Aerospace & Defense — 3.5%

Boeing Co. (The)

United Technologies Corp.⁽¹⁾

Automobiles — 2.3%

Honda Motor Co., Ltd.

Toyota Motor Corp.⁽¹⁾

Beverages — 1.0%

Anheuser-Busch InBev NV⁽¹⁾

Biotechnology — 1.0%

Biogen Idec, Inc.⁽²⁾

Celgene Corp.⁽²⁾

Gilead Sciences, Inc.⁽²⁾

Chemicals — 5.3%

CF Industries Holdings, Inc.

LyondellBasell Industries NV, Class A⁽¹⁾

PPG Industries, Inc.⁽¹⁾

Commercial Banks — 9.8%

Australia and New Zealand Banking Group, Ltd.

BNP Paribas SA

Grupo Financiero Santander Mexico SAB de CV ADR

Mitsubishi UFJ Financial Group, Inc.

Mizuho Financial Group, Inc.

Natixis

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

Skandinaviska Enskilda Banken AB, Class A

Societe Generale

Swedbank AB, Class A

Wells Fargo & Co.

Commercial Services & Supplies — 0.2%

Brambles, Ltd.

Communications Equipment — 1.7%

QUALCOMM, Inc.⁽¹⁾

Telefonaktiebolaget LM Ericsson, Class B

Computers & Peripherals — 1.5%

Apple, Inc.⁽¹⁾

Construction & Engineering — 1.0%

Vinci SA

Consumer Finance — 1.4%

Discover Financial Services

Diversified Consumer Services — 0.9%

Sotheby’s

Diversified Financial Services — 4.1%

Bank of America Corp.

Citigroup, Inc.⁽¹⁾

JPMorgan Chase & Co.⁽¹⁾

Diversified Telecommunication Services — 2.0%

Bezeq Israeli Telecommunication Corp., Ltd.

BT Group PLC⁽¹⁾

Deutsche Telekom AG

Telenor ASA

Electric Utilities — 1.0%

Edison International

Electrical Equipment — 1.4%

Emerson Electric Co.

Rockwell Automation, Inc.

Electronic Equipment, Instruments & Components — 2.0%

Anixter International, Inc.

Corning, Inc.

Energy Equipment & Services — 0.5%

FMC Technologies, Inc.⁽²⁾

Food Products — 2.3%

Mondelez International, Inc., Class A⁽¹⁾

Nestle SA⁽¹⁾

Health Care Equipment & Supplies — 1.9%

Abbott Laboratories

Covidien PLC

Medtronic, Inc.

Hotels, Restaurants & Leisure — 1.3%

Compass Group PLC

McDonald’s Corp.⁽¹⁾

Household Products — 2.4%

Reckitt Benckiser Group PLC⁽¹⁾

Svenska Cellulosa AB SCA, Class B

Industrial Conglomerates — 3.0%

Danaher Corp.

Koninklijke Philips NV

Siemens AG

Insurance — 7.1%

ACE, Ltd.

Aflac, Inc.⁽¹⁾

Allianz SE

AXA SA⁽¹⁾

MetLife, Inc.

Progressive Corp.

Prudential PLC

Swiss Reinsurance Co., Ltd.⁽²⁾

Internet & Catalog Retail — 0.4%

Amazon.com, Inc.⁽¹⁾⁽²⁾

Internet Software & Services — 1.8%

eBay, Inc.⁽²⁾

Facebook, Inc., Class A⁽¹⁾⁽²⁾

Google, Inc., Class A⁽¹⁾⁽²⁾

IT Services — 0.9%

Accenture PLC, Class A⁽¹⁾

Visa, Inc., Class A

Machinery — 0.9%

Caterpillar, Inc.

IMI PLC

Media — 2.9%

Walt Disney Co. (The)⁽¹⁾

WPP PLC

Metals & Mining — 1.2%

Freeport-McMoRan Copper & Gold, Inc.

Multi-Utilities — 1.6%

National Grid PLC⁽¹⁾

Sempra Energy⁽¹⁾

Multiline Retail — 0.5%

Macy’s, Inc.

Oil, Gas & Consumable Fuels — 7.4%

Chevron Corp.⁽¹⁾

ENI SpA⁽¹⁾

Exxon Mobil Corp.⁽¹⁾

Occidental Petroleum Corp.⁽¹⁾

Phillips 66⁽¹⁾

Total SA

Pharmaceuticals — 9.8%

Astellas Pharma, Inc.

AstraZeneca PLC

Bayer AG

Chugai Pharmaceutical Co., Ltd.

Johnson & Johnson

Merck & Co., Inc.

Novartis AG

Roche Holding AG PC⁽¹⁾

Sanofi⁽¹⁾

Shire PLC ADR

Takeda Pharmaceutical Co., Ltd.

Road & Rail — 1.5%

Union Pacific Corp.

Semiconductors & Semiconductor Equipment — 0.3%

NXP Semiconductors NV⁽²⁾

Software — 1.5%

Microsoft Corp.⁽¹⁾

SAP AG

Specialty Retail — 3.2%

Home Depot, Inc. (The)

Industria de Diseno Textil SA⁽¹⁾

Kingfisher PLC

Textiles, Apparel & Luxury Goods — 1.4%

Adidas AG⁽¹⁾

Compagnie Financiere Richemont SA, Class A

Pandora A/S

Tobacco — 2.9%

British American Tobacco PLC

Imperial Tobacco Group PLC

Japan Tobacco, Inc.

Trading Companies & Distributors — 0.4%

Mitsui & Co., Ltd.

Wireless Telecommunication Services — 4.3%

Vodafone Group PLC

Vodafone Group PLC ADR

Total Common Stocks
(identified cost $1,145,845,654)

Preferred Stocks — 18.9%

Banks — 1.1%

AgriBank FCB, 6.875% to 1/1/24⁽²⁾⁽³⁾

Lloyds Banking Group PLC, 6.657% to 5/21/37^(1)(3)(4)

Capital Markets — 0.7%

Affiliated Managers Group, Inc., 6.375%

Bank of New York Mellon Corp. (The), 5.20%

Goldman Sachs Group, Inc. (The), Series I, 5.95%

Goldman Sachs Group, Inc. (The), Series J, 5.50% to 5/10/23⁽³⁾

Commercial Banks — 7.7%

Banco Santander SA, 5.95% to 1/30/19⁽³⁾⁽⁴⁾

Barclays Bank PLC, 8.25% to 12/15/18⁽³⁾

Citigroup, Inc., Series B, 5.90% to 2/15/23⁽³⁾

Citigroup, Inc., Series K, 6.875% to 11/15/23⁽²⁾⁽³⁾

CoBank ACB, Series F, 6.25% to 10/1/22⁽³⁾⁽⁴⁾

Credit Agricole SA, 8.125% to 9/19/18⁽³⁾⁽⁴⁾

Deutsche Bank Contingent Capital Trust III, 7.60%

Farm Credit Bank of Texas, 6.75% to 9/15/23⁽³⁾⁽⁴⁾

Farm Credit Bank of Texas, Series 1, 10.00%⁽¹⁾

First Tennessee Bank, 3.75%⁽⁴⁾⁽⁵⁾

HSBC Capital Funding LP, Series 2, 10.176% to 6/30/30^(1)(3)(4)

JPMorgan Chase & Co., Series 1, 7.90% to 4/30/18⁽¹⁾⁽³⁾

JPMorgan Chase & Co., Series O, 5.50%

JPMorgan Chase & Co., Series Q, 5.15% to 5/1/23⁽³⁾

JPMorgan Chase & Co., Series R, 6.00% to 8/1/23⁽³⁾

KeyCorp, Series A, 7.75%

Regions Financial Corp., Series A, 6.375%

Royal Bank of Scotland Group PLC, Series 1, 7.648% to 9/30/31⁽³⁾

Royal Bank of Scotland Group PLC, Series T, 7.25%

Societe Generale, 7.875% to 12/18/23⁽³⁾⁽⁴⁾

Standard Chartered PLC, 7.014% to 7/30/37^(1)(3)(4)

SunTrust Banks, Inc., Series E, 5.875%

Synovus Financial Corp., Series C, 7.875% to 8/1/18⁽³⁾

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%

Zions Bancorporation, Series G, 6.30% to 3/15/23⁽³⁾

Zions Bancorporation, Series J, 7.20% to 9/15/23⁽³⁾

Consumer Finance — 1.0%

Ally Financial, Inc., Series A, 8.50% to 5/15/16⁽³⁾

Capital One Financial Corp., Series B, 6.00%

Discover Financial Services, Series B, 6.50%

Diversified Financial Services — 1.9%

Bank of America Corp., Series U, 5.20% to 6/1/23⁽³⁾

General Electric Capital Corp., Series A, 7.125% to 6/15/22⁽¹⁾⁽³⁾

General Electric Capital Corp., Series B, 6.25% to 12/15/22⁽¹⁾⁽³⁾

KKR Financial Holdings, LLC, Series A, 7.375%

RBS Capital Funding Trust VII, Series G, 6.08%

UBS AG, 7.625%⁽¹⁾

Electric Utilities — 1.6%

AES Gener SA, 8.375% to 6/18/19⁽³⁾⁽⁴⁾

Electricite de France SA, 5.25% to 1/29/23^(1)(3)(4)

Entergy Arkansas, Inc., 4.90%

Entergy Arkansas, Inc., 6.45%

Entergy Louisiana, LLC, 6.95%

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

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

Southern California Edison Co., Series E, 6.25% to 2/1/22⁽¹⁾⁽³⁾

Virginia Electric and Power Co., 6.12%

Food Products — 0.8%

Dairy Farmers of America, 7.875%⁽⁴⁾

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

Insurance — 1.2%

Aspen Insurance Holdings, Ltd., 5.95% to 7/1/23⁽³⁾

Aspen Insurance Holdings, Ltd., 7.25%

Aspen Insurance Holdings, Ltd., 7.401% to 1/1/17⁽³⁾

Endurance Specialty Holdings, Ltd., Series B, 7.50%

Montpelier Re Holdings, Ltd., 8.875%

Prudential PLC, 6.50%⁽¹⁾

Machinery — 0.5%

Stanley Black & Decker, Inc., 5.75%

Multi-Utilities — 0.2%

DTE Energy Co., Series C, 5.25%

Pipelines — 0.3%

NuStar Logistics LP, 7.625% to 1/15/18⁽³⁾

Real Estate Investment Trusts (REITs) — 1.2%

Cedar Realty Trust, Inc., Series B, 7.25%

Chesapeake Lodging Trust, Series A, 7.75%

DDR Corp., Series J, 6.50%

Sunstone Hotel Investors, Inc., Series D, 8.00%⁽¹⁾

Taubman Centers, Inc., Series K, 6.25%

Telecommunications — 0.1%

Centaur Funding Corp., 9.08%⁽⁴⁾

Thrifts & Mortgage Finance — 0.6%

Elmira Savings Bank FSB (The), 8.998% to 12/31/17⁽³⁾

EverBank Financial Corp., Series A, 6.75%

Total Preferred Stocks
(identified cost $244,919,451)

Corporate Bonds & Notes — 5.8%

Principal

Amount

(000’s omitted)

Chemicals — 0.1%

Sinochem Group, 5.00% to 11/2/18, 12/29/49⁽³⁾⁽⁴⁾

Principal

Amount

(000’s omitted)

Commercial Banks — 1.1%

Banco do Brasil SA, 6.25% to 4/15/24, 12/29/49⁽³⁾⁽⁴⁾

Citigroup Capital III, 7.625%, 12/1/36

Credit Agricole SA, 7.875% to 1/23/24, 1/29/49⁽³⁾⁽⁴⁾

Credit Suisse AG, 6.50%, 8/8/23⁽⁴⁾

Credit Suisse Group AG, 7.50% to 12/11/23, 12/11/49⁽³⁾⁽⁴⁾

Groupe BPCE, 12.50% to 9/30/19, 8/29/49^(1)(3)(4)

Regions Financial Corp., 7.375%, 12/10/37

SunTrust Preferred Capital I, 4.00%, 6/29/49⁽⁵⁾

Diversified Financial Services — 0.6%

Textron Financial Corp., 6.00% to 2/15/17, 2/15/67^(1)(3)(4)

Diversified Telecommunication Services — 0.4%

Koninklijke KPN NV, 7.00% to 3/28/23, 3/28/73⁽³⁾⁽⁴⁾