Cotação Moeda Origem

Transcrição

1 BES-Vida. Companhia de Seguros. S.A. do Fundo: PPR Cotação Juro Decorrido Montante Global Parte I - Valores Patrimoniais ,47 1 Valores Mobiliários Cotados , , Mercado Cotações Oficiais Portugal , , Títulos de dívida pública , , FINNISH GOVT 3.375% / /04/ ,00 100,23% EUR 100,23% 6.934, , OBL 4.0% / /10/ ,00 108,28% EUR 108,28% , , PGB 3.35% / /10/ ,00 100,22% EUR 100,22% , , PGB 4.1% / /04/ ,00 88,47% EUR 88,47% , , PGB 4.8% / /06/ ,00 104,65% EUR 104,65% , , PGB 5.45% / /09/ ,00 110,17% EUR 110,17% , , Obrigações diversas , , BANCO BPI 5.75% / /08/ ,00 100,97% EUR 100,97% , , BANCO COM PORTUG 5.625% / /04/ ,00 105,57% EUR 105,57% , , BANCO ESPIRITO SANTO 5.625% / /06/ ,00 105,86% EUR 105,86% , , BANCO ESPIRITO SANTO SA Float /02/ ,00 98,81% EUR 98,81% 7.216, , BANIF SGPS SA 3.25% / /05/ ,00 101,88% EUR 101,88% , , BCPPL 4.75% / /10/ ,00 105,52% EUR 105,52% , , BESLEASING FACTORING Float / /09/ ,00 99,25% EUR 99,25% 1.892, , BESNN 4.375% / /01/ ,00 101,50% EUR 101,50% , , BESNN Float/ /06/ ,00 92,95% EUR 92,95% 2.117, , BESPL 3.375% / /02/ ,00 99,55% EUR 99,55% , , BESPL 3.75% / /01/ ,00 102,80% EUR 102,80% , , CAIXA GERAL DEPO 3.625% / /07/ ,00 101,38% EUR 101,38% , , CAIXA GERAL DEPO 5.125% / /02/ ,00 105,66% EUR 105,66% , , CAMFER 4.17% / /10/ ,00 96,35% EUR 96,35% , , MODELO E CONTINENTE Float / ,00 100,00% EUR 100,00% 1.044, , MONTEPIO GERAL 3.25% / /07/ ,00 101,50% EUR 101,50% , , PARPUB 3.5% / /07/ ,00 100,05% EUR 100,05% , , REFER 4.25% / ,00 95,37% EUR 95,37% , , SEMAPA Float / /04/ ,00 99,74% EUR 99,74% , , SONAE INVESTIMENTOS Float / /05/2011 (Call=10/05/2010) ,00 99,66% EUR 99,66% , , Acções 0, , Galp Energia SGPS SA ,00 12,86 EUR 12,86 0, , Portugal Telecom, SGPS ,00 8,28 EUR 8,28 0, , Mercado Cotações Oficiais UE , , Títulos de dívida pública , , AUSTRIA REP / ,00 90,03% EUR 90,03% , , BKO 1.25% / /03/ ,00 100,67% EUR 100,67% , , BTNS 1.25% + Inflação / ,00 108,59% EUR 108,59% , , BTNS 4.5% / /07/ ,00 109,23% EUR 109,23% , , BTPS 0.95% + Inflação / ,00 111,48% EUR 111,48% 7.504, , BTPS 3.75% / /08/ ,00 98,62% EUR 98,62% , , BTPS 4.5 % / /02/ ,00 107,84% EUR 107,84% , , BTPS 6.5% / /11/ ,00 123,72% EUR 123,72% , , DBR 1.5% Inflação /04/ ,00 113,06% EUR 113,06% , , DBR 3.75% / /01/ ,00 105,75% EUR 105,75% , , DBR 5% / /07/ ,00 105,34% EUR 105,34% , , DBR 5.5 % / /01/ ,00 123,70% EUR 123,70% , , DBR 6.5% / /07/ ,00 135,47% EUR 135,47% , , FRTR 1% + Inflação / ,00 108,78% EUR 108,78% , , FRTR 3% / /10/ ,00 102,60% EUR 102,60% , , FRTR 5% / /10/ ,00 113,38% EUR 113,38% , , FRTR 5.75% / /10/ ,00 126,14% EUR 126,14% , , GGB 4.0% / /08/ ,00 94,08% EUR 94,08% , , GGB 4.3% / /03/ ,00 98,25% EUR 98,25% 9.330, , GGB 4.5% / /05/ ,00 94,40% EUR 94,40% , , GGB 4.6% / /07/ ,00 88,42% EUR 88,42% , , GGB 5.3% / /03/ ,00 86,54% EUR 86,54% 9.583, , GGB 6.1% / /08/ ,00 99,45% EUR 99,45% , , INSTITUT CREDITO OFICIAL 3.25% / /02/ ,00 101,93% EUR 101,93% , , IRISH GOVT 4.6% / /04/ ,00 105,55% EUR 105,55% , , NETHERLANDS GOVT 3.25% / /07/ ,00 104,47% EUR 104,47% , , NETHERLANDS GOVT 3.5% / /07/ ,00 101,50% EUR 101,50% , , NETHERLANDS GOVT 3.75% / /01/ ,00 102,11% EUR 102,11% , , RAGB 6.25% / /07/ ,00 128,50% EUR 128,50% , , REP. ARGENTINA 1.2% / /12/ ,00 27,08% EUR 27,08% 0, , REP. AUSTRIA Float / /06/ ,00 96,59% EUR 96,59% 1.750, , SPGB c/z - 98 / ,91 40,79% EUR 40,79% 0, , Obrigações diversas , , ABERTIS 4.625% / /10/ ,00 104,65% EUR 104,65% , , ABN AMRO BANK NV 3.75% / /07/ ,00 104,58% EUR 104,58% , , AIREM X 3B2 MTG / /09/ ,00 52,00% EUR 52,00% 690, , ANGLO IRISH BANK Float / /06/2016 (Call=21/06/2011) ,00 39,00% EUR 39,00% 471, , ARGOM 2 B MTG / /10/ ,00 60,14% EUR 60,14% 4.499, , ASR NEDERLAND 10% 2009/ (Call ) ,00 109,50% EUR 109,50% , , ASR NEDERLAND NV Float / /10/2049 (Call=26/07/2010) ,00 34,50% EUR 34,50% 9.002, , AT & T INC 6.125% / /04/ ,00 113,77% EUR 113,77% , , AT & T INC % / /03/ ,00 105,88% EUR 105,88% 7.671, , ATHLON SEC. BV Float MTG / /12/ ,00 99,45% EUR 99,45% 116, ,62

2 1.2.3 AUST & NZ BANK 3.75% / /03/ ,00 99,90% EUR 99,90% , , BANCA INTESA SPA C/F Float / /11/ ,00 92,00% EUR 92,00% , , BANCO FINANTIA INTL Float / /07/2017 (Call=26/07/2012) ,00 85,00% EUR 85,00% , , BANCO ITAU EUROPA / /12/2015 (Call=22/12/2010) ,00 88,00% EUR 88,00% 2.093, , BANCO POPULAR Float / /12/2019 (Call=22/12/2014) ,00 99,45% EUR 99,45% 6.186, , BANCO SABADELL 4.5% / /04/ ,00 105,10% EUR 105,10% , , BANCO SABADELL 5%/ /05/ ,00 100,22% EUR 100,22% , , BANESTO FINANCIAL 4.0% / /05/ ,00 103,56% EUR 103,56% , , BANIF FINANCE LTD Float / /12/2049 (Call=22/12/2014) ,00 74,50% EUR 74,50% 1.305, , BANIF FINANCE LTD Float / /11/ ,00 99,08% EUR 99,08% 8.604, , BANIF FINANCE LTD Float / /12/2049 (Call=22/12/2016) ,00 65,00% EUR 65,00% 2.516, , BANK OF CYPTRUS Float / /06/ ,00 99,14% EUR 99,14% 92, , BANK OF IRELAND 4.0% / /01/ ,00 100,91% EUR 100,91% , , BANK OF MONTREAL 4.25% / /01/ ,00 105,69% EUR 105,69% , , BANK OF SCOTLAND (HBOS) Float / /03/ ,00 75,00% EUR 75,00% , , BANKINTER SA 5% / /05/ ,00 100,23% EUR 100,23% , , BARCLAYS BANK Float / ,00 90,38% EUR 90,38% , , BARCLAYS BK PLC 3.5% / /03/ ,00 99,97% EUR 99,97% 4.986, , BAYER HYPO CMS / /06/ ,00 96,25% EUR 96,25% , , BBVA BANCOMER 4.799% / /05/2017 (Call=17/05/2012) ,00 94,19% EUR 94,19% , , BBVA SENIOR FIN 3.625% / /05/ ,00 103,29% EUR 103,29% , , BCP FINANCE Float / /06/2015 (Call=15/06/2010) ,00 92,94% EUR 92,94% 4.000, , BCP FINANCE pp / (call= ) ,00 72,25% EUR 72,25% , , BCPN Float / /12/2016 (Call=21/12/2011) ,00 90,00% EUR 90,00% 1.541, , BEAR STEARNS CO Float /09/ ,00 98,81% EUR 98,81% 615, , BEAR STEARNS Float / /02/ ,00 88,69% EUR 88,69% 766, , BES FINANCE 6.25% / /05/ ,00 103,23% EUR 103,23% , , BES FINANCE 6.625% pp / /05/2049 (Call = 08/05/2012) ,00 95,69% EUR 95,69% , , BES FINANCE Float / /04/ ,00 99,99% EUR 99,99% 1.318, , BES FINANCE LTD / /03/2049 (Call=16/03/2015) ,00 88,83% EUR 88,83% 5.547, , BES FINANCE pp / /07/2049 (Call = 02/07/2014) ,00 80,61% EUR 80,61% , , BESPL 3.875% / /01/ ,00 98,13% EUR 98,13% , , BESPL 5.42% / /11/ ,00 105,65% EUR 105,65% , , BFCM Float / /03/2016 (Call=31/03/2011) ,00 95,50% EUR 95,50% 0, , BHP BILLITON FIN 6.375% / /04/ ,00 116,60% EUR 116,60% , , BIC 4.65% / /03/ ,00 118,66% EUR 118,66% 1.550, , BIPIELLE RESIDENTIAL SRL Float MTG / /12/ ,00 64,00% EUR 64,00% 62, , BMW FINANCE NV 3.875% / /01/ ,00 100,81% EUR 100,81% , , BMW FINANCE NV 6.125% / /04/ ,00 107,99% EUR 107,99% , , BNP PARIBAS HOME LOAN 3% / /07/ ,00 102,87% EUR 102,87% , , BNZ INTL FUNDING 4.0% / /03/ ,00 100,49% EUR 100,49% 6.301, , BPI CAPITAL FINANCE Float / /08/2049 (Call: 12/08/2013) ,00 70,00% EUR 70,00% , , BPIN Var. / /07/ ,00 95,00% EUR 95,00% , , CAIXA GALICIA Float / /06/2049 (Call=20/06/2017) ,00 45,00% EUR 45,00% 1.332, , CAIXA GERAL DE DEPOSITOS / /04/2015 (Call=27/04/2010) ,00 85,00% EUR 85,00% 8.041, , CAIXA GERAL DEPO Float / /12/2049 (Call=18/12/2012) ,00 76,88% EUR 76,88% 1.818, , CAIXA GERAL FIN Float / /06/2049 (Call=28/06/2014) ,00 67,00% EUR 67,00% 319, , CAIXA GERAL FIN Float / /09/2049 (Call=30/09/2015) ,00 67,08% EUR 67,08% 303, , CAJA DUERO CAP Float pp / /12/2049 (Call=29/12/2019) ,00 30,00% EUR 30,00% 372, , CALYON RAcc / /08/2019 (Call=02/08/2014) ,00 107,64% EUR 107,64% , , CALYON Var / /01/ ,00 117,79% EUR 117,79% , , CALYON Var / /03/2019 (Put=19/03/2012) ,00 103,87% EUR 103,87% , , CARREFOUR 5.375% / /06/ ,00 111,21% EUR 111,21% , , CARREFOUR SA 4.375% / /11/ ,00 106,19% EUR 106,19% , , CEMG-CAYMAN ISLA Float / /04/2016 (Call=18/04/2011) ,00 80,50% EUR 80,50% 4.075, , CEMG-CAYMAN ISLA Float / /01/ ,00 99,00% EUR 99,00% , , CGD Sub.Lower Tier II / /12/2017 (Call=28/12/2012) ,00 99,99% EUR 99,99% 3.048, , CIMPOR FIN OPS 4,5% /05/ ,00 101,62% EUR 101,62% , , COM BK AUSTRALIA 4.375% / /02/ ,00 102,40% EUR 102,40% , , COMMERZBANK AG 3.875% / /03/ ,00 99,56% EUR 99,56% 5.732, , CRDSUI Float /09/2020 (Call = 14/09/2015) ,00 97,77% EUR 97,77% , , CREDIT AGRICOLE 4.5% / /01/ ,00 108,12% EUR 108,12% , , CREDIT AGRICOLE 4.875% / /04/ ,00 103,65% EUR 103,65% , , CREDIT AGRICOLE 5.875% / /06/ ,00 111,56% EUR 111,56% , , CREDIT AGRICOLE 5.971% / /02/ ,00 112,00% EUR 112,00% , , CREDIT AGRICOLE CMS / /02/2049 (Call=04/02/2015) ,00 66,25% EUR 66,25% 6.667, , CREDIT AGRICOLE COV BOND 3.5% / /07/ ,00 104,17% EUR 104,17% , , CREDIT AGRICOLE Float C/F / /11/ ,00 97,30% EUR 97,30% , , CYPRUS POPULAR Float / /05/2016 (Call=26/05/2011) ,00 83,00% EUR 83,00% 3.551, , DALRA 1-X A2 Float MTG / /06/2022 (Call=15/06/2011) ,00 88,74% EUR 88,74% , , DEPFA FUNDING CMS (call= ) ,00 18,70% EUR 18,70% 0, , DEPFA Float /05/ ,00 86,13% EUR 86,13% , , DEUTSCH BAHN FIN 4.0% / /01/ ,00 104,68% EUR 104,68% , , DEUTSCH BAHN FINANCE 4.75% / /03/ ,00 108,71% EUR 108,71% 6.636, , DEUTSCHE BANK AG Float/ /10/ ,00 99,99% EUR 99,99% 8.820, , DEUTSCHE BANK pp / (call= ) ,00 64,13% EUR 64,13% , , DEUTSCHE FIN. CMS 99-04/06/ ,00 84,60% EUR 84,60% , , DEUTSCHE TELEKOM Float / /05/ ,00 99,81% EUR 99,81% 7.156, , DEXIA CREDIOP / /02/2015 (Call=25/02/2009) ,00 96,87% EUR 96,87% , , DNB NOR BANK ASA 4.5% /05/ ,00 106,28% EUR 106,28% , , DNB NOR BANK ASA 5.875% / /06/ ,00 110,66% EUR 110,66% , , DRESDNER BANK AG CMS / /05/ ,00 87,56% EUR 87,56% , , DZ BANK Float pp / /11/2049 (Call=11/11/2019) ,00 68,30% EUR 68,30% 2.107, , DZBK Pp Float / /11/2049 (Call=22/11/2011) ,00 59,50% EUR 59,50% 8.129, , E.I.B. Var / /10/ ,00 100,20% EUR 100,20% , , E.ON INTL 5.125% / /05/ ,00 108,76% EUR 108,76% , , EBRD 0.5 % / /01/ ,00 91,02% EUR 91,02% 1.250, , EFG HELLAS Float / /06/2017 (Call=08/06/2012) ,00 79,00% EUR 79,00% 4.876, , EFG HELLAS PLC Float / /04/ ,00 87,17% EUR 87,17% 0, , ENBW 4.125% / /07/ ,00 105,26% EUR 105,26% , ,32

3 1.2.3 ENEL (ENTNZENEL) 5.25% / /06/ ,00 110,00% EUR 110,00% , , ENEL FINANCE INTL SA 4.0% / /09/ ,00 103,66% EUR 103,66% , , ERICSSON LM Float / /06/ ,00 97,45% EUR 97,45% 155, , ERSTBK 6.25% / /03/2021 (Call=12/03/2011) ,00 92,15% EUR 92,15% , , ERSTBK Float / /07/2017 (Call=19/07/2012) ,00 87,38% EUR 87,38% 6.390, , ES INV /05/ ,00 102,18% EUR 102,18% , , ES INVEST PLC RAcc 5.25% / /10/2016 (Call=26/10/2010) ,00 101,20% EUR 101,20% , , ESPIRITO SANTO FIN GRP 6.875% / /10/ ,00 104,30% EUR 104,30% , , EUROPEAN INVT BK Var / /10/ ,00 97,51% EUR 97,51% , , EUROPEAN INVT BK 2.5% / /07/ ,00 99,96% EUR 99,96% 8.150, , EUROPEAN INVT BK 3.125% / /03/ ,00 101,15% EUR 101,15% , , EUROPEAN INVT BK 4.375% / /04/ ,00 107,90% EUR 107,90% , , EUROPEAN INVT BK Float / /03/ ,00 100,29% EUR 100,29% 2.256, , EUROPEAN INVT BK Float / /01/ ,00 99,48% EUR 99,48% 8.433, , FORTIS BANK NED 4.0% / /02/ ,00 103,23% EUR 103,23% , , GE 4.875% / /03/ ,00 106,34% EUR 106,34% , , GE CAPITAL 4.25% / /03/ ,00 101,95% EUR 101,95% , , GLAXOSMITHKLINE (GSK) 5.625% / /12/ ,00 113,82% EUR 113,82% , , GLAXOSMITHKLINE 3.875% / /07/ ,00 104,19% EUR 104,19% , , GOLDMAN SACHS GP 4.375% / /03/ ,00 99,62% EUR 99,62% 4.494, , GOLDMAN SACHS GP Float / /01/ ,00 91,07% EUR 91,07% 1.375, , HBOS PLC Float / /03/2016 (Call=29/03/2011) ,00 83,38% EUR 83,38% 67, , HSBC FINANCE Float / ,00 92,41% EUR 92,41% 1.700, , HYPOREAL INTL AG Float / /12/ ,00 96,50% EUR 96,50% 2.568, , IADB 0.5% /10/ ,00 97,05% EUR 97,05% 6.250, , IBERDROLA FIN Float / /06/ ,00 99,94% EUR 99,94% 153, , IBERDROLA FIN SA 7.5% / /11/ ,00 121,40% EUR 121,40% , , IKB 6.625% / /02/2049 (Call=15/07/2014) ,00 16,20% EUR 16,20% 0, , ING BANK NV 3.375% / /03/ ,00 100,12% EUR 100,12% 7.767, , ING BANK NV 3.375% / /03/ ,00 99,93% EUR 99,93% 4.068, , ING BANK NV 3.5% /09/2020 (Call=16/09/2015) ,00 95,19% EUR 95,19% , , ING BANK NV 5.5% / ,00 104,70% EUR 104,70% , , INTESA SANPAOLO (ISPIM) 3.75% / /11/ ,00 101,60% EUR 101,60% , , INTESA SANPAOLO 5% / /04/ ,00 103,72% EUR 103,72% , , KBC IFIMA NV 3.875% / /03/ ,00 99,96% EUR 99,96% 0, , KBC IFIMA NV Float / /10/ ,00 97,13% EUR 97,13% 9.066, , KFW Float / /02/ ,00 96,09% EUR 96,09% 0, , KFW Var / /02/ ,00 99,98% EUR 99,98% 9.964, , KONINKLIJKE DSM NV 5.25% / /10/ ,00 109,96% EUR 109,96% , , LEHMAN BROS Float / ,00 15,00% EUR 15,00% 0, , LEHMAN BROS HLDG Float / /11/ ,00 15,00% EUR 15,00% 0, , LEHMAN BROS HLDG Float / /05/ ,00 15,00% EUR 15,00% 0, , LEHMAN BROS HLDG Float / /05/ ,00 15,00% EUR 15,00% 0, , LEHMAN BROS Var / /12/ ,00 15,00% EUR 15,00% 0, , LLOYDS TSB BANK / /10/2015 (Call=26/10/2010) ,00 102,00% EUR 102,00% , , LLOYDS TSB BANK 4.375% / /04/ ,00 102,39% EUR 102,39% , , LSME 1 A Float MTG / /08/ ,50 97,31% EUR 97,31% 2.612, , LUSI 4 C MTG / /09/2048 (Call=15/09/2014) ,62 75,86% EUR 75,86% 1.367, , LUSITANO 2D MTG / /11/2046 (Call=16/11/2012) ,00 63,29% EUR 63,29% 8.901, , LUSITANO 5 A MTG / /07/ ,32 86,38% EUR 86,38% 5.413, , MARFIN POPULAR Float / /05/ ,00 99,43% EUR 99,43% 2.249, , MARLIN 1 B MTG / /12/ ,02 85,00% EUR 85,00% 57, , MARS2 2 A1B Float MTG / /03/2036 (Call=20/03/2011) ,20 96,87% EUR 96,87% 29, , MARSB 2006 D MTG / /08/2014 (Call=28/08/2012) ,00 45,00% EUR 45,00% 4.439, , MEDIOBANCA Float / /02/ ,00 76,70% EUR 76,70% , , MERRILL LYNCH Float / /09/ ,00 85,21% EUR 85,21% 3.733, , MERRILL LYNCH LUX CMS /01/ ,00 91,10% EUR 91,10% , , MIDGA 1 A2 Float MTG / /04/ ,00 94,25% EUR 94,25% 6.781, , MONTE PASHI SIEN Float / /11/2017 (Call=30/11/2012) ,00 93,79% EUR 93,79% 2.135, , MORGAN STANLEY Float / /11/ ,00 95,01% EUR 95,01% 4.395, , MORGAN STANLEY Float /03/ ,00 96,26% EUR 96,26% 946, , NATL AUSTRALIABK 3.5% / /01/ ,00 101,87% EUR 101,87% , , NATL BANQUES POP Float / /01/2016 (Call=21/01/2011) ,00 95,25% EUR 95,25% 2.599, , NATL CAPITAL INS Float / /09/2049 (Call=29/09/2016) ,00 73,50% EUR 73,50% 233, , NBOG FUND pp / /07/2049 (Call=11/07/2013) ,00 46,00% EUR 46,00% , , NETHERLANDS GOVT 2.75% / /01/ ,00 102,38% EUR 102,38% , , NIBCAP Float RAcc /11/ ,00 72,67% EUR 72,67% 2.787, , NOKIA CORP 5.50% / /02/ ,00 110,52% EUR 110,52% 8.287, , NORDEA BANK AB 3.75% / /02/ ,00 100,41% EUR 100,41% , , NORDEA BANK AB 4.5% / /05/ ,00 106,22% EUR 106,22% , , OPERA UNI A MTG / /02/ ,44 87,00% EUR 87,00% 2.383, , PFIZER INC 4.75% / /12/ ,00 109,07% EUR 109,07% , , PIRAEUS GRP FIN Float / /12/ ,00 98,16% EUR 98,16% 94, , POLO SECURITIES Float / /06/ ,99 95,50% EUR 95,50% 6.102, , PREPS B1 MTG / /12/ ,00 25,54% EUR 25,54% 6.093, , PREPS A MTG / /05/ ,20 88,88% EUR 88,88% 0, , PROCTER & GAMBLE 5.125% / /10/ ,00 111,48% EUR 111,48% , , PROLO 4 B Float MTG / /05/ ,00 94,00% EUR 94,00% 2.535, , RABOBANK 4.375% / /05/ ,00 107,39% EUR 107,39% , , RABOBANK 4.375% / /01/ ,00 107,17% EUR 107,17% , , RABOBANK 5.875% / /05/ ,00 113,10% EUR 113,10% , , RABOBANK Float / /12/ ,00 104,50% EUR 104,50% , , RABOBK Float RAcc /02/ ,00 98,94% EUR 98,94% 2.664, , RBOS 6.5% RAcc /05/ ,00 101,77% EUR 101,77% , , RBS Float / ,00 84,06% EUR 84,06% , , REN REDES ENERGETICAS % / /12/ ,00 111,87% EUR 111,87% , , RWE FINANCE BV 6.25% / /04/ ,00 116,25% EUR 116,25% , , SANPAOLO Float / /02/2018 (Call=20/02/2013) ,00 94,65% EUR 94,65% 4.676, , SANPAOLO IMI (ISPIM) Float / /03/ ,00 98,72% EUR 98,72% 1.333, , SANTANDER 3.75% / /06/ ,00 101,90% EUR 101,90% , ,00

4 1.2.3 SANTANDER 5.435% / /10/2017 (Call=24/10/2012) ,00 105,05% EUR 105,05% , , SANTANDER FIN PF / /07/2049 (Call=27/07/2014) ,00 115,50% EUR 115,50% , , SANTANDER INTL 3.5% / /03/ ,00 101,23% EUR 101,23% , , SANTANDER INTL 5.125% / /04/ ,00 103,56% EUR 103,56% , , SANTANDER INTL 5.625% / /02/ ,00 106,61% EUR 106,61% , , SAP AG 3.5% / /04/ ,00 99,66% EUR 99,66% 0, , SCH FINANCE CMS / /09/2049 (Call=30/09/2010) ,00 67,63% EUR 67,63% 0, , SHELL INTL FIN 3.0% / /05/ ,00 103,41% EUR 103,41% , , SIEMENS FINANCE 5.125% / /02/ ,00 111,04% EUR 111,04% , , SVENSKA HNDLSBKN 3.75% / /02/ ,00 100,35% EUR 100,35% , , SWEDISH EXPORT CREDIT / ,00 103,85% EUR 103,85% , , TELECOM ITALIA Float / /07/ ,00 98,71% EUR 98,71% 7.750, , TELEFONICA EMISIONES 4.375% / /02/ ,00 104,10% EUR 104,10% , , TEMPO 1 A MTG / /11/ ,00 3,95% EUR 3,95% , , TMAN 1 A MTG / /01/ ,76 90,67% EUR 90,67% 912, , UNICREDITO CRDIT Float C/F /11/ ,00 86,36% EUR 86,36% 8.597, , UNICREDITO ITALIANO 3.95% / /02/ ,00 99,44% EUR 99,44% , , UNICREDITO ITALIANO Float / /09/2016 (Call=20/09/2011) ,00 97,16% EUR 97,16% 1.178, , VATTENFALL AB 5.25% / /03/ ,00 110,51% EUR 110,51% , , VERBUND INTL FIN 4.75% / /04/ ,00 106,81% EUR 106,81% , , VOLKSWAGEN 5.25% / /04/ ,00 103,61% EUR 103,61% , , VOLKSWAGEN BANK Float / /12/2015 (Call=21/12/2010) ,00 89,00% EUR 89,00% 1.241, , VOLKSWAGEN BANK Float/ /03/ ,00 85,00% EUR 85,00% 2.333, , VOLKSWAGEN FIN 3.375% / /07/ ,00 102,28% EUR 102,28% , , WESTPAC BANKING 4.25% / /09/ ,00 103,51% EUR 103,51% , , WESTPAC BANKING 4.625% / /03/ ,00 102,94% EUR 102,94% , , WMT 4.875% / /09/ ,00 103,81% EUR 103,81% , , Acções 0, , ACCOR SA ,00 40,96 EUR 40,96 0, , AIR FRANCE-KLM ,00 11,71 EUR 11,71 0, , ARKEMA ,00 27,41 EUR 27,41 0, , ASTRAZENECA PLC ,00 29,39 GBP 33,03 0, , BALFOUR BEATTY PLC ,00 2,92 GBP 3,28 0, , BARRAT DEVELOPMENTS ,00 1,24 GBP 1,39 0, , BASF AG ,00 45,92 EUR 45,92 0, , BILFINGER BERGER AG ,00 49,39 EUR 49,39 0, , BMW AG ,00 34,18 EUR 34,18 0, , BNP PARIBAS ,00 56,86 EUR 56,86 0, , BP PLC ,00 6,23 GBP 7,01 0, , BRITISH AIRWAYS PLC ,00 2,43 GBP 2,73 0, , BRITISH AMERICAN TOBACCO PLC ,00 22,72 GBP 25,53 0, , BSCH - AM ,00 9,84 EUR 9,84 0, , CARILLION PLC ,00 3,27 GBP 3,67 0, , CARREFOUR SA ,00 35,69 EUR 35,69 0, , CASINO GUICHARD PERRACHON ,00 62,65 EUR 62,65 0, , CELESIO AG ,00 23,67 EUR 23,67 0, , COMMERZBANK AG ,00 6,34 EUR 6,34 0, , DAIMLERCHRYSLER AG ,00 34,85 EUR 34,85 0, , DANONE SA ,00 44,60 EUR 44,60 0, , DELHAIZE GROUP ,00 59,50 EUR 59,50 0, , DEUTSCHE LUFTHANSA-REG ,00 12,28 EUR 12,28 0, , DEUTSCHE POST AG-REG ,00 12,85 EUR 12,85 0, , DIAGEO PLC ,00 11,06 GBP 12,43 0, , E.S. Financial Group ,00 14,80 EUR 14,80 0, , EDP Renováveis SA ,00 5,79 EUR 5,79 0, , EIFFAGE SA ,00 38,30 EUR 38,30 0, , FIAT SPA ,00 9,64 EUR 9,64 0, , FIRSTGROUP PLC ,00 3,59 GBP 4,03 0, , FOMENTO DE CONSTRUC Y CONTRA ,00 27,11 EUR 27,11 0, , HOCHTIEF AG ,00 62,22 EUR 62,22 0, , HOME RETAIL GROUP ,00 2,71 GBP 3,05 0, , IMTECH NV ,00 23,71 EUR 23,71 0, , JOHNSON MATTHEY PLC ,00 17,46 GBP 19,62 0, , KESA ELECTRICALS PLC ,00 1,27 GBP 1,43 0, , KESKO OYJ-B SHS ,00 29,14 EUR 29,14 0, , KONINKLIJKE AHOLD NV ,00 9,87 EUR 9,87 0, , KONINKLIJKE BAM GROEP NV ,00 5,76 EUR 5,76 0, , LONMIN PLC ,00 20,38 GBP 22,90 0, , METRO AG ,00 43,92 EUR 43,92 0, , MICHAEL PAGE INTERNATIONAL ,00 4,00 GBP 4,50 0, , MONDI PLC ,00 4,64 GBP 5,22 0, , MUENCHENER RUECKVER AG-REG ,00 120,15 EUR 120,15 0, , NATIONAL GRID PLC ,00 6,42 GBP 7,21 0, , NESTE OIL OYJ ,00 12,91 EUR 12,91 0, , NEXANS SA ,00 63,11 EUR 63,11 0, , NORDDEUTSCHE AFFINERIE AG ,00 38,16 EUR 38,16 0, , NUTRECO HOLDING NV ,00 46,65 EUR 46,65 0, , OUTOKUMPU OYJ ,00 16,25 EUR 16,25 0, , PERSIMMON PLC ,00 4,65 GBP 5,23 0, , PEUGEOT SA ,00 21,80 EUR 21,80 0, , Q-CELLS AG ,00 7,36 EUR 7,36 0, , RAIFFEISEN INTL BANK HOLDING ,00 35,20 EUR 35,20 0, , RAUTARUUKKI OYJ ,00 16,00 EUR 16,00 0, , RENAULT SA ,00 34,70 EUR 34,70 0, , SAINSBURY (J) PLC ,00 3,28 GBP 3,68 0, , SIG PLC ,00 1,14 GBP 1,28 0, , SKANSKA AB-B SHS ,00 131,20 SEK 13,51 0, , STMICROELECTRONICS NV ,00 7,37 EUR 7,37 0, , SWEDBANK AG ,00 74,10 SEK 7,63 0, , TELEFONICA SA ,00 17,54 EUR 17,54 0, ,50

5 1.2.4 THOMAS COOK GRP PLC ,00 2,70 GBP 3,03 0, , THYSSENKRUPP AG ,00 25,46 EUR 25,46 0, , TOTAL SA ,00 42,98 EUR 42,98 0, , TUI AG ,00 8,33 EUR 8,33 0, , TULLOW OIL PLC ,00 12,50 GBP 14,05 0, , UMICORE ,00 25,86 EUR 25,86 0, , VALEO SA ,00 26,43 EUR 26,43 0, , VEOLIA ENVIRONNEMEM ,00 25,68 EUR 25,68 0, , VOLVO AB-B SHS ,00 72,65 SEK 7,48 0, , WOLSELEY PLC ,00 15,92 GBP 17,89 0, , Mercado Cotações Oficiais não UE , , Obrigações diversas , , EUROPEAN UNION 3.375% / /05/ ,00 100,79% EUR 100,79% , , Acções 0, , CLARIANT AG ,00 13,41 CHF 9,39 0, , HOLCIM LTD - REG ,00 78,60 CHF 55,06 0, , PETROPLUS HOLDINGS AG ,00 19,59 CHF 13,72 0, , Un.Part. Fundos investimento fechados 0, , SPY STANDARD & POORS TRUST Index Fund ,00 117,00 USD 86,80 0, ,84 2 Valores Não Cotados , , Valores mobiliários nacionais , , Obrigações diversas , , BANCO MAIS SA Float / /05/ ,00 99,00% EUR 99,00% , , BESLEASING FACTORING 2005 / ,00 100,32% EUR 100,32% , , Valores mobiliários estrangeiros , , Obrigações diversas , , BANK OF IRELAND 4.25% RAcc / /11/2015 (Call=02/11/2010) ,00 88,81% EUR 88,81% , , BARCLAYS Float / /07/ ,00 72,20% EUR 72,20% 0, , BAYER HYPO CMS / /06/ ,00 99,12% EUR 99,12% , , BAYER HYPO CMS / /05/ ,00 95,38% EUR 95,38% , , BEAR STEARNS Float / /12/ ,00 99,07% EUR 99,07% 0, , BEAR STEARNS Float / /05/ ,00 79,49% EUR 79,49% , , BESPL 5.28% / /11/ ,00 105,42% EUR 105,42% , , BOIRO FINANCE BV Float/ /03/ ,00 99,96% EUR 99,96% 1.096, , BTAR INVESTMENTS (JERSEY) /12/ ,00 69,33% EUR 69,33% , , CORSAIR CAYMAN ISLANDS 2.60% / /07/ ,00 100,00% EUR 100,00% 0, , CREDIT SUISSE CMS 99-29/07/ ,00 91,00% EUR 91,00% , , DRESDNER BANK c/z /98-31/07/ ,00 31,76% EUR 31,76% 0, , EDP FINANCE /12/ ,00 153,72% EUR 153,72% , , EMIDAG /12/ ,00 69,33% EUR 69,33% , , ESPIRITO SANTO INVEST / /12/2015 (Call=20/12/2010) ,00 100,00% EUR 100,00% 966, , IADB 1% / /12/ ,00 93,22% EUR 93,22% 3.755, , ING BANK NV Var. / /05/ ,00 75,50% EUR 75,50% , , MORGAN STANLEY Var (Lnk CPTFEMUY) / /05/ ,00 101,25% EUR 101,25% 0, , NIB CAPITAL BANK 1ª-5ª Tr. Racc / /11/ ,00 38,68% EUR 38,68% , , PARMALAT CAP.FIN ,00 0,00% EUR 0,00% 0,00 0, PIRAEUS GRP CAP Float / /10/ (Call=27/10/2014) ,00 55,00% EUR 55,00% 6.394, , PREPS B2 MTG / /08/ ,00 15,20% EUR 15,20% , , QBEAU Float / /08/2020 (Call=03/08/2010) ,00 92,53% EUR 92,53% 7.668, , RBS Float C/F /08/ ,00 99,01% EUR 99,01% 5.852, , SGA NV /02/ ,00 94,82% EUR 94,82% , , SYDBANK A/S Float / /04/2049 (Call=25/04/2017) ,00 70,00% EUR 70,00% 7.998, , Acções 0, , CANYON PREF SHARES ,00 0,51 USD 0,38 0, ,09 3 Un.Part. Instituições Investimento Colectivo 0, , Fundos Harmonizados 0, , ES - ACÇÕES AMERICA ,41 7,24 EUR 7,24 0, , ES - AMERICA G.F.(USD) ,08 127,89 USD 94,88 0, , ES - BRASIL ,88 5,43 EUR 5,43 0, , ES - EMERGING MARKETS ,49 130,69 EUR 130,69 0, , FRANK TEMP INV ASIA GR-I EUR H ,30 17,13 EUR 17,13 0, , GLOBAL ACTIVE ALLOCATION - I CAP ,56 4,95 EUR 4,95 0, , ISHARES MSCI PACIFIC EX JPN ,00 42,96 USD 31,87 0, , VANGUARD EMERGING MARKET ETF ,00 42,15 USD 31,27 0, , Fundos Não Harmonizados 0, , CARAVELA AGGRESSIVE FUND ,00 116,50 EUR 116,50 0, , CARAVELA BALANCED FUND ,24 115,82 EUR 115,82 0, , CARAVELA DEFENSIVE FUND ,73 109,02 EUR 109,02 0, , GARNHAM FOUNDERS FUND 0,00 0, MARKET VECTORS Gold Miners ETF ,00 44,41 USD 32,95 0, , PRIMO CAPITAL GROWTH FUND 1/00P 0,00 0, PRIMO CAPITAL GROWTH FUND 12/00P 0,00 0,00 4 Imobiliário , Terrenos e edíficios , AL. D. AFONSO HENRIQUES, , AL. GAGO COUTINHO (26) , AV. COLUMBANO BORDALO PINHEIRO, , AV. D. CARLOS I, , AV. REPUBLICA, 97, 5º , AV. REPÚBLICA, 97, R/C , EDIFÍCIO ROSAS (FR. A, L, M), TORRES NOVAS , ESTRADA S. BRÁS (LOULÉ) , GOLEGÃ , MAFRA , MATOSINHOS , MIRA , PRAÇA LOURENÇO CARVALHO, ALMEIRIM , R. 31 DE JANEIRO, , PORTO , R. ALEXANDRE HERCULANO, 11, LISBOA , R. D. LUIS NORONHA ,00

6 4.1 R. TIMOR 31/33/35/37, BRAGA , RUA BARATA SALGUEIRO, , SANTARÉM , SETÚBAL , ÓBIDOS , LEIRIA , BARREIRO ,00 5 Liquidez , , À vista , Depósitos à ordem , A prazo , , Depósitos e outros equiparados , ,96 8 Outros Valores a Regularizar , Valores Activos , Valores Passivos ,27 Parte II - Valores Extrapatrimoniais ,07 9 Operações com produtos derivados , Fora de mercado regulamentado , Forwards , Swaps , Opções , Outros ,93

7 BES-Vida. Companhia de Seguros. S.A. do Fundo: PPR Investimento 2009 Cotação Juro Decorrido Montante Global Parte I - Valores Patrimoniais ,65 1 Valores Mobiliários Cotados , , Mercado Cotações Oficiais Portugal , , Títulos de dívida pública , , PGB 5.45% / /09/ ,00 110,17% EUR 110,17% , , Obrigações diversas , , BANCO BPI 5.75% / /08/ ,00 100,97% EUR 100,97% , , BANCO ESPIRITO SANTO 5.625% / /06/ ,00 105,86% EUR 105,86% , , BANIF SGPS SA 3.25% / /05/ ,00 101,88% EUR 101,88% , , BCPPL 3.625% / /01/ ,00 102,67% EUR 102,67% , , BESLEASING FACTORING 2005 / ,00 100,31% EUR 100,31% 3.399, , BESLEASING FACTORING Float / /09/ ,00 99,25% EUR 99,25% 170, , BESNN 4.375% / /01/ ,00 101,50% EUR 101,50% 1.168, , BESNN Float/ /06/ ,00 92,95% EUR 92,95% 218, , PORTUCEL Float / /10/ ,00 99,98% EUR 99,98% , , Mercado Cotações Oficiais UE , , Títulos de dívida pública 8.812, , GGB 4.3% / /03/ ,00 98,25% EUR 98,25% 8.812, , Obrigações diversas , , AEGON GLOBAL (AGIM) 4.25% / /01/ ,00 102,78% EUR 102,78% , , AEGON NV 7% / /04/ ,00 108,77% EUR 108,77% , , AIFP 6.125% / /11/ ,00 110,58% EUR 110,58% , , ALLIANCE & LEICESTER SANTANDER Float / /09/ ,00 99,97% EUR 99,97% 143, , AUST & NZ BANKING GROUP 2.625% / /11/ ,00 101,46% EUR 101,46% , , B.C.P. FINANCE 6.25% / /03/ ,00 102,72% EUR 102,72% 430, , BANCO PASTOR 6% / /06/ ,00 100,44% EUR 100,44% , , BANCO SABADELL 4.375% / /05/ ,00 103,69% EUR 103,69% , , BANCO SABADELL 4.5% / /04/ ,00 105,10% EUR 105,10% , , BANESTO FINANCIAL 4.0% / /05/ ,00 103,56% EUR 103,56% , , BANK OF MONTREAL 4.25% / /01/ ,00 105,69% EUR 105,69% 7.801, , BANQUE POPULAIRE CAISSE Float / /07/ ,00 99,87% EUR 99,87% 3.287, , BANQUE PSA FIN (PEUGOT) Float / /12/ ,00 99,51% EUR 99,51% 385, , BARCLAYS BK PLC 5.75% / /03/ ,00 103,13% EUR 103,13% 8.416, , BASF SE 3.75% / /10/ ,00 104,78% EUR 104,78% , , BBVA SENIOR FIN 3.625% / /05/ ,00 103,29% EUR 103,29% , , BCPPL 2.375% / /01/ ,00 99,09% EUR 99,09% 7.027, , BES FINANCE 6.25% / /05/ ,00 103,23% EUR 103,23% , , BMW FINANCE NV 5.25% / /02/ ,00 103,17% EUR 103,17% 3.955, , BMW FINANCE NV 6.125% / /04/ ,00 107,99% EUR 107,99% , , BMW US CAPITAL LLC 6.375% /07/ ,00 109,28% EUR 109,28% , , BSCH ISSUANCES 6% / /03/ ,00 103,49% EUR 103,49% 2.235, , CBA 5.875% / /07/ ,00 105,92% EUR 105,92% , , CIMPOR FIN OPS 4,5% /05/ ,00 101,62% EUR 101,62% , , CITIGROUP INC Float / /01/ ,00 97,80% EUR 97,80% 3.170, , CREDIT AGRICOLE 4.875% / /04/ ,00 103,65% EUR 103,65% , , CREDIT AGRICOLE 5.1% / /01/ ,00 104,11% EUR 104,11% 8.383, , CREDIT AGRICOLE 6.0% / /06/ ,00 111,62% EUR 111,62% , , CREDIT SUISSE 6.375% / /06/ ,00 109,64% EUR 109,64% , , CREDIT SUISSE LD 5.125% / /04/ ,00 103,74% EUR 103,74% , , CREDIT SUISSE LD 5.125% / /03/ ,00 106,29% EUR 106,29% 140, , CS GRP FIN (US) 6.625% / ,00 102,38% EUR 102,38% , , E.ON INTL FINANCE 4.875% / /01/ ,00 108,47% EUR 108,47% 4.140, , ELEC DE FRANCE 5% / /05/ ,00 109,67% EUR 109,67% , , ESF 4.5% / /05/ ,00 100,45% EUR 100,45% , , FRANCE TELECOM 5% / ,00 108,84% EUR 108,84% 4.657, , HBOS Float / /07/ ,00 98,49% EUR 98,49% 2.957, , IBERDROLA FIN SA 5.125% / /05/ ,00 108,04% EUR 108,04% , , INTESA SANPAOLO 5% / /04/ ,00 103,72% EUR 103,72% , , IRISH 5% / /04/ ,00 107,83% EUR 107,83% , , JOHN DEERE CAPITAL CORP 7.5% / /01/ ,00 116,69% EUR 116,69% , , KBC IFIMA NV Float / /01/ ,00 99,70% EUR 99,70% 6.104, , KBC IFIMA NV Float/ /02/ ,00 97,64% EUR 97,64% 1.933, , KFW Var / /02/ ,00 99,98% EUR 99,98% 723, , LLOYDS TSB BANK PLC 4.75% / /03// ,00 101,78% EUR 101,78% 4.229, , NATL AUSTRALIABK (NAB) 4,75% / /03/ ,00 103,05% EUR 103,05% 5.270, , NGGLN 4.125% / /03/ ,00 104,43% EUR 104,43% 734, , NOKIA CORP 5.50% / /02/ ,00 110,52% EUR 110,52% , , NORDEA BANK AB 4.5% / /05/ ,00 106,22% EUR 106,22% , , PFIZER INC 3.625% / /06/ ,00 104,58% EUR 104,58% , , PFIZER INC 4.75% / /12/ ,00 109,07% EUR 109,07% , , PHILIP MORRIS IN PM 4.25% / /03/ ,00 104,56% EUR 104,56% 1.397, , REN REDES ENERGETICAS % / /12/ ,00 111,87% EUR 111,87% , , ROCHE HLDGS INC 4.625% / /03/ ,00 107,17% EUR 107,17% 3.421, ,23

8 1.2.3 ROYAL BK CANADA 4.5% / /11/ ,00 106,40% EUR 106,40% , , RWE FINANCE BV 6.125% / /10/ ,00 110,43% EUR 110,43% , , SANTANDER 3.75% / /06/ ,00 101,90% EUR 101,90% , , SHELL INTL FIN 3.0% / /05/ ,00 103,41% EUR 103,41% , , SKANDINAVISKA ENSKIL 4.375% / /05/ ,00 103,99% EUR 103,99% , , TESCO PLC % / /09/ ,00 108,62% EUR 108,62% , , TOTAL CAPITAL Float / /09/ ,00 99,79% EUR 99,79% 1.823, , TOYOTA MTR CRED 5.25% / /02/ ,00 106,04% EUR 106,04% , , UBS AG JERSEY % / /06/ ,00 100,62% EUR 100,62% , , UBS AG LONDON 4.625% / /07/ ,00 104,83% EUR 104,83% , , VATTENFALL TREAS 5.75% / /12/ ,00 111,35% EUR 111,35% , , VERIZON WIRELESS VZW 7.625% / /12/ ,00 109,64% EUR 109,64% 8.523, , VODAFONE GROUP 6.875% / /12/ ,00 114,87% EUR 114,87% 8.815, , VOLKSWAGEN 5.25% / /04/ ,00 103,61% EUR 103,61% , , VOLKSWAGEN INTL FIN 5.625% / /02/ ,00 106,53% EUR 106,53% , , ZURICH FINANCE 4.875% / /04/ ,00 105,37% EUR 105,37% , ,21 2 Valores Não Cotados , , Valores mobiliários estrangeiros , , Obrigações diversas , , BESPL 5.28% / /11/ ,00 105,42% EUR 105,42% , , STINGRAY LIMITED 6.31% / /05/ ,00 102,03% EUR 102,03% , ,79 5 Liquidez , À vista , Depósitos à ordem ,63 8 Outros Valores a Regularizar , Valores Activos 34, Valores Passivos ,62

9 BES-Vida. Companhia de Seguros. S.A. do Fundo: PPR Super Investimento 2009 Cotação Juro Decorrido Montante Global Parte I - Valores Patrimoniais ,11 1 Valores Mobiliários Cotados , , Mercado Cotações Oficiais Portugal , , Títulos de dívida pública , , PGB 4.75% / /06/ ,00 105,27% EUR 105,27% , , PGB 4.8% / /06/ ,00 104,65% EUR 104,65% , , Obrigações diversas , , BANCO ESPIRITO SANTO 5.625% / /06/ ,00 105,86% EUR 105,86% , , BCPPL 3.75% / /10/ ,00 97,14% EUR 97,14% , , BCPPL 4.75% / /06/ ,00 101,77% EUR 101,77% , , BRISA 4.5% / /12/ ,00 100,50% EUR 100,50% , , CAIXA GERAL DEPO 3.875% / /12/ ,00 100,70% EUR 100,70% , , CAMFER 4.17% / /10/ ,00 96,35% EUR 96,35% , , METRO DE LISBOA 5.75% / /02/ ,00 105,53% EUR 105,53% 8.664, , REFER 4.25% / ,00 95,37% EUR 95,37% , , Mercado Cotações Oficiais UE , , Títulos de dívida pública , , BTPS 4.25% / /03/ ,00 103,37% EUR 103,37% 8.732, , BTPS 4.25% / /09/ ,00 104,18% EUR 104,18% , , DBR 3.5% / /07/ ,00 103,58% EUR 103,58% , , DBR 3.75% / /01/ ,00 105,75% EUR 105,75% , , FRTR 4.25% / /10/ ,00 108,54% EUR 108,54% , , FRTR 4.25% / /10/ ,00 108,11% EUR 108,11% , , GGB 4.6% / /07/ ,00 88,42% EUR 88,42% , , GGB 6.0% / /07/ ,00 96,54% EUR 96,54% , , IRISH GOVT 4.5 % / /10/ ,00 102,67% EUR 102,67% , , IRISH GOVT 5.0% / /10/ ,00 103,01% EUR 103,01% , , Obrigações diversas , , ALLIANZ FINANCE 4.75% / /07/ ,00 106,53% EUR 106,53% , , ATLANTIA 5.625% / /05/ ,00 109,13% EUR 109,13% , , BANCO BILBAO VIZ 3.625% / /01/ ,00 99,95% EUR 99,95% , , BANCO BPI 3.25% / /01/ ,00 99,33% EUR 99,33% , , BARCLAYS BANK PLC 4% / /10/ ,00 101,04% EUR 101,04% , , BARCLAYS BK PLC 4.0% / /01/ ,00 100,51% EUR 100,51% , , BARCLAYS BK PLC 4.875% / /08/ ,00 103,17% EUR 103,17% , , BASF SE 4.25% / /10/ ,00 105,00% EUR 105,00% , , BAT INTL FINANCE 5,375% / /06/ ,00 110,20% EUR 110,20% , , BEI 8% /11/ ,09 128,73% EUR 128,73% , , BMW FINANCE NV 3.875% / /01/ ,00 100,81% EUR 100,81% , , CIE FIN FONCIER 4.5% / /05/ ,00 106,83% EUR 106,83% , , COM BK AUTRALIA (CBA) 4.25% / /11/ ,00 104,03% EUR 104,03% , , COMMERZBANK AG 3.875% / /03/ ,00 99,56% EUR 99,56% 1.433, , CREDIT AGRICOLE 5.875% / /06/ ,00 111,56% EUR 111,56% , , CREDIT AGRICOLE 5.971% / /02/ ,00 112,00% EUR 112,00% , , CREDIT SUISSE LD 3.875% / /01/ ,00 100,60% EUR 100,60% , , CREDIT SUISSE LD 4.75% / /08/ ,00 104,15% EUR 104,15% , , DAIMLER AG 4.125% / /01/ ,00 101,79% EUR 101,79% 8.023, , DEUTSCH BAHN FIN BV 4.375% 2009/ ,00 103,41% EUR 103,41% , , DEUTSCHE BAHN FIN BV 3.625% / /10/ ,00 102,25% EUR 102,25% , , DEUTSCHE FIN. CMS 99-04/06/ ,00 84,60% EUR 84,60% , , DEXIA MUNICIPAL 3.5% / /09/ ,00 101,67% EUR 101,67% , , EDF 5.125% / /09/ ,00 110,01% EUR 110,01% , , ELEC DE FRANCE 5% 2008/ ,00 109,15% EUR 109,15% , , ELEC DE FRANCE 5.375% / /05/ ,00 112,01% EUR 112,01% , , ENI SPA 4.125% 2009/ ,00 102,65% EUR 102,65% , , ERICSSON LM 5.375% / /06/ ,00 107,43% EUR 107,43% , , ESPIRITO SANTO FIN GRP 6.875% / /10/ ,00 104,30% EUR 104,30% , , EUROPEAN INVT BK 3.875% / /03/2020 (Call= ) ,00 99,25% EUR 99,25% 3.853, , EUROPEAN INVT BK 4.25% / /04/ ,00 106,96% EUR 106,96% , , FORTUM OYJ 6% / /03/ ,00 115,63% EUR 115,63% 3.616, , GDF SUEZ 6.875% / /01/ ,00 123,54% EUR 123,54% , , GIE SUEZ ALLIANCE 5.75% / /06/ ,00 116,57% EUR 116,57% , , GLAXOSMITHKLINE (GSK) 5.625% / /12/ ,00 113,82% EUR 113,82% , , GLAXOSMITHKLINE 3.875% / /07/ ,00 104,19% EUR 104,19% , , GOLDMAN SACHS GP 4.5% / /01/ ,00 100,49% EUR 100,49% , , HSBC HOLDINGS PLC 6% / /06/ ,00 110,64% EUR 110,64% , , IBERDROLA 5.625% / /05/ ,00 112,27% EUR 112,27% , , IBRD c/z / /03/ ,19 75,38% EUR 75,38% 0, , INTESA SANPAOLO (ISPIM) 3.75% / /11/ ,00 101,60% EUR 101,60% , , INTL FIN BV 6.375% 2002/ ,00 119,01% EUR 119,01% , , JOHNSON & JOHNSON 4.75% / /11/ ,00 109,66% EUR 109,66% , , KFW Step Cpn / /06/2020 (Call=16/06/2010) ,00 97,45% EUR 97,45% , , LLOYDS TSB BANK 6.375% / /06/ ,00 108,44% EUR 108,44% , , LLOYDS TSB BANK PLC 5.375% 2009/ ,00 101,05% EUR 101,05% , , NATL AUSTRALIA BK 4.75% / /07/ ,00 106,43% EUR 106,43% , , NATL AUSTRALIABK 3.5% / /01/ ,00 101,87% EUR 101,87% , , NOKIA CORP 6.75% / /02/ ,00 119,55% EUR 119,55% , , NOVARTIS FINANCE 4.25% / /06/ ,00 106,88% EUR 106,88% , , NYSE EURONEXT 5.375% / /06/ ,00 108,14% EUR 108,14% , ,97