BNY Mellon Core Plus Fund

BNY Mellon Absolute Insight Funds, Inc. · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:DCPAXDCPCXDCPIXDCPYX
$2.54B NAV
764 positions · as of 2026-04-30 · filed 2026-06-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

BNY Mellon Core Plus Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q3

The fund seeks high total return consistent with preservation of capital.

Strategy · summarised

The fund invests in a diversified portfolio of fixed-income securities selected by its sub-adviser, Insight North America LLC, based on proprietary credit research that evaluates relative value and pricing inefficiencies across sectors and individual issuers. The portfolio normally holds investment-grade securities rated Baa3/BBB- or higher, though up to 25% may be in below-investment-grade debt, with average effective duration typically between three and eight years. Because security selection depends on the sub-adviser's credit analysis and valuation judgments, portfolio performance will diverge from any benchmark based on those judgments proving correct or incorrect. The fund may use derivatives to manage duration, hedge interest rate risk, or enhance returns.

Expenses
0.39% 1.45%across 4 share classes
Share classGrossNet
DCPAX0.71%0.70%
DCPCX1.49%1.45%
DCPIX0.46%0.45%
DCPYX0.39%0.39%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 111.76% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

97.49%
of net assets
Bonds56.63%
Securitized40.44%
Cash & short-term0.92%
Derivatives-0.50%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized42.8%
Government13.3%
Other9.8%
Financials8.2%
12 smaller26.0%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 110 new95 exited

Largest new: FEDERAL NATIONAL MORTGAGE ASSOCIATION, QUEENSLAND TREASURY CORP, NEW SOUTH WALES TREASURY CORP, TREASURY CORP OF VICTORIA, UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT ×2, GOVERNMENT NATIONAL MORTGAGE ASSOCIATION ×2

Largest exited: Fannie Mae or Freddie Mac, DREYFUS INSTITUTIONAL PREFERRE, JPMORGAN CHASE & CO, US TREASURY N/B, INTERCONTINENTAL EXCHANGE, INC., Fannie Mae, The AES CORP, GOLDMAN SACHS GROUP INC

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.46%+12.46%+2.24%3.89%-5.90%
+3.68%+10.01%-1.58%3.86%-6.13%
+4.75%+13.35%+3.56%3.71%-5.66%
+4.79%+13.54%+3.76%3.85%-5.62%

These classes hold the same portfolio, so the 5.35pp spread over 5 years is the cost difference between them — roughly 1.07pp a year — not a difference in what they own.

Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
4.80%
Avg maturity
17.52 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

9%
floating
Fixed rate90.2%
Floating rate9.1%
Zero-coupon or unclassified0.6%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1yUnknown
<1y1.6%
1-3y3.6%
3-5y9.8%
5-10y23.9%
10y+60.4%
Unknown0.7%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
6.75 yr
approx. move per 100bp
Credit-spread duration
5.06 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -12.0%
of value
Interest rates57%
Credit spreads43%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+5.06
yrs total
Investment grade+4.56 yr
High yield+0.50 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.75 yr total
3 mo30 yr
3 mo0.03 yr0%
1 yr0.72 yr11%
5 yr2.11 yr31%
10 yr2.58 yr38%
30 yr1.32 yr20%
Credit spread5.06 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.39 yr8%
5 yr2.77 yr55%
10 yr1.77 yr35%
30 yr0.12 yr2%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.03+0.00+0.00$1.2k$815
1 yr+0.72+0.30+0.09$75.4k$24.0k
5 yr+2.11+2.48+0.28$631.2k$72.3k
10 yr+2.58+1.65+0.12$420.1k$30.2k
30 yr+1.32+0.12+0.00$30.9k$673

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 6.75 yr.

USD+5.66 yr
AUD+0.59 yr
EUR+0.30 yr
JPY+0.21 yr
GBP-0.01 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT5.00% · due 2045-05-152.09%$53.05M
FEDERAL NATIONAL MORTGAGE ASSOCIATION5.00% · due 2056-05-011.07%$27.10M
Federal Home Loan Mortgage Corp.5.00% · due 2054-11-010.98%$24.94M
UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE1.50% · due 2053-07-310.96%$24.33M
FEDERAL NATIONAL MORTGAGE ASSOCIATION2.00% · due 2051-07-010.95%$24.22M
QUEENSLAND TREASURY CORP5.25% · due 2036-07-210.93%$23.68M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT2.38% · due 2055-02-150.93%$23.66M
NEW SOUTH WALES TREASURY CORP4.25% · due 2036-02-200.93%$23.57M
TREASURY CORP OF VICTORIA4.75% · due 2036-09-150.90%$22.96M
MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO4.30% · due 2054-10-010.87%$22.05M
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Top 10 positions are 10.60% of net assets, top 25 19.54%, across 513 issuers.

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