NPORT-P false 0000899774 XXXXXXXX S000010355 C000082955 C000028645 C000028643 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Massachusetts Portfolio S000010355 GX8OABUX9TYQCBNLUZ20 2022-05-31 2021-11-30 N 228375489.42 794774.67 227580714.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 102619.00000000 0.00000000 0.00000000 0.00000000 USD N Commonwealth of Massachusetts Transportation Fund Revenue N/A 57604THJ8 2500000.00000000 PA USD 3114902.50000000 1.368702310044 Long DBT MUN US N 2 2049-06-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2050000.00000000 OU Notional Amount USD -11266.06000000 -0.00495035794 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-15 0.00000000 USD 0.00000000 USD 2050000.00000000 USD -11266.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3500000.00000000 OU Notional Amount USD -36312.13000000 -0.01595571489 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 3500000.00000000 USD -36312.13000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 662000.00000000 OU Notional Amount USD 35252.50000000 0.015490108658 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 662000.00000000 USD 35252.50000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QPP1 240000.00000000 PA USD 264713.83000000 0.116316459543 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Territory of Guam N/A 40065NCR6 1255000.00000000 PA USD 1416713.15000000 0.622510194484 Long DBT MUN US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 745190ZR2 260000.00000000 PA USD 281423.79000000 0.123658891883 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 67766WXM9 600000.00000000 PA USD 608408.16000000 0.267337309608 Long DBT MUN US N 2 2033-06-01 Floating 4.37500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -16975.98000000 -0.00745932273 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 3000000.00000000 USD -16975.98000000 N N N North Carolina Medical Care Commission 549300FH6KOXGCHQYG81 65820YLK0 540000.00000000 PA USD 575852.00000000 0.253031984995 Long DBT MUN US N 2 2037-07-01 Fixed 4.70000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YSV2 1000000.00000000 PA USD 1192505.10000000 0.523992158698 Long DBT MUN US N 2 2026-07-01 Fixed 5.00000000 N N N N N N Arizona Sports & Tourism Authority N/A 040583BK1 4065000.00000000 PA USD 4158312.08000000 1.827181219888 Long DBT MUN US N 2 2029-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583UN79 7000000.00000000 PA USD 7697693.50000000 3.382401495863 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583U6R4 3755000.00000000 PA USD 4251433.15000000 1.868099041111 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XD24 700000.00000000 PA USD 817609.59000000 0.359261368388 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 3025000.00000000 OU Notional Amount USD -8335.18000000 -0.00366251596 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 3025000.00000000 USD -8335.18000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YH28 1500000.00000000 PA USD 1911558.75000000 0.839947599294 Long DBT MUN US N 2 2050-07-01 Fixed 5.00000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 13029441.14000000 NS USD 13029441.14000000 5.725195631937 Long STIV RF US N 1 N N N Guam Power Authority 549300IPOV320QCKW060 400653JL6 1420000.00000000 PA USD 1628302.07000000 0.715483327218 Long DBT MUN US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3000000.00000000 OU Notional Amount USD 343069.00000000 0.150746077222 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2039-04-01 0.00000000 USD 0.00000000 USD 3000000.00000000 USD 343069.00000000 N N N County of Miami-Dade FL Aviation Revenue N/A 59333PH43 3000000.00000000 PA USD 3356926.20000000 1.475048623380 Long DBT MUN US N 2 2027-10-01 Fixed 5.00000000 N N N N N N Indiana Finance Authority 549300PS0PAS7NDSSI20 45470DAA5 270000.00000000 PA USD 255517.77000000 0.112275668999 Long DBT MUN US N 2 2039-03-01 Fixed 7.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2060000.00000000 OU Notional Amount USD 8891.85000000 0.003907119287 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-15 0.00000000 USD -2874.81000000 USD 2060000.00000000 USD 11766.66000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XVS7 2055000.00000000 PA USD 2407628.14000000 1.057922742990 Long DBT MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 745190UR7 100000.00000000 PA USD 108790.09000000 0.047802859798 Long DBT MUN US N 2 2041-07-01 Fixed 5.25000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A 74529JRH0 165000.00000000 PA USD 184801.25000000 0.081202508834 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1250000.00000000 OU Notional Amount USD 18008.79000000 0.007913144143 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-15 0.00000000 USD 0.00000000 USD 1250000.00000000 USD 18008.79000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2250000.00000000 OU Notional Amount USD -7061.55000000 -0.00310287715 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 2250000.00000000 USD -7061.55000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1060000.00000000 OU Notional Amount USD -2108.80000000 -0.00092661630 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 1060000.00000000 USD -2108.80000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 663000.00000000 OU Notional Amount USD 34538.41000000 0.015176334268 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 663000.00000000 USD 34538.41000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YM97 2000000.00000000 PA USD 2296384.80000000 1.009041913996 Long DBT MUN US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YQG7 1000000.00000000 PA USD 1225465.90000000 0.538475283965 Long DBT MUN US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A 74529JPX7 815000.00000000 PA USD 933629.20000000 0.410240912120 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA 549300IVFOPB4AG7UL47 717813VS5 1000000.00000000 PA USD 1208777.30000000 0.531142237305 Long DBT MUN US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XD32 735000.00000000 PA USD 856999.64000000 0.376569535314 Long DBT MUN US N 2 2035-01-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YL64 1000000.00000000 PA USD 1153500.40000000 0.506853316313 Long DBT MUN US N 2 2051-07-01 Fixed 4.00000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582REC6 10000000.00000000 PA USD 11558237.00000000 5.078741848885 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1130000.00000000 OU Notional Amount USD 44873.25000000 0.019717509916 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 1130000.00000000 USD 44873.25000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584X3W9 1150000.00000000 PA USD 1145065.24000000 0.503146868686 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N American Samoa Economic Development Authority N/A 02936TAG6 395000.00000000 PA USD 514127.26000000 0.225909853813 Long DBT MUN US N 2 2038-09-01 Fixed 7.12500000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583UK23 1055000.00000000 PA USD 1185268.66000000 0.520812434086 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 3025000.00000000 OU Notional Amount USD -9614.87000000 -0.00422481756 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 3025000.00000000 USD -9614.87000000 N N N Golden State Tobacco Securitization Corp N/A 38122NZU9 875000.00000000 PA USD 893935.96000000 0.392799522130 Long DBT MUN US N 2 2047-06-01 Fixed 5.00000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914440SY9 380000.00000000 PA USD 431048.93000000 0.189404858172 Long DBT MUN US N 2 2044-11-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YPA1 1340000.00000000 PA USD 1669387.54000000 0.733536469394 Long DBT MUN US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Massachusetts School Building Authority N/A 576000PH0 2500000.00000000 PA USD 2672962.00000000 1.174511646532 Long DBT MUN US N 2 2032-05-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XPS4 2000000.00000000 PA USD 2353644.20000000 1.034201954495 Long DBT MUN US N 2 2031-10-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1550000.00000000 OU Notional Amount USD 52728.03000000 0.023168935934 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2039-04-01 0.00000000 USD 0.00000000 USD 1550000.00000000 USD 52728.03000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XPV7 2100000.00000000 PA USD 2463685.56000000 1.082554628016 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD 40176.03000000 0.017653530108 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 2500000.00000000 USD 40176.03000000 N N N Massachusetts Port Authority 254900JRR8IDSSKWCL90 575896YD1 2250000.00000000 PA USD 2910169.13000000 1.278741537127 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Massachusetts Health & Educational Facilities Authority 549300MV50RWQFTX5223 57586CGB5 1475000.00000000 PA USD 1475000.00000000 0.648121701182 Long DBT MUN US N 2 2040-07-01 Floating 0.05000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914437TD0 2500000.00000000 PA USD 3095116.25000000 1.360008141902 Long DBT MUN US N 2 2034-11-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2100000.00000000 OU Notional Amount USD 8832.48000000 0.003881031839 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 2100000.00000000 USD 8832.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4000000.00000000 OU Notional Amount USD 1093121.31000000 0.480322469854 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2044-04-01 0.00000000 USD 0.00000000 USD 4000000.00000000 USD 1093121.31000000 N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RRH1 5000000.00000000 PA USD 6130224.50000000 2.693648495978 Long DBT MUN US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Michigan Public Power Agency N/A 594570KR3 1605000.00000000 PA USD 1610448.98000000 0.707638598362 Long DBT MUN US N 2 2032-01-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XYG0 700000.00000000 PA USD 989855.93000000 0.434947192730 Long DBT MUN US N 2 2036-07-15 Fixed 5.00000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 2510933Q1 90000.00000000 PA USD 105438.66000000 0.046330226230 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YM71 350000.00000000 PA USD 410052.69000000 0.180179014926 Long DBT MUN US N 2 2030-07-01 Fixed 4.00000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PCU2 3000000.00000000 PA USD 2965678.20000000 1.303132474672 Long DBT MUN US N 2 2037-05-01 Floating 0.65800000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A 74527JAC1 640000.00000000 PA USD 660800.00000000 0.290358522129 Long DBT MUN US N 2 2026-06-01 Fixed 6.62500000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XNM9 2000000.00000000 PA USD 2219371.80000000 0.975202051912 Long DBT MUN US N 2 2036-07-01 Fixed 4.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 745190ZS0 230000.00000000 PA USD 247703.86000000 0.108842201445 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 74529JRJ6 15000.00000000 PA USD 16800.11000000 0.007382044659 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3100000.00000000 OU Notional Amount USD 137940.58000000 0.060611717540 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 3100000.00000000 USD 137940.58000000 N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A 74529JPV1 22000.00000000 PA USD 24935.65000000 0.010956837897 Long DBT MUN US N 2 2040-07-01 Fixed 4.55000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1600000.00000000 OU Notional Amount USD 43562.68000000 0.019141639504 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 1600000.00000000 USD 43562.68000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5260000.00000000 OU Notional Amount USD 809852.59000000 0.355852907347 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 5260000.00000000 USD 809852.59000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XYD7 5400000.00000000 PA USD 8018125.20000000 3.523200640620 Long DBT MUN US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505UX2 650000.00000000 PA USD 793937.17000000 0.348859599492 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N City & County of Denver CO MMTY7HA2MSCBUO4F7J71 249271GV3 1000000.00000000 PA USD 1057061.70000000 0.464477713395 Long DBT MUN US N 2 2032-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XJ93 1000000.00000000 PA USD 1203758.10000000 0.528936778022 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -22487.40000000 -0.00988106572 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -22487.40000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YYF0 1400000.00000000 PA USD 1604432.90000000 0.704995105478 Long DBT MUN US N 2 2045-07-01 Fixed 4.00000000 N N N N N N North Carolina Turnpike Authority 549300FCT1PN0GJGQ240 65830RBL2 1000000.00000000 PA USD 1173330.60000000 0.515566796285 Long DBT MUN US N 2 2032-01-01 Fixed 5.00000000 N N N N N N Palm Beach County Health Facilities Authority N/A 696507VL3 100000.00000000 PA USD 103944.79000000 0.045673812965 Long DBT MUN US N 2 2056-06-01 Fixed 4.25000000 N N N N N N Tuscaloosa County Industrial Development Authority N/A 90068FAZ9 415000.00000000 PA USD 479317.95000000 0.210614484854 Long DBT MUN US N 2 2044-05-01 Fixed 5.25000000 N N N N N N Village of Bolingbrook IL N/A 09755LAB7 221384.25000000 PA USD 218874.88000000 0.096174616658 Long DBT MUN US N 2 2024-01-01 Floating 6.25000000 N N N N N N Massachusetts Port Authority 254900JRR8IDSSKWCL90 575896VH5 1000000.00000000 PA USD 1218921.10000000 0.535599469110 Long DBT MUN US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority N/A 40065FDE1 1525000.00000000 PA USD 1763074.31000000 0.774702861767 Long DBT MUN US N 2 2040-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD 18239.87000000 0.008014681744 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 1700000.00000000 USD 18239.87000000 N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A 74529JQD0 238000.00000000 PA USD 205596.59000000 0.090340075707 Long DBT MUN US N 2 2029-07-01 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3000000.00000000 OU Notional Amount USD 413443.38000000 0.181668899517 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2039-04-01 0.00000000 USD -110.99000000 USD 3000000.00000000 USD 413554.37000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3900000.00000000 OU Notional Amount USD 77535.32000000 0.034069371864 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-15 0.00000000 USD 0.00000000 USD 3900000.00000000 USD 77535.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1750000.00000000 OU Notional Amount USD -9775.98000000 -0.00429561002 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 1750000.00000000 USD -9775.98000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1400000.00000000 OU Notional Amount USD -2385.38000000 -0.00104814680 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 1400000.00000000 USD -2385.38000000 N N N Illinois Finance Authority 549300ZG6UBPNNNRN315 45203H6J6 1050000.00000000 PA USD 1206448.74000000 0.530119057462 Long DBT MUN US N 2 2037-05-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3970000.00000000 OU Notional Amount USD 768467.94000000 0.337668304119 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 3970000.00000000 USD 768467.94000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YMB2 2455000.00000000 PA USD 3003814.51000000 1.319889742546 Long DBT MUN US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YMA4 1525000.00000000 PA USD 1868042.65000000 0.820826427253 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4250000.00000000 OU Notional Amount USD 53879.67000000 0.023674971782 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 4250000.00000000 USD 53879.67000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583UUT3 1000000.00000000 PA USD 1047206.70000000 0.460147381622 Long DBT MUN US N 2 2032-07-01 Fixed 4.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3750000.00000000 OU Notional Amount USD 41606.94000000 0.018282278463 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 3750000.00000000 USD 41606.94000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YPC7 1780000.00000000 PA USD 2210370.00000000 0.971246620096 Long DBT MUN US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584X4N8 2000000.00000000 PA USD 2160004.20000000 0.949115658755 Long DBT MUN US N 2 2047-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XJZ5 1500000.00000000 PA USD 1760447.25000000 0.773548519668 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YSJ9 1400000.00000000 PA USD 1721271.44000000 0.756334490772 Long DBT MUN US N 2 2039-06-01 Fixed 5.00000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WNL6 1000000.00000000 PA USD 1128892.70000000 0.496040581136 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A 40065BCQ4 230000.00000000 PA USD 265919.19000000 0.116846100203 Long DBT MUN US N 2 2031-11-15 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2100000.00000000 OU Notional Amount USD 21719.43000000 0.009543616217 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-02-15 0.00000000 USD 0.00000000 USD 2100000.00000000 USD 21719.43000000 N N N Massachusetts Clean Water Trust/The 549300SYPEROLSQU0261 575829HY5 3000000.00000000 PA USD 3941767.20000000 1.732030415815 Long DBT MUN US N 2 2040-02-01 Fixed 5.00000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772JP30 1000000.00000000 PA USD 1165538.00000000 0.512142692442 Long DBT MUN US N 2 2032-11-15 Fixed 5.00000000 N N N N N N Massachusetts Port Authority 254900JRR8IDSSKWCL90 575896RX5 2000000.00000000 PA USD 2054447.00000000 0.902733345510 Long DBT MUN US N 2 2022-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 870000.00000000 OU Notional Amount USD 125995.26000000 0.055362889662 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 870000.00000000 USD 125995.26000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583USE9 1330000.00000000 PA USD 1368927.24000000 0.601512848531 Long DBT MUN US N 2 2042-07-01 Fixed 5.25000000 N N N N N N Mission Economic Development Corp N/A 605156AC2 540000.00000000 PA USD 568012.45000000 0.249587251109 Long DBT MUN US N 2 2031-10-01 Fixed 4.62500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 870000.00000000 OU Notional Amount USD 127357.19000000 0.055961327891 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-15 0.00000000 USD 0.00000000 USD 870000.00000000 USD 127357.19000000 N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461362D2 1170000.00000000 PA USD 1375470.14000000 0.604387828516 Long DBT MUN US N 2 2029-06-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YNY1 1795000.00000000 PA USD 2243785.54000000 0.985929560184 Long DBT MUN US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A 70869PHV2 1140000.00000000 PA USD 1340945.06000000 0.589217351511 Long DBT MUN US N 2 2034-12-31 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XD40 1000000.00000000 PA USD 1164076.20000000 0.511500370881 Long DBT MUN US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue N/A 57563CBF8 300000.00000000 PA USD 300000.00000000 0.131821362952 Long DBT MUN US N 2 2037-01-01 Floating 0.05000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD 36538.70000000 0.016055270781 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 1300000.00000000 USD 36538.70000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YQJ1 3000000.00000000 PA USD 3623232.60000000 1.592064865417 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YJW0 5000000.00000000 PA USD 6025517.00000000 2.647639544773 Long DBT MUN US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Bristol Industrial Development Board N/A 11023PAB0 310000.00000000 PA USD 320509.65000000 0.140833396341 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Town of Weymouth MA N/A 962201GP8 2000000.00000000 PA USD 1880377.20000000 0.826246284561 Long DBT MUN US N 2 2045-09-15 Fixed 2.00000000 N N N N N N Massachusetts Port Authority 254900JRR8IDSSKWCL90 575896KV6 1430000.00000000 PA USD 1469781.03000000 0.645828462053 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583USD1 2260000.00000000 PA USD 2322870.71000000 1.020679943180 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority 254900JRR8IDSSKWCL90 575896TE5 4685000.00000000 PA USD 5862503.54000000 2.576010689851 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914437VJ4 2000000.00000000 PA USD 2124381.60000000 0.933462926475 Long DBT MUN US N 2 2043-11-01 Fixed 3.01300000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1325000.00000000 OU Notional Amount USD 71672.77000000 0.031493340759 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-15 0.00000000 USD 0.00000000 USD 1325000.00000000 USD 71672.77000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YN70 1825000.00000000 PA USD 2078597.07000000 0.913344995986 Long DBT MUN US N 2 2050-07-01 Fixed 4.00000000 N N N N N N University of Massachusetts Building Authority 6ILE2573NPR1XO2TR556 914440SW3 1620000.00000000 PA USD 1838693.36000000 0.807930215888 Long DBT MUN US N 2 2044-11-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XD65 1000000.00000000 PA USD 1170946.10000000 0.514519036152 Long DBT MUN US N 2 2042-01-01 Fixed 5.25000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583UVM7 5000000.00000000 PA USD 5419308.50000000 2.381268775762 Long DBT MUN US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Massachusetts Health & Educational Facilities Authority 549300MV50RWQFTX5223 57586CGB5 1500000.00000000 PA USD 1500000.00000000 0.659106814761 Long DBT MUN US N 2 2040-07-01 Floating 0.05000000 N N N N N N Marthas Vineyard Land Bank N/A 573100CX0 1000000.00000000 PA USD 1123779.30000000 0.493793729945 Long DBT MUN US N 2 2031-05-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57583USC3 1720000.00000000 PA USD 1767848.51000000 0.776800666937 Long DBT MUN US N 2 2027-07-01 Fixed 5.00000000 N N N N N N Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue N/A 57563CBF8 4250000.00000000 PA USD 4250000.00000000 1.867469308490 Long DBT MUN US N 2 2037-01-01 Floating 0.05000000 N N N N N N Massachusetts Clean Water Trust/The 549300SYPEROLSQU0261 575829FW1 2680000.00000000 PA USD 3543555.50000000 1.557054385690 Long DBT MUN US N 2 2031-08-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XNN7 2500000.00000000 PA USD 2907873.00000000 1.277732607173 Long DBT MUN US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2000000.00000000 OU Notional Amount USD 39738.41000000 0.017461237892 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 39738.41000000 N N N Massachusetts School Building Authority N/A 576000QV8 3770000.00000000 PA USD 4305962.05000000 1.892059287506 Long DBT MUN US N 2 2030-01-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 550000.00000000 OU Notional Amount USD -14206.85000000 -0.00624255443 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 550000.00000000 USD -14206.85000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YYM5 2500000.00000000 PA USD 2850699.75000000 1.252610421375 Long DBT MUN US N 2 2050-10-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4180000.00000000 OU Notional Amount USD 42393.94000000 0.018628089839 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-15 0.00000000 USD 0.00000000 USD 4180000.00000000 USD 42393.94000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YGR4 3000000.00000000 PA USD 3678329.10000000 1.616274517830 Long DBT MUN US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584XM40 1250000.00000000 PA USD 1472611.50000000 0.647072183430 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Antonio B Won Pat International Airport Authority N/A 40064REL9 535000.00000000 PA USD 562068.81000000 0.246975588690 Long DBT MUN US N 2 2043-10-01 Fixed 4.46000000 N N N N N N Massachusetts Water Resources Authority 549300GBS2G3YGHOYO19 576051PJ9 5500000.00000000 PA USD 6566976.90000000 2.885559484780 Long DBT MUN US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 400653JH5 350000.00000000 PA USD 403501.95000000 0.177300590009 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 74443QAC6 1000000.00000000 PA USD 1155076.20000000 0.507545729992 Long DBT MUN US N 2 2025-12-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4150000.00000000 OU Notional Amount USD 537091.85000000 0.236000598991 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2039-04-01 0.00000000 USD 0.00000000 USD 4150000.00000000 USD 537091.85000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57584YM89 365000.00000000 PA USD 431494.64000000 0.189600705171 Long DBT MUN US N 2 2031-07-01 Fixed 4.00000000 N N N N N N Salt Verde Financial Corp 549300VEWOZY6TQOIF03 79575EAS7 660000.00000000 PA USD 925218.56000000 0.406545238693 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2450000.00000000 OU Notional Amount USD 12994.03000000 0.005709635816 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 2450000.00000000 USD 12994.03000000 N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57563UAB8 1000000.00000000 PA USD 1168947.20000000 0.513640710410 Long DBT MUN US N 2 2051-11-01 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