| | | |
| Security | Change | # Units | Value (Rm) | % Fund | # Units | Value (Rm) | % Fund |
| SA Bond AGL04 | 0 | 21,000,000 | 21.33 | 2.09 | 21,000,000 | 21.24 | 1.99 |
| SA Bond AGLG01 | 0 | 13,500,000 | 13.73 | 1.34 | 13,500,000 | 13.75 | 1.29 |
| SA Bond AGT04 | 0 | 16,000,000 | 16.38 | 1.60 | 16,000,000 | 16.51 | 1.55 |
| SA Bond AGT08 | 0 | 18,000,000 | 18.16 | 1.78 | 18,000,000 | 18.17 | 1.70 |
| SA Bond AGT09 | 11,250,000 | 11,250,000 | 11.51 | 1.13 | 0 | 0.00 | 0.00 |
| SA Bond BNDS | 0 | 0 | 0.20 | 0.02 | 0 | 0.00 | 0.00 |
| SA Bond DSY08 | 0 | 12,500,000 | 12.62 | 1.23 | 12,500,000 | 12.63 | 1.18 |
| SA Bond FRB29 | 0 | 5,500,000 | 5.65 | 0.55 | 5,500,000 | 5.66 | 0.53 |
| SA Bond FRB32 | 0 | 17,500,000 | 17.82 | 1.74 | 17,500,000 | 17.74 | 1.66 |
| SA Bond FRB35 | 0 | 22,500,000 | 23.14 | 2.26 | 22,500,000 | 23.11 | 2.16 |
| SA Bond FRB36 | 0 | 7,000,000 | 7.14 | 0.70 | 7,000,000 | 7.11 | 0.67 |
| SA Bond FRB39 | 0 | 3,500,000 | 3.59 | 0.35 | 3,500,000 | 3.60 | 0.34 |
| SA Bond FRB42 | 0 | 20,000,000 | 20.03 | 1.96 | 20,000,000 | 20.03 | 1.87 |
| SA Bond INLV06 | 0 | 3,000,000 | 3.10 | 0.30 | 3,000,000 | 3.11 | 0.29 |
| SA Bond INLV07 | 0 | 12,000,000 | 12.14 | 1.19 | 12,000,000 | 12.15 | 1.14 |
| SA Bond INLV12 | 0 | 8,500,000 | 8.62 | 0.84 | 8,500,000 | 8.64 | 0.81 |
| SA Bond MTN26 | 0 | 14,000,000 | 14.13 | 1.38 | 14,000,000 | 14.17 | 1.33 |
| SA Bond MTN44 | 0 | 14,000,000 | 14.30 | 1.40 | 14,000,000 | 14.30 | 1.34 |
| SA Bond NGT108 | 0 | 9,250,000 | 9.57 | 0.94 | 9,250,000 | 9.55 | 0.89 |
| SA Bond NGT112 | 0 | 2,000,000 | 2.07 | 0.20 | 2,000,000 | 2.07 | 0.19 |
| SA Bond NGT115 | 0 | 20,500,000 | 20.97 | 2.05 | 20,500,000 | 20.99 | 1.96 |
| SA Bond NHM027 | 0 | 5,300,000 | 5.35 | 0.52 | 5,300,000 | 5.32 | 0.50 |
| SA Bond NHM028 | 0 | 17,800,000 | 17.97 | 1.76 | 17,800,000 | 17.89 | 1.67 |
| SA Bond OML12 | 0 | 2,500,000 | 2.53 | 0.25 | 2,500,000 | 2.54 | 0.24 |
| SA Bond PEP04 | 0 | 4,500,000 | 4.59 | 0.45 | 4,500,000 | 4.59 | 0.43 |
| SA Bond R2035 | -83,000,000 | 0 | 0.00 | 0.00 | 83,000,000 | 80.01 | 7.49 |
| SA Bond SBS89 | 0 | 6,500,000 | 6.63 | 0.65 | 6,500,000 | 6.63 | 0.62 |
| SA Bond SBT104 | -17,500,000 | 0 | 0.00 | 0.00 | 17,500,000 | 17.65 | 1.65 |
| SA Bond SBT105 | 0 | 4,000,000 | 4.05 | 0.40 | 4,000,000 | 4.07 | 0.38 |
| SA Bond SBT106 | 0 | 4,000,000 | 4.10 | 0.40 | 4,000,000 | 4.11 | 0.38 |
| SA Bond SBT111 | 0 | 6,000,000 | 6.11 | 0.60 | 6,000,000 | 6.12 | 0.57 |
| SA Bond SBT113 | 0 | 17,000,000 | 17.04 | 1.67 | 17,000,000 | 17.04 | 1.59 |
| SA Bond SBT114 | 0 | 12,000,000 | 12.00 | 1.17 | 12,000,000 | 12.06 | 1.13 |
| SA Bond SBT208 | 0 | 9,000,000 | 9.10 | 0.89 | 9,000,000 | 9.14 | 0.86 |
| SA Bond SBT209 | 0 | 1,000,000 | 1.01 | 0.10 | 1,000,000 | 1.01 | 0.09 |
| SA Bond SBT210 | 0 | 10,000,000 | 10.36 | 1.01 | 10,000,000 | 10.37 | 0.97 |
| SA Bond SBT212 | 21,000,000 | 21,000,000 | 21.25 | 2.08 | 0 | 0.00 | 0.00 |
| SA Bond SLI10 | 0 | 19,500,000 | 19.95 | 1.95 | 19,500,000 | 19.96 | 1.87 |
| SA Bond SST201 | 0 | 19,000,000 | 19.28 | 1.89 | 19,000,000 | 19.32 | 1.81 |
| SA Bond SST202 | 0 | 1,000,000 | 1.02 | 0.10 | 1,000,000 | 1.02 | 0.10 |
| SA Bond SST203 | 0 | 7,000,000 | 7.15 | 0.70 | 7,000,000 | 7.13 | 0.67 |
| SA Bond TFS173 | 0 | 4,000,000 | 4.06 | 0.40 | 4,000,000 | 4.06 | 0.38 |
| Bond Total | -68,250,000 | 422,600,000 | 429.76 | 42.02 | 490,850,000 | 494.56 | 46.29 |
| Cash on call | 0 | 0 | 83.55 | 8.17 | 0 | 81.93 | 7.67 |
| Margin Account | 0 | 0 | 22.25 | 2.18 | 0 | 23.57 | 2.21 |
| Cash on call Total | 0 | 0 | 105.79 | 10.34 | 0 | 105.50 | 9.87 |
| Bond Derivative | 0 | 0 | 93.75 | 9.17 | 0 | 0.00 | 0.00 |
| Derivatives Total | 0 | 0 | 93.75 | 9.17 | 0 | 0.00 | 0.00 |
| Australia - Currency | 0 | 0 | 0.01 | 0.00 | 0 | 0.01 | 0.00 |
| European - Currency | 0 | 0 | 0.11 | 0.01 | 0 | 0.11 | 0.01 |
| United Kingdom - Currency | 0 | 0 | 0.06 | 0.01 | 0 | 0.06 | 0.01 |
| USA - Currency | 0 | 0 | 0.50 | 0.05 | 0 | 0.96 | 0.09 |
| For Currency Total | 0 | 0 | 0.68 | 0.07 | 0 | 1.14 | 0.11 |
| Foreign - Bonds | 0 | 0 | 185.96 | 18.18 | 0 | 208.25 | 19.49 |
| Foreign - Unit Trust - Bonds | 0 | 0 | 0.00 | 0.00 | 0 | 153.77 | 14.39 |
| Foreign Invest Total | 0 | 0 | 185.96 | 18.18 | 0 | 362.02 | 33.88 |
| Nedgroup Inv Core Income - C | -18,968,946 | 26,901,303 | 27.10 | 2.65 | 45,870,249 | 46.17 | 4.32 |
| Income Total | -18,968,946 | 26,901,303 | 27.10 | 2.65 | 45,870,249 | 46.17 | 4.32 |
| Saffron BCI Global Enhanced Income Feeder - A | 0 | 5,291,778 | 5.99 | 0.59 | 5,291,778 | 6.11 | 0.57 |
| International Total | 0 | 5,291,778 | 5.99 | 0.59 | 5,291,778 | 6.11 | 0.57 |
| Money Market Instrument | 0 | 0 | 0.00 | 0.00 | 0 | 26.59 | 2.49 |
| Nedgroup Investments Corporate Money Market - C20 | -24,250,000 | 2,000,000 | 2.01 | 0.20 | 26,250,000 | 26.37 | 2.47 |
| Old Mutual Money Market - B1 | 20,259,824 | 20,259,824 | 20.27 | 1.98 | 0 | 0.00 | 0.00 |
| Money Market Total | -3,990,176 | 22,259,824 | 22.28 | 2.18 | 26,250,000 | 52.96 | 4.96 |
| Saffron Global Enhanced Income Fund (USD) - A2 | 72,830 | 72,830 | 151.38 | 14.80 | 0 | 0.00 | 0.00 |
| Offshore Intern Total | 72,830 | 72,830 | 151.38 | 14.80 | 0 | 0.00 | 0.00 |
| Portfolio Total | -91,136,292 | 477,125,735 | 1,022.69 | 100.00 | 568,262,027 | 1,068.46 | 100.00 |