SMFZX — AMG Systematica Managed Futures Strategy Fund
Data updated: 2026-06-01
SMFZX — AMG Systematica Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $6.25M AUM · 1.10% expense ratio · 11.8% 1-yr return. From SEC regulatory filings.
SMFZX Fund Overview
SMFZX — AMG Systematica Managed Futures Strategy Fund is a US mutual fund managed by AMG Funds I, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AMG Funds I
- Category: Commodity
- Assets under management: $6.25M
- 1-year return: 11.8%
- Ticker: SMFZX
- SEC CIK: 0000882443
- SEC series ID: S000084098
- Share class ID: C000248365
SMFZX Holdings
Top 10 holdings of AMG Systematica Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Fixed Income Clearing Corporation | 65.11% |
| Board Of Trade Of The City Of Chicago, Inc. | 0.52% |
| Asx Clearing Corporation Limited | 0.15% |
| Korea Exchange, Inc. | 0.14% |
| Credit Agricole Securities (usa) Inc. | 0.14% |
| Asx Clearing Corporation Limited | 0.14% |
| Korea Exchange, Inc. | 0.14% |
| The Royal Bank Of Scotland International Limited | 0.08% |
| Standard Chartered Securities (north America) LLC | 0.07% |
| Ubs AG | 0.07% |
SMFZX Portfolio Allocation
Asset-class allocation of AMG Systematica Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 65.1% |
| Real Estate | 0.3% |
SMFZX Performance
Total returns for SMFZX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.6% |
| 1 year | 11.8% |
SMFZX Risk Information
Risk metrics for SMFZX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.0%
SMFZX Costs and Fees
SMFZX costs about $110 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.10%
- Gross expense ratio: 4.06%
- Portfolio turnover: 0%
- Brokerage commissions: 5.21 bps of average net assets (SEC N-CEN)
SMFZX Cashflows
Over the 12 months to 2026-03, AMG Systematica Managed Futures Strategy Fund had net inflows of $245.35K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $0 |
| 2026-02 | $0 |
| 2026-01 | $0 |
| 2025-12 | $245.35K |
| 2025-11 | $0 |
| 2025-10 | $0 |
SMFZX Debt Constituents
No individual debt constituents are reported in AMG Systematica Managed Futures Strategy Fund's latest SEC N-PORT filing.
SMFZX Prospectus and SEC Filings
Official AMG Systematica Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
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.