Premium bonds

Hi all, I hope everyone is safe and well. 
I have some money invested in NSA&I premium bonds, but I’m at a loss in finding out what they’re invested in. Are they just a giant bulk savings job with all investors money in one safe pot? Or are they invested in ‘things’, if so - what ‘things’?! And how do they make a profit for the company? I’m very concerned that I’m inadvertently, possibly (rarely!) profiting from unethical practices.....
Please help!!


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