# Portfolio overlap — STMZX vs AMFNX Comparing **AMG Systematica Trend-Enhanced Markets Fund** (2026-03-31) and **Virtus AlphaSimplex Managed Futures Strategy Fund** (2026-03-31). - Shared positions: 10 - AMG Systematica Trend-Enhanced Markets Fund covered by Virtus AlphaSimplex Managed Futures Strategy Fund: 0.01511993993301621675414347407 - Virtus AlphaSimplex Managed Futures Strategy Fund covered by AMG Systematica Trend-Enhanced Markets Fund: 0.01511993993301621675414347406 ## AMG Systematica Trend-Enhanced Markets Fund — top positions | Security | Weight | Shared | |----------|--------|--------| | FIXED INC CLEARING CORP.REPO | 0.949989 | | | WHEAT (CBT) | 0.008189 | ✓ | | JAPAN GOVT 10-YR | 0.004958 | ✓ | | LME ZINC | 0.004713 | ✓ | | Commonwealth of Australia | 0.004051 | ✓ | | KOREA TRSY BD | 0.003951 | | | ZAR/USD FORWARD | 0.003003 | | | WTI CRUDE | 0.002385 | ✓ | | USD/SGD FORWARD | 0.002259 | | | USD/SGD FORWARD | 0.001923 | | | ZAR/USD FORWARD | 0.001692 | | | ZAR/USD FORWARD | 0.001421 | | | USD/NZD FORWARD | 0.001418 | | | ZURN ELKAY WATER SOLUTIONS CORP | 0.001251 | | | ZAR/USD FORWARD | 0.001182 | | | ZIJIN MINING GROUP LTD H | 0.001164 | | | SOCGEN TRIPARTY TSY | 0.001048 | | | IFSC NIFTY 50 | 0.000998 | ✓ | | ZAR/USD FORWARD | 0.000944 | | | SET50 INDEX FUTURES, Jun-2026 | 0.000686 | | | EURO-SCHATZ FUT JUN26 DUM6 | 0.000593 | ✓ | | 2-Year T-Note Futures, Jun-2026,ETH | 0.000581 | ✓ | | ZAR/USD FORWARD | 0.000530 | | | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 | 0.000348 | | | ZAR/USD FORWARD | 0.000261 | | | U.S. Secured Overnight Financing Rate | 0.000208 | | | ZAR/USD FORWARD | 0.000090 | | | NIKKEI 225 (SGX) | 0.000053 | ✓ | | WELLS FARGO TRIPARTY MTGE | 0.000043 | | | MSCI CH NTR USD F MAR26 | 0.000023 | ✓ | | ZAR/USD FORWARD | 0.000023 | | | EURO STOXX 50 Volatility Index | 0.000012 | | | USD/SEK FORWARD | 0.000006 | | | USD/NOK FORWARD | 0.000004 | | | NOMURA TREAS TRIPARTY | 0.000000 | | ## Virtus AlphaSimplex Managed Futures Strategy Fund — top positions | Security | Weight | Shared | |----------|--------|--------| | DREY-GVT CSH-I | 0.084164 | | | Skandinaviska Enskilda Banken AB | 0.054828 | | | Bank of Montreal/Chicago IL | 0.047820 | | | U.S. Treasury Bills | 0.047771 | | | MUFG BK LTD N Y BRH CD 3.71% 26 | 0.041236 | | | ROYAL BK CDA N Y BRH INSTL 22APR26 | 0.038259 | | | Westpac Banking Corp/NY | 0.038254 | | | DG BK N Y BRH CD 3.8% 26 | 0.035847 | | | Sumitomo Mitsui Trust Bank Ltd New York Branch 3.75% CP 25/06/2026 | 0.035836 | | | TORONTO DOMINION BK | 0.032275 | | | Bank of Nova Scotia/Houston | 0.029887 | | | DNB NOR BK ASA NEW YORK BRH CD 3.71% 26 | 0.029882 | | | OVERSEA CHINESE BK CD 3.76% 26 | 0.029870 | | | U.S. Treasury Bills | 0.029794 | | | U.S. Treasury Bills | 0.029648 | | | Svenska Handelsbanken AB New York Branch 3.79% CP 04/09/2026 | 0.025089 | | | FIRST ABU DHABI BK USA N V CD 3.97% 26 | 0.024506 | | | Credit Agricole Corporate and Investment Bank 3.98% CP 25/09/2026 | 0.023905 | | | U.S. Treasury Bills | 0.023902 | | | U.S. Treasury Bills | 0.023869 | | | U.S. Treasury Bills | 0.023823 | | | WTI CRUDE | 0.021585 | ✓ | | CREDIT AGRICOLE CORP & INVT BK CD 4.05% 26 | 0.019133 | | | Sumitomo Mitsui Trust Bank Ltd New York Branch 3.95% CP 01/07/2026 | 0.017927 | | | U.S. Treasury Bills | 0.017918 | | | U.S. Treasury Bills | 0.017905 | | | BNP Paribas SA New York Branch 3.85% CP 13/07/2026 | 0.015537 | | | DNB Bank Asa New York Branch 3.67% CP 13/07/2026 | 0.014336 | | | Banque et Caisse d'Epargne de l'Etat | 0.014249 | | | SWEDBANK SPARBANKEN SVENGE AB CD 3.98% 26 | 0.012543 | | | NORDEA BK ABP NEW YORK BRH CD 3.7% 26 | 0.012543 | | | U.S. Treasury Bills | 0.011928 | | | U.S. Treasury Bills | 0.011926 | | | U.S. Treasury Bills | 0.011920 | | | MIZUHO BK LTD NEW YORK BRH CD 3.78% 26 | 0.010749 | | | BRENT CRUDE FUTR JUN26 IFEU 20260430 | 0.008688 | | | Low Su Gasoil G May26 | 0.007705 | | | WHEAT (CBT) | 0.004846 | ✓ | | LME ZINC | 0.004805 | ✓ | | XAV HEALTH CARE | 0.004058 | | | ZAR/USD FORWARD | 0.001949 | | | EURO-SCHATZ FUT JUN26 DUM6 | 0.001253 | ✓ | | SILVER SEP 26 | 0.000967 | | | NIKKEI 225 (SGX) | 0.000956 | ✓ | | Commonwealth of Australia | 0.000885 | ✓ | | IFSC NIFTY 50 | 0.000821 | ✓ | | Short-Term Euro-BTP | 0.000661 | | | 2-Year T-Note Futures, Jun-2026,ETH | 0.000619 | ✓ | | EURO-BOBL FUTURE JUN26 | 0.000362 | | | JAPAN GOVT 10-YR | 0.000231 | ✓ | ## Sources - N-PORT (fund A) — accession `0000940400-26-022565` (as of 2026-03-31) - N-PORT (fund B) — accession `0000940400-26-023142` (as of 2026-03-31) --- _Informational only — not investment advice. 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