SMFZX
AMG Systematica Managed Futures Strategy Fund
AMG Funds I

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FIXED INC CLEARING CORP.REPO 0 4,066,000 4,066,000 99.81% $4.07M
Commonwealth of Australia 0 -39 -39 0.44% $17.73K
KOREA TRSY BD 0 -30 -30 0.43% $17.53K
2-Year T-Note Futures, Jun-2026,ETH 0 -5 -5 0.09% $3.74K
SET50 INDEX FUTURES, Jun-2026 0 48 48 0.07% $2.82K
EURO-SCHATZ FUT JUN26 DUM6 0 -9 -9 0.07% $2.79K
ZAR/USD FORWARD 0 6 6 0.04% $1.75K
JAPAN GOVT 10-YR 0 -1 -1 0.02% $628
EURO STOXX 50 Volatility Index 0 1 1 0.00% $132
MSCI CH NTR USD F MAR26 0 -2 -2 0.00% $99
5 YEAR US TREASURY NOTE FUTURE MAR26 0 0 0 0.00% $45
EURO-BOBL FUTURE JUN26 0 -1 -1 -0.01% -$428
Short-Term Euro-BTP 0 -2 -2 -0.01% -$440
EURO-BUXL 30Y BND JUN26 0 -1 -1 -0.01% -$509
10-Year T-Note Futures, Jun-2026,ETH 0 -1 -1 -0.02% -$814
5-Year T-Note Futures, Jun-2026,ETH 0 -2 -2 -0.02% -$885
EURO STOXX 50 Index 0 1 1 -0.04% -$1.51K
CAC 40 Index Future, Apr 2026 0 1 1 -0.05% -$1.84K
FTSE 100 Index 0 1 1 -0.05% -$1.86K
ASX SPI 200 Index Futures 0 1 1 -0.05% -$2.14K
OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite 0 4 4 -0.07% -$2.75K
Ten-Year Government of Canada Bond Futures 0 3 3 -0.10% -$4.05K
Long Gilt 0 1 1 -0.11% -$4.46K
EURO-BTP (ITALY GOVT) JUN 26 0 1 1 -0.14% -$5.77K
SILVER SEP 26 0 1 1 -0.15% -$6.16K
EURO-OAT FUTURE JUN26 0 2 2 -0.15% -$6.28K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FICC 3,933,000 0 -3,933,000 0.00% -$3.93M
Silver Futures Contracts 3 0 -3 0.00% -$39.12K
VSTOXX -25 0 25 0.00% -$6.79K
IBOXX ISHR BND ID -4 0 4 0.00% -$5.57K
OMXS30 IND 8 0 -8 0.00% -$4.56K
WTI CRUDE MAR 26 1 0 -1 0.00% -$4.08K
USD/SGD FORWARD 7 0 -7 0.00% -$2.01K
RAPESEED EURO 1 0 -1 0.00% -$135
SET50 25 0 -25 0.00% $712
USD/SEK FORWARD 7 0 -7 0.00% $1.54K
XAV HEALTH CARE 1 0 -1 0.00% $3.82K
SPI 200 -50 0 50 0.00% $4.08K
US DOLLAR -48 0 48 0.00% $12.85K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
WHEAT (CBT) -11 32 43 0.92% $32.64K
ZAR/USD FORWARD 12 16 4 0.09% $3.40K
ZAR/USD FORWARD 12 17 5 0.07% $5.08K
U.S. Secured Overnight Financing Rate 8 11 3 0.02% $2.41K
USD/NZD FORWARD 12 16 4 0.01% $89
USD/SEK FORWARD 2 6 4 0.00% -$10
WELLS FARGO TRIPARTY MTGE 3 4 1 0.00% -$353
ZSCALER INC CFD 2 4 2 0.00% -$136
USD/NOK FORWARD 1 4 3 -0.03% -$1.20K
ZURN ELKAY WATER SOLUTIONS CORP 28 30 2 -0.06% -$9.22K
ZAR/USD FORWARD 23 24 1 -0.09% -$1.15K
WORLDCLIMATE PARI MAR26 -12 -3 9 -0.19% -$30.82K
ZIJIN MINING GROUP LTD H 17 21 4 -0.20% -$9.77K
TPX BANKS INDEX 0 1 1 -0.22% -$23.18K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
USD/SGD FORWARD 4 2 -2 0.24% $8.09K
ZAR/USD FORWARD 15 6 -9 0.11% $1.74K
IFSC NIFTY 50 6 -5 -11 0.11% $5.55K
WTI CRUDE -2 -3 -1 0.06% -$14.49K
ZAR/USD FORWARD 39 21 -18 0.02% -$4.98K
ZAR/USD FORWARD 4 3 -1 0.00% $542
NOMURA TREAS TRIPARTY 6 1 -5 0.00% -$5.39K
ZAR/USD FORWARD 5 2 -3 -0.04% -$3.07K
S&P/TSX 60 IX 2 1 -1 -0.05% -$477
SOCGEN TRIPARTY TSY 29 26 -3 -0.06% -$1.97K
ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 24 23 -1 -0.10% -$10.87K
ZAR/USD FORWARD 21 18 -3 -0.31% -$16.80K
NIKKEI 225 (SGX) 44 5 -39 -0.34% -$24.14K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
USD/SGD FORWARD 4 4 0 0.08% $4.15K

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