AMG Systematica Trend-Enhanced Markets I (STMIX)

Fund Assets	7.85M
Expense Ratio	1.22%
Min. Investment	$2,000
Turnover	n/a
Dividend (ttm)	0.31
Dividend Yield	2.64%
Dividend Growth	n/a
Payout Frequency	n/a
Ex-Dividend Date	Dec 16, 2025

Previous Close	11.75
YTD Return	n/a
1-Year Return	n/a
5-Year Return	n/a
52-Week Low	11.22
52-Week High	11.85
Beta (5Y)	n/a
Holdings	309
Inception Date	n/a

About STMIX

The AMG Systematica Trend-Enhanced Markets Fund Class I is an alternative mutual fund designed to pursue long-term capital appreciation by blending trend-following strategies with a strategic allocation to U.S. equities. The fund uniquely allocates assets between two components: a trend-following component, which uses systematic approaches to capture momentum across various markets, and a strategic long U.S. equity component, providing direct exposure to domestic stocks. To achieve diversification and broad market engagement, the fund invests in derivative instruments linked to major asset classes such as fixed income, equities, currencies, and commodities. Managed by Systematica and distributed through AMG Funds, this non-diversified fund caters to investors seeking a sophisticated, quantitative approach that blends traditional equity exposure with global trend-seeking techniques. Its dual-component structure positions it as a distinctive player in the alternative investment space, aiming to enhance risk-adjusted returns beyond what is typical for standard long-only equity funds.

• Fund Family: AMG Funds
• Ticker Symbol: STMIX
• Share Class: Class I

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
STMZX	Class Z	1.12%
STMBX	Class N	1.52%

Top 10 Holdings

60.21% of assets

Name	Symbol	Weight
FIXED INCOME CLEARING CORPORATION - FICC	n/a	58.47%
BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - Soybean Oil Futures, May-2026,ETH	ZLK6	0.45%
OSAKA EXCHANGE,INC - 10-YEAR JGB TRADE FUTURE, JUN 2026	FUT_JBL_260615	0.31%
THE LONDON METAL EXCHANGE - LME COPPER FUTURE MAY26	LPK6	0.29%
ASX CLEARING CORPORATION LIMITED - ASX 3 Year Treasury Bond Futures	YTM6	0.14%
KOREA EXCHANGE, INC. - BMA Future, JUN 2026	KA6766000	0.13%
CREDIT AGRICOLE SECURITIES (USA) INC. - USD/INR FORWARD	n/a	0.13%
KOREA EXCHANGE, INC. - BM3 Future, JUN 2026	KA6566000	0.12%
ASX CLEARING CORPORATION LIMITED - ASX 10 Year Treasury Bond Futures	XTM6	0.11%
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED - KRW/USD FORWARD	n/a	0.08%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 16, 2025	$1.5733	Dec 16, 2025

Data Sources: Tiingo and Finnhub

Historical data is provided by Tiingo. Several fund data points are also provided by Finnhub.

Last checked:

Aug 28, 2026

Data Sources Report a data error