# EDGAR Filing Document

**Accession Number:** 0000899774
**File Stem:** 0001752724-23-018108
**Filing Date:** 2023-1
**Character Count:** 78015
**Document Hash:** b97c1536b9a017f370638cab7a2fabdb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018108.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB MUNICIPAL INCOME FUND II
- **CENTRAL INDEX KEY:** 0000899774
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07618
- **FILM NUMBER:** 23567700

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN MUNICIPAL INCOME FUND II
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND II
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### AB Massachusetts Portfolio (Series ID: S000010355)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000028643 | Class A       | AMAAX           |
| C000028645 | Class C       | AMACX           |
| C000082955 | Advisor Class | AMAYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AB MUNICIPAL INCOME FUND II

- **b. Investment Company Act file number:** 811-07618

- **c. CIK number of Registrant:** 0000899774

- **d. LEI of Registrant:** 549300NQ4217TS0L9K86

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** AB Massachusetts Portfolio

- **b. EDGAR series identifier (if any):** S000010355

- **c. LEI of Series:** GX8OABUX9TYQCBNLUZ20

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $201346231.43

**Total Liabilities:** $1168026.67

**Net Assets:** $200178204.76

**Delayed Delivery Securities:** $295246.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -11150.79000000 | **1-Year:** -8250.96000000 | **5-Year:** -27049.18000000 | **10-Year:** -30687.32000000 | **30-Year:** -30336.10000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -15859.89000000 | **1-Year:** -16584.15000000 | **5-Year:** -21646.91000000 | **10-Year:** -27144.18000000 | **30-Year:** -32095.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082955 | -3.89%               | -0.94%               | 4.62%                |
| Class ID C000028645 | -4.07%               | -1.03%               | 4.65%                |
| Class ID C000028643 | -4.00%               | -0.96%               | 4.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-56020.31               | $-9086138.88                               |
| Month 2  | $-1168369.95             | $-1596859.04                               |
| Month 3  | $-442150.04              | $9461923.97                                |

**Designated Index Information**

- **Index Name:** Bloomberg Municipal Bond Unhedged

- **Index Identifier:** LMBITR:IND

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Limited                                                                     | Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2050000 | OU      | $-87358.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    662000 | OU      | $58039.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                            | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    240000 | PA      | $239881.90    | 0.12%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                       | CUSIP: 40065NCR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2255000 | PA      | $1952316.31   | 0.98%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZR2<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    260000 | PA      | $257435.49    | 0.13%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                          | NORTH CAROLINA ST MED CARE COMMISSION RETMNT FACS REVENUE                                                                      | CUSIP: 65820YLK0<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    540000 | PA      | $485995.25    | 0.24%             | 2037-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YSV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1065601.00   | 0.53%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     57498 | PA      | $57740.14     | 0.03%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583UN79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7039837.70   | 3.52%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583U6R4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3755000 | PA      | $3774691.22   | 1.89%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                            | WORCESTER MA                                                                                                                   | CUSIP: 981306F65<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2078544.78   | 1.04%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XD24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $723053.87    | 0.36%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064RFG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $191707.90    | 0.10%             | 2043-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582RV78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5019145.00   | 2.51%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YH28<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1516135.05   | 0.76%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064RFE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96831.95     | 0.05%             | 2036-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JL6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1447945.88   | 0.72%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                        | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                            | CUSIP: 59333PH43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3081097.80   | 1.54%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                         | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    270000 | PA      | $203093.73    | 0.10%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2060000 | OU      | $-69448.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2076201.85   | 1.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190UR7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98739.44     | 0.05%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584Y3U1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5386307.00   | 2.69%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $149064.38    | 0.07%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2CPI5   IRS USD R F  3.33100 IS2CPI5 CCPINFLATIONZERO / Short: SS2CPI5   IRS USD P V 12MUSCPI IS2CPJ6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1250000 | OU      | $-33448.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306900.42    | 0.15%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    950000 | OU      | $-42743.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    663000 | OU      | $57408.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YM97<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1615930.60   | 0.81%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YQG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014594.90   | 0.51%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $771243.22    | 0.39%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                         | PHILADELPHIA PA                                                                                                                | CUSIP: 717813VS5<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069247.20   | 0.53%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XD32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $756247.53    | 0.38%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102511.18    | 0.05%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YL64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $850138.80    | 0.42%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582REC6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10463255.00  | 5.23%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1130000 | OU      | $84569.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584Y2W8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $933539.80    | 0.47%             | 2040-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                   | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                    | CUSIP: 02936TAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $438095.33    | 0.22%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583UK23<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1100295.05   | 0.55%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: SS2FG92   IRS USD R F  2.58650 IS2FG92 CCPOIS / Short: SS2FG92   IRS USD P V 00MSOFR IS2FGA3 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1500000 | OU      | $-57031.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   3025000 | OU      | $339337.02    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDGAUTH PROJ REVENUE                                                                                 | CUSIP: 914440SY9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    380000 | PA      | $397020.05    | 0.20%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2J6H2   IRS USD R V 00MSOFR IS2J6I3 CCPOIS / Short: BS2J6H2   IRS USD P F  3.96950 IS2J6H2 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-94173.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                         | MASSACHUSETTS ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                              | CUSIP: 57586CGB5<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 0.25%             | 2040-07-01      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                                                               | CUSIP: 576000PH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2528569.50   | 1.26%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue     | MASSACHUSETTS ST DEPT OF TRANSPRTN MET HIGHWAY SYS REVENUE                                                                     | CUSIP: 57563CFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 1.00%             | 2039-01-01      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XPS4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2044695.60   | 1.02%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XPV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2131549.35   | 1.06%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                    | MASSACHUSETTS ST PORT AUTH                                                                                                     | CUSIP: 575896YD1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2409849.23   | 1.20%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                         | MASSACHUSETTS ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                              | CUSIP: 57586CGB5<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1405000.00   | 0.70%             | 2040-07-01      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                                                                                     | CUSIP: 914437TD0<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2697695.75   | 1.35%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2CJA5   IRS USD R V 03MLIBOR IS2CJB6 CCPVANILLA / Short: BS2CJA5   IRS USD P F  1.42700 IS2CJA5 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2100000 | OU      | $329889.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582RRH1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5320019.50   | 2.66%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue                   | MASSACHUSETTS BAY MA TRANSPRTN AUTH REVENUE                                                                                    | CUSIP: 575577NV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2031422.80   | 1.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XYG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $822093.79    | 0.41%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                              | DETROIT MI                                                                                                                     | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91702.23     | 0.05%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                    | MASSACHUSETTS ST PORT AUTH SPL FACS REVENUE                                                                                    | CUSIP: 575898DJ7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2123479.40   | 1.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YM71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $326240.85    | 0.16%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582PCU2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2820340.20   | 1.41%             | 2037-05-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                   | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $595623.64    | 0.30%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XNM9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1905432.20   | 0.95%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZS0<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    230000 | PA      | $227520.42    | 0.11%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13551.31     | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JPV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     22000 | PA      | $20434.27     | 0.01%             | 2040-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5260000 | OU      | $930448.71    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2804481.12   | 1.40%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    130000 | PA      | $119408.09    | 0.06%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505UX2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    650000 | PA      | $655312.65    | 0.33%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO                                                      | DENVER CITY & CNTY CO SPL FACS ARPT REVENUE                                                                                    | CUSIP: 249271GV3<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $990541.80    | 0.49%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1660000 | OU      | $-70436.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XJ93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1060224.00   | 0.53%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YX53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2466279.00   | 1.23%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YYF0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1232553.42   | 0.62%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                               | NORTH CAROLINA ST TURNPIKE AUTH                                                                                                | CUSIP: 65830RBL2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031226.30   | 0.52%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                               | QUINCY MA                                                                                                                      | CUSIP: 748508E38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3060000 | PA      | $3463578.50   | 1.73%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                   | PALM BEACH CNTY FL HLTH FACS AUTH REVENUE                                                                                      | CUSIP: 696507VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73836.49     | 0.04%             | 2056-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Village of Bolingbrook IL Sales Tax Revenue                                     | BOLINGBROOK IL SALES TAX REVENUE                                                                                               | CUSIP: 09755LAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    169472 | PA      | $164074.13    | 0.08%             | 2024-01-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                    | MASSACHUSETTS ST PORT AUTH                                                                                                     | CUSIP: 575896VH5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028721.10   | 0.51%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority                                            | GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE                                                                                 | CUSIP: 40065FDE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1547348.27   | 0.77%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2D7L5   IRS USD R V 00MSOFR IS2D7M6 CCPOIS / Short: BS2D7L5   IRS USD P F  1.28350 IS2D7L5 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1350000 | OU      | $231412.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    238000 | PA      | $172848.98    | 0.09%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2COQ6   IRS USD R F  3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6   IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3900000 | OU      | $-85578.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45203H6J6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1105425.30   | 0.55%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3970000 | OU      | $842752.83    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2545883.61   | 1.27%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583UX52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5855000 | PA      | $5578530.41   | 2.79%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YMA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1587728.13   | 0.79%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583UUT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003978.60   | 0.50%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YPC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1896776.37   | 0.95%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204676.22    | 0.10%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584X4N8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2035040.60   | 1.02%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XJZ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1539562.35   | 0.77%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YSJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1586700.36   | 0.79%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-31921.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WNL6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033394.60   | 0.52%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT                                                                                                                      | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $216008.14    | 0.11%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                                                                                                 | CUSIP: 20772JP30<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1058909.90   | 0.53%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    870000 | OU      | $144859.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST SPL OBLG REVENUE                                                                                              | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1946207.80   | 0.97%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mission Economic Development Corp                                               | MISSION TX ECON DEV CORP REVENUE                                                                                               | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $522282.38    | 0.26%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    510000 | OU      | $15094.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    870000 | OU      | $146039.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461362D2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1232838.13   | 0.62%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YNY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1937649.01   | 0.97%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YL56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1109904.05   | 0.55%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                           | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                     | CUSIP: 70869PHV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1155202.47   | 0.58%             | 2034-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XD40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026237.60   | 0.51%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $84438.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3003002.70   | 1.50%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YJW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5032320.50   | 2.51%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    865000 | PA      | $634949.27    | 0.32%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                            | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                   | CUSIP: 11023PAB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $289585.69    | 0.14%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2D7J3   IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3   IRS USD P F  1.28000 IS2D7J3 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2750000 | OU      | $472221.99    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                             | WEYMOUTH MASS                                                                                                                  | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1268062.60   | 0.63%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    100000 | PA      | $86916.44     | 0.04%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2420000 | OU      | $15986.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                    | MASSACHUSETTS ST PORT AUTH                                                                                                     | CUSIP: 575896TE5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   4685000 | PA      | $5060833.04   | 2.53%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                                                                                     | CUSIP: 914437VJ4<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1442773.40   | 0.72%             | 2043-11-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1325000 | OU      | $117211.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YN70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1569366.23   | 0.78%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDGAUTH PROJ REVENUE                                                                                 | CUSIP: 914440SW3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1692559.15   | 0.85%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022056.50   | 0.51%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57583UVM7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5046036.00   | 2.52%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                      | MARTHAS VINEYARD MA LAND BANK REVENUE                                                                                          | CUSIP: 573100CX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040127.00   | 0.52%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $849488.00    | 0.42%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                              | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    710079 | NS      | $710079.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Port Authority                                                    | MASSACHUSETTS ST PORT AUTH                                                                                                     | CUSIP: 575896YK5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033825.60   | 0.52%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2529068.25   | 1.26%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2AQZ3   IRS USD R V 03MLIBOR IS2AR05 CCPVANILLA / Short: BS2AQZ3   IRS USD P F  1.24050 IS2AQZ3 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2000000 | OU      | $343041.13    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                                                               | CUSIP: 576000QV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3770000 | PA      | $3939360.46   | 1.97%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YYM5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2118145.75   | 1.06%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2CPE1   IRS USD R F  3.76500 IS2CPE1 CCPINFLATIONZERO / Short: SS2CPE1   IRS USD P V 12MUSCPI IS2CPF2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2270000 | OU      | $-63364.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YGR4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3188402.40   | 1.59%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XM40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1299381.00   | 0.65%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064REL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $429411.76    | 0.21%             | 2043-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                         | MASSACHUSETTS ST WTR RESOURCES AUTH                                                                                            | CUSIP: 576051PJ9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5949510.05   | 2.97%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582RW28<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4965000 | PA      | $3987808.06   | 1.99%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    205000 | PA      | $112182.19    | 0.06%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue     | MASSACHUSETTS ST DEPT OF TRANSPRTN MET HIGHWAY SYS REVENUE                                                                     | CUSIP: 57563CBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 2.00%             | 2037-01-01      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JH5<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359930.17    | 0.18%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                        | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                         | CUSIP: 74443QAC6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018074.80   | 0.51%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YM89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    365000 | PA      | $335453.69    | 0.17%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salt Verde Financial Corp                                                       | SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE                                                                                | CUSIP: 79575EAS7<br>LEI: 549300VEWOZY6TQOIF03 | Long             | DBT              | MUN               | US        |    660000 | PA      | $682385.22    | 0.34%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202741.88    | 0.10%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $44664.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS28QJ1   IRS USD R V 03MLIBOR IS28QK2 CCPVANILLA / Short: BS28QJ1   IRS USD P F  1.20800 IS28QJ1 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2450000 | OU      | $300119.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2IZD8   IRS USD R V 00MSOFR IS2IZE9 CCPOIS / Short: BS2IZD8   IRS USD P F  3.61900 IS2IZD8 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2800000 | OU      | $-53225.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS DEV FIN AGY NATIONAL CHRT SCH REVOLVING LOAN F                                                                   | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $912417.90    | 0.46%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB MUNICIPAL INCOME FUND II

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer