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AMG Systematica Managed Futures Strategy Fund Z SMFZX

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NAV / 1-Day Return $10.14 / +0.20 %
Fund Size $6.7M
Adjusted Expense Ratio 1.100%
Net Expense Ratio 1.160%
Fee Level: Distribution Low
Share Class Type Institutional
Morningstar Category Systematic Trend
Alternative Style Box (Funds) —
Minimum Initial Investment $5M
Investment Status Open
TTM Yield 3.96%
Turnover Ratio 0%

NAV and 1-Day Return as of Oct 24, 2026, 12:38:38 AM

There is no Morningstar’s Analysis data available.

Portfolio Holdings SMFZX

More SMFZX Holdings

Current Portfolio Date Jun 30, 2026
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings −0.8

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Cash & Cash Equivalents	62.08	4M	Cash and Equivalents
Jp Morgan Future Usd Secured - Total Equity	19.60	1M	Cash and Equivalents
Cash And Cash Equivalents	19.37	1M	Cash and Equivalents
Usd/Jpy Fwd 20260715 00816	9.19	590,479	Derivative
Mxn/Usd Fwd 20260715 00187	7.41	476,127	Derivative
Nok/Usd Fwd 20260715 Essegb2l	7.24	465,238	Derivative
Usd/Jpy Fwd 20260715 00573	6.55	420,880	Derivative
Usd/Inr Fwd 20260916 00050	6.35	408,263	Derivative
Usd/Chf Fwd 20260715 00187	6.16	396,144	Derivative
Usd/Eur Fwd 20260715 00049	5.38	345,967	Derivative

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