Six Circles Multi-Strategy Fund
Data updated: 2026-04-30
C000252360 — Six Circles Multi-Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Market-Neutral · $1.57B AUM · 0.94% expense ratio · 4.7% 1-yr return. From SEC regulatory filings.
C000252360 Fund Overview
Six Circles Multi-Strategy Fund is a US mutual fund managed by Six Circles Trust, categorised as Market-Neutral. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Six Circles Trust
- Category: Market-Neutral
- Assets under management: $1.57B
- 1-year return: 4.7%
- SEC CIK: 0001724826
- SEC series ID: S000086732
- Share class ID: C000252360
C000252360 Holdings
Top 10 holdings of Six Circles Multi-Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| US T Bill Zcp 10/28/25 | 9.41% |
| US T Bill Zcp 10/23/25 | 8.42% |
| F/c 3 Month Sofr Fut Mar27 | 7.04% |
| Fncl 30yr Tba 5.5% Nov 11 | 5.96% |
| F/c 3 Month Sofr Fut Jun28 | 4.75% |
| F/c 3 Month Sofr Fut Sep27 | 4.56% |
| Fnma 30yr Tba 6% Nov 25 | 4.31% |
| F/c 3 Month Sofr Fut Dec26 | 4.17% |
| F/c MSCI Emgmkt Dec25 | 3.40% |
| Fnma 30yr Tba 6.5% Nov 25 | 3.30% |
C000252360 Portfolio Allocation
Asset-class allocation of Six Circles Multi-Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 64.7% |
| Cash & Equivalents | 32.8% |
| Derivatives | 19.5% |
| Loans | 17.5% |
| Fixed Income | 2.4% |
C000252360 Performance
Total returns for C000252360 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 4.7% |
C000252360 Risk Information
Risk metrics for C000252360, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.6%
C000252360 Costs and Fees
C000252360 costs about $94 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.94%
- Gross expense ratio: 1.70%
- Portfolio turnover: 652%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000252360 Cashflows
Over the 12 months to 2025-09, Six Circles Multi-Strategy Fund had net inflows of $1.50B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2025-09 | $554.57M |
| 2025-08 | $4.61M |
| 2025-07 | $3.74M |
| 2025-06 | $1.38M |
| 2025-05 | $1.90M |
| 2025-04 | $146.92M |
C000252360 Debt Constituents
Largest debt holdings of Six Circles Multi-Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Project Beignet 6.85% 06/01/49 | 0.34% |
| Fn Dus Pool Hil 4.43% 10/01/30 | 0.19% |
| Rivian Hld/auto L 10% 01/15/31 | 0.17% |
| Cloud Software Grp 9% 09/30/29 | 0.16% |
| Lifepoint Health 11% 10/15/30 | 0.10% |
| Univision Communic 8% 08/15/28 | 0.10% |
| Level 3 Financing 10% 10/15/32 | 0.07% |
| Vistra Corp. V/r /perp/ | 0.07% |
| Allied Univers 7.875% 02/15/31 | 0.07% |
| Eg Global Finance 12% 11/30/28 | 0.07% |
C000252360 Prospectus and SEC Filings
Official Six Circles Multi-Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
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Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.