FundWatcher
SMFZX
AMG Systematica Managed Futures Strategy Fund
AMG Funds I

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
35
Top-10 weight
98.72%
Effective holdings ?
1
Crowding ?
31.9

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 FIXED INC CLEARING CORP.REPO — 4,066,000 $4.07M 65.11%
2 WHEAT (CBT) WNH6P116 5 $32.77K 0.52%
3 Commonwealth of Australia XCLWAC -26 $9.21K 0.15%
4 KOREA TRSY BD — -9 $9.01K 0.14%
5 USD/SGD FORWARD N/A 1 $8.83K 0.14%
6 Commonwealth of Australia XCLWAC -13 $8.52K 0.14%
7 KOREA TRSY BD — -21 $8.52K 0.14%
8 USD/NZD FORWARD N/A 1 $4.70K 0.08%
9 ZAR/USD FORWARD N/A 1 $4.50K 0.07%
10 ZURN ELKAY WATER SOLUTIONS CORP XLP 12 C78 1 $4.37K 0.07%
11 IFSC NIFTY 50 JGSZ5 -5 $4.32K 0.07%
12 SOCGEN TRIPARTY TSY — 1 $4.04K 0.06%
13 ZAR/USD FORWARD N/A 1 $3.95K 0.06%
14 ZAR/USD FORWARD N/A 1 $3.89K 0.06%
15 2-Year T-Note Futures, Jun-2026,ETH — -5 $3.74K 0.06%
16 WHEAT (CBT) WNH6P116 2 $3.50K 0.06%
17 ZAR/USD FORWARD N/A 1 $3.25K 0.05%
18 ZURN ELKAY WATER SOLUTIONS CORP XLP 12 C78 1 $2.86K 0.05%
19 SET50 INDEX FUTURES, Jun-2026 — 48 $2.82K 0.05%
20 EURO-SCHATZ FUT JUN26 DUM6 — -9 $2.79K 0.04%
21 USD/SGD FORWARD N/A 1 $2.76K 0.04%
22 ZIJIN MINING GROUP LTD H XLV 12 C154.87 1 $2.56K 0.04%
23 ZAR/USD FORWARD N/A 1 $2.40K 0.04%
24 ZAR/USD FORWARD N/A 1 $2.05K 0.03%
25 WHEAT (CBT) WNH6P116 17 $1.92K 0.03%
26 ZIJIN MINING GROUP LTD H XLV 12 C154.87 1 $1.69K 0.03%
27 WTI CRUDE XBZ6 -1 $1.63K 0.03%
28 SOCGEN TRIPARTY TSY — 1 $1.62K 0.03%
29 USD/SGD FORWARD N/A 1 $1.54K 0.02%
30 ZAR/USD FORWARD N/A 1 $1.41K 0.02%
31 5 YEAR US TREASURY NOTE FUTURE MAR26 — -1 $1.36K 0.02%
32 ZAR/USD FORWARD N/A 1 $1.34K 0.02%
33 WTI CRUDE XBZ6 -1 $1.34K 0.02%
34 WHEAT (CBT) WNH6P116 5 $1.26K 0.02%
35 ZAR/USD FORWARD N/A 1 $1.18K 0.02%
36 ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 NKY 1 C50921.94 1 $1.15K 0.02%
37 USD/NZD FORWARD N/A 1 $1.13K 0.02%
38 ZAR/USD FORWARD N/A 1 $1.02K 0.02%
39 ZAR/USD FORWARD N/A 1 $974 0.02%
40 WELLS FARGO TRIPARTY MTGE — 1 $971 0.02%
41 USD/SGD FORWARD N/A 1 $963 0.02%
42 SOCGEN TRIPARTY TSY — 1 $956 0.02%
43 U.S. Secured Overnight Financing Rate N/A 1 $927 0.01%
44 ZAR/USD FORWARD N/A 1 $810 0.01%
45 ZAR/USD FORWARD N/A 1 $807 0.01%
46 ZAR/USD FORWARD N/A 1 $776 0.01%
47 ZAR/USD FORWARD N/A 1 $670 0.01%
48 ZAR/USD FORWARD N/A 1 $659 0.01%
49 ZAR/USD FORWARD N/A 1 $647 0.01%
50 ZAR/USD FORWARD N/A 1 $629 0.01%
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