5. Liquidez 5.1. À vista Depósitos à ordem EUR Total Total

Transcrição

1 CA Garantia 5 PPR (2ª série) Composição da carteira em 30 de Jun de 2015 BESPL 2.625% 08/05/ EUR 97,35% BESPL 4% 21/01/ EUR 99,52% BESPL 4.75% 15/01/ EUR 101,36% BESPLO 5% 23/04/ EUR 101,69% CXGD 3.75% 18/01/ EUR 108,34% PTIPL 5.375% 15/05/ EUR 104,80% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% Sub-total AYTCED 4.75% 04/12/ EUR 114,32% BANCAR 3.875% 24/10/ EUR 109,46% CAJARU 3.75% 22/11/ EUR 110,16% DEMETER 4% 20/03/ EUR 100,95% ELEPOR 4.875% 14/09/ EUR 112,74% FGACAP 4% 17/10/ EUR 107,43% ISPIM 5.15% 16/07/ EUR 108,79% LGFP 5.50% 16/12/ EUR 117,55% LINHLD 3.875% 28/11/ EUR 106,70% LLOYDS 6.50% 24/03/ EUR 119,49% MTNA 4.50% 29/03/ EUR 109,09% PETBRA 3.75% 14/01/ EUR 92,42% PORTEL 4.625% 08/05/ EUR 97,80% PORTEL 5.875% 17/04/ EUR 103,81% RBS 6.934% 09/04/ EUR 112,00% RENEPL 4.125% 31/01/ EUR 106,99% RENRED 4.75% 16/10/ EUR 113,36% TITIM 6.125% 14/12/ EUR 113,93% UCGIM 6.7% 05/06/ EUR 110,53% IGT 4.125% 15/02/ EUR 99,06% DEMETER 4.75% 20/12/ EUR 109,73% Douro 7.85% 20/09/ EUR 111,47% SMART 4.67% 20/06/ EUR 106,53% 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 CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA Sempre + PPR BCPPL 4.75% 22/06/ EUR 107,94% BESPL 2.625% 08/05/ EUR 97,35% BRCORO 4.5% 05/12/ EUR 105,36% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% BTPS 4.5% 01/08/ EUR 111,62% SPGB 2.1% 30/04/ EUR 103,11% Sub-total ICO 4.625% 31/01/ EUR 106,46% Sub-total ABESM 5.75% 09/03/ EUR 113,12% BAC 4.625% 07/08/ EUR 108,54% BAC 4.75% 03/04/ EUR 107,49% CEIFP 4.625% 05/10/ EUR 103,85% ELEPOR 4.75% 26/09/ EUR 104,00% ENELIM 4.875% 20/02/ EUR 110,61% GASSM 4.125% 26/01/ EUR 108,61% GASSM 5% 13/02/ EUR 111,07% GS 4.5% 30/01/ EUR 106,44% ISPIM 4.75% 15/06/ EUR 107,01% LLOYDS 4.625% 02/02/ EUR 106,89% MTNA 4.625% 17/11/ EUR 108,56% PEUGOT 4,875% 25/09/ EUR 100,90% POPSM 4.125% 30/03/ EUR 106,65% PORTEL 4.375% 24/03/ EUR 102,11% PORTEL 5.875% 17/04/ EUR 103,81% RENAUL 4.25% 27/04/ EUR 106,44% SANTAN /04/ EUR 102,02% SANTAN 4% 27/03/ EUR 105,82% TELEFO 4.797% 21/02/ EUR 110,43% TITIM 7% 20/01/ EUR 108,99% UCGIM 4.875% 07/03/ EUR 106,19% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercial EUR 99,21% Sub-total Depósitos à ordem EUR Total Total

2 CA Futuro Garantido PPR BCPPL 3.75% 08/10/ EUR 103,91% BESPL 5.875% 09/11/ EUR 99,95% BRCORO 4.5% 05/12/ EUR 105,36% OIBRBZ 6.25% 26/07/ EUR 103,09% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% SPGB 2.1% 30/04/ EUR 103,11% Sub-total ICO 5% 05/07/ EUR 104,72% Sub-total ABESM 4.625% 12/10/ EUR 105,32% , AEMSPA 4.50% 02/11/ EUR 105,17% , BACR 4% 20/01/ EUR 105,66% 7.101, BKIASM 3.625% 05/10/ EUR 104,11% , BPLN 2.177% 16/02/ EUR 101,26% 4.025, CABKSM 4% 16/02/ EUR 106,10% , CAFP 4.375% 02/11/ EUR 105,43% , CEIFP 3.875% 23/09/ EUR 101,81% , Citigroup Inc 4.375% 30/01/ EUR 106,37% 7.287, DLNA 4.25% 17/11/ EUR 108,21% , ELEPORT 4.625% 13/06/ EUR 103,12% 4.549, ENEL 4% 14/09/ EUR 104,30% , FRFP 5.75% 19/01/ EUR 108,10% , GASSM 4.375% 02/11/ EUR 105,24% , GS 4.5% 30/01/ EUR 106,44% 2.810, IBESM 3.5% 13/10/ EUR 104,00% , INTNED 4.25% 13/01/ EUR 105,94% 9.839, ISPIM 4.375% 16/08/ EUR 104,67% , LLOYDS 4.625% 02/02/ EUR 106,89% , Lloyds TSB Bank 6.375% 17/06/ EUR 105,89% 975, MS 4.375% 12/10/ EUR 105,17% , PEUGOT 4,875% 25/09/ EUR 100,90% 745, POPSM 4% 18/10/ EUR 104,80% 2.805, PORTEL 5.875% 17/04/ EUR 103,81% 1.203, RENAUL 4% 16/03/ EUR 102,53% , SANTAN /04/ EUR 102,02% 348, SANTAN /12/ EUR 101,25% 3.927, SANTAN 4.125% 09/01/ EUR 105,96% , TELEFO 4.75% 07/02/ EUR 106,68% , TELEFO 4.797% 21/02/ EUR 110,43% 8.542, UCGIM 4.25% 29/07/ EUR 104,34% , 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

3 CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA PPR Capital Títulos de dívida pública OT 2.875% 15/10/ EUR 98,90% OT 4.1% 15/02/ EUR 103,67% Sub-total BCPPL 3.375% 27/02/ EUR 100,99% CXGD 1% 27/01/ EUR 99,35% Sub-total Total BTPS 3.5% 01/03/ EUR 109,13% BTPS 3.75% 01/05/ EUR 112,51% BTPS 4.50% 01/03/ EUR 118,05% BTPS 4.75% 01/09/ EUR 122,21% BTPS 4.75% 01/09/ EUR 126,06% DBR /08/ EUR 122,71% IRISH 0.8% 15/03/ EUR 98,97% IRISH 2.4% 15/05/ EUR 103,71% NETHER 1.25% 15/01/ EUR 103,52% NETHER 1.75% 15/07/ EUR 107,74% OBL 0.25% 11/10/ EUR 101,18% SPGB 2.75% 31/10/ EUR 103,98% SPGB 3.8% 30/04/ EUR 112,62% SPGB 5.15% 31/10/ EUR 126,18% SPGB 5.5% 30/04/ EUR 122,04% Sub-total ABBEY 2% 14/01/ EUR 103,69% ADIFAL 3.5% 27/05/ EUR 106,69% AEMSPA 3.625% 13/01/ EUR 109,96% AMXLMM 1% 04/06/ EUR 101,02% BANBRA 3.75% 25/07/ EUR 102,39% CS 1.375% 29/11/ EUR 101,42% DANBNK 0.75% 04/05/ EUR 98,91% IBESM 2.5% 24/10/ EUR 104,96% INTNED 1.25% 13/12/ EUR 101,39% ODGR 2.375% 10/02/ EUR 104,78% POHBK 1.25% 14/05/ EUR 102,15% POPSM 2.125% 08/10/ EUR 105,95% RENAUL 1.25% 08/06/ EUR 96,88% RENEPL 4.125% 31/01/ EUR 106,99% SRGIM 1,5% 21/04/ EUR 96,80% UCGIM 2.625% 31/10/ EUR 110,73% UNANA 1% 03/06/ EUR 97,42% BBVASM 6.75% 29/12/ EUR 99,29% ACEIM 2.625% 15/07/ EUR 101,95% AIFP 1.25% 03/06/ EUR 96,83% BNP 6.125% 29/12/ EUR 100,05% DANBNK 5.875% 29/04/ EUR 99,61% HNZ 2% 30/06/ EUR 98,99% MLFP 1.125% 28/05/ EUR 98,89% RABOBK 5.5% 22/01/ EUR 100,63% REPSM 3.875% 29/12/ EUR 96,20% TELEFO /03/ EUR 105,82% 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 CRÉDITO AGRÍCOLA VIDA - COMPANHIA DE SEGUROS, S.A. CA Garantia 5 PPR (1ª série) BESPL 2.625% 08/05/ EUR 97,35% BESPL 4.75% 15/01/ EUR 101,36% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% BTPS 4.25% 01/02/ EUR 112,01% Sub-total BANBRA 3.75% 25/07/ EUR 102,39% BRCORO 6.875% 02/04/ EUR 113,92% DEMETER 3.75% F EUR 91,21% ELEPOR 4.875% 14/09/ EUR 112,74% FADE 3.875% 17/03/ EUR 108,10% IBESM 4.50% 21/09/ EUR 108,57% ISPIM 5.15% 16/07/ EUR 108,79% LGFP 5.50% 16/12/ EUR 117,55% MTNA 4.50% 29/03/ EUR 109,09% MTNA 9.375% 03/06/ EUR 108,53% RENEPL 4.125% 31/01/ EUR 106,99% TITIM 6.125% 14/12/ EUR 113,93% UCGIM 6.7% 05/06/ EUR 110,53% IGT 4.125% 15/02/ EUR 99,06% 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

4 CA PPR Pág. 1/ Títulos de dívida pública OT 2.875% 15/10/ EUR 98,90% OT 4.1% 15/02/ EUR 103,67% Sub-total BCPPL 3.375% 27/02/ EUR 100,99% BCPPL 3.75% 08/10/ EUR 103,91% CXGD 1% 27/01/ EUR 99,35% CXGD 3% 15/01/ EUR 108,48% CXGD 3.75% 18/01/ EUR 108,34% PTIPL 5.375% 15/05/ EUR 104,80% Sub-total Total BTPS 3.5% 01/03/ EUR 109,13% BTPS 4.50% 01/03/ EUR 118,05% BTPS 4.75% 01/09/ EUR 122,21% BTPS 4.75% 01/09/ EUR 126,06% DBR /08/ EUR 122,71% IRISH 0.8% 15/03/ EUR 98,97% IRISH 2.4% 15/05/ EUR 103,71% NETHER 1.25% 15/01/ EUR 103,52% NETHER 1.75% 15/07/ EUR 107,74% SPGB 3.8% 30/04/ EUR 112,62% SPGB 5.15% 31/10/ EUR 126,18% Sub-total MADRID 4.125% 21/05/ EUR 110,47% MADRID 4.688% 12/03/ EUR 113,28% RATPFP 2.875% 09/09/ EUR 114,19% Sub-total ABBEY 2% 14/01/ EUR 103,69% ADIFAL 3.5% 27/05/ EUR 106,69% ADRIT 3.25% 20/02/ EUR 109,47% AEMSPA 3.625% 13/01/ EUR 109,96% AIB 2.875% 28/11/ EUR 102,10% AMXLMM 1% 04/06/ EUR 101,02% BANBRA 3.75% 25/07/ EUR 102,39% BBVASM 2.375% 22/01/ EUR 104,43% BMY 1% 15/05/ EUR 92,92% BNP 3.75% 25/11/ EUR 113,65% CAIXAC 3.50% 07/03/ EUR 102,09% CAJARU 3.75% 22/11/ EUR 110,16% CARGIL 2.50% 15/02/ EUR 106,40% CESDRA 4.125% 23/07/ EUR 109,61% CNH 2.875% 27/09/ EUR 98,69% CS 1.375% 29/11/ EUR 101,42% DANBNK 0.75% 04/05/ EUR 98,91% EIBKOR 2% 30/04/ EUR 105,00% ELEPOR 4.125% 20/01/ EUR 108,64% ENGSM 2.5% 11/04/ EUR 104,96% ENIIM 2.625% 22/11/ EUR 107,20% ERSTBK 1.875% 13/05/ EUR 102,87% F 1.114% 13/05/ EUR 98,54% F 1.875% 18/04/ EUR 102,31% FERROV 3.5% 13/12/ EUR 109,67% FERSM 3.375% 07/06/ EUR 110,36% GASSM 3.50% 15/04/ EUR 111,15% GE 2.875% 18/06/ EUR 108,35% GSK 5.625% 13/12/ EUR 112,92% GSZFP 2.375% 19/05/ EUR 105,91% HERIM 2.375% 04/07/ EUR 101,38% IBESM 2.5% 24/10/ EUR 104,96% INTNED 1.25% 13/12/ EUR 101,39% ISPIM 3.625% 03/12/ EUR 119,10% ISPIM 3.75% 23/11/ EUR 103,87% JPM 3.875% 23/09/ EUR 113,93% NAB 2% 12/11/ EUR 104,70% NDAQ 3.875% 07/06/ EUR 111,44% ODGR 2.375% 10/02/ EUR 104,78% PBBGR 0.875% 20/01/ EUR 97,20% PEMEX 3.125% 27/11/ EUR 104,98% POHBK 1.25% 14/05/ EUR 102,15% POPSM 2.125% 08/10/ EUR 105,95% PSON 1.375% 06/05/ EUR 94,18% RABOBK 2.375% 22/05/ EUR 106,34% RBS 1.625% 25/06/ EUR 100,21% REESM 2.125% 01/07/ EUR 101,74% REESM 2.375% 31/05/ EUR 105,83% REESM 3.875% 25/01/ EUR 114,42% RENAUL 1.25% 08/06/ EUR 96,88% RENEPL 4.125% 31/01/ EUR 106,99% RENRED 4.75% 16/10/ EUR 113,36% REPSM 2.625% 28/05/ EUR 105,47% RIOLN 2.875% 11/12/ EUR 110,30% SABSM 3.375% 23/01/ EUR 107,75% SANFP 1.875% 04/09/ EUR 105,42% SRGIM 1,5% 21/04/ EUR 96,80% SRGIM 3.25% 22/01/ EUR 109,94% UCGIM 2.625% 31/10/ EUR 110,73% UNANA 1% 03/06/ EUR 97,42%

5 Continuação Pág. 2/2 (Continuação) VALEBZ 3.75% 10/01/ EUR 103,60% VOTORA 3.25% 25/04/ EUR 97,99% WFC 1.125% 29/10/ EUR 99,06% ACEIM 2.625% 15/07/ EUR 101,95% AEGON 4% 25/04/ EUR 100,44% AIFP 1.25% 03/06/ EUR 96,83% ALVGR 3.375% 29/09/ EUR 96,54% BNP 6.125% 29/12/ EUR 100,05% DANBNK 5.875% 29/04/ EUR 99,61% EDF 5% 22/01/ EUR 104,13% ENELIM 5% 15/01/ EUR 104,40% GLENLN /04/ EUR 104,39% GSZFP 0.5% 13/03/ EUR 95,71% HNZ 2% 30/06/ EUR 98,99% KO 0.75% 09/03/ EUR 94,96% MLFP 1.125% 28/05/ EUR 98,89% MRDGF 4.50% 04/12/ EUR 113,82% MSFT 2.125% 06/12/ EUR 106,40% RABOBK 5.5% 22/01/ EUR 100,63% REPSM 3.875% 29/12/ EUR 96,20% ROSW 2% 25/06/ EUR 105,04% RWE 3.5% 21/04/ EUR 88,60% SCOR 3.25% 05/06/ EUR 99,37% TELEFO /03/ EUR 105,82% BBVASM 6.75% 29/12/ EUR 99,29% Sub-total Sub-total Total Unidades de Participação de Instituições de Investimento Colectivo 3.1. Fundos harmonizados Groupama FP Flex Allocat-I 21 EUR Allianz RCM Europe Equity Growth-IT EUR BlackRock Global Funds - European Value Fund D EUR Candriam Equities L Europe OPT EUR EASYETF EURO STOXX 50-B EUR Fidelity Funds-European Dynamic Growth Fund-Y ACC EUR JPMorgan Funds - Europe Dynamic Fund A-A EUR Lyxor ETF Euro Stoxx EUR 34, Pioneer Funds - European Potential - I EUR 1.714, UBS Lux Equity EU OPP UNC EUR-QA EUR 148, Amundi Funds - Absolute Forex 382 EUR 1.025, Ignis Absolute Return Government Bond Fund EUR 1, RAIZ EUROPA (UP) EUR 4, 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

6 CA Super 5 PPR (3,8%) BCPPL 4.75% 22/06/ EUR 107,94% BRCORO 4.5% 05/12/ EUR 105,36% OIBRBZ 6.25% 26/07/ EUR 103,09% Sub-total Total BTPS 4.5% 01/08/ EUR 111,62% Sub-total ICO 4.625% 31/01/ EUR 106,46% Sub-total ABESM 4.625% 12/10/ EUR 105,32% BAC 4.75% 03/04/ EUR 107,49% BBVASM 3.875% 06/08/ EUR 100,32% BKTSM 4.125% 22/03/ EUR 106,60% CEIFP 4.625% 05/10/ EUR 103,85% COFP 3.994% 09/03/ EUR 112,08% DLNA 4.25% 17/11/ EUR 108,21% ELEPOR 4.75% 26/09/ EUR 104,00% ELEPORT 4.625% 13/06/ EUR 103,12% GASSM 4.125% 26/01/ EUR 108,61% GLEINT 4.125% 03/04/ EUR 109,98% ISPIM 4.75% 15/06/ EUR 107,01% LLOYDS 4.625% 02/02/ EUR 106,89% LUXIM 3.625% 19/03/ EUR 110,80% MTNA 4.625% 17/11/ EUR 108,56% POPSM 4.125% 30/03/ EUR 106,65% RBS 4.875% 20/01/ EUR 106,63% SANTAN /04/ EUR 102,02% SANTAN /12/ EUR 101,25% SANTAN 4% 27/03/ EUR 105,82% TELEFO 4.75% 07/02/ EUR 106,68% UCGIM 4.875% 07/03/ EUR 106,19% Sub-total Sub-total Total LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

7 CA Super 5 PPR (5%) BCPPL 4.75% 22/06/ EUR 107,94% BRCORO 4.5% 05/12/ EUR 105,36% OIBRBZ 6.25% 26/07/ EUR 103,09% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% Sub-total ICO 4.625% 31/01/ EUR 106,46% Sub-total ABESM 4.625% 12/10/ EUR 105,32% AEMSPA 4.50% 02/11/ EUR 105,17% BAA 4.375% 25/01/ EUR 106,09% BAC 4.75% 03/04/ EUR 107,49% BBVASM 3.875% 06/08/ EUR 100,32% BBVASM 4.875% 15/04/ EUR 103,51% CEIFP 4.625% 05/10/ EUR 103,85% DLNA 4.25% 17/11/ EUR 108,21% ELEPOR 4.75% 26/09/ EUR 104,00% ELEPORT 4.625% 13/06/ EUR 103,12% ENELIM 5.25% 20/06/ EUR 109,08% FRFP 5.75% 19/01/ EUR 108,10% GASSM 4.375% 02/11/ EUR 105,24% GASSM 5% 13/02/ EUR 111,07% GLEINT 5.25% 22/03/ EUR 107,78% GS 4.375% 16/03/ EUR 106,65% ISPIM 4.375% 16/08/ EUR 104,67% ISPIM 4.75% 15/06/ EUR 107,01% LLOYDS 3.75% 07/09/ EUR 100,65% LLOYDS 4.625% 02/02/ EUR 106,89% MTNA 4.625% 17/11/ EUR 108,56% PORTEL 4.375% 24/03/ EUR 102,11% RBS 4.875% 20/01/ EUR 106,63% RENAUL 4% 16/03/ EUR 102,53% SANTAN /04/ EUR 102,02% SANTAN /12/ EUR 101,25% TELEFO 4.75% 07/02/ EUR 106,68% TITIM 7% 20/01/ EUR 108,99% UCGIM 4.25% 29/07/ EUR 104,34% 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 Máxima PPR BCPPL 4.75% 22/06/ EUR 107,94% BESPL 2.625% 08/05/ EUR 97,35% BRCORO 4.5% 05/12/ EUR 105,36% Sub-total Total BTPS 1.5% 15/12/ EUR 101,71% BTPS 4.5% 01/08/ EUR 111,62% BTPS 4.50% 01/02/ EUR 109,97% BTPS 5.25% 01/08/ EUR 110,02% SPGB 2.1% 30/04/ EUR 103,11% SPGB 5.5% 30/07/ EUR 110,44% Sub-total ICO 4.625% 31/01/ EUR 106,46% Sub-total ABESM 5.75% 09/03/ EUR 113,12% AEMSPA 4.50% 02/11/ EUR 105,17% BAC 4.625% 07/08/ EUR 108,54% BBVASM 4.375% 21/09/ EUR 100,89% BRCORO 6.875% 02/04/ EUR 113,92% CEIFP 4.625% 05/10/ EUR 103,85% ELEPOR 4.75% 26/09/ EUR 104,00% ELEPOR 5.75% 21/09/ EUR 109,28% ENELIM 4.875% 20/02/ EUR 110,61% ESBIRE 6.25% 11/09/ EUR 112,40% GASSM 4.125% 26/01/ EUR 108,61% GASSM 5% 13/02/ EUR 111,07% GS 4.5% 30/01/ EUR 106,44% IBESM 4.50% 21/09/ EUR 108,57% ISPIM 4.75% 15/06/ EUR 107,01% MTNA 4.625% 17/11/ EUR 108,56% MTNA 9.375% 03/06/ EUR 108,53% POPSM 4.125% 30/03/ EUR 106,65% PORTEL 4.375% 24/03/ EUR 102,11% RENAUL 4.25% 27/04/ EUR 106,44% RENAUL 4.625% 18/09/ EUR 107,81% SANTAN /04/ EUR 102,02% SANTAN 4% 27/03/ EUR 105,82% TELEFO 4.797% 21/02/ EUR 110,43% TELEFO /09/ EUR 111,11% TITIM 4.5% 20/09/ EUR 106,56% TITIM 4.75% 25/05/ EUR 108,14% TITIM 7% 20/01/ EUR 108,99% UCGIM 4.375% 11/09/ EUR 100,70% UCGIM 4.875% 07/03/ EUR 106,19% Sub-total Sub-total Total CAIXA GERAL DE DEPÓSITOS PARIS - Em. Papel Comercia EUR 99,21% LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% Sub-total Depósitos à ordem EUR Total Total

9 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 98,90% OT 4.1% 15/02/ EUR 103,67% Sub-total BCPPL 3.375% 27/02/ EUR 100,99% BCPPL 3.75% 08/10/ EUR 103,91% CXGD 1% 27/01/ EUR 99,35% CXGD 3% 15/01/ EUR 108,48% CXGD 3.75% 18/01/ EUR 108,34% PTIPL 5.375% 15/05/ EUR 104,80% Sub-total Acções CTT-Correios de Portugal SA EUR 9, 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 109,13% BTPS 4.50% 01/03/ EUR 118,05% BTPS 4.75% 01/09/ EUR 122,21% BTPS 4.75% 01/09/ EUR 126,06% DBR /08/ EUR 122,71% IRISH 0.8% 15/03/ EUR 98,97% IRISH 2.4% 15/05/ EUR 103,71% NETHER 1.25% 15/01/ EUR 103,52% NETHER 1.75% 15/07/ EUR 107,74% SPGB 3.8% 30/04/ EUR 112,62% SPGB 5.15% 31/10/ EUR 126,18% Sub-total Outros fundos públicos e equiparados MADRID 4.125% 21/05/ EUR 110,47% Sub-total ABBEY 2% 14/01/ EUR 103,69% ADIFAL 3.5% 27/05/ EUR 106,69% AEMSPA 3.625% 13/01/ EUR 109,96% BANBRA 3.75% 25/07/ EUR 102,39% BBVASM 2.375% 22/01/ EUR 104,43% BMY 1% 15/05/ EUR 92,92% CAJARU 3.75% 22/11/ EUR 110,16% CARGIL 2.50% 15/02/ EUR 106,40% CNH 2.875% 27/09/ EUR 98,69% CS 1.375% 29/11/ EUR 101,42% DANBNK 0.75% 04/05/ EUR 98,91% EIBKOR 2% 30/04/ EUR 105,00% ELEPOR 2% 22/04/ EUR 90,19% ELEPOR 4.125% 20/01/ EUR 108,64% F 1.114% 13/05/ EUR 98,54% FERROV 3.5% 13/12/ EUR 109,67% FERSM 3.375% 07/06/ EUR 110,36% GASSM 3.50% 15/04/ EUR 111,15% GE 2.875% 18/06/ EUR 108,35% GSZFP 2.375% 19/05/ EUR 105,91% HERIM 2.375% 04/07/ EUR 101,38% IBESM 2.5% 24/10/ EUR 104,96% INTNED 1.25% 13/12/ EUR 101,39% JPM 3.875% 23/09/ EUR 113,93% NAB 2% 12/11/ EUR 104,70% NDAQ 3.875% 07/06/ EUR 111,44% ODGR 2.375% 10/02/ EUR 104,78% PBBGR 0.875% 20/01/ EUR 97,20% POPSM 2.125% 08/10/ EUR 105,95% PSON 1.375% 06/05/ EUR 94,18% RABOBK 2.375% 22/05/ EUR 106,34% RBS 1.625% 25/06/ EUR 100,21% REESM 2.125% 01/07/ EUR 101,74% REESM 2.375% 31/05/ EUR 105,83% REESM 3.875% 25/01/ EUR 114,42% RENAUL 1.25% 08/06/ EUR 96,88% RENRED 4.75% 16/10/ EUR 113,36% REPSM 2.625% 28/05/ EUR 105,47% SABSM 3.375% 23/01/ EUR 107,75% SANFP 1.875% 04/09/ EUR 105,42% SRGIM 1,5% 21/04/ EUR 96,80% SRGIM 3.25% 22/01/ EUR 109,94% TELEFO 2.242% 27/05/ EUR 103,13% TELEFO 3.987% 23/01/ EUR 114,30% TITIM 5.125% 25/01/ EUR 102,36% UCGIM 2.625% 31/10/ EUR 110,73% UCGIM 3% 31/01/ EUR 114,77% UNANA 1% 03/06/ EUR 97,42% VALEBZ 3.75% 10/01/ EUR 103,60% VOTORA 3.25% 25/04/ EUR 97,99% WFC 1.125% 29/10/ EUR 99,06% BBVASM 6.75% 29/12/ EUR 99,29% ACEIM 2.625% 15/07/ EUR 101,95% AEGON 4% 25/04/ EUR 100,44% AIFP 1.25% 03/06/ EUR 96,83% BNP 6.125% 29/12/ EUR 100,05% DANBNK 5.875% 29/04/ EUR 99,61% GLENLN /04/ EUR 104,39% GSZFP 0.5% 13/03/ EUR 95,71% HNZ 2% 30/06/ EUR 98,99% MLFP 1.125% 28/05/ EUR 98,89% MRDGF 4.50% 04/12/ EUR 113,82%

10 Continuação Pág. 2/2 MSFT 2.125% 06/12/ EUR 106,40% RABOBK 5.5% 22/01/ EUR 100,63% REPSM 3.875% 29/12/ EUR 96,20% RWE 3.5% 21/04/ EUR 88,60% SCOR 3.25% 05/06/ EUR 99,37% TELEFO /03/ EUR 105,82% Sub-total Acções ALMIRALL, SA EUR 17, AXA SA EUR 22, Abertis Infraestructuras S.A EUR 14, Acerinox S.A EUR 12, Airbus Group NV EUR 58, Alcatel SA EUR 3, Allianz AG Holding EUR 139, Amadeus IT Holding SA-A EUR 35, Arkema SA EUR 64, Assicurazioni Generali Spa EUR 16, Aurubis AG EUR 52, Banco Bilbao & Vizcaya Argentaria SA EUR 8, Banco Santander Central Hispano SA EUR 6, Bouygues, SA EUR 33, CNP Assurances EUR 14, Casino Guichard Perrachon SA EUR 67, Delhaize Group SA EUR 74, Delta Lloyd N.V EUR 14, Deutsche Lufthansa AG - Ord EUR 11, Deutsche Post AG EUR 26, Deutsche Telekom AG EUR 15, ENI Spa EUR 15, Electricite de France EUR 20, Endesa SA EUR 17, Faurecia EUR 36, Fortum Oyj EUR 15, Fresenius Medical Care AG & Co EUR 74, Gdf Suez EUR 16, HeidelbergerCement AG EUR 71, Iberdrola SA. 743 EUR 6, K+S AG EUR 37, KBC Bancassurance Holding NV EUR 59, Kemira Oyj EUR 10, Koninklijke DSM NV 600 EUR 52, Metro AG EUR 28, Michelin EUR 93, Neopost EUR 38, Nokia Oyj ser.a EUR 6, OMV AG EUR 24, Obrascon Huarte Lain SA EUR 15, Orange EUR 13, REXEL SA EUR 14, RWE AG EUR 19, Renault SA 650 EUR 93, Repsol YPF SA EUR 15, Royal Dutch Shell PLC EUR 25, Safran SA EUR 60, Saipem Spa EUR 9, Sanofi-Aventis 840 EUR 88, Schneider Electric SA. 671 EUR 61, Scor SA EUR 31, Software AG EUR 24, Solvay SA EUR 123, St.Microelectronics NV EUR 7, Stora Enso Oyj - R EUR 9, Suez Environnement, SA EUR 16, TUI AG EUR 14, Technip SA EUR 55, Telecom Italia Spa EUR 1, Telefonica (España) SA EUR 12, Thales SA EUR 54, Total SA EUR 43, UPM-Kymmene Oyj EUR 15, WINCOR NIXDORF EUR 35, Volkswagen AG-PFD EUR 208, Sub-total Sub-total Total Unidades de Participação de Instituições de Investimento Colectivo 3.1. Fundos harmonizados Groupama FP Flex Allocat-I 26 EUR , Amundi Funds - Absolute Forex 291 EUR 1.025, Ignis Absolute Return Government Bond Fund EUR 1, 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

11 CA PPR +6 BGB 1.25% 22/06/ EUR 103,78% BTNS 2.5% 25/07/ EUR 102,84% BTPS 3.5% 01/06/ EUR 108,23% BTPS 4.50% 01/03/ EUR 118,05% BTPS 4.75% 01/09/ EUR 122,21% IRISH 2.4% 15/05/ EUR 103,71% NETHER 0 15/04/ EUR 100,18% RAGB 1.15% 19/10/ EUR 103,92% SPGB 4.4% 31/10/ EUR 117,32% SPGB 5.15% 31/10/ EUR 126,18% Sub-total POPSM 4% 18/10/ EUR 104,80% UCGIM 4.25% 29/07/ EUR 104,34% Sub-total Total LUZ SAÚDE, S. A. 4ª Em. Papel Comercial EUR 100,00% 222, 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 103,91% BRCORO 4.5% 05/12/ EUR 105,36% Sub-total Total AEMSPA 4.50% 02/11/ EUR 105,17% BACR 4.125% 15/03/ EUR 102,77% CAJAMM 5.75% 29/06/ EUR 105,34% ELEPOR 5.875% 01/02/ EUR 102,90% ENEL 4% 14/09/ EUR 104,30% GASSM 4.375% 02/11/ EUR 105,24% IBESM 3.5% 13/10/ EUR 104,00% ISPIM 4.375% 16/08/ EUR 104,67% Lloyds TSB Bank 6.375% 17/06/ EUR 105,89% MS 4.50% 23/02/ EUR 102,75% MTNA 9.375% 03/06/ EUR 108,53% PEUGOT 4.25% 25/02/ EUR 102,21% PORTEL 5.625% 08/02/ EUR 102,21% RENAUL 4% 25/01/ EUR 102,02% TELEFO 4.375% 02/02/ EUR 102,38% TITIM 5.125% 25/01/ EUR 102,36% WFC 4.125% 03/11/ EUR 105,22% Subtotal Subtotal Total Depósitos à ordem EUR Total Operações com produtos derivados 6.2. Fora de mercado regulamentado Swaps EUR Total