026-09-01 Fixed 5.00000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XH3 500000.00000000 PA USD 612000.00000000 0.881460048453 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190UR7 100000.00000000 PA USD 107574.00000000 0.154938207928 Long DBT MUN PR N 2 2041-07-01 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 90068FAZ9 145000.00000000 PA USD 160954.35000000 0.231821616257 Long DBT MUN US N 2 2044-05-01 Fixed 5.25000000 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 1070280.00000000 1.541518072972 Long DBT MUN US N 2 2035-01-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO 000000000 475000.00000000 OU Notional Amount USD 15337.07000000 0.022089892917 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 475000.00000000 USD 15337.07000000 N N N Northeastern Pennsylvania Hospital and Education Authority N/A N ESTRN PA HOSP & EDU AUTH 664556CE5 520000.00000000 PA USD 543467.60000000 0.782753230439 Long DBT MUN US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Berks County Industrial Development Authority N/A BERKS CNTY PA INDL DEV AUTH HLTHCARE FACS REVENUE 08452RAQ9 500000.00000000 PA USD 529115.00000000 0.762081263950 Long DBT MUN US N 2 2043-05-15 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 -63456.78000000 -0.09139643198 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 1140000.00000000 USD -63456.78000000 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 1077257.50000000 1.551567725730 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 TURNPIKE REVENUE 709224XY0 435000.00000000 PA USD 440154.75000000 0.633952332127 Long DBT MUN US N 2 2030-12-01 Floating 5.00000000 N N N N N N City of Philadelphia PA 549300IVFOPB4AG7UL47 PHILADELPHIA PA 717813TF6 1000000.00000000 PA USD 1237300.00000000 1.782076009725 Long DBT MUN US N 2 2031-08-01 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 378971.25000000 0.545830092136 Long DBT MUN US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709224WN5 1000000.00000000 PA USD 1185000.00000000 1.706748623231 Long DBT MUN US N 2 2036-06-01 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 418112.50000000 0.602205007367 Long DBT MUN US N 2 2035-01-01 Floating 4.38000000 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 -50435.00000000 -0.07264123781 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2020-09-20 0.00000000 USD 0.00000000 USD 2612000.00000000 USD -50435.00000000 N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NV7 1000000.00000000 PA USD 1236360.00000000 1.780722133180 Long DBT MUN US N 2 2036-07-01 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 1140000.00000000 OU Notional Amount USD -64030.81000000 -0.09222320406 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 1140000.00000000 USD -64030.81000000 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 11060.57000000 0.015930474784 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-05 0.00000000 USD 0.00000000 USD 231000.00000000 USD 11060.57000000 N N N 2020-09-30 AB MUNICIPAL INCOME FUND II Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX