Where is this noise coming from? 200 kohm Wheatstone bridge
I'm betting a component is quantization noise or other distortion on the AFG3000, which has 14bit output.  The harmonic distortion is listed as -60dB in your freq range.

You might try using a cleaner sine wave and seeing what you get, or condition the blazes out of the excitation wave you have.  In any case, after asking about long cables that may be passing on noise, that would be my first debugging step.  Next would be using shielded cables with twisted pairs to drive your bridge, and the next would be using a real bridge amp with sense circuitry.

My money is on the quality of the signal generator, though.  I have yet to be pleasantly surprised by the signal quality of an arbitrary waveform generator.