{"entity_type":"fund","name":"AMG Systematica Managed Futures Strategy Fund","identifiers":{"lei":"254900K8IOXKHZ1P6439","cik":"882443","fund_id":"S000084098","fundkey":"amg-systematica-managed-futures-strategy-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-09-30","filing_date":"2026-02-27"},"summary":{"total_positions":1,"total_value_usd":-0.98,"asset_categories":["DFE"],"by_asset_category":{"DFE":{"positions":1,"total_value_usd":-0.98}}},"holdings":[{"issuer_name":"Citibank, National Association","title":"USD/SEK FORWARD","isin":null,"value_usd":-0.98,"pct_val":-0.00001595677,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=882443&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/amg-systematica-managed-futures-strategy-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/amg-systematica-managed-futures-strategy-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: AMG Systematica Managed Futures Strategy Fund | LEI: 254900K8IOXKHZ1P6439 | 1 positions totaling $-1 across DFE | Filing: Thu Feb 26 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-27"}