# EDGAR Filing Document

**Accession Number:** 0000762156
**File Stem:** 0001775697-23-000135
**Filing Date:** 2023-2
**Character Count:** 51723
**Document Hash:** 25b7b84fbd24fe897d961407f83a7959
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000135.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001775697-23-000135

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon U.S. Mortgage Fund, Inc.
- **CENTRAL INDEX KEY:** 0000762156
- **IRS NUMBER:** 133281750
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04215
- **FILM NUMBER:** 23671150

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER GNMA FUND, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER GNMA FUND, INC
- **DATE OF NAME CHANGE:** 20110606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER GNMA FUND INC
- **DATE OF NAME CHANGE:** 20070508

## Series and Classes Contracts Data

### BNY Mellon U.S. Mortgage Fund, Inc. (Series ID: S000000069)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000106 | Class Z      | DRGMX           |
| C000041113 | Class A      | GPGAX           |
| C000041115 | Class C      | GPNCX           |
| C000162288 | Class Y      | GPNYX           |
| C000173349 | Class I      | GPNIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BNY Mellon U.S. Mortgage Fund, Inc.

- **b. Investment Company Act file number:** 811-04215

- **c. CIK number of Registrant:** 0000762156

- **d. LEI of Registrant:** 549300M4GYTVW3IU0Q57

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

**Item A.2. Information about the Series.**

- **a. Name of Series:** BNY Mellon U.S. Mortgage Fund, Inc.

- **b. EDGAR series identifier (if any):** S000000069

- **c. LEI of Series:** 549300M4GYTVW3IU0Q57

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $232073567.06

**Total Liabilities:** $27355204.79

**Net Assets:** $204718362.27

**Delayed Delivery Securities:** $27047226.56

**Cash Not Reported:** $9460.02

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -193.91817364 | **1-Year:** -6231.39171872 | **5-Year:** -12492.00421591 | **10-Year:** -14802.7814061 | **30-Year:** -4661.44828449

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -455.30777175 | **1-Year:** -9026.54263015 | **5-Year:** -25365.07361967 | **10-Year:** -42654.73007852 | **30-Year:** -11333.80800777

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000106 | -1.57%               | 3.48%                | -1.02%               |
| Class ID C000041113 | -1.66%               | 3.47%                | -0.95%               |
| Class ID C000041115 | -1.65%               | 3.40%                | -1.08%               |
| Class ID C000162288 | -1.56%               | 3.40%                | -0.92%               |
| Class ID C000173349 | -1.56%               | 3.48%                | -1.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2126265.69             | $-1692342.30                               |
| Month 2  | $24857.76                | $6569590.76                                |
| Month 3  | $554460.58               | $-3019813.72                               |

**Designated Index Information**

- **Index Name:** Bloomberg GNMA Index

- **Index Identifier:** BGGNMA

### Schedule of Portfolio Investments

| Name                           | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BFLD TRUST                     | BFLD 2019-DPLO                                                    | CUSIP: 054970AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | OU      | $1767618.72   | 0.86%             | 2034-10-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4177511 | OU      | $4160023.48   | 2.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3622A22A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1420063 | OU      | $1383321.62   | 0.68%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3622AACV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2089811 | OU      | $1956374.04   | 0.96%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    779304 | OU      | $751299.70    | 0.37%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 3140JAMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2577528 | OU      | $2543373.28   | 1.24%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3622AABN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1414043 | OU      | $1394534.61   | 0.68%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 3617BLLY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484505 | OU      | $475750.92    | 0.23%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381AJB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    394671 | OU      | $372631.16    | 0.18%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179VDF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33641 | OU      | $32423.34     | 0.02%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382BT78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2811011 | OU      | $106111.73    | 0.05%             | 2050-01-20      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3622AAAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2375398 | OU      | $2342526.23   | 1.14%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589462 | OU      | $554568.97    | 0.27%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   6314374 | OU      | $5928956.98   | 2.90%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 3617JXPA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133834 | OU      | $133044.41    | 0.06%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    815860 | OU      | $742882.98    | 0.36%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36183LDQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    905288 | OU      | $848896.86    | 0.41%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381VTF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3548228 | OU      | $47103.80     | 0.02%             | 2049-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST   | GS MORTGAGE SECURITIES CORP TRUST 2019-70P                        | CUSIP: 36257MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | OU      | $2408818.00   | 1.18%             | 2036-10-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2137627 | OU      | $2045589.64   | 1.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179VMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553809 | OU      | $558603.25    | 0.27%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    966132 | OU      | $943962.10    | 0.46%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380YZH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5731563 | OU      | $5296802.58   | 2.59%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381RNT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1307067 | OU      | $122916.87    | 0.06%             | 2049-02-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179VA91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53763 | OU      | $51721.28     | 0.03%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38377DKF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2646544 | OU      | $286427.50    | 0.14%             | 2040-08-16      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381411 | OU      | $381022.71    | 0.19%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    559758 | OU      | $524306.96    | 0.26%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380XT72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2000125 | OU      | $159519.16    | 0.08%             | 2048-08-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    760857 | OU      | $717640.93    | 0.35%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38379FKW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    957046 | OU      | $895181.76    | 0.44%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565366 | OU      | $532223.16    | 0.26%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2019489 | OU      | $1915595.83   | 0.94%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    758376 | OU      | $728874.73    | 0.36%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36296YD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312708 | OU      | $294797.01    | 0.14%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157348 | OU      | $156097.97    | 0.08%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    728752 | OU      | $663410.31    | 0.32%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1630336 | OU      | $1556677.82   | 0.76%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1308150 | OU      | $1240252.65   | 0.61%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1089939 | OU      | $1021421.25   | 0.50%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2457688 | OU      | $2228382.56   | 1.09%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176641 | OU      | $175672.71    | 0.09%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273705 | OU      | $272204.93    | 0.13%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380KDT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5271272 | OU      | $4761053.59   | 2.33%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    853829 | OU      | $807689.91    | 0.39%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74446 | OU      | $70087.90     | 0.03%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2168665 | OU      | $2068642.17   | 1.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    955551 | OU      | $895200.56    | 0.44%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    901425 | OU      | $860098.41    | 0.42%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170855 | OU      | $1110588.60   | 0.54%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261055 | OU      | $260789.29    | 0.13%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427297 | OU      | $423900.17    | 0.21%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137602 | OU      | $1073586.47   | 0.52%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226584 | OU      | $216145.27    | 0.11%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376063 | OU      | $373654.95    | 0.18%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535532 | OU      | $532102.27    | 0.26%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804493 | OU      | $775570.88    | 0.38%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417418 | OU      | $414714.20    | 0.20%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381BJE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    443982 | OU      | $424611.03    | 0.21%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602858 | OU      | $575293.02    | 0.28%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    894463 | OU      | $844749.32    | 0.41%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283253 | OU      | $282526.70    | 0.14%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424255 | OU      | $409001.25    | 0.20%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304660 | OU      | $285146.13    | 0.14%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456258 | OU      | $439874.09    | 0.21%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1692775 | OU      | $1599027.87   | 0.78%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382CRT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    916384 | OU      | $815162.80    | 0.40%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    950596 | OU      | $896137.16    | 0.44%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1579099 | OU      | $1452563.70   | 0.71%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380WL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1361997 | OU      | $115147.58    | 0.06%             | 2048-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382FGJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1810342 | OU      | $197461.11    | 0.10%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES      | CUSIP: 3137FHQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    611144 | OU      | $609448.56    | 0.30%             | 2047-10-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284798 | OU      | $273142.13    | 0.13%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382JNR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2719813 | OU      | $357933.33    | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2024698 | OU      | $1920297.06   | 0.94%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381BZQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    273589 | OU      | $259096.77    | 0.13%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381Y5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1385813 | OU      | $72695.16     | 0.04%             | 2049-10-20      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382AU94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1188527 | OU      | $214454.84    | 0.10%             | 2049-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381BCY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5660120 | OU      | $422839.28    | 0.21%             | 2048-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381AH82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4789611 | OU      | $4530536.15   | 2.21%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2762910 | OU      | $2366390.80   | 1.16%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381ADE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    824466 | OU      | $64962.82     | 0.03%             | 2048-10-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381V2F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    841022 | OU      | $65828.55     | 0.03%             | 2049-06-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE I POOL                                                 | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591720 | OU      | $585923.34    | 0.29%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381YM50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2745647 | OU      | $516692.60    | 0.25%             | 2049-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381BH56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    897402 | OU      | $801233.80    | 0.39%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | FREDDIE MAC REMICS                                                | CUSIP: 3137A5L77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    897248 | OU      | $771746.10    | 0.38%             | 2041-01-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38378PLA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    304099 | OU      | $290880.40    | 0.14%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382KNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3020048 | OU      | $396191.01    | 0.19%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST  | ALEN 2021-ACEN MORTGAGE TRUST                                     | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | OU      | $5522577.00   | 2.70%             | 2034-04-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381YV50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    760860 | OU      | $678322.40    | 0.33%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4717367 | OU      | $4000271.73   | 1.95%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2479269 | OU      | $2229709.87   | 1.09%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38382LEZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3876336 | OU      | $478756.93    | 0.23%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23904624 | OU      | $20030403.40  | 9.78%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38380V4J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1722000 | OU      | $1500385.22   | 0.73%             | 2048-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                    | FREDDIE MAC REMICS                                                | CUSIP: 3137BFGQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   1085796 | OU      | $989915.50    | 0.48%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4105047 | OU      | $3467685.60   | 1.69%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KNDR TRUST 2021-KIND           | KNDR 2021-KIND A                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6850489 | OU      | $6483857.84   | 3.17%             | 2038-08-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6589325 | OU      | $5796562.81   | 2.83%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE REMICS                                                 | CUSIP: 3136B0N36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   1390464 | OU      | $1136709.45   | 0.56%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4875900 | OU      | $4347477.75   | 2.12%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 3140MTPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7857133 | OU      | $7755840.53   | 3.79%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1667204 | OU      | $1383592.84   | 0.68%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9712899 | OU      | $8432925.67   | 4.12%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2949687 | OU      | $2633179.25   | 1.29%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1973278 | OU      | $1759108.12   | 0.86%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9794120 | OU      | $8218428.07   | 4.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16463889 | OU      | $14492271.86  | 7.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | FANNIE MAE POOL                                                   | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1990157 | OU      | $1997364.51   | 0.98%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381BD68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2184358 | OU      | $190341.05    | 0.09%             | 2049-01-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST                       | BX TRUST 2022-VAMF                                                | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | OU      | $3444068.52   | 1.68%             | 2039-01-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1991331 | OU      | $1933918.28   | 0.94%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE                                                        | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | OU      | $4732049.70   | 2.31%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GINNIE MAE II POOL                                                | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5785274 | OU      | $5573146.00   | 2.72%             | 2052-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38379F3S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    221417 | OU      | $198738.96    | 0.10%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC      | FANNIE MAE OR FREDDIE MAC                                         | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22000000 | OU      | $22061140.20  | 10.78%            | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   1623619 | OU      | $1623618.69   | 0.79%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer