AMG Systematica Trend-Enhanced Markets Z (STMZX)
| Fund Assets | 7.97M |
| Expense Ratio | 1.12% |
| Min. Investment | $2,000 |
| Turnover | n/a |
| Dividend (ttm) | 1.57 |
| Dividend Yield | 13.64% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 16, 2025 |
| Previous Close | 11.43 |
| YTD Return | 8.44% |
| 1-Year Return | 11.40% |
| 5-Year Return | n/a |
| 52-Week Low | 9.94 |
| 52-Week High | 12.04 |
| Beta (5Y) | n/a |
| Holdings | 309 |
| Inception Date | n/a |
About STMZX
The AMG Systematica Trend Enhanced Fund is an alternative mutual fund designed to pursue long-term capital appreciation by utilizing a systematic, multi-asset approach. Its primary strategy involves allocating assets between two key components: a trend following segment and a strategic long U.S. equity allocation. The trend following component seeks to capitalize on persistent price movements across major asset classes, while the U.S. equity component provides consistent exposure to the domestic stock market. The fund diversifies across asset classes such as fixed income, equities, currencies, and commodities, primarily using derivative instruments to gain exposure. This flexible, non-diversified structure allows the fund to adapt to changing market environments and exploit a variety of investment opportunities. The AMG Systematica Trend Enhanced Fund serves institutional and high net-worth investors looking for sophisticated risk management and diversification beyond traditional equity and bond portfolios, making it a relevant option in the landscape of alternative investment solutions.
Performance
STMZX had a total return of 11.40% in the past year, including dividends. Since the fund's inception, the average annual return has been 17.38%.
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% |