| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond AGL03 | -1,000,000 | 0 | 0.00 | 0.00 | 1,000,000 | 1.02 | 0.12 |
| SA Bond AGL04 | 0 | 15,000,000 | 15.07 | 2.46 | 15,000,000 | 15.05 | 1.82 |
| SA Bond AGLG01 | 0 | 9,500,000 | 9.67 | 1.58 | 9,500,000 | 9.65 | 1.17 |
| SA Bond AGT03 | -4,000,000 | 0 | 0.00 | 0.00 | 4,000,000 | 4.09 | 0.50 |
| SA Bond AGT04 | 0 | 12,000,000 | 12.43 | 2.03 | 12,000,000 | 12.49 | 1.51 |
| SA Bond AGT08 | 9,500,000 | 9,500,000 | 9.59 | 1.56 | 0 | 0.00 | 0.00 |
| SA Bond BNDS | 1,200,000 | 1,200,000 | 1.20 | 0.20 | 0 | 0.29 | 0.04 |
| SA Bond DSY08 | 6,000,000 | 6,000,000 | 6.07 | 0.99 | 0 | 0.00 | 0.00 |
| SA Bond FRB29 | -4,000,000 | 250,000 | 0.26 | 0.04 | 4,250,000 | 4.40 | 0.53 |
| SA Bond FRB32 | 0 | 4,300,000 | 4.35 | 0.71 | 4,300,000 | 4.36 | 0.53 |
| SA Bond FRB35 | 0 | 13,000,000 | 13.34 | 2.17 | 13,000,000 | 13.35 | 1.62 |
| SA Bond FRB36 | 0 | 5,000,000 | 5.07 | 0.83 | 5,000,000 | 5.06 | 0.61 |
| SA Bond FRB39 | 0 | 2,500,000 | 2.56 | 0.42 | 2,500,000 | 2.54 | 0.31 |
| SA Bond FRB42 | 0 | 15,000,000 | 15.03 | 2.45 | 15,000,000 | 15.02 | 1.82 |
| SA Bond INLV06 | 0 | 500,000 | 0.52 | 0.09 | 500,000 | 0.53 | 0.06 |
| SA Bond INLV07 | 0 | 7,750,000 | 7.89 | 1.29 | 7,750,000 | 7.91 | 0.96 |
| SA Bond INLV12 | 0 | 6,000,000 | 6.06 | 0.99 | 6,000,000 | 6.07 | 0.74 |
| SA Bond MTN26 | -9,000,000 | 0 | 0.00 | 0.00 | 9,000,000 | 9.13 | 1.11 |
| SA Bond MTN44 | 0 | 16,000,000 | 16.36 | 2.67 | 16,000,000 | 16.37 | 1.98 |
| SA Bond NGT105 | -7,500,000 | 0 | 0.00 | 0.00 | 7,500,000 | 7.71 | 0.93 |
| SA Bond NGT108 | 0 | 6,750,000 | 7.03 | 1.15 | 6,750,000 | 7.07 | 0.86 |
| SA Bond OML12 | -1,500,000 | 0 | 0.00 | 0.00 | 1,500,000 | 1.53 | 0.19 |
| SA Bond R2030 | -600,000 | 4,300,000 | 4.27 | 0.70 | 4,900,000 | 4.80 | 0.58 |
| SA Bond R2032 | -2,600,000 | 9,850,000 | 9.35 | 1.52 | 12,450,000 | 11.69 | 1.42 |
| SA Bond R2035 | 46,400,000 | 67,900,000 | 64.00 | 10.44 | 21,500,000 | 20.09 | 2.43 |
| SA Bond R2040 | -12,600,000 | 46,500,000 | 41.49 | 6.76 | 59,100,000 | 52.70 | 6.38 |
| SA Bond SBS89 | 4,500,000 | 4,500,000 | 4.59 | 0.75 | 0 | 0.00 | 0.00 |
| SA Bond SBT104 | -12,500,000 | 0 | 0.00 | 0.00 | 12,500,000 | 12.78 | 1.55 |
| SA Bond SBT105 | 0 | 3,000,000 | 3.07 | 0.50 | 3,000,000 | 3.08 | 0.37 |
| SA Bond SBT106 | 0 | 2,750,000 | 2.82 | 0.46 | 2,750,000 | 2.83 | 0.34 |
| SA Bond SBT111 | 0 | 4,000,000 | 4.03 | 0.66 | 4,000,000 | 4.03 | 0.49 |
| SA Bond SBT206 | -3,500,000 | 0 | 0.00 | 0.00 | 3,500,000 | 3.57 | 0.43 |
| SA Bond SBT207 | -8,000,000 | 0 | 0.00 | 0.00 | 8,000,000 | 8.15 | 0.99 |
| SA Bond SBT209 | 0 | 500,000 | 0.50 | 0.08 | 500,000 | 0.50 | 0.06 |
| SA Bond SBT210 | 0 | 6,500,000 | 6.68 | 1.09 | 6,500,000 | 6.68 | 0.81 |
| SA Bond SLI10 | -15,000,000 | 0 | 0.00 | 0.00 | 15,000,000 | 15.21 | 1.84 |
| SA Bond SST201 | 0 | 7,450,000 | 7.56 | 1.23 | 7,450,000 | 7.57 | 0.92 |
| SA Bond SST202 | 0 | 1,000,000 | 1.02 | 0.17 | 1,000,000 | 1.02 | 0.12 |
| SA Bond SST203 | 0 | 4,000,000 | 4.06 | 0.66 | 4,000,000 | 4.06 | 0.49 |
| SA Bond TFS173 | -3,000,000 | 0 | 0.00 | 0.00 | 3,000,000 | 3.05 | 0.37 |
| Bond Total | -17,200,000 | 292,500,000 | 285.95 | 46.63 | 309,700,000 | 305.48 | 37.01 |
| Cash on call | 0 | 0 | -95.36 | -15.55 | 0 | -33.18 | -4.02 |
| Margin Account | 0 | 0 | 14.53 | 2.37 | 0 | 19.69 | 2.39 |
| Cash on call Total | 0 | 0 | -80.82 | -13.18 | 0 | -13.49 | -1.63 |
| Bond Derivative | 0 | 0 | 0.26 | 0.04 | 0 | 0.00 | 0.00 |
| Derivatives Total | 0 | 0 | 0.26 | 0.04 | 0 | 0.00 | 0.00 |
| European - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.03 | 0.00 |
| United Kingdom - Currency | 0 | 0 | 0.14 | 0.02 | 0 | 0.13 | 0.02 |
| USA - Currency | 0 | 0 | 0.64 | 0.10 | 0 | 0.03 | 0.00 |
| For Currency Total | 0 | 0 | 0.80 | 0.13 | 0 | 0.19 | 0.02 |
| Foreign - Bonds | 0 | 0 | 176.80 | 28.83 | 0 | 256.29 | 31.05 |
| Foreign - Unit Trust - Bonds | 0 | 0 | 31.37 | 5.12 | 0 | 0.00 | 0.00 |
| Foreign Invest Total | 0 | 0 | 208.18 | 33.94 | 0 | 256.29 | 31.05 |
| Saffron BCI Opportunity Income - B2 | 1,296,137 | 72,920,041 | 98.49 | 16.06 | 71,623,904 | 96.12 | 11.65 |
| Saffron BCI Opportunity Income Retention - A | 0 | 4,007,235 | 1.32 | 0.22 | 4,007,235 | 2.73 | 0.33 |
| Income Total | 1,296,137 | 76,927,276 | 99.82 | 16.28 | 75,631,139 | 98.85 | 11.98 |
| Saffron BCI Global Enhanced Income Feeder - A | -16,246,301 | 25,402,466 | 30.02 | 4.89 | 41,648,767 | 44.64 | 5.41 |
| International Total | -16,246,301 | 25,402,466 | 30.02 | 4.89 | 41,648,767 | 44.64 | 5.41 |
| Money Market - 1 month duration | 0 | 0 | 26.53 | 4.33 | 0 | 0.00 | 0.00 |
| Money Market - 2 months duration | 0 | 0 | 11.89 | 1.94 | 0 | 52.92 | 6.41 |
| Money Market - 4 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 25.99 | 3.15 |
| Money Market - 5 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 11.64 | 1.41 |
| Money Market - 6 months duration | 0 | 0 | 14.07 | 2.29 | 0 | 0.00 | 0.00 |
| Money Market - 9 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 14.41 | 1.75 |
| Money Market Instrument | 0 | 0 | 1.47 | 0.24 | 0 | 0.00 | 0.00 |
| Nedgroup Investments Corporate Money Market - C20 | 15,013,796 | 15,013,818 | 15.12 | 2.47 | 22 | 0.00 | 0.00 |
| Money Market Total | 15,013,796 | 15,013,818 | 69.08 | 11.26 | 22 | 104.96 | 12.72 |
| Saffron Global Enhanced Income Fund (USD) - A2 | -14,408 | 0 | 0.00 | 0.00 | 14,408 | 28.47 | 3.45 |
| Offshore Intern Total | -14,408 | 0 | 0.00 | 0.00 | 14,408 | 28.47 | 3.45 |
| Portfolio Total | -17,150,776 | 409,843,560 | 613.28 | 100.00 | 426,994,336 | 825.39 | 100.00 |