Aerospace & Defense — 0.8%

CAE, Inc.⁽¹⁾

Auto Components — 0.8%

Continental AG⁽¹⁾

Banks — 9.2%

Banco Santander SA⁽¹⁾

Bank of America Corp.⁽¹⁾

Canadian Imperial Bank of Commerce⁽¹⁾

Citigroup, Inc.⁽¹⁾

ING Groep NV⁽¹⁾

KeyCorp⁽¹⁾

Nordea Bank AB⁽¹⁾

Skandinaviska Enskilda Banken AB, Class A

Societe Generale SA⁽¹⁾

Swedbank AB, Class A

UniCredit SpA⁽¹⁾

Wells Fargo & Co.⁽¹⁾

Beverages — 3.2%

Anheuser-Busch InBev SA/NV⁽¹⁾

Coca-Cola Co. (The)⁽¹⁾

Diageo PLC⁽¹⁾

Building Products — 1.0%

Assa Abloy AB, Class B⁽¹⁾

Chemicals — 3.0%

BASF SE⁽¹⁾

Ecolab, Inc.⁽¹⁾

Sika AG⁽¹⁾

Construction & Engineering — 0.3%

Abengoa SA, Class A⁽¹⁾⁽²⁾

Abengoa SA, Class B⁽¹⁾⁽²⁾

Skanska AB, Class B⁽¹⁾

Consumer Finance — 1.8%

Discover Financial Services⁽¹⁾

Navient Corp.⁽¹⁾

OneMain Holdings, Inc.⁽¹⁾⁽²⁾

Diversified Financial Services — 1.4%

ORIX Corp.⁽¹⁾

Diversified Telecommunication Services — 1.2%

Deutsche Telekom AG⁽¹⁾

Telstra Corp., Ltd.⁽¹⁾

Electric Utilities — 4.2%

Enel SpA⁽¹⁾

Fortum Oyj

Iberdrola SA⁽¹⁾

NextEra Energy, Inc.⁽¹⁾

Electrical Equipment — 2.9%

Legrand SA⁽¹⁾

Melrose Industries PLC⁽¹⁾

Electronic Equipment, Instruments & Components — 1.9%

CDW Corp.⁽¹⁾

Keyence Corp.⁽¹⁾

Energy Equipment & Services — 0.8%

Halliburton Co.⁽¹⁾

Entertainment — 2.6%

Activision Blizzard, Inc.⁽¹⁾

Walt Disney Co. (The)⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 2.3%

American Tower Corp.⁽¹⁾

Equity Residential⁽¹⁾

Food & Staples Retailing — 0.8%

Metro AG⁽¹⁾

Food Products — 2.0%

Mondelez International, Inc., Class A⁽¹⁾

Nestle SA⁽¹⁾

Health Care Equipment & Supplies — 4.3%

Baxter International, Inc.⁽¹⁾

Boston Scientific Corp.⁽¹⁾⁽²⁾

Danaher Corp.⁽¹⁾

Fisher & Paykel Healthcare Corp., Ltd.⁽¹⁾

Intuitive Surgical, Inc.⁽¹⁾⁽²⁾

Health Care Providers & Services — 1.6%

Anthem, Inc.⁽¹⁾

UnitedHealth Group, Inc.⁽¹⁾

Hotels, Restaurants & Leisure — 1.8%

Compass Group PLC⁽¹⁾

Sodexo SA⁽¹⁾

Household Products — 0.7%

Reckitt Benckiser Group PLC⁽¹⁾

Industrial Conglomerates — 1.3%

Siemens AG⁽¹⁾

Insurance — 4.1%

AIA Group, Ltd.⁽¹⁾

Aviva PLC⁽¹⁾

Chubb, Ltd.⁽¹⁾

Prudential PLC⁽¹⁾

QBE Insurance Group, Ltd.⁽¹⁾

Interactive Media & Services — 5.1%

Alphabet, Inc., Class C^(1)(2)(3)

Facebook, Inc., Class A⁽¹⁾⁽²⁾

Internet & Direct Marketing Retail — 3.3%

Amazon.com, Inc.⁽¹⁾⁽²⁾

ZOZO, Inc.⁽¹⁾

IT Services — 1.4%

Amadeus IT Group SA⁽¹⁾

Visa, Inc., Class A⁽¹⁾

Leisure Products — 0.9%

Yamaha Corp.⁽¹⁾

Life Sciences Tools & Services — 0.8%

Lonza Group AG⁽¹⁾

Machinery — 6.6%

Atlas Copco AB, Class A⁽¹⁾

Fortive Corp.⁽¹⁾

Gardner Denver Holdings, Inc.⁽²⁾

ITT, Inc.⁽¹⁾

Kone Oyj, Class B⁽¹⁾

MISUMI Group, Inc.⁽¹⁾

SKF AB, Class B⁽¹⁾

Stanley Black & Decker, Inc.⁽¹⁾

Xylem, Inc.⁽¹⁾

Metals & Mining — 1.5%

BHP Group, Ltd.⁽¹⁾

Rio Tinto, Ltd.⁽¹⁾

Multi-Utilities — 1.3%

CMS Energy Corp.⁽¹⁾

Multiline Retail — 1.2%

Wesfarmers, Ltd.⁽¹⁾

Oil, Gas & Consumable Fuels — 5.5%

BP PLC⁽¹⁾

ConocoPhillips⁽¹⁾

EOG Resources, Inc.⁽¹⁾

Exxon Mobil Corp.⁽¹⁾

Phillips 66⁽¹⁾

Paper & Forest Products — 0.9%

Stora Enso Oyj⁽¹⁾

Personal Products — 1.1%

Unilever PLC⁽¹⁾

Pharmaceuticals — 8.4%

AstraZeneca PLC⁽¹⁾

Eli Lilly & Co.⁽¹⁾

GlaxoSmithKline PLC⁽¹⁾

Johnson & Johnson⁽¹⁾

Novartis AG⁽¹⁾

Novo Nordisk A/S, Class B⁽¹⁾

Roche Holding AG⁽¹⁾

Zoetis, Inc.⁽¹⁾

Professional Services — 1.9%

Randstad NV

SGS SA⁽¹⁾

Verisk Analytics, Inc.⁽¹⁾⁽²⁾

Semiconductors & Semiconductor Equipment — 2.0%

ASML Holding NV⁽¹⁾

Taiwan Semiconductor Manufacturing Co., Ltd. ADR⁽¹⁾

Software — 2.7%

Microsoft Corp.⁽¹⁾

Specialty Retail — 3.0%

Industria de Diseno Textil SA⁽¹⁾

Tiffany & Co.⁽¹⁾

TJX Cos., Inc. (The)⁽¹⁾

Ulta Beauty, Inc.⁽¹⁾⁽²⁾

Technology Hardware, Storage & Peripherals — 2.7%

Apple, Inc.⁽¹⁾

HP, Inc.⁽¹⁾

Textiles, Apparel & Luxury Goods — 2.8%

adidas AG⁽¹⁾

LVMH Moet Hennessy Louis Vuitton SE⁽¹⁾

Samsonite International SA⁽¹⁾⁽⁴⁾

Tapestry, Inc.⁽¹⁾

Thrifts & Mortgage Finance — 0.5%

MGIC Investment Corp.⁽¹⁾⁽²⁾

Wireless Telecommunication Services — 1.3%

Tele2 AB, Class B⁽¹⁾

Total Common Stocks
(identified cost $1,343,578,844)

Preferred Stocks — 5.8%

Banks — 2.0%

AgriBank FCB, 6.875% to 1/1/24⁽¹⁾⁽⁵⁾

CoBank ACB, Series F, 6.25% to 10/1/22⁽¹⁾⁽⁵⁾

Farm Credit Bank of Texas, 6.75% to 9/15/23^(1)(4)(5)

First Tennessee Bank NA, 3.75%, (3 mo. USD LIBOR + 0.85%, Floor 3.75%)^(1)(4)(6)

IBERIABANK Corp., Series C, 6.60% to 5/1/26⁽¹⁾⁽⁵⁾

Texas Capital Bancshares, Inc., 6.50%⁽¹⁾

Wells Fargo & Co., Series L, 7.50% (Convertible)⁽¹⁾

Wells Fargo & Co., Series Y, 5.625%⁽¹⁾

Electric Utilities — 0.5%

Interstate Power & Light Co., Series D, 5.10%⁽¹⁾

NextEra Energy Capital Holdings, Inc., Series I, 5.125%⁽¹⁾

Southern Co. (The), 6.25%⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 0.7%

CBL & Associates Properties, Inc., Series D, 7.375%⁽¹⁾

SITE Centers Corp., Series A, 6.375%⁽¹⁾

SITE Centers Corp., Series K, 6.25%⁽¹⁾

Vornado Realty Trust, Series K, 5.70%⁽¹⁾

Food Products — 0.8%

Dairy Farmers of America, Inc., 7.875%⁽¹⁾⁽⁴⁾

Ocean Spray Cranberries, Inc., 6.25%⁽¹⁾⁽⁴⁾

Independent Power and Renewable Electricity Producers — 0.5%

Algonquin Power & Utilities Corp., 6.875% to 10/17/23⁽⁵⁾

Insurance — 0.1%

PartnerRe, Ltd., Series I, 5.875%⁽¹⁾

Multi-Utilities — 0.4%

DTE Energy Co., Series C, 5.25%⁽¹⁾

Oil, Gas & Consumable Fuels — 0.7%

NuStar Energy, L.P., Series B, 7.625% to 6/15/22⁽¹⁾⁽⁵⁾

Pipelines — 0.1%

Enbridge, Inc., Series B, 6.375% to 4/15/23⁽⁵⁾

Total Preferred Stocks
(identified cost $75,044,125)

Corporate Bonds & Notes — 15.4%

Airlines — 0.1%

Azul Investments LLP, 5.875%, 10/26/24⁽¹⁾⁽⁴⁾

Automobiles — 0.5%

General Motors Financial Co., Inc., Series A, 5.75% to 9/30/27^(1)(5)(7)

Banks — 7.0%

Banco Bilbao Vizcaya Argentaria SA, 6.125% to 11/16/27^(1)(5)(7)

Banco Mercantil del Norte SA/Grand Cayman, 7.625% to 1/10/28^(1)(4)(5)(7)

Bank of America Corp., Series DD, 6.30% to 3/10/26⁽⁵⁾⁽⁷⁾

Bank of America Corp., Series FF, 5.875% to 3/15/28^(1)(5)(7)

Barclays PLC, 7.75% to 9/15/23⁽⁵⁾⁽⁷⁾

Citigroup, Inc., Series M, 6.30% to 5/15/24^(1)(5)(7)

Citigroup, Inc., Series R, 6.125% to 11/15/20⁽⁵⁾⁽⁷⁾

Citigroup, Inc., Series T, 6.25% to 8/15/26^(1)(5)(7)

Credit Agricole SA, 7.875% to 1/23/24^(1)(4)(5)(7)

Credit Suisse Group AG, 7.50% to 7/17/23^(4)(5)(7)

Danske Bank A/S, 7.00% to 6/26/25^(5)(7)(8)

Farm Credit Bank of Texas, Series 3, 6.20% to 6/15/28^(4)(5)(7)

JPMorgan Chase & Co., Series X, 6.10% to 10/1/24^(1)(5)(7)

Lloyds Banking Group PLC, 7.50% to 6/27/24^(1)(5)(7)

Royal Bank of Scotland Group PLC, 8.00% to 8/10/25^(1)(5)(7)

Societe Generale SA, 6.75% to 4/6/28^(1)(4)(5)(7)

UniCredit SpA, 8.00% to 6/3/24^(1)(5)(7)(8)

Zions Bancorporation, Series I, 5.80% to 6/15/23^(1)(5)(7)

Capital Markets — 1.0%

Charles Schwab Corp. (The), Series F, 5.00% to 12/1/27^(1)(5)(7)

UBS Group AG, 6.875% to 8/7/25^(1)(5)(7)(8)

Construction & Engineering — 0.0%⁽⁹⁾

Abengoa Abenewco 2 SAU, 1.50%, (1.50% Cash or 0.25% Cash and 1.25% PIK),
3/31/23⁽¹⁾⁽⁴⁾

Diversified Financial Services — 0.9%

Cadence Financial Corp., 4.875%, 6/28/19⁽¹⁾⁽⁴⁾

Credito Real SAB de CV SOFOM ER, 9.50%, 2/7/26^(4)(10)

Textron Financial Corp., 4.351%, (3 mo. USD LIBOR + 1.735%), 2/15/67^(1)(4)(6)

Unifin Financiera SAB de CV SOFOM ENR, 7.375%, 2/12/26⁽⁴⁾

Unifin Financiera SAB de CV SOFOM ENR, 8.875% to 1/29/25^(1)(4)(5)(7)

Electric Utilities — 1.6%

AES Gener SA, 8.375% to 6/18/19, 12/18/73^(1)(4)(5)

Pacific Gas & Electric Co., 3.50%, 10/1/20⁽¹¹⁾

Pacific Gas & Electric Co., 4.25%, 3/15/46⁽¹¹⁾

Southern California Edison Co., Series E, 6.25% to 2/1/22⁽⁵⁾⁽⁷⁾

Southern Co. (The), Series B, 5.50% to 3/15/22, 3/15/57⁽¹⁾⁽⁵⁾

Energy Equipment & Services — 0.3%

Oceaneering International, Inc., 4.65%, 11/15/24

Oceaneering International, Inc., 6.00%, 2/1/28⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 0.1%

Newmark Group, Inc., 6.125%, 11/15/23⁽⁴⁾

Food Products — 0.6%

Land O’ Lakes, Inc., 8.00%^(1)(4)(7)

Gas Utilities — 0.2%

NiSource, Inc., 5.65% to 6/15/23^(4)(5)(7)

Insurance — 0.5%

Prudential Financial, Inc., 5.70% to 9/15/28, 9/15/48⁽⁵⁾

Voya Financial, Inc., Series A, 6.125% to 9/15/23⁽⁵⁾⁽⁷⁾

Metals & Mining — 0.2%

BHP Billiton Finance USA, Ltd., 6.75% to 10/20/25, 10/19/75^(1)(4)(5)

Multi-Utilities — 0.6%

Centerpoint Energy, Inc., Series A, 6.125% to 9/1/23⁽⁵⁾⁽⁷⁾

Dominion Resources, Inc., 5.75% to 10/1/24, 10/1/54⁽¹⁾⁽⁵⁾

Oil, Gas & Consumable Fuels — 0.8%

Enterprise Products Operating, LLC, Series E, 5.25% to 8/16/27, 8/16/77⁽⁵⁾

Odebrecht Oil & Gas Finance, Ltd., 0.00%^(1)(4)(7)

Plains All American Pipeline, L.P., Series B, 6.125% to 11/15/22^(1)(5)(7)

Pharmaceuticals — 0.3%

Teva Pharmaceutical Finance Netherlands III B.V., 6.00%, 4/15/24⁽¹⁾

Pipelines — 0.3%

Energy Transfer Operating, L.P., Series A, 6.25% to 2/15/23^(1)(5)(7)

Toys, Games & Hobbies — 0.3%

Mattel, Inc., 6.75%, 12/31/25⁽⁴⁾

Transportation — 0.1%

JSL Europe SA, 7.75%, 7/26/24⁽¹⁾⁽⁴⁾

Total Corporate Bonds & Notes
(identified cost $207,388,390)

Exchange-Traded Funds — 1.7%

Equity Funds — 1.7%

First Trust Preferred Securities and Income ETF⁽¹⁾

Total Exchange-Traded Funds
(identified cost $22,437,606)

Short-Term Investments — 1.4%

Eaton Vance Cash Reserves Fund, LLC, 2.61%⁽¹²⁾

Total Short-Term Investments
(identified cost $18,330,137)