| 1 | 01F06269701F062697UMBS, TBA | UMBS, TBA | 3.70% | 149.82M | $154.19M |
| 2 | 01F05268001F052680UMBS, TBA | UMBS, TBA | 3.49% | 147.16M | $145.63M |
| 3 | 01F06068301F060683UMBS, TBA | UMBS, TBA | 2.67% | 110.01M | $111.22M |
| 4 | 91282CPR691282CPR6United States Treasury | United States Treasury | 2.37% | 102.27M | $99.07M |
| 5 | 91282CQP991282CQP9United States Treasury | United States Treasury | 2.23% | 96.71M | $92.85M |
| 6 | 01F05068401F050684UMBS, TBA | UMBS, TBA | −1.66% | −71.88M | −$69.36M |
| 7 | 91282CPJ491282CPJ4United States Treasury | United States Treasury | 1.65% | 72.47M | $68.70M |
| 8 | 21H04268721H042687Government National Mortgage Association | Government National Mortgage Association | −1.55% | −69.07M | −$64.73M |
| 9 | 01F05248201F052482UMBS, TBA | UMBS, TBA | 1.54% | 63.42M | $64.06M |
| 10 | 912810RG5912810RG5United States Treasury | United States Treasury | 1.41% | 75.44M | $58.99M |
| 11 | 91282CGM791282CGM7United States Treasury | United States Treasury | 1.35% | 59.91M | $56.40M |
| 12 | 91282CLF691282CLF6United States Treasury | United States Treasury | 1.28% | 56.34M | $53.49M |
| 13 | 912810UC0912810UC0United States Treasury | United States Treasury | 1.28% | 62.68M | $53.23M |
| 14 | 912810SN9912810SN9United States Treasury | United States Treasury | 1.09% | 100.85M | $45.34M |
| 15 | 912810ST6912810ST6United States Treasury | United States Treasury | 0.99% | 66.61M | $41.46M |
| 16 | 91282CPZ891282CPZ8United States Treasury | United States Treasury | 0.99% | 43.25M | $41.33M |
| 17 | 912810RH3912810RH3United States Treasury | United States Treasury | 0.99% | 55.10M | $41.32M |
| 18 | 01F02268301F022683UMBS, TBA | UMBS, TBA | −0.98% | −50.16M | −$40.88M |
| 19 | 91282CCB591282CCB5United States Treasury | United States Treasury | 0.96% | 45.54M | $40.08M |
| 20 | 912810TJ7912810TJ7United States Treasury | United States Treasury | 0.95% | 58.73M | $39.54M |