Six Circles Multi-Strategy (CALTX) Fund Details & Analysis

Fund Information

Fund Category Multistrategy

Fund Family Six Circles

Fund Style Large Blend

ISIN US83002G8767

CUSIP -

Inception Date -

Domicile -

Country USA

Fiscal Year End -

NAV Chart

Fund Metrics

Net Assets $1.57 Billion

Share Class Net Assets $-

Expense Ratio 0.94%

Expense Ratio Date -

Dividend Yield 0.04%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return 7.91%

1-Year Return 10.81%

3-Year Return -%

5-Year Return -%

NAV $10.92

Previous Close Price $10.90

Last Update 2026-09-30

Dividend Information

Dividend Yield 0.04%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About Six Circles Multi-Strategy

The fund is designed to achieve long-term capital appreciation by allocating its assets across multiple sub-advised strategies that are intended to allow the fund to maintain an investment portfolio with, on average, lower volatility over a market cycle than the broader equity markets. The fund is non-diversified.

Detailed Metrics

Market Cap Distribution

AverageMarketCap %

Giant %

Large %

Medium %

Micro %

Small %

Value & Growth Metrics

Book-Value Growth % 2.19%

Cash-Flow Growth % 2.83%

Dividend Yield % 2.24%

Historical Earnings % 4.65%

Long-Term Earnings % 8.89%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	168.39%	180.97%	12.57%	103.73%	77.15%
Cash	-200.37%	71.55%	271.93%	130.95%	0.00%
Non US Stock	73.79%	73.94%	0.15%	30.46%	8.46%
Not Classified	0.17%	0.17%	0.00%	3.21%	0.00%
Other	-21.16%	59.69%	80.86%	13.99%	2.01%
US Stock	79.18%	79.45%	0.27%	78.10%	12.38%

Top Holdings

Name	Weight	Owned	Change
UNITED STATES TREASURY BILL ZCP 0.00000000	8.42%	-	-
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP26 0.00000000	17.71%	-	-
FUTURE CONTRACT ON DOLLAR INDEX JUN25 0.00000000	17.06%	-	-
FNMA 30YR TBA 6.5% MAY 25 TO BE ANNOUNCED 6.50000000	7.63%	-	-
FUTURE CONTRACT ON MSCI EAFE JUN25 0.00000000	6.86%	-	-
FNMA 30YR TBA 6% APR 11 TO BE ANNOUNCED 6.00000000	4.28%	-	-
FUTURE CONTRACT ON GOLD 100 OZ FUTR JUN25 0.00000000	3.81%	-	-
FANNIE MAE REMICS SER 2024-100 CL FB V/R 5.68969000	3.44%	-	-
FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR27 0.00000000	7.04%	-	-
FNCL 30YR TBA 5.5% NOV 11 TO BE ANNOUNCED 5.50000000	5.96%	-	-
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN28 0.00000000	4.75%	-	-
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP27 0.00000000	4.56%	-	-
FNMA 30YR TBA 6% NOV 25 TO BE ANNOUNCED 6.00000000	4.31%	-	-
FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC26 0.00000000	4.17%	-	-
FUTURE CONTRACT ON MSCI EMGMKT DEC25 0.00000000	3.40%	-	-
FNMA 30YR TBA 6.5% NOV 25 TO BE ANNOUNCED 6.50000000	3.30%	-	-

See the full breakdown of CALTX fund's asset allocation and top holdings .

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	0.00%	21.45%	7.73%	0.00%
Bond Sector	Corporate	0.00%	5.51%	8.74%	26.46%
Bond Sector	Derivative	0.00%	33.59%	10.68%	0.00%
Bond Sector	Government	0.00%	37.11%	44.93%	51.77%
Bond Sector	Municipal	0.00%	0.00%	0.00%	0.02%
Bond Sector	Securitized	0.00%	2.34%	27.92%	21.75%
Cyclical	Basic Materials	0.00%	5.28%	0.00%	3.92%
Cyclical	Consumer Cyclical	0.00%	9.95%	0.00%	7.50%
Cyclical	Financial Services	0.00%	16.02%	0.00%	19.49%
Cyclical	Real Estate	0.00%	3.23%	0.00%	7.75%
Defensive	Consumer Defensive	0.00%	5.37%	0.00%	5.17%
Defensive	Healthcare	0.00%	9.90%	0.00%	9.65%
Defensive	Utilities	0.00%	3.71%	0.00%	3.04%
Sensitive	Communication Services	0.00%	5.70%	0.00%	4.22%
Sensitive	Energy	0.00%	5.21%	0.00%	4.74%
Sensitive	Industrials	0.00%	15.33%	0.00%	13.22%
Sensitive	Technology	0.00%	20.31%	0.00%	21.31%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	0.38%	0.86%	0.91%
Americas	North America	75.76%	57.63%	62.96%
Greater Asia	Asia Developed	1.71%	3.50%	5.35%
Greater Asia	Asia Emerging	1.30%	0.10%	3.92%
Greater Asia	Australasia	1.60%	2.59%	1.93%
Greater Asia	Japan	6.53%	8.83%	7.11%
Greater Europe	Africa/Middle East	0.30%	0.31%	1.18%
Greater Europe	Europe Developed	9.59%	20.20%	12.72%
Greater Europe	Europe Emerging	0.12%	0.00%	0.30%
Greater Europe	United Kingdom	2.72%	5.65%	3.60%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
No dividend history available

View the full dividend history for CALTX.

Six Circles Multi-Strategy NMFQS:CALTX