SMFZX — AMG Systematica Managed Futures Strategy Fund
Data updated: 2026-08-28
SMFZX — AMG Systematica Managed Futures Strategy Fund. Commodity · $6.47M AUM · 1.10% expense ratio. Holdings, fees, performance and SEC 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: $6.47M
- 1-year return: 22.1%
- 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 | 61.64% |
| J.p. Morgan Securities LLC | 0.29% |
| Nomura Securities International, Inc. | 0.18% |
| Thailand Futures Exchange | 0.16% |
| Deutsche Bank Aktiengesellschaft | 0.13% |
| HKFE Clearing Corporation Limited | 0.13% |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 0.10% |
| Ubs AG | 0.10% |
| Barclays PLC | 0.09% |
| Natixis | 0.09% |
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 | 61.6% |
| Derivatives | 1.2% |
SMFZX Performance
Total returns for SMFZX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.4% |
| 1 year | 22.1% |
| 3 years (annualised) | 1.3% |
SMFZX Risk Information
Risk metrics for SMFZX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.7%
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 2026-06, AMG Systematica Managed Futures Strategy Fund had net inflows of $245.35K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $0 |
| 2026-05 | $0 |
| 2026-04 | $0 |
| 2026-03 | $0 |
| 2026-02 | $0 |
| 2026-01 | $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.
- Prospectus (485BPOS) — filed 2026-01-28
- Prospectus (485BPOS) — filed 2025-01-28
- Prospectus supplement (497) — filed 2024-12-06
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-06-01
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2024-12-12
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.