STMIX — AMG Systematica Trend-Enhanced Markets Fund
Data updated: 2026-06-01
STMIX — AMG Systematica Trend-Enhanced Markets Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $7.04M AUM · 1.22% expense ratio · 17.3% 1-yr return. From SEC regulatory filings.
STMIX Fund Overview
STMIX — AMG Systematica Trend-Enhanced Markets Fund is a US mutual fund managed by AMG Funds I, categorised as Alternative. 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: Alternative
- Assets under management: $7.04M
- 1-year return: 17.3%
- Ticker: STMIX
- SEC CIK: 0000882443
- SEC series ID: S000090511
- Share class ID: C000257776
STMIX Holdings
Top 10 holdings of AMG Systematica Trend-Enhanced Markets Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Fixed Income Clearing Corporation | 58.47% |
| Board Of Trade Of The City Of Chicago, Inc. | 0.45% |
| Osaka Exchange,inc | 0.31% |
| The London Metal Exchange | 0.29% |
| Asx Clearing Corporation Limited | 0.14% |
| Korea Exchange, Inc. | 0.13% |
| Credit Agricole Securities (usa) Inc. | 0.13% |
| Korea Exchange, Inc. | 0.12% |
| Asx Clearing Corporation Limited | 0.11% |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 0.08% |
STMIX Portfolio Allocation
Asset-class allocation of AMG Systematica Trend-Enhanced Markets Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 58.5% |
| Real Estate | 0.4% |
STMIX Performance
Total returns for STMIX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -3.4% |
| 1 year | 17.3% |
STMIX Risk Information
Risk metrics for STMIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 14.5%
STMIX Costs and Fees
STMIX costs about $122 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.22%
- Gross expense ratio: 4.76%
- Portfolio turnover: 0%
STMIX Cashflows
Over the 12 months to 2026-03, AMG Systematica Trend-Enhanced Markets Fund had net inflows of $6.94M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $0 |
| 2026-02 | $0 |
| 2026-01 | $0 |
| 2025-12 | $944.10K |
| 2025-11 | $0 |
| 2025-10 | $0 |
STMIX Debt Constituents
No individual debt constituents are reported in AMG Systematica Trend-Enhanced Markets Fund's latest SEC N-PORT filing.
STMIX Prospectus and SEC Filings
Official AMG Systematica Trend-Enhanced Markets Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Alternative 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.