| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond AGL03 | 0 | 1,000,000 | 1.02 | 0.12 | 1,000,000 | 1.02 | 0.11 |
| SA Bond AGL04 | 15,000,000 | 15,000,000 | 15.05 | 1.82 | 0 | 0.00 | 0.00 |
| SA Bond AGLG01 | 0 | 9,500,000 | 9.65 | 1.17 | 9,500,000 | 9.66 | 1.08 |
| SA Bond AGT03 | 0 | 4,000,000 | 4.09 | 0.50 | 4,000,000 | 4.11 | 0.46 |
| SA Bond AGT04 | 0 | 12,000,000 | 12.49 | 1.51 | 12,000,000 | 12.61 | 1.41 |
| SA Bond BNDS | 0 | 0 | 0.29 | 0.04 | 0 | 0.30 | 0.03 |
| SA Bond FRB25 | -11,350,000 | 0 | 0.00 | 0.00 | 11,350,000 | 11.47 | 1.28 |
| SA Bond FRB29 | 0 | 4,250,000 | 4.40 | 0.53 | 4,250,000 | 4.41 | 0.49 |
| SA Bond FRB32 | 0 | 4,300,000 | 4.36 | 0.53 | 4,300,000 | 4.36 | 0.49 |
| SA Bond FRB35 | 0 | 13,000,000 | 13.35 | 1.62 | 13,000,000 | 13.28 | 1.48 |
| SA Bond FRB36 | 0 | 5,000,000 | 5.06 | 0.61 | 5,000,000 | 5.04 | 0.56 |
| SA Bond FRB39 | 0 | 2,500,000 | 2.54 | 0.31 | 2,500,000 | 2.54 | 0.28 |
| SA Bond FRB42 | 15,000,000 | 15,000,000 | 15.02 | 1.82 | 0 | 0.00 | 0.00 |
| SA Bond INLV06 | 0 | 500,000 | 0.53 | 0.06 | 500,000 | 0.53 | 0.06 |
| SA Bond INLV07 | 0 | 7,750,000 | 7.91 | 0.96 | 7,750,000 | 7.93 | 0.88 |
| SA Bond INLV12 | 0 | 6,000,000 | 6.07 | 0.74 | 6,000,000 | 6.07 | 0.68 |
| SA Bond MTN26 | 0 | 9,000,000 | 9.13 | 1.11 | 9,000,000 | 9.12 | 1.02 |
| SA Bond MTN44 | 16,000,000 | 16,000,000 | 16.37 | 1.98 | 0 | 0.00 | 0.00 |
| SA Bond NGT105 | 0 | 7,500,000 | 7.71 | 0.93 | 7,500,000 | 7.73 | 0.86 |
| SA Bond NGT108 | 0 | 6,750,000 | 7.07 | 0.86 | 6,750,000 | 7.06 | 0.79 |
| SA Bond OML12 | 0 | 1,500,000 | 1.53 | 0.19 | 1,500,000 | 1.54 | 0.17 |
| SA Bond R2030 | 0 | 4,900,000 | 4.80 | 0.58 | 4,900,000 | 4.66 | 0.52 |
| SA Bond R2032 | -48,750,000 | 12,450,000 | 11.69 | 1.42 | 61,200,000 | 54.78 | 6.10 |
| SA Bond R2035 | -86,000,000 | 21,500,000 | 20.09 | 2.43 | 107,500,000 | 94.43 | 10.52 |
| SA Bond R2040 | -241,750,000 | 59,100,000 | 52.70 | 6.38 | 300,850,000 | 249.17 | 27.76 |
| SA Bond SBT104 | 0 | 12,500,000 | 12.78 | 1.55 | 12,500,000 | 12.84 | 1.43 |
| SA Bond SBT105 | 0 | 3,000,000 | 3.08 | 0.37 | 3,000,000 | 3.09 | 0.34 |
| SA Bond SBT106 | 0 | 2,750,000 | 2.83 | 0.34 | 2,750,000 | 2.84 | 0.32 |
| SA Bond SBT111 | 0 | 4,000,000 | 4.03 | 0.49 | 4,000,000 | 4.03 | 0.45 |
| SA Bond SBT206 | 0 | 3,500,000 | 3.57 | 0.43 | 3,500,000 | 3.58 | 0.40 |
| SA Bond SBT207 | 0 | 8,000,000 | 8.15 | 0.99 | 8,000,000 | 8.20 | 0.91 |
| SA Bond SBT209 | 0 | 500,000 | 0.50 | 0.06 | 500,000 | 0.51 | 0.06 |
| SA Bond SBT210 | 0 | 6,500,000 | 6.68 | 0.81 | 6,500,000 | 6.68 | 0.74 |
| SA Bond SLI10 | 15,000,000 | 15,000,000 | 15.21 | 1.84 | 0 | 0.00 | 0.00 |
| SA Bond SST201 | 0 | 7,450,000 | 7.57 | 0.92 | 7,450,000 | 7.57 | 0.84 |
| SA Bond SST202 | 0 | 1,000,000 | 1.02 | 0.12 | 1,000,000 | 1.02 | 0.11 |
| SA Bond SST203 | 0 | 4,000,000 | 4.06 | 0.49 | 4,000,000 | 4.06 | 0.45 |
| SA Bond TFS173 | 0 | 3,000,000 | 3.05 | 0.37 | 3,000,000 | 3.05 | 0.34 |
| Bond Total | -326,850,000 | 309,700,000 | 305.48 | 37.01 | 636,550,000 | 569.26 | 63.43 |
| Cash on call | 0 | 0 | -33.18 | -4.02 | 0 | -204.81 | -22.82 |
| Margin Account | 0 | 0 | 19.69 | 2.39 | 0 | 23.14 | 2.58 |
| Cash on call Total | 0 | 0 | -13.49 | -1.63 | 0 | -181.66 | -20.24 |
| European - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.03 | 0.00 |
| United Kingdom - Currency | 0 | 0 | 0.13 | 0.02 | 0 | 0.13 | 0.01 |
| USA - Currency | 0 | 0 | 0.03 | 0.00 | 0 | 0.03 | 0.00 |
| For Currency Total | 0 | 0 | 0.19 | 0.02 | 0 | 0.18 | 0.02 |
| Foreign - Bonds | 0 | 0 | 256.29 | 31.05 | 0 | 212.84 | 23.71 |
| Foreign - Unit Trust - Bonds | 0 | 0 | 0.00 | 0.00 | 0 | 29.37 | 3.27 |
| Foreign Invest Total | 0 | 0 | 256.29 | 31.05 | 0 | 242.21 | 26.99 |
| Saffron BCI Opportunity Income - B2 | 1,246,540 | 71,623,904 | 96.12 | 11.65 | 70,377,364 | 93.08 | 10.37 |
| Saffron BCI Opportunity Income Retention - A | 0 | 4,007,235 | 2.73 | 0.33 | 4,007,235 | 2.73 | 0.30 |
| Income Total | 1,246,540 | 75,631,139 | 98.85 | 11.98 | 74,384,599 | 95.82 | 10.68 |
| Saffron BCI Global Enhanced Income Feeder - A | 0 | 41,648,767 | 44.64 | 5.41 | 41,648,767 | 47.11 | 5.25 |
| International Total | 0 | 41,648,767 | 44.64 | 5.41 | 41,648,767 | 47.11 | 5.25 |
| 0 | 0 | 0.00 | 0.00 | 0 | 14.07 | 1.57 |
| Money Market - 2 months duration | 0 | 0 | 52.92 | 6.41 | 0 | 0.00 | 0.00 |
| Money Market - 4 months duration | 0 | 0 | 25.99 | 3.15 | 0 | 0.00 | 0.00 |
| Money Market - 5 months duration | 0 | 0 | 11.64 | 1.41 | 0 | 51.80 | 5.77 |
| Money Market - 7 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 25.43 | 2.83 |
| Money Market - 8 months duration | 0 | 0 | 0.00 | 0.00 | 0 | 11.40 | 1.27 |
| Money Market - 9 months duration | 0 | 0 | 14.41 | 1.75 | 0 | 0.00 | 0.00 |
| Money Market Instrument | 0 | 0 | 0.00 | 0.00 | 0 | 21.91 | 2.44 |
| Nedgroup Investments Corporate Money Market - C20 | 0 | 22 | 0.00 | 0.00 | 22 | 0.00 | 0.00 |
| Money Market Total | 0 | 22 | 104.96 | 12.72 | 22 | 124.61 | 13.88 |
| Saffron Global Enhanced Income Fund (USD) - A2 | 14,408 | 14,408 | 28.47 | 3.45 | 0 | 0.00 | 0.00 |
| Offshore Intern Total | 14,408 | 14,408 | 28.47 | 3.45 | 0 | 0.00 | 0.00 |
| Portfolio Total | -325,589,052 | 426,994,336 | 825.39 | 100.00 | 752,583,388 | 897.52 | 100.00 |