| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash & Cash Equivalents |
|
|
$89,865,938 |
11.62 |
| 20-Yr. U.S. Treasury Bond Futures |
0 |
2011-06-25 |
$360 |
5.6 |
| 2-Yr. U.S. Treasury Bond Futures June 2011 |
0 |
2011-06-25 |
$155 |
4.37 |
| FNMA |
4.5 |
2041-03-01 |
$21,850,000 |
2.88 |
| Thrivent High Yield I |
|
|
$2,749,045 |
1.76 |
| FHLBA |
0 |
2011-03-01 |
$11,560,000 |
1.49 |
| FNMA |
5.5 |
2041-03-01 |
$10,650,000 |
1.47 |
| FHLBA |
0 |
2011-03-25 |
$10,000,000 |
1.29 |
| Cdx Ig 15 5 Yr Offset |
0 |
2015-12-20 |
$9,300,000 |
1.2 |
| Citigroup Coml Mtg 2007-Fl3 CMO |
5.46 |
2022-04-15 |
$7,500,000 |
0.93 |
| Jp Morgan Com Mtg 2006-Ldp9 CMO 5.336% |
5.34 |
2047-05-15 |
$6,250,000 |
0.86 |
| Federal National Mortgage Association 15-Yr. |
3.5 |
2026-03-01 |
$5,850,000 |
0.76 |
| Cdx Hy 15 5 Yr Offset |
0 |
2015-12-20 |
$5,500,000 |
0.71 |
| FNMA |
0 |
2011-03-14 |
$5,000,000 |
0.65 |
| FHLBA |
0 |
2011-03-18 |
$5,000,000 |
0.65 |
| FHLBA |
0 |
2011-03-16 |
$5,000,000 |
0.65 |
| US Treasury Note 2.625% |
2.62 |
2020-11-15 |
$5,100,000 |
0.62 |
| Wachovia Cmbs 2006-Whale7 CMO |
5.44 |
2021-09-15 |
$5,000,000 |
0.6 |
| US Treasury Note 3.5% |
3.5 |
2020-05-15 |
$4,500,000 |
0.59 |
| Centerpoint Engy Res 6.125% |
6.12 |
2017-11-01 |
$3,650,000 |
0.53 |
| Cdx Hy 15 5yr |
5 |
2015-12-20 |
$5,500,000 |
-0.74 |
| Cdx Ig 13 5yr |
1 |
2015-12-20 |
$9,300,000 |
-1.21 |
| 5-Yr. U.S. Treasury Bond Futures |
0 |
2011-06-25 |
$335 |
-5.06 |
| Cash & Cash Equivalents |
|
|
$50,278,064 |
-6.5 |
| US Tr Bond Futures June 2011 |
0 |
2011-06-21 |
$940 |
-14.47 |
