Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO

NPORT-P false 0000899774 XXXXXXXX S000010353 C000028637 C000082954 C000028639 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Arizona Portfolio S000010353 OUXVEG9ZKF3SH2RPZP50 2022-05-31 2021-11-30 N 123414925.55 441762.76 122973162.79 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 0.00000000 USD N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO 000000000 1150000.00000000 OU Notional Amount USD -6319.99000000 -0.00513932459 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-15 0.00000000 USD 0.00000000 USD 1150000.00000000 USD -6319.99000000 N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH 56682HBX6 1400000.00000000 PA USD 1681685.88000000 1.367522670675 Long DBT MUN US N 2 2033-01-01 Fixed 5.00000000 N N N N N N City of Tempe AZ Excise Tax Revenue N/A TEMPE AZ EXCISE TAX REVENUE 87971HKE3 520000.00000000 PA USD 617002.05000000 0.501737156304 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS2A5P6 IRS USD R V 03MLIBOR IS2A5Q7 CCPVANILLA / Short: BS2A5P6 IRS USD P F 1.05800 IS2A5P6 CCPVANILLA 000000000 3200000.00000000 OU Notional Amount USD 47353.42000000 0.038507117264 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 3200000.00000000 USD 47353.42000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS281C9 IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9 IRS USD P F 2.58500 IS281C9 CCPINFLATIONZERO 000000000 370000.00000000 OU Notional Amount USD 19703.06000000 0.016022243840 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 370000.00000000 USD 19703.06000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWR REVENUE 74526QPP1 100000.00000000 PA USD 110297.43000000 0.089692277158 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZR2 130000.00000000 PA USD 140711.90000000 0.114424884915 Long DBT MUN US N 2 2034-07-01 Fixed 5.25000000 N N N N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE 67766WXM9 320000.00000000 PA USD 324484.35000000 0.263865987210 Long DBT MUN US N 2 2033-06-01 Floating 4.37500000 N N N N N N North Carolina Medical Care Commission 549300FH6KOXGCHQYG81 NORTH CAROLINA ST MED CARE COMMISSION RETMNT FACS REVENUE 65820YLK0 300000.00000000 PA USD 319917.78000000 0.260152518437 Long DBT MUN US N 2 2037-07-01 Fixed 4.70000000 N N N N N N Antonio B Won Pat International Airport Authority N/A GUAM INTERNATIONAL ARPT AUTH 40064REK1 100000.00000000 PA USD 103507.57000000 0.084170861065 Long DBT MUN US N 2 2036-10-01 Fixed 3.83900000 N N N N N N Industrial Development Authority of the City of Phoenix/The 549300A62PWFBDWB8332 PHOENIX AZ INDL DEV AUTH EDU REVENUE 71885FBP1 2500000.00000000 PA USD 2602903.00000000 2.116643128423 Long DBT MUN US N 2 2032-12-01 Fixed 5.00000000 N N N N N N Western Maricopa Education Center District No 402 N/A WESTERN MARICOPA AZ EDU CTR DT #402 95855RBN5 1765000.00000000 PA USD 1931303.60000000 1.570508195595 Long DBT MUN US N 2 2033-07-01 Fixed 4.50000000 N N N N N N La Paz County Industrial Development Authority N/A LA PAZ CNTY AZ INDL DEV AUTH EDU FAC LEASE REVENUE 50376FBR7 345000.00000000 PA USD 388006.80000000 0.315521526158 Long DBT MUN US N 2 2046-02-15 Fixed 4.00000000 N N N N N N McAllister Academic Village LLC N/A MCALLISTER ACADEMIC VLG LLC AZ REVENUE 579173CM5 2500000.00000000 PA USD 2961080.00000000 2.407907492024 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N La Paz County Industrial Development Authority N/A LA PAZ CNTY AZ INDL DEV AUTH EDU FAC LEASE REVENUE 50376FBS5 580000.00000000 PA USD 649440.56000000 0.528115684158 Long DBT MUN US N 2 2051-02-15 Fixed 4.00000000 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 1675000.00000000 OU Notional Amount USD -4615.33000000 -0.00375311970 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 1675000.00000000 USD -4615.33000000 N N N City of Phoenix Civic Improvement Corp N/A PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE 71883MKZ6 750000.00000000 PA USD 903541.50000000 0.734746898835 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 1263247.75000000 NS USD 1263247.75000000 1.027254826451 Long STIV RF US N 1 N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JL6 705000.00000000 PA USD 808417.58000000 0.657393500873 Long DBT MUN US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NGM3 390000.00000000 PA USD 418998.96000000 0.340723903080 Long DBT MUN US N 2 2061-07-01 Fixed 4.00000000 N N N N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NBQ9 750000.00000000 PA USD 880241.03000000 0.715799293137 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Indiana Finance Authority 549300PS0PAS7NDSSI20 INDIANA ST FIN AUTH EXEMPT FAC REVENUE 45470DAA5 145000.00000000 PA USD 137222.50000000 0.111587355229 Long DBT MUN US N 2 2039-03-01 Fixed 7.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2C596 IRS USD R F 3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596 IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO 000000000 1150000.00000000 OU Notional Amount USD 4963.89000000 0.004036563659 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-15 0.00000000 USD -1605.20000000 USD 1150000.00000000 USD 6569.09000000 N N N Western Maricopa Education Center District No 402 N/A WESTERN MARICOPA AZ EDU CTR DT #402 95855RBP0 2175000.00000000 PA USD 2377007.69000000 1.932948324716 Long DBT MUN US N 2 2034-07-01 Fixed 4.50000000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA INDL DEV AUTH HOSP REVENUE 04052EAT5 1500000.00000000 PA USD 1920167.70000000 1.561452642540 Long DBT MUN US N 2 2037-02-01 Fixed 5.00000000 N N N N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NAT4 1700000.00000000 PA USD 1910124.93000000 1.553286007014 Long DBT MUN US N 2 2047-07-01 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 100000.00000000 PA USD 112000.76000000 0.091077400514 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GA85 755000.00000000 PA USD 1217773.40000000 0.990275741772 Long DBT MUN US N 2 2050-10-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2BYW9 IRS USD R F 2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9 IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO 000000000 560000.00000000 OU Notional Amount USD -1114.08000000 -0.00090595376 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 560000.00000000 USD -1114.08000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS283G7 IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7 IRS USD P F 2.61250 IS283G7 CCPINFLATIONZERO 000000000 370000.00000000 OU Notional Amount USD 19274.83000000 0.015674013388 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 370000.00000000 USD 19274.83000000 N N N Glendale Industrial Development Authority N/A GLENDALE AZ INDL DEV AUTH SENIOR LIVING FACS REVENUE 378287AP1 1000000.00000000 PA USD 1082450.30000000 0.880232951191 Long DBT MUN US N 2 2039-05-15 Fixed 5.00000000 N N N N N N City of Glendale AZ Water & Sewer Revenue N/A GLENDALE AZ WTR & SWR REVENUE 378352NZ7 2000000.00000000 PA USD 2053138.40000000 1.669582495414 Long DBT MUN US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Guam Department of Education N/A GUAM GOVT DEPT OF EDU COPS 40065AAH8 310000.00000000 PA USD 353457.82000000 0.287426794579 Long DBT MUN US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Tempe Industrial Development Authority N/A TEMPE AZ INDL DEV AUTH REVENUE 87972MAX0 400000.00000000 PA USD 439202.48000000 0.357153113765 Long DBT MUN US N 2 2047-10-01 Fixed 6.12500000 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 480000.00000000 PA USD 549867.50000000 0.447144309802 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N Arizona Department of Transportation State Highway Fund Revenue N/A ARIZONA ST TRANSPRTN BRD HIGHWAY REVENUE 040654VV4 3000000.00000000 PA USD 3083456.70000000 2.507422457097 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS2A158 IRS USD R V 03MLIBOR IS2A169 CCPVANILLA / Short: BS2A158 IRS USD P F 1.20900 IS2A158 CCPVANILLA 000000000 2400000.00000000 OU Notional Amount USD 12576.96000000 0.010227402235 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 2400000.00000000 USD 12576.96000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO 000000000 630000.00000000 OU Notional Amount USD 25017.83000000 0.020344138048 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 630000.00000000 USD 25017.83000000 N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH EDU REVENUE 04052BQV9 1000000.00000000 PA USD 1060828.80000000 0.862650659649 Long DBT MUN US N 2 2051-07-01 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 225000.00000000 PA USD 292857.30000000 0.238147326909 Long DBT MUN US N 2 2038-09-01 Fixed 7.12500000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD 04052FBV6 2000000.00000000 PA USD 2282971.80000000 1.856479697036 Long DBT MUN US N 2 2050-11-01 Fixed 4.00000000 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 1675000.00000000 OU Notional Amount USD -5323.93000000 -0.00432934298 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 1675000.00000000 USD -5323.93000000 N N N Golden State Tobacco Securitization Corp N/A GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT 38122NZU9 465000.00000000 PA USD 475063.11000000 0.386314460181 Long DBT MUN US N 2 2047-06-01 Fixed 5.00000000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH 546282H72 500000.00000000 PA USD 542836.65000000 0.441426924122 Long DBT MUN US N 2 2045-11-15 Fixed 6.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: BS2BLY0 CDS USD R V 03MEVENT IS2BLZ1 CCPCDX / Short: BS2BLY0 CDS USD P F 5.00000 IS2BLY0 CCPCDX 000000000 2500000.00000000 OU Notional Amount USD -213959.35000000 -0.17398865341 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S37.V1 2I65BRYQ7 Y buy protection 2026-12-20 0.00000000 USD -234007.66000000 USD 2500000.00000000 USD 20048.31000000 N N N City of Buckeye AZ N/A BUCKEYE AZ EXCISE TAX REVENUE 118087BY0 3450000.00000000 PA USD 3962864.58000000 3.222544244688 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA INDL DEV AUTH HOSP REVENUE 04052EBQ0 1500000.00000000 PA USD 1810355.70000000 1.472155110047 Long DBT MUN US N 2 2038-02-01 Fixed 4.00000000 N N N N N N Student & Academic Services LLC N/A STUDENT & ACADEMIC SVCS LLC AZ LEASE REVENUE 86386TAW9 1200000.00000000 PA USD 1309486.08000000 1.064855168632 Long DBT MUN US N 2 2044-06-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2CJA5 IRS USD R V 03MLIBOR IS2CJB6 CCPVANILLA / Short: BS2CJA5 IRS USD P F 1.42700 IS2CJA5 CCPVANILLA 000000000 1100000.00000000 OU Notional Amount USD 4626.53000000 0.003762227379 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 1100000.00000000 USD 4626.53000000 N N N Cook County Forest Preserve District N/A COOK CNTY IL FOREST PRESERVATION DIST 213201RY4 2360000.00000000 PA USD 2418333.30000000 1.966553713943 Long DBT MUN US N 2 2032-12-15 Fixed 5.00000000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE 939783ZB5 100000.00000000 PA USD 111436.15000000 0.090618267816 Long DBT MUN US N 2 2055-01-01 Fixed 5.00000000 N N N N N N City of Glendale AZ 5493002BC35ZY7XRQ949 GLENDALE AZ COPS 37828AAG4 2000000.00000000 PA USD 2000302.00000000 1.626616697999 Long DBT MUN US N 2 2030-07-01 Fixed 2.22200000 N N N N N N Salt Verde Financial Corp 549300VEWOZY6TQOIF03 SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE 79575EAJ7 650000.00000000 PA USD 708088.49000000 0.575807333840 Long DBT MUN US N 2 2023-12-01 Fixed 5.25000000 N N N N N N Halifax Hospital Medical Center N/A HALIFAX FL HOSP MED CTR 405815HX2 1000000.00000000 PA USD 1136354.00000000 0.924066661553 Long DBT MUN US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 626207Z56 200000.00000000 PA USD 242407.54000000 0.197122310673 Long DBT MUN US N 2 2056-01-01 Fixed 5.00000000 N N N N N N Glendale Municipal Property Corp N/A GLENDALE AZ MUNI PROPERTY CORP EXCISE TAX REVENUE 378294FC1 2500000.00000000 PA USD 2615105.25000000 2.126565821898 Long DBT MUN US N 2 2038-07-01 Fixed 5.00000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 50000.00000000 PA USD 58577.04000000 0.047634002957 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority N/A GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE 40065FCH5 775000.00000000 PA USD 872414.79000000 0.709435107796 Long DBT MUN US N 2 2046-01-01 Fixed 5.00000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 N TX TOLLWAY AUTH REVENUE 66285WPN0 1300000.00000000 PA USD 1469687.31000000 1.195128495239 Long DBT MUN US N 2 2034-01-01 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 345000.00000000 PA USD 356212.50000000 0.289666860572 Long DBT MUN US N 2 2026-06-01 Fixed 6.62500000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZS0 130000.00000000 PA USD 140006.53000000 0.113851288218 Long DBT MUN US N 2 2036-07-01 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 74529JRJ6 5000.00000000 PA USD 5600.04000000 0.004553871652 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N Glendale Industrial Development Authority N/A GLENDALE AZ INDL DEV AUTH 378286JK5 1000000.00000000 PA USD 1073791.40000000 0.873191658763 Long DBT MUN US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Tempe Industrial Development Authority N/A TEMPE AZ INDL DEV AUTH REVENUE 87972MBE1 815000.00000000 PA USD 910784.99000000 0.740637200293 Long DBT MUN US N 2 2054-12-01 Fixed 5.00000000 N N N N N N City of Tempe AZ N/A TEMPE AZ COPS 87971LAN5 1250000.00000000 PA USD 1234140.00000000 1.003584824525 Long DBT MUN US N 2 2031-07-01 Fixed 1.95100000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH REVENUE 04052ABH8 1041314.60000000 PA USD 1166433.86000000 0.948527169291 Long DBT MUN US N 2 2033-05-20 Fixed 3.62500000 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 2840000.00000000 OU Notional Amount USD 437258.81000000 0.355572549391 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 2840000.00000000 USD 437258.81000000 N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH REVENUE 04052AAQ9 1000000.00000000 PA USD 1058569.40000000 0.860813348199 Long DBT MUN US N 2 2043-05-01 Fixed 5.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 CHICAGO IL BRD OF EDU 167505UX2 335000.00000000 PA USD 409183.00000000 0.332741706171 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2C9W7 IRS USD R V 03MLIBOR IS2C9X8 CCPVANILLA / Short: BS2C9W7 IRS USD P F 1.53650 IS2C9W7 CCPVANILLA 000000000 1150000.00000000 OU Notional Amount USD -6723.23000000 -0.00546723353 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 1150000.00000000 USD -6723.23000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2B560 IRS USD R F 2.74800 IS2B560 CCPINFLATIONZERO / Short: SS2B560 IRS USD P V 12MUSCPI IS2B571 CCPINFLATIONZERO 000000000 500000.00000000 OU Notional Amount USD -11243.70000000 -0.00914321445 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 500000.00000000 USD -11243.70000000 N N N Tuscaloosa County Industrial Development Authority N/A TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE 90068FAZ9 215000.00000000 PA USD 248321.35000000 0.201931335558 Long DBT MUN US N 2 2044-05-01 Fixed 5.25000000 N N N N N N University of Arizona/The N/A ARIZONA BRD OF RGTS UNIV ARIZONA SYS REVENUE 040484LX3 3765000.00000000 PA USD 4208666.85000000 3.422427100770 Long DBT MUN US N 2 2033-08-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2CQM6 IRS USD R F 3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6 IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO 000000000 640000.00000000 OU Notional Amount USD 6794.27000000 0.005525002241 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-15 0.00000000 USD 0.00000000 USD 640000.00000000 USD 6794.27000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2CJW7 IRS USD R F 1.68050 IS2CJW7 CCPVANILLA / Short: SS2CJW7 IRS USD P V 03MLIBOR IS2CJX8 CCPVANILLA 000000000 800000.00000000 OU Notional Amount USD 8583.47000000 0.006979953841 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 800000.00000000 USD 8583.47000000 N N N Northern Arizona University N/A NTHRN AZ UNIV 6647543N6 1000000.00000000 PA USD 1136354.00000000 0.924066661553 Long DBT MUN US N 2 2034-06-01 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 130000.00000000 PA USD 112300.66000000 0.091321274863 Long DBT MUN US N 2 2029-07-01 None 0.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AJ32 1000000.00000000 PA USD 1217200.70000000 0.989810030403 Long DBT MUN US N 2 2027-11-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2COQ6 IRS USD R F 3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6 IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO 000000000 2200000.00000000 OU Notional Amount USD 43737.87000000 0.035567004220 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-15 0.00000000 USD 0.00000000 USD 2200000.00000000 USD 43737.87000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2C3K3 IRS USD R F 1.82000 IS2C3K3 CCPVANILLA / Short: SS2C3K3 IRS USD P V 03MLIBOR IS2C3L4 CCPVANILLA 000000000 1000000.00000000 OU Notional Amount USD 26063.80000000 0.021194705746 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 26063.80000000 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 2140000.00000000 OU Notional Amount USD 414237.12000000 0.336851643563 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 2140000.00000000 USD 414237.12000000 N N N Salt Verde Financial Corp 549300VEWOZY6TQOIF03 SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE 79575EAH1 515000.00000000 PA USD 538688.25000000 0.438053505153 Long DBT MUN US N 2 2022-12-01 Fixed 5.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2BYU7 IRS USD R F 1.76400 IS2BYU7 CCPVANILLA / Short: SS2BYU7 IRS USD P V 03MLIBOR IS2BYV8 CCPVANILLA 000000000 850000.00000000 OU Notional Amount USD 16197.47000000 0.013171548679 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 850000.00000000 USD 16197.47000000 N N N Delaware State Economic Development Authority N/A DELAWARE ST ECON DEV AUTH REVENUE 246387RR7 520000.00000000 PA USD 600442.39000000 0.488271079947 Long DBT MUN US N 2 2036-09-01 Fixed 5.00000000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH REVENUE 04052AAR7 1100000.00000000 PA USD 1156380.72000000 0.940352101030 Long DBT MUN US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Indiana Finance Authority 549300PS0PAS7NDSSI20 INDIANA ST FIN AUTH POLL CONTROL REVENUE 45505VAD8 100000.00000000 PA USD 106471.26000000 0.086580890971 Long DBT MUN US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Maricopa County Special Health Care District N/A MARICOPA CNTY AZ SPL HLTH CARE DIST 56756TAS3 1700000.00000000 PA USD 2098809.80000000 1.706721818307 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N City of Mesa AZ Utility System Revenue N/A MESA AZ UTILITY SYS REVENUE 590545WD7 1000000.00000000 PA USD 1134945.90000000 0.922921614969 Long DBT MUN US N 2 2032-07-01 Fixed 4.00000000 N N N N N N City of Mesa AZ Excise Tax Revenue N/A MESA AZ EXCISE TAX REVENUE 590494AX8 4000000.00000000 PA USD 4109846.40000000 3.342067737997 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD 04052FBU8 1000000.00000000 PA USD 1147678.40000000 0.933275500086 Long DBT MUN US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Kalispel Tribe of Indians N/A KALISPEL TRIBE OF INDIANS PRIORITY DIST WA REVENUE 48340PAU6 225000.00000000 PA USD 267185.99000000 0.217271788362 Long DBT MUN US N 2 2038-01-01 Fixed 5.25000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 N TX TOLLWAY AUTH REVENUE 66285WNL6 1000000.00000000 PA USD 1128892.70000000 0.917999240149 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 90000.00000000 PA USD 104055.34000000 0.084616299718 Long DBT MUN US N 2 2031-11-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2CQK4 IRS USD R F 3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4 IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO 000000000 2230000.00000000 OU Notional Amount USD 17031.09000000 0.013849436424 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-15 0.00000000 USD 0.00000000 USD 2230000.00000000 USD 17031.09000000 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 510000.00000000 OU Notional Amount USD 73859.29000000 0.060061307950 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 510000.00000000 USD 73859.29000000 N N N Salt River Project Agricultural Improvement & Power District SHB8HO6GKXJ83RX5OV39 SALT RIVER AZ PROJ AGRIC IMPT& PWR DIST ELEC SYS REVENUE 79574CEY5 2750000.00000000 PA USD 3520214.78000000 2.862587820085 Long DBT MUN US N 2 2029-01-01 Fixed 5.00000000 N N N N N N County of Pinal AZ N/A PINAL CNTY AZ REVENUE OBLGS 72205RBM3 2840000.00000000 PA USD 3140211.86000000 2.553574933550 Long DBT MUN US N 2 2032-08-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2A9L0 IRS USD R F 1.75050 IS2A9L0 CCPVANILLA / Short: SS2A9L0 IRS USD P V 03MLIBOR IS2A9M1 CCPVANILLA 000000000 600000.00000000 OU Notional Amount USD 9301.64000000 0.007563959313 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 600000.00000000 USD 9301.64000000 N N N Mission Economic Development Corp N/A MISSION TX ECON DEV CORP REVENUE 605156AC2 290000.00000000 PA USD 305043.72000000 0.248057147656 Long DBT MUN US N 2 2031-10-01 Fixed 4.62500000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA INDL DEV AUTH STUDENT HSG REVENUE 04052VAU4 2300000.00000000 PA USD 2777651.58000000 2.258746149957 Long DBT MUN US N 2 2058-06-01 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 510000.00000000 OU Notional Amount USD 74657.67000000 0.060710539036 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 510000.00000000 USD 74657.67000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO 000000000 650000.00000000 OU Notional Amount USD 18269.35000000 0.014856371573 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 650000.00000000 USD 18269.35000000 N N N La Paz County Industrial Development Authority N/A LA PAZ CNTY AZ INDL DEV AUTH EDU FAC LEASE REVENUE 50376FBQ9 205000.00000000 PA USD 231795.12000000 0.188492443994 Long DBT MUN US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Arizona Health Facilities Authority N/A ARIZONA ST HLTH FACS AUTH 040507PQ2 3000000.00000000 PA USD 3377352.90000000 2.746414602483 Long DBT MUN US N 2 2034-12-01 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 165000.00000000 PA USD 170593.85000000 0.138724455100 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N City of Phoenix Civic Improvement Corp N/A PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE 71883MPB4 2500000.00000000 PA USD 3087055.25000000 2.510348745987 Long DBT MUN US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Arizona State University 254900BLZ1MCZ5JLK411 ARIZONA BRD OF RGTS ST UNIV SYS REVENUE 04048RKQ8 2050000.00000000 PA USD 2291571.59000000 1.863472922066 Long DBT MUN US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Arizona Game & Fish Department & Commission N/A ARIZONA ST GAME & FISH DEPT & COMMISSION BENEFICIAL INTEREST 04051JAU2 1000000.00000000 PA USD 1003972.60000000 0.816416018928 Long DBT MUN US N 2 2026-07-01 Fixed 5.00000000 N N N N N N Industrial Development Authority of the City of Phoenix/The 549300A62PWFBDWB8332 PHOENIX AZ INDL DEV AUTH STUDENT HSG REVENUE 71885DDH2 1250000.00000000 PA USD 1471690.75000000 1.196757663713 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 N N N N N N Kentucky Economic Development Finance Authority N/A KENTUCKY ST ECON DEV FIN AUTH 49126KKE0 1000000.00000000 PA USD 1181659.80000000 0.960908683806 Long DBT MUN US N 2 2041-06-01 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 830000.00000000 PA USD 986943.21000000 0.802567964918 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS281O1 IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1 IRS USD P F 2.56500 IS281O1 CCPINFLATIONZERO 000000000 740000.00000000 OU Notional Amount USD 40028.57000000 0.032550655030 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 740000.00000000 USD 40028.57000000 N N N Maricopa County Special Health Care District N/A MARICOPA CNTY AZ SPL HLTH CARE DIST 56756TAQ7 3000000.00000000 PA USD 3714353.70000000 3.020458786071 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N City of Tucson AZ Water System Revenue N/A TUCSON AZ WTR SYS REVENUE 8987967T8 500000.00000000 PA USD 514028.65000000 0.418000674568 Long DBT MUN US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Salt River Project Agricultural Improvement & Power District SHB8HO6GKXJ83RX5OV39 SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC SYS REVENUE 79574CAA1 1500000.00000000 PA USD 1536088.35000000 1.249124862001 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2APJ0 IRS USD R F 2.72150 IS2APJ0 CCPINFLATIONZERO / Short: SS2APJ0 IRS USD P V 12MUSCPI IS2APK1 CCPINFLATIONZERO 000000000 330000.00000000 OU Notional Amount USD -8524.11000000 -0.00693168314 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 330000.00000000 USD -8524.11000000 N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH 56682HBZ1 2000000.00000000 PA USD 2401215.20000000 1.952633522243 Long DBT MUN US N 2 2035-01-01 Fixed 5.00000000 N N N N N N Parish of St James LA N/A SAINT JAMES PARISH LA REVENUE 790103AV7 100000.00000000 PA USD 132003.66000000 0.107343469912 Long DBT MUN US N 2 2040-07-01 Fixed 6.35000000 N N N N N N Puerto Rico Public Buildings Authority N/A PUERTO RICO PUBLIC BLDGS AUTH REVENUE GTD 745235K34 100000.00000000 PA USD 109416.22000000 0.088975689912 Long DBT MUN US N 2 2025-07-01 Fixed 6.00000000 N N N N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NAS6 750000.00000000 PA USD 853209.30000000 0.693817480694 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N City of Phoenix Civic Improvement Corp N/A PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE 71883RRJ4 1500000.00000000 PA USD 1965482.55000000 1.598302024122 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N North Carolina Medical Care Commission 549300FH6KOXGCHQYG81 NORTH CAROLINA ST MED CARE COMMISSION HLTH CARE FACS REVENUE 65821DTH4 500000.00000000 PA USD 530837.15000000 0.431669104019 Long DBT MUN US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 170000.00000000 PA USD 195986.66000000 0.159373521468 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Salt Verde Financial Corp 549300VEWOZY6TQOIF03 SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE 79575EAS7 2500000.00000000 PA USD 3504615.75000000 2.849902914170 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N Industrial Development Authority of the City of Phoenix/The 549300A62PWFBDWB8332 PHOENIX AZ INDL DEV AUTH STUDENT HSG REVENUE 71885DDC3 1000000.00000000 PA USD 1186812.30000000 0.965098622393 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Arizona Industrial Development Authority N/A ARIZONA ST INDL DEV AUTH EDU REVENUE 04052BLS1 600000.00000000 PA USD 640968.24000000 0.521226115892 Long DBT MUN US N 2 2050-07-15 Fixed 4.00000000 N N N N N N 2021-12-21 AB MUNICIPAL INCOME FUND II Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer