| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash & Cash Equivalents |
|
|
$52,409,596 |
17.96 |
| FHLBA |
0 |
2011-03-09 |
$29,910,000 |
10.25 |
| FNMA |
5.5 |
2041-03-01 |
$19,500,000 |
7.14 |
| FNMA |
4.5 |
2041-03-01 |
$19,200,000 |
6.71 |
| Cdx Ig 15 5 Yr Offset |
0 |
2015-12-20 |
$18,000,000 |
6.17 |
| Thrivent High Yield I |
|
|
$2,646,014 |
4.49 |
| Cdx Hy 15 5yr Offset |
0 |
2015-12-20 |
$12,000,000 |
4.11 |
| Federal National Mortgage Association 15-Yr. |
3.5 |
2026-03-01 |
$10,300,000 |
3.54 |
| 20-Yr. U.S. Treasury Bond Futures |
0 |
2011-06-25 |
$80 |
3.3 |
| US Treasury Note 2% |
2 |
2016-01-31 |
$7,850,000 |
2.68 |
| US Treasury Note 2.5% |
2.5 |
2016-07-15 |
$5,561,855 |
2.16 |
| US Treasury Note 1.125% |
1.12 |
2021-01-15 |
$5,911,151 |
2.04 |
| US Treasury Note 1.875% |
1.88 |
2019-07-15 |
$5,388,862 |
2.02 |
| Govco Inc. |
0 |
2011-03-01 |
$5,785,000 |
1.98 |
| FNMA |
6 |
2041-03-01 |
$5,200,000 |
1.94 |
| FNMA |
6.5 |
2041-03-01 |
$5,000,000 |
1.91 |
| US Treasury Note 3.625% |
3.62 |
2021-02-15 |
$5,000,000 |
1.74 |
| FHLBA |
0 |
2011-03-17 |
$5,000,000 |
1.71 |
| Bear Stearns Cmbs 2007-Bba8 CMO |
5.47 |
2022-03-15 |
$5,000,000 |
1.64 |
| 5-Yr. U.S. Treasury Bond Futures |
0 |
2011-03-31 |
$45 |
-1.82 |
| Cdx Hy 15 5 Yr |
5 |
2015-12-20 |
$12,000,000 |
-4.29 |
| Cdx Ig 15 5yr |
1 |
2015-12-20 |
$18,000,000 |
-6.22 |
| 2-Yr. U.S. Treasury Bond Futures March 2011 |
0 |
2011-03-31 |
$100 |
-7.5 |
| US Tr Bond Futures March 2011 |
0 |
2011-03-22 |
$270 |
-11.13 |
| Cash & Cash Equivalents |
|
|
$63,377,380 |
-21.72 |
