| Security |
S&P Rating |
Moody Rating |
| |
| Corporate Bonds |
| Alliant Techsystems Inc |
6.75% Due 04/01/2016 |
BB- |
BA3 |
| Alltel Corp |
7.00% Due 3/15/2016 |
A- |
NR |
| American Axle & Mfg Inc |
5.25% Due 02/11/2014 |
B |
B2 |
| Arcelormittal |
5.375% Due 06/01/2013 |
BBB- |
BAA3 |
| Arcelormittal Sa Luxembourg |
5.375% Due 06/01/2013 |
BBB- |
BAA3 |
| Bear Stearns Cos Inc |
5.70% Due 11/15/2014 |
A |
AA3 |
| Boston Scientific Corp |
6.400% Due 06/15/2016 |
BBB- |
BA1 |
| Brinker Intl Inc |
5.75% Due 06/01/2014 |
BBB- |
BA2 |
| Bunge Ltd Fin Corp |
5.35% Due 4/15/2014 |
BBB- |
BAA2 |
| Conoco Philips |
5.750% Due 02/01/2019 |
A |
A1 |
| Dow Chemical Co |
7.375% Due 03/01/2023 |
BBB |
BAA3 |
| Freeport-McMoran Copper & Gold |
8.375% Due 04/01/2017 |
BBB |
BAA3 |
| Frontier Oil Corp |
8.500% Due 09/15/2016 |
BB+ |
BA2 |
| General Elec Cap Corp Step-Up |
5.500% Due 10/28/2021 |
AA+ |
AA2 |
| Goldman Sachs Group Inc |
5.625% Due 01/15/2017 |
BBB+ |
A2 |
| Hornbeck Offshore Services Inc |
6.125% Due 12/01/2014 |
BB- |
BA3 |
| HSBC Finance Corp |
6.00% Due 08/15/2014 |
A |
A3 |
| JP Morgan Floating Rate |
3.5% Due 05/01/2015 |
A- |
NR |
| Leucadia National Corp |
7.00% Due 08/15/2013 |
BB+ |
B1 |
| Merrill Lynch Co Inc |
6.50% Due 07/15/2018 |
A- |
BAA1 |
| Montpelier Re Holdings Ltd |
6.125% Due 8/15/2013 |
BBB |
WR |
| Nabisco Inc |
7.550% Due 06/15/2015 |
BBB |
BAA2 |
| OGE Energy Corp |
5.00% Due 11/15/2014 |
BBB |
BAA1 |
| Peabody Energy Corp |
7.375% Due 11/01/2016 |
BB+ |
BA1 |
| Scholastic Corp |
5.00% Due 04/15/2013 |
BB- |
B1 |
| Teck Cominco Ltd |
5.375% Due 10/01/2015 |
BBB |
BAA2 |
| Terex Corp |
8.00% Due 11/15/2017 |
B |
CAA1 |
| |
| Exchange Traded Debt |
| AT&T Inc Sr Nt |
6.375% Due 02/15/2056 |
A |
A2 |
| CBS Corp New Sr Nt |
6.75% Due 3/27/2056 |
NR |
Baa2 |
| Comcast Corp New Nt |
6.625% Due 05/15/2056 |
BBB |
Baa2 |
| General Electric Cap Corp |
6.10% Due 11/15/2032 |
AAA |
Aaa |
| Metlife Inc Sr Nt |
5.875% Due 11/21/2033 |
A |
A2 |
| |
| Gov Nat Mtg Assn Mortgage Backed Sec |
| Fedl Natl Mtg Assn Remic Ser 2 |
4.000% Due 06/25/2041 |
AAA |
AAA |
| GNMA Remic Series 2010-2012 |
4.5% Due 7/19/2012 |
AAA |
NR |
| GNMA Remic Series 2010-2017 |
4.5% Due 07/15/2013 |
AAA |
AAA |
| GNMA Remic Series 2011-2013 |
3.0% Due 12-16-1941 |
AAA |
AAA |
| |
| Government Agency Bonds |
| Federal Home Ln Bk Chicago |
5.625% Due 06/13/2016 |
AA- |
A2 |
| Federal Natl Mtg Assn |
2.25% Due 09/30/25 |
AA+ |
AAA |
| Federal Natl Mtg Assn Step Up |
2.00% Due 09/28/2026 |
AA+ |
AAA |
| |
| Non-Convertible Preferred Stock |
| Annaly Capital Mgt Inc |
7.875% 06/30/2068 |
NR |
NR |
| FPL Group Capital Tr I Pfd Tr |
5.875% Due 03/15/2044 |
BBB+ |
A3 |
| Georgia Power Co Ser 2007D Sr |
6.375% Due 07/15/2047 |
NR |
A3 |
| Metlife Inc |
6.50% 06/30/2068 |
BBB |
Baa1 |
| Powershares ETF Trust Finl |
Exchange traded debt |
NR |
NR |
| |
| Other |
| Ford Motor Co. ESA Lease Assignment |
12.524% Due 06/01/2013 |
NR |
NR |
| |
| Taxable Bond Fund |
| Oppenheimer Sr Floating Rate |
Floating rate bank notes |
NR |
NR |
| Payden Emerging Markets |
International bond fund |
NR |
NR |
| Templeton Income Tr Glb Bd Advsor |
Global bond fund |
NR |
NR |
| |
| Taxable Non-Ohio Municipal Bonds |
| Alameda Corridor Trans Auth CA |
6.60% Due 10/01/2029 |
A- |
A3 |
| Erie Cnty NY Tob Asset |
6.000% Due 02/15/2033 |
BBB |
NR |
| Frisco TX COP |
6.375% Due 02/15/2033 |
AA |
AA1 |
| Hazelwood Mo ID Authority Rev |
5.64% Due 02/01/2018 |
A+ |
NR |
| Lake Cnty Ill Sch Dist No 056 |
6.300% Due 01/01/2027 |
NR |
AA2 |
| Maryland Heights MO |
7.00% Due 09/01/2018 |
BBB- |
NR |
| Michigan Fin Auth Rev |
4.750% 11/01/2015 |
A+ |
NR |
| Michigan State |
6.950% Due 11/01/2020 |
AA- |
AA2 |
| Nebraska Pub Pwr Dist Rev |
5.14% Due 01/01/2014 |
AA- |
AA3 |
| New York Cntys Tob Tr Iv |
6.00% Due 06/01/2027 |
BBB |
NR |
| New York NY |
6.491% Due 03/01/2021 |
AA |
AA2 |
| New York St Hsg Fin Agy |
4.810% Due 09/15/2013 |
AAA |
NR |
| Pennsylania Turnpike |
7.470% Due 06/01/2025 |
A- |
A3 |
| Portland OR Weekly Auction Notes |
Var. Rate, Due 06/01/2019 |
NR |
AA1 |
| San Bernardino Cnty CA |
6.02% Due 08/01/2023 |
AA- |
AA3 |
| Tobacco Settlement Auth Iowa |
6.50% Due 06/01/2023 |
BBB |
B2 |
| |
| Taxable Ohio Municipal Bonds |
| Cuyahoga Cnty Ohio Economic Dev |
5.00% Due 12/1/2019 |
AA |
AA2 |
| Dayton OH |
6.50% Due 11/01/2013 |
AA- |
AA2 |
| Ohio State Dev Assistance |
5.670% Due 10/01/2023 |
AA |
AA2 |
| |
| z Diversified Strategies |
| Deutsche Bank DJUBS Commodity Booster Due 2/17/2012 |
Structured note based on performance of commodity index |
NR |
NR |
| Deutsche Bank DJUBS Commodity Booster Due 7/31/2012 |
Structured note based on performance of commodity index |
NR |
NR |
| Deutsche Bank X-Alpha Call Warrants |
Warrants based on performance of long/short global equity index |
NR |
NR |
| PIMCO All Asset All Authority |
Multi-asset diversified mutual fund |
NR |
NR |
