Aerospace & Defense — 0.7%

CAE, Inc.

Air Freight & Logistics — 0.7%

C.H. Robinson Worldwide, Inc.⁽¹⁾

Airlines — 0.4%

Japan Airlines Co., Ltd.

Auto Components — 0.9%

Goodyear Tire & Rubber Co. (The)⁽¹⁾

Automobiles — 0.8%

Daimler AG

Banks — 13.7%

BNP Paribas SA

Danske Bank A/S

ING Groep NV

JPMorgan Chase & Co.⁽¹⁾

Mitsubishi UFJ Financial Group, Inc.

Nordea Bank AB

PNC Financial Services Group, Inc. (The)⁽¹⁾

Skandinaviska Enskilda Banken AB, Class A

Svenska Handelsbanken AB, Class A

Swedbank AB, Class A

U.S. Bancorp⁽¹⁾

Wells Fargo & Co.⁽¹⁾

Beverages — 2.6%

Anheuser-Busch InBev SA/NV⁽¹⁾

Constellation Brands, Inc., Class A⁽¹⁾

Diageo PLC⁽¹⁾

Biotechnology — 2.9%

Alexion Pharmaceuticals, Inc.⁽²⁾

BioMarin Pharmaceutical, Inc.⁽¹⁾⁽²⁾

Celgene Corp.⁽¹⁾⁽²⁾

Shire PLC⁽¹⁾

Building Products — 1.0%

Assa Abloy AB, Class B

Capital Markets — 1.0%

Credit Suisse Group AG

Credit Suisse Group AG⁽³⁾

Chemicals — 1.7%

BASF SE

Givaudan SA

PPG Industries, Inc.⁽¹⁾

Containers & Packaging — 1.4%

Sealed Air Corp.⁽¹⁾

Diversified Telecommunication Services — 3.7%

Elisa Oyj

Nippon Telegraph & Telephone Corp.⁽¹⁾

Telstra Corp., Ltd.⁽¹⁾

Electric Utilities — 2.3%

American Electric Power Co., Inc.⁽¹⁾

NextEra Energy, Inc.⁽¹⁾

Electrical Equipment — 1.5%

Melrose Industries PLC

Zhuzhou CRRC Times Electric Co., Ltd., Class H

Electronic Equipment, Instruments & Components — 1.7%

CDW Corp.⁽¹⁾

Keyence Corp.

Energy Equipment & Services — 1.5%

Halliburton Co.⁽¹⁾

Schlumberger, Ltd.⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 2.2%

American Tower Corp.⁽¹⁾

Equity Residential⁽¹⁾

Food & Staples Retailing — 1.4%

METRO AG⁽¹⁾

Food Products — 1.0%

Kerry Group PLC, Class A

Pinnacle Foods, Inc.⁽¹⁾

Health Care Equipment & Supplies — 0.5%

Edwards Lifesciences Corp.⁽¹⁾⁽²⁾

Hotels, Restaurants & Leisure — 1.4%

Accor SA⁽¹⁾

TUI AG⁽¹⁾

Household Durables — 3.1%

Newell Brands, Inc.⁽¹⁾

Persimmon PLC⁽¹⁾

Household Products — 0.8%

Reckitt Benckiser Group PLC

Industrial Conglomerates — 1.7%

Siemens AG⁽¹⁾

Insurance — 6.2%

AIA Group, Ltd.⁽¹⁾

Chubb, Ltd.⁽¹⁾

Prudential PLC⁽¹⁾

St. James’s Place PLC⁽¹⁾

Zurich Insurance Group AG

Internet & Direct Marketing Retail — 1.5%

Amazon.com, Inc.⁽¹⁾⁽²⁾

Internet Software & Services — 5.0%

Alphabet, Inc., Class C⁽¹⁾⁽²⁾

Facebook, Inc., Class A⁽¹⁾⁽²⁾

IT Services — 1.6%

Visa, Inc., Class A⁽¹⁾

Machinery — 4.9%

Fortive Corp.⁽¹⁾

Komatsu, Ltd.

Kone Oyj, Class B

Kubota Corp.⁽¹⁾

Metso Oyj

SKF AB, Class B

Media — 3.1%

Interpublic Group of Cos., Inc.⁽¹⁾

Time Warner, Inc.⁽¹⁾

Tribune Media Co., Class A⁽¹⁾

Metals & Mining — 0.7%

Rio Tinto, Ltd.

Multiline Retail — 0.3%

Macy’s, Inc.⁽¹⁾

Oil, Gas & Consumable Fuels — 5.2%

Anadarko Petroleum Corp.⁽¹⁾

Chevron Corp.⁽¹⁾

Occidental Petroleum Corp.⁽¹⁾

Royal Dutch Shell PLC, Class B⁽¹⁾

Seven Generations Energy, Ltd., Class A⁽²⁾

Paper & Forest Products — 0.3%

UPM-Kymmene Oyj

Personal Products — 1.5%

Estee Lauder Cos., Inc. (The), Class A⁽¹⁾

Pharmaceuticals — 8.6%

Allergan PLC⁽¹⁾⁽²⁾

AstraZeneca PLC⁽¹⁾

Eli Lilly & Co.⁽¹⁾

Johnson & Johnson⁽¹⁾

Novartis AG⁽¹⁾

Novo Nordisk A/S, Class B

Roche Holding AG PC⁽¹⁾

Zoetis, Inc.⁽¹⁾

Professional Services — 2.7%

SGS SA

Verisk Analytics, Inc.⁽¹⁾⁽²⁾

Road & Rail — 2.4%

CSX Corp.

Union Pacific Corp.⁽¹⁾

Semiconductors & Semiconductor Equipment — 1.8%

ASML Holding NV⁽¹⁾

Sumco Corp.

Specialty Retail — 3.0%

Advance Auto Parts, Inc.⁽¹⁾

Industria de Diseno Textil SA

Lowe’s Cos., Inc.⁽¹⁾

Technology Hardware, Storage & Peripherals — 1.7%

Apple, Inc.⁽¹⁾

Textiles, Apparel & Luxury Goods — 2.1%

LVMH Moet Hennessy Louis Vuitton SE

NIKE, Inc., Class B⁽¹⁾

Pandora A/S

Tobacco — 0.8%

Altria Group, Inc.⁽¹⁾

Trading Companies & Distributors — 0.7%

Brenntag AG

Wireless Telecommunication Services — 0.8%

Vodafone Group PLC

Total Common Stocks
(identified cost $1,267,795,228)

Preferred Stocks — 10.4%

Banks — 5.5%

AgriBank FCB, 6.875% to 1/1/24⁽⁴⁾

CoBank ACB, Series F, 6.25% to 10/1/22⁽⁴⁾

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

Farm Credit Bank of Texas, Series 1, 10.00%

First Tennessee Bank NA, 3.75%⁽⁵⁾⁽⁶⁾

Huntington Bancshares, Inc., Series A, 8.50% (Convertible)

IBERIABANK Corp., Series C, 6.60% to 5/1/26⁽⁴⁾

JPMorgan Chase & Co., Series O, 5.50%

KeyCorp, Series E, 6.125% to 12/15/26⁽⁴⁾

People’s United Financial, Inc., Series A, 5.625% to 12/15/26⁽⁴⁾

Regions Financial Corp., Series A, 6.375%

SunTrust Banks, Inc., Series E, 5.875%

Texas Capital Bancshares, Inc., 6.50%

Texas Capital Bancshares, Inc., Series A, 6.50%

Webster Financial Corp., Series E, 6.40%

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

Capital Markets — 0.4%

Goldman Sachs Group, Inc. (The), Series N, 6.30%

KKR & Co., LP, Series A, 6.75%

Legg Mason, Inc., 5.45%

State Street Corp., Series D, 5.90% to 3/15/24⁽⁴⁾

Consumer Finance — 0.3%

Discover Financial Services, Series B, 6.50%

Diversified Financial Services — 0.5%

KKR Financial Holdings, LLC, Series A, 7.375%

Electric Utilities — 0.6%

NextEra Energy Capital Holdings, Inc., Series G, 5.70%

NextEra Energy Capital Holdings, Inc., Series I, 5.125%

Southern Co. (The), 6.25%

Equity Real Estate Investment Trusts (REITs) — 0.7%

DDR Corp., Series J, 6.50%

PS Business Parks, Inc., Series W, 5.20%

Vornado Realty Trust, Series K, 5.70%

Food Products — 0.9%

Dairy Farmers of America, Inc., 7.875%⁽⁵⁾

Ocean Spray Cranberries, Inc., 6.25%⁽⁵⁾

Machinery — 0.4%

Stanley Black & Decker, Inc., 5.75%

Multi-Utilities — 0.1%

DTE Energy Co., Series C, 5.25%

Pipelines — 0.3%

NuStar Logistics LP, 7.625% to 1/15/18⁽⁴⁾

Thrifts & Mortgage Finance — 0.7%

Elmira Savings Bank, 8.998% to 12/31/17⁽⁴⁾

EverBank Financial Corp., Series A, 6.75%

Total Preferred Stocks
(identified cost $125,235,542)

Corporate Bonds & Notes — 12.8%

Banks — 6.0%

Australia and New Zealand Banking Group, Ltd., 6.75% to 6/15/26^(4)(5)(7)

Banco do Brasil SA, 9.00% to 6/18/24^(4)(5)(7)

Bank of America Corp., Series AA, 6.10% to 3/17/25⁽⁴⁾⁽⁷⁾

Barclays PLC, 8.25% to 12/15/18⁽⁴⁾⁽⁷⁾

Caixa Economica Federal, 7.25% to 7/23/19, 7/23/24⁽⁴⁾⁽⁵⁾

Citigroup, Inc., Series T, 6.25% to 8/15/26⁽⁴⁾⁽⁷⁾

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

Deutsche Bank AG, 7.50% to 4/30/25⁽⁴⁾⁽⁷⁾

JPMorgan Chase & Co., Series X, 6.10% to 10/1/24⁽⁴⁾⁽⁷⁾

JPMorgan Chase & Co., Series Z, 5.30% to 5/1/20⁽⁴⁾⁽⁷⁾

Lloyds Banking Group PLC, 6.657% to 5/21/37^(4)(5)(7)

Lloyds Banking Group PLC, 7.50% to 6/27/24⁽⁴⁾⁽⁷⁾

M&T Bank Corp., Series F, 5.125% to 11/1/26⁽⁴⁾⁽⁷⁾

PNC Financial Services Group, Inc. (The), Series S, 5.00% to 11/1/26⁽⁴⁾⁽⁷⁾

Royal Bank of Scotland Group PLC, 8.00% to 8/10/25⁽⁴⁾⁽⁷⁾

Standard Chartered PLC, 7.014% to 7/30/37^(4)(5)(7)

Standard Chartered PLC, 7.75% to 4/2/23^(4)(5)(7)

Zions Bancorporation, Series I, 5.80% to 9/15/23⁽⁴⁾⁽⁷⁾

Zions Bancorporation, Series J, 7.20% to 9/15/23⁽⁴⁾⁽⁷⁾

Capital Markets — 1.5%

Goldman Sachs Group, Inc. (The), Series M, 5.375% to 5/10/20⁽⁴⁾⁽⁷⁾

Morgan Stanley, Series J, 5.55% to 7/15/20⁽⁴⁾⁽⁷⁾

UBS Group AG, 6.875% to 8/7/25^(4)(7)(8)

Diversified Financial Services — 0.7%

Cadence Financial Corp., 4.875%, 6/28/19⁽⁵⁾

Leucadia National Corp., 6.625%, 10/23/43

Textron Financial Corp., 6.00% to 2/15/17, 2/15/67⁽⁴⁾⁽⁵⁾

Electric Utilities — 1.5%

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

Emera, Inc., Series 16-A, 6.75% to 6/15/26, 6/15/76⁽⁴⁾

Southern Co. (The), Series B, 5.50% to 3/15/22, 3/15/57⁽⁴⁾

Energy Equipment & Services — 0.0%⁽⁹⁾

Abengoa Finance S.A.U., 7.75%, 2/1/20^(5)(10)

Food Products — 0.6%

Land O’ Lakes, Inc., 8.00%⁽⁵⁾⁽⁷⁾

Insurance — 1.0%

Genworth Financial, Inc., 7.625%, 9/24/21

Voya Financial, Inc., 5.65% to 5/15/23, 5/15/53⁽⁴⁾

XLIT, Ltd., Series E, 6.50% to 4/15/17⁽⁴⁾⁽⁷⁾

Metals & Mining — 0.2%

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

Multi-Utilities — 0.1%

Dominion Resources, Inc., 5.75% to 10/1/24, 10/1/54⁽⁴⁾

Oil, Gas & Consumable Fuels — 0.3%

Petrobras Global Finance BV, 6.125%, 1/17/22

Pipelines — 0.2%

Transcanada Trust, Series 16-A, 5.875% to 8/15/26, 8/15/76⁽⁴⁾

Telecommunications — 0.6%

Colombia Telecomunicaciones SA ESP, 8.50% to 3/30/20^(4)(5)(7)

Thrifts & Mortgage Finance — 0.1%

Flagstar Bancorp, Inc., 6.125%, 7/15/21

Total Corporate Bonds & Notes
(identified cost $164,910,479)

Exchange-Traded Funds — 2.4%

Equity Funds — 2.4%

iShares U.S. Preferred Stock ETF

Total Exchange-Traded Funds
(identified cost $30,934,146)

Short-Term Investments — 0.0%⁽⁹⁾

Eaton Vance Cash Reserves Fund, LLC, 0.90%⁽¹¹⁾

Total Short-Term Investments
(identified cost $2)

Total Investments — 131.1%
(identified cost $1,588,875,397)

Other Assets, Less Liabilities — (31.1)%

Net Assets — 100.0%

United States

United Kingdom

Switzerland

Germany

Japan

Sweden

Netherlands

Denmark

Canada

Ireland

France

Australia

Finland

Hong Kong

Spain

Brazil

Belgium

China

Colombia

Chile

Exchange-Traded Funds

Total Investments

Description

Equity Futures

PC

Aggregate cost

Gross unrealized appreciation

Gross unrealized depreciation

Net unrealized appreciation

Common Stocks

Consumer Discretionary

Consumer Staples

Energy

Financials

Health Care

Industrials

Information Technology

Materials

Real Estate

Telecommunication Services

Utilities

Total Common Stocks

Preferred Stocks

Consumer Staples

Energy

Financials

Industrials

Real Estate

Utilities

Total Preferred Stocks

Corporate Bonds & Notes

Exchange-Traded Funds

Short-Term Investments

Total Investments

Futures Contracts

Total

Futures Contracts

Total