GINNIE MAE I POOL

NPORT-P false 0000762156 XXXXXXXX S000000069 C000000106 C000041113 C000041115 C000162288 C000173349 BNY Mellon U.S. Mortgage Fund, Inc. 811-04215 0000762156 549300M4GYTVW3IU0Q57 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon U.S. Mortgage Fund, Inc. S000000069 549300M4GYTVW3IU0Q57 2021-04-30 2020-07-31 N 316288911.92 15437788.10 300851123.82 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 14200546.88 0.00 0.00 178248.16 USD N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3620AQ3U5 1072282.58 OU Other Units USD 1190510.00 0.3957139946441 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FQ74 782331.39 OU Other Units USD 862032.24 0.2865311683248 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179MNH9 2359448.00 OU Other Units USD 2558100.40 0.8502877993337 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FDB9 557849.20 OU Other Units USD 613988.81 0.2040839343406 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36241LX84 160638.51 OU Other Units USD 171615.71 0.0570434000115 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179EEQ7 1761628.68 OU Other Units USD 1914572.52 0.6363853641927 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36183QT47 2787404.31 OU Other Units USD 2974595.48 0.9887267304275 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36204DX38 1590994.83 OU Other Units USD 1715917.15 0.5703542430596 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36295WJK4 1210483.94 OU Other Units USD 1344686.49 0.4469607668158 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36296YD90 989086.16 OU Other Units USD 1071466.65 0.3561451379656 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297FHN5 887924.33 OU Other Units USD 1031839.92 0.3429735966741 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297FJ60 760341.00 OU Other Units USD 877547.80 0.2916883902102 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297F2P6 855834.60 OU Other Units USD 961630.90 0.3196367983572 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297FX98 1176192.80 OU Other Units USD 1268051.15 0.4214879219659 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297F6L1 342755.38 OU Other Units USD 380985.00 0.126635724395 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297JKC7 485568.52 OU Other Units USD 545750.80 0.1814022806597 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3620A7ZK4 1030977.83 OU Other Units USD 1112057.72 0.3696372165341 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297GLY4 1297998.33 OU Other Units USD 1508299.16 0.5013440338359 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297FRX2 1299385.78 OU Other Units USD 1444936.01 0.480282736409 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3620A9PQ8 1558968.01 OU Other Units USD 1673324.14 0.5561967390227 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 4.00 N N N N N N INTOWN HOTEL PORTFOLIO TRUST N/A INTOWN HOTEL PORTFOLIO TRUST 2018-STAY 46117MAA2 3000000.00 OU Other Units USD 2930181.00 0.9739637874024 Long ABS-MBS CORP US Y 2 2033-01-15 Variable 0.87475 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36176S4E7 598284.42 OU Other Units USD 667576.02 0.2218958039855 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4.50 N N N N N N STARWOOD WAYPOINT HOMES TRUST N/A STARWOOD WAYPOINT HOMES 2017-1 TRUST 85572MAA8 6390789.72 OU Other Units USD 6372283.91 2.1180854600405 Long ABS-MBS CORP US Y 2 2035-01-17 Variable 1.12475 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36182YTF6 2463817.38 OU Other Units USD 2664180.87 0.8855479202377 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36178DR37 1154898.42 OU Other Units USD 1241159.35 0.4125493480764 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36176BN29 1340362.75 OU Other Units USD 1436820.12 0.4775850931704 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36297F6M9 364355.01 OU Other Units USD 404431.25 0.1344290308325 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.50 N N N N N N COMM MORTGAGE TRUST N/A COMM 2018-HOME MORTGAGE TRUST 20048JAA8 7000000.00 OU Other Units USD 7865723.60 2.6144903499533 Long ABS-MBS CORP US Y 2 2033-04-01 Variable 3.81507 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36186SLE6 593909.02 OU Other Units USD 643887.27 0.2140218928965 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FCKD5 11000000.00 OU Other Units USD 12349548.20 4.1048702239147 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TJY2 2553782.70 OU Other Units USD 2734138.19 0.9088010559122 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TDL6 2341114.10 OU Other Units USD 2404382.76 0.7991935444584 Long ABS-MBS USGA US N 2 2047-07-01 Variable 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179THQ1 3569928.36 OU Other Units USD 3661515.41 1.2170522627632 Long ABS-MBS USGA US N 2 2047-09-01 Variable 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TFL4 1284001.74 OU Other Units USD 1318378.95 0.4382163952921 Long ABS-MBS USGA US N 2 2047-08-01 Variable 2.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36184Y5M5 2121996.83 OU Other Units USD 2313717.93 0.7690574329994 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36184S4U1 633634.53 OU Other Units USD 682491.53 0.226853575062 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36188SPE0 816882.42 OU Other Units USD 871059.12 0.2895316158171 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36192UD69 4638580.68 OU Other Units USD 5115309.37 1.7002792959684 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TTY1 5883793.09 OU Other Units USD 6078702.80 2.0205019422287 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36193GEV3 2816764.41 OU Other Units USD 3105104.81 1.032106767817 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36193EP95 2056792.70 OU Other Units USD 2194830.68 0.7295404624491 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36193GE76 3250153.14 OU Other Units USD 3588516.12 1.1927880057204 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WERR2 4585761.87 OU Other Units USD 5099554.62 1.6950425696435 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36193NG87 3295175.47 OU Other Units USD 3633976.55 1.2078986123961 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36194GN75 1508878.81 OU Other Units USD 1607716.51 0.5343893981801 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36193SR84 1385044.29 OU Other Units USD 1529680.23 0.5084508944414 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36194CAG8 1846849.61 OU Other Units USD 2039655.00 0.677961569198 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36195CAK8 3683855.51 OU Other Units USD 3969158.44 1.319309826602 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36194GKH6 3052966.81 OU Other Units USD 3339139.98 1.1098977918386 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.50 N N N N N N GS MORTGAGE SECURITIES TRUST N/A GS MORTGAGE SECURITIES CORP TRUST 2018-HULA 36259AAA7 2920429.07 OU Other Units USD 2792992.94 0.9283638048402 Long ABS-MBS CORP US Y 2 2025-07-15 Variable 1.09475 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJNQ7 6871438.85 OU Other Units USD 7641478.33 2.5399533938825 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36198VNK9 1382567.85 OU Other Units USD 1483170.30 0.4929914441294 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36176EWP2 1658011.34 OU Other Units USD 1828786.38 0.6078708820426 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A MORGAN STANLEY CAPITAL I TRUST 2019-AGLN 61691TAA0 1300000.00 OU Other Units USD 1256397.22 0.417614268495 Long ABS-MBS CORP US Y 2 2034-03-15 Variable 1.12475 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179S6H5 4836490.61 OU Other Units USD 4954908.17 1.6469634904752 Long ABS-MBS USGA US N 2 2047-05-01 Variable 2.00 N N N N N N TRICON AMERICAN HOMES N/A TRICON AMERICAN HOMES 2017-SFR1 TRUST 89613DAA1 3954997.24 OU Other Units USD 4032725.59 1.3404389316533 Long ABS-MBS CORP US Y 2 2034-09-01 Fixed 2.716 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179SRK5 2366042.40 OU Other Units USD 2457885.23 0.8169772473479 Long ABS-MBS USGA US N 2 2046-11-01 Variable 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38377GT58 7488553.96 OU Other Units USD 8659089.08 2.8781973522494 Long ABS-CBDO USGA US N 2 2040-07-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179SMG9 2620697.37 OU Other Units USD 2686054.92 0.892818642621 Long ABS-MBS USGA US N 2 2046-09-01 Variable 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3622AABN3 3085310.85 OU Other Units USD 3395776.30 1.1287231561188 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.50 N N N N N N FHLMC MULTIFAMILY STRUCTURED P N/A FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FHQB2 3056708.79 OU Other Units USD 3166730.74 1.0525906301399 Long ABS-MBS USGA US N 2 2047-10-01 Variable 2.975851 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179SPJ0 1863611.31 OU Other Units USD 1909563.01 0.6347202515828 Long ABS-MBS USGA US N 2 2046-10-01 Variable 2.50 N N N N N N PROGRESS RESIDENTIAL TRUST N/A PROGRESS RESIDENTIAL 2019-SFR2 TRUST 74333NAA0 3993003.34 OU Other Units USD 4147077.77 1.3784484888549 Long ABS-MBS CORP US Y 2 2036-05-01 Fixed 3.147 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3622A22A9 3367565.88 OU Other Units USD 3774789.59 1.2547035032046 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00 N N N N N N FREDDIE MAC N/A FREDDIE MAC GOLD POOL 3132VP6B9 4280663.07 OU Other Units USD 4551488.25 1.5128706159406 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.00 N N N N N N L28008763_1081500_S N/A IRS PAY FIXED 1.5135% RECEIVE 3 MO LIBOR BBA - USD - 10Y - 8/27/2029 - BOAML N/A -10000000.00 NC USD -924800.51 -0.3073947334008 Short DIR US N 2 JP MORGAN CHASE BANK N/A LIBOR-USD FIX 3 MONTH US0003M Y 2029-08-27 0.00 USD 0.00 USD -10000000.00 USD -924800.51 N N N BFLD TRUST N/A BFLD 2019-DPLO 054970AA6 1800000.00 OU Other Units USD 1742459.58 0.5791766897445 Long ABS-MBS CORP US Y 2 2034-10-15 Variable 1.26475 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3622AACV4 3231353.19 OU Other Units USD 3537644.82 1.1758788782576 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140JAMJ4 5052307.55 OU Other Units USD 5657477.34 1.8804906786337 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36182D4V4 1455924.36 OU Other Units USD 1564080.57 0.5198852343113 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3622AAAS3 5153279.07 OU Other Units USD 5686269.79 1.8900610101766 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 3617BLLY3 1204145.88 OU Other Units USD 1294348.54 0.4302289197278 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 3617JXPA7 592668.16 OU Other Units USD 646094.46 0.2147555414772 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VBA7 456286.24 OU Other Units USD 485998.20 0.1615410950868 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38381AJB3 1500000.00 OU Other Units USD 1623095.40 0.5395011922811 Long ABS-CBDO USGA US N 2 2048-10-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 3617J0LM7 846480.36 OU Other Units USD 920867.54 0.3060874522612 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38382BT78 11543684.02 OU Other Units USD 1079699.24 0.3588815711541 Long ABS-CBDO USGA US N 2 2050-01-20 Variable 4.81325 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VDG2 1268896.93 OU Other Units USD 1351813.13 0.4493295929347 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VDF4 423147.52 OU Other Units USD 442758.16 0.147168524544 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VA91 319603.88 OU Other Units USD 334415.77 0.1111565633373 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36183LDQ6 1856419.26 OU Other Units USD 2003972.55 0.6661010683805 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140X55T6 13274339.43 OU Other Units USD 14239258.60 4.7329916601938 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 3617M5KT8 23001461.25 OU Other Units USD 24264620.08 8.0653247266969 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00 N N N N N N L97452647_1081500_S N/A LCH - IRS USD 0.7495 3/27/2030 - BOAML N/A -15000000.00 NC USD -334156.49 -0.1110703811762 Short DIR US N 2 NOMURA SECURITIES INTL INC N/A LIBOR-USD FIX 3 MONTH US0003M Y 2030-03-27 0.00 USD 0.00 USD -15000000.00 USD -334156.49 N N N FREDDIE MAC N/A FREDDIE MAC POOL 31334YBE6 4228514.55 OU Other Units USD 4555492.26 1.5142015100882 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.00 N N N N N N L04371992_1081500_S N/A LCH - IRS USD 0.772 4/7/2040 - BOAML N/A -3800000.00 NC USD -18601.41 -0.0061829285408 Short DIR US N 2 BANK OF AMERICA N/A LIBOR-USD FIX 3 MONTH US0003M Y 2040-04-07 0.00 USD 0.00 USD -3800000.00 USD -18601.41 N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38379FKW8 3089936.66 OU Other Units USD 3272164.13 1.0876356679185 Long ABS-CBDO USGA US N 2 2045-11-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140X55P4 9617432.60 OU Other Units USD 10481104.30 3.4838175662826 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50 N N N N N N TYU0 COMDTY N/A US 10YR NOTE (CBT)SEP20 N/A -130.00 NC USD -18210156.90 -6.0528797994104 Short DIR US N 1 N/A N/A Short US 10YR NOTE US 10YR NOTE 2020-09-21 -18210156.90 USD -207383.80 N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 3617LANC2 1088772.62 OU Other Units USD 1170539.85 0.3890761101827 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38381VH45 1803359.31 OU Other Units USD 1882201.46 0.6256255373425 Long ABS-CBDO USGA US N 2 2048-12-01 Fixed 3.00 N N N N N N FVU0 COMDTY N/A US 5YR NOTE (CBT) SEP20 N/A -120.00 NC USD -15135000.00 -5.0307274268502 Short DIR US N 1 N/A N/A Short US 5YR NOTE US 5YR NOTE 2020-09-30 -15135000.00 USD -75181.20 N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE 21H022689 5000000.00 OU Other Units USD 5281249.95 1.7554363377282 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179U4E9 4481318.08 OU Other Units USD 4787799.14 1.5914180672512 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 4.50 N N N N N N L59411231_1081500_S N/A LCH - IRS USD 0.548 6/12/2027 - BOAML N/A -6000000.00 NC USD -71365.60 -0.0237212343081 Short DIR US N 2 MORGAN STANLEY & COMPANY LLC N/A LIBOR-USD FIX 3 MONTH US0003M Y 2027-06-12 0.00 USD 0.00 USD -6000000.00 USD -71365.60 N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38379GUF2 2137734.63 OU Other Units USD 2398920.91 0.797378078413 Long ABS-CBDO USGA US N 2 2038-01-01 Fixed 3.50 N N N N N N TRICON AMERICAN HOMES N/A TRICON AMERICAN HOMES 2020-SFR1 89613GAB2 2300000.00 OU Other Units USD 2344972.82 0.779446255751 Long ABS-MBS CORP US Y 2 2038-07-01 Fixed 2.049 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE 21H032688 8500000.00 OU Other Units USD 8942597.72 2.9724328785789 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38380YWQ4 1375961.00 OU Other Units USD 1461311.17 0.4857256810096 Long ABS-CBDO USGA US N 2 2048-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VMH0 2062288.21 OU Other Units USD 2248963.96 0.7475338404737 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 5.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38380YZH1 6137973.00 OU Other Units USD 6739053.65 2.2399961696775 Long ABS-CBDO USGA US N 2 2048-09-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38381VTF7 11712017.97 OU Other Units USD 719774.95 0.239246222803 Long ABS-CBDO USGA US N 2 2049-05-20 Variable 3.09325 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38381BJE5 843014.10 OU Other Units USD 933618.90 0.3103258808361 Long ABS-CBDO USGA US N 2 2049-01-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38377DKF2 3673003.05 OU Other Units USD 831937.76 0.2765280546193 Long ABS-CBDO CORP US N 2 2040-08-16 Variable 6.47337 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38380FHM1 6328975.00 OU Other Units USD 7209816.42 2.3964731553782 Long ABS-CBDO USGA US N 2 2047-06-01 Fixed 3.50 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY MARKET N/A Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 4740367.70 OU Other Units USD 4740367.70 1.5756523159395 Long STIV RF US N 1 2099-12-01 Variable 0.263219 N N N N N N 2020-09-24 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX