The defender is the subject of an offer from Chelsea, which has been turned down, and is also wanted by Arsenal.
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Hato didn't feature in Thursday's friendly defeat to Celtic, though Heitinga insists it was a fitness decision rather than anything to do with the prospect of the defender being sold.
“He's still an Ajax player at the moment," said Heitinga.
"I'm worried? These are things you can't control right now. For me, the most important thing is: all players under contract with Ajax get my attention.
"Everything else is speculation."