PUERTO RICO ELEC PWR AUTH PWRREVENUE

NPORT-P false 0000899774 XXXXXXXX S000010360 C000028660 C000028658 AB MUNICIPAL INCOME FUND II 811-07618 0000899774 549300NQ4217TS0L9K86 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB Pennsylvania Portfolio S000010360 9KZLY83RMCLBQR75ZJ16 2025-05-31 2024-11-30 N 48801842.22 1303063.36 47498778.86 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1061740.00000000 0.00000000 0.00000000 218544.24000000 USD N Bloomberg Municipal Bond Unhedged LMBITR:IND Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWRREVENUE 74526QPP1 100000.00000000 PA USD 100842.98000000 0.212306468545 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Allegheny County Hospital Development Authority 54930046B973R604OG22 ALLEGHENY CNTY PA HOSP DEV AUTH 01728A3W4 1600000.00000000 PA USD 1658843.20000000 3.492391256813 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Chester County Industrial Development Authority N/A CHESTER CNTY PA INDL DEV AUTH SPL OBLIG REVENUE 16559WAB6 270000.00000000 PA USD 270419.42000000 0.569318678269 Long DBT MUN US N 2 2038-03-01 Fixed 5.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS2Z0M3 IRS USD R V 00MSOFR IS2Z0N4 CCPOIS / Short: BS2Z0M3 IRS USD P F 3.26400 IS2Z0M3 CCPOIS 000000000 500000.00000000 OU Notional Amount USD 19514.50000000 0.041084214096 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-15 14.76000000 USD 0.00000000 USD 500000.00000000 USD 19499.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS2YYQ2 IRS USD R V 00MSOFR IS2YYR3 CCPOIS / Short: BS2YYQ2 IRS USD P F 3.44600 IS2YYQ2 CCPOIS 000000000 500000.00000000 OU Notional Amount USD 12062.89000000 0.025396210785 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-15 0.00000000 USD 0.00000000 USD 500000.00000000 USD 12062.89000000 N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ELT1 175000.00000000 PA USD 175420.47000000 0.369315747078 Long DBT MUN US N 2 2045-09-01 Fixed 5.50000000 N N N N N N State Public School Building Authority 5493006JN0UR7OGWTO86 STATE PUBLIC SCH BLDG AUTH PASCH REVENUE 85732TKH4 135000.00000000 PA USD 140798.75000000 0.296426041635 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS30EP8 IRS USD R F 2.56500 IS30EP8 CCPINFLATIONZERO / Short: SS30EP8 IRS USD P V 12MUSCPI IS30EQ9 CCPINFLATIONZERO 000000000 1560000.00000000 OU Notional Amount USD 7008.89000000 0.014755937243 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-10-15 0.00000000 USD 0.00000000 USD 1560000.00000000 USD 7008.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2MVL0 IRS USD R F 3.39350 IS2MVL0 CCPOIS / Short: SS2MVL0 IRS USD P V 00MSOFR IS2MVM1 CCPOIS 000000000 2300000.00000000 OU Notional Amount USD -57838.73000000 -0.12176887782 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-04-20 0.00000000 USD 0.00000000 USD 2300000.00000000 USD -57838.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS2Y9Y5 IRS USD R V 00MSOFR IS2Y9Z6 CCPOIS / Short: BS2Y9Y5 IRS USD P F 3.30384 IS2Y9Y5 CCPOIS 000000000 300000.00000000 OU Notional Amount USD 11154.82000000 0.023484435321 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-15 0.00000000 USD 0.00000000 USD 300000.00000000 USD 11154.82000000 N N N Pennsylvania Turnpike Commission Oil Franchise Tax Revenue 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU 709221VG7 1000000.00000000 PA USD 1065464.20000000 2.243140193436 Long DBT MUN US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE 71780TBM4 2000000.00000000 PA USD 2190320.40000000 4.611319390874 Long DBT MUN US N 2 2060-11-01 Fixed 5.50000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE 70870JEM6 1000000.00000000 PA USD 993342.30000000 2.091300710967 Long DBT MUN US N 2 2047-11-15 Floating 1.17000000 N N N N N N Northeastern Pennsylvania Hospital and Education Authority N/A N ESTRN PA HOSP & EDU AUTH 664556CE5 520000.00000000 PA USD 523518.48000000 1.102172503303 Long DBT MUN US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JL6 525000.00000000 PA USD 538822.10000000 1.134391478964 Long DBT MUN US N 2 2040-10-01 Fixed 5.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2N4T2 IRS USD R F 3.07500 IS2N4T2 CCPOIS / Short: SS2N4T2 IRS USD P V 00MSOFR IS2N4U3 CCPOIS 000000000 850000.00000000 OU Notional Amount USD -37642.21000000 -0.07924879523 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-30 0.00000000 USD 0.00000000 USD 850000.00000000 USD -37642.21000000 N N N Lehigh County General Purpose Authority N/A LEHIGH CNTY PA GEN PURPOSE AUTH REVENUES 52480RGN4 1000000.00000000 PA USD 1052794.40000000 2.216466244538 Long DBT MUN US N 2 2054-02-01 Fixed 5.25000000 N N N N N N Pittsburgh Water & Sewer Authority 54930034DVH6W22T1E86 PITTSBURGH PA WTR & SWR AUTH 725304XD6 2000000.00000000 PA USD 1954586.40000000 4.115024526758 Long DBT MUN US N 2 2040-09-01 Floating 4.35000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH REVENUE 70869PHX8 1000000.00000000 PA USD 1013012.50000000 2.132712722964 Long DBT MUN US N 2 2042-06-30 Fixed 5.00000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV 71781PBK5 400000.00000000 PA USD 401084.36000000 0.844409834581 Long DBT MUN US N 2 2040-06-01 Fixed 6.37500000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS30759 IRS USD R V 12MUSCPI IS30760 CCP INFLATION ZERO / Short: BS30759 IRS USD P F 2.45000 BS30759 CCP INFLATION ZERO 000000000 1066000.00000000 OU Notional Amount USD -552.88000000 -0.00116398781 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-10-15 0.00000000 USD 0.00000000 USD 1066000.00000000 USD -552.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS2Y860 IRS USD R V 00MSOFR IS2Y871 CCPOIS / Short: BS2Y860 IRS USD P F 3.54300 IS2Y860 CCPOIS 000000000 500000.00000000 OU Notional Amount USD 8660.86000000 0.018233858233 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-15 61.17000000 USD 0.00000000 USD 500000.00000000 USD 8599.69000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 227491.29000000 NS USD 227491.29000000 0.478941344303 Long STIV RF US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS30LD5 IRS USD R V 00MSOFR IS30LE6 CCPOIS / Short: BS30LD5 IRS USD P F 3.91700 IS30LD5 CCPOIS 000000000 530000.00000000 OU Notional Amount USD -9352.52000000 -0.01969002198 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-15 0.00000000 USD 0.00000000 USD 530000.00000000 USD -9352.52000000 N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NU9 750000.00000000 PA USD 792882.23000000 1.669268661278 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 250000.00000000 PA USD 250998.10000000 0.528430637637 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N AES PUERTO RICO LP 54930031FSLPC1L9X341 AES PUERTO RICO LP 00810HAA0 36128.00000000 PA USD 35044.16000000 0.073779075675 Long DBT CORP US N 3 2026-03-04 Variable 12.50000000 N N N N N N Guam Education Financing Foundation N/A GUAM EDU FING FNDTN COPS 40064UBA9 170000.00000000 PA USD 169443.83000000 0.356733023599 Long DBT MUN US N 2 2026-10-01 Fixed 5.00000000 N N N N N N AES GUAYAMA HOLDINGS PFD N/A AES GUAYAMA HOLDINGS PFD 000000000 3420.00000000 NS USD 9952.20000000 0.020952538652 Long EC CORP US N 3 N N N Antonio B Won Pat International Airport Authority N/A GUAM INTERNATIONAL ARPT AUTH 40064RFA2 100000.00000000 PA USD 107560.03000000 0.226447989993 Long DBT MUN US N 2 2031-10-01 Fixed 5.25000000 N N N N N N Montgomery County Higher Education and Health Authority N/A MONTGOMERY CNTY PA HGR EDU & HLTH AUTH 613603XF1 1100000.00000000 PA USD 1124030.71000000 2.366441279075 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAG6 135000.00000000 PA USD 145550.98000000 0.306430993581 Long DBT MUN US N 2 2038-09-01 Fixed 7.12500000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH REVENUE 70869PQB6 1000000.00000000 PA USD 1093306.50000000 2.301757068792 Long DBT MUN US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA 000000000 1140000.00000000 OU Notional Amount USD 92291.87000000 0.194303668883 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 1140000.00000000 USD 92291.87000000 N N N City of Erie Higher Education Building Authority 549300JDMWBZICIGLV66 ERIE PA HGR EDU BLDG AUTH 295435CR0 300000.00000000 PA USD 291797.85000000 0.614327056407 Long DBT MUN US N 2 2036-05-01 Fixed 4.00000000 N N N N N N School District of Philadelphia/The 254900HSKDHZKBZCUL90 PHILADELPHIA PA SCH DIST 717883WG3 750000.00000000 PA USD 793057.50000000 1.669637660238 Long DBT MUN US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Philadelphia Energy Authority/The N/A PHILADELPHIA PA ENERGY AUTH 71780UAN0 1200000.00000000 PA USD 1336784.40000000 2.814355299406 Long DBT MUN US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Bucks County Industrial Development Authority N/A BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE 11861MAV8 420000.00000000 PA USD 433357.64000000 0.912355328707 Long DBT MUN US N 2 2027-07-01 Fixed 5.00000000 N N N N N N City of Erie Higher Education Building Authority 549300JDMWBZICIGLV66 ERIE PA HGR EDU BLDG AUTH 295435CS8 250000.00000000 PA USD 231402.80000000 0.487176313904 Long DBT MUN US N 2 2041-05-01 Fixed 4.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2Q2M0 IRS USD R F 4.19000 IS2Q2M0 CCPOIS / Short: SS2Q2M0 IRS USD P V 00MSOFR IS2Q2N1 CCPOIS 000000000 800000.00000000 OU Notional Amount USD 19625.59000000 0.041318093793 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-01 0.00000000 USD 0.00000000 USD 800000.00000000 USD 19625.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2Y6S8 IRS USD R F 3.61550 IS2Y6S8 CCPOIS / Short: SS2Y6S8 IRS USD P V 00MSOFR IS2Y6T9 CCPOIS 000000000 800000.00000000 OU Notional Amount USD -8126.72000000 -0.01710932406 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-31 0.00000000 USD 0.00000000 USD 800000.00000000 USD -8126.72000000 N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 35000.00000000 PA USD 36375.01000000 0.076580937179 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2J2S5 IRS USD R F 3.89200 IS2J2S5 CCPOIS / Short: SS2J2S5 IRS USD P V 00MSOFR IS2J2T6 CCPOIS 000000000 2500000.00000000 OU Notional Amount USD -33763.10000000 -0.07108203791 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-15 0.00000000 USD 0.00000000 USD 2500000.00000000 USD -33763.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS30FB1 IRS USD R F 2.53125 IS30FB1 CCPINFLATIONZERO / Short: SS30FB1 IRS USD P V 12MUSCPI IS30FC2 CCPINFLATIONZERO 000000000 1640000.00000000 OU Notional Amount USD 8714.66000000 0.018347124303 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-10-15 0.00000000 USD 0.00000000 USD 1640000.00000000 USD 8714.66000000 N N N Chambersburg Area Municipal Authority N/A CHAMBERSBURG PA AREA MUNI AUTH EDU FAC REVENUE 157881AD5 650000.00000000 PA USD 646466.99000000 1.361018126182 Long DBT MUN US N 2 2043-10-01 Fixed 5.75000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XG5 800000.00000000 PA USD 840262.16000000 1.769018446719 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NV7 1000000.00000000 PA USD 1055508.90000000 2.222181128300 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N City of Philadelphia PA Water & Wastewater Revenue 549300IVFOPB4AG7UL47 PHILADELPHIA PA WTR & WSTWTR REVENUE 717893H95 1000000.00000000 PA USD 1042642.60000000 2.195093484557 Long DBT MUN US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Black Belt Energy Gas District 549300I8V0Z68JQCB679 BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE 09182TEN3 1000000.00000000 PA USD 1088119.70000000 2.290837209114 Long DBT MUN US N 2 2055-03-01 Floating 5.00000000 N N N N N N Chicago O'Hare International Airport N/A CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE 1675934T6 1000000.00000000 PA USD 1092542.70000000 2.300149027452 Long DBT MUN US N 2 2059-01-01 Fixed 5.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS309H5 IRS USD R V 12MUSCPI IS309I6 CCPINFLATIONZERO / Short: BS309H5 IRS USD P F 2.51600 IS309H5 CCPINFLATIONZERO 000000000 1067000.00000000 OU Notional Amount USD -3733.02000000 -0.00785919151 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-10-15 0.00000000 USD 0.00000000 USD 1067000.00000000 USD -3733.02000000 N N N Commonwealth Financing Authority N/A CMWLTH FING AUTH PA TOBACCO MASTER SETTLEMENT PAYMENT REV 20282EAM8 2500000.00000000 PA USD 2650302.75000000 5.579728181668 Long DBT MUN US N 2 2031-06-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV 70868YAY5 1000000.00000000 PA USD 1106285.00000000 2.329080929134 Long DBT MUN US N 2 2061-06-30 Fixed 6.00000000 N N N N N N Chester County Industrial Development Authority N/A CHESTER CNTY PA INDL DEV AUTH 165588FN9 200000.00000000 PA USD 211130.62000000 0.444496943010 Long DBT MUN US N 2 2052-10-15 Fixed 6.00000000 N N N N N N Crawford County Hospital Authority N/A CRAWFORD CNTY PA HOSP AUTH 225004AQ3 635000.00000000 PA USD 642586.79000000 1.352849074065 Long DBT MUN US N 2 2046-06-01 Fixed 6.00000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JQD0 100000.00000000 PA USD 84047.36000000 0.176946359500 Long DBT MUN US N 2 2029-07-01 None 0.00000000 N N N N N N Berks County Municipal Authority/The N/A BERKS CNTY PA MUNI AUTH 084538JK4 262000.00000000 PA USD 188912.74000000 0.397721256280 Long DBT MUN US N 2 2044-06-30 None 0.00000000 N N N N N N Tobacco Settlement Financing Corp N/A TOBACCO SETTLEMENT FING CORP NJ 888808HT2 370000.00000000 PA USD 371734.41000000 0.782618877625 Long DBT MUN US N 2 2046-06-01 Fixed 5.00000000 N N N N N N Berks County Municipal Authority/The N/A BERKS CNTY PA MUNI AUTH 084538JD0 115000.00000000 PA USD 119261.35000000 0.251082981209 Long DBT MUN US N 2 2034-06-30 Fixed 8.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS30997 IRS USD R F 3.81350 IS30997 CCPOIS / Short: SS30997 IRS USD P V 00MSOFR IS309A8 CCPOIS 000000000 434000.00000000 OU Notional Amount USD 1112.98000000 0.002343176028 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-15 0.00000000 USD 0.00000000 USD 434000.00000000 USD 1112.98000000 N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE 71780CBV1 500000.00000000 PA USD 516098.65000000 1.086551406976 Long DBT MUN US N 2 2043-06-15 Fixed 5.50000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE 71780CAZ3 1000000.00000000 PA USD 1013382.10000000 2.133490848231 Long DBT MUN US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709225ES1 1290000.00000000 PA USD 1297704.78000000 2.732080300053 Long DBT MUN US N 2 2043-12-01 Fixed 4.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2VJ91 IRS USD R F 4.46050 IS2VJ91 CCPOIS / Short: SS2VJ91 IRS USD P V 00MSOFR IS2VJA2 CCPOIS 000000000 900000.00000000 OU Notional Amount USD 25222.53000000 0.053101428300 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-07-31 0.00000000 USD 0.00000000 USD 900000.00000000 USD 25222.53000000 N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE 71780CBB5 185000.00000000 PA USD 189904.31000000 0.399808825737 Long DBT MUN US N 2 2030-08-01 Fixed 5.00000000 N N N N N N Commonwealth of Pennsylvania N/A PENNSYLVANIA ST COPS 709144NT2 450000.00000000 PA USD 476561.07000000 1.003312256520 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS309N1 IRS USD R F 3.76800 IS309N1 CCPOIS / Short: SS309N1 IRS USD P V 00MSOFR IS309O2 CCPOIS 000000000 400000.00000000 OU Notional Amount USD 1282.06000000 0.002699143074 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-15 0.00000000 USD 0.00000000 USD 400000.00000000 USD 1282.06000000 N N N School District of Philadelphia/The 254900HSKDHZKBZCUL90 PHILADELPHIA PA SCH DIST 717883A69 1000000.00000000 PA USD 1115783.90000000 2.349079127462 Long DBT MUN US N 2 2043-09-01 Fixed 5.25000000 N N N N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 65000.00000000 PA USD 66506.28000000 0.140016820634 Long DBT MUN US N 2 2031-11-15 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 74528KAA1 20390.00000000 PA USD 20212.73000000 0.042554209782 Long DBT MUN US N 2 2027-01-01 Fixed 6.62500000 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 74528KAB9 155508.00000000 PA USD 154029.76000000 0.324281515644 Long DBT MUN US N 2 2028-01-01 Fixed 6.62500000 N N N N N N State Public School Building Authority 5493006JN0UR7OGWTO86 STATE PUBLIC SCH BLDG AUTH PASCH REVENUE 85732TKS0 865000.00000000 PA USD 894976.06000000 1.884208565946 Long DBT MUN US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 PENNSYLVANIA ST UNIV 709235M93 500000.00000000 PA USD 494954.40000000 1.042036052040 Long DBT MUN US N 2 2050-09-01 Fixed 4.00000000 N N N N N N Pennsylvania Turnpike Commission Registration Fee Revenue 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION REGISTRATION FEE REVENUE 709222DS9 1000000.00000000 PA USD 1000282.10000000 2.105911191839 Long DBT MUN US N 2 2041-07-15 Floating 5.32000000 N N N N N N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 120000.00000000 PA USD 118008.79000000 0.248445944995 Long DBT MUN US N 2 2035-12-01 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 74528LAD3 100000.00000000 PA USD 120590.16000000 0.253880547867 Long DBT MUN US N 2 2046-01-01 Fixed 6.75000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS30878 IRS USD R F 3.73950 IS30878 CCPOIS / Short: SS30878 IRS USD P V 00MSOFR IS30889 CCPOIS 000000000 433000.00000000 OU Notional Amount USD -375.91000000 -0.00079140981 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-15 0.00000000 USD 0.00000000 USD 433000.00000000 USD -375.91000000 N N N Maricopa County Industrial Development Authority N/A MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE 56681NCW5 100000.00000000 PA USD 103169.07000000 0.217203626021 Long DBT MUN US N 2 2052-07-01 Fixed 6.00000000 N N N N N N Territory of Guam N/A GUAM GOVT LTD OBLG REVENUE 40065HDV9 150000.00000000 PA USD 150775.49000000 0.317430244774 Long DBT MUN US N 2 2046-12-01 Fixed 5.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE 709225MP8 1000000.00000000 PA USD 1148294.70000000 2.417524676549 Long DBT MUN US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Moon Industrial Development Authority 549300CGX4T1GTNHL435 MOON INDL DEV AUTH PA REVENUE 61543RAS5 765000.00000000 PA USD 617830.68000000 1.300729607851 Long DBT MUN US N 2 2035-07-01 Fixed 5.75000000 N N N N N N Montgomery County Higher Education and Health Authority N/A MONTGOMERY CNTY PA HGR EDU & HLTH AUTH 613603G60 1000000.00000000 PA USD 1044669.20000000 2.199360120560 Long DBT MUN US N 2 2052-05-01 Fixed 5.00000000 N N N N N N Allentown Neighborhood Improvement Zone Development Authority N/A ALLENTOWN PA NEIGHBORHOOD IMPT ZONE DEV AUTH TAX REVENUE 018444CA5 480000.00000000 PA USD 484498.37000000 1.020022791381 Long DBT MUN US N 2 2042-05-01 Fixed 5.25000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS308B2 IRS USD R V 12MUSCPI IS308C3 CCPINFLATION ZERO / Short: BS308B2 IRS USD P F 2.49900 BS308B2 CCP INFLATION ZERO 000000000 1067000.00000000 OU Notional Amount USD -2897.44000000 -0.00610003050 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-10-15 0.00000000 USD 0.00000000 USD 1067000.00000000 USD -2897.44000000 N N N Centre County Hospital Authority N/A CENTRE CNTY PA HOSP AUTH 156273HD9 1000000.00000000 PA USD 1034399.20000000 2.177738512075 Long DBT MUN US N 2 2042-11-15 Fixed 5.00000000 N N N N N N Lancaster Municipal Authority N/A LANCASTER PA MUNI AUTH HLTHCARE FACS REVENUE 514350AP2 535000.00000000 PA USD 553081.88000000 1.164412840233 Long DBT MUN US N 2 2059-05-01 Fixed 5.00000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A PENNSYLVANIA ST ECON DEV FING AUTH SOLID WASTE DISPOSAL REV 708692BQ0 270000.00000000 PA USD 227101.97000000 0.478121702179 Long DBT MUN US N 2 2039-08-01 Fixed 3.25000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: BS2YFS1 IRS USD R V 00MSOFR IS2YFT2 CCPOIS / Short: BS2YFS1 IRS USD P F 3.54500 IS2YFS1 CCPOIS 000000000 700000.00000000 OU Notional Amount USD 11833.12000000 0.024912472034 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-15 0.00000000 USD 0.00000000 USD 700000.00000000 USD 11833.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS306X0 IRS USD R F 3.76100 IS306X0 CCPOIS / Short: SS306X0 IRS USD P V 00MSOFR IS306Y1 CCPOIS 000000000 433000.00000000 OU Notional Amount USD 26.40000000 0.000055580376 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-15 0.00000000 USD 0.00000000 USD 433000.00000000 USD 26.40000000 N N N Hospitals & Higher Education Facilities Authority of Philadelphia/The N/A PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH 717903L89 660000.00000000 PA USD 676992.62000000 1.425284262560 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 PENNSYLVANIA ST UNIV 709235T70 1000000.00000000 PA USD 797034.80000000 1.678011138663 Long DBT MUN US N 2 2043-09-01 Fixed 2.79000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS2VZV5 IRS USD R F 4.05900 IS2VZV5 CCPOIS / Short: SS2VZV5 IRS USD P V 00MSOFR IS2VZW6 CCPOIS 000000000 3000000.00000000 OU Notional Amount USD 51804.66000000 0.109065245977 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-31 316.07000000 USD 0.00000000 USD 3000000.00000000 USD 51488.59000000 N N N Berks County Municipal Authority/The N/A BERKS CNTY PA MUNI AUTH 084538JH1 525000.00000000 PA USD 522051.97000000 1.099085034456 Long DBT MUN US N 2 2039-06-30 Fixed 5.00000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 PUERTO RICO CMWLTH 74514L3R6 100000.00000000 PA USD 69162.47000000 0.145608943345 Long DBT MUN US N 2 2033-07-01 None 0.00000000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE 71780CBJ8 500000.00000000 PA USD 416558.25000000 0.876987282615 Long DBT MUN US N 2 2056-06-01 Fixed 4.00000000 N N N N N N Delaware County Authority N/A DELAWARE CNTY PA AUTH 245913NA2 1625000.00000000 PA USD 1630332.44000000 3.432367061067 Long DBT MUN US N 2 2032-06-01 Fixed 5.00000000 N N N N N N Scranton School District/PA 549300SDNGI3OKNOUW62 SCRANTON PA SCH DIST 810827XH3 500000.00000000 PA USD 524378.00000000 1.103982065613 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N 2024-12-17 AB MUNICIPAL INCOME FUND II Stephen Woetzel Stephen Woetzel Controller