| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond ABFN36 | 0 | 19,000,000 | 19.25 | 0.08 | 19,000,000 | 19.26 | 0.08 |
| SA Bond ABFN59 | -150,000,000 | 0 | 0.00 | 0.00 | 150,000,000 | 151.15 | 0.66 |
| SA Bond BID22 | -200,000,000 | 0 | 0.00 | 0.00 | 200,000,000 | 202.69 | 0.89 |
| SA Bond BNDS | 0 | 0 | 2,576.38 | 11.22 | 0 | 3,067.11 | 13.43 |
| SA Bond DSYC02 | 0 | 285,000,000 | 287.48 | 1.25 | 285,000,000 | 287.55 | 1.26 |
| SA Bond FRJ26 | 0 | 156,000,000 | 157.90 | 0.69 | 156,000,000 | 158.32 | 0.69 |
| SA Bond IBL168 | 0 | 12,000,000 | 12.14 | 0.05 | 12,000,000 | 12.16 | 0.05 |
| SA Bond IBL252 | -180,000,000 | 0 | 0.00 | 0.00 | 180,000,000 | 180.94 | 0.79 |
| SA Bond IBL261 | 0 | 200,000,000 | 202.80 | 0.88 | 200,000,000 | 202.88 | 0.89 |
| SA Bond NBK36B | 0 | 21,370,000 | 21.78 | 0.09 | 21,370,000 | 21.88 | 0.10 |
| SA Bond SBS21 | 0 | 10,000,000 | 10.16 | 0.04 | 10,000,000 | 10.20 | 0.04 |
| SA Bond TFS166 | -30,000,000 | 0 | 0.00 | 0.00 | 30,000,000 | 30.54 | 0.13 |
| Bond Total | -560,000,000 | 703,370,000 | 3,287.89 | 14.32 | 1,263,370,000 | 4,344.67 | 19.03 |
| Cash on call | 0 | 0 | 1,068.96 | 4.66 | 0 | -521.18 | -2.28 |
| Cash on call Total | 0 | 0 | 1,068.96 | 4.66 | 0 | -521.18 | -2.28 |
| Equity Derivative | 0 | 0 | 486.20 | 2.12 | 0 | 0.00 | 0.00 |
| Derivatives Total | 0 | 0 | 486.20 | 2.12 | 0 | 0.00 | 0.00 |
| 0 | 0 | 894.97 | 3.90 | 0 | 502.29 | 2.20 |
| Money Market - 1 month duration | 0 | 0 | 4,486.57 | 19.54 | 0 | 2,943.71 | 12.89 |
| Money Market - 10 months duration | 0 | 0 | 967.69 | 4.21 | 0 | 1,082.83 | 4.74 |
| Money Market - 11 months duration | 0 | 0 | 303.22 | 1.32 | 0 | 1,287.82 | 5.64 |
| Money Market - 2 months duration | 0 | 0 | 2,180.97 | 9.50 | 0 | 3,325.24 | 14.56 |
| Money Market - 3 months duration | 0 | 0 | 799.73 | 3.48 | 0 | 1,861.01 | 8.15 |
| Money Market - 4 months duration | 0 | 0 | 1,093.18 | 4.76 | 0 | 2,991.91 | 13.10 |
| Money Market - 5 months duration | 0 | 0 | 1,411.34 | 6.15 | 0 | 1,619.15 | 7.09 |
| Money Market - 6 months duration | 0 | 0 | 2,414.28 | 10.51 | 0 | 451.31 | 1.98 |
| Money Market - 7 months duration | 0 | 0 | 1,776.45 | 7.74 | 0 | 432.38 | 1.89 |
| Money Market - 8 months duration | 0 | 0 | 1,288.04 | 5.61 | 0 | 1,006.80 | 4.41 |
| Money Market - 9 months duration | 0 | 0 | 502.86 | 2.19 | 0 | 1,504.70 | 6.59 |
| Money Market Total | 0 | 0 | 18,119.28 | 78.91 | 0 | 19,009.16 | 83.25 |
| Portfolio Total | -560,000,000 | 703,370,000 | 22,962.33 | 100.00 | 1,263,370,000 | 22,832.65 | 100.00 |