| 1 | 01F03067801F030678UMBS, TBA | UMBS, TBA | 7.67% | 31.38M | $27.36M |
| 2 | 3136A1LW33136A1LW3Fannie Mae | Fannie Mae | 5.38% | 19.54M | $19.18M |
| 3 | 3140FXDJ83140FXDJ8Fannie Mae | Fannie Mae | 4.43% | 16.86M | $15.80M |
| 4 | R0000832327-3R0000832327-3WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −4.27% | −15.25M | −$15.25M |
| 5 | 3140QVB523140QVB52Fannie Mae | Fannie Mae | 3.73% | 13.23M | $13.31M |
| 6 | 3136A14G73136A14G7Fannie Mae | Fannie Mae | 3.72% | 13.86M | $13.28M |
| 7 | R0000832327-6R0000832327-6WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −3.62% | −12.90M | −$12.90M |
| 8 | 3140W0YG43140W0YG4Fannie Mae | Fannie Mae | 3.53% | 12.49M | $12.60M |
| 9 | 01F04067701F040677UMBS, TBA | UMBS, TBA | 3.45% | 13.16M | $12.30M |
| 10 | R0000832327-9R0000832327-9WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −3.42% | −12.19M | −$12.19M |
| 11 | 3137AN5V33137AN5V3Freddie Mac | Freddie Mac | 3.15% | 11.59M | $11.24M |
| 12 | 76116FAC176116FAC1RFC PRINCIPAL STRIP | RFC PRINCIPAL STRIP | 3.09% | 13.00M | $11.04M |
| 13 | 3140W1SG93140W1SG9Fannie Mae | Fannie Mae | 2.96% | 10.29M | $10.55M |
| 14 | 38384EYY538384EYY5Government National Mortgage Association | Government National Mortgage Association | 2.89% | 10.25M | $10.33M |
| 15 | 3140XPZ363140XPZ36Fannie Mae | Fannie Mae | 2.89% | 10.24M | $10.32M |
| 16 | 3136BXGK43136BXGK4Fannie Mae | Fannie Mae | 2.88% | 10.35M | $10.26M |
| 17 | R0000832327-16R0000832327-16WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −2.86% | −10.20M | −$10.20M |
| 18 | R0000832327-17R0000832327-17WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −2.79% | −9.95M | −$9.95M |
| 19 | 3140W0R563140W0R56Fannie Mae | Fannie Mae | 2.73% | 9.45M | $9.73M |
| 20 | R0000832327-19R0000832327-19WELLS FARGO SECURITIES LLC | WELLS FARGO SECURITIES LLC | −2.64% | −9.41M | −$9.41M |