NPORT-EX 2 ADI0DelInvDivIncomeFd.htm di_del-idif.htm - Generated by SEC Publisher for SEC Filing

Schedule of investments

Delaware Investments® Dividend and Income Fund, Inc.

February 29, 2020 (Unaudited)

  Number of    Value    Number of    Value 
  shares    (US $)    shares    (US $) 
Common Stock - 92.60%        Common Stock (continued)       
Communication Services - 5.46%        Industrials (continued)       
AT&T  58,000  $  2,042,760  Waste Management  18,400  $  2,038,904 
Century Communications =†  500,000    0        5,887,888 
Comcast Class A  2,666    107,786  Information Technology - 10.88%       
Verizon Communications  34,600    1,873,936  Broadcom  7,100    1,935,602 
      4,024,482  Cisco Systems  39,200    1,565,256 
Consumer Discretionary - 5.32%        Intel  35,200    1,954,304 
Dollar Tree †  22,500    1,868,175  Microsoft  3,431    555,856 
Lowe’s  19,300    2,056,801  Oracle  40,700    2,013,022 
      3,924,976        8,024,040 
Consumer Staples - 7.63%        Materials - 2.21%       
Archer-Daniels-Midland  46,700    1,758,255  DuPont de Nemours  38,032    1,631,573 
Conagra Brands  69,763    1,861,974        1,631,573 
Mondelez International        REIT Healthcare - 0.62%       
      Class A  38,100    2,011,680  Healthpeak Properties  6,400    202,496 
      5,631,909  Sabra Health Care REIT  3,000    58,650 
Energy - 8.29%        Welltower  2,592    193,933 
ConocoPhillips  33,400    1,617,228        455,079 
Halliburton  85,259    1,445,993  REIT Hotel - 0.52%       
Marathon Oil  160,000    1,324,800  MGM Growth Properties       
Occidental Petroleum  52,700    1,725,398        Class A  6,299    180,781 
      6,113,419  VICI Properties  8,069    202,209 
Financials - 12.57%              382,990 
Allstate  17,400    1,831,350  REIT Industrial - 0.21%       
American International        Prologis  1,822    153,558 
      Group  39,900    1,682,184         
Bank of New York Mellon  46,200    1,843,380        153,558 
Hercules Capital  7,218    95,278  REIT Mall - 0.20%       
Marsh & McLennan  19,500    2,038,920  Simon Property Group  1,193    146,834 
Truist Financial  38,600    1,781,004        146,834 
      9,272,116  REIT Manufactured Housing - 0.35%     
Healthcare - 21.43%        Sun Communities  1,689    258,214 
Abbott Laboratories  24,700    1,902,641        258,214 
Brookdale Senior Living †  343,155    2,254,528  REIT Mortgage - 0.47%       
Cardinal Health  40,400    2,105,648  Annaly Capital Management  38,832    344,052 
Cigna  10,608    1,940,628        344,052 
CVS Health  29,200    1,728,056         
Johnson & Johnson  15,000    2,017,200  REIT Multifamily - 3.79%       
Merck & Co.  25,500    1,952,280  Bluerock Residential Growth       
Pfizer  57,089    1,907,914        REIT  11,500    119,485 
        Brookfield Property Partners  2    33 
      15,808,895  Equity Residential  26,557    1,994,431 
Industrials - 7.98%        Essential Properties Realty       
Northrop Grumman  6,200    2,038,808        Trust  16,360    374,808 
Raytheon  9,600    1,810,176  Grainger  14,052    53,734 
        Invitation Homes  4,300    123,367 

 

(continues) NQ-DDF [2/20] 4/20 (1139462) 1

 

Schedule of investments

Delaware Investments® Dividend and Income Fund, Inc. (Unaudited)

  Number of    Value        Principal    Value 
  shares    (US $)        amount°    (US $) 
Common Stock (continued)          Convertible Bonds - 5.63%        
REIT Multifamily (continued)          Capital Goods - 0.13%        
NexPoint Residential Trust  3,000  $  133,500    Aerojet Rocketdyne Holdings 2.25%        
      2,799,358           exercise price $26.00, maturity        
REIT Office - 0.91%          date 12/15/23   51,000  $  98,434 
Alpine Income Property Trust  13,727    252,577            98,434 
Postal Realty Trust Class A  12,497    201,202    Communications - 0.80%        
VEREIT  25,000    216,500    DISH Network 2.375% exercise        
      670,279    price $82.22, maturity date        
                 3/15/24   181,000    168,949 
REIT Self-Storage - 0.24%          GCI Liberty 144A 1.75% exercise        
National Storage Affiliates          price $370.52, maturity date        
Trust  5,361    180,880           9/30/46 #  146,000    205,130 
      180,880    InterDigital 144A 2.00% exercise        
REIT Shopping Center - 0.50%          price $81.29, maturity date        
Brixmor Property Group  12,308    224,129           6/1/24 #  126,000    125,937 
First Capital Real Estate        Liberty Media 2.25% exercise price        
Investment Trust  5,504    82,094         $34.07, maturity date 9/30/46  170,000    92,266 
SITE Centers  5,722    65,860          592,282 
      372,083  Consumer Cyclical - 0.30%        
REIT Single Tenant - 0.41%        Meritor 3.25% exercise price        
Spirit Realty Capital  2,140    97,370         $39.92, maturity date 10/15/37  75,000    78,302 
STORE Capital  6,200    203,732  Team 5.00% exercise price $21.70,        
               maturity date 8/1/23   145,000    141,414 
      301,102          219,716 
Utilities - 2.61%        Consumer Non-Cyclical - 0.97%        
Edison International  28,700    1,928,353  BioMarin Pharmaceutical 0.599%        
      1,928,353         exercise price $124.67, maturity        
               date 8/1/24   105,000    115,238 
Total Common Stock        Chefs’ Warehouse 144A 1.875%        
(cost $60,640,356)      68,312,080         exercise price $44.20, maturity        
        date 12/1/24 #   61,000    60,352 
Convertible Preferred Stock - 1.15%      Collegium Pharmaceutical 2.625%        
AMG Capital Trust II 5.15%               exercise price $29.19, maturity        
exercise price $195.47,        date 2/15/26   28,000    31,028 
maturity date 10/15/37  2,953    137,316  Integra LifeSciences Holdings 144A        
Bank of America 7.25%               0.50% exercise price $73.67,        
exercise price $50.00 y  96    144,000  maturity date 8/15/25 #   98,000    96,452 
El Paso Energy Capital Trust I        Paratek Pharmaceuticals 4.75%        
4.75% exercise price               exercise price $15.90, maturity        
$34.49, maturity date               date 5/1/24   177,000    146,058 
3/31/28  4,121    210,087  Vector Group 1.75% exercise price        
Lyondellbasell Advanced               $20.27, maturity date 4/15/20 •  262,000    263,440 
Polymers 6.00% exercise                 
price $52.33 y  199    207,756          712,568 
QTS Realty Trust 6.50%        Electric - 0.18%        
exercise price $46.94 y  1,120    145,365  NRG Energy 2.75% exercise price        
               $47.74, maturity date 6/1/48  128,000    135,649 
Total Convertible Preferred Stock                135,649 
(cost $707,495)      844,524             

 

2 NQ-DDF [2/20] 4/20 (1139462)

 

(Unaudited)

      Principal    Value          Principal    Value 
      amount°    (US $)          amount°    (US $) 
  Convertible Bonds (continued)           Convertible Bonds (continued)       
  Energy - 0.77%           Technology (continued)          
  Cheniere Energy 4.25% exercise           Quotient Technology 1.75% exercise       
          price $138.38, maturity date                  price $17.36, maturity date       
          3/15/45   259,000  $  190,315           12/1/22     127,000  $  125,214 
  Helix Energy Solutions Group 4.25%            Retrophin 2.50% exercise price       
          exercise price $13.89, maturity                $38.80, maturity date 9/15/25  129,000    104,658 
          date 5/1/22   218,000    215,147     Synaptics 0.50% exercise price       
PDC Energy 1.125% exercise price                $73.02, maturity date 6/15/22  49,000    54,936 
$85.39, maturity date 9/15/21  172,000    159,664  Verint Systems 1.50% exercise price       
          565,126         $64.46, maturity date 6/1/21  140,000    150,093 
  Financials - 0.36%              Vishay Intertechnology 2.25%       
                     exercise price $31.44, maturity       
  FTI Consulting 2.00% exercise price           date 6/15/25     113,000    112,085 
        $101.38, maturity date 8/15/23  89,000    112,799               
     GAIN Capital Holdings 5.00%                     1,250,451 
          exercise price $8.20, maturity           Total Convertible Bonds          
          date 8/15/22   154,000    154,200    (cost $4,046,685)         4,155,935 
          266,999               
  Industrials - 0.24%           Corporate Bonds - 39.35%       
     Chart Industries 144A 1.00%           Automotive - 0.63%          
          exercise price $58.73, maturity           Allison Transmission 144A 5.875%       
          date 11/15/24 #   85,000    99,545            6/1/29 #    430,000    467,011 
     Dycom Industries 0.75% exercise                     467,011 
          price $96.89, maturity date           Banking - 1.93%          
          9/15/21   80,000    75,439       Ally Financial 5.75% 11/20/25  435,000    492,050 
          174,984       Credit Suisse Group 144A 6.25%       
REIT -0.19%          #µy     200,000    215,611 
     Blackstone Mortgage Trust 4.75%              Popular 6.125% 9/14/23     280,000    294,466 
          exercise price $36.23, maturity              Royal Bank of Scotland Group       
          date 3/15/23   134,000    139,726            8.625% µy    400,000    423,910 
          139,726              1,426,037 
  Technology - 1.69%           Basic Industry - 5.07%          
     Boingo Wireless 1.00% exercise           BMC East 144A 5.50% 10/1/24 #  125,000    129,114 
          price $42.32, maturity date              Boise Cascade 144A 5.625%       
          10/1/23   169,000    155,106            9/1/24 #    275,000    284,739 
     CSG Systems International 4.25%              Chemours 5.375% 5/15/27  190,000    163,443 
          exercise price $56.87, maturity              FMG Resources August 2006       
          date 3/15/36   139,000    150,523            144A 4.75% 5/15/22 #  105,000    107,044 
     Knowles 3.25% exercise price                   144A 5.125% 5/15/24 #  180,000    186,600 
$18.43, maturity date 11/1/21  103,000    116,790    Freeport-McMoRan          
  Ligand Pharmaceuticals 0.75%                   4.55% 11/14/24     170,000    172,479 
          exercise price $248.48, maturity                   5.45% 3/15/43     185,000    179,931 
          date 5/15/23   87,000    75,926               
  ON Semiconductor 1.625% exercise              HD Supply 144A 5.375%          
          price $20.72, maturity date                   10/15/26 #    170,000    178,257 
          10/15/23   49,000    58,555       Hudbay Minerals 144A 7.625%       
  Pluralsight 144A 0.375% exercise                   1/15/25 #    180,000    173,775 
          price $38.76, maturity date              Joseph T Ryerson & Son 144A       
          3/1/24 #  163,000    146,565            11.00% 5/15/22 #     110,000    114,401 
                 Koppers 144A 6.00% 2/15/25 #  215,000    212,310 

 

(continues) NQ-DDF [2/20] 4/20 (1139462) 3

 

Schedule of investments

Delaware Investments® Dividend and Income Fund, Inc. (Unaudited)

    Principal    Value          Principal    Value 
    amount°    (US $)          amount°    (US $) 
Corporate Bonds (continued)        Corporate Bonds (continued)       
Basic Industry (continued)          Communications (continued)       
   Lennar          T-Mobile USA            
      4.50% 4/30/24    195,000  $  207,512        6.375% 3/1/25 =    85,000  $  0 
      4.75% 5/30/25    95,000    102,858        6.50% 1/15/26       305,000    321,668 
      5.875% 11/15/24    80,000    87,569        6.50% 1/15/26 =    220,000    0 
   NOVA Chemicals 144A 5.00%           Zayo Group            
      5/1/25#    130,000    127,021        144A 5.75% 1/15/27 #  75,000    76,901 
   Olin                6.375% 5/15/25       250,000    256,146 
      5.00% 2/1/30    175,000    168,989              2,560,475 
      5.125% 9/15/27    195,000    196,954  Consumer Cyclical - 1.86%         
   PulteGroup 5.00% 1/15/27  100,000    110,020     AMC Entertainment Holdings       
   Standard Industries                6.125% 5/15/27       235,000    188,593 
      144A 4.75% 1/15/28 #  335,000    345,528     KAR Auction Services 144A 5.125%       
      144A 6.00% 10/15/25 #  50,000    52,375        6/1/25 #      95,000    97,801 
   Steel Dynamics 5.00% 12/15/26  280,000    297,539     MGM Resorts International 5.75%       
   Univar Solutions USA 144A 5.125%              6/15/25       46,000    50,485 
      12/1/27#    140,000    141,687     Penn National Gaming 144A       
        3,740,145        5.625% 1/15/27 #    215,000    223,137 
Capital Goods - 2.91%             Scientific Games International 144A       
   Ardagh Packaging Finance 144A              8.25% 3/15/26 #    250,000    258,594 
      6.00% 2/15/25 #    240,000    250,800     William Carter 144A 5.625%       
   Ashtead Capital 144A 5.25%              3/15/27 #      160,000    170,600 
      8/1/26#    530,000    569,333     Yum! Brands 144A 4.75%       
   Bombardier 144A 6.00%                1/15/30 #      370,000    384,600 
      10/15/22#    325,000    319,109              1,373,810 
   Crown Americas 4.75% 2/1/26  285,000    294,718  Consumer Non-Cyclical - 2.52%       
   Mauser Packaging Solutions Holding           Aramark Services 144A 5.00%       
      144A 5.50% 4/15/24 #  310,000    307,678        2/1/28 #      345,000    360,732 
      144A 7.25% 4/15/25 #  105,000    102,026     Cott Holdings 144A 5.50%       
   TransDigm 144A 6.25% 3/15/26 #  125,000    132,578        4/1/25 #      260,000    266,608 
   Zekelman Industries 144A 9.875%           JBS USA            
      6/15/23#    165,000    173,064        144A 5.75% 6/15/25 #  170,000    174,533 
        2,149,306        144A 6.50% 4/15/29 #  160,000    173,848 
Communications - 3.47%                144A 6.75% 2/15/28 #  20,000    21,723 
   Altice France 144A 7.375%        Pilgrim’s Pride            
      5/1/26#    420,000    441,231        144A 5.75% 3/15/25 #  315,000    321,862 
   Front Range BidCo 144A 4.00%              144A 5.875% 9/30/27 #  65,000    67,480 
      3/1/27#    350,000    340,594  Post Holdings            
   Level 3 Financing 144A 3.875%              144A 5.00% 8/15/26 #  100,000    102,185 
      11/15/29#    267,000    283,754        144A 5.625% 1/15/28 #  180,000    188,471 
   SBA Communications 4.875%              144A 5.75% 3/1/27 #    170,000    177,304 
      9/1/24    345,000    355,279              1,854,746 
   Sprint          Energy - 3.67%            
      7.125% 6/15/24    190,000    216,204     Cheniere Corpus Christi Holdings       
      7.625% 3/1/26    10,000    11,844        5.125% 6/30/27       40,000    43,508 
      7.875% 9/15/23    103,000    117,978        5.875% 3/31/25       80,000    88,978 
   Sprint Communications 7.00%                     
      8/15/20    136,000    138,876        7.00% 6/30/24       200,000    226,576 
             Cheniere Energy Partners 5.25%       
                10/1/25       175,000    175,877 

 

4 NQ-DDF [2/20] 4/20 (1139462)

 

(Unaudited)

        Principal    Value        Principal    Value 
        amount°    (US $)        amount°    (US $) 
Corporate Bonds (continued)        Corporate Bonds (continued)       
Energy (continued)             Healthcare (continued)          
   Crestwood Midstream Partners           Tenet Healthcare          
       6.25% 4/1/23       225,000  $  214,264         8.125% 4/1/22     255,000  $  276,734 
   Energy Transfer Operating 5.50%                  2,948,946 
       6/1/27       115,000    130,390             
   Genesis Energy 6.50% 10/1/25  40,000    33,788  Insurance - 1.65%          
   Hilcorp Energy I 144A 5.00%           Centene          
       12/1/24 #      97,000    76,913         144A 3.375% 2/15/30 #  245,000    245,306 
   Murphy Oil 5.875% 12/1/27    240,000    234,559         144A 4.625% 12/15/29 #  165,000    176,855 
   Murphy Oil USA 5.625% 5/1/27  415,000    439,756         144A 5.375% 8/15/26 #  275,000    289,781 
   Newfield Exploration 5.375%        HUB International 144A 7.00%       
       1/1/26       275,000    291,849         5/1/26 # 210,000    212,620 
   NuStar Logistics 5.625% 4/28/27  160,000    163,528     USI 144A 6.875% 5/1/25 #  295,000    294,372 
   Precision Drilling 144A 7.125%                  1,218,934 
       1/15/26 #      40,000    37,034  Media - 4.71%          
   Southwestern Energy 7.75%             AMC Networks 4.75% 8/1/25  370,000    369,550 
       10/1/27       220,000    167,206  CCO Holdings          
   Summit Midstream Holdings 5.75%               144A 4.50% 8/15/30 #  175,000    177,297 
       4/15/25       10,000    7,429         144A 5.125% 5/1/27 #  120,000    124,986 
   Targa Resources Partners 5.375%               144A 5.375% 6/1/29 #  170,000    181,314 
       2/1/27       300,000    308,055         144A 5.875% 5/1/27 #  190,000    198,821 
   Transocean Proteus 144A 6.25%        CSC Holdings          
       12/1/24 #      63,000    63,814             
                     6.75% 11/15/21     230,000    243,862 
            2,703,524         144A 7.75% 7/15/25 #  200,000    210,998 
Financials - 0.92%             Gray Television          
   AerCap Global Aviation Trust 144A               144A 5.875% 7/15/26 #  290,000    298,787 
       6.50% 6/15/45 #µ       200,000    215,520         144A 7.00% 5/15/27 #  55,000    59,763 
E*TRADE Financial 5.875% µy  425,000    462,853     Lamar Media 5.75% 2/1/26  167,000    173,997 
            678,373     Netflix 5.875% 11/15/28     365,000    411,045 
Healthcare - 4.00%                Sinclair Television Group 144A       
Bausch Health 144A 5.50%                 5.125% 2/15/27 #     195,000    194,093 
       11/1/25 #      465,000    479,724     Sirius XM Radio          
   Charles River Laboratories                 144A 5.00% 8/1/27 #     395,000    414,000 
International                    144A 5.375% 4/15/25 #  205,000    210,723 
       144A 4.25% 5/1/28 #    140,000    141,141     VTR Finance 144A 6.875%       
       144A 5.50% 4/1/26 #    330,000    347,737         1/15/24 #    200,000    204,333 
CHS 144A 6.625% 2/15/25 #  140,000    143,150            3,473,569 
   Encompass Health             Real Estate Investment Trusts - 0.81%       
       5.75% 11/1/24       173,000    174,888  ESH Hospitality          
       5.75% 9/15/25       120,000    124,450         144A 4.625% 10/1/27 #  90,000    87,917 
   HCA                    144A 5.25% 5/1/25 #     290,000    292,295 
       5.375% 2/1/25       405,000    448,572     GLP Capital 5.375% 4/15/26  110,000    124,369 
       5.875% 2/15/26       165,000    186,570  MGM Growth Properties Operating       
       7.58% 9/15/25       80,000    95,600         Partnership 5.75% 2/1/27  85,000    93,181 
   Hill-Rom Holdings 144A 5.00%                  597,762 
       2/15/25 #      180,000    187,221             
   Hologic 144A 4.625% 2/1/28 #  160,000    166,409  Services - 1.14%          
   Tenet Healthcare             Advanced Disposal Services 144A       
       5.125% 5/1/25       175,000    176,750         5.625% 11/15/24 #     215,000    224,839 
              Covanta Holding 5.875% 7/1/25  210,000    215,862 

 

(continues) NQ-DDF [2/20] 4/20 (1139462) 5

 

Schedule of investments

Delaware Investments® Dividend and Income Fund, Inc. (Unaudited)

      Principal    Value      Number of    Value  
      amount°    (US $)      shares    (US $)  
Corporate Bonds (continued)        Preferred Stock (continued)       
Services (continued)               Washington Prime Group          
    Prime Security Services Borrower        6.875%  979  $ 15,077  
        144A 5.75% 4/15/26 #     220,000  $  229,212  Total Preferred Stock          
    Service Corp. International 4.625%        (cost $299,430)       309,036  
        12/15/27     159,000    166,922             
          836,835  Short-Term Investments - 7.85%       
Technology & Electronics - 2.46%        Money Market Mutual Funds - 7.85%       
    CDK Global           BlackRock          
        5.00% 10/15/24     175,000    190,171         FedFund - Institutional          
        5.875% 6/15/26     236,000    247,363         Shares (seven-day effective       
    CDW Finance 5.00% 9/1/25  95,000    98,077            yield 1.49%)   1,157,954    1,157,954  
    CommScope Technologies 144A            Fidelity Investments Money          
        5.00% 3/15/27 #     100,000    90,743  Market Government          
Infor US 6.50% 5/15/22     185,000    185,882         Portfolio - Class I          
    Iron Mountain US Holdings 144A               (seven-day effective yield          
        5.375% 6/1/26 #     246,000    255,310          1.46%)  1,157,954    1,157,954  
    RP Crown Parent 144A 7.375%        GS Financial Square          
        10/15/24 #    20,000    20,742  Government          
                   Fund - Institutional Shares       
    Sensata Technologies UK Financing               (seven-day effective yield          
        144A 6.25% 2/15/26 #     200,000    209,530         1.47%)  1,157,954    1,157,954  
    SS&C Technologies 144A 5.50%            Morgan Stanley Government       
        9/30/27 #    490,000    516,644         Portfolio - Institutional          
          1,814,462         Share Class (seven-day          
Transportation - 0.09%                  effective yield 1.45%)   1,157,954    1,157,954  
    Avis Budget Car Rental 144A            State Street Institutional US          
        6.375% 4/1/24 #     65,000    65,514  Government Money Market       
                   Fund - Investor Class          
          65,514         (seven-day effective yield          
Utilities - 1.51%                  1.45%)  1,157,954    1,157,954  
    AES           Total Short-Term          
        5.50% 4/15/25     160,000    164,066  Investments          
        6.00% 5/15/26     25,000    25,770  (cost $5,789,770)       5,789,770  
    Calpine 144A 5.25% 6/1/26 #  190,000    188,803             
    Emera 6.75% 6/15/76 µ     180,000    208,954  Total Value of          
    Enel 144A 8.75% 9/24/73 #µ  200,000    233,020      Securities - 147.00%          
    Vistra Operations           (cost $99,837,391)       108,436,544  
        144A 5.50% 9/1/26 #     205,000    207,855             
        144A 5.625% 2/15/27 #  85,000    87,282  Borrowing Under Line of          
          1,115,750  Credit - (47.45%)       (35,000,000 ) 
            Receivables and Other          
Total Corporate Bonds               Assets Net of          
(cost $28,353,655)         29,025,199  Liabilities - 0.45%       331,697  
 
    Number of      Net Assets Applicable to          
            7,688,158 Shares          
      shares          Outstanding - 100.00%     $ 73,768,241  
Preferred Stock - 0.42%                      
Bank of America 6.50% µ     220,000    242,959  # Security exempt from registration under Rule 144A of the Securities  
GMAC Capital Trust I           Act of 1933, as amended. At Feb. 29, 2020, the aggregate value  
7.477% (LIBOR03M +           of Rule 144A securities was $17,518,414, which represents 23.75%  
5.785%) 2/15/40 •     2,000    51,000  of the Fund’s net assets.          

 

6 NQ-DDF [2/20] 4/20 (1139462)

 

(Unaudited)

=  The value of this security was determined using significant unobservable  a published reference rate and spread but are determined by the 
  inputs and is reported as a Level 3 security.  issuer or agent and are based on current market conditions, or for 
°  Principal amount shown is stated in USD unless noted that the security  mortgage-backed securities,are impacted by the individual mortgages 
  is denominated in another currency.  which are paying off over time. These securities do not indicate a 
µ  Fixed to variable rate investment. The rate shown reflects the fixed  reference rate and spread in their description above. 
  rate in effect at Feb. 29, 2020. Rate will reset at a future date.   
y  No contractual maturity date.  Summary of abbreviations: 
†  Non-income producing security.  GS - Goldman Sachs 
•   Variable rate investment. Rates reset periodically. Rate shown reflects  ICE - Intercontinental Exchange 
  the rate in effect at Feb. 29, 2020. For securities based on a published  LIBOR - London interbank offered rate 
  reference rate and spread,the reference rate and spread are indicated  LIBOR03M - ICE LIBOR USD 3 Month 
  intheirdescriptionabove. Thereferenceratedescriptions(i. e. LIBOR03M,  LIBOR06M - ICE LIBOR USD 6 Month 
  LIBOR06M,etc. ) used in this report are identical for different securities,  REIT - Real Estate Investment Trust 
  but the underlying reference rates may differ due to the timing of  USD - US Dollar 
  the reset period. Certain variable rate securities are not based on   

 

NQ-DDF [2/20] 4/20 (1139462) 7