Six Circles Credit Opportunities Fund

Asset mix

DBT: 83.5% · DIR: 7.7% · ABS-CBDO: 3.5% · LON: 2.6% · STIV: 0.9%

Financial position

Total assets: $5.72B
Total liabilities: $171M
Net assets: $5.55B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $0
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $0
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $130M

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$73.9M	$159M	$85.8M
Reinvestment	$27.9M	$26.6M	$28.7M
Redemptions	$68.3M	$57.7M	$58.9M
Net realized gain (non-derivative)	$7.09M	$3.84M	$4.95M
Net unrealized appreciation (non-derivative)	$99M	$2.05M	$-38.9M

The three months of the reporting period, as filed; month 3 ends June 30, 2026.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$2.76K	$10.1K
1 year	$61.4K	$247K
5 years	$160K	$683K
10 years	$195K	$252K
30 years	$171K	$148K

Filing details

Registrant: Six Circles Trust
Registrant CIK: 1724826
Registrant LEI: 549300NG19QZK8S0N704
Series: Six Circles Credit Opportunities Fund
Series ID: S000068977
Series LEI: 549300KM8H17EZ9KOC28
SEC file number: 811-23325
Address: 270 Park Avenue, NULL, NY, US-NY, 10017, US
Phone: 212-464-2070
Form: NPORT-P
Filed: August 27, 2026
Report period ends: December 31, 2026
Report month ends: June 30, 2026
Accession number: 000100371526003095

Holding	Value	% of net assets
F/c Us 2yr Note (cbt) Sep26 DIR	$229M	4.14%
F/c Ice 3mth Sonia Fu Dec26 DIR	$84.4M	1.52%
F/c Us 5yr Note (cbt) Sep26 DIR	$72.6M	1.31%
F/c Us 10yr Note (cbt)sep26 DIR	$71.8M	1.29%
F/c Euro-bobl Future Sep26 DIR	$65.1M	1.17%
F/c Short Euro-btp Fu Sep26 DIR	$30.7M	0.55%
Republic Of Arge S/up 07/09/41 DBT	$29.9M	0.54%
Undisclosed DFE	$26.9M	0.49%
Gaci First Inve 5.25% 10/13/32 DBT	$22.1M	0.40%
Beignet Invest 6.581% 05/30/49 DBT	$21.9M	0.40%
F/c Us Ultra Bond Cbt Sep26 DIR	$19.3M	0.35%
Meridian Arc Ho 6.25% 04/30/31 DBT	$18.8M	0.34%
Grifols S 3.875% 10/15/28/eur/ DBT	$18.4M	0.33%
Arab Repu 6.375% 04/11/31/eur/ DBT	$18.3M	0.33%
Zf Europe Fin 7% 06/12/30/eur/ DBT	$18.1M	0.33%
Digicel Hldgs Bermuda Ltd EC	$18M	0.32%
Schaeffler 4.5% 05/12/32/eur/ DBT	$17.8M	0.32%
Oman Gov Intern 6.25% 01/25/31 DBT	$17.6M	0.32%
Petroleos Mexic 6.35% 02/12/48 DBT	$17.3M	0.31%
Republic Of Ni 7.375% 09/28/33 DBT	$16.1M	0.29%
1261229 Bc Ltd 10% 04/15/32 DBT	$15.3M	0.28%
Gg12 Spa 6.25% 04/28/33/eur/ DBT	$14.8M	0.27%
Albion Fi 5.375% 05/21/30/eur/ DBT	$14.1M	0.25%
Eagle Funding Lu 5.5% 08/17/30 DBT	$14M	0.25%
United Grou 6.5% 10/31/31/eur/ DBT	$14M	0.25%
Republic Of Pa 8.875% 09/30/27 DBT	$13.9M	0.25%
Versuni Gr 5.75% 07/01/33/eur/ DBT	$13.7M	0.25%
Bellis Ac 8.125% 05/14/30/gbp/ DBT	$13.2M	0.24%
Softbank Grou 5% 04/15/28/eur/ DBT	$13.1M	0.24%
Fibercop 2.375% 10/12/27/eur/ DBT	$13M	0.23%
Summer Bi 8.875% 01/31/31/eur/ DBT	$12.5M	0.23%
United Gro 5.25% 02/01/30/eur/ DBT	$12.5M	0.23%
Republic Of Ecua S/up 07/31/35 DBT	$12M	0.22%
Coreweave I 8.5% 07/15/32/eur/ DBT	$11.9M	0.22%
Deutsche Bank V/r /perp//eur/ DBT	$11.7M	0.21%
Cab 7.75% 08/09/31/eur/ DBT	$11.6M	0.21%
Qatar Energy 3.125% 07/12/41 DBT	$11.3M	0.20%
Vodafone Gro V/r 08/30/86/gbp/ DBT	$11M	0.20%
Republic Of Chi 4.95% 01/05/36 DBT	$10.9M	0.20%
Atos Grou 8.125% 05/21/31/eur/ DBT	$10.8M	0.20%
Stellantis Nv V/r /perp//eur/ DBT	$10.8M	0.19%
Republic Of 8.5% 01/31/37/zar/ DBT	$10.8M	0.19%
Republic Of Gu 4.375% 06/05/27 DBT	$10.8M	0.19%
Iliad Hol 5.375% 04/15/30/eur/ DBT	$10.6M	0.19%
Fed Republic O 7.125% 05/13/54 DBT	$10.6M	0.19%
Republic Of Tu 6.875% 03/17/36 DBT	$10.6M	0.19%
Ivory Coast 8.25% 01/30/37 DBT	$10.5M	0.19%
Bulgaria 3.625% 09/05/32/eur/ DBT	$10.3M	0.19%
Bayer Ag V/r 09/25/83/eur/ DBT	$10.2M	0.18%
Dish Dbs Corp 7.75% 07/01/26 DBT	$10.1M	0.18%
Us Treas Nts 3.5% 12/15/28 DBT	$9.98M	0.18%
Essendi Sa 5.5% 11/15/31/eur/ DBT	$9.94M	0.18%
Ukraine Governme S/up 02/01/34 DBT	$9.89M	0.18%
Fhlb D/n 08/21/26 STIV	$9.75M	0.18%
Vmed O2 U 5.625% 04/15/32/eur/ DBT	$9.72M	0.18%
Clarios Gl 4.75% 06/15/31/eur/ DBT	$9.69M	0.17%
Eircom Financ 5% 04/30/31/eur/ DBT	$9.67M	0.17%
Undisclosed DFE	$9.63M	0.17%
Dominican Republic 6% 02/22/33 DBT	$9.57M	0.17%
Vmed O2 Uk 4.5% 07/15/31/gbp/ DBT	$9.51M	0.17%

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