Performance Trust Total Return Bond Fund

Trust for Professional Managers · Series S000029835 · 3 share classes

Bond fund · 97% debt· rate + credit risk filed
One fund, 3 share classes:PTIAXPTAOXPTCOX
$10.50B NAV
1,810 positions · as of 2026-02-28 · filed 2026-04-16
data updated 2026-08-17

Fund profile

As filed in the prospectus · 2025 Q4

The investment objective of the Performance Trust Total Return Bond Fund (the Total Return Bond Fund or the Fund) is to purchase undervalued fixed-income assets and achieve investment returns through interest income and potential capital appreciation.

Strategy · summarised

The fund uses a value-oriented approach to select undervalued fixed-income securities across government bonds, corporates, mortgage-backed securities, asset-backed securities, municipal debt, high-yield bonds, and related instruments, projecting forward value based on interest rate movements, yield curve shifts, and credit risk. The fund maintains a target weighted average duration between one and ten years. Because security selection depends on the adviser's forward projections of value and credit assessments, portfolio performance will diverge from any benchmark based on the accuracy of those judgments.

Expenses
0.75% 1.75%across 3 share classes
Share classExpense ratio
PTIAX0.75%
PTAOX1.00%
PTCOX1.75%

Portfolio turnover 29.00% · as of 2025 Q4

Allocation

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

99.51%
of net assets
Bonds56.51%
Securitized40.94%
Cash & short-term1.87%
Stocks0.20%

Latest quarter

What changed since the fund's previous filing

2026Q1 vs 2025Q4: 147 new117 exited

Largest new: NEW JERSEY ST TRANSPRTN TRUST, UNIV OF ALABAMA AL UNIV GEN RE, UNIV OF MASSACHUSETTS MA BLDG, TEXAS ST PRIV ACTIVITY BOND SU, Magnetite CLO Ltd, SPRING BRANCH TX INDEP SCH DIS, SAN JOAQUIN HILLS CA TRANSPRTN, SUMMA HEALTH

Largest exited: MET GOVT NASHVILLE & DAVIDSON, SAN ANTONIO TX ELEC & GAS REVE ×2, Octagon 66 Ltd, NEW JERSEY ST TRANSPRTN TRUST, OHIO ST UNIV, BARCLAYS PLC, Sculptor CLO Ltd

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
Cumulative return· Mar 2023 – Feb 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28

Avg coupon
4.30%
Avg maturity
16.06 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.

32%
floating
Fixed rate68.1%
Floating rate31.9%
Maturity ladder

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

<1y10y+
<1y0.2%
1-3y4.3%
3-5y8.9%
5-10y17.3%
10y+69.3%
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 2026Q1

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

Interest-rate duration
7.26 yr
approx. move per 100bp
Credit-spread duration
5.70 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.

≈ -13.0%
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.

+5.70
yrs total
Investment grade+5.31 yr
High yield+0.39 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 rate7.26 yr total
3 mo30 yr
3 mo0.26 yr4%
1 yr0.35 yr5%
5 yr1.14 yr16%
10 yr2.89 yr40%
30 yr2.62 yr36%
Credit spread5.70 yr total
3 mo30 yr
3 mo0.49 yr9%
1 yr0.40 yr7%
5 yr1.15 yr20%
10 yr1.80 yr32%
30 yr1.87 yr33%

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+0.26+0.27+0.22$282.2k$229.9k
1 yr+0.35+0.32+0.07$340.4k$77.6k
5 yr+1.14+1.08+0.06$1.14m$65.8k
10 yr+2.89+1.77+0.03$1.86m$33.5k
30 yr+2.62+1.86+0.01$1.95m$6.7k

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
US TREASURY N/B4.75% · due 2045-02-152.44%$256.38M
First American Government Obli1.87%$196.50M
US TREASURY N/B4.38% · due 2043-08-151.83%$191.92M
STRIP PRINC0.00% · due 2042-05-150.69%$72.03M
STRIP PRINC0.00% · due 2042-08-150.68%$70.98M
STRIP PRINC0.00% · due 2043-02-150.66%$68.91M
STRIP PRINC0.00% · due 2044-11-150.63%$66.01M
STRIP PRINC0.00% · due 2044-02-150.62%$65.22M
STRIP PRINC0.00% · due 2044-05-150.61%$64.38M
STRIP PRINC0.00% · due 2044-08-150.60%$63.48M
Showing 10 of 1,810Sign in to see more

Top 10 positions are 10.63% of net assets, top 25 16.58%, across 608 issuers.

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