CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. R. Castilho, 233-7º Lisboa CA PPR +6 Composição da carteira em 30 de Setembro de 2015

Transcrição

1 CA PPR +6 BGB 1.25% 22/06/ EUR 103,80% BTNS 2.5% 25/07/ EUR 102,19% BTPS 3.5% 01/06/ EUR 108,49% BTPS 4.50% 01/03/ EUR 122,76% BTPS 4.75% 01/09/ EUR 129,83% IRISH 2.4% 15/05/ EUR 108,30% NETHER 015/04/ EUR 100,13% RAGB 1.15% 19/10/ EUR 103,96% SPGB 4.4% 31/10/ EUR 120,76% SPGB 5.15% 31/10/ EUR 132,07% Sub-total POPSM 4% 18/10/ EUR 103,92% UCGIM 4.25% 29/07/ EUR 103,36% Sub-total Total LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA Verão PPR BCPPL 3.75% 08/10/ EUR 103,18% BRCORO 4.5% 05/12/ EUR 104,80% Sub-total Total AEMSPA 4.50% 02/11/ EUR 104,31% BACR 4.125% 15/03/ EUR 101,78% CAJAMM 5.75% 29/06/ EUR 104,00% ELEPOR 5.875% 01/02/ EUR 101,56% ENEL 4% 14/09/ EUR 103,47% GASSM 4.375% 02/11/ EUR 104,28% IBESM 3.5% 13/10/ EUR 103,30% ISPIM 4.375% 16/08/ EUR 103,64% Lloyds TSB Bank 6.375% 17/06/ EUR 104,40% MS 4.50% 23/02/ EUR 101,69% MTNA 9.375% 03/06/ EUR 103,57% PEUGOT 4.25% 25/02/ EUR 101,16% PORTEL 5.625% 08/02/ EUR 92,54% RENAUL 4% 25/01/ EUR 101,04% TELEFO 4.375% 02/02/ EUR 101,37% TITIM 5.125% 25/01/ EUR 101,33% WFC 4.125% 03/11/ EUR 104,23% Subtotal Subtotal Total Depósitos à ordem EUR Total Operações com produtos derivados 6.2. Fora de mercado regulamentado Swaps EUR Total

2 CA Sempre + PPR BCPPL 4.75% 22/06/ EUR 107,08% BESPL 2.625% 08/05/ EUR 92,55% BRCORO 4.5% 05/12/ EUR 104,80% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% BTPS 4.5% 01/08/ EUR 111,83% SPGB 2.1% 30/04/ EUR 103,12% Sub-total ICO 4.625% 31/01/ EUR 105,75% Sub-total ABESM 5.75% 09/03/ EUR 111,91% BAC 4.625% 07/08/ EUR 107,60% BAC 4.75% 03/04/ EUR 106,47% CEIFP 4.625% 05/10/ EUR 100,36% ELEPOR 4.75% 26/09/ EUR 103,34% ENELIM 4.875% 20/02/ EUR 109,76% GASSM 4.125% 26/01/ EUR 107,95% GASSM 5% 13/02/ EUR 110,13% GS 4.5% 30/01/ EUR 105,43% ISPIM 4.75% 15/06/ EUR 106,71% LLOYDS 4.625% 02/02/ EUR 105,71% MTNA 4.625% 17/11/ EUR 101,77% POPSM 4.125% 30/03/ EUR 105,73% PORTEL 4.375% 24/03/ EUR 79,46% PORTEL 5.875% 17/04/ EUR 68,33% RENAUL 4.25% 27/04/ EUR 105,18% SANTAN /04/ EUR 101,85% SANTAN 4% 27/03/ EUR 104,90% TELEFO 4.797% 21/02/ EUR 109,43% TITIM 7% 20/01/ EUR 107,77% UCGIM 4.875% 07/03/ EUR 105,79% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% Sub-total Depósitos à ordem EUR Total Total

3 CA PPR Capital Títulos de dívida pública OT 2.875% 15/10/ EUR 104,25% OT 4.1% 15/02/ EUR 112,68% OT 4.35% 16/10/ EUR 108,20% Sub-total BCPPL 3.375% 27/02/ EUR 100,29% CXGD 1% 27/01/ EUR 100,54% CXGD 3.75% 18/01/ EUR 107,75% Sub-total Total BTPS 3.5% 01/03/ EUR 116,02% BTPS 3.75% 01/05/ EUR 114,90% BTPS 4.50% 01/03/ EUR 122,76% BTPS 4.75% 01/09/ EUR 129,83% BTPS 4.75% 01/09/ EUR 138,83% DBR 0.5% 15/02/ EUR 99,74% DBR /08/ EUR 129,45% FRTR 2.25% 25/10/ EUR 112,31% IRISH 0.8% 15/03/ EUR 100,93% IRISH 2.4% 15/05/ EUR 108,30% NETHER 1.25% 15/01/ EUR 103,30% NETHER 1.75% 15/07/ EUR 109,59% OBL 0.25% 11/10/ EUR 101,54% PTIPL 5.375% 15/05/ EUR 104,81% SPGB 2.15% 31/10/ EUR 102,35% SPGB 2.75% 31/10/ EUR 107,83% SPGB 3.8% 30/04/ EUR 116,25% SPGB 5.15% 31/10/ EUR 132,07% SPGB 5.15% 31/10/ EUR 141,21% SPGB 5.5% 30/04/ EUR 123,89% Sub-total ABBEY 2% 14/01/ EUR 103,46% ACEIM 2.625% 15/07/ EUR 103,62% ADIFAL 3.5% 27/05/ EUR 111,27% ADPFP 1.5% 24/07/ EUR 101,13% AEMSPA 3.625% 13/01/ EUR 111,00% AMXLMM 1% 04/06/ EUR 100,58% ATLIM 1.625% 12/06/ EUR 98,46% BANBRA 3.75% 25/07/ EUR 87,48% BBVASM 2.375% 22/01/ EUR 104,73% BBVASM 6.75% 29/12/ EUR 95,72% BNP 6.125% 29/12/ EUR 100,15% CAJARU 3.75% 22/11/ EUR 109,79% CS 1.375% 29/11/ EUR 101,76% DANBNK 0.75% 04/05/ EUR 99,22% DANBNK 5.875% 29/04/ EUR 98,51% EDPPL 5.375% 16/09/ EUR 95,12% ELEPOR 4.125% 20/01/ EUR 109,15% F 1.114% 13/05/ EUR 97,18% FERROV 3.5% 13/12/ EUR 111,37% GE 2.875% 18/06/ EUR 108,08% HNZ 2% 30/06/ EUR 99,21% IBESM 1.75% 17/09/ EUR 99,50% IBESM 2.5% 24/10/ EUR 105,55% INTNED 1.25% 13/12/ EUR 101,84% MLFP 1.125% 28/05/ EUR 99,14% MRDGF 4.50% 04/12/ EUR 116,90% ODGR 2.375% 10/02/ EUR 104,83% PBBGR 0.875% 20/01/ EUR 99,97% POHBK 1.25% 14/05/ EUR 102,00% POPSM 2.125% 08/10/ EUR 105,84% RABOBK 5.5% 22/01/ EUR 99,48% REESM 2.375% 31/05/ EUR 105,92% RENAUL 1.25% 08/06/ EUR 93,80% RENEPL 4.125% 31/01/ EUR 106,78% REPSM 2.625% 28/05/ EUR 103,39% REPSM 3.875% 29/12/ EUR 86,57% ROSW 2% 25/06/ EUR 104,71% RWE 3.5% 21/04/ EUR 72,76% SABSM 3.375% 23/01/ EUR 107,17% SANFP 0.875% 22/09/ EUR 99,27% SANFP 1.875% 04/09/ EUR 105,36% SRGIM 1,5% 21/04/ EUR 98,79% SRGIM 3.25% 22/01/ EUR 111,32% TELEFO 1.477% 14/09/ EUR 98,32% TELEFO /03/ EUR 100,15% UCGIM 2.625% 31/10/ EUR 110,55% Sub-total Total Total Unidades de Participação de Instituições de Investimento Colectivo 3.1. Fundos harmonizados Lyxor ETF MSCI Europe EUR Sub-total Depósitos à ordem EUR Total Total

4 CA Super 5 PPR (5%) BCPPL 4.75% 22/06/ EUR 107,08% BRCORO 4.5% 05/12/ EUR 104,80% OIBRBZ 6.25% 26/07/ EUR 92,30% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% Sub-total ICO 4.625% 31/01/ EUR 105,75% Sub-total ABESM 4.625% 12/10/ EUR 104,31% AEMSPA 4.50% 02/11/ EUR 104,31% BAA 4.375% 25/01/ EUR 104,99% BAC 4.75% 03/04/ EUR 106,47% BBVASM 4.875% 15/04/ EUR 102,46% CEIFP 4.625% 05/10/ EUR 100,36% DLNA 4.25% 17/11/ EUR 106,48% ELEPOR 4.75% 26/09/ EUR 103,34% ELEPORT 4.625% 13/06/ EUR 102,37% ENELIM 5.25% 20/06/ EUR 108,08% FRFP 5.75% 19/01/ EUR 106,77% GASSM 4.375% 02/11/ EUR 104,28% GASSM 5% 13/02/ EUR 110,13% GLEINT 5.25% 22/03/ EUR 97,15% GS 4.375% 16/03/ EUR 105,69% ISPIM 4.375% 16/08/ EUR 103,64% ISPIM 4.75% 15/06/ EUR 106,71% LLOYDS 4.625% 02/02/ EUR 105,71% MTNA 4.625% 17/11/ EUR 101,77% PORTEL 4.375% 24/03/ EUR 79,46% RBS 4.875% 20/01/ EUR 105,60% RENAUL 4% 16/03/ EUR 101,56% SANTAN /04/ EUR 101,85% SANTAN /12/ EUR 100,45% SRGIM 4.375% 11/07/ EUR 103,13% TELEFO 4.75% 07/02/ EUR 105,72% TITIM 7% 20/01/ EUR 107,77% UCGIM 4.25% 29/07/ EUR 103,36% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

5 CA PPR Pág. 1/ Títulos de dívida pública OT 2.875% 15/10/ EUR 104,25% OT 4.1% 15/02/ EUR 112,68% Sub-total BCPPL 3.375% 27/02/ EUR 100,29% BCPPL 3.75% 08/10/ EUR 103,18% CXGD 1% 27/01/ EUR 100,54% CXGD 3% 15/01/ EUR 108,21% CXGD 3.75% 18/01/ EUR 107,75% PTIPL 5.375% 15/05/ EUR 104,81% Sub-total Total BTPS 3.5% 01/03/ EUR 116,02% BTPS 4.50% 01/03/ EUR 122,76% BTPS 4.75% 01/09/ EUR 129,83% BTPS 4.75% 01/09/ EUR 138,83% DBR 0.5% 15/02/ EUR 99,74% DBR /08/ EUR 129,45% IRISH 0.8% 15/03/ EUR 100,93% IRISH 2.4% 15/05/ EUR 108,30% NETHER 1.25% 15/01/ EUR 103,30% NETHER 1.75% 15/07/ EUR 109,59% SPGB 2.15% 31/10/ EUR 102,35% SPGB 3.8% 30/04/ EUR 116,25% SPGB 5.15% 31/10/ EUR 132,07% SPGB 5.15% 31/10/ EUR 141,21% Sub-total MADRID 4.125% 21/05/ EUR 114,71% MADRID 4.688% 12/03/ EUR 114,90% RATPFP 2.875% 09/09/ EUR 115,52% Sub-total ABBEY 2% 14/01/ EUR 103,46% ACEIM 2.625% 15/07/ EUR 103,62% ADIFAL 3.5% 27/05/ EUR 111,27% ADRIT 3.25% 20/02/ EUR 109,58% AEMSPA 3.625% 13/01/ EUR 111,00% AIB 2.875% 28/11/ EUR 101,85% ALVGR 3.375% 29/09/ EUR 93,69% AMXLMM 1% 04/06/ EUR 100,58% BANBRA 3.75% 25/07/ EUR 87,48% BBVASM 2.375% 22/01/ EUR 104,73% BBVASM 6.75% 29/12/ EUR 95,72% BNP 3.75% 25/11/ EUR 113,67% BNP 6.125% 29/12/ EUR 100,15% CAIXAC 3.50% 07/03/ EUR 101,34% CAJARU 3.75% 22/11/ EUR 109,79% CARGIL 2.50% 15/02/ EUR 102,12% CESDRA 4.125% 23/07/ EUR 109,46% CNH 2.875% 27/09/ EUR 93,31% CS 1.375% 29/11/ EUR 101,76% DANBNK 0.75% 04/05/ EUR 99,22% DANBNK 5.875% 29/04/ EUR 98,51% EDF 5% 22/01/ EUR 99,34% EDPPL 5.375% 16/09/ EUR 95,12% EIBKOR 2% 30/04/ EUR 105,18% ELEPOR 4.125% 20/01/ EUR 109,15% ENELIM 5% 15/01/ EUR 102,70% ENGSM 2.5% 11/04/ EUR 106,12% ENIIM 2.625% 22/11/ EUR 107,33% ERSTBK 1.875% 13/05/ EUR 103,31% F 1.114% 13/05/ EUR 97,18% F 1.875% 18/04/ EUR 101,48% FERROV 3.5% 13/12/ EUR 111,37% FERSM 3.375% 07/06/ EUR 109,84% GASSM 3.50% 15/04/ EUR 111,21% GE 2.875% 18/06/ EUR 108,08% GLENLN /04/ EUR 80,47% GSK 5.625% 13/12/ EUR 111,73% GSZFP 0.5% 13/03/ EUR 96,49% HERIM 2.375% 04/07/ EUR 103,10% IBESM 1.75% 17/09/ EUR 99,50% IBESM 2.5% 24/10/ EUR 105,55% INTNED 1.25% 13/12/ EUR 101,84% ISPIM 3.625% 03/12/ EUR 119,80% ISPIM 3.75% 23/11/ EUR 103,52% JPM 3.875% 23/09/ EUR 114,05% MLFP 1.125% 28/05/ EUR 99,14% MRDGF 4.50% 04/12/ EUR 116,90% MSFT 2.125% 06/12/ EUR 107,01% NAB 2% 12/11/ EUR 104,54% NDAQ 3.875% 07/06/ EUR 109,82% ODGR 2.375% 10/02/ EUR 104,83% PBBGR 0.875% 20/01/ EUR 99,97% PEMEX 3.125% 27/11/ EUR 98,11% POHBK 1.25% 14/05/ EUR 102,00% POPSM 2.125% 08/10/ EUR 105,84% RABOBK 2.375% 22/05/ EUR 107,20%

6 Continuação Pág. 2/2 (Continuação) RABOBK 5.5% 22/01/ EUR 0, , ,11 RBS 1.625% 25/06/ EUR 0, , ,68 REESM 2.125% 01/07/ EUR 1, , ,04 REESM 2.375% 31/05/ EUR 1, REESM 3.875% 25/01/ EUR 115,00% RENAUL 1.25% 08/06/ EUR 93,80% RENEPL 4.125% 31/01/ EUR 106,78% RENRED 4.75% 16/10/ EUR 113,88% REPSM 2.625% 28/05/ EUR 103,39% REPSM 3.875% 29/12/ EUR 86,57% RIOLN 2.875% 11/12/ EUR 104,84% RWE 3.5% 21/04/ EUR 72,76% SABSM 3.375% 23/01/ EUR 107,17% SANFP 0.875% 22/09/ EUR 99,27% SANFP 1.875% 04/09/ EUR 105,36% SRGIM 1,5% 21/04/ EUR 98,79% SRGIM 3.25% 22/01/ EUR 111,32% STATK 1.5% 21/09/ EUR 98,98% TELEFO 1.477% 14/09/ EUR 98,32% TELEFO /03/ EUR 100,15% UCGIM 2.625% 31/10/ EUR 110,55% VALEBZ 3.75% 10/01/ EUR 86,07% VOTORA 3.25% 25/04/ EUR 73,82% WFC 1.125% 29/10/ EUR 99,27% Sub-total Sub-total Total Unidades de Participação de Instituições de Investimento Colectivo 3.1. Fundos harmonizados Allianz RCM Europe Equity Growth-IT EUR BlackRock Str Fd-Europ Abs Rtn-ABS-A EUR CA Acções Europa (UP) EUR Candriam Diversified Futures-I 69 EUR Candriam Equities L Europe OPT EUR DB Platinum IV Systematica Alpha EUR Fidelity Funds-European Dynamic Growth Fund-Y ACC EUR Fundlogic Alt. PLC Salar Conv. Abs. Ret. Fund EUR 100, Merrill Lynch Inv. Solutions-Och-Ziff EUR M/S-CA EUR 108, Pictet Multi Asset Global Opportunities EUR 112, Pioneer Funds - European Potential - I EUR 1.565, UBS Lux Equity EU OPP UNC EUR-QA EUR 144, Sub-total Total Imobiliário 4.2. Unidades de participação de fundos de investimento imobiliário CA Património Crescente EUR 14, Total Depósitos à ordem EUR Total Total

7 CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA Super 5 PPR (3,8%) BCPPL 4.75% 22/06/ EUR 107,08% BRCORO 4.5% 05/12/ EUR 104,80% OIBRBZ 6.25% 26/07/ EUR 92,30% Sub-total Total BTPS 4.5% 01/08/ EUR 111,83% Sub-total ICO 4.625% 31/01/ EUR 105,75% Sub-total ABESM 4.625% 12/10/ EUR 104,31% BAC 4.75% 03/04/ EUR 106,47% BKTSM 4.125% 22/03/ EUR 105,71% CEIFP 4.625% 05/10/ EUR 100,36% COFP 3.994% 09/03/ EUR 109,15% DLNA 4.25% 17/11/ EUR 106,48% ELEPOR 4.75% 26/09/ EUR 103,34% ELEPORT 4.625% 13/06/ EUR 102,37% GASSM 4.125% 26/01/ EUR 107,95% GLEINT 4.125% 03/04/ EUR 92,49% ISPIM 4.75% 15/06/ EUR 106,71% LLOYDS 4.625% 02/02/ EUR 105,71% LUXIM 3.625% 19/03/ EUR 110,35% MTNA 4.625% 17/11/ EUR 101,77% POPSM 4.125% 30/03/ EUR 105,73% RBS 4.875% 20/01/ EUR 105,60% SANTAN /04/ EUR 101,85% SANTAN /12/ EUR 100,45% SANTAN 4% 27/03/ EUR 104,90% TELEFO 4.75% 07/02/ EUR 105,72% UCGIM 4.875% 07/03/ EUR 105,79% Sub-total Sub-total Total LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA Garantia 5 PPR (1ª série) BESPL 2.625% 08/05/ EUR 92,55% BESPL 4.75% 15/01/ EUR 94,68% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% BTPS 4.25% 01/02/ EUR 112,63% SPGB 4.6% 30/07/ EUR 115,10% Sub-total ICO 4% 30/04/ EUR 109,01% Sub-total BANBRA 3.75% 25/07/ EUR 87,48% BRCORO 6.875% 02/04/ EUR 113,66% DEMETER 3.75% F EUR 62,91% ELEPOR 4.875% 14/09/ EUR 113,13% FADE 3.875% 17/03/ EUR 108,08% IBESM 4.50% 21/09/ EUR 107,84% IGT 4.125% 15/02/ EUR 97,24% ISPIM 5.15% 16/07/ EUR 111,26% LGFP 5.50% 16/12/ EUR 116,65% MTNA 4.50% 29/03/ EUR 102,19% MTNA 9.375% 03/06/ EUR 103,57% RENEPL 4.125% 31/01/ EUR 106,78% TITIM 6.125% 14/12/ EUR 113,18% UCGIM 6.7% 05/06/ EUR 111,04% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

8 CA Garantia 5 PPR (2ª série) BESPL 2.625% 08/05/ EUR 92,55% BESPL 4% 21/01/ EUR 92,55% BESPL 4.75% 15/01/ EUR 94,68% BESPLO 5% 23/04/ EUR 93,99% CXGD 3.75% 18/01/ EUR 107,75% PTIPL 5.375% 15/05/ EUR 104,81% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% SPGB 4.6% 30/07/ EUR 115,10% Sub-total AYTCED 4.75% 04/12/ EUR 113,65% BANCAR 3.875% 24/10/ EUR 108,97% CAJARU 3.75% 22/11/ EUR 109,79% CXGD 5.12% 03/11/ EUR 103,73% DEMETER 4% 20/03/ EUR 99,41% DEMETER 4.75% 20/12/ EUR 110,25% Douro 7.85% 20/09/ EUR 109,51% ELEPOR 4.875% 14/09/ EUR 113,13% FGACAP 4% 17/10/ EUR 106,60% IGT 4.125% 15/02/ EUR 97,24% ISPIM 5.15% 16/07/ EUR 111,26% LGFP 5.50% 16/12/ EUR 116,65% LINHLD 3.875% 28/11/ EUR 106,59% LLOYDS 6.50% 24/03/ EUR 119,02% MTNA 4.50% 29/03/ EUR 102,19% PETBRA 3.75% 14/01/ EUR 70,74% PORTEL 4.625% 08/05/ EUR 59,27% PORTEL 5.875% 17/04/ EUR 68,33% RBS 6.934% 09/04/ EUR 111,35% RENEPL 4.125% 31/01/ EUR 106,78% RENRED 4.75% 16/10/ EUR 113,88% SMART 4.67% 20/06/ EUR 102,37% TITIM 6.125% 14/12/ EUR 113,18% UCGIM 6.7% 05/06/ EUR 111,04% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

9 CA Futuro Garantido PPR BCPPL 3.75% 08/10/ EUR 103,18% BESPL 5.875% 09/11/ EUR 99,38% BRCORO 4.5% 05/12/ EUR 104,80% OIBRBZ 6.25% 26/07/ EUR 92,30% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% SPGB 2.1% 30/04/ EUR 103,12% Sub-total ICO 5% 05/07/ EUR 103,64% Sub-total ABESM 4.625% 12/10/ EUR 104,31% AEMSPA 4.50% 02/11/ EUR 104,31% BACR 4% 20/01/ EUR 104,77% BKIASM 3.625% 05/10/ EUR 103,35% BPLN 2.177% 16/02/ EUR 100,73% CABKSM 4% 16/02/ EUR 105,18% CAFP 4.375% 02/11/ EUR 104,40% CEIFP 3.875% 23/09/ EUR 100,19% Citigroup Inc 4.375% 30/01/ EUR 105,36% DLNA 4.25% 17/11/ EUR 106,48% ELEPORT 4.625% 13/06/ EUR 102,37% ENEL 4% 14/09/ EUR 103,47% FRFP 5.75% 19/01/ EUR 106,77% GASSM 4.375% 02/11/ EUR 104,28% GS 4.5% 30/01/ EUR 105,43% IBESM 3.5% 13/10/ EUR 103,30% INTNED 4.25% 13/01/ EUR 105,01% INTPET 4.875% 14/05/ EUR 102,47% ISPIM 4.375% 16/08/ EUR 103,64% LLOYDS 4.625% 02/02/ EUR 105,71% Lloyds TSB Bank 6.375% 17/06/ EUR 104,40% MS 4.375% 12/10/ EUR 104,22% POPSM 4% 18/10/ EUR 103,92% PORTEL 5.875% 17/04/ EUR 68,33% RENAUL 4% 16/03/ EUR 101,56% SANTAN /04/ EUR 101,85% SANTAN /12/ EUR 100,45% SANTAN 4.125% 09/01/ EUR 105,05% TELEFO 4.75% 07/02/ EUR 105,72% TELEFO 4.797% 21/02/ EUR 109,43% UCGIM 4.25% 29/07/ EUR 103,36% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

10 CA Garantia Máxima PPR BCPPL 4.75% 22/06/ EUR 107,08% BESPL 2.625% 08/05/ EUR 92,55% BRCORO 4.5% 05/12/ EUR 104,80% Sub-total Total BTPS 1.5% 15/12/ EUR 101,73% BTPS 4.5% 01/08/ EUR 111,83% BTPS 4.50% 01/02/ EUR 109,95% BTPS 5.25% 01/08/ EUR 109,32% SPGB 2.1% 30/04/ EUR 103,12% SPGB 5.5% 30/07/ EUR 109,77% Sub-total ICO 4.625% 31/01/ EUR 105,75% Sub-total ABESM 5.75% 09/03/ EUR 111,91% AEMSPA 4.50% 02/11/ EUR 104,31% BAC 4.625% 07/08/ EUR 107,60% BRCORO 6.875% 02/04/ EUR 113,66% CEIFP 4.625% 05/10/ EUR 100,36% ELEPOR 4.75% 26/09/ EUR 103,34% ELEPOR 5.75% 21/09/ EUR 108,72% ENELIM 4.875% 20/02/ EUR 109,76% ESBIRE 6.25% 11/09/ EUR 111,03% GASSM 4.125% 26/01/ EUR 107,95% GASSM 5% 13/02/ EUR 110,13% GS 4.5% 30/01/ EUR 105,43% IBESM 4.50% 21/09/ EUR 107,84% ISPIM 4.75% 15/06/ EUR 106,71% MTNA 4.625% 17/11/ EUR 101,77% MTNA 9.375% 03/06/ EUR 103,57% POPSM 4.125% 30/03/ EUR 105,73% PORTEL 4.375% 24/03/ EUR 79,46% RENAUL 4.25% 27/04/ EUR 105,18% RENAUL 4.625% 18/09/ EUR 106,44% SANTAN /04/ EUR 101,85% SANTAN 4% 27/03/ EUR 104,90% TELEFO 4.797% 21/02/ EUR 109,43% TELEFO /09/ EUR 109,88% TITIM 4.5% 20/09/ EUR 106,22% TITIM 4.75% 25/05/ EUR 108,24% TITIM 7% 20/01/ EUR 107,77% UCGIM 4.875% 07/03/ EUR 105,79% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

11 Protecção Poupança Reforma - PPR Protecção Poupança Educação - PPE Pág. 1/2 processo de admissão a estes mercados Títulos de dívida pública OT 2.875% 15/10/ EUR 104,25% OT 4.1% 15/02/ EUR 112,68% Sub-total BCPPL 3.375% 27/02/ EUR 100,29% BCPPL 3.75% 08/10/ EUR 103,18% CXGD 1% 27/01/ EUR 100,54% CXGD 3% 15/01/ EUR 108,21% CXGD 3.75% 18/01/ EUR 107,75% Sub-total Acções B.Comercial Português-Nom EUR 0, EDP-Energias de Portugal SA EUR 3, NovaBase - SGPS, SA EUR 2, Sonae - SGPS EUR 1, Sub-total Total BTPS 3.5% 01/03/ EUR 116,02% BTPS 4.50% 01/03/ EUR 122,76% BTPS 4.75% 01/09/ EUR 129,83% BTPS 4.75% 01/09/ EUR 138,83% DBR 0.5% 15/02/ EUR 99,74% DBR /08/ EUR 129,45% IRISH 0.8% 15/03/ EUR 100,93% IRISH 2.4% 15/05/ EUR 108,30% NETHER 1.25% 15/01/ EUR 103,30% NETHER 1.75% 15/07/ EUR 109,59% SPGB 2.15% 31/10/ EUR 102,35% SPGB 3.8% 30/04/ EUR 116,25% SPGB 5.15% 31/10/ EUR 132,07% SPGB 5.15% 31/10/ EUR 141,21% Sub-total Outros fundos públicos e equiparados MADRID 4.125% 21/05/ EUR 114,71% Sub-total ABBEY 2% 14/01/ EUR 103,46% ACEIM 2.625% 15/07/ EUR 103,62% ADIFAL 3.5% 27/05/ EUR 111,27% AEMSPA 3.625% 13/01/ EUR 111,00% BANBRA 3.75% 25/07/ EUR 87,48% BBVASM 2.375% 22/01/ EUR 104,73% BBVASM 6.75% 29/12/ EUR 95,72% BNP 6.125% 29/12/ EUR 100,15% CAJARU 3.75% 22/11/ EUR 109,79% CARGIL 2.50% 15/02/ EUR 102,12% CNH 2.875% 27/09/ EUR 93,31% CS 1.375% 29/11/ EUR 101,76% DANBNK 0.75% 04/05/ EUR 99,22% DANBNK 5.875% 29/04/ EUR 98,51% EDPPL 5.375% 16/09/ EUR 95,12% EIBKOR 2% 30/04/ EUR 105,18% ELEPOR 2% 22/04/ EUR 91,04% ELEPOR 4.125% 20/01/ EUR 109,15% F 1.114% 13/05/ EUR 97,18% FERROV 3.5% 13/12/ EUR 111,37% FERSM 3.375% 07/06/ EUR 109,84% GASSM 3.50% 15/04/ EUR 111,21% GE 2.875% 18/06/ EUR 108,08% GLENLN /04/ EUR 80,47% GSZFP 0.5% 13/03/ EUR 96,49% HERIM 2.375% 04/07/ EUR 103,10% IBESM 2.5% 24/10/ EUR 105,55% INTNED 1.25% 13/12/ EUR 101,84% JPM 3.875% 23/09/ EUR 114,05% MLFP 1.125% 28/05/ EUR 99,14% MRDGF 4.50% 04/12/ EUR 116,90% MSFT 2.125% 06/12/ EUR 107,01% NAB 2% 12/11/ EUR 104,54% NDAQ 3.875% 07/06/ EUR 109,82% ODGR 2.375% 10/02/ EUR 104,83% PBBGR 0.875% 20/01/ EUR 99,97% POPSM 2.125% 08/10/ EUR 105,84% RABOBK 2.375% 22/05/ EUR 107,20% RABOBK 5.5% 22/01/ EUR 99,48% RBS 1.625% 25/06/ EUR 99,73% REESM 2.125% 01/07/ EUR 103,66% REESM 2.375% 31/05/ EUR 105,92% REESM 3.875% 25/01/ EUR 115,00% RENAUL 1.25% 08/06/ EUR 93,80% RENRED 4.75% 16/10/ EUR 113,88% REPSM 2.625% 28/05/ EUR 103,39% REPSM 3.875% 29/12/ EUR 86,57% RWE 3.5% 21/04/ EUR 72,76% SABSM 3.375% 23/01/ EUR 107,17% SANFP 0.875% 22/09/ EUR 99,27% SANFP 1.875% 04/09/ EUR 105,36% SRGIM 1,5% 21/04/ EUR 98,79% SRGIM 3.25% 22/01/ EUR 111,32% STATK 1.5% 21/09/ EUR 98,98% TELEFO 2.242% 27/05/ EUR 101,18%

12 Continuação Pág. 2/2 (Continuação) TELEFO 3.987% 23/01/ EUR 112,06% TELEFO /03/ EUR 100,15% TITIM 5.125% 25/01/ EUR 101,33% UCGIM 2.625% 31/10/ EUR 110,55% UCGIM 3% 31/01/ EUR 116,26% VALEBZ 3.75% 10/01/ EUR 86,07% VOTORA 3.25% 25/04/ EUR 73,82% WFC 1.125% 29/10/ EUR 99,27% Sub-total Acções AXA SA EUR 21, Abertis Infraestructuras S.A EUR 14, Acerinox S.A EUR 7, Aegon NV EUR 5, Alcatel SA EUR 3, Allianz AG Holding EUR 140, Arkema SA EUR 57, Assicurazioni Generali Spa EUR 16, Aurubis AG EUR 56, BPOST SA EUR 21, Banco Bilbao & Vizcaya Argentaria SA EUR 7, Banco Santander Central Hispano SA EUR 4, Casino Guichard Perrachon SA EUR 47, Credit Agricole SA EUR 10, Delhaize Group SA EUR 79, Delta Lloyd N.V EUR 7, Deutsche Lufthansa AG - Ord EUR 12, Deutsche Post AG EUR 24, ENI Spa EUR 14, Electricite de France EUR 15, Endesa SA EUR 18, Engie EUR 14, Faurecia EUR 27, Fortum Oyj EUR 13, HeidelbergerCement AG EUR 61, Michelin EUR 81, Neopost EUR 23, OMV AG EUR 21, Obrascon Huarte Lain SA EUR 11, REXEL SA EUR 10, RWE AG EUR 10, Renault SA EUR 64, Repsol YPF SA EUR 10, Royal Dutch Shell PLC EUR 21, Saipem Spa EUR 7, Solvay SA EUR 91, St.Microelectronics NV EUR 6, Stora Enso Oyj - R EUR 6, Technip SA EUR 42, Total SA EUR 40, UPM-Kymmene Oyj EUR 13, Sub-total Sub-total Total Unidades de Participação de Instituições de Investimento Colectivo 3.1. Fundos harmonizados BlackRock Str Fd-Europ Abs Rtn-ABS-A EUR 131, Candriam Diversified Futures-I 38 EUR , DB Platinum IV Systematica Alpha EUR 133, Fundlogic Alt. PLC Salar Conv. Abs. Ret. Fund EUR 100, Merrill Lynch Inv. Solutions-Och-Ziff EUR M/S-CA EUR 108, Pictet Multi Asset Global Opportunities EUR 112, Sub-total Total Imobiliário 4.2. Unidades de participação de fundos de investimento imobiliário CA Património Crescente EUR 14, Total Depósitos à ordem EUR Total Total