Fund profile
Tickers
AMFNX, AMFAX, ASFCX, ASFYX
Fund manager
Total assets
$2.32 bn
Liabilities
$7.64 mm
Net assets
$2.31 bn
Number of holdings
156.00
156 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
SUMTNY YCD 5.3100 07/11/24 | 88.00 mm | 88.00 mm principal | 3.81 | Debt | Long | USA |
Mizuho Bank Ltd/New York NY | 81.51 mm | 81.50 mm principal | 3.53 | Debt | Long | Japan |
Dreyfus Government Cash Management | 70.15 mm | 70.15 mm shares | 3.04 | Short-term investment vehicle | Long | USA |
BNPPNY YCD 5.2000 12/19/24 | 51.91 mm | 52.00 mm principal | 2.25 | Debt | Long | USA |
Mitsubishi UFJ Trust & Banking Corp/NY | 51.50 mm | 51.50 mm principal | 2.23 | Debt | Long | Japan |
Nordea Bank Abp/New York NY | 50.06 mm | 50.00 mm principal | 2.17 | Debt | Long | Finland |
TDNY YCD 5.9700 10/07/24 | 50.04 mm | 50.00 mm principal | 2.17 | Debt | Long | USA |
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | 50.03 mm | 50.00 mm principal | 2.17 | Debt | Long | Canada |
Bank of Nova Scotia/Houston | 50.03 mm | 50.00 mm principal | 2.17 | Debt | Long | Canada |
BMOCHG YCD 5.4800 05/08/25 | 50.01 mm | 50.00 mm principal | 2.17 | Debt | Long | USA |
RY YCD 5.8300 07/23/24 | 50.01 mm | 50.00 mm principal | 2.17 | Debt | Long | USA |
SVSNY YCD 5.4100 06/18/25 | 50.00 mm | 50.00 mm principal | 2.17 | Debt | Long | USA |
NABNY YCD 5.1200 09/25/24 | 49.95 mm | 50.00 mm principal | 2.16 | Debt | Long | USA |
Canadian Imperial Bank of Commerce/New York NY | 47.51 mm | 47.50 mm principal | 2.06 | Debt | Long | Canada |
Sumitomo Mitsui Banking Corp/New York | 46.50 mm | 46.50 mm principal | 2.01 | Debt | Long | Japan |
MUFGBK YCD 5.4700 11/12/24 | 45.50 mm | 45.50 mm principal | 1.97 | Debt | Long | USA |
WSTNY YCD 5.8400 08/15/24 | 45.02 mm | 45.00 mm principal | 1.95 | Debt | Long | USA |
United States Treasury Bill | 44.67 mm | 45.00 mm principal | 1.94 | Debt | Long | USA |
United States Treasury Bill | 44.57 mm | 45.00 mm principal | 1.93 | Debt | Long | USA |
BACNA CD 5.4000 01/06/25 | 42.98 mm | 43.00 mm principal | 1.86 | Debt | Long | USA |
United States Treasury Bill | 42.18 mm | 42.50 mm principal | 1.83 | Debt | Long | USA |
BACNA CD 5.4600 01/13/25 | 40.49 mm | 40.50 mm principal | 1.75 | Debt | Long | USA |
Sumitomo Mitsui Banking Corp/New York | 40.01 mm | 40.00 mm principal | 1.73 | Debt | Long | Japan |
DNBNNY YCD 5.2900 07/02/24 | 38.00 mm | 38.00 mm principal | 1.65 | Debt | Long | USA |
BNPPNY YCD 5.2700 10/04/24 | 37.97 mm | 38.00 mm principal | 1.64 | Debt | Long | USA |
Svenska Handelsbanken/New York NY | 37.55 mm | 37.50 mm principal | 1.63 | Debt | Long | Sweden |
DZBK YCD 5.4700 12/04/24 | 37.50 mm | 37.50 mm principal | 1.62 | Debt | Long | USA |
Cooperatieve Rabobank UA/NY | 37.02 mm | 37.00 mm principal | 1.60 | Debt | Long | Netherlands |
Oversea-Chinese Banking Corp Ltd/New York | 35.00 mm | 35.00 mm principal | 1.52 | Debt | Long | Singapore |
Canadian Imperial Bank of Commerce/New York NY | 30.01 mm | 30.00 mm principal | 1.30 | Debt | Long | Canada |
Cooperatieve Rabobank UA/NY | 30.01 mm | 30.00 mm principal | 1.30 | Debt | Long | Netherlands |
Oversea-Chinese Banking Corp Ltd/New York | 30.00 mm | 30.00 mm principal | 1.30 | Debt | Long | Singapore |
DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK/NEW YORK | 30.00 mm | 30.00 mm principal | 1.30 | Debt | Long | USA |
TDNY YCD 0 07/02/24 | 25.00 mm | 25.00 mm principal | 1.08 | Debt | Long | USA |
NORHNY YCD 5.4100 09/23/24 | 25.00 mm | 25.00 mm principal | 1.08 | Debt | Long | USA |
SEBNY YCD 5.2500 10/08/24 | 24.98 mm | 25.00 mm principal | 1.08 | Debt | Long | USA |
United States Treasury Bill | 23.92 mm | 24.00 mm principal | 1.04 | Debt | Long | USA |
BACNA CD 5.3800 07/18/24 | 22.00 mm | 22.00 mm principal | 0.95 | Debt | Long | USA |
United States Treasury Bill | 21.86 mm | 22.00 mm principal | 0.95 | Debt | Long | USA |
United States Treasury Bill | 18.00 mm | 18.00 mm principal | 0.78 | Debt | Long | USA |
United States Treasury Bill | 14.95 mm | 15.00 mm principal | 0.65 | Debt | Long | USA |
United States Treasury Bill | 9.94 mm | 10.00 mm principal | 0.43 | Debt | Long | USA |
United States Treasury Bill | 9.87 mm | 10.00 mm principal | 0.43 | Debt | Long | USA |
United States Treasury Bill | 8.96 mm | 9.00 mm principal | 0.39 | Debt | Long | USA |
United States Treasury Bill | 8.95 mm | 9.00 mm principal | 0.39 | Debt | Long | USA |
JAPAN YEN CURR | 8.76 mm | -4.47 k contracts | 0.38 | DFE | N/A | USA |
United States Treasury Bill | 8.00 mm | 8.00 mm principal | 0.35 | Debt | Long | USA |
United States Treasury Bill | 7.99 mm | 8.00 mm principal | 0.35 | Debt | Long | USA |
United States Treasury Bill | 7.98 mm | 8.00 mm principal | 0.35 | Debt | Long | USA |
United States Treasury Bill | 7.98 mm | 8.00 mm principal | 0.35 | Debt | Long | USA |
CORN | 7.95 mm | -4.29 k contracts | 0.34 | Commodity derivative | N/A | USA |
United States Treasury Bill | 6.92 mm | 7.00 mm principal | 0.30 | Debt | Long | USA |
3MO EURO EURIBOR | 5.46 mm | -15.10 k contracts | 0.24 | Interest rate derivative | N/A | UK |
Three-Month SOFR | 5.25 mm | -12.12 k contracts | 0.23 | Interest rate derivative | N/A | USA |
United States Treasury Bill | 4.99 mm | 5.00 mm principal | 0.22 | Debt | Long | USA |
United States Treasury Bill | 4.92 mm | 5.00 mm principal | 0.21 | Debt | Long | USA |
SOYBEAN | 3.77 mm | -2.06 k contracts | 0.16 | Commodity derivative | N/A | USA |
ZAR/USD FORWARD
UBS Securities LLC
|
1.82 mm | 1.00 contracts | 0.08 | DFE | N/A | USA |
USD/PLN FORWARD
UBS Securities LLC
|
1.57 mm | 1.00 contracts | 0.07 | DFE | N/A | USA |
DJIA MINI E-CBOT | 1.47 mm | 819.00 contracts | 0.06 | Equity derivative | N/A | USA |
S&P500 EMINI | 1.34 mm | 921.00 contracts | 0.06 | Equity derivative | N/A | USA |
BRENT CRUDE | 1.22 mm | 1.11 k contracts | 0.05 | Commodity derivative | N/A | UK |
EURO FX CURR | 1.15 mm | -3.88 k contracts | 0.05 | DFE | N/A | USA |
IFSC NIFTY 50 | 1.12 mm | 1.61 k contracts | 0.05 | Equity derivative | N/A | India |
TOPIX INDX | 877.87 k | 481.00 contracts | 0.04 | Equity derivative | N/A | Japan |
SPI 200 | 848.13 k | 836.00 contracts | 0.04 | Equity derivative | N/A | Australia |
FTSE/MIB INDEX | 845.98 k | 402.00 contracts | 0.04 | Equity derivative | N/A | Italy |
USD/CNH FORWARD
UBS Securities LLC
|
796.66 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
DAX INDEX | 792.60 k | 172.00 contracts | 0.03 | Equity derivative | N/A | Germany |
CHF/USD FORWARD
UBS Securities LLC
|
761.10 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
S&P/TSX 60 IX | 747.83 k | 561.00 contracts | 0.03 | Equity derivative | N/A | Canada |
FTSE TAIWAN INDEX | 705.28 k | 1.12 k contracts | 0.03 | Equity derivative | N/A | Singapore |
USD/SGD FORWARD
UBS Securities LLC
|
702.89 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
EURO STOXX 50 | 673.63 k | 2.27 k contracts | 0.03 | Equity derivative | N/A | Germany |
LIVE CATTLE | 658.33 k | 650.00 contracts | 0.03 | Commodity derivative | N/A | USA |
Three Month SONIA Index | 634.75 k | -4.22 k contracts | 0.03 | Interest rate derivative | N/A | UK |
NASDAQ 100 E-MINI | 632.50 k | 499.00 contracts | 0.03 | Equity derivative | N/A | USA |
BRAZIL REAL | 627.55 k | -1.30 k contracts | 0.03 | DFE | N/A | USA |
WHEAT (CBT) | 624.51 k | -752.00 contracts | 0.03 | Commodity derivative | N/A | USA |
NIKKEI 225 (OSE) | 556.88 k | 261.00 contracts | 0.02 | Equity derivative | N/A | Japan |
MSCI SING IX ETS | 556.87 k | 1.57 k contracts | 0.02 | Equity derivative | N/A | Singapore |
LEAN HOGS | 545.66 k | -886.00 contracts | 0.02 | Commodity derivative | N/A | USA |
AUDUSD CRNCY | 502.32 k | 1.38 k contracts | 0.02 | DFE | N/A | USA |
PLATINUM | 476.66 k | 190.00 contracts | 0.02 | Commodity derivative | N/A | USA |
NATURAL GAS | 435.70 k | -234.00 contracts | 0.02 | Commodity derivative | N/A | USA |
AUST 3YR BOND | 426.60 k | -4.62 k contracts | 0.02 | Interest rate derivative | N/A | Australia |
EURO-OAT | 408.64 k | -1.88 k contracts | 0.02 | Interest rate derivative | N/A | Germany |
WTI CRUDE | 381.23 k | 831.00 contracts | 0.02 | Commodity derivative | N/A | USA |
USD/NZD FORWARD
UBS Securities LLC
|
290.67 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
USD/MXN FORWARD
UBS Securities LLC
|
279.87 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
OMXS30 IND | 262.68 k | 3.02 k contracts | 0.01 | Equity derivative | N/A | Sweden |
LME NICKEL | 234.01 k | -188.00 contracts | 0.01 | Commodity derivative | N/A | UK |
SOYBEAN OIL | 206.13 k | -1.30 k contracts | 0.01 | Commodity derivative | N/A | USA |
IRON ORE 62% | 176.98 k | 519.00 contracts | 0.01 | Commodity derivative | N/A | Singapore |
FTSE 100 INDEX | 165.38 k | 1.25 k contracts | 0.01 | Equity derivative | N/A | UK |
90-DAY BANK BILL | 159.98 k | -1.34 k contracts | 0.01 | Interest rate derivative | N/A | Australia |
MSCI EMGMKT | 113.19 k | 1.63 k contracts | 0.00 | Equity derivative | N/A | USA |
USD/SEK FORWARD
UBS Securities LLC
|
108.69 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
COTTON NO.2 | 98.98 k | -608.00 contracts | 0.00 | Commodity derivative | N/A | USA |
FTSE/JSE TOP 40 | 95.51 k | 221.00 contracts | 0.00 | Equity derivative | N/A | South Africa |
SOYBEAN MEAL | 79.30 k | -269.00 contracts | 0.00 | Commodity derivative | N/A | USA |
KC HRW WHEAT | 75.77 k | -136.00 contracts | 0.00 | Commodity derivative | N/A | USA |
KRW/USD MINI | 5.96 k | -538.00 contracts | 0.00 | DFE | N/A | Singapore |
SILVER | 3.09 k | 544.00 contracts | 0.00 | Commodity derivative | N/A | USA |
LME PRI ALUM | 654.00 | -205.00 contracts | 0.00 | Commodity derivative | N/A | UK |
ALUMINUM | -16.07 k | 14.00 contracts | -0.00 | Commodity derivative | N/A | USA |
LOW SU GASOIL | -31.66 k | 336.00 contracts | -0.00 | Commodity derivative | N/A | UK |
LME ZINC | -34.46 k | -20.00 contracts | -0.00 | Commodity derivative | N/A | UK |
AUST 10Y BOND | -35.57 k | -919.00 contracts | -0.00 | Interest rate derivative | N/A | Australia |
STOXX EUROPE 600 | -44.29 k | 2.12 k contracts | -0.00 | Equity derivative | N/A | Germany |
NOK/USD FORWARD
UBS Securities LLC
|
-49.50 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
INR/USD | -56.75 k | -1.41 k contracts | -0.00 | DFE | N/A | Singapore |
3M CORRA | -75.76 k | 262.00 contracts | -0.00 | Interest rate derivative | N/A | Canada |
FTSE CHINA A50 | -100.15 k | 1.12 k contracts | -0.00 | Equity derivative | N/A | Singapore |
TRY/USD FORWARD
UBS Securities LLC
|
-101.80 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
GASOLINE RBOB | -104.64 k | 89.00 contracts | -0.00 | Commodity derivative | N/A | USA |
SHORT EURO-BTP | -118.86 k | -2.48 k contracts | -0.01 | Interest rate derivative | N/A | Germany |
US TREASURY LONG BOND | -173.94 k | 97.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
CAC40 10 EURO | -249.57 k | 341.00 contracts | -0.01 | Equity derivative | N/A | France |
PALLADIUM | -267.13 k | -92.00 contracts | -0.01 | Commodity derivative | N/A | USA |
US ULTRA BOND CBT | -279.85 k | 101.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
S&P MID 400 EMINI | -303.03 k | 288.00 contracts | -0.01 | Equity derivative | N/A | USA |
EURO-BUXL 30Y BND | -325.08 k | -147.00 contracts | -0.01 | Interest rate derivative | N/A | Germany |
E-MINI RUSS 2000 | -357.30 k | 404.00 contracts | -0.02 | Equity derivative | N/A | USA |
EURO-BTP | -378.94 k | 298.00 contracts | -0.02 | Interest rate derivative | N/A | Germany |
CHF/USD FORWARD
UBS Securities LLC
|
-395.05 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
NY HARB ULSD | -428.30 k | -69.00 contracts | -0.02 | Commodity derivative | N/A | USA |
HANG SENG INDEX | -430.50 k | 178.00 contracts | -0.02 | Equity derivative | N/A | Hong Kong |
HSCEI | -494.14 k | 686.00 contracts | -0.02 | Equity derivative | N/A | Hong Kong |
USD/SEK FORWARD
UBS Securities LLC
|
-565.65 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
IBEX 35 INDX | -565.76 k | 562.00 contracts | -0.02 | Equity derivative | N/A | Spain |
COFFEE 'C' | -602.80 k | 441.00 contracts | -0.03 | Commodity derivative | N/A | USA |
10 YEAR US TREASURY NOTE | -693.45 k | -960.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
PLN/USD FORWARD
UBS Securities LLC
|
-699.72 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
ECX EMISSION | -762.10 k | -133.00 contracts | -0.03 | Commodity derivative | N/A | Netherlands |
10 YEAR US ULTRA TREASURY BOND | -776.91 k | -692.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
MSCI EAFE | -832.81 k | 1.14 k contracts | -0.04 | Equity derivative | N/A | USA |
EURO-BUND | -998.98 k | -503.00 contracts | -0.04 | Interest rate derivative | N/A | Germany |
US 5 YEAR TREASURY NOTE | -1.09 mm | -2.32 k contracts | -0.05 | Interest rate derivative | N/A | USA |
BP CURRENCY | -1.10 mm | 1.30 k contracts | -0.05 | DFE | N/A | USA |
LONG GILT | -1.22 mm | 909.00 contracts | -0.05 | Interest rate derivative | N/A | UK |
LME ZINC | -1.31 mm | 268.00 contracts | -0.06 | Commodity derivative | N/A | UK |
USD/NZD FORWARD
UBS Securities LLC
|
-1.37 mm | 1.00 contracts | -0.06 | DFE | N/A | USA |
USD/MXN FORWARD
UBS Securities LLC
|
-1.50 mm | 1.00 contracts | -0.06 | DFE | N/A | USA |
LME PRI ALUM | -1.71 mm | 622.00 contracts | -0.07 | Commodity derivative | N/A | UK |
C$ CURRENCY | -1.89 mm | -4.20 k contracts | -0.08 | DFE | N/A | USA |
LME NICKEL | -1.92 mm | 79.00 contracts | -0.08 | Commodity derivative | N/A | UK |
COCOA | -2.07 mm | 197.00 contracts | -0.09 | Commodity derivative | N/A | USA |
CAN 10YR BOND | -2.36 mm | 1.60 k contracts | -0.10 | Interest rate derivative | N/A | Canada |
SUGAR #11 (WORLD) | -2.40 mm | -1.74 k contracts | -0.10 | Commodity derivative | N/A | USA |
US 2YR NOTE (CBT) | -2.60 mm | -6.41 k contracts | -0.11 | Interest rate derivative | N/A | USA |
EURO-BOBL | -2.63 mm | -2.16 k contracts | -0.11 | Interest rate derivative | N/A | Germany |
COPPER | -3.89 mm | 1.25 k contracts | -0.17 | Commodity derivative | N/A | USA |
LME COPPER | -4.25 mm | 176.00 contracts | -0.18 | Commodity derivative | N/A | UK |
EURO-SCHATZ | -6.22 mm | -11.35 k contracts | -0.27 | Interest rate derivative | N/A | Germany |
GOLD 100 OZ | -8.94 mm | 859.00 contracts | -0.39 | Commodity derivative | N/A | USA |