| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond AGL04 | 0 | 15,000,000 | 15.07 | 2.50 | 15,000,000 | 15.07 | 2.46 |
| SA Bond AGLG01 | 0 | 9,500,000 | 9.69 | 1.61 | 9,500,000 | 9.67 | 1.58 |
| SA Bond AGT04 | 0 | 12,000,000 | 12.46 | 2.07 | 12,000,000 | 12.43 | 2.03 |
| SA Bond AGT08 | 0 | 9,500,000 | 9.59 | 1.59 | 9,500,000 | 9.59 | 1.56 |
| SA Bond BNDS | -1,200,000 | 0 | 0.00 | 0.00 | 1,200,000 | 1.20 | 0.20 |
| SA Bond DSY08 | 0 | 6,000,000 | 6.07 | 1.01 | 6,000,000 | 6.07 | 0.99 |
| SA Bond FRB29 | 0 | 250,000 | 0.26 | 0.04 | 250,000 | 0.26 | 0.04 |
| SA Bond FRB32 | 0 | 4,300,000 | 4.37 | 0.72 | 4,300,000 | 4.35 | 0.71 |
| SA Bond FRB35 | 0 | 13,000,000 | 13.35 | 2.22 | 13,000,000 | 13.34 | 2.17 |
| SA Bond FRB36 | 0 | 5,000,000 | 5.07 | 0.84 | 5,000,000 | 5.07 | 0.83 |
| SA Bond FRB39 | 0 | 2,500,000 | 2.55 | 0.42 | 2,500,000 | 2.56 | 0.42 |
| SA Bond FRB42 | 0 | 15,000,000 | 15.03 | 2.49 | 15,000,000 | 15.03 | 2.45 |
| SA Bond INLV06 | 0 | 500,000 | 0.52 | 0.09 | 500,000 | 0.52 | 0.09 |
| SA Bond INLV07 | 0 | 7,750,000 | 7.87 | 1.31 | 7,750,000 | 7.89 | 1.29 |
| SA Bond INLV12 | 0 | 6,000,000 | 6.06 | 1.01 | 6,000,000 | 6.06 | 0.99 |
| SA Bond MTN44 | 0 | 16,000,000 | 16.35 | 2.71 | 16,000,000 | 16.36 | 2.67 |
| SA Bond NGT108 | 0 | 6,750,000 | 7.00 | 1.16 | 6,750,000 | 7.03 | 1.15 |
| SA Bond R186 | 12,000,000 | 12,000,000 | 12.77 | 2.12 | 0 | 0.00 | 0.00 |
| SA Bond R2030 | 0 | 4,300,000 | 4.18 | 0.69 | 4,300,000 | 4.27 | 0.70 |
| SA Bond R2032 | 0 | 9,850,000 | 9.07 | 1.50 | 9,850,000 | 9.35 | 1.52 |
| SA Bond R2035 | 137,000,000 | 204,900,000 | 185.16 | 30.71 | 67,900,000 | 64.00 | 10.44 |
| SA Bond R2040 | 50,000,000 | 96,500,000 | 81.21 | 13.47 | 46,500,000 | 41.49 | 6.76 |
| SA Bond SBS89 | 0 | 4,500,000 | 4.59 | 0.76 | 4,500,000 | 4.59 | 0.75 |
| SA Bond SBT105 | 0 | 3,000,000 | 3.06 | 0.51 | 3,000,000 | 3.07 | 0.50 |
| SA Bond SBT106 | 0 | 2,750,000 | 2.84 | 0.47 | 2,750,000 | 2.82 | 0.46 |
| SA Bond SBT111 | 0 | 4,000,000 | 4.02 | 0.67 | 4,000,000 | 4.03 | 0.66 |
| SA Bond SBT113 | 9,500,000 | 9,500,000 | 9.50 | 1.58 | 0 | 0.00 | 0.00 |
| SA Bond SBT209 | 0 | 500,000 | 0.50 | 0.08 | 500,000 | 0.50 | 0.08 |
| SA Bond SBT210 | 0 | 6,500,000 | 6.74 | 1.12 | 6,500,000 | 6.68 | 1.09 |
| SA Bond SST201 | 0 | 7,450,000 | 7.55 | 1.25 | 7,450,000 | 7.56 | 1.23 |
| SA Bond SST202 | 0 | 1,000,000 | 1.02 | 0.17 | 1,000,000 | 1.02 | 0.17 |
| SA Bond SST203 | 0 | 4,000,000 | 4.08 | 0.68 | 4,000,000 | 4.06 | 0.66 |
| Bond Total | 207,300,000 | 499,800,000 | 467.61 | 77.57 | 292,500,000 | 285.95 | 46.63 |
| Cash on call | 0 | 0 | -238.52 | -39.57 | 0 | -95.36 | -15.55 |
| Margin Account | 12,532,900 | 12,532,900 | 12.62 | 2.09 | 0 | 14.53 | 2.37 |
| Cash on call Total | 12,532,900 | 12,532,900 | -225.89 | -37.47 | 0 | -80.82 | -13.18 |
| Bond Derivative | 0 | 0 | 0.00 | 0.00 | 0 | 0.26 | 0.04 |
| Derivatives Total | 0 | 0 | 0.00 | 0.00 | 0 | 0.26 | 0.04 |
| European - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.03 | 0.00 |
| United Kingdom - Currency | 0 | 0 | 0.04 | 0.01 | 0 | 0.14 | 0.02 |
| USA - Currency | 0 | 0 | 0.28 | 0.05 | 0 | 0.64 | 0.10 |
| For Currency Total | 0 | 0 | 0.34 | 0.06 | 0 | 0.80 | 0.13 |
| Foreign - Bonds | 0 | 0 | 145.73 | 24.17 | 0 | 176.80 | 28.83 |
| Foreign - Unit Trust - Bonds | 0 | 0 | 31.04 | 5.15 | 0 | 31.37 | 5.12 |
| Foreign Invest Total | 0 | 0 | 176.77 | 29.32 | 0 | 208.18 | 33.94 |
| Saffron BCI Opportunity Income - B2 | 1,235,852 | 74,155,893 | 100.91 | 16.74 | 72,920,041 | 98.49 | 16.06 |
| Saffron BCI Opportunity Income Retention - A | 0 | 4,007,235 | 1.32 | 0.22 | 4,007,235 | 1.32 | 0.22 |
| Income Total | 1,235,852 | 78,163,128 | 102.23 | 16.96 | 76,927,276 | 99.82 | 16.28 |
| Saffron BCI Global Enhanced Income Feeder - A | 0 | 25,402,466 | 29.88 | 4.96 | 25,402,466 | 30.02 | 4.89 |
| International Total | 0 | 25,402,466 | 29.88 | 4.96 | 25,402,466 | 30.02 | 4.89 |
| Money Market - 1 month duration | 0 | 0 | 0.00 | 0.00 | 0 | 26.53 | 4.33 |
| Money Market - 2 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 11.89 | 1.94 |
| Money Market - 3 months duration | 14,000,000 | 14,000,000 | 14.40 | 2.39 | 0 | 0.00 | 0.00 |
| Money Market - 6 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 14.07 | 2.29 |
| Money Market Instrument | 4,613,409 | 4,613,409 | 37.47 | 6.22 | 0 | 1.47 | 0.24 |
| Nedgroup Investments Corporate Money Market - C20 | -15,013,817 | 1 | 0.04 | 0.01 | 15,013,818 | 15.12 | 2.47 |
| Money Market Total | 3,599,592 | 18,613,410 | 51.91 | 8.61 | 15,013,818 | 69.08 | 11.26 |
| Portfolio Total | 224,668,344 | 634,511,904 | 602.85 | 100.00 | 409,843,560 | 613.28 | 100.00 |