Performance Trust Total Return Bond Fund

Trust for Professional Managers · Series S000029835 · 3 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 3 share classes:PTIAXPTAOXPTCOX
$10.36B NAV
1,836 positions · as of 2026-05-31 · filed 2026-07-29
data updated 2026-09-08

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 Q2

99.61%
of net assets
Bonds55.48%
Securitized43.05%
Cash & short-term0.89%
Stocks0.20%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 158 new132 exited

Largest new: US TREASURY N/B, Bain Capital Credit CLO, Limit, Trinitas CLO Ltd, Santander Drive Auto Receivabl, SAN DIEGO CNTY CA REGL ARPT AU, Palmer Square Loan Funding Ltd, Bethpage Park CLO LTD, CPS Auto Trust

Largest exited: US TREASURY N/B ×2, EAST BAY CA MUNI UTILITY DIST, UNIV OF MASSACHUSETTS MA BLDG, KING CNTY WA HSG AUTH, GoldenTree Loan Management US, American Credit Acceptance Rec, Citigroup Commercial Mortgage

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+4.95%+14.94%+5.99%4.02%-4.40%
+4.68%+14.08%+4.65%4.04%-4.52%
+3.90%+11.56%+0.78%4.07%-4.83%

These classes hold the same portfolio, so the 5.20pp spread over 5 years is the cost difference between them — roughly 1.04pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 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 2026-05-31

Avg coupon
4.35%
Avg maturity
16.01 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.

34%
floating
Fixed rate66.4%
Floating rate33.6%
Maturity ladder

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

<1y10y+
<1y0.4%
1-3y4.0%
3-5y8.7%
5-10y18.9%
10y+68.0%
Flagged holdings
Defaulted: 0.00% · $0.00M · 1 positions
In arrears: 0.00% · $0.00M · 1 positions
Paid in kind: none reported

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 2026Q2

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

Interest-rate duration
6.97 yr
approx. move per 100bp
Credit-spread duration
5.55 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.

≈ -12.5%
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.

+5.55
yrs total
Investment grade+5.09 yr
High yield+0.46 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 rate6.97 yr total
3 mo30 yr
3 mo0.27 yr4%
1 yr0.39 yr6%
5 yr1.09 yr16%
10 yr2.73 yr39%
30 yr2.49 yr36%
Credit spread5.55 yr total
3 mo30 yr
3 mo0.51 yr9%
1 yr0.45 yr8%
5 yr1.09 yr20%
10 yr1.71 yr31%
30 yr1.80 yr32%

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+0.27+0.27+0.24$283.5k$244.5k
1 yr+0.39+0.36+0.09$370.3k$91.9k
5 yr+1.09+1.00+0.09$1.03m$96.5k
10 yr+2.73+1.67+0.03$1.73m$35.5k
30 yr+2.49+1.79+0.01$1.85m$8.5k

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 2045-02-151.88%$194.50M
US TREASURY N/B4.38% · due 2043-08-151.76%$182.35M
US TREASURY N/B4.63% · due 2046-02-151.29%$133.51M
First American Government Obli0.89%$91.92M
STRIP PRINC0.00% · due 2042-05-150.66%$68.33M
STRIP PRINC0.00% · due 2042-08-150.65%$67.28M
STRIP PRINC0.00% · due 2043-02-150.63%$65.23M
STRIP PRINC0.00% · due 2044-11-150.60%$62.11M
STRIP PRINC0.00% · due 2044-02-150.59%$61.51M
STRIP PRINC0.00% · due 2044-05-150.58%$60.67M
Showing 10 of 1,836Sign in to see more

Top 10 positions are 9.53% of net assets, top 25 15.57%, across 602 issuers.

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