18.77508 Valor da Carteira:

Pag. 1 FUNDOS DE PENSOES - COMPOSIÇÃO 96,006,246.96 96,550,750.47-149,700.70 694,204.21 416,889.14 96,967,639.61 100.00 01 - OBRIGAÇÕES 70,183,148.15 71,015,241.47-135,946.18 968,039.50 415,587.96 71,430,829.43 73.66 0101 - Taxa indexada 19,462,638.85 19,446,317.73-16,321.12 53,638.88 19,499,956.61 20.11 BE6285450449 ANHEUSER-BUSCH INBEV NV-TV-17.03.2020 EUR 1.00000 500,000.00 100.000000 500,000.00 101.02000 505,100.00 5,100.00 445.38 505,545.38 0.52 IT0004809809 CCTS EU-TV-15.06.2017 EUR 1.00000 2,371,000.00 103.595000 2,456,237.45 102.62500 2,433,238.75-22,998.70 27,241.21 2,460,479.96 2.54 XS1417876759 CITIGROUP INC-TV-24.05.2021 EUR 1.00000 500,000.00 100.000000 500,000.00 100.07100 500,355.00 355.00 55.61 500,410.61 0.52 DE000A2AAL15 DAIMLER AG-TV-09.03.2018 EUR 1.00000 500,000.00 100.000000 500,000.00 100.25500 501,275.00 1,275.00 304.33 501,579.33 0.52 XS1139303736 DANSKE BANK A/S TV 19.11.2018 EUR 1.00000 1,000,000.00 100.095000 1,000,950.00 100.13800 1,001,380.00 430.00 31.00 1,001,411.00 1.03 DE000DB7XHM0 DEUTSCHE BANK AG-TV-15.04.2019 EUR 1.00000 600,000.00 99.566000 597,396.00 98.63000 591,780.00-5,616.00 230.77 592,010.77 0.61 IT0004794159 ENEL SPA - TV 20.02.2018 EUR 1.00000 1,300,000.00 105.490000 1,371,370.00 104.83500 1,362,855.00-8,515.00 10,639.20 1,373,494.20 1.42 IT0004760648 ENI SPA-TV -11.10.2017 EUR 1.00000 467,000.00 104.250000 486,847.50 103.37400 482,756.58-4,090.92 1,729.20 484,485.78 0.50 XS1292513105 FCE BANK PLC-TV-17.09.2019 EUR 1.00000 500,000.00 99.392000 496,960.00 100.48600 502,430.00 5,470.00 784.38 503,214.38 0.52 PTGALDOM0004 GALP ENERGIA SGPS SA-TV-18.02.2018 EUR 1.00000 500,000.00 103.000000 515,000.00 103.05000 515,250.00 250.00 720.96 515,970.96 0.53 XS1169331367 GE CAPITAL EURO FUNDING-TX.VR-21.01.2020 EUR 1.00000 500,000.00 99.627000 498,135.00 99.92600 499,630.00 1,495.00 72.22 499,702.22 0.52 XS1130101931 GOLDMAN SACHS GROUP INC -TV 29.10.2019 EUR 1.00000 1,280,000.00 100.328000 1,284,198.40 100.20200 1,282,585.60-1,612.80 567.75 1,283,153.35 1.32 XS0300196879 INTESA SANPAOLO SPA-TV-18.05.2017 EUR 1.00000 750,000.00 99.570000 746,775.00 99.83400 748,755.00 1,980.00 748,755.00 0.77 XS1244560022 JPMORGAN CHASE & CO-TX.VR.-12.06.2017 EUR 1.00000 1,000,000.00 100.420000 1,004,200.00 100.37500 1,003,750.00-450.00 803.83 1,004,553.83 1.04 XS1278908626 LLOYDS BANK PLC-TV-21.08.2017 EUR 1.00000 500,000.00 100.383000 501,915.00 100.33700 501,685.00-230.00 31.33 501,716.33 0.52 PTNOSBOE0004 NOS SGPS-2015-2022 EUR 1.00000 500,000.00 100.000000 500,000.00 96.50000 482,500.00-17,500.00 1,388.62 483,888.62 0.50 FR0012674182 RCI BANQUE SA-TV 16.07.2018 EUR 1.00000 300,000.00 99.185000 297,555.00 100.15500 300,465.00 2,910.00 123.38 300,588.38 0.31 FR0012969012 SANOFI-TV-22.03.2019 EUR 1.00000 500,000.00 100.015000 500,075.00 100.06000 500,300.00 225.00 63.19 500,363.19 0.52 DE000A14KJE8 SAP SE - TV - 01.04.2020 EUR 1.00000 534,000.00 99.900000 533,466.00 99.97000 533,839.80 373.80 50.73 533,890.53 0.55 PTSEMFOE0003 SEMAPA 2014/2019 EUR 1.00000 675,000.00 102.510000 691,942.50 102.50000 691,875.00-67.50 2,567.40 694,442.40 0.72 XS1292468987 SHELL INTERNATIONAL FIN-TV15.09.2019 EUR 1.00000 500,000.00 99.956000 499,780.00 99.95500 499,775.00-5.00 187.15 499,962.15 0.52 XS1166629490 SOCIETE GENERALE-TX.VR.-16.01.2017 EUR 1.00000 200,000.00 100.039000 200,078.00 100.04900 200,098.00 20.00 4.54 200,102.54 0.21 PTSONKOE0003 SONAE-SGPS SA TV 27.08.2020 EUR 1.00000 700,000.00 99.500000 696,500.00 99.50000 696,500.00 4,243.24 700,743.24 0.72 XS0304816076 TELECOM ITALIA SPA - TV - 07.06.2016 EUR 1.00000 800,000.00 99.960000 799,680.00 100.00000 800,000.00 320.00 1,089.89 801,089.89 0.83 XS1171489476 TOYOTA MOTOR CREDIT CORP TV-20.07.2018 EUR 1.00000 250,000.00 99.555000 248,887.50 99.74300 249,357.50 470.00 249,357.50 0.26 XS1169707087 UNICREDIT SPA-TV-19.02.2020 EUR 1.00000 500,000.00 100.344000 501,720.00 100.59700 502,985.00 1,265.00 123.83 503,108.83 0.52 XS1372838083 VODAFONE GROUP PLC-TV- 25.02.2019 EUR 1.00000 1,000,000.00 100.002200 1,000,022.00 101.08100 1,010,810.00 10,788.00 115.33 1,010,925.33 1.04 XS1167637294 VOLKSWAGEN INTL FINANCE-TX.VR-16.07.2018 EUR 1.00000 400,000.00 96.588000 386,352.00 98.95400 395,816.00 9,464.00 23.41 395,839.41 0.41 XS1273542867 VOLKSWAGEN LEASING GMBH-TV-11.08.2017 EUR 1.00000 150,000.00 97.731000 146,596.50 99.44700 149,170.50 2,574.00 1.00 149,171.50 0.15 0102 - Taxa fixa 50,720,509.30 51,568,923.74-135,946.18 984,360.62 361,949.08 51,930,872.82 53.55 ES0413790413 BANCO POPULAR ESP. 0.75-29.09.2020 EUR 1.00000 200,000.00 99.631000 199,262.00 102.65700 205,314.00 6,052.00 1,254.10 206,568.10 0.21 ES0413679343 BANKINTER SA - 0.875-03.08.2022 EUR 1.00000 400,000.00 99.021000 396,084.00 103.06200 412,248.00 16,164.00 2,887.98 415,135.98 0.43 IE0031080868 BLACKROCK EURO GOVT BD IDX-I EUR 1.00000 56,575.08 21.938000 1,241,144.11 22.66200 1,282,104.46 40,960.35 1,282,104.46 1.32 FR0011215508 CASINO GUICHARD PERRACHO-3.994-09.03.20 EUR 1.00000 200,000.00 105.949000 211,898.00 110.49500 220,990.00 9,092.00 1,816.45 222,806.45 0.23

Pag. 2 XS0736488585 CR FINANCE BV - 5-25.01.2019 EUR 1.00000 200,000.00 113.183000 226,366.00 112.45900 224,918.00-1,448.00 3,469.95 228,387.95 0.24 RXM6DTB FUTURO - EURO BUND FUTURES JUN16 EUR 1.00000-71.00 164.08000 UBM6DTB FUTURO - EURO BUXL 30Y BND JUN16 EUR 1.00000-9.00 168.58000 FVU16CBT FUTURO - US 5YR NOTE SET16 USD 1.11540-19.00 119.99219 IKM6DTB FUTURO EURO-BTP JUN16 EUR 1.00000-29.00 139.65000 IE0032523478 ISHARES EU CORP BOND L CAP (MIL) EUR 1.00000 17,960.00 131.525000 2,362,189.00 135.08500 2,426,126.60 63,937.60 2,426,126.60 2.50 US912828K338 TSY INFL IX N/B-0.125-15.04.2020 USD 1.11540 4,143,000.00 92.073206 3,814,592.94 103.02160 3,826,595.75-91,962.59 103,965.40 595.01 3,827,190.76 3.95 XS1254428540 UBS AG LONDON-1.125-30.06.2020 EUR 1.00000 200,000.00 101.854000 203,708.00 103.48900 206,978.00 3,270.00 2,065.57 209,043.57 0.22 010201 - Menos de 1 ano 3,997,972.04 3,958,024.70-39,947.34 68,133.47 4,026,158.17 4.15 PTBITIOM0057 BANCO COMERC PORTUGUES-3.375-27.02.2017 EUR 1.00000 500,000.00 99.488000 497,440.00 99.59000 497,950.00 510.00 4,334.02 502,284.02 0.52 IT0004164775 BUONI POLIENNALI DEL TES-4.-01.02.2017 EUR 1.00000 1,214,000.00 104.286000 1,266,032.04 102.78500 1,247,809.90-18,222.14 15,921.31 1,263,731.21 1.30 IT0004863608 BUONI POLIENNALI-I/L-2.55-22.10.2016 EUR 1.00000 1,200,000.00 101.500000 1,218,000.00 101.00540 1,212,064.80-5,935.20 3,270.90 1,215,335.70 1.25 XS0256997007 EDP FINANCE BV-4.625 (13.06.2016) EUR 1.00000 1,000,000.00 101.650000 1,016,500.00 100.02000 1,000,200.00-16,300.00 44,607.24 1,044,807.24 1.08 010202 - De 1 a 3 anos 4,604,836.33 4,595,260.70-9,575.63 58,561.55 4,653,822.25 4.80 ES00000121A5 BONOS Y OBLIG DEL ESTADO-4.1-30.07.2018 EUR 1.00000 1,013,000.00 109.712000 1,111,382.56 109.06500 1,104,828.45-6,554.11 34,724.31 1,139,552.76 1.18 ES00000124V5 BONOS Y OBLIG DEL ESTADO2.75-30.04.2019 EUR 1.00000 2,051,000.00 108.027000 2,215,633.77 107.87500 2,212,516.25-3,117.52 4,790.35 2,217,306.60 2.29 IT0004974074 CASSA DEPOSITI PRESTITI-3.01-20.11.2018 EUR 1.00000 1,200,000.00 106.485000 1,277,820.00 106.49300 1,277,916.00 96.00 19,046.89 1,296,962.89 1.34 010203 - De 3 a 7 anos 16,907,822.35 16,986,514.86 78,692.51 157,610.33 17,144,125.19 17.68 BE0000308172 BELGIUM KINGDOM 4 (28.03.2022) EUR 1.00000 1,296,353.35 122.869999 1,592,829.36 124.33500 1,611,820.94 18,991.58 9,092.23 1,620,913.17 1.67 XS0834386228 BHP BILLITON FINANCE LTD-2.25 25.09.20 EUR 1.00000 200,000.00 103.819000 207,638.00 106.62500 213,250.00 5,612.00 3,061.48 216,311.48 0.22 ES00000122D7 BONOS Y OBLIG DES ESTADO-4-30.04.2020 EUR 1.00000 583,000.00 114.419000 667,062.77 114.57500 667,972.25 909.48 1,980.60 669,952.85 0.69 XS1169791529 BPE FINANCIACIONES-2-03.02.2020 EUR 1.00000 500,000.00 99.393000 496,965.00 100.35000 501,750.00 4,785.00 3,224.04 504,974.04 0.52 PTBSSBOE0012 BRISA CONCESSAO RODOV SA-3.875-01.04.21 EUR 1.00000 600,000.00 110.270000 661,620.00 112.67200 676,032.00 14,412.00 3,821.92 679,853.92 0.70 IT0004423957 BUONI POLIENNALI DEL T-4.5-01.03.2019 EUR 1.00000 1,797,000.00 113.261000 2,035,300.17 112.34000 2,018,749.80-16,550.37 19,991.63 2,038,741.43 2.10 IT0004009673 BUONI POLIENNALI DEL TES-3.75 1.08.2021 EUR 1.00000 351,000.00 116.070000 407,405.70 116.77000 409,862.70 2,457.00 4,315.57 414,178.27 0.43 IT0004759673 BUONI POLIENNALI DEL TES-5-01.03.2022 EUR 1.00000 1,100,000.00 124.232000 1,366,552.00 124.74000 1,372,140.00 5,588.00 13,597.22 1,385,737.22 1.43 XS0444030646 CREDIT SUISSE LONDON 4.75-05.08.2019 EUR 1.00000 200,000.00 115.092000 230,184.00 113.71500 227,430.00-2,754.00 7,786.89 235,216.89 0.24 DE0001030542 DEUTSCHLAND I/L BOND-0.1-15.04.2023 EUR 1.00000 2,600,000.00 108.585900 2,823,233.40 110.77100 2,880,046.00 56,812.60 338.87 2,880,384.87 2.97 FR0010192997 FRANCE (GOVT OF) - 3.75 - (25.04.2021) EUR 1.00000 1,028,000.00 119.056000 1,223,895.68 119.55000 1,228,974.00 5,078.32 3,802.19 1,232,776.19 1.27 XS0825829590 HOLCIM US FINANCE SARL-2.625-07.09.2020 EUR 1.00000 200,000.00 107.075000 214,150.00 108.50200 217,004.00 2,854.00 3,829.92 220,833.92 0.23 IE00B2QTFG59 IRISH TREASURY-4.4-18.06.2019 EUR 1.00000 421,000.00 114.695000 482,865.95 114.23000 480,908.30-1,957.65 17,612.98 498,521.28 0.51 NL0009712470 NETHERLANDS GOVERNMENT-3.25-15.07.2021 EUR 1.00000 637,000.00 117.082000 745,812.34 118.18000 752,806.60 6,994.26 18,157.11 770,963.71 0.80 XS0951216083 ORACLE CORP 2.25-10.01.2021 EUR 1.00000 200,000.00 107.364000 214,728.00 108.95200 217,904.00 3,176.00 1,745.90 219,649.90 0.23 XS0982774399 REN FINANCE BV-4.75-16.10.2020 EUR 1.00000 800,000.00 114.602000 916,816.00 115.27600 922,208.00 5,392.00 23,672.13 945,880.13 0.98 IE0034074488 REPUBLIC OF IRLAND - 4.5 (18.04.2020) EUR 1.00000 917,900.00 117.876999 1,081,992.98 118.03500 1,083,443.27 1,450.29 4,866.13 1,088,309.40 1.12 XS0454984765 ROYAL BK OF SCOTLAND-5.375-30.09.2019 EUR 1.00000 200,000.00 117.321000 234,642.00 115.84200 231,684.00-2,958.00 7,166.67 238,850.67 0.25 XS1076005153 SONAE INVESTMENTS BV-1.625-11.06.2019 EUR 1.00000 1,100,000.00 98.403000 1,082,433.00 95.35300 1,048,883.00-33,550.00 8,400.27 1,057,283.27 1.09

Pag. 3 FR0011225127 VINCI SA-3.375-30.03.2020 EUR 1.00000 200,000.00 110.848000 221,696.00 111.82300 223,646.00 1,950.00 1,146.58 224,792.58 0.23 010204 - De 7 a 10 anos 7,376,454.49 7,453,444.92-43,983.59 120,974.02 32,848.10 7,486,293.02 7.72 IT0005004426 BUONI POLIENNALI-I/L-2.35-15.09.2024 EUR 1.00000 2,557,000.00 116.109000 2,968,907.13 115.54550 2,954,498.44-14,408.69 12,545.60 2,967,044.04 3.06 NL0011220108 NETHERLANDS GOVERNMENT-0.25-15.07.2025 EUR 1.00000 453,300.00 95.015001 430,703.00 100.18500 454,138.61 23,435.61 993.92 455,132.53 0.47 AT0000A0DXC2 REPUBLIC OF AUSTRIA-4.85-15.03.2026 EUR 1.00000 553,000.00 138.235000 764,439.55 143.47000 793,389.10 28,949.55 5,658.02 799,047.12 0.82 ES00000126A4 SPAIN I/L BOND-1.8-30.11.2024 EUR 1.00000 1,324,000.00 109.137599 1,444,981.82 110.40940 1,461,820.46 16,838.64 11,947.48 1,473,767.94 1.52 US912828G385 US TREASURY N/B-2.250-2024.11.15 USD 1.11540 1,926,000.00 91.766510 1,767,422.99 103.64060 1,789,598.31-43,983.59 66,158.91 1,703.08 1,791,301.39 1.85 010205 - Mais de 10 anos 9,178,180.04 9,770,403.75 592,223.71 32,706.57 9,803,110.32 10.11 BE0000291972 BELGIUM KINGDOM - 5.5 (28.3.2028) EUR 1.00000 177,000.00 147.730000 261,482.10 155.48500 275,208.45 13,726.35 1,706.96 276,915.41 0.29 ES0000012932 BONOS Y OBLIG DEL EST.-4.2(31.01.2037) EUR 1.00000 374,000.00 122.670000 458,785.80 129.67000 484,965.80 26,180.00 5,193.08 490,158.88 0.51 DE0001135275 BUNDESREPUBLIK DEUTSCHLAND-4 (4.1.2037) EUR 1.00000 958,000.00 148.344000 1,421,135.52 163.75500 1,568,772.90 147,637.38 15,495.52 1,584,268.42 1.63 DE0001030559 DEUTSCHLAND I/L BOND-0.5-15.04.2030 EUR 1.00000 1,659,000.00 110.901400 1,839,854.23 118.16570 1,960,368.96 120,514.73 1,055.03 1,961,423.99 2.02 FR0012517027 FRANCE (GOVT OF)-0.5-25.05.2025 EUR 1.00000 3,011,000.00 96.365000 2,901,550.15 101.47000 3,055,261.70 153,711.55 247.48 3,055,509.18 3.15 FR0000571218 FRANCE OAT 5,5 (25/4/2029) EUR 1.00000 1,404,000.00 150.446000 2,112,261.84 159.09000 2,233,623.60 121,361.76 7,616.22 2,241,239.82 2.31 XS1189286286 REN FINANCE BV-2.5-12.02.2025 EUR 1.00000 187,000.00 97.920000 183,110.40 102.78200 192,202.34 9,091.94 1,392.28 193,594.62 0.20 02 - ACÇÕES 12,138,374.36 11,947,708.86-12,092.10-178,573.40 11,947,708.86 12.32 0201 - Ibéricas 1,289,641.65 1,221,060.14-68,581.51 1,221,060.14 1.26 020101 - Portugal 184,531.54 169,820.88-14,710.66 169,820.88 0.18 PTREL0AM0008 REN-REDES ENERG.NAC.SGPS EUR 1.00000 35,352.00 2.781999 98,349.26 2.65200 93,753.50-4,595.76 93,753.50 0.10 PTSON0AM0001 SONAE SGPS (NOM) EUR 1.00000 82,235.00 1.048000 86,182.28 0.92500 76,067.38-10,114.90 76,067.38 0.08 020102 - Espanha 391,077.79 365,762.47-25,315.32 365,762.47 0.38 ES0113211835 BANCO BILBAO VISCAYA ARGENTARIA EUR 1.00000 9,499.00 6.738999 64,013.76 5.96100 56,623.54-7,390.22 56,623.54 0.06 ES0130670112 ENDESA - EMPRESA NACIONAL ELECTRICIDADE EUR 1.00000 5,569.00 18.525000 103,165.73 18.48000 102,915.12-250.61 102,915.12 0.11 ES0118900010 FERROVIAL.SA EUR 1.00000 5,680.00 20.855000 118,456.40 19.03000 108,090.40-10,366.00 108,090.40 0.11 ES0144580Y14 IBERDROLA (MADRID) EUR 1.00000 16,098.00 6.550000 105,441.90 6.09600 98,133.41-7,308.49 98,133.41 0.10 020103 - Outras 714,032.32 685,476.79-28,555.53 685,476.79 0.71 LU0292622254 BPI IBERIA LUX (I) EUR 1.00000 144,219.81 4.951000 714,032.32 4.75300 685,476.79-28,555.53 685,476.79 0.71 0203 - Europa 9,470,892.73 9,360,514.62-12,092.10-98,286.01 9,360,514.62 9.65 LU0256884064 ALLIANZ EUROLD EQY GROW-IT EUR 1.00000 248.77 2,211.170013 550,083.82 2,124.71000 528,574.73-21,509.09 528,574.73 0.55 LU0956465909 BPI EURO LARGE CAPS(I) EUR EUR 1.00000 75,308.79 11.533999 868,611.58 11.01700 829,676.94-38,934.64 829,676.94 0.86 LU0049736407 BPI EUROPA LUX EUR 1.00000 53,762.99 13.921999 748,488.43 13.32100 716,176.87-32,311.56 716,176.87 0.74 LU0220377575 BPI OPPORTUNITIES LUX (I) EUR 1.00000 24,896.05 6.175999 153,758.01 6.59800 164,264.14 10,506.13 164,264.14 0.17

Pag. 4 IE0031574977 BRANDES EURPN VALUE-I-EUR EUR 1.00000 14,343.00 34.350000 492,682.05 35.26000 505,734.18 13,052.13 505,734.18 0.52 IE00B1YZSC51 ETF-ISHARES MSCI EUROPE UCITS E EUR 1.00000 53,160.00 20.912687 1,111,718.46 21.64000 1,150,382.40 38,663.94 1,150,382.40 1.19 IE00B1YZSC51 ETF-ISHARES MSCI EUROPE UCITS(LN) EUR 1.00000 38,945.00 21.320027 830,308.48 21.73000 846,274.82 15,966.34 846,274.82 0.87 IE00B0NLLM80 IVI UMBRELLA FUND-EUROPEAN EUR 1.00000 29,212.82 17.869999 522,033.09 18.35000 536,055.25 14,022.16 536,055.25 0.55 LU0661986264 JPM EUROLD DYN C PERF ACCEUR EUR 1.00000 5,659.26 124.520000 704,691.18 116.12000 657,153.39-47,537.79 657,153.39 0.68 LU0946223368 JUPITER GL FD-EURO GRO-D GBP GBP 0.76185 29,631.50 18.066625 535,341.22 12.80000 497,844.98-12,092.10-25,404.14 497,844.98 0.51 LU1045038707 OYSTER EUROPEAN SELECT-IEUR EUR 1.00000 247.70 1,100.929995 272,700.36 1,131.08002 280,168.52 7,468.16 280,168.52 0.29 LU0313648254 PIONERR FD-EURO EQ VL -IE EUR 1.00000 176.40 1,530.129988 269,914.93 1,582.72001 279,191.81 9,276.88 279,191.81 0.29 LU0704152916 RAM LUX SYS- EUROPEAN WQTYS-P EUR 1.00000 1,308.45 397.680000 520,347.18 384.65000 503,297.99-17,049.19 503,297.99 0.52 IE0007987708 VANGUARD EURO STK-B INS EUR 1.00000 78,635.00 17.345002 1,363,924.27 17.24650 1,356,178.53-7,745.74 1,356,178.53 1.40 IE0008248803 VANGUARD EUROZONE STK-INS-EU EUR 1.00000 3,118.70 168.752900 526,289.67 163.38220 509,540.07-16,749.60 509,540.07 0.53 0205 - Japão XS0288391971 LEHMAN BROTHERS TSY-NIKKEI 225-27.02.2015 EUR 1.00000 60,000.00 0206 - Mercados emergentes 358,533.00 362,086.20 3,553.20 362,086.20 0.37 LU0638552355 BPI AFRICA LUX (I) EUR EUR 1.00000 37,800.00 9.485000 358,533.00 9.57900 362,086.20 3,553.20 362,086.20 0.37 0207 - Diversificação 1,019,306.98 1,004,047.90-15,259.08 1,004,047.90 1.04 LU0220378623 BPI UNIVERSAL LUX (I) EUR 1.00000 138,718.96 7.347999 1,019,306.98 7.23800 1,004,047.90-15,259.08 1,004,047.90 1.04 03 - IMOBILIÁRIO 1,109,583.25 1,053,533.09-56,050.16 1,053,533.09 1.09 0302 - Fundos Imobili 1,109,583.25 1,053,533.09-56,050.16 1,053,533.09 1.09 PTSELAIE0007 FUNDO INVEST. IMOB FECHADO IMOSOCIAL-N EUR 1.00000 68,268.00 6.254700 426,995.86 6.37350 435,106.10 8,110.24 435,106.10 0.45 DE0006791809 KANAM GRUNDINVEST FONDS EUR 1.00000 9,156.00 31.570000 289,054.92 30.81000 282,096.36-6,958.56 282,096.36 0.29 DE0009802306 SEB IMMOINVEST EUR 1.00000 13,491.00 29.170000 393,532.47 24.93000 336,330.63-57,201.84 336,330.63 0.35 04 - LIQUIDEZ 7,602,890.63 7,601,228.21-1,662.42 1,301.18 7,602,529.39 7.84 0401 - Depósitos à ordem 1,016,084.81 1,014,422.56-1,662.25 1,014,422.56 1.05 B.P.I. - DOLARES USD 1.11540 252,890.40 252,890.40 252,890.40 0.26 B.P.I. - EUROS EUR 1.00000 192,696.35 192,696.35 192,696.35 0.20 B.P.I. - GBP GBP 0.76185 5,562.59 5,562.59 5,562.59 0.01 B.P.I. - JPY JPY 123.82996 33,686.24 33,686.24 33,686.24 0.03 BANCO BPI- EURO EUR 1.00000 38,194.41 38,194.41 38,194.41 0.04 Conta Margem Futuros s/ Cotações - EURO EUR 1.00000 0.999900 332,099.94 332,099.94 332,099.94 0.34 Conta Margem Futuros s/cotações USD USD 1.11540 0.999900 160,954.88 159,292.63-1,662.25 159,292.63 0.16 0402 - DP's + CD's 2,000,000.00 2,000,000.00 712.75 2,000,712.75 2.06

Pag. 5 DPBPIEUR DP.BBPI-25/02/16 a 24/02/17-0.35-160225..170225, EUR 1.00000 2,000,000.00 2,000,000.00 712.75 2,000,712.75 2.06 0404 - Papel comercial 4,649,596.80 4,649,596.80 588.43 4,650,185.23 4.80 700036200822 NOS SA EM.82-160509..160609,.17 EUR 1.00000 949,865.04 949,865.04 95.78 949,960.82 0.98 700114010411 REN II - 41ùEM - 160418..160620,.15 EUR 1.00000 1,000,000.00 1,000,000.00 179.17 1,000,179.17 1.03 700056522177 SEMAPA EM 217-160415..160608,.21 EUR 1.00000 349,888.74 349,888.74 94.78 349,983.52 0.36 700056522199 SEMAPA EM 219-160429..160608,.17 EUR 1.00000 149,971.34 149,971.34 22.93 149,994.27 0.15 700056522200 SEMAPA EM 220-160509..160608,.15 EUR 1.00000 999,871.68 999,871.68 94.10 999,965.78 1.03 791906426755 SONAE SGPS-675ù - 160502..160701,.15 EUR 1.00000 500,000.00 500,000.00 60.42 500,060.42 0.52 791906426788 SONAE SGPS-678ù - 160516..160615,.15 EUR 1.00000 100,000.00 100,000.00 6.25 100,006.25 0.10 700044630134 UNILEVER EM.13-160516..160616,.14 EUR 1.00000 600,000.00 600,000.00 35.00 600,035.00 0.62 0405 - Devedores e credores -62,790.98-62,791.15-0.17-62,791.15-0.06 BPI Pensões EUR 1.00000-1,915.65-1,915.65-1,915.65 BPI REESTRUTURAÇÕES IRC EUR 1.00000-0.51-0.51-0.51 CES - Contrib. Extraordinária EUR 1.00000-904.61-904.61-904.61 Espanha - Impostos EUR 1.00000 54.55 54.55 54.55 I.R.S.-Categoria A EUR 1.00000-9,140.00-9,140.00-9,140.00-0.01 I.R.S.-Categoria A Sobretaxa EUR 1.00000-2,418.00-2,418.00-2,418.00 I.R.S.-Categoria E EUR 1.00000-933.43-933.43-933.43 I.R.S.-Categoria H EUR 1.00000-1,544.00-1,544.00-1,544.00 I.R.S.-Categoria H Sobretaxa EUR 1.00000-32.00-32.00-32.00 OPL - Futuros Despesas USD 1.11540 0.999900-5.51-5.51-5.51 OPL - Futuros Ganhos EUR 1.00000 0.999900 290.00 290.00 290.00 OPL - Futuros Ganhos USD 1.11540 0.999900 49.31 49.31 49.31 OPL - Futuros Perdas EUR 1.00000 0.999900-34,210.00-34,210.00-34,210.00-0.04 OPL - Futuros Perdas USD 1.11540 0.999900-7,488.99-7,488.99-7,488.99-0.01 OPL - Geral - 1 USD 1.11540 0.999900 108.15 108.15 108.15 OPL TITME - COMPRAS EUR 1.00000 0.999900-0.47-0.47-0.47 OPL TITME - VENDAS EUR 1.00000 0.999900 1,838.70 1,838.70 1,838.70 PENSIONISTAS - PENHORA EUR 1.00000 514.30 514.30 514.30 Regularização P&L Futuros EUR 1.00000-7,049.85-7,050.00-0.15-7,050.00-0.01 Regularização P&L Futuros USD 1.11540 0.92 0.90-0.02 0.90 SAMS EUR 1.00000-3.90-3.90-3.90 05 - OP. COBERTURA CAMBIAL CREM6CME FUTURO - E MICRO EUR/USD JUN16 USD 1.11540 3.00 1.11350 ECM6CME FUTURO - EURO/USD FX JUN16 USD 1.11540 48.00 1.11355 06 - RETORNO ABSOLUTO 4,972,250.56 4,933,038.83-39,211.73 4,933,038.83 5.09

Pag. 6 0602 - Outros 4,972,250.56 4,933,038.83-39,211.73 4,933,038.83 5.09 LU0639174274 ALLIANZ-DISC GERMANY STRAT-i EUR 1.00000 502.87 1,312.819996 660,181.73 1,286.58999 646,991.37-13,190.36 646,991.37 0.67 IE00B3TH3V40 BNY MELLON ABS RET EQTY- TH EUR 1.00000 542,799.00 1.181000 641,045.62 1.16490 632,306.56-8,739.06 632,306.56 0.65 LU0784437740 BPI ALTERNATIVE LUX (I) EUR 1.00000 142,922.82 12.169999 1,739,370.74 11.97300 1,711,214.95-28,155.79 1,711,214.95 1.76 LU0616900691 EXANE 2 CRISTAL FUND - A EUR 1.00000 57.00 11,250.020000 641,251.14 11,454.17000 652,887.69 11,636.55 652,887.69 0.67 IE00B3V2GW93 MARSHALL WCE-MW DEV EU-A EUR EUR 1.00000 3,677.00 175.571998 645,578.24 177.05840 651,043.74 5,465.50 651,043.74 0.67 IE00BLP5S791 OLD MUT GIS RET FD EUR 1.00000 415,238.00 1.552900 644,823.09 1.53790 638,594.52-6,228.57 638,594.52 0.66 zn/c - Activos Não Classificados