Fund profile
Tickers
AMFNX, AMFAX, ASFCX, ASFYX
Fund manager
Total assets
$2.45 bn
Liabilities
$117.31 mm
Net assets
$2.33 bn
Number of holdings
157.00
157 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 102.64 mm | 103.00 mm principal | 4.40 | Debt | Long | USA |
United States Treasury Bill | 96.26 mm | 97.00 mm principal | 4.13 | Debt | Long | USA |
DNBNNY YCD 5.2700 04/02/24 | 86.00 mm | 86.00 mm principal | 3.69 | Debt | Long | USA |
Mizuho Bank Ltd/New York NY | 81.51 mm | 81.50 mm principal | 3.50 | Debt | Long | Japan |
United States Treasury Bill | 79.56 mm | 80.00 mm principal | 3.41 | Debt | Long | USA |
BACNA CD 5.8000 04/10/24 | 60.01 mm | 60.00 mm principal | 2.57 | Debt | Long | USA |
BNPPNY YCD 5.2000 12/19/24 | 51.92 mm | 52.00 mm principal | 2.23 | Debt | Long | USA |
Mitsubishi UFJ Trust & Banking Corp/NY | 51.50 mm | 51.50 mm principal | 2.21 | Debt | Long | Japan |
TDNY YCD 5.9700 10/07/24 | 50.10 mm | 50.00 mm principal | 2.15 | Debt | Long | USA |
Nordea Bank Abp/New York NY | 50.09 mm | 50.00 mm principal | 2.15 | Debt | Long | Finland |
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | 50.09 mm | 50.00 mm principal | 2.15 | Debt | Long | Canada |
Bank of Nova Scotia/Houston | 50.07 mm | 50.00 mm principal | 2.15 | Debt | Long | Canada |
RY YCD 5.8300 07/23/24 | 50.05 mm | 50.00 mm principal | 2.15 | Debt | Long | USA |
NABNY YCD 5.1200 09/25/24 | 49.95 mm | 50.00 mm principal | 2.14 | Debt | Long | USA |
United States Treasury Bill | 49.37 mm | 50.00 mm principal | 2.12 | Debt | Long | USA |
Sumitomo Mitsui Banking Corp/New York | 46.50 mm | 46.50 mm principal | 1.99 | Debt | Long | Japan |
WSTNY YCD 5.8400 08/15/24 | 45.05 mm | 45.00 mm principal | 1.93 | Debt | Long | USA |
United States Treasury Bill | 44.48 mm | 45.00 mm principal | 1.91 | Debt | Long | USA |
BANK OF AMERICA NA CD FLT 24 | 40.01 mm | 40.00 mm principal | 1.72 | Debt | Long | USA |
SUMIBK YCD 5.8200 04/12/24 | 40.01 mm | 40.00 mm principal | 1.72 | Debt | Long | USA |
DZBK YCD 5.3000 06/03/24 | 39.99 mm | 40.00 mm principal | 1.72 | Debt | Long | USA |
BNPPNY YCD 5.2700 10/04/24 | 37.96 mm | 38.00 mm principal | 1.63 | Debt | Long | USA |
Svenska Handelsbanken/New York NY | 37.56 mm | 37.50 mm principal | 1.61 | Debt | Long | Sweden |
Cooperatieve Rabobank UA/NY | 37.01 mm | 37.00 mm principal | 1.59 | Debt | Long | Netherlands |
Oversea-Chinese Banking Corp Ltd/New York | 34.99 mm | 35.00 mm principal | 1.50 | Debt | Long | Singapore |
United States Treasury Bill | 33.64 mm | 34.00 mm principal | 1.44 | Debt | Long | USA |
TDNY YCD 5.8900 05/22/24 | 30.02 mm | 30.00 mm principal | 1.29 | Debt | Long | USA |
CIBCNY YCD 5.8400 05/13/24 | 30.01 mm | 30.00 mm principal | 1.29 | Debt | Long | USA |
Canadian Imperial Bank of Commerce/New York NY | 30.00 mm | 30.00 mm principal | 1.29 | Debt | Long | Canada |
Oversea-Chinese Banking Corp Ltd/New York | 29.99 mm | 30.00 mm principal | 1.29 | Debt | Long | Singapore |
Dreyfus Government Cash Management | 25.37 mm | 25.37 mm shares | 1.09 | Short-term investment vehicle | Long | USA |
TDNY YCD 0 07/02/24 | 25.04 mm | 25.00 mm principal | 1.07 | Debt | Long | USA |
SEBNY YCD 5.2500 10/08/24 | 24.97 mm | 25.00 mm principal | 1.07 | Debt | Long | USA |
United States Treasury Bill | 23.90 mm | 24.00 mm principal | 1.03 | Debt | Long | USA |
Westpac Banking Corp/NY | 23.50 mm | 23.50 mm principal | 1.01 | Debt | Long | Australia |
United States Treasury Bill | 20.93 mm | 21.00 mm principal | 0.90 | Debt | Long | USA |
United States Treasury Bill | 20.82 mm | 21.00 mm principal | 0.89 | Debt | Long | USA |
United States Treasury Bill | 18.82 mm | 19.00 mm principal | 0.81 | Debt | Long | USA |
COCOA | 18.26 mm | 357.00 contracts | 0.78 | Commodity derivative | N/A | USA |
Bank of Montreal/Chicago IL | 17.02 mm | 17.00 mm principal | 0.73 | Debt | Long | Canada |
United States Treasury Bill | 14.96 mm | 15.00 mm principal | 0.64 | Debt | Long | USA |
United States Treasury Bill- When Issued | 14.75 mm | 15.00 mm principal | 0.63 | Debt | Long | USA |
United States Treasury Bill | 9.95 mm | 10.00 mm principal | 0.43 | Debt | Long | USA |
JAPAN YEN CURR | 9.91 mm | -4.21 k contracts | 0.43 | DFE | N/A | USA |
United States Treasury Bill | 8.98 mm | 9.00 mm principal | 0.39 | Debt | Long | USA |
United States Treasury Bill | 8.93 mm | 9.00 mm principal | 0.38 | Debt | Long | USA |
United States Treasury Bill | 8.85 mm | 9.00 mm principal | 0.38 | Debt | Long | USA |
United States Treasury Bill | 8.00 mm | 8.00 mm principal | 0.34 | Debt | Long | USA |
United States Treasury Bill- When Issued | 7.99 mm | 8.00 mm principal | 0.34 | Debt | Long | USA |
United States Treasury Bill | 7.99 mm | 8.00 mm principal | 0.34 | Debt | Long | USA |
United States Treasury Bill | 7.96 mm | 8.00 mm principal | 0.34 | Debt | Long | USA |
United States Treasury Bill | 7.88 mm | 8.00 mm principal | 0.34 | Debt | Long | USA |
United States Treasury Bill | 6.00 mm | 6.00 mm principal | 0.26 | Debt | Long | USA |
GOLD 100 OZ | 5.69 mm | 1.09 k contracts | 0.24 | Commodity derivative | N/A | USA |
EURO STOXX 50 | 5.38 mm | 3.29 k contracts | 0.23 | Equity derivative | N/A | Germany |
S&P500 EMINI | 5.01 mm | 853.00 contracts | 0.21 | Equity derivative | N/A | USA |
United States Treasury Bill | 4.96 mm | 5.00 mm principal | 0.21 | Debt | Long | USA |
DJIA MINI E-CBOT | 4.46 mm | 907.00 contracts | 0.19 | Equity derivative | N/A | USA |
DAX INDEX | 4.45 mm | 244.00 contracts | 0.19 | Equity derivative | N/A | Germany |
BRENT CRUDE | 4.18 mm | 1.10 k contracts | 0.18 | Commodity derivative | N/A | UK |
SPI 200 | 3.79 mm | 984.00 contracts | 0.16 | Equity derivative | N/A | Australia |
FTSE/MIB INDEX | 3.56 mm | 509.00 contracts | 0.15 | Equity derivative | N/A | Italy |
3 Month Euro Euribor | 3.29 mm | -12.28 k contracts | 0.14 | Interest rate derivative | N/A | UK |
IBEX 35 INDX | 3.15 mm | 460.00 contracts | 0.14 | Equity derivative | N/A | Spain |
S&P MID 400 EMINI | 3.01 mm | 339.00 contracts | 0.13 | Equity derivative | N/A | USA |
WTI CRUDE | 2.95 mm | 807.00 contracts | 0.13 | Commodity derivative | N/A | USA |
S&P/TSX 60 IX | 2.77 mm | 821.00 contracts | 0.12 | Equity derivative | N/A | Canada |
MXN/USD FORWARD
UBS Securities LLC
|
2.35 mm | 1.00 contracts | 0.10 | DFE | N/A | USA |
GASOLINE RBOB | 2.19 mm | 566.00 contracts | 0.09 | Commodity derivative | N/A | USA |
USD/CHF FORWARD
UBS Securities LLC
|
2.14 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
NATURAL GAS | 2.10 mm | -2.41 k contracts | 0.09 | Commodity derivative | N/A | USA |
CNH/USD FORWARD
UBS Securities LLC
|
2.05 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
CAC40 10 EURO | 1.91 mm | 1.17 k contracts | 0.08 | Equity derivative | N/A | France |
EURO FX CURR | 1.81 mm | -1.62 k contracts | 0.08 | DFE | N/A | USA |
TOPIX INDX | 1.80 mm | 516.00 contracts | 0.08 | Equity derivative | N/A | Japan |
EURO-BTP | 1.63 mm | 1.07 k contracts | 0.07 | Interest rate derivative | N/A | Germany |
AUDUSD CRNCY | 1.51 mm | -2.07 k contracts | 0.06 | DFE | N/A | USA |
USD/SGD FORWARD
UBS Securities LLC
|
1.50 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
NASDAQ 100 E-MINI | 1.49 mm | 402.00 contracts | 0.06 | Equity derivative | N/A | USA |
OMXS30 IND | 1.33 mm | 2.87 k contracts | 0.06 | Equity derivative | N/A | Sweden |
E-MINI RUSS 2000 | 1.23 mm | 661.00 contracts | 0.05 | Equity derivative | N/A | USA |
FTSE 100 INDEX | 1.06 mm | 505.00 contracts | 0.05 | Equity derivative | N/A | UK |
STOXX EUROPE 600 | 1.01 mm | 1.89 k contracts | 0.04 | Equity derivative | N/A | Germany |
NOK/USD FORWARD
UBS Securities LLC
|
925.09 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
CORN | 776.01 k | -4.47 k contracts | 0.03 | Commodity derivative | N/A | USA |
LME PRI ALUM | 757.85 k | 483.00 contracts | 0.03 | Commodity derivative | N/A | UK |
USD/NZD FORWARD
UBS Securities LLC
|
710.57 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
2 YEAR US TREASURY NOTE | 673.16 k | -5.18 k contracts | 0.03 | Interest rate derivative | N/A | USA |
NIKKEI 225 | 656.72 k | 307.00 contracts | 0.03 | Equity derivative | N/A | Japan |
SEK/USD FORWARD
UBS Securities LLC
|
626.76 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
COFFEE 'C' | 542.97 k | 287.00 contracts | 0.02 | Commodity derivative | N/A | USA |
IFSC NIFTY 50 | 531.56 k | 1.36 k contracts | 0.02 | Equity derivative | N/A | India |
ZAR/USD FORWARD
UBS Securities LLC
|
464.14 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
NY HARB ULSD | 408.35 k | 323.00 contracts | 0.02 | Commodity derivative | N/A | USA |
KC HRW WHEAT | 322.92 k | -216.00 contracts | 0.01 | Commodity derivative | N/A | USA |
WHEAT (CBT) | 255.33 k | -966.00 contracts | 0.01 | Commodity derivative | N/A | USA |
SOYBEAN | 158.46 k | -1.52 k contracts | 0.01 | Commodity derivative | N/A | USA |
SOYBEAN MEAL | 137.91 k | -1.29 k contracts | 0.01 | Commodity derivative | N/A | USA |
MSCI EMGMKT | 63.30 k | 747.00 contracts | 0.00 | Equity derivative | N/A | USA |
HANG SENG INDEX | 60.96 k | -151.00 contracts | 0.00 | Equity derivative | N/A | Hong Kong |
LONG GILT | 60.13 k | 112.00 contracts | 0.00 | Interest rate derivative | N/A | UK |
3M CORRA | 35.86 k | -509.00 contracts | 0.00 | Interest rate derivative | N/A | Canada |
KRW/USD MINI | 31.89 k | -274.00 contracts | 0.00 | DFE | N/A | Singapore |
LME COPPER | 31.31 k | 97.00 contracts | 0.00 | Commodity derivative | N/A | UK |
FTSE TAIWAN INDEX | 28.99 k | 884.00 contracts | 0.00 | Equity derivative | N/A | Singapore |
HSCEI | 4.50 k | -208.00 contracts | 0.00 | Equity derivative | N/A | Hong Kong |
AUST 10Y BOND | 1.30 k | -111.00 contracts | 0.00 | Interest rate derivative | N/A | Australia |
90-DAY BANK BILL | 1.12 k | -539.00 contracts | 0.00 | Interest rate derivative | N/A | Australia |
USD/TRY FORWARD
UBS Securities LLC
|
-5.73 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
SHORT EURO-BTP | -13.62 k | -425.00 contracts | -0.00 | Interest rate derivative | N/A | Germany |
EURO-OAT | -14.17 k | 420.00 contracts | -0.00 | Interest rate derivative | N/A | Germany |
ALUMINUM | -17.68 k | -11.00 contracts | -0.00 | Commodity derivative | N/A | USA |
MSCI SING IX ETS | -20.34 k | 229.00 contracts | -0.00 | Equity derivative | N/A | Singapore |
C$ CURRENCY | -22.95 k | -2.28 k contracts | -0.00 | DFE | N/A | USA |
SILVER | -30.50 k | 30.00 contracts | -0.00 | Commodity derivative | N/A | USA |
AUST 3YR BOND | -39.76 k | -854.00 contracts | -0.00 | Interest rate derivative | N/A | Australia |
FTSE/JSE TOP 40 | -62.92 k | -63.00 contracts | -0.00 | Equity derivative | N/A | South Africa |
BRAZIL REAL | -87.56 k | 1.00 k contracts | -0.00 | DFE | N/A | USA |
LEAN HOGS | -96.62 k | 189.00 contracts | -0.00 | Commodity derivative | N/A | USA |
SUGAR #11 (WORLD) | -129.84 k | -478.00 contracts | -0.01 | Commodity derivative | N/A | USA |
TRY/USD FORWARD
UBS Securities LLC
|
-131.35 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PLATINUM | -151.56 k | -208.00 contracts | -0.01 | Commodity derivative | N/A | USA |
USD/CNH FORWARD
UBS Securities LLC
|
-153.50 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
IRON ORE 62 | -187.43 k | 441.00 contracts | -0.01 | Commodity derivative | N/A | Singapore |
LOW SU GASOIL G | -198.98 k | 862.00 contracts | -0.01 | Commodity derivative | N/A | UK |
MSCI EAFE | -214.26 k | 1.20 k contracts | -0.01 | Equity derivative | N/A | USA |
INR/USD | -219.46 k | 1.52 k contracts | -0.01 | DFE | N/A | Singapore |
EURO-BUXL 30Y BND | -253.06 k | -61.00 contracts | -0.01 | Interest rate derivative | N/A | Germany |
Three Month SONIA Index | -272.21 k | -4.08 k contracts | -0.01 | Interest rate derivative | N/A | UK |
COTTON NO.2 | -273.61 k | 493.00 contracts | -0.01 | Commodity derivative | N/A | USA |
LME ZINC | -308.75 k | -238.00 contracts | -0.01 | Commodity derivative | N/A | UK |
LME ZINC | -319.01 k | 186.00 contracts | -0.01 | Commodity derivative | N/A | UK |
USD/ZAR FORWARD
UBS Securities LLC
|
-326.48 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
CAN 10YR BOND | -344.65 k | -716.00 contracts | -0.01 | Interest rate derivative | N/A | Canada |
Three-Month SOFR | -378.30 k | -8.22 k contracts | -0.02 | Interest rate derivative | N/A | USA |
SGD/USD FORWARD
UBS Securities LLC
|
-380.18 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
PALLADIUM | -499.80 k | -71.00 contracts | -0.02 | Commodity derivative | N/A | USA |
NZD/USD FORWARD
UBS Securities LLC
|
-609.84 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
LME COPPER | -651.59 k | -46.00 contracts | -0.03 | Commodity derivative | N/A | UK |
EURO-BUND | -652.29 k | -412.00 contracts | -0.03 | Interest rate derivative | N/A | Germany |
LME NICKEL | -746.52 k | -249.00 contracts | -0.03 | Commodity derivative | N/A | UK |
US 5 YEAR TREASURY NOTE | -755.84 k | -2.97 k contracts | -0.03 | Interest rate derivative | N/A | USA |
LME NICKEL | -966.02 k | 162.00 contracts | -0.04 | Commodity derivative | N/A | UK |
US LONG BOND(CBT) | -975.90 k | -444.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
10 YEAR US TREASURY NOTE | -1.04 mm | -1.62 k contracts | -0.04 | Interest rate derivative | N/A | USA |
10 YEAR US ULTRA TREASURY BOND | -1.07 mm | -1.11 k contracts | -0.05 | Interest rate derivative | N/A | USA |
EURO-SCHATZ | -1.08 mm | -13.34 k contracts | -0.05 | Interest rate derivative | N/A | Germany |
EURO-BOBL | -1.23 mm | -2.25 k contracts | -0.05 | Interest rate derivative | N/A | Germany |
US ULTRA BOND | -1.25 mm | -398.00 contracts | -0.05 | Interest rate derivative | N/A | USA |
LIVE CATTLE | -1.29 mm | 772.00 contracts | -0.06 | Commodity derivative | N/A | USA |
SOYBEAN OIL | -1.45 mm | -884.00 contracts | -0.06 | Commodity derivative | N/A | USA |
ECX EMISSION | -1.60 mm | -640.00 contracts | -0.07 | Commodity derivative | N/A | Netherlands |
BP CURRENCY | -1.70 mm | 1.66 k contracts | -0.07 | DFE | N/A | USA |
SEK/USD FORWARD
UBS Securities LLC
|
-1.73 mm | 1.00 contracts | -0.07 | DFE | N/A | USA |
COPPER | -2.23 mm | 929.00 contracts | -0.10 | Commodity derivative | N/A | USA |
LME PRI ALUM | -2.25 mm | -727.00 contracts | -0.10 | Commodity derivative | N/A | UK |
PLN/USD FORWARD
UBS Securities LLC
|
-3.00 mm | 1.00 contracts | -0.13 | DFE | N/A | USA |