STMZX
AMG Systematica Trend-Enhanced Markets 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 4,116,000 4,116,000 101.88% $4.12M
JAPAN GOVT 10-YR 0 -2 -2 0.53% $21.48K
Commonwealth of Australia 0 -41 -41 0.43% $17.55K
KOREA TRSY BD 0 -31 -31 0.42% $17.12K
SET50 INDEX FUTURES, Jun-2026 0 51 51 0.07% $2.97K
EURO-SCHATZ FUT JUN26 DUM6 0 -7 -7 0.06% $2.57K
2-Year T-Note Futures, Jun-2026,ETH 0 -6 -6 0.06% $2.52K
ZAR/USD FORWARD 0 6 6 0.03% $1.13K
MSCI CH NTR USD F MAR26 0 -2 -2 0.00% $99
EURO STOXX 50 Volatility Index 0 2 2 0.00% $51
5-Year T-Note Futures, Jun-2026,ETH 0 -2 -2 0.00% -$64
ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 0 -1 -1 0.00% -$94
10-Year T-Note Futures, Jun-2026,ETH 0 -1 -1 0.00% -$95
EURO STOXX 50 Volatility Index 0 1 1 0.00% -$168
Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH 0 -1 -1 -0.01% -$267
Short-Term Euro-BTP 0 -2 -2 -0.01% -$440
EURO-BOBL FUTURE JUN26 0 -1 -1 -0.01% -$567
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
Long Gilt 0 1 1 -0.05% -$1.92K
OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite 0 3 3 -0.05% -$2.06K
EURO-BUXL 30Y BND JUN26 0 -1 -1 -0.05% -$2.10K
ASX SPI 200 Index Futures 0 1 1 -0.05% -$2.14K
LME ZINC 0 0 0 -0.14% -$5.49K
EURO-BTP (ITALY GOVT) JUN 26 0 1 1 -0.14% -$5.77K
Ten-Year Government of Canada Bond Futures 0 4 4 -0.17% -$6.94K
SILVER SEP 26 0 1 1 -0.18% -$7.20K
EURO-OAT FUTURE JUN26 0 2 2 -0.24% -$9.53K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FICC 4,028,000 0 -4,028,000 0.00% -$4.03M
Silver Futures Contracts 3 0 -3 0.00% -$39.12K
VSTOXX -24 0 24 0.00% -$6.71K
IBOXX ISHR BND ID -3 0 3 0.00% -$5.70K
WTI CRUDE MAR 26 1 0 -1 0.00% -$5.00K
OMXS30 IND 9 0 -9 0.00% -$4.99K
USD/SGD FORWARD 7 0 -7 0.00% -$2.49K
USD/GBP FORWARD 1 0 -1 0.00% -$1.21K
RAPESEED EURO 1 0 -1 0.00% -$135
SET50 24 0 -24 0.00% $685
USD/SEK FORWARD 6 0 -6 0.00% $1.70K
SPI 200 -53 0 53 0.00% $3.69K
US DOLLAR -44 0 44 0.00% $11.73K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
WHEAT (CBT) -11 35 46 0.83% $24.00K
WTI CRUDE -3 -2 1 0.26% -$6.14K
ZAR/USD FORWARD 11 16 5 0.24% $12.16K
ZAR/USD FORWARD 13 15 2 0.06% $2.10K
U.S. Secured Overnight Financing Rate 6 8 2 0.01% $2.64K
USD/SEK FORWARD 2 6 4 0.00% -$11
ZSCALER INC CFD 2 3 1 0.00% -$98
WELLS FARGO TRIPARTY MTGE 2 4 2 -0.02% -$1.24K
USD/NOK FORWARD 1 4 3 -0.03% -$1.20K
USD/NZD FORWARD 10 13 3 -0.04% -$3.47K
ZURN ELKAY WATER SOLUTIONS CORP 25 33 8 -0.07% -$9.69K
ZAR/USD FORWARD 18 26 8 -0.11% -$5.78K
ZIJIN MINING GROUP LTD H 16 21 5 -0.15% -$7.42K
TPX BANKS INDEX 0 1 1 -0.22% -$25.99K
WORLDCLIMATE PARI MAR26 -19 -3 16 -0.24% -$35.77K
XAV HEALTH CARE 15 17 2 -2.32% -$89.43K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
USD/SGD FORWARD 3 2 -1 0.24% $9.44K
ZAR/USD FORWARD 17 7 -10 0.12% $2.97K
IFSC NIFTY 50 6 -5 -11 0.11% $5.53K
NOMURA TREAS TRIPARTY 9 1 -8 0.00% -$3.71K
ZAR/USD FORWARD 5 2 -3 -0.04% -$3.07K
S&P/TSX 60 IX 6 1 -5 -0.05% $1.32K
ZAR/USD FORWARD 34 22 -12 -0.05% -$11.72K
ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 24 21 -3 -0.10% -$9.67K
SOCGEN TRIPARTY TSY 27 23 -4 -0.12% -$2.60K
ZAR/USD FORWARD 23 18 -5 -0.31% -$14.52K
NIKKEI 225 (SGX) 38 6 -32 -0.41% -$26.30K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
USD/SGD FORWARD 4 4 0 0.15% $7.26K
ZAR/USD FORWARD 3 3 0 0.00% $124

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