ROANOKE CNTY VA ECON DEV AUTH LEASE REVENUE

NPORT-P false 0000899774 XXXXXXXX S000010361 C000028663 C000028661 C000082961 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Virginia Portfolio S000010361 E7BAUV216G1MOZRKT880 2024-05-31 2024-02-29 N 200769554.73 764552.75 200005001.98 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 Bloomberg Municipal Bond Unhedged LMBITR:IND Roanoke County Economic Development Authority N/A ROANOKE CNTY VA ECON DEV AUTH LEASE REVENUE 76982PCC8 1750000.00000000 PA USD 1794294.60000000 0.897124862996 Long DBT MUN US N 2 2035-10-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO 000000000 2250000.00000000 OU Notional Amount USD -102755.88000000 -0.05137665507 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD 0.00000000 USD 2250000.00000000 USD -102755.88000000 N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527EFQ6 110000.00000000 PA USD 119482.86000000 0.059739935910 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Fairfax County Economic Development Authority N/A FAIRFAX CNTY VA ECON DEV AUTH TRANSPRTN DIST IMPT REVENUE 30383BCR8 415000.00000000 PA USD 424405.31000000 0.212197347965 Long DBT MUN US N 2 2035-04-01 Fixed 4.00000000 N N N 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 725000.00000000 OU Notional Amount USD 70746.63000000 0.035372430339 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 725000.00000000 USD 70746.63000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWRREVENUE 74526QPP1 235000.00000000 PA USD 234981.83000000 0.117487976637 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Territory of Guam N/A GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE 40065NCR6 1370000.00000000 PA USD 1315572.64000000 0.657769869241 Long DBT MUN US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Virginia Port Authority N/A VIRGINIA ST PORT AUTH PORT FAC REVENUE 928077JK3 2000000.00000000 PA USD 2052067.00000000 1.026007839646 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N North Carolina Medical Care Commission 549300FH6KOXGCHQYG81 NORTH CAROLINA ST MED CARE COMMISSION RETMNT FACS REVENUE 65820YLK0 560000.00000000 PA USD 472332.62000000 0.236160403651 Long DBT MUN US N 2 2037-07-01 Fixed 4.70000000 N N N N N N County of Loudoun VA N/A LOUDOUN CNTY VA 54589TFB3 1000000.00000000 PA USD 1019644.50000000 0.509809499715 Long DBT MUN US N 2 2025-12-01 Fixed 4.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 626207Z23 100000.00000000 PA USD 104120.43000000 0.052058913011 Long DBT MUN US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Virginia College Building Authority N/A VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 9277816D1 1615000.00000000 PA USD 1620841.62000000 0.810400541963 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N US Bank Trust Co NA N/A US BANK TRUST CO NA VA 90355QAA2 185070.00000000 PA USD 171353.91000000 0.085674812281 Long DBT MUN US N 2 2052-08-01 Floating 5.90000000 N N N N N N Southampton County Industrial Development Authority N/A SOUTHAMPTON CNTY VA INDL DEV AUTH ENVRNMNTL REVENUE 841023AA2 2000000.00000000 PA USD 2001095.20000000 1.000522577030 Long DBT MUN US N 2 2053-11-01 Floating 4.87500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2N4T2 IRS USD R F 3.07500 IS2N4T2 CCPOIS / Short: SS2N4T2 IRS USD P V 00MSOFR IS2N4U3 CCPOIS 000000000 4400000.00000000 OU Notional Amount USD -285329.78000000 -0.14266132205 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-30 0.00000000 USD 0.00000000 USD 4400000.00000000 USD -285329.78000000 N N N Loudoun County Economic Development Authority N/A LOUDOUN CNTY VA INDL DEV AUTH INDL DEV REVENUE 545901AL4 2650000.00000000 PA USD 2650000.00000000 1.324966862711 Long DBT MUN US N 2 2034-06-01 Floating 3.35000000 N N N N N N Richmond Redevelopment & Housing Authority N/A RICHMOND VA REDEV & HSG AUTH REVENUE 765411AB9 960000.00000000 PA USD 919988.16000000 0.459982575881 Long DBT MUN US N 2 2037-01-01 Fixed 5.55000000 N N N N N N Virginia Commonwealth University Health System Authority 07ROV40HIZGU2Q6OXJ58 VIRGINIA ST CMWLTH UNIV HLTH SYS AUTH REVENUE 92778LDC1 2000000.00000000 PA USD 2056566.20000000 1.028257383385 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2Q9G3 IRS USD R F 4.10450 IS2Q9G3 CCPOIS / Short: SS2Q9G3 IRS USD P V 00MSOFR IS2Q9H4 CCPOIS 000000000 2300000.00000000 OU Notional Amount USD 14963.63000000 0.007481627885 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-01 0.00000000 USD 0.00000000 USD 2300000.00000000 USD 14963.63000000 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 2260000.00000000 OU Notional Amount USD -82502.95000000 -0.04125044333 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD -1770.27000000 USD 2260000.00000000 USD -80732.68000000 N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527EFR4 115000.00000000 PA USD 124510.20000000 0.062253543045 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 160000.00000000 PA USD 158868.51000000 0.079432268406 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3G0 303201.00000000 PA USD 320023.20000000 0.160007598225 Long DBT MUN US N 2 2027-07-01 Fixed 5.62500000 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 1060000.00000000 OU Notional Amount USD -48042.03000000 -0.02402041425 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2032-04-15 0.00000000 USD 0.00000000 USD 1060000.00000000 USD -48042.03000000 N N N Culpeper County Economic Development Authority N/A CULPEPER CO VA ECON DEV AUTH LEASE REVENUE 230228AQ1 2955000.00000000 PA USD 2957871.08000000 1.478898552895 Long DBT MUN US N 2 2029-06-01 Fixed 4.00000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH HOSPREVENUE 770082BV6 1550000.00000000 PA USD 1573806.76000000 0.786883700117 Long DBT MUN US N 2 2038-07-01 Fixed 4.00000000 N N N N N N Metropolitan Washington Airports Authority Aviation Revenue N/A MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE 592647KF7 2250000.00000000 PA USD 2470826.48000000 1.235382343211 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Virginia College Building Authority N/A VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 9277817M0 1000000.00000000 PA USD 934016.70000000 0.466996670459 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N 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 725000.00000000 OU Notional Amount USD 69922.89000000 0.034960570639 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 725000.00000000 USD 69922.89000000 N N N Guam Department of Education N/A GUAM GOVT DEPT OF EDU COPS 40065AAH8 1095000.00000000 PA USD 1101134.08000000 0.550553270717 Long DBT MUN US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Puerto Rico Commonwealth Aqueduct & Sewer Authority N/A PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE 745160SH5 250000.00000000 PA USD 258048.93000000 0.129021238191 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 74529JPX7 955000.00000000 PA USD 959773.09000000 0.479874543385 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N Lexington Industrial Development Authority N/A LEXINGTON VA INDL DEV AUTH RSDL CARE FAC REVENUE 52976BBV7 1500000.00000000 PA USD 1491961.80000000 0.745962243558 Long DBT MUN US N 2 2031-01-01 Fixed 4.00000000 N N N 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 1230000.00000000 OU Notional Amount USD 93870.41000000 0.046934031184 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2031-01-15 0.00000000 USD 0.00000000 USD 1230000.00000000 USD 93870.41000000 N N N Fairfax County Industrial Development Authority N/A FAIRFAX CNTY VA INDL DEV AUTH HLTH CARE REVENUE 30382VAT3 2000000.00000000 PA USD 2029379.00000000 1.014664123351 Long DBT MUN US N 2 2042-05-15 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 420000.00000000 PA USD 459541.66000000 0.229765083598 Long DBT MUN US N 2 2038-09-01 Fixed 7.12500000 N N N N N N Fairfax County Industrial Development Authority N/A FAIRFAX CNTY VA INDL DEV AUTH REVENUE 303823KZ0 2000000.00000000 PA USD 2001780.80000000 1.000865368457 Long DBT MUN US N 2 2044-05-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2O7X0 IRS USD R F 3.80550 IS2O7X0 CCPOIS / Short: SS2O7X0 IRS USD P V 00MSOFR IS2O7Y1 CCPOIS 000000000 3300000.00000000 OU Notional Amount USD -54476.06000000 -0.02723734879 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-07-31 0.00000000 USD 0.00000000 USD 3300000.00000000 USD -54476.06000000 N N N Metropolitan Washington Airports Authority Dulles Toll Road Revenue N/A MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE 592643BQ2 4300000.00000000 PA USD 4766666.10000000 2.383273444569 Long DBT MUN US N 2 2044-10-01 Floating 6.50000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA 000000000 2965000.00000000 OU Notional Amount USD 292186.57000000 0.146089631312 N/A DIR US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 2965000.00000000 USD 292186.57000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2PCN8 IRS USD R F 4.50400 IS2PCN8 CCPOIS / Short: SS2PCN8 IRS USD P V 00MSOFR IS2PCO9 CCPOIS 000000000 3300000.00000000 OU Notional Amount USD 93509.75000000 0.046753705694 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-07-31 0.00000000 USD 0.00000000 USD 3300000.00000000 USD 93509.75000000 N N N James City County Economic Development Authority N/A JAMES CITY CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE 47029WED5 1575000.00000000 PA USD 1220401.04000000 0.610185259327 Long DBT MUN US N 2 2050-12-01 Fixed 4.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA SMALL BUSINESS FING AUTH PRIV ACTIVITY REVENUE SR 928097AC8 3350000.00000000 PA USD 3371144.87000000 1.685530280056 Long DBT MUN US N 2 2052-12-31 Fixed 5.00000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE 770080AT6 1535000.00000000 PA USD 1569565.13000000 0.784762938157 Long DBT MUN US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527EFW3 295000.00000000 PA USD 275502.83000000 0.137747969937 Long DBT MUN US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Chesapeake Bay Bridge & Tunnel District 549300JGWE66ZSSOYN09 CHESAPEAKE BAY VA BRIDGE & TUNNEL DIST REVENUE 16514PAD1 4000000.00000000 PA USD 4032906.80000000 2.016402969963 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH HLTHCARE FACS REVENUE 928105BZ7 3500000.00000000 PA USD 3326961.40000000 1.663439097554 Long DBT MUN US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Henrico County Economic Development Authority N/A HENRICO CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE 42605QFH1 765000.00000000 PA USD 778775.58000000 0.389378051693 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH HOSP REVENUE 928101AJ3 1310000.00000000 PA USD 1310000.00000000 0.654983618925 Long DBT MUN US N 2 2042-07-01 Floating 3.30000000 N N N N N N Tarrant County Cultural Education Facilities Finance Corp 549300ROY505NVTMMI25 TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU 87638REV5 940899.76000000 PA USD 0.01000000 0.000000004999 Long DBT MUN US Y 3 2036-11-15 Fixed 5.00000000 Y N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE 939783ZB5 100000.00000000 PA USD 65911.41000000 0.032954880801 Long DBT MUN US N 2 2055-01-01 Fixed 5.00000000 N N N N N N HTA TRRB Custodial Trust N/A HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST 44333GAA8 156085.04000000 PA USD 152244.75000000 0.076120471234 Long DBT MUN US N 2 2034-07-01 Fixed 5.25000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE 928104PH5 4580000.00000000 PA USD 4990844.78000000 2.495359981296 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 626207Z56 155000.00000000 PA USD 157003.24000000 0.078499656731 Long DBT MUN US N 2 2056-01-01 Fixed 5.00000000 N N N N N N Fairfax County Industrial Development Authority N/A FAIRFAX CNTY VA INDL DEV AUTH REVENUE 303823MW5 1500000.00000000 PA USD 1459147.95000000 0.729555728884 Long DBT MUN US N 2 2048-05-15 Fixed 4.00000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 85000.00000000 PA USD 87749.64000000 0.043873722722 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A TOBACCO SETTLEMENT FING CORP VA 88880NAU3 2400000.00000000 PA USD 2270514.24000000 1.135228728043 Long DBT MUN US N 2 2047-06-01 Fixed 5.00000000 N N N N N N University of Virginia N/A UNIV OF VIRGINIA VA UNIV REVENUES 915217XF5 1000000.00000000 PA USD 609392.60000000 0.304688679766 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527JAC1 555000.00000000 PA USD 388500.00000000 0.194245141948 Long DBT MUN US N 2 2026-06-01 Fixed 6.62500000 Y 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 20000.00000000 PA USD 19858.56000000 0.009929031675 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N Rockingham County Economic Development Authority N/A ROCKINGHAM CNTY VA ECON DEV AUTH RSDL CARE FACS REVENUE 773455AR1 1000000.00000000 PA USD 1018902.30000000 0.509438408996 Long DBT MUN US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Metropolitan Washington Airports Authority Aviation Revenue 7HERAVJJLN8J1DZ6AZ19 MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE 592647FM8 2330000.00000000 PA USD 2442518.96000000 1.221228937186 Long DBT MUN US N 2 2038-10-01 Fixed 5.00000000 N N N N N N City of Reno NV 549300M4R5WWSUWY8D52 RENO NV SALES TAX REVENUE 759861EJ2 500000.00000000 PA USD 66200.05000000 0.033099197192 Long DBT MUN US N 2 2058-07-01 None 0.00000000 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 5020000.00000000 OU Notional Amount USD 907671.52000000 0.453824409896 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2028-01-15 0.00000000 USD 0.00000000 USD 5020000.00000000 USD 907671.52000000 N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3Q8 43262.00000000 PA USD 42686.27000000 0.021342601223 Long DBT MUN US N 2 2024-07-01 None 0.00000000 N N N N N N Metropolitan Pier & Exposition Authority 254900I3VDCQ58UGBR15 MET PIER & EXPOSITION AUTH IL REVENUE 592250BR4 2200000.00000000 PA USD 2223893.98000000 1.111919181012 Long DBT MUN US N 2 2045-12-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2D890 IRS USD R F 3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890 IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO 000000000 1770000.00000000 OU Notional Amount USD -80502.50000000 -0.04025024334 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD 0.00000000 USD 1770000.00000000 USD -80502.50000000 N N N Virginia Port Authority N/A VIRGINIA ST PORT AUTH PORT FAC REVENUE 928077JL1 4160000.00000000 PA USD 4257069.44000000 2.128481486890 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Virginia College Building Authority N/A VIRGINIA CLG BLDG AUTH EDUCTNL FACS REVENUE 92778FKN2 3125000.00000000 PA USD 3103952.50000000 1.551937436199 Long DBT MUN US N 2 2036-06-01 Fixed 4.00000000 N N N N N N City of Richmond VA Public Utility Revenue N/A RICHMOND VA PUBLIC UTILITY REVENUE 765433KM8 5000000.00000000 PA USD 5195800.50000000 2.597835278399 Long DBT MUN US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Virginia Resources Authority N/A VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE 92818L4T6 20000.00000000 PA USD 20024.20000000 0.010011849604 Long DBT MUN US N 2 2026-11-01 Fixed 5.00000000 N N N N N N Cherry Hill Community Development Authority N/A CHERRY HILL VA CMNTY DEV AUTHSPL ASSMNT 164631AC7 585000.00000000 PA USD 588101.14000000 0.294043216008 Long DBT MUN US N 2 2045-03-01 Fixed 5.40000000 N N N N N N Hampton Roads Transportation Accountability Commission N/A HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE 40934TAL7 4000000.00000000 PA USD 4356628.40000000 2.178259721942 Long DBT MUN US N 2 2035-07-01 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 1550000.00000000 OU Notional Amount USD -47634.62000000 -0.02381671434 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2029-01-15 0.00000000 USD 0.00000000 USD 1550000.00000000 USD -47634.62000000 N N N Align Affordable Housing Bond Fund LP 549300B2I0LUTCXK9B86 ALIGN CAP SER 2022-1 TRUST VIRGINIA 01630QAA6 1000000.00000000 PA USD 968306.80000000 0.484141291674 Long DBT MUN US N 2 2052-08-01 Floating 5.66000000 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 223000.00000000 PA USD 183364.09000000 0.091679752098 Long DBT MUN US N 2 2029-07-01 None 0.00000000 N N N N N N Virginia Beach Development Authority N/A VIRGINIA BEACH VA DEV AUTH RSDL CARE FAC REVENUE 92774NBC3 500000.00000000 PA USD 546129.55000000 0.273057945848 Long DBT MUN US N 2 2059-09-01 Fixed 7.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2ODT8 IRS USD R F 4.01600 IS2ODT8 CCPOIS / Short: SS2ODT8 IRS USD P V 00MSOFR IS2ODU9 CCPOIS 000000000 6400000.00000000 OU Notional Amount USD -18579.52000000 -0.00928952766 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-07-31 0.00000000 USD 0.00000000 USD 6400000.00000000 USD -18579.52000000 N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AJ32 1750000.00000000 PA USD 1876393.23000000 0.938173151383 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 4250000.00000000 OU Notional Amount USD -95354.83000000 -0.04767622262 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2029-01-15 0.00000000 USD 0.00000000 USD 4250000.00000000 USD -95354.83000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2TCD0 IRS USD R F 3.98550 IS2TCD0 CCPOIS / Short: SS2TCD0 IRS USD P V 00MSOFR IS2TCE1 CCPOIS 000000000 3700000.00000000 OU Notional Amount USD -658.59000000 -0.00032928676 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-07-31 0.00000000 USD 0.00000000 USD 3700000.00000000 USD -658.59000000 N N N Fairfax County Water Authority N/A FAIRFAX CNTY VA WTR AUTH WTR REVENUE 303891J48 1875000.00000000 PA USD 1900309.88000000 0.950131177314 Long DBT MUN US N 2 2043-04-01 Fixed 4.00000000 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 3740000.00000000 OU Notional Amount USD 811647.25000000 0.405813475645 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2028-01-15 0.00000000 USD 0.00000000 USD 3740000.00000000 USD 811647.25000000 N N N Fairfax County Water Authority N/A FAIRFAX CNTY VA WTR AUTH WTR REVENUE 303891H99 2570000.00000000 PA USD 2645399.69000000 1.322666765236 Long DBT MUN US N 2 2040-04-01 Fixed 4.00000000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 863087.58000000 NS USD 863087.58000000 0.431532997402 Long STIV RF US N 1 N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74528LAA9 500000.00000000 PA USD 595246.55000000 0.297615831657 Long DBT MUN US N 2 2045-01-01 Fixed 6.75000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE 928104LZ9 4125000.00000000 PA USD 4158737.14000000 2.079316566500 Long DBT MUN US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Winchester Economic Development Authority N/A WINCHESTER VA ECON DEV AUTH HOSP REVENUE 973121BR6 1500000.00000000 PA USD 1542272.25000000 0.771116839444 Long DBT MUN US N 2 2035-01-01 Fixed 5.00000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE 770080AN9 1125000.00000000 PA USD 1168944.19000000 0.584457477776 Long DBT MUN US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3T2 17893.27000000 PA USD 10467.56000000 0.005233649106 Long DBT MUN US N 2 2043-11-01 Variable 1.00000000 N N N N N N Hampton Roads Transportation Accountability Commission N/A HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE 40934TAV5 5000000.00000000 PA USD 5226177.50000000 2.613023398546 Long DBT MUN US N 2 2026-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth 549300YJRISCG6HQ4512 PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527EFU7 275000.00000000 PA USD 260650.56000000 0.130322020659 Long DBT MUN US N 2 2038-07-01 Fixed 4.00000000 N N N N N N City of Richmond VA Public Utility Revenue N/A RICHMOND VA PUBLIC UTILITY REVENUE 765433KH9 4000000.00000000 PA USD 4156640.40000000 2.078268222719 Long DBT MUN US N 2 2030-01-15 Fixed 5.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU 928106AQ6 1000000.00000000 PA USD 931085.90000000 0.465531307108 Long DBT MUN US N 2 2048-01-01 Floating 5.00000000 N N N N N N Lynchburg Economic Development Authority N/A LYNCHBURG VA ECON DEV AUTH HOSP REVENUE 55123TAS1 1750000.00000000 PA USD 1775182.33000000 0.887568966988 Long DBT MUN US N 2 2047-01-01 Fixed 5.00000000 N N N N N N Norfolk Airport Authority/VA N/A NORFOLK VA ARPT AUTH REVENUE 655857EJ5 2870000.00000000 PA USD 3027940.69000000 1.513932481700 Long DBT MUN US N 2 2043-07-01 Fixed 5.00000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3P0 103164.00000000 PA USD 92843.74000000 0.046420709022 Long DBT MUN US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Washington Metropolitan Area Transit Authority 549300ADKOK76HQMJS30 WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE 938782ET2 1145000.00000000 PA USD 1219646.33000000 0.609807913765 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2DII9 IRS USD R F 3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9 IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO 000000000 1050000.00000000 OU Notional Amount USD -33952.61000000 -0.01697588043 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation Based on US CPI Urban Consumers NSA 2032-01-15 0.00000000 USD 0.00000000 USD 1050000.00000000 USD -33952.61000000 N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 190000.00000000 PA USD 196806.98000000 0.098401029000 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 1700000.00000000 OU Notional Amount USD -60258.66000000 -0.03012857648 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2026-01-15 0.00000000 USD 0.00000000 USD 1700000.00000000 USD -60258.66000000 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 1375000.00000000 OU Notional Amount USD 232675.95000000 0.116335065471 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2030-01-15 0.00000000 USD 0.00000000 USD 1375000.00000000 USD 232675.95000000 N N N Rockingham County Economic Development Authority N/A ROCKINGHAM CNTY VA ECON DEV AUTH RSDL CARE FACS REVENUE 773455AN0 1085000.00000000 PA USD 1079405.52000000 0.539689262425 Long DBT MUN US N 2 2032-12-01 Fixed 4.00000000 N N N N N N Mission Economic Development Corp N/A MISSION TX ECON DEV CORP REVENUE 605156AC2 520000.00000000 PA USD 518175.68000000 0.259081360401 Long DBT MUN US N 2 2031-10-01 Fixed 4.62500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2DIG7 IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7 IRS USD P F 4.02750 IS2DIG7 CCPINFLATIONZERO 000000000 470000.00000000 OU Notional Amount USD 17267.44000000 0.008633504076 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 470000.00000000 USD 17267.44000000 N N N Greater Richmond Convention Center Authority N/A GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE 392329CS5 3000000.00000000 PA USD 3069396.60000000 1.534659918308 Long DBT MUN US N 2 2030-06-15 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 1375000.00000000 OU Notional Amount USD 234563.01000000 0.117278571874 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2030-01-15 0.00000000 USD 0.00000000 USD 1375000.00000000 USD 234563.01000000 N N N HTA TRRB Custodial Trust N/A HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR 40445GAA1 184837.55000000 PA USD 185568.32000000 0.092781839535 Long DBT MUN US N 2 2036-07-01 Fixed 5.25000000 N N N N N N Hampton Roads Sanitation District N/A HAMPTON ROADS VA SANTN DIST WSTWTR REVENUE 409327JG9 3550000.00000000 PA USD 3852538.81000000 1.926221230399 Long DBT MUN US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Greater Richmond Convention Center Authority N/A GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE 392329CT3 2000000.00000000 PA USD 2046264.40000000 1.023106612205 Long DBT MUN US N 2 2031-06-15 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 74529JQG3 1000000.00000000 PA USD 324316.40000000 0.162154144541 Long DBT MUN US N 2 2046-07-01 None 0.00000000 N N N N N N Winchester Economic Development Authority N/A WINCHESTER VA ECON DEV AUTH HOSP REVENUE 973121BQ8 2000000.00000000 PA USD 2055743.80000000 1.027846193669 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N 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 1350000.00000000 OU Notional Amount USD 89583.52000000 0.044790639790 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2031-01-15 0.00000000 USD 0.00000000 USD 1350000.00000000 USD 89583.52000000 N N N James City County Economic Development Authority N/A JAMES CITY CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE 47029WEG8 500000.00000000 PA USD 543894.45000000 0.271940423797 Long DBT MUN US N 2 2058-12-01 Fixed 6.87500000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE 928104NC8 1500000.00000000 PA USD 1313904.75000000 0.656935945097 Long DBT MUN US N 2 2051-01-01 Fixed 4.00000000 N N N N N N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 295000.00000000 PA USD 272944.44000000 0.136468806928 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Virginia College Building Authority N/A VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY 92778VHK7 9140000.00000000 PA USD 8626381.36000000 4.313082810230 Long DBT MUN US N 2 2037-02-01 Fixed 3.00000000 N N N N N N HTA TRRB Custodial Trust N/A HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST 40444FAA4 172515.04000000 PA USD 168465.85000000 0.084230818395 Long DBT MUN US N 2 2041-07-01 Fixed 5.25000000 N N N N N N Suffolk Economic Development Authority N/A SUFFOLK VA ECON DEV AUTH RETMNT FACS REVENUE 86482NAJ4 1000000.00000000 PA USD 984066.30000000 0.492020844607 Long DBT MUN US N 2 2031-09-01 Fixed 5.00000000 N N N N N N Pend Oreille County Public Utility District No 1 Box Canyon N/A PEND OREILLE CNTY WA PUBLIC UTILITY DIST #1 BOX CANYON 706643DG5 650000.00000000 PA USD 663167.70000000 0.331575557328 Long DBT MUN US N 2 2044-01-01 Fixed 5.00000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE 770080AU3 1000000.00000000 PA USD 1008951.00000000 0.504462883433 Long DBT MUN US N 2 2043-09-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2EQS8 IRS USD R F 3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8 IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO 000000000 2650000.00000000 OU Notional Amount USD 17537.70000000 0.008768630697 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2029-01-15 0.00000000 USD 0.00000000 USD 2650000.00000000 USD 17537.70000000 N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NCW5 200000.00000000 PA USD 203553.76000000 0.101774334634 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N Halifax County Industrial Development Authority N/A HALIFAX CNTY VA INDL DEV AUTH REVENUE 40579PAD3 3000000.00000000 PA USD 2979071.40000000 1.489498447792 Long DBT MUN US N 2 2041-12-01 Floating 1.65000000 N N N N N N Metropolitan Washington Airports Authority Dulles Toll Road Revenue N/A MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE 592643DR8 3000000.00000000 PA USD 2869451.40000000 1.434689818551 Long DBT MUN US N 2 2052-10-01 Fixed 4.00000000 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 1450000.00000000 OU Notional Amount USD 142690.58000000 0.071343505706 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 1450000.00000000 USD 142690.58000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWRREVENUE 74526Q2Q4 300000.00000000 PA USD 296713.68000000 0.148353129703 Long DBT MUN US N 2 2032-07-01 Fixed 5.25000000 N N N N N N Henrico County Economic Development Authority N/A HENRICO CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE 42605QHM8 1000000.00000000 PA USD 1031627.00000000 0.515800599878 Long DBT MUN US N 2 2047-10-01 Fixed 5.00000000 N N N N N N Washington Metropolitan Area Transit Authority Dedicated Revenue N/A WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE 93878YDS5 3000000.00000000 PA USD 3282615.30000000 1.641266602086 Long DBT MUN US N 2 2048-07-15 Fixed 5.00000000 N N N N N N Arlington County Industrial Development Authority N/A ARLINGTON CNTY VA INDL DEV AUTH HOSP FAC REVENUE 041438HD7 4000000.00000000 PA USD 3876750.40000000 1.938326722642 Long DBT MUN US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Puerto Rico Commonwealth Aqueduct & Sewer Authority N/A PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE 745160SG7 855000.00000000 PA USD 887306.52000000 0.443642164553 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Virginia Resources Authority N/A VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE 92818MAT7 2000000.00000000 PA USD 2048646.20000000 1.024297482422 Long DBT MUN US N 2 2034-11-01 Fixed 4.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE 92810RAB3 4000000.00000000 PA USD 4003933.60000000 2.001916732262 Long DBT MUN US N 2 2052-11-01 Floating 5.00000000 N N N N N N Metropolitan Washington Airports Authority Aviation Revenue N/A MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE 592647HQ7 2000000.00000000 PA USD 2046238.40000000 1.023093612531 Long DBT MUN US N 2 2035-10-01 Fixed 4.00000000 N N N N N N Virginia Small Business Financing Authority N/A VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE 928104NX2 5000000.00000000 PA USD 4861828.50000000 2.430853454598 Long DBT MUN US N 2 2039-01-01 Fixed 4.00000000 N N N N N N Antonio B Won Pat International Airport Authority N/A GUAM INTERNATIONAL ARPT AUTH 40064REL9 1015000.00000000 PA USD 813050.93000000 0.406515298093 Long DBT MUN US N 2 2043-10-01 Fixed 4.46000000 N N N N N N Washington Metropolitan Area Transit Authority 549300ADKOK76HQMJS30 WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE 938782EV7 3950000.00000000 PA USD 4196427.86000000 2.098161455191 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT HOTEL OCCUPANCY TAX REVENUE 40065KAU7 1500000.00000000 PA USD 1603204.05000000 0.801581977514 Long DBT MUN US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH HOSPREVENUE 770082BB0 1650000.00000000 PA USD 1650000.00000000 0.824979367348 Long DBT MUN US N 2 2052-07-01 Floating 3.30000000 N N N N N N Roanoke Economic Development Authority 549300P5QQORJY0U4T83 ROANOKE VA ECON DEV AUTH HOSPREVENUE 770082BT1 1000000.00000000 PA USD 1031125.70000000 0.515549956147 Long DBT MUN US N 2 2036-07-01 Fixed 4.00000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3R6 368733.00000000 PA USD 237154.21000000 0.118574139472 Long DBT MUN US N 2 2033-07-01 None 0.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 1630000.00000000 PA USD 1692407.16000000 0.846182417062 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Metropolitan Washington Airports Authority Dulles Toll Road Revenue N/A MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE 592643CX6 1500000.00000000 PA USD 1618842.30000000 0.809400906964 Long DBT MUN US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Salt Verde Financial Corp 549300VEWOZY6TQOIF03 SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE 79575EAS7 705000.00000000 PA USD 773315.28000000 0.386647969972 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2CZ96 IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96 IRS USD P F 2.98850 IS2CZ96 CCPINFLATIONZERO 000000000 1080000.00000000 OU Notional Amount USD 49594.96000000 0.024796859833 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2031-01-15 0.00000000 USD 0.00000000 USD 1080000.00000000 USD 49594.96000000 N N N Rockingham County Economic Development Authority N/A ROCKINGHAM CNTY VA ECON DEV AUTH FACS REVENUE 77345QAA2 1265000.00000000 PA USD 1004321.07000000 0.502147976329 Long DBT MUN US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Metropolitan Washington Airports Authority Aviation Revenue N/A MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE 592647KM2 5000000.00000000 PA USD 5280400.00000000 2.640133970513 Long DBT MUN US N 2 2046-10-01 Fixed 5.00000000 N N N N N N Dulles Town Center Community Development Authority N/A DULLES VA TOWN CENTER CMNTY DEV AUTH 264431AM9 655000.00000000 PA USD 641767.04000000 0.320875494935 Long DBT MUN US N 2 2026-03-01 Fixed 4.25000000 N N N N N N 2024-04-01 AB MUNICIPAL INCOME FUND II Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX