§Date shown is maturity date unless referencing the end of the fixed-rate period of a fixed-to-floating rate security.
*Securities eligible for the Dividends Received Deduction and distributing Qualified Dividend Income.
**Securities distributing Qualified Dividend Income only.
***Aggregate cost of securities held.
****Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. At August 31, 2020, these securities amounted to $57,619,327 or 26.0% of total managed assets.
(1)All or a portion of this security is pledged as collateral for the Fund’s loan. The total value of such securities was $183,778,710 at August 31, 2020.
(2)Perpetual security with no stated maturity date.
(3)Represents the rate in effect as of the reporting date.
(4)All or a portion of this security has been rehypothecated. The total value of such securities was $64,969,240 at August 31, 2020.
(5)Foreign Issuer.
†A Contingent Capital Security is a hybrid security with contractual loss-absorption characteristics.
‡The percentage shown for each investment category is the total value of that category as a percentage of total managed assets.
ABBREVIATIONS:
3ML–3-Month ICE LIBOR USD A/360
ISDA5–5-year USD ICE Swap Semiannual 30/360
SOFRRATE–Secured Overnight Funding Rate, Federal Reserve Bank of New York
SW5–5-year USD Swap Semiannual 30/360
SW10–10-year USD Swap Semiannual 30/360
T5Y–Federal Reserve H.15 5-Yr Constant Maturity Treasury Semiannual yield
T7Y–Federal Reserve H.15 7-Yr Constant Maturity Treasury Semiannual yield
T10Y–Federal Reserve H.15 10-Yr Constant Maturity Treasury Semiannual yield