| 1 | 61747C70761747C707Morgan Stanley & Co. LLC | Morgan Stanley & Co. LLC | 5.16% | 7.70M | $7.70M |
| 2 | 01F05268001F052680UMBS, TBA | UMBS, TBA | 4.81% | 7.25M | $7.18M |
| 3 | 01F05068401F050684UMBS, TBA | UMBS, TBA | 2.33% | 3.60M | $3.48M |
| 4 | 38384D7E138384D7E1Government National Mortgage Association | Government National Mortgage Association | 1.40% | 2.00M | $2.09M |
| 5 | 3137HCQQ83137HCQQ8Freddie Mac | Freddie Mac | 1.37% | 2.00M | $2.04M |
| 6 | 12626LAY812626LAY8COMM Mortgage Trust | COMM Mortgage Trust | 1.01% | 1.55M | $1.51M |
| 7 | 3137GB3P83137GB3P8Freddie Mac | Freddie Mac | 1.01% | 1.49M | $1.51M |
| 8 | 55954HBC555954HBC5Magnetite CLO Ltd | Magnetite CLO Ltd | 1.01% | 1.50M | $1.50M |
| 9 | 41756YAJ441756YAJ4Harvest US CLO Ltd | Harvest US CLO Ltd | 1.01% | 1.50M | $1.50M |
| 10 | 3617W1W713617W1W71Government National Mortgage Association | Government National Mortgage Association | 0.98% | 1.50M | $1.47M |
| 11 | 05492PAN805492PAN8Banc of America Merrill Lynch Large Loan Inc | Banc of America Merrill Lynch Large Loan Inc | 0.98% | 1.61M | $1.46M |
| 12 | 55819FAY755819FAY7Madison Park Funding Ltd | Madison Park Funding Ltd | 0.97% | 1.50M | $1.44M |
| 13 | 3137HMLP33137HMLP3Freddie Mac | Freddie Mac | 0.96% | 1.44M | $1.44M |
| 14 | 158926AA3158926AA3Champs Trust | Champs Trust | 0.92% | 1.34M | $1.38M |
| 15 | R0001287498-14R0001287498-14JPM Lending Facility | JPM Lending Facility | 0.83% | 1.24M | $1.23M |
| 16 | 38383X2T038383X2T0Government National Mortgage Association | Government National Mortgage Association | 0.82% | 1.19M | $1.22M |
| 17 | 3618FGEC43618FGEC4Government National Mortgage Association | Government National Mortgage Association | 0.75% | 1.06M | $1.12M |
| 18 | 38384BY6238384BY62Government National Mortgage Association | Government National Mortgage Association | 0.69% | 1.00M | $1.03M |
| 19 | 38384GQP838384GQP8Government National Mortgage Association | Government National Mortgage Association | 0.69% | 1.00M | $1.03M |
| 20 | 38384GBJ838384GBJ8Government National Mortgage Association | Government National Mortgage Association | 0.69% | 1.00M | $1.03M |