Bridge Builder Core Bond Fund

Bridge Builder Trust · Series S000040853 · 1 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 1 share classes:BBTBX
$26.34B NAV
5,261 positions · as of 2026-03-31 · filed 2026-05-22
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2025 Q4

The investment objective of the Bridge Builder Core Bond Fund (the Fund or the Core Bond Fund) is to provide total return (capital appreciation plus income).

Strategy · summarised

The fund allocates its assets across four sub-advisers, each employing distinct fixed income strategies: one uses duration-neutral security selection aligned to benchmark; another applies bottom-up value analysis across market cycles; the third pursues research-driven relative value investing in investment-grade securities; and the fourth combines top-down economic views with bottom-up security research and quantitative models. The fund invests at least 80% of assets in fixed income securities and related instruments spanning U.S. Treasuries, corporate bonds, mortgage-backed and asset-backed securities, and may also hold preferred stocks and foreign obligations. Because performance depends on each sub-adviser's security selections and sector positioning decisions, results will diverge from any single benchmark.

Expenses
0.12%one share class
Share classGrossNet
BBTBX0.34%0.12%

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

Portfolio turnover 125.00% · as of 2025 Q4

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

109.71%
of net assets
Bonds57.77%
Securitized41.12%
Derivatives7.16%
Stocks3.66%

These positions come to 109.71% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 406 new298 exited

Largest new: F/C US 2YR NOTE (CBT) JUN26, F/C US 5YR NOTE (CBT) JUN26, F/C US 10YR NOTE (CBT)JUN26, F/C US 10YR ULTRA FUT JUN26, US TREAS NTS 3.875% 03/31/28, US TREAS NTS 3.5% 03/15/29, US TREAS NTS 3.875% 03/31/31, FNMA 30YR TBA 4.5% APR 26

Largest exited: F/C US 2YR NOTE (CBT) MAR26, F/C US 5YR NOTE (CBT) MAR26, F/C US 10YR NOTE (CBT)MAR26, F/C US 10YR ULTRA FUT MAR26, US TREAS NTS 3.5% 12/15/28, US TREAS NTS 3.375% 12/31/27, GNMA II P#MA9964 5% 10/20/54, US TREAS NTS 4% 11/15/35

Return profile

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

1-year
3-year
5-year
Volatility
Worst 3-yr fall
Cumulative return· Apr 2023 – Feb 2026

Mar 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-03-31

Avg coupon
4.02%
Avg maturity
14.39 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.

17%
floating
Fixed rate82.8%
Floating rate17.2%
Maturity ladder

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

<1y10y+
<1y1.4%
1-3y10.8%
3-5y14.2%
5-10y23.0%
10y+50.6%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: 0.00% · $0.68M · 1 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

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

Interest-rate duration
5.91 yr
approx. move per 100bp
Credit-spread duration
3.41 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.

≈ -9.5%
of value
Interest rates63%
Credit spreads37%

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.

+3.41
yrs total
Investment grade+3.40 yr
High yield+0.01 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 rate5.91 yr total
3 mo30 yr
3 mo0.25 yr4%
1 yr0.36 yr6%
5 yr1.55 yr26%
10 yr2.49 yr42%
30 yr1.26 yr21%
Credit spread3.41 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.26 yr8%
5 yr1.13 yr33%
10 yr1.61 yr47%
30 yr0.40 yr12%

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+0.25+0.01+0.00$29.5k$134
1 yr+0.36+0.26+0.00$679.7k$1.9k
5 yr+1.55+1.13+0.00$2.97m$7.9k
10 yr+2.49+1.61+0.00$4.24m$3.4k
30 yr+1.26+0.40+0.00$1.05m$96

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

Holdings

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

Issuer%NAVValue
F/C US 2YR NOTE (CBT) JUN263.79%$996.77M
FIDELITY INV MMKT GOVT-INST3.66%$962.86M
F/C US 5YR NOTE (CBT) JUN261.41%$369.97M
F/C US 10YR NOTE (CBT)JUN261.23%$324.26M
F/C US 10YR ULTRA FUT JUN260.96%$253.82M
US TREAS NTS 4% 06/30/324.00% · due 2032-06-300.83%$220.04M
US TREAS NTS 4.625% 04/30/294.63% · due 2029-04-300.71%$187.79M
US TREAS NTS 4.25% 01/15/284.25% · due 2028-01-150.69%$180.84M
US TREAS NTS 3.375% 05/15/333.38% · due 2033-05-150.67%$177.02M
WI TREASURY SE 4.250% 02/15/544.25% · due 2054-02-150.66%$174.65M
Showing 10 of 5,261Sign in to see more

Top 10 positions are 14.61% of net assets, top 25 21.58%, across 5.3K issuers.

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