Bridge Builder Core Plus Bond Fund

Bridge Builder Trust · Series S000049701 · 1 share classes

Bond fund · 109% debt· rate + credit risk filed
One fund, 1 share classes:BBCPX
$45.98B NAV
3,925 positions · as of 2026-03-31 · filed 2026-05-22
data updated 2026-08-17

Fund profile

As filed in the prospectus · 2025 Q4

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

Strategy · summarised

The fund is managed by multiple sub-advisers who make day-to-day investment decisions across fixed income sectors including U.S. government and corporate bonds, mortgage-backed securities, asset-backed securities, convertible securities, bank loans, and inflation-linked bonds, with allocations to high-yield and unrated securities that sub-advisers deem comparable in quality to investment-grade instruments. Each sub-adviser applies its own security selection process, with performance dependent on the quality of those individual picks and sector allocations.

Expenses
0.16%one share class
Share classGrossNet
BBCPX0.39%0.16%

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

Portfolio turnover 430.00% · as of 2025 Q4

Allocation

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

140.70%
of net assets
Securitized57.54%
Bonds50.20%
Derivatives17.26%
Cash & short-term8.04%
2 smaller7.67%

These positions come to 140.70% 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

2026Q1 vs 2025Q4: 623 new518 exited

Largest new: F/C US 10YR ULTRA FUT JUN26, F/C US 5YR NOTE (CBT) JUN26, F/C US 2YR NOTE (CBT) JUN26, US TREAS NTS 3.875% 03/31/31, F/C US ULTRA BOND CBT JUN26, FNMA 30YR TBA 5% MAY 26, FNCL 30YR TBA 5.5% MAY 26, FNMA 30YR TBA 6% JUN 26

Largest exited: F/C US 10YR ULTRA FUT MAR26, F/C US 2YR NOTE (CBT) MAR26, F/C US 5YR NOTE (CBT) MAR26, US TREAS NTS 3.625% 12/31/30, F/C US 10YR NOTE (CBT)MAR26, FNMA 30YR TBA 5% FEB 26, F/C US ULTRA BOND CBT MAR26, FNMA 30YR TBA 5.5% FEB 26

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
4.56%
Avg maturity
18.55 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.

19%
floating
Fixed rate80.7%
Floating rate19.3%
Maturity ladder

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

<1y10y+
<1y2.2%
1-3y7.5%
3-5y12.0%
5-10y17.9%
10y+60.5%
Flagged holdings
Defaulted: 0.03% · $14.38M · 21 positions
In arrears: none reported
Paid in kind: 0.08% · $41.47M · 10 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
6.99 yr
approx. move per 100bp
Credit-spread duration
3.87 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.

≈ -11.0%
of value
Interest rates64%
Credit spreads36%

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.

+3.87
yrs total
Investment grade+3.65 yr
High yield+0.21 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 rate6.99 yr total
3 mo30 yr
3 mo1.40 yr20%
1 yr0.24 yr3%
5 yr1.69 yr24%
10 yr2.59 yr37%
30 yr1.06 yr15%
Credit spread3.87 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.21 yr5%
5 yr1.41 yr36%
10 yr1.98 yr51%
30 yr0.26 yr7%

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+1.40+0.01+0.00$42.8k$5.7k
1 yr+0.24+0.19+0.02$856.3k$100.0k
5 yr+1.69+1.30+0.11$5.97m$502.1k
10 yr+2.59+1.91+0.06$8.80m$284.3k
30 yr+1.06+0.25+0.02$1.13m$86.0k

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 6.99 yr.

USD+6.44 yr
GBP+0.18 yr
EUR+0.13 yr
AUD+0.10 yr
JPY+0.05 yr
ZAR+0.02 yr
10 others+0.06 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
FIDELITY INV MMKT GOVT-INST6.59%$3.03B
F/C US 10YR ULTRA FUT JUN265.02%$2.31B
F/C US 5YR NOTE (CBT) JUN263.72%$1.71B
F/C US 2YR NOTE (CBT) JUN263.71%$1.70B
US TREAS NTS 3.875% 03/31/313.88% · due 2031-03-313.50%$1.61B
F/C US ULTRA BOND CBT JUN263.25%$1.49B
FNMA 30YR TBA 5% MAY 265.00% · due 2056-05-013.24%$1.49B
FNCL 30YR TBA 5.5% MAY 265.50% · due 2056-05-011.68%$770.79M
FNMA 30YR TBA 6% JUN 266.00% · due 2056-06-011.63%$747.46M
US TREAS BDS 4.75% 02/15/564.75% · due 2056-02-151.57%$723.76M
Showing 10 of 3,925Sign in to see more

Reported price is the fund's own reported value divided by its own reported shares at 2026-03-31 — not a live quote, and not what the fund paid.

Top 10 positions are 33.91% of net assets, top 25 50.90%, across 3.6K issuers.

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