Delete rows based on multiple criteria

I have the following script which works great. I just need to be able to add multiple "what = " ie: what = "CGD" or "JAD" or "TUP"

Any help appreciated!

Begin script:

 
Sub Find_ANN()
    Dim rng As Range
    Dim what As String
    what = "CGD"
    Do
        Set rng = ActiveSheet.UsedRange.Find(what)
        If rng Is Nothing Then
            Exit Do
        Else
            Rows(rng.Row).Delete
        End If
    Loop
End Sub