# EDGAR Filing Document

**Accession Number:** 0000899774
**File Stem:** 0001752724-23-018098
**Filing Date:** 2023-1
**Character Count:** 80121
**Document Hash:** 16a029d50fe6b0d7086528b4b8ef83e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018098.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018098

**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:** 23567688

**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 Virginia Portfolio (Series ID: S000010361)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000028661 | Class A       | AVAAX           |
| C000028663 | Class C       | AVACX           |
| C000082961 | Advisor Class | AVAYX           |

## 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 Virginia Portfolio

- **b. EDGAR series identifier (if any):** S000010361

- **c. LEI of Series:** E7BAUV216G1MOZRKT880

**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:** $204614603.75

**Total Liabilities:** $5946054.75

**Net Assets:** $198668549.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16583.49000000 | **1-Year:** -15744.11000000 | **5-Year:** -34169.28000000 | **10-Year:** -35468.08000000 | **30-Year:** -31891.74000000

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

- **3-Month:** -9909.82000000 | **1-Year:** -13325.12000000 | **5-Year:** -24311.18000000 | **10-Year:** -27968.32000000 | **30-Year:** -29064.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028663 | -3.72%               | -1.05%               | 4.84%                |
| Class ID C000028661 | -3.65%               | -0.88%               | 4.79%                |
| Class ID C000082961 | -3.63%               | -0.96%               | 4.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9220.20                | $-8395138.13                               |
| Month 2  | $866.65                  | $-2541932.19                               |
| Month 3  | $-1388750.88             | $10796454.60                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Roanoke County Economic Development Authority                                   | ROANOKE CNTY VA ECON DEV AUTH LEASE REVENUE                                                                                    | CUSIP: 76982PCC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1849919.23   | 0.93%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 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        |   2250000 | OU      | $-95880.76    | -0.05%            |  |  |  | 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: 74527EFQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118591.81    | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Economic Development Authority                                   | FAIRFAX CNTY VA ECON DEV AUTHTRANSPRTN DIST IMPT REVENUE                                                                       | CUSIP: 30383BCR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $431341.04    | 0.22%             | 2035-04-01      | Fixed         | 4.00%                 | 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        |    725000 | OU      | $63563.29     | 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        |    235000 | PA      | $234884.36    | 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        |   1370000 | PA      | $1186107.91   | 0.60%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104PJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5176477.00   | 2.61%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072R4<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100256.40    | 0.05%             | 2048-01-01      | Fixed         | 5.00%                 | 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        |    190000 | PA      | $188125.94    | 0.09%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia Port Authority                                                         | VIRGINIA ST PORT AUTH PORT FAC REVENUE                                                                                         | CUSIP: 928077JK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2099621.80   | 1.06%             | 2035-07-01      | Fixed         | 5.00%                 | 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        |    560000 | PA      | $503995.07    | 0.25%             | 2037-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z23<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102675.59    | 0.05%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                 | CUSIP: 9277816D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1637549.76   | 0.82%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     66618 | PA      | $66898.54     | 0.03%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                              | UMB FINANCIAL CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    151165 | NS      | $150498.32    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Richmond Redevelopment & Housing Authority                                      | RICHMOND VA REDEV & HSG AUTH REVENUE                                                                                           | CUSIP: 765411AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $881535.87    | 0.44%             | 2037-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University Health System Authority                        | VIRGINIA ST CMWLTH UNIV HLTH SYS AUTH REVENUE                                                                                  | CUSIP: 92778LDC1<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2040245.60   | 1.03%             | 2046-07-01      | Fixed         | 5.00%                 | 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        |   2260000 | OU      | $-76191.06    | -0.04%            |  |  |  | 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        |    210000 | PA      | $207352.82    | 0.10%             | 2041-07-01      | Fixed         | 5.25%                 | 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: 74527EFR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122791.35    | 0.06%             | 2035-07-01      | 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: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $144547.28    | 0.07%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    303201 | PA      | $310175.05    | 0.16%             | 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        |   1060000 | OU      | $-47693.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Culpeper County Economic Development Authority                                  | CULPEPER CO VA ECON DEV AUTH LEASE REVENUE                                                                                     | CUSIP: 230228AQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3009565.85   | 1.51%             | 2029-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                          | ROANOKE VA ECON DEV AUTH HOSPREVENUE                                                                                           | CUSIP: 770082BV6<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1555969.98   | 0.78%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                     | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2400147.45   | 1.21%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                 | CUSIP: 9277817M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $961284.30    | 0.48%             | 2045-07-01      | Fixed         | 5.00%                 | 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        |    725000 | OU      | $62777.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Guam Department of Education                                                    | GUAM GOVT DEPT OF EDU COPS                                                                                                     | CUSIP: 40065AAH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1069014.01   | 0.54%             | 2040-02-01      | 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        |    955000 | PA      | $903726.72    | 0.45%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lexington Industrial Development Authority                                      | LEXINGTON VA INDL DEV AUTH RSDL CARE FAC REVENUE                                                                               | CUSIP: 52976BBV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1363890.30   | 0.69%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    103059 | PA      | $105647.00    | 0.05%             | 2031-07-01      | Fixed         | 5.75%                 | 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        |   1230000 | OU      | $92053.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2F7H7   IRS USD R V 00MSOFR IS2F7I8 CCPOIS / Short: BS2F7H7   IRS USD P F  2.30750 IS2F7H7 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2700000 | OU      | $225500.38    | 0.11%             |  |  |  | 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        |    420000 | PA      | $465822.88    | 0.23%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fairfax County Industrial Development Authority                                 | FAIRFAX CNTY VA INDL DEV AUTH REVENUE                                                                                          | CUSIP: 303823KZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020032.60   | 1.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue             | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                          | CUSIP: 592643BQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4801770.44   | 2.42%             | 2044-10-01      | Floating      | 6.50%                 | 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        |   2965000 | OU      | $332606.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| James City County Economic Development Authority                                | JAMES CITY CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE                                                                         | CUSIP: 47029WED5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1145259.36   | 0.58%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA SMALL BUSINESS FING AUTH PRIV ACTIVITY REVENUE SR                                                                     | CUSIP: 928097AC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3350000 | PA      | $3329219.95   | 1.68%             | 2052-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                          | ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE                                                                                  | CUSIP: 770080AT6<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1573357.35   | 0.79%             | 2038-09-01      | Fixed         | 5.00%                 | 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: 74527EFW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $258163.26    | 0.13%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                         | CHESAPEAKE BAY VA BRIDGE & TUNNEL DIST REVENUE                                                                                 | CUSIP: 16514PAD1<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4039238.40   | 2.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH HLTHCARE FACS REVENUE                                                                     | CUSIP: 928105BZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3196447.80   | 1.61%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Henrico County Economic Development Authority                                   | HENRICO CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE                                                                            | CUSIP: 42605QFH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $769700.16    | 0.39%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                       | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                   | CUSIP: 87638REV5<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $460000.00    | 0.23%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                     | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783ZB5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    100000 | PA      | $77577.30     | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z56<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155401.23    | 0.08%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Industrial Development Authority                                 | FAIRFAX CNTY VA INDL DEV AUTH REVENUE                                                                                          | CUSIP: 303823MW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1429418.25   | 0.72%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                              | DETROIT MI                                                                                                                     | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86607.66     | 0.04%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FING CORP VA                                                                                                | CUSIP: 88880NAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2236518.00   | 1.13%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: SS2F7J9   IRS USD R F  2.39250 IS2F7J9 CCPOIS / Short: SS2F7J9   IRS USD P V 00MSOFR IS2F7K0 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17000000 | OU      | $-779546.68   | -0.39%            |  |  |  | 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        |    555000 | PA      | $574906.30    | 0.29%             | 2026-06-01      | Fixed         | 6.62%                 | 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        |    225000 | PA      | $222574.32    | 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        |     20000 | PA      | $18068.41     | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Rockingham County Economic Development Authority                                | ROCKINGHAM CNTY VA ECON DEV AUTH RSDL CARE FACS REVENUE                                                                        | CUSIP: 773455AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009991.10   | 0.51%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Reno NV                                                                 | RENO NV SALES TAX REVENUE                                                                                                      | CUSIP: 759861EJ2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |    500000 | PA      | $58753.60     | 0.03%             | 2058-07-01      | None          | 0.00%                 | 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        |   5020000 | OU      | $887994.78    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     88720 | PA      | $81491.43     | 0.04%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                        | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250BR4<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2205967.28   | 1.11%             | 2045-12-15      | 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        |   1770000 | OU      | $-75103.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Port Authority                                                         | VIRGINIA ST PORT AUTH PORT FAC REVENUE                                                                                         | CUSIP: 928077JL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4160000 | PA      | $4357045.89   | 2.19%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                    | CUSIP: 92778FKN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3125000 | PA      | $2834245.94   | 1.43%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Richmond VA Public Utility Revenue                                      | RICHMOND VA PUBLIC UTILITY REVENUE                                                                                             | CUSIP: 765433KM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5314356.50   | 2.67%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE                                                                              | CUSIP: 92818L4T6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20039.81     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                        | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                         | CUSIP: 74443QAB8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007804.20   | 0.51%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                         | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                                                                     | CUSIP: 882667AH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021005.70   | 0.51%             | 2043-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cherry Hill Community Development Authority                                     | CHERRY HILL VA CMNTY DEV AUTHSPL ASSMNT                                                                                        | CUSIP: 164631AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $573081.09    | 0.29%             | 2045-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                          | HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE                                                                   | CUSIP: 40934TAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4447357.20   | 2.24%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2CQM6   IRS USD R F  3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6   IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1550000 | OU      | $-46646.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                           | ALIGN CAP SER 2022-1 TRUST VIRGINIA                                                                                            | CUSIP: 01630QAA6<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |    441892 | PA      | $400665.11    | 0.20%             | 2052-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                     | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647KG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2220000 | PA      | $2146790.39   | 1.08%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      2238 | PA      | $1864.57      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    223000 | PA      | $161955.13    | 0.08%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJ32<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1836585.98   | 0.92%             | 2027-11-15      | Fixed         | 5.00%                 | 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        |   4250000 | OU      | $-93258.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                   | WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST                                                                               | CUSIP: 93976ACR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $162324.22    | 0.08%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                | WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE                                                                          | CUSIP: 93878YBN8<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3029148.30   | 1.52%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Water Authority                                                  | FAIRFAX CNTY VA WTR AUTH WTR REVENUE                                                                                           | CUSIP: 303891J48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1890422.25   | 0.95%             | 2043-04-01      | Fixed         | 4.00%                 | 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        |   3740000 | OU      | $793928.36    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax County Economic Development Authority                                   | FAIRFAX CNTY VA ECON DEV AUTH FAC REVENUE                                                                                      | CUSIP: 30382LDU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1042933.70   | 0.52%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Water Authority                                                  | FAIRFAX CNTY VA WTR AUTH WTR REVENUE                                                                                           | CUSIP: 303891H99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2570000 | PA      | $2597099.88   | 1.31%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2JF19   IRS USD R V 00MSOFR IS2JF20 CCPOIS / Short: BS2JF19   IRS USD P F  3.79400 IS2JF19 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $-261481.39   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $4304581.46   | 2.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Winchester Economic Development Authority                                       | WINCHESTER VA ECON DEV AUTH HOSP REVENUE                                                                                       | CUSIP: 973121BR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1551356.70   | 0.78%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                          | ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE                                                                                  | CUSIP: 770080AN9<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1170615.71   | 0.59%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      3149 | PA      | $3222.63      | 0.00%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      3042 | PA      | $2435.99      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     19113 | PA      | $8696.45      | 0.00%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                          | HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE                                                                   | CUSIP: 40934TAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5379020.00   | 2.71%             | 2026-07-01      | Fixed         | 5.00%                 | 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: 74527EFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $244637.77    | 0.12%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Richmond VA Public Utility Revenue                                      | RICHMOND VA PUBLIC UTILITY REVENUE                                                                                             | CUSIP: 765433KH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4277411.60   | 2.15%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                   | CUSIP: 928106AQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $957159.00    | 0.48%             | 2048-01-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA SMALL BUSINESS FING AUTH PRIV ACTIVITY REVENUE SR                                                                     | CUSIP: 928097AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $430015.57    | 0.22%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lynchburg Economic Development Authority                                        | LYNCHBURG VA ECON DEV AUTH HOSP REVENUE                                                                                        | CUSIP: 55123TAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1760296.48   | 0.89%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Airport Authority/VA                                                    | NORFOLK VA ARPT AUTH REVENUE                                                                                                   | CUSIP: 655857EJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2966882.88   | 1.49%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    103164 | PA      | $79348.58     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                  | WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE                                                                              | CUSIP: 938782ET2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1248579.22   | 0.63%             | 2031-07-01      | 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        |   1050000 | OU      | $-33517.13    | -0.02%            |  |  |  | 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      |
| LCH Limited                                                                     | Long: SS2CQK4   IRS USD R F  3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4   IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-51377.76    | -0.03%            |  |  |  | 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        |   1375000 | OU      | $228944.39    | 0.12%             |  |  |  | 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        |    520000 | PA      | $502938.59    | 0.25%             | 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        |    470000 | OU      | $13910.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greater Richmond Convention Center Authority                                    | GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE                                                                       | CUSIP: 392329CS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3159638.70   | 1.59%             | 2030-06-15      | Fixed         | 5.00%                 | 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        |   1375000 | OU      | $230809.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| County of Arlington VA                                                          | ARLINGTON CNTY VA                                                                                                              | CUSIP: 041431VB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5190000 | PA      | $5338167.75   | 2.69%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                               | HAMPTON ROADS VA SANTN DIST WSTWTR REVENUE                                                                                     | CUSIP: 409327JG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3550000 | PA      | $3889815.94   | 1.96%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Richmond Convention Center Authority                                    | GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE                                                                       | CUSIP: 392329CT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2106425.80   | 1.06%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Economic Development Authority                                   | FAIRFAX CNTY VA ECON DEV AUTH RSDL CARE FACS                                                                                   | CUSIP: 303826AQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1271073.96   | 0.64%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Winchester Economic Development Authority                                       | WINCHESTER VA ECON DEV AUTH HOSP REVENUE                                                                                       | CUSIP: 973121BQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2077696.40   | 1.05%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                                   | LOUDOUN CNTY VA INDL DEV AUTH INDL DEV REVENUE                                                                                 | CUSIP: 545901AL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $375000.00    | 0.19%             | 2034-06-01      | Floating      | 1.85%                 | 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        |   1350000 | OU      | $87686.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Richmond VA Public Utility Revenue                                      | RICHMOND VA PUBLIC UTILITY REVENUE                                                                                             | CUSIP: 765433JL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1976012.05   | 0.99%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104NC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1279035.45   | 0.64%             | 2051-01-01      | 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        |    295000 | PA      | $275573.48    | 0.14%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY                                                                    | CUSIP: 92778VHK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9140000 | PA      | $8230997.75   | 4.14%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suffolk Economic Development Authority                                          | SUFFOLK VA ECON DEV AUTH RETMNT FACS REVENUE                                                                                   | CUSIP: 86482NAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $954869.50    | 0.48%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pend Oreille County Public Utility District No 1 Box Canyon                     | PEND OREILLE CNTY WA PUBLIC UTILITY DIST #1 BOX CANYON                                                                         | CUSIP: 706643DG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $660755.03    | 0.33%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                          | ROANOKE VA ECON DEV AUTH EDUCTNL FACS REVENUE                                                                                  | CUSIP: 770080AU3<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018772.80   | 0.51%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    102901 | PA      | $89437.89     | 0.05%             | 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        |   2650000 | OU      | $17506.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                     | CUSIP: 56681NCW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204450.00    | 0.10%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Halifax County Industrial Development Authority                                 | HALIFAX CNTY VA INDL DEV AUTH REVENUE                                                                                          | CUSIP: 40579PAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2890613.40   | 1.45%             | 2041-12-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue             | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                          | CUSIP: 592643DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2721229.80   | 1.37%             | 2052-10-01      | Fixed         | 4.00%                 | 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        |   1450000 | OU      | $128269.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH HOSP REVENUE                                                                              | CUSIP: 928101AJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1310000.00   | 0.66%             | 2042-07-01      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Henrico County Economic Development Authority                                   | HENRICO CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE                                                                            | CUSIP: 42605QHM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044298.00   | 0.53%             | 2047-10-01      | Fixed         | 5.00%                 | 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        |    892921 | NS      | $892921.02    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlington County Industrial Development Authority                               | ARLINGTON CNTY VA INDL DEV AUTH HOSP FAC REVENUE                                                                               | CUSIP: 041438HD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3833395.60   | 1.93%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2ISD9   IRS USD R V 00MSOFR IS2ISE0 CCPOIS / Short: BS2ISD9   IRS USD P F  3.50600 IS2ISD9 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3200000 | OU      | $-32029.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE                                                                              | CUSIP: 92818MAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2051306.80   | 1.03%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority Clean Water Revolving Fund                         | VIRGINIA ST RESOURCES AUTH CLEAN WTR REVENUE                                                                                   | CUSIP: 92817LNW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4081523.20   | 2.05%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                     | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647HQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1949922.20   | 0.98%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                                   | LOUDOUN CNTY VA INDL DEV AUTH INDL DEV REVENUE                                                                                 | CUSIP: 545901AL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $875000.00    | 0.44%             | 2034-06-01      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                         | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151C31<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    205000 | PA      | $177991.00    | 0.09%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                     | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104NX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4611973.50   | 2.32%             | 2039-01-01      | Fixed         | 4.00%                 | 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        |    565000 | PA      | $453490.92    | 0.23%             | 2043-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                  | WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE                                                                              | CUSIP: 938782EV7<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $4282386.97   | 2.16%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT HOTEL OCCUPANCY TAX REVENUE                                                                                          | CUSIP: 40065KAU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1533969.30   | 0.77%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                          | ROANOKE VA ECON DEV AUTH HOSPREVENUE                                                                                           | CUSIP: 770082BT1<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011206.90   | 0.51%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    368733 | PA      | $201781.83    | 0.10%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JH5<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1676246.20   | 0.84%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue             | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                          | CUSIP: 592643CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1577241.00   | 0.79%             | 2034-10-01      | Fixed         | 5.00%                 | 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        |    705000 | PA      | $728911.49    | 0.37%             | 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        |    203230 | PA      | $206016.16    | 0.10%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2DZ88   IRS USD R V 00MSOFR IS2DZ99 CCPOIS / Short: BS2DZ88   IRS USD P F  1.46800 IS2DZ88 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15000000 | OU      | $1464392.93   | 0.74%             |  |  |  | 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        |   1080000 | OU      | $48237.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      2607 | PA      | $2216.96      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockingham County Economic Development Authority                                | ROCKINGHAM CNTY VA ECON DEV AUTH FACS REVENUE                                                                                  | CUSIP: 77345QAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $973873.28    | 0.49%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                     | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647KM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5147902.00   | 2.59%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dulles Town Center Community Development Authority                              | DULLES VA TOWN CENTER CMNTY DEV AUTH                                                                                           | CUSIP: 264431AM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $965228.50    | 0.49%             | 2026-03-01      | Fixed         | 4.25%                 | 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