Western Asset Core Plus Bond Fund

Western Asset Funds Inc · 7 share classes

Actively managed U.S. bond fund
One fund, 7 share classes:WACPXWACIXWAPSXWAPAXWAPCXWAPRXLWCPX
$3.54B NAV
1,119 positions · as of 2026-06-30 · filed 2026-08-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

Western Asset Core Plus Bond 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 · 2026 Q2

Maximize total return, consistent with prudent investment management and liquidity needs, by investing to obtain the average duration specified below.

Strategy · summarised

The fund invests in fixed income securities across various maturities, with day-to-day management delegated to subadvisers who maintain a dollar-weighted average effective duration within 30% of the domestic bond market's average duration. The portfolio holds at least 80% in debt and fixed income securities, with up to 20% in below-investment-grade debt, up to 25% in non-U.S. issuers, and a substantial portion potentially in mortgage-backed and asset-backed securities. The fund may use derivatives including interest rate swaps, credit default swaps, options, and futures contracts to a significant extent for both hedging and return enhancement. Because the fund's duration target is defined relative to the market's average, significant shifts in overall market duration could require substantial portfolio adjustments.

Expenses
0.43% 1.52%across 7 share classes
Share classGrossNet
WACPX0.44%0.44%
WACIX0.81%0.81%
WAPSX0.43%0.43%
WAPAX0.81%0.81%
WAPCX1.52%1.52%
WAPRX1.13%1.13%
LWCPX17.95%1.51%

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

Portfolio turnover 83.00% · as of 2026 Q2

Allocation

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

104.99%
of net assets
Bonds51.07%
Securitized50.87%
Loans2.89%
Derivatives0.17%

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
Securitized48.5%
Government12.7%
Other9.5%
Financials7.0%
10 smaller22.3%

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: 124 new265 exited

Largest new: FEDERAL NATIONAL MORTGAGE ASSOCIATION ×4, UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT, GOVERNMENT NATIONAL MORTGAGE ASSOCIATION ×2, GOVERNMENT NATIONAL MORTGAGE ASSOCIATION REMIC TRUST

Largest exited: Federal National Mortgage Association ×4, Government National Mortgage Association ×4

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+4.50%+10.00%-5.78%4.11%-8.48%
+4.17%+9.00%-7.40%4.12%-8.58%
+4.44%+10.10%-5.66%3.95%-8.46%
+4.11%+8.75%-7.46%4.12%-8.66%
+3.30%+6.54%-10.66%4.04%-8.97%
+3.71%+7.83%-8.93%4.05%-8.81%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are 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 2026-06-30

Avg coupon
4.70%
Avg maturity
16.05 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 rate79.6%
Floating rate19.1%
Zero-coupon or unclassified1.3%
Maturity ladder

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

<1yUnknown
<1y2.3%
1-3y5.5%
3-5y9.5%
5-10y22.7%
10y+58.6%
Unknown1.5%
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
5.90 yr
approx. move per 100bp
Credit-spread duration
4.60 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.

≈ -10.5%
of value
Interest rates56%
Credit spreads44%

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.

+4.60
yrs total
Investment grade+4.17 yr
High yield+0.43 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 rate5.90 yr total
1 yr30 yr
1 yr0.86 yr15%
5 yr2.49 yr42%
10 yr2.05 yr35%
30 yr0.52 yr9%

3 mo is NEGATIVE (-0.03 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread4.60 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.58 yr13%
5 yr2.69 yr59%
10 yr1.19 yr26%
30 yr0.12 yr3%

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+0.01+0.00$2.8k$896
1 yr+0.86+0.48+0.11$169.1k$37.8k
5 yr+2.49+2.41+0.28$853.4k$100.8k
10 yr+2.05+1.15+0.04$408.7k$14.0k
30 yr+0.52+0.12+0.00$43.4k$71

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 5.90 yr.

USD+5.75 yr
BRL+0.15 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
FEDERAL NATIONAL MORTGAGE ASSOCIATION5.00% · due 2056-07-151.43%$50.81M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT4.25% · due 2035-08-151.36%$48.04M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT0.00% · due 2049-05-151.35%$47.92M
BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL10.00% · due 2033-01-011.11%$39.50M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT2.88% · due 2045-08-151.09%$38.63M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT4.75% · due 2041-02-150.88%$31.11M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION2.00% · due 2064-06-160.76%$26.84M
BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL10.00% · due 2027-01-010.75%$26.64M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT4.38% · due 2036-05-150.73%$25.74M
FEDERAL NATIONAL MORTGAGE ASSOCIATION4.50% · due 2056-07-150.70%$24.91M
Showing 10 of 1,119Sign in to see more

Top 10 positions are 10.17% of net assets, top 25 18.43%, across 448 issuers.

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