BNY Mellon Family of Funds > BNY Mellon Absolute Insight Funds, Inc.
BNY Mellon Core Plus Fund
$1.57B
Avg Monthly Net Assets
$1.98B
Total Assets
$10.67M
Total Liabilities
$1.97B
Net Assets
BNY Mellon Core Plus Fund is a Mutual Fund in BNY Mellon Absolute Insight Funds, Inc.
from BNY Mellon Family of Funds,
based in New York,
United States of America.
The fund has four share classes
and monthly net assets of $1.57B.
On September 19th, 2024 it reported 527 holdings, the largest
being FVU4 COMDTY (29.4%), TUU4 COMDTY (7.2%) and EUREX 5 YEAR EURO BOBL FUTURE (5.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| BNY Mellon Core Plus Fund - Class A | C000195444 | DCPAX | |
| BNY Mellon Core Plus Fund - Class C | C000195445 | DCPCX | |
| BNY Mellon Core Plus Fund - Class I | C000195446 | DCPIX | |
| BNY Mellon Core Plus Fund - Class Y | C000195447 | DCPYX |
Holdings
From latest NPORT-P, filed September 19th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AEP TEXAS CENTRAL TRANSITION FUNDING III LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| AERCAP HOLDINGS NV | Long | Debt | NL | $4M | – | 0.18 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST (AERCAP IRELAND CAP LTD/A) | Long | Debt | IE | $5M | – | 0.24 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST (AERCAP IRELAND CAP LTD/A) | Long | Debt | IE | $787K | – | 0.04 |
| AES ANDES SA | Long | Debt | CL | $2M | – | 0.11 |
| AES PANAMA GENERATION HOLDINGS SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $2M | – | 0.09 |
| AGREE LP | Long | Debt | US | $8M | – | 0.40 |
| AIR CANADA | Long | Debt | CA | $2M | – | 0.09 |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST (AIR CANADA 2020-2A PTT) | Long | Debt | CA | $916K | – | 0.05 |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC (AIRCASTLE / IRELAND DAC) | Long | Debt | BM | $2M | – | 0.08 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $538K | – | 0.03 |
| ALLIANZ SE | Long | Debt | DE | $2M | – | 0.08 |
| ALLIANZ SE | Long | Debt | DE | $2M | – | 0.08 |
| ALLSTATE CORP/THE | Long | Debt | US | $2M | – | 0.12 |
| ALLY FINANCIAL INC | Long | Debt | US | $5M | – | 0.26 |
| AMEREN CORP | Long | Debt | US | $4M | – | 0.18 |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST (AMER AIRLINE 17-1 AA PTT) | Long | Debt | US | $126K | – | 0.01 |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $182K | – | 0.01 |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $2M | – | 0.08 |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD (AMERICAN AIRLINES/AADVAN) | Long | Debt | US | $1M | – | 0.07 |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD (AMERICAN AIRLINES/AADVAN) | Long | Debt | US | $1M | – | 0.05 |
| AMERICAN HOMES 4 RENT LP | Long | Debt | US | $6M | – | 0.28 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTL GROUP) | Long | Debt | US | $4M | – | 0.18 |
| AMERICAN TOWER CORP | Long | Debt | US | $2M | – | 0.13 |
| AMGEN INC | Long | Debt | US | $2M | – | 0.08 |
| AMGEN INC | Long | Debt | US | $712K | – | 0.04 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC (AXIS EQUIPMENT FINANCE RECEIVA) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2024-3 | Long | ABS-collateralized bond/debt obligation | US | $371K | – | 0.02 |
| ANGLOGOLD ASHANTI HOLDINGS PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $2M | – | 0.10 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $1M | – | 0.07 |
| ANTARES CLO 2017-1 LTD | Long | ABS-collateralized bond/debt obligation | KY | $275K | – | 0.01 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $5M | – | 0.28 |
| APIDOS CLO XXXIX LTD (APIDOS CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.25 |
| ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC | Long | Debt | US | $678K | – | 0.03 |
| ARIZONA PUBLIC SERVICE CO | Long | Debt | US | $4M | – | 0.18 |
| ASBURY AUTOMOTIVE GROUP INC | Long | Debt | US | $5M | – | 0.24 |
| ASHTEAD CAPITAL INC | Long | Debt | US | $3M | – | 0.14 |
| ASHTEAD CAPITAL INC | Long | Debt | US | $1M | – | 0.07 |
| AT&T INC | Long | Debt | US | $8M | – | 0.41 |
| AT&T INC | Long | Debt | US | $1M | – | 0.05 |
| AUD/USD FWD 20240813 GOLDUS33 (H4BDRGMNTF7JL517_1099900_S) | Short | Derivative-foreign exchange | AU | $-14M | – | -0.70 |
| AUST 10Y BOND FUT SEP24 (XMU4 COMDTY) | Long | Derivative-interest rate | AU | $20M | – | 1.01 |
| AUTOZONE INC | Long | Debt | US | $2M | – | 0.11 |
| AUXILIOR TERM FUNDING 2023-1 LLC (AUXILIOR TERM FUNDING LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BALTIMORE GAS AND ELECTRIC CO (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $4M | – | 0.22 |
| BANK OF AMERICA CORP | Long | Debt | US | $12M | – | 0.63 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.26 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.12 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.08 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.06 |
| BANK OF MONTREAL | Long | Debt | CA | $6M | – | 0.31 |
| BAT CAPITAL CORP | Long | Debt | US | $2M | – | 0.08 |
| BAT CAPITAL CORP | Long | Debt | US | $617K | – | 0.03 |
| BAT INTERNATIONAL FINANCE PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $2M | – | 0.10 |
| BAYER US FINANCE II LLC | Long | Debt | US | $2M | – | 0.08 |
| BAYER US FINANCE LLC | Long | Debt | US | $2M | – | 0.11 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BENTELER INTERNATIONAL AG | Long | Debt | AT | $5M | – | 0.27 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $4M | – | 0.18 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $2M | – | 0.10 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $417K | – | 0.02 |
| BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD (BLACKBIRD CAPITAL AIRCRAFT) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| BLACKROCK SHASTA CLO XIII LLC (BLACKROCK SHASTA CLO XIII, LLC) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.31 |
| BOEING CO/THE | Long | Debt | US | $7M | – | 0.33 |
| BOEING CO/THE | Long | Debt | US | $5M | – | 0.27 |
| BOEING CO/THE | Long | Debt | US | $3M | – | 0.13 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $918K | – | 0.05 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $2M | – | 0.12 |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST (BRITISH AIR 20-1 A PTT) | Long | Debt | US | $490K | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $1M | – | 0.06 |
| BROADCOM INC | Long | Debt | US | $4M | – | 0.19 |
| BROADCOM INC | Long | Debt | US | $3M | – | 0.14 |
| BROADCOM INC | Long | Debt | US | $2M | – | 0.08 |
| BUILDERS FIRSTSOURCE INC | Long | Debt | US | $5M | – | 0.23 |
| BVABS 2024-SN1 C (BOF URSA FUNDING) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BXHPP TRUST 2021-FILM | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CAD/USD FWD 20240813 GOLDUS33 (MHO3VRI44RCJTGP9_1099900_L) | Long | Derivative-foreign exchange | CA | $2M | – | 0.10 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.07 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.06 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAIN INC) | Long | Debt | US | $296K | – | 0.02 |
| CAN 10YR BOND FUT SEP24 (CNU4 COMDTY) | Short | Derivative-interest rate | CA | $-95M | – | -4.85 |
| CARNIVAL CORP | Long | Debt | PA | $2M | – | 0.10 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $5M | – | 0.26 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $5M | – | 0.23 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $3M | – | 0.13 |
| CEMEX SAB DE CV | Long | Debt | MX | $1M | – | 0.05 |
| CERBERUS LOAN FUNDING XLV LLC | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| CF HIPPOLYTA ISSUER LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.27 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.06 |
| CHENIERE ENERGY INC | Long | Debt | US | $1M | – | 0.07 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $684K | – | 0.03 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $568K | – | 0.03 |
| CHESAPEAKE FUNDING II LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CITGO PETROLEUM CORP | Long | Debt | US | $5M | – | 0.27 |
| CITGO PETROLEUM CORP | Long | Debt | US | $5M | – | 0.26 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.12 |
| CITIZENS BANK NA/PROVIDENCE RI (CITIZENS BANK NA/RI) | Long | Debt | US | $4M | – | 0.20 |
| CITIZENS BANK NA/PROVIDENCE RI (CITIZENS BANK NA/RI) | Long | Debt | US | $566K | – | 0.03 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $4M | – | 0.19 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $2M | – | 0.09 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $1M | – | 0.07 |
| CITY OF NEW YORK NY (NEW YORK NY) | Long | Debt | US | $1M | – | 0.05 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $5M | – | 0.23 |
| CMS ENERGY CORP | Long | Debt | US | $997K | – | 0.05 |
| COLT 2023-3 MORTGAGE LOAN TRUST (COLT FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| COLUMBIA PIPELINES HOLDING CO LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $561K | – | 0.03 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $1M | – | 0.07 |
| COMM 2015-DC1 MORTGAGE TRUST (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| COMM 2020-CX MORTGAGE TRUST (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $551K | – | 0.03 |
| COMMONBOND STUDENT LOAN TRUST 2019-A-GS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CONSOLIDATED EDISON CO OF NEW YORK INC | Long | Debt | US | $1M | – | 0.08 |
| CONSOLIDATED EDISON CO OF NEW YORK INC | Long | Debt | US | $1M | – | 0.07 |
| CONSTELLATION ENERGY GENERATION LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $3M | – | 0.14 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $4M | – | 0.21 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CROSS 2024-H2 MORTGAGE TRUST (CROSS MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| CROSS 2024-H2 MORTGAGE TRUST (CROSS MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| CROSS 2024-H3 MORTGAGE TRUST (CROSS MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| CVR ENERGY INC | Long | Debt | US | $5M | – | 0.25 |
| CVS HEALTH CORP | Long | Debt | US | $2M | – | 0.12 |
| CVS HEALTH CORP | Long | Debt | US | $1M | – | 0.07 |
| CVS HEALTH CORP | Long | Debt | US | $618K | – | 0.03 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| DANSKE BANK A/S | Long | Debt | DK | $6M | – | 0.33 |
| DATABANK ISSUER (DATABANK ISSUER LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| DB MASTER FINANCE LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.06 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $960K | – | 0.05 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $480K | – | 0.02 |
| DELTA AIR LINES INC / SKYMILES IP LTD (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $2M | – | 0.10 |
| DELTA AIR LINES INC / SKYMILES IP LTD (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $298K | – | 0.02 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $3M | – | 0.14 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $1M | – | 0.07 |
| DISCOVER FINANCIAL SERVICES (DISCOVER FINANCIAL SVS) | Long | Debt | US | $1M | – | 0.06 |
| DOMINO'S PIZZA MASTER ISSUER LLC (DOMINOS PIZZA MASTER ISSUER LL) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| DP WORLD LTD/UNITED ARAB EMIRATES (DP WORLD LTD UAE) | Long | Debt | AE | $762K | – | 0.04 |
| Dreyfus Institutional Preferred Government Plus Money Market Fund | Long | Short-term investment vehicle | US | $11M | – | 0.56 |
| DREYFUS INSTITUTIONAL PREFERRED PL (DRF03) | Long | Other | US | $10M | – | 0.49 |
| DT MIDSTREAM INC | Long | Debt | US | $3M | – | 0.14 |
| DTE ENERGY CO | Long | Debt | US | $3M | – | 0.14 |
| DUKE ENERGY CORP | Long | Debt | US | $5M | – | 0.23 |
| EDISON INTERNATIONAL | Long | Debt | US | $4M | – | 0.22 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $2M | – | 0.08 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $1M | – | 0.07 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $600K | – | 0.03 |
| EMPRESA NACIONAL DEL PETROLEO | Long | Debt | CL | $682K | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $6M | – | 0.30 |
| ENBRIDGE INC | Long | Debt | CA | $2M | – | 0.11 |
| ENDO FINANCE HOLDINGS INC | Long | Debt | US | $533K | – | 0.03 |
| ENEL FINANCE AMERICA LLC | Long | Debt | US | $872K | – | 0.04 |
| ENEL FINANCE INTERNATIONAL NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $1M | – | 0.08 |
| ENEL FINANCE INTERNATIONAL NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $990K | – | 0.05 |
| ENERGY TRANSFER LP | Long | Debt | US | $8M | – | 0.39 |
| ENERGY TRANSFER LP | Long | Debt | US | $3M | – | 0.14 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.08 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.08 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.07 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.05 |
| ENERGY TRANSFER LP | Long | Debt | US | $978K | – | 0.05 |
| ENERGY TRANSFER LP | Long | Debt | US | $543K | – | 0.03 |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $2M | – | 0.09 |
| EPR PROPERTIES | Long | Debt | US | $5M | – | 0.25 |
| EPR PROPERTIES | Long | Debt | US | $4M | – | 0.19 |
| ERAC USA FINANCE LLC | Long | Debt | US | $3M | – | 0.15 |
| ERAC USA FINANCE LLC | Long | Debt | US | $3M | – | 0.14 |
| ERAC USA FINANCE LLC | Long | Debt | US | $2M | – | 0.10 |
| EUR/USD FWD 20240813 00418 (79QA8HVDRF11QPOI_1099900_L) | Long | Derivative-foreign exchange | XX | $270K | – | 0.01 |
| EUR/USD FWD 20240813 229 (DFVSGCSAAKOL98EJ_1099900_S) | Short | Derivative-foreign exchange | XX | $-165K | – | -0.01 |
| EUR/USD FWD 20240813 GOLDUS33 (KG39EI7BP4OR872G_1099900_S) | Short | Derivative-foreign exchange | XX | $-22M | – | -1.11 |
| EURO-BOBL FUTURE SEP24 (EUREX 5 YEAR EURO BOBL FUTURE) | Long | Derivative-interest rate | DE | $103M | – | 5.23 |
| EURO-BUND FUTURE SEP24 (EUREX 10 YEAR EURO BUND FUTURE) | Short | Derivative-interest rate | DE | $-14M | – | -0.72 |
| EVERSOURCE ENERGY | Long | Debt | US | $1M | – | 0.06 |
| EXELON CORP | Long | Debt | US | $6M | – | 0.29 |
| EXELON CORP | Long | Debt | US | $900K | – | 0.05 |
| EXTRA SPACE STORAGE LP | Long | Debt | US | $1M | – | 0.07 |
| EXTRA SPACE STORAGE LP | Long | Debt | US | $882K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22M | – | 1.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12M | – | 0.62 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11M | – | 0.57 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.52 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.51 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.42 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $845K | – | 0.04 |
| FIFTH THIRD BANCORP | Long | Debt | US | $3M | – | 0.17 |
| FIRSTENERGY CORP | Long | Debt | US | $1M | – | 0.06 |
| FISERV INC | Long | Debt | US | $823K | – | 0.04 |
| FLEXENTIAL ISSUER 2021-1 (FLEXENTIAL ISSUER, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 (FORD CREDIT AUTO OWNER TRUST/F) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $9M | – | 0.44 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $5M | – | 0.23 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $3M | – | 0.15 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $3M | – | 0.13 |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| FORTRESS CREDIT OPPORTUNITIES XVII CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $30K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $40M | – | 2.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $25M | – | 1.25 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $20M | – | 1.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $20M | – | 1.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $15M | – | 0.75 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $14M | – | 0.74 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $14M | – | 0.71 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $13M | – | 0.64 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $12M | – | 0.62 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.51 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC REMICS | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| GBP/USD FWD 20240813 00418 (67SKNLCRQO9SSABO_1099900_L) | Long | Derivative-foreign exchange | GB | $217K | – | 0.01 |
| GBP/USD FWD 20240813 00418 (67SKNLCRQO9SSABO_1099900_S) | Short | Derivative-foreign exchange | GB | $-87K | – | -0.00 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $7M | – | 0.34 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.20 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15M | – | 0.76 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $654K | – | 0.03 |
| GLOBAL PARTNERS LP / GLP FINANCE CORP (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $5M | – | 0.24 |
| GLOBAL PARTNERS LP / GLP FINANCE CORP (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $2M | – | 0.09 |
| GLOBAL PAYMENTS INC | Long | Debt | US | $1M | – | 0.06 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $8M | – | 0.40 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $2M | – | 0.09 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $1M | – | 0.06 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $678K | – | 0.03 |
| GOLUB CAPITAL PARTNERS CLO 47M LTD (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE1 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.35 |
| HCA INC | Long | Debt | US | $815K | – | 0.04 |
| HEALTHCARE REALTY HOLDINGS LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $7M | – | 0.37 |
| HERC HOLDINGS INC | Long | Debt | US | $4M | – | 0.20 |
| HERC HOLDINGS INC | Long | Debt | US | $2M | – | 0.09 |
| HESS MIDSTREAM OPERATIONS LP | Long | Debt | US | $2M | – | 0.09 |
| HESS MIDSTREAM OPERATIONS LP | Long | Debt | US | $526K | – | 0.03 |
| HILTON GRAND VACATIONS TRUST 2023-1 | Long | ABS-mortgage backed security | US | $595K | – | 0.03 |
| HOUSTON GALLERIA MALL TRUST 2015-HGLR | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC | Long | Debt | US | $3M | – | 0.15 |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC | Long | Debt | US | $1M | – | 0.06 |
| HSBC CAPITAL FUNDING DOLLAR 1 LP (HSBC CAPITAL FUNDING USD) | Long | Debt | JE | $402K | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $5M | – | 0.23 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND | Long | Debt | HU | $856K | – | 0.04 |
| ILIAD HOLDING SASU | Long | Debt | FR | $2M | – | 0.10 |
| IMPERIAL FUND MORTGAGE TRUST 2023-NQM1 (IMPERIAL FUND LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| ING GROEP NV | Long | Debt | NL | $5M | – | 0.27 |
| INSTAR LEASING III LLC (INSTAR LEASING III, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| INTERNATIONAL GAME TECHNOLOGY PLC | Long | Debt | GB | $5M | – | 0.24 |
| IPALCO ENTERPRISES INC | Long | Debt | US | $2M | – | 0.12 |
| IPALCO ENTERPRISES INC | Long | Debt | US | $2M | – | 0.09 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND (STATE OF ISRAEL) | Long | Debt | IL | $3M | – | 0.16 |
| IVY HILL MIDDLE MARKET CREDIT FUND XII LTD | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.02 |
| IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.40 |
| J M SMUCKER CO/THE (JM SMUCKER CO) | Long | Debt | US | $6M | – | 0.28 |
| J M SMUCKER CO/THE (JM SMUCKER CO) | Long | Debt | US | $1M | – | 0.05 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.07 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $2M | – | 0.08 |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST (JETBLUE AIRWAYS CORP) | Long | Debt | US | $6M | – | 0.30 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-CES1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| JPMORGAN CHASE & CO | Long | Debt | US | $9M | – | 0.45 |
| JPMORGAN CHASE & CO | Long | Debt | US | $6M | – | 0.33 |
| JPMORGAN CHASE & CO | Long | Debt | US | $4M | – | 0.19 |
| JPMORGAN CHASE & CO | Long | Debt | US | $3M | – | 0.13 |
| JPMORGAN CHASE & CO | Long | Debt | US | $660K | – | 0.03 |
| JPN 10Y BOND(OSE) SEP24 (TSE JAPANESE 10 YEAR BOND FUTURES) | Short | Derivative-interest rate | JP | $-71M | – | -3.58 |
| KITE REALTY GROUP LP | Long | Debt | US | $1M | – | 0.05 |
| KITE REALTY GROUP LP | Long | Debt | US | $409K | – | 0.02 |
| KITE REALTY GROUP TRUST | Long | Debt | US | $1M | – | 0.06 |
| KYNDRYL HOLDINGS INC | Long | Debt | US | $2M | – | 0.09 |
| LAS VEGAS SANDS CORP | Long | Debt | US | $5M | – | 0.24 |
| LCH IRS PAY FIXED/RECEIVE FLOAT 2.385 STIB3M INDEX 2029/07/26 - GS (9M93H7U_1099900_S) | Short | Derivative-interest rate | US | $-377K | – | -0.02 |
| LCH IRS RECEIVE FIXED/PAY FLOAT 2.7 EUR006M INDEX 2029/07/26 - GS (9M93H6U_1099900_L) | Long | Derivative-interest rate | US | $375K | – | 0.02 |
| LCH RPI PAY FIXED/RECEIVE INFLATION 2.484 CPURNSA INDEX 2054/07/11 - GS (9M8SWVU_1099900_S) | Short | Derivative-interest rate | US | $-147K | – | -0.01 |
| LCH RPI PAY FIXED/RECEIVE INFLATION 2.515 CPURNSA INDEX 2054/07/05 - GS (9M8QZPU_1099900_S) | Short | Derivative-interest rate | US | $-217K | – | -0.01 |
| LCH RPI PAY FIXED/RECEIVE INFLATION 2.535 CPURNSA INDEX 2054/04/22 - GS (9M7APYU_1099900_S) | Short | Derivative-interest rate | US | $-488K | – | -0.02 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 2.463 CPTFEMU INDEX 2054/07/09 - GS (9M8TAQU_1099900_L) | Long | Derivative-interest rate | US | $230K | – | 0.01 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 2.465 CPTFEMU INDEX 2054/07/09 - GS (9M8TARU_1099900_L) | Long | Derivative-interest rate | US | $236K | – | 0.01 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 2.53 CPTFEMU INDEX 2054/04/22 - GS (9M7ANPU_1099900_L) | Long | Derivative-interest rate | US | $631K | – | 0.03 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 3.78 UKRPI INDEX 2034/04/22 - GS (9M7APKU_1099900_L) | Long | Derivative-interest rate | US | $477K | – | 0.02 |
| LOUISVILLE GAS AND ELECTRIC CO (LOUISVILLE GAS & ELEC) | Long | Debt | US | $1M | – | 0.06 |
| LOWE'S COS INC | Long | Debt | US | $5M | – | 0.26 |
| LSEGA FINANCING PLC | Long | Debt | GB | $4M | – | 0.19 |
| LSEGA FINANCING PLC | Long | Debt | GB | $1M | – | 0.07 |
| MACQUARIE AIRFINANCE HOLDINGS LTD (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $2M | – | 0.11 |
| MACY'S RETAIL HOLDINGS LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $2M | – | 0.08 |
| MARB BONDCO PLC | Long | Debt | GB | $1M | – | 0.06 |
| MCF CLO VIII LTD (MCF CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| MCF CLO VIII LTD (MCF CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $2M | – | 0.08 |
| MERCHANTS FLEET FUNDING LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| META PLATFORMS INC | Long | Debt | US | $3M | – | 0.14 |
| METLIFE INC | Long | Debt | US | $7M | – | 0.38 |
| METLIFE INC | Long | Debt | US | $3M | – | 0.17 |
| METRONET INFRASTRUCTURE ISSUER LLC | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| MF1 2021-FL7 LTD (MF1 MULTIFAMILY HOUSING MORTGA) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| MF1 2022-FL8 LTD (MF1 MULTIFAMILY HOUSING MORTGA) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| MGM CHINA HOLDINGS LTD | Long | Debt | KY | $3M | – | 0.13 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $1M | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.34 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.34 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.13 |
| MPLX LP | Long | Debt | US | $5M | – | 0.26 |
| MPLX LP | Long | Debt | US | $1M | – | 0.05 |
| MPLX LP | Long | Debt | US | $840K | – | 0.04 |
| MURPHY OIL USA INC | Long | Debt | US | $571K | – | 0.03 |
| NASDAQ INC | Long | Debt | US | $1M | – | 0.06 |
| NBM US HOLDINGS INC | Long | Debt | US | $2M | – | 0.08 |
| NCL CORP LTD (NCL CORPORATION LTD) | Long | Debt | BM | $5M | – | 0.24 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.29 |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC (NEW ECONOMY ASSETS PHASE 1 ISS) | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R | Long | ABS-collateralized bond/debt obligation | US | $908K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD (NEWMONT / NEWCREST FIN) | Long | Debt | US | $1M | – | 0.06 |
| NGPL PIPECO LLC | Long | Debt | US | $3M | – | 0.13 |
| NGPL PIPECO LLC | Long | Debt | US | $2M | – | 0.12 |
| NIAGARA MOHAWK POWER CORP | Long | Debt | US | $871K | – | 0.04 |
| NISOURCE INC | Long | Debt | US | $2M | – | 0.11 |
| NISOURCE INC | Long | Debt | US | $1M | – | 0.06 |
| NORFOLK SOUTHERN CORP | Long | Debt | US | $2M | – | 0.08 |
| NXP BV / NXP FUNDING LLC / NXP USA INC (NXP BV/NXP FDG/NXP USA) | Long | Debt | CN | $5M | – | 0.25 |
| NXP BV / NXP FUNDING LLC / NXP USA INC (NXP BV/NXP FDG/NXP USA) | Long | Debt | CN | $2M | – | 0.08 |
| NYMT LOAN TRUST SERIES 2024-BPL2 (NEW YORK MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $9M | – | 0.45 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $5M | – | 0.27 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| ONEOK INC | Long | Debt | US | $7M | – | 0.34 |
| ONEOK INC | Long | Debt | US | $1M | – | 0.07 |
| ONEOK INC | Long | Debt | US | $824K | – | 0.04 |
| OSCAR US FUNDING XVI LLC (OSCAR US FUNDING TRUST) | Long | ABS-mortgage backed security | JP | $2M | – | 0.09 |
| OWENS CORNING | Long | Debt | US | $342K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.10 |
| PARAMOUNT GLOBAL | Long | Debt | US | $5M | – | 0.23 |
| PEN/USD FWD 20240813 GOLDUS33 (40D9BG38G8V6KL03_1099900_S) | Short | Derivative-foreign exchange | PE | $-15M | – | -0.75 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.17 |
| PERU GOVERNMENT BOND (BONOS DE TESORERIA) | Long | Debt | PE | $15M | – | 0.77 |
| PETROLEOS DEL PERU SA | Long | Debt | PE | $2M | – | 0.09 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $3M | – | 0.15 |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP | Long | Debt | US | $2M | – | 0.10 |
| PIEDMONT NATURAL GAS CO INC | Long | Debt | US | $3M | – | 0.16 |
| PMT ISSUER TRUST - FMSR | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $2M | – | 0.12 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $2M | – | 0.12 |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $2M | – | 0.10 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | Long | Debt | US | $2M | – | 0.12 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | Long | Debt | US | $2M | – | 0.09 |
| PUGET ENERGY INC | Long | Debt | US | $2M | – | 0.08 |
| PUREWEST FUNDING LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RCKT MORTGAGE TRUST 2024-CES2 (WOODWARD CAPITAL MANAGEMENT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 | Long | ABS-mortgage backed security | US | $999K | – | 0.05 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $7M | – | 0.35 |
| REXFORD INDUSTRIAL REALTY LP | Long | Debt | US | $2M | – | 0.09 |
| ROCHESTER GAS AND ELECTRIC CORP (ROCHESTER GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.10 |
| ROLLS-ROYCE PLC | Long | Debt | GB | $4M | – | 0.20 |
| ROMANIA GOVERNMENT BOND | Long | Debt | RO | $14M | – | 0.69 |
| RON/USD FWD 20240813 GOLDUS33 (9NFRPGFO38NLT5UE_1099900_S) | Short | Derivative-foreign exchange | RO | $-14M | – | -0.71 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $2M | – | 0.12 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $4M | – | 0.18 |
| ROYALTY PHARMA PLC | Long | Debt | GB | $2M | – | 0.09 |
| RPI RECEIVE FIXED/PAY INFLATION 3.71 UKRPI INDEX 2034/05/16 - GS (9M7R54U_1099900_L) | Long | Derivative-interest rate | US | $401K | – | 0.02 |
| SALESFORCE INC | Long | Debt | US | $3M | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $904K | – | 0.05 |
| SAUDI ARABIAN OIL CO | Long | Debt | SA | $3M | – | 0.15 |
| SBA TOWER TRUST | Long | Debt | US | $3M | – | 0.14 |
| SCENTRE GROUP TRUST 2 | Long | Debt | AU | $9M | – | 0.46 |
| SEALED AIR CORP | Long | Debt | US | $3M | – | 0.18 |
| SEALED AIR CORP | Long | Debt | US | $3M | – | 0.18 |
| SEK/USD FWD 20240813 GOLDUS33 (0L21RSRH2UC7OG5D_1099900_S) | Short | Derivative-foreign exchange | SE | $-98K | – | -0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 | Long | ABS-mortgage backed security | US | $752K | – | 0.04 |
| SLAM 2021-1 LTD (SLAM 2021-1 LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| SM ENERGY CO | Long | Debt | US | $3M | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRUST 2017-B | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| SMYRNA READY MIX CONCRETE LLC | Long | Debt | US | $8M | – | 0.40 |
| SMYRNA READY MIX CONCRETE LLC | Long | Debt | US | $2M | – | 0.11 |
| SOLVAY FINANCE AMERICA LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $4M | – | 0.19 |
| STATE OF CALIFORNIA (CALIFORNIA ST) | Long | Debt | US | $4M | – | 0.22 |
| STATE STREET CORP | Long | Debt | US | $3M | – | 0.18 |
| STELLANTIS FINANCE US INC (STELLANTIS FIN US INC) | Long | Debt | US | $2M | – | 0.10 |
| STERIS IRISH FINCO UNLTD CO (STERIS PLC) | Long | Debt | IE | $1M | – | 0.08 |
| SUNRISE FINCO I BV | Long | Debt | NL | $4M | – | 0.22 |
| SUZANO AUSTRIA GMBH | Long | Debt | AT | $1M | – | 0.07 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.14 |
| T-MOBILE USA INC | Long | Debt | US | $2M | – | 0.10 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $5M | – | 0.26 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $2M | – | 0.08 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | Long | Debt | US | $1M | – | 0.06 |
| TELEFONICA EMISIONES SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $924K | – | 0.05 |
| TESLA AUTO LEASE TRUST 2023-B | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $539K | – | 0.03 |
| TIF FUNDING II LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| TIF FUNDING III LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| TK ELEVATOR US NEWCO INC | Long | Debt | US | $6M | – | 0.31 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $6M | – | 0.29 |
| TOWD POINT MORTGAGE TRUST 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $956K | – | 0.05 |
| TREASURY CORP OF VICTORIA (TREASURY CORP VICTORIA) | Long | Debt | AU | $14M | – | 0.70 |
| TRICON AMERICAN HOMES 2018-SFR1 TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| TRITON CONTAINER INTERNATIONAL LTD | Long | Debt | BM | $977K | – | 0.05 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $11M | – | 0.56 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $1M | – | 0.07 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $830K | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $3M | – | 0.15 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.12 |
| UBS GROUP AG | Long | Debt | CH | $982K | – | 0.05 |
| UBS GROUP AG | Long | Debt | CH | $631K | – | 0.03 |
| UNITED AIRLINES 2018-1 CLASS B PASS THROUGH TRUST (UNITED AIR 2018-1 B PTT) | Long | Debt | US | $82K | – | 0.00 |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $801K | – | 0.04 |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $2M | – | 0.09 |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $773K | – | 0.04 |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $2M | – | 0.10 |
| UNITED AIRLINES INC | Long | Debt | US | $2M | – | 0.11 |
| UNITED AIRLINES INC | Long | Debt | US | $414K | – | 0.02 |
| UNITED RENTALS NORTH AMERICA INC | Long | Debt | US | $8M | – | 0.40 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $47M | – | 2.38 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $24M | – | 1.23 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $19M | – | 0.95 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.88 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.79 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.76 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.75 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.73 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.52 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.38 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.37 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.12 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $2M | – | 0.11 |
| UNIVERSITY OF MICHIGAN (UNIV OF MICHIGAN MI) | Long | Debt | US | $2M | – | 0.11 |
| UNUM GROUP | Long | Debt | US | $1M | – | 0.06 |
| US 10YR NOTE (CBT)SEP24 (TYU4 COMDTY) | Short | Derivative-interest rate | US | $-30M | – | -1.52 |
| US 10YR ULTRA FUT SEP24 (UXYU4 COMDTY) | Short | Derivative-interest rate | US | $-34M | – | -1.70 |
| US 2YR NOTE (CBT) SEP24 (TUU4 COMDTY) | Long | Derivative-interest rate | US | $142M | – | 7.20 |
| US 5YR NOTE (CBT) SEP24 (FVU4 COMDTY) | Long | Derivative-interest rate | US | $579M | – | 29.44 |
| US BANCORP | Long | Debt | US | $4M | – | 0.19 |
| US BANCORP | Long | Debt | US | $1M | – | 0.06 |
| US BANK NA (U.S. BANK NATIONAL ASSOCIATION) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (USU4 COMDTY) | Long | Derivative-interest rate | US | $73M | – | 3.73 |
| US ULTRA BOND CBT SEP24 (WNU4 COMDTY) | Short | Derivative-interest rate | US | $-12M | – | -0.60 |
| VALE OVERSEAS LTD (VALE OVERSEAS LIMITED) | Long | Debt | KY | $3M | – | 0.15 |
| VANTAGE DATA CENTERS ISSUER LLC (VANTAGE DATA CENTERS LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $18M | – | 0.89 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.10 |
| VERUS SECURITIZATION TRUST 2020-1 | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.14 |
| VMWARE LLC | Long | Debt | US | $3M | – | 0.16 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $5M | – | 0.24 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.34 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.26 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.20 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| WESTPAC BANKING CORP | Long | Debt | AU | $4M | – | 0.20 |
| WHIRLPOOL CORP | Long | Debt | US | $4M | – | 0.20 |
| WILLIAMS SCOTSMAN INC | Long | Debt | US | $3M | – | 0.15 |
| WILLIS ENGINE STRUCTURED TRUST IV (WILLIS ENGINE SECURITIZATION T) | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| WILLIS ENGINE STRUCTURED TRUST VI (WILLIS ENGINE SECURITIZATION T) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| WRANGLER HOLDCO CORP | Long | Debt | US | $4M | – | 0.20 |
| WYNN MACAU LTD | Long | Debt | KY | $8M | – | 0.42 |
| XPO INC | Long | Debt | US | $5M | – | 0.23 |
| ZIMMER BIOMET HOLDINGS INC | Long | Debt | US | $2M | – | 0.12 |
Address
BNY Mellon Absolute Insight Funds, Inc.
240 Greenwich Street
New York
New York
10286-1048
United States of America
Websites
Directors
Burton N. Wallack
Joseph S. DiMartino
Robin A. Melvin
Alan H. Howard
Benaree Pratt Wiley
Joan L. Gulley
Transfer Agents
BNY Mellon Transfer, Inc.
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
PricingDirect
Markit Group Holdings Limited
Custodians
The Bank of New York Mellon
UniCredit Bank Austria AG
The Hongkong and Shanghai Banking CorporationLimited
The Bank of New York Mellon SA/NV
The Bank of New York Mellon SA/NV
CIBC Mellon Trust Company (CIBC Mellon)
Credit Suisse (Switzerland) Ltd.
Banco Santander Chile
Clearstream Banking S.A.
Skandinaviska Enskilda Banken AB (Publ)
CACEIS Bank Spain, S.A.U.
BNP Paribas SA
The Bank of New York Mellon
The Hongkong and Shanghai Banking CorporationLimited
Bank Hapoalim B.M.
Intesa Sanpaolo S.p.A.
MUFG Bank, Ltd.
Banco Nacional de Mexico S.A., integrante del Grupo Financiero Banamex
The Bank of New York Mellon SA/NV
Skandinaviska Enskilda Banken AB (Publ)
The Hongkong and Shanghai Banking CorporationLimited
Citibank Europe Plc
Skandinaviska Enskilda Banken AB (Publ)
Standard Chartered Bank (Singapore) Limited
Shareholder Servicing Agents
BNY Mellon Transfer, Inc.
Admins
BNY Mellon Investment Adviser, Inc.
The Bank of New York Mellon
Brokers
MORGAN STANLEY & CO. LLC
J.P. MORGAN SECURITIES LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
CITIGROUP GLOBAL MARKETS INC.
GOLDMAN SACHS & CO. LLC
BARCLAYS CAPITAL INC.
UBS SECURITIES LLC