| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond AGL02 | -2,750,000 | 0 | 0.00 | 0.00 | 2,750,000 | 2.82 | 0.23 |
| SA Bond AGL03 | -1,000,000 | 1,000,000 | 1.02 | 0.11 | 2,000,000 | 2.04 | 0.16 |
| SA Bond AGLG01 | 1,000,000 | 9,500,000 | 9.66 | 1.08 | 8,500,000 | 8.64 | 0.69 |
| SA Bond AGT03 | 1,500,000 | 4,000,000 | 4.11 | 0.46 | 2,500,000 | 2.58 | 0.21 |
| SA Bond AGT04 | -750,000 | 12,000,000 | 12.61 | 1.41 | 12,750,000 | 13.45 | 1.08 |
| SA Bond BGL17 | -2,000,000 | 0 | 0.00 | 0.00 | 2,000,000 | 2.05 | 0.16 |
| SA Bond BGL19 | -15,000,000 | 0 | 0.00 | 0.00 | 15,000,000 | 15.16 | 1.22 |
| SA Bond BNDS | -1,200,000 | 0 | 0.30 | 0.03 | 1,200,000 | 0.30 | 0.02 |
| SA Bond FRB25 | 0 | 11,350,000 | 11.47 | 1.28 | 11,350,000 | 11.55 | 0.93 |
| SA Bond FRB26 | -10,000,000 | 0 | 0.00 | 0.00 | 10,000,000 | 10.10 | 0.81 |
| SA Bond FRB29 | -1,000,000 | 4,250,000 | 4.41 | 0.49 | 5,250,000 | 5.43 | 0.44 |
| SA Bond FRB32 | 0 | 4,300,000 | 4.36 | 0.49 | 4,300,000 | 4.36 | 0.35 |
| SA Bond FRB35 | 0 | 13,000,000 | 13.28 | 1.48 | 13,000,000 | 13.24 | 1.06 |
| SA Bond FRB36 | -7,000,000 | 5,000,000 | 5.04 | 0.56 | 12,000,000 | 12.15 | 0.98 |
| SA Bond FRB39 | -3,500,000 | 2,500,000 | 2.54 | 0.28 | 6,000,000 | 6.09 | 0.49 |
| SA Bond GBL06 | -7,500,000 | 0 | 0.00 | 0.00 | 7,500,000 | 7.53 | 0.61 |
| SA Bond INLV06 | 0 | 500,000 | 0.53 | 0.06 | 500,000 | 0.53 | 0.04 |
| SA Bond INLV07 | 0 | 7,750,000 | 7.93 | 0.88 | 7,750,000 | 7.94 | 0.64 |
| SA Bond INLV12 | -1,000,000 | 6,000,000 | 6.07 | 0.68 | 7,000,000 | 7.05 | 0.57 |
| SA Bond MTN26 | 0 | 9,000,000 | 9.12 | 1.02 | 9,000,000 | 9.14 | 0.73 |
| SA Bond NGT105 | -1,000,000 | 7,500,000 | 7.73 | 0.86 | 8,500,000 | 8.79 | 0.71 |
| SA Bond NGT108 | 500,000 | 6,750,000 | 7.06 | 0.79 | 6,250,000 | 6.56 | 0.53 |
| SA Bond NHM019 | -10,250,000 | 0 | 0.00 | 0.00 | 10,250,000 | 10.41 | 0.84 |
| SA Bond OML12 | -2,500,000 | 1,500,000 | 1.54 | 0.17 | 4,000,000 | 4.10 | 0.33 |
| SA Bond R2030 | -2,000,000 | 4,900,000 | 4.66 | 0.52 | 6,900,000 | 6.22 | 0.50 |
| SA Bond R2032 | -89,250,000 | 61,200,000 | 54.78 | 6.10 | 150,450,000 | 125.60 | 10.10 |
| SA Bond R2035 | -33,750,000 | 107,500,000 | 94.43 | 10.52 | 141,250,000 | 113.64 | 9.13 |
| SA Bond R2040 | -250,250,000 | 300,850,000 | 249.17 | 27.76 | 551,100,000 | 414.46 | 33.31 |
| SA Bond R2044 | -5,000,000 | 0 | 0.00 | 0.00 | 5,000,000 | 3.56 | 0.29 |
| SA Bond R2048 | -4,800,000 | 0 | 0.00 | 0.00 | 4,800,000 | 3.35 | 0.27 |
| SA Bond R209 | -6,100,000 | 0 | 0.00 | 0.00 | 6,100,000 | 3.79 | 0.31 |
| SA Bond SBT104 | -1,250,000 | 12,500,000 | 12.84 | 1.43 | 13,750,000 | 14.17 | 1.14 |
| SA Bond SBT105 | 1,500,000 | 3,000,000 | 3.09 | 0.34 | 1,500,000 | 1.55 | 0.12 |
| SA Bond SBT106 | 1,250,000 | 2,750,000 | 2.84 | 0.32 | 1,500,000 | 1.55 | 0.12 |
| SA Bond SBT111 | -6,000,000 | 4,000,000 | 4.03 | 0.45 | 10,000,000 | 10.06 | 0.81 |
| SA Bond SBT206 | -5,000,000 | 3,500,000 | 3.58 | 0.40 | 8,500,000 | 8.70 | 0.70 |
| SA Bond SBT207 | -11,000,000 | 8,000,000 | 8.20 | 0.91 | 19,000,000 | 19.53 | 1.57 |
| SA Bond SBT209 | -1,000,000 | 500,000 | 0.51 | 0.06 | 1,500,000 | 1.52 | 0.12 |
| SA Bond SBT210 | -2,000,000 | 6,500,000 | 6.68 | 0.74 | 8,500,000 | 8.72 | 0.70 |
| SA Bond SST201 | 0 | 7,450,000 | 7.57 | 0.84 | 7,450,000 | 7.57 | 0.61 |
| SA Bond SST202 | -1,000,000 | 1,000,000 | 1.02 | 0.11 | 2,000,000 | 2.04 | 0.16 |
| SA Bond SST203 | 0 | 4,000,000 | 4.06 | 0.45 | 4,000,000 | 4.06 | 0.33 |
| SA Bond TFS173 | -4,000,000 | 3,000,000 | 3.05 | 0.34 | 7,000,000 | 7.11 | 0.57 |
| Bond Total | -483,100,000 | 636,550,000 | 569.26 | 63.43 | 1,119,650,000 | 929.23 | 74.69 |
| Cash on call | 0 | 0 | -204.81 | -22.82 | 0 | -338.50 | -27.21 |
| Margin Account | 0 | 0 | 23.14 | 2.58 | 0 | 20.92 | 1.68 |
| Cash on call Total | 0 | 0 | -181.66 | -20.24 | 0 | -317.58 | -25.53 |
| Bond Derivative | 0 | 0 | 0.00 | 0.00 | 0 | -1.76 | -0.14 |
| Derivatives Total | 0 | 0 | 0.00 | 0.00 | 0 | -1.76 | -0.14 |
| European - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.03 | 0.00 |
| United Kingdom - Currency | 0 | 0 | 0.13 | 0.01 | 0 | 0.49 | 0.04 |
| USA - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.22 | 0.02 |
| For Currency Total | 0 | 0 | 0.18 | 0.02 | 0 | 0.74 | 0.06 |
| Foreign - Bonds | 0 | 0 | 212.84 | 23.71 | 0 | 235.11 | 18.90 |
| Foreign - Unit Trust - Bonds | -14,408 | 0 | 29.37 | 3.27 | 14,408 | 30.28 | 2.43 |
| Foreign Invest Total | -14,408 | 0 | 242.21 | 26.99 | 14,408 | 265.39 | 21.33 |
| Saffron BCI Opportunity Income - B2 | -18,163,821 | 70,377,364 | 93.08 | 10.37 | 88,541,185 | 115.85 | 9.31 |
| Saffron BCI Opportunity Income Retention - A | 0 | 4,007,235 | 2.73 | 0.30 | 4,007,235 | 2.74 | 0.22 |
| Income Total | -18,163,821 | 74,384,599 | 95.82 | 10.68 | 92,548,420 | 118.58 | 9.53 |
| Saffron BCI Global Enhanced Income Feeder - A | -22,569,288 | 41,648,767 | 47.11 | 5.25 | 64,218,055 | 73.29 | 5.89 |
| International Total | -22,569,288 | 41,648,767 | 47.11 | 5.25 | 64,218,055 | 73.29 | 5.89 |
| 0 | 0 | 14.07 | 1.57 | 0 | 0.00 | 0.00 |
| Money Market - 1 month duration | 0 | 0 | 0.00 | 0.00 | 0 | 53.30 | 4.28 |
| Money Market - 10 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 24.86 | 2.00 |
| Money Market - 11 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 11.14 | 0.90 |
| Money Market - 15 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 14.41 | 1.16 |
| Money Market - 5 months duration | 0 | 0 | 51.80 | 5.77 | 0 | 0.00 | 0.00 |
| Money Market - 7 months duration | 0 | 0 | 25.43 | 2.83 | 0 | 0.00 | 0.00 |
| Money Market - 8 months duration | 0 | 0 | 11.40 | 1.27 | 0 | 50.67 | 4.07 |
| Money Market Instrument | 0 | 0 | 21.91 | 2.44 | 0 | 21.91 | 1.76 |
| Nedgroup Investments Corporate Money Market - C20 | 1 | 22 | 0.00 | 0.00 | 21 | 0.00 | 0.00 |
| Money Market Total | 1 | 22 | 124.61 | 13.88 | 21 | 176.29 | 14.17 |
| Portfolio Total | -523,847,516 | 752,583,388 | 897.52 | 100.00 | 1,276,430,904 | 1,244.19 | 100.00 |