AMG Systematica Trend-Enhanced Markets I (STMIX)
| Fund Assets | 7.97M |
| Expense Ratio | 1.22% |
| Min. Investment | $2,000 |
| Turnover | n/a |
| Dividend (ttm) | 1.57 |
| Dividend Yield | 13.76% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 16, 2025 |
| Previous Close | 11.43 |
| YTD Return | n/a |
| 1-Year Return | n/a |
| 5-Year Return | n/a |
| 52-Week Low | 11.24 |
| 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.
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% |