Cotação Moeda Origem

DATA: 31/03/2013 do Fundo: PPR Parte I - Valores Patrimoniais 1,307,346,230.77 1 Valores Mobiliários Cotados 11,485,522.55 583,922,086.60 1.1 Mercado Cotações Oficiais Portugal 4,195,068.50 153,322,702.63 1.1.1 Títulos de dívida pública 3,044,612.67 85,853,186.17 1.1.1 PGB 4.35% /2007-16/10/2017 14,000,000.00 96,95% EUR 96,95% 276,969.86 13,849,969.86 1.1.1 PGB 4.75% /2009-14/06/2019 73,335,000.00 94,41% EUR 94,41% 2,767,642.81 72,003,216.31 1.1.3 Obrigações diversas 1,150,455.83 65,951,238.96 1.1.3 BCPPL 3.75% /2009-08/10/2016 3,000,000.00 100,00% EUR 100,00% 53,630.14 3,053,630.14 1.1.3 BCPPL 4.75% /2007-29/10/2014 5,000,000.00 102,88% EUR 102,88% 99,554.79 5,243,304.79 1.1.3 BCPPL 5.625% /2009-23/04/2014 3,500,000.00 101,75% EUR 101,75% 184,469.18 3,745,719.18 1.1.3 CAMFER 4.17% /2009-16/10/2019 4,000,000.00 85,60% EUR 85,60% 75,859.73 3,499,859.73 1.1.3 CGD 3.625% /2009-21/07/2014 13,000,000.00 101,47% EUR 101,47% 326,647.26 13,517,747.26 1.1.3 CGD 3.875% /2006-06/12/2016 2,000,000.00 102,28% EUR 102,28% 24,417.81 2,069,917.81 1.1.3 CGD 5.125% /2009-19/02/2014 17,400,000.00 102,51% EUR 102,51% 97,726.03 17,934,118.03 1.1.3 PARPUBLICA 3.5% /2009-08/07/2013 (HTM) 4,700,000.00 99,17% EUR 99,17% 119,882.19 4,780,873.32 1.1.3 REFER 4.25% /2006-13/12/2021 7,250,000.00 78,00% EUR 78,00% 91,171.23 5,746,171.23 1.1.3 SANTANDER TOTTA 3.25% /2009-21/10/2014 4,000,000.00 101,45% EUR 101,45% 57,342.47 4,115,142.47 1.1.3 SEMAPA Float /2006-20/04/2016 2,500,000.00 89,00% EUR 89,00% 19,755.00 2,244,755.00 1.1.4 Acções 0.00 1,518,277.50 1.1.4 Galp Energia SGPS SA 124,500.00 12.20 EUR 12.20 0.00 1,518,277.50 1.2 Mercado Cotações Oficiais UE 7,284,776.29 428,397,819.22 1.2.1 Títulos de dívida pública 5,216,379.11 171,910,104.47 1.2.1 BTPS 4.25% /2011-01/07/2014 10,000,000.00 103,06% EUR 103,06% 103,630.14 10,409,230.14 1.2.1 BTPS 4.5% /2012-15/07/2015 10,000,000.00 104,31% EUR 104,31% 92,465.75 10,522,965.75 1.2.1 PGB 4.45% /2008-15/06/2018 123,750,000.00 95,49% EUR 95,49% 4,360,238.01 122,529,113.01 1.2.1 PGB 4.95% /2008-25/10/2023 31,000,000.00 88,81% EUR 88,81% 660,045.21 28,189,595.21 1.2.1 REP. ARGENTINA 1.2% /2003-31/12/2038 849,836.00 30,50% EUR 30,50% 0.00 259,199.98 1.2.1 SPGB c/z - 98 / 01-2029 0.91 41,76% EUR 41,76% 0.00 0.38 1.2.3 Obrigações diversas 2,068,397.18 203,599,196.50 1.2.3 AIREM 2004-1X 3B2 MTG /2004-20/09/2066 2,700,000.00 84,07% EUR 84,07% 796.95 2,270,611.89 1.2.3 ALSTOM 3.875% /2012-02/03/2016 700,000.00 107,78% EUR 107,78% 2,155.14 756,594.14 1.2.3 AREVA 3.5% /2010-22/03/2021 2,450,000.00 104,17% EUR 104,17% 2,114.38 2,554,328.38 1.2.3 ARGOM 2 B MTG /2004-27/10/2043 2,600,000.00 73,00% EUR 73,00% 2,377.70 1,900,378.22 1.2.3 BANCO BPI 3.25% /2010-15/01/2015 5,500,000.00 101,11% EUR 101,11% 36,729.45 5,597,504.45 1.2.3 BANQUE FED CRED MUTUEL Float /2006-10/02/2016 2,000,000.00 98,94% EUR 98,94% 1,085.33 1,979,885.33 1.2.3 BAYER HYPO CMS /1999-05/05/2014 800,000.00 100,26% EUR 100,26% 28,888.89 830,984.89 1.2.3 BAYER HYPO CMS /1999-16/06/2014 3,000,000.00 96,25% EUR 96,25% 94,666.67 2,982,166.67 1.2.3 BBVA 3.625% /2010-18/01/2017 3,000,000.00 103,53% EUR 103,53% 21,452.05 3,127,352.05 1.2.3 BCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/04/2013) 4,700,000.00 55,52% EUR 55,52% 19,920.43 2,629,360.43 1.2.3 BCP FINANCE BANK Float /2006-21/12/2016 (Call=21/03/2013) 6,537,000.00 78,00% EUR 78,00% 1,828.54 5,100,688.54 1.2.3 BCPPL 9.25% /2011-12/10/2014 1,800,000.00 108,25% EUR 108,25% 77,547.95 2,026,047.95 1.2.3 BEAR STEARNS CO Float 2006-26/09/2013 4,000,000.00 100,09% EUR 100,09% 258.33 4,004,018.33 1.2.3 BIPIELLE RESIDENTIAL SRL Float MTG /2004-30/12/2040 2,400,000.00 84,23% EUR 84,23% 102.60 2,021,622.60 1.2.3 BK. IRELAND 4.0% /2010-28/01/2015 3,000,000.00 102,66% EUR 102,66% 20,383.56 3,100,183.56 1.2.3 CA 3% /2010-20/07/2015 1,000,000.00 104,56% EUR 104,56% 20,876.71 1,066,426.71 1.2.3 CA 3.9% - 2010 / 19-04-2021 3,500,000.00 101,73% EUR 101,73% 129,394.52 3,689,874.52 1.2.3 CA 5.971% /2008-01/02/2018 6,000,000.00 111,30% EUR 111,30% 56,928.99 6,734,748.99 1.2.3 CALYON RAcc /2004-02/08/2019 (Call=02/08/2014) 1,700,000.00 107,72% EUR 107,72% 68,919.40 1,900,159.40 1.2.3 CEMG-CAYMAN ISLA Float /2006-18/04/2016 (Call=18/04/2013) 1,800,000.00 59,92% EUR 59,92% 4,143.60 1,082,703.60 1.2.3 CGD 3.75% /2013-18/01/2018 2,500,000.00 100,75% EUR 100,75% 18,493.15 2,537,243.15 1.2.3 CGD Sub.Lower Tier II /2007-28/12/2017 (Call=28/03/2014) 32,000,000.00 85,88% EUR 85,88% 4,781.33 27,486,381.33 1.2.3 DALRA 1-X A2 Float MTG /2006-15/06/2022 (Call=17/06/2013) 3,000,000.00 93,06% EUR 93,06% 5,607.33 2,797,407.33 1.2.3 DEXIA CREDIOP /2005-25/02/2015 (Call=25/02/2014) 3,000,000.00 80,50% EUR 80,50% 11,178.08 2,426,178.08 1.2.3 DRESDNER BK AG CMS /1999-31/05/2019 1,000,000.00 91,99% EUR 91,99% 37,500.00 957,400.00 1.2.3 EIB Float /2009-15/01/2020 2,000,000.00 99,75% EUR 99,75% 576.00 1,995,616.00 1.2.3 EIB Float /2010-15/01/2018 5,000,000.00 99,87% EUR 99,87% 1,963.19 4,995,463.19 1.2.3 EIB Var /2005-14/10/2015 1,500,000.00 100,93% EUR 100,93% 6,916.67 1,520,866.67 1.2.3 ENEL 5.25% /2007-20/06/2017 2,600,000.00 109,85% EUR 109,85% 106,208.22 2,962,386.22 1.2.3 ENEL FIN INTL SA 4.0% /2009-14/09/2016 3,000,000.00 106,12% EUR 106,12% 65,095.89 3,248,545.89 1.2.3 ERSTBK Float /2006-19/07/2017 (Call=19/04/2013) 3,000,000.00 92,50% EUR 92,50% 6,348.00 2,781,348.00 1.2.3 ES INV PLC /2005-20/12/2015 (Call=20/03/2013) 5,109,000.00 65,58% EUR 65,58% 1,804.61 3,352,286.81 1.2.3 ESFG 6.875% /2009-21/10/2019 12,100,000.00 98,50% EUR 98,50% 366,936.64 12,285,436.64 1.2.3 GALP ENERGIA SGPS SA Float /2012-18/02/2018 5,000,000.00 100,00% EUR 100,00% 25,488.33 5,025,488.33 1.2.3 GAS NATURAL CAPITAL 5.25% /2009-09/07/2014 2,000,000.00 104,99% EUR 104,99% 76,232.88 2,175,932.88 1.2.3 GCE COVERED BONDS 2.75% /2011-14/01/2015 2,000,000.00 103,99% EUR 103,99% 11,452.05 2,091,192.05 1.2.3 GOLDMAN SACHS GRP Float /2007-30/01/2017 1,000,000.00 97,03% EUR 97,03% 956.67 971,236.67 1.2.3 ING GROEP NV Float /2012-18/09/2013 1,650,000.00 99,98% EUR 99,98% 225.82 1,649,928.82 1.2.3 INTESA SANPAOLO C/F Float /2005-23/11/2015 3,000,000.00 93,50% EUR 93,50% 8,437.48 2,813,437.48 1.2.3 INTESA SANPAOLO Float /2006-20/02/2018 5,000,000.00 85,00% EUR 85,00% 5,812.08 4,255,812.08 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 20,000,000.00 97,00% EUR 97,00% 234,055.56 19,634,055.56 1.2.3 KFW Float /2006-23/02/2016 3,000,000.00 100,50% EUR 100,50% 2,199.17 3,017,199.17 1.2.3 LUSITANO 4C MTG /2005-15/09/2048 (Call=15/09/2014) 3,308,555.62 35,00% EUR 35,00% 710.24 1,158,704.71 1.2.3 LUSITANO 5 A MTG /2006-15/07/2059 2,468,138.01 70,86% EUR 70,86% 1,671.14 1,750,487.36 1.2.3 LUSITANO SME 1 A Float MTG /2006-21/08/2028 363,108.24 97,00% EUR 97,00% 142.20 352,357.19 1.2.3 MARS2 2 A1B Float MTG /2004-20/03/2036 (Call=20/03/2013) 45,156.58 97,50% EUR 97,50% 11.67 44,039.33

1.2.3 MERRILL LYNCH Float /2006-14/09/2018 7,000,000.00 92,00% EUR 92,00% 2,482.47 6,442,482.47 1.2.3 MONTE DEI PASCHI 7.25% /2012-10/07/2015 1,674,000.00 102,75% EUR 102,75% 87,781.81 1,807,816.81 1.2.3 MORGAN STANLEY Float /2006-29/11/2013 5,000,000.00 100,01% EUR 100,01% 2,195.83 5,002,695.83 1.2.3 POLO SECURITIES Float /2002-26/06/2014 676,666.66 95,75% EUR 95,75% 1,300.89 649,209.21 1.2.3 REN REDES ENERGETICAS 7.875 % /2008-10/12/2013 2,000,000.00 104,00% EUR 104,00% 47,897.26 2,127,897.26 1.2.3 RENEPL 4.125% /2013-31/01/2018 5,000,000.00 101,86% EUR 101,86% 33,339.04 5,126,339.04 1.2.3 SANTANDER INTL DEBT 2.875% - 2010 / 20-09-2013 1,400,000.00 100,87% EUR 100,87% 21,172.60 1,433,352.60 1.2.3 SANTANDER INTL DEBT 4.375% - 2012 / 04-09-2014 5,000,000.00 102,73% EUR 102,73% 124,657.53 5,261,057.53 1.2.3 SID BANKA EXPORT 3% /2010-21/04/2015 4,000,000.00 98,88% EUR 98,88% 113,095.89 4,068,175.89 1.2.3 TEMPO 1 A MTG /2003-15/11/2049 4,500,000.00 13,00% EUR 13,00% 38,267.00 623,267.00 1.2.3 UNICREDIT SpA Float C/F 2005-02/11/2015 1,500,000.00 94,00% EUR 94,00% 4,831.27 1,414,831.27 1.2.4 Acções 0.00 52,888,518.25 1.2.4 ACCOR SA 39,985.00 27.10 EUR 27.10 0.00 1,083,593.50 1.2.4 ACERINOX SA 77,620.00 7.98 EUR 7.98 0.00 619,019.50 1.2.4 ACS ACTIV.CONSTR. 25,425.00 17.65 EUR 17.65 0.00 448,751.25 1.2.4 AIR FRANCE-KLM 87,020.00 7.36 EUR 7.36 0.00 640,380.18 1.2.4 AIXTRON AG 66,965.00 11.30 EUR 11.30 0.00 756,704.50 1.2.4 AKER SOLUTIONS 42,320.00 108.60 NOK 14.46 0.00 611,814.70 1.2.4 ARCELORMITTAL 50,300.00 10.05 EUR 10.05 0.00 505,515.00 1.2.4 ASM INTERNATIONAL 23,620.00 25.88 EUR 25.88 0.00 611,285.60 1.2.4 ASTRAZENECA PLC 29,200.00 32.97 GBP 39.00 0.00 1,138,682.59 1.2.4 BALFOUR BEATTY PLC 144,725.00 2.35 GBP 2.78 0.00 401,861.75 1.2.4 BARRAT DEVELOPMENTS 254,745.00 2.74 GBP 3.24 0.00 825,450.92 1.2.4 BASF AG 15,110.00 68.24 EUR 68.24 0.00 1,031,106.40 1.2.4 BBVA 196,000.00 6.71 EUR 6.71 0.00 1,315,160.00 1.2.4 BMW AG 14,685.00 67.05 EUR 67.05 0.00 984,629.25 1.2.4 BNP PARIBAS 23,525.00 40.03 EUR 40.03 0.00 941,823.37 1.2.4 BOUYGUES SA 22,440.00 21.15 EUR 21.15 0.00 474,606.00 1.2.4 BRITISH AMERICAN TOBACCO PLC 27,500.00 35.27 GBP 41.71 0.00 1,147,025.78 1.2.4 BSCH - AM 173,695.00 5.21 EUR 5.21 0.00 904,950.95 1.2.4 CARILLION PLC 124,820.00 2.72 GBP 3.22 0.00 401,945.20 1.2.4 CARREFOUR SA 53,485.00 21.33 EUR 21.33 0.00 1,140,567.63 1.2.4 CASINO GUICHARD PERRACHON 6,850.00 81.81 EUR 81.81 0.00 560,398.50 1.2.4 CELESIO AG 37,580.00 14.62 EUR 14.62 0.00 549,231.70 1.2.4 CIE GEN GEOPHYSIQUE 29,310.00 17.57 EUR 17.57 0.00 514,830.15 1.2.4 DANONE SA 21,620.00 54.27 EUR 54.27 0.00 1,173,317.40 1.2.4 DANSKE BANK A/S 48,700.00 103.00 DKK 13.82 0.00 672,823.36 1.2.4 DELHAIZE GROUP 15,800.00 42.55 EUR 42.55 0.00 672,290.00 1.2.4 DEUTSCHE LUFTHANSA-REG 46,090.00 15.21 EUR 15.21 0.00 700,798.45 1.2.4 DIAGEO PLC 48,540.00 20.72 GBP 24.51 0.00 1,189,677.74 1.2.4 E.ON AG 35,160.00 13.64 EUR 13.64 0.00 479,582.40 1.2.4 EIFFAGE SA 14,240.00 32.98 EUR 32.98 0.00 469,635.20 1.2.4 ELAN CORP PLC 81,915.00 8.98 EUR 8.98 0.00 735,678.62 1.2.4 ENAGAS 84,500.00 17.75 EUR 17.75 0.00 1,499,875.00 1.2.4 ERSTE BANK DER OESTER SP 26,245.00 21.78 EUR 21.78 0.00 571,616.10 1.2.4 EVRAZ PLC 202,280.00 2.22 GBP 2.63 0.00 531,056.76 1.2.4 FIRSTGROUP PLC 198,735.00 2.01 GBP 2.38 0.00 472,395.16 1.2.4 GLENCORE INTERNATION 108,080.00 3.56 GBP 4.21 0.00 455,147.68 1.2.4 HEIDELBERGCEMENT AG 14,455.00 56.03 EUR 56.03 0.00 809,913.65 1.2.4 HOCHTIEF AG 10,910.00 50.63 EUR 50.63 0.00 552,373.30 1.2.4 INCHCAPE PLC 90,800.00 5.02 GBP 5.94 0.00 539,581.36 1.2.4 INTERNATIONAL CONSOLIDATESD AIRLINES GROUP SA 213,415.00 2.53 GBP 2.99 0.00 638,781.18 1.2.4 KESKO OYJ-B SHS 19,500.00 24.30 EUR 24.30 0.00 473,850.00 1.2.4 KONINKLIJKE AHOLD NV 47,985.00 11.95 EUR 11.95 0.00 573,420.75 1.2.4 METRO AG 21,875.00 22.19 EUR 22.19 0.00 485,406.25 1.2.4 MUENCHENER RUECKVER AG-REG 7,905.00 145.75 EUR 145.75 0.00 1,152,153.75 1.2.4 NATIONAL GRID PLC 127,130.00 7.65 GBP 9.05 0.00 1,150,123.58 1.2.4 NCC AB-B SHS 30,650.00 162.90 SEK 19.50 0.00 597,571.00 1.2.4 NESTE OIL OYJ 48,265.00 10.98 EUR 10.98 0.00 529,949.70 1.2.4 NORDDEUTSCHE AFFINERIE AG 9,110.00 49.48 EUR 49.48 0.00 450,762.80 1.2.4 OMV AG 17,240.00 33.30 EUR 33.30 0.00 574,092.00 1.2.4 PETROLEUM GEO-SERVIC 50,985.00 89.80 NOK 11.95 0.00 609,485.22 1.2.4 PEUGEOT SA 108,610.00 5.65 EUR 5.65 0.00 613,212.06 1.2.4 RANDSTAD HOLDING NV 17,570.00 31.94 EUR 31.94 0.00 561,185.80 1.2.4 RBS GROUP 163,205.00 2.75 GBP 3.26 0.00 531,728.68 1.2.4 RENAULT SA 17,015.00 48.85 EUR 48.85 0.00 831,267.82 1.2.4 REXEL SA 31,645.00 17.03 EUR 17.03 0.00 538,756.13 1.2.4 RHEINMETALL AG 13,320.00 36.05 EUR 36.05 0.00 480,186.00 1.2.4 ROYAL DUTCH SHELL 41,040.00 25.19 EUR 25.19 0.00 1,033,592.40 1.2.4 RWE AG 17,440.00 29.13 EUR 29.13 0.00 507,940.00 1.2.4 SAINSBURY (J) PLC 120,180.00 3.78 GBP 4.47 0.00 537,796.97 1.2.4 SALZGITTER AG 16,835.00 31.26 EUR 31.26 0.00 526,262.10 1.2.4 SECURITAS AB-B SHS 73,920.00 61.30 SEK 7.34 0.00 542,325.95 1.2.4 SGL CARBON SE 20,780.00 30.68 EUR 30.68 0.00 637,530.40 1.2.4 SSAB SVENSKT STAL AB 100,660.00 49.63 SEK 5.94 0.00 597,914.59 1.2.4 STMICROELECTRONICS NV 115,780.00 6.00 EUR 6.00 0.00 694,680.00 1.2.4 SUEZ ENVIRONNEMENT 54,355.00 9.92 EUR 9.92 0.00 538,984.18 1.2.4 TECNICAS REUNIDAS SA 40,000.00 36.50 EUR 36.50 0.00 1,460,000.00 1.2.4 TELEFONICA SA 103,165.00 10.40 EUR 10.40 0.00 1,072,916.00 1.2.4 THYSSENKRUPP AG 27,815.00 15.86 EUR 15.86 0.00 441,145.90 1.2.4 TOTAL SA 27,295.00 37.35 EUR 37.35 0.00 1,019,468.25 1.2.4 TUI TRAVEL PLC 147,185.00 3.25 GBP 3.85 0.00 566,216.66 1.2.4 UMICORE 12,335.00 36.63 EUR 36.63 0.00 451,831.05 1.2.4 VALEO SA 13,250.00 42.16 EUR 42.16 0.00 558,553.75 1.2.4 VALLOUREC 16,900.00 37.50 EUR 37.50 0.00 633,750.00 1.2.4 VEDANTA RESOURCES 33,865.00 10.05 GBP 11.89 0.00 402,487.29

1.2.4 VEOLIA ENVIRONNEMEM 75,040.00 9.84 EUR 9.84 0.00 738,093.44 1.3 Mercado Cotações Oficiais não UE 5,677.76 2,201,564.75 1.3.3 Obrigações diversas 5,677.76 1,024,786.97 1.3.3 UTRECHT 1X A MTG Float - 2012 / 29-07-2016 1,042,566.97 97,75% EUR 97,75% 5,677.76 1,024,786.97 1.3.4 Acções 0.00 1,176,777.78 1.3.4 HOLCIM LTD - REG 18,970.00 75.65 CHF 62.03 0.00 1,176,777.78 2 Valores Não Cotados 722,658.93 120,764,591.77 2.1 Valores mobiliários nacionais 31,319.44 2,356,319.44 2.1.3 Obrigações diversas 31,319.44 2,356,319.44 2.1.3 OREY, S.A. Var /2010-08/07/2018 2,500,000.00 93,00% EUR 93,00% 31,319.44 2,356,319.44 2.2 Valores mobiliários estrangeiros 691,339.49 118,408,272.33 2.2.3 Obrigações diversas 691,339.49 118,408,272.33 2.2.3 BK. IRELAND 4.25% RAcc /2005-02/11/2015 (Call=02/05/2013) 3,000,000.00 92,68% EUR 92,68% 0.00 2,780,340.00 2.2.3 CORSAIR CAYMAN ISLANDS 2.60% /2010-27/07/2015 8,500,000.00 81,21% EUR 81,21% 220,386.11 7,123,236.11 2.2.3 EDP FINANCE 2002-23/12/2022 58,359,400.00 153,97% EUR 153,97% 418,393.30 90,274,161.89 2.2.3 ES INV PLC 2005-25/05/2015 (CLN) 2,522,000.00 92,61% EUR 92,61% 40,597.19 2,376,221.39 2.2.3 LUSITANO 2D MTG /2003-16/11/2046 (Call=16/05/2013) 4,000,000.00 40,00% EUR 40,00% 11,962.89 1,611,962.89 2.2.3 MORGAN STANLEY 0% 2012-20/06/2013 (CLN itraxx Europe s9) 15,000,000.00 94,95% EUR 94,95% 0.00 14,242,350.00 2.2.3 PARMALAT CAP.FIN.-98 5,000,000.00 0,00% EUR 0,00% 0.00 0.05 3 Un.Part. Instituições Investimento Colectivo 0.00 77,133,700.52 3.1 Fundos Harmonizados 0.00 6,951,345.46 3.1 ES - ACÇÕES AMERICA 237,304.00 8.58 EUR 8.58 0.00 2,036,566.66 3.1 ES - AMERICA G.F.(USD) 17,700.08 158.87 USD 124.07 0.00 2,196,026.33 3.1 ESAF Iberian ETF 107,140.00 12.96 EUR 12.96 0.00 1,388,534.40 3.1 FRANK TEMP INV ASIA GR-I EUR H1 62,305.30 21.35 EUR 21.35 0.00 1,330,218.07 3.2 Fundos Não Harmonizados 0.00 70,182,355.06 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16,400,000.00 0.58 EUR 0.58 0.00 9,499,511.25 3.2 ES - PREMIUM FEI 1,391,633.50 3.58 EUR 3.58 0.00 4,986,083.67 3.2 ES - RENDIMENTO DINÂMICO 1,570,794.17 6.15 EUR 6.15 0.00 9,652,530.15 3.2 GARNHAM FOUNDERS FUND 0.00 0.00 3.2 ISHARES MSCI PACIFIC EX JPN 73,060.00 49.70 USD 38.81 0.00 2,835,675.13 3.2 SPY STANDARD & POORS 500 ETF TRUST Index Fund 323,625.00 156.67 USD 122.35 0.00 39,595,727.25 3.2 VANGUARD EMERGING MARKET ETF 107,850.00 42.90 USD 33.50 0.00 3,612,827.61 4 Imobiliário 0.00 111,292,921.12 4.1 Terrenos e edíficios 46,241,035.00 4.1 ED. ROSAS (Fr. A, L, M) 532,630.00 4.1 AV. COLUMBANO BORDALO PINHEIRO 6,378,285.00 4.1 ESTRADA DE SÃO BRÁS - LOULÉ 105,720.00 4.1 RUA TIMOR 106,330.00 4.1 PRAÇA LOURENÇO CARVALHO 101,680.00 4.1 MATOSINHOS 1,025,910.00 4.1 GOLEGÃ 373,640.00 4.1 SETÚBAL 213,540.00 4.1 MAFRA 342,820.00 4.1 SANTARÉM 815,150.00 4.1 MIRA 303,190.00 4.1 ÓBIDOS 725,020.00 4.1 LEIRIA 1,528,380.00 4.1 BARREIRO 311,440.00 4.1 AV. ALMIRANTE REIS 586,520.00 4.1 AL. GAGO COUTINHO 17,441,800.00 4.1 RUA BARATA SALGUEIRO 6,584,720.00 4.1 AL. D.AFONSO HENRIQUES 1,887,848.00 4.1 AV.REPÚBLICA 863,500.00 4.1 RUA 31 DE JANEIRO 724,219.00 4.1 AV. D. CARLOS I 4,982,663.00 4.1 RUA D. LUIS NORONHA 187,200.00 4.1 ALHOS VEDROS 118,830.00 4.2 Un.Part. Fundos investimentos imobiliário 0.00 65,051,886.12 4.2 FUNGEPI - Fundo Investimento Imobiliário 6,382,804.00 2.25 EUR 2.25 0.00 14,388,116.78 4.2 FUNGERE - Fundo Gestão Património Imobiliário 8,084,886.00 3.15 EUR 3.15 0.00 25,482,752.18 4.2 GESPATRIMONIO RENDIMENTO 1,931,993.00 13.03 EUR 13.03 0.00 25,181,017.16 5 Liquidez 788,112.41 386,460,670.63 5.1 À vista 0.00 1,324,318.36 5.1.2 Depósitos à ordem 0.00 1,324,318.36 5.2 A prazo 788,112.41 385,136,352.27 5.2.1 Depósitos e outros equiparados 333,900.89 289,630,103.06 5.2.2 Aplicações nos mercados monetários 454,211.52 95,506,249.21 6 Títulos envolvidos em operações de reporte e de empréstimo de valores 2,488,198.63 110,410,101.37 6.1 Operações de reporte 2,488,198.63 110,410,101.37 6.1 PGB 3.35% /2005-15/10/2015 (HTM-REPO) 25,000,000.00 94,01% EUR 94,01% 383,184.93 23,886,311.78 6.1 PGB 3.6% /2009-15/10/2014 (HTM-REPO) 25,000,000.00 97,09% EUR 97,09% 411,780.82 24,683,550.72 6.1 PGB 5.45% /1998-23/09/2013 (HTM-REPO) 60,000,000.00 100,25% EUR 100,25% 1,693,232.88 61,840,238.87 8 Outros Valores a Regularizar -82,637,841.24 8.1 Valores Activos 21,385,158.76 8.2 Valores Passivos -104,023,000.00 Parte II - Valores Extrapatrimoniais -3,541,753.11 9 Operações com produtos derivados -3,541,753.11 9.2 Fora de mercado regulamentado -3,541,753.11 9.2.1 Forwards -391,763.49 9.2.2 Swaps -3,192,948.83 9.2.5 Outros 42,959.21

DATA: 31/03/2013 do Fundo: PPR Super Investimento 2009 Parte I - Valores Patrimoniais 428,129,310.32 1 Valores Mobiliários Cotados 6,043,133.00 195,820,393.00 1.1 Mercado Cotações Oficiais Portugal 2,666,405.74 94,865,355.74 1.1.1 Títulos de dívida pública 2,289,498.63 58,930,498.63 1.1.1 PGB 4.75% /2009-14/06/2019 37,000,000.00 94,41% EUR 94,41% 1,396,369.86 36,328,069.86 1.1.1 PGB 4.8% /2010-15/06/2020 23,500,000.00 92,38% EUR 92,38% 893,128.77 22,602,428.77 1.1.3 Obrigações diversas 376,907.11 35,934,857.11 1.1.3 BCPPL 3.75% /2009-08/10/2016 3,900,000.00 100,00% EUR 100,00% 69,719.18 3,969,719.18 1.1.3 BCPPL 4.75% /2007-22/06/2017 4,000,000.00 102,63% EUR 102,63% 146,794.52 4,251,994.52 1.1.3 BRISA 4.5% /2006-05/12/2016 1,050,000.00 100,60% EUR 100,60% 15,016.44 1,071,316.44 1.1.3 CAMFER 4.17% /2009-16/10/2019 2,000,000.00 85,60% EUR 85,60% 37,929.86 1,749,929.86 1.1.3 CGD 3.875% /2006-06/12/2016 3,800,000.00 102,28% EUR 102,28% 46,393.84 3,932,843.84 1.1.3 GALP Float - 2013 / 08-03-2018 20,000,000.00 99,75% EUR 99,75% 52,388.89 20,002,388.89 1.1.3 METRO LISBOA 5.75% /2009-04/02/2019 1,000,000.00 94,80% EUR 94,80% 8,664.38 956,664.38 1.2 Mercado Cotações Oficiais UE 3,376,727.26 100,955,037.26 1.2.1 Títulos de dívida pública 3,009,004.66 84,557,464.66 1.2.1 PGB 4.45% /2008-15/06/2018 85,400,000.00 95,49% EUR 95,49% 3,009,004.66 84,557,464.66 1.2.3 Obrigações diversas 367,722.60 16,397,572.60 1.2.3 DRESDNER BK AG CMS /1999-31/05/2019 1,500,000.00 91,99% EUR 91,99% 56,250.00 1,436,100.00 1.2.3 ESFG 6.875% /2009-21/10/2019 10,000,000.00 98,50% EUR 98,50% 303,253.42 10,153,253.42 1.2.3 REFER 4% /2005-16/03/2015 5,000,000.00 96,00% EUR 96,00% 8,219.18 4,808,219.18 2 Valores Não Cotados 7,959.72 4,187,289.72 2.2 Valores mobiliários estrangeiros 7,959.72 4,187,289.72 2.2.3 Obrigações diversas 7,959.72 4,187,289.72 2.2.3 JP MORGAN Float /2012-20/06/2018 (CLN itraxx s9) 5,000,000.00 83,59% EUR 83,59% 7,959.72 4,187,289.72 3 Un.Part. Instituições Investimento Colectivo 0.00 9,499,511.25 3.2 Fundos Não Harmonizados 0.00 9,499,511.25 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16,400,000.00 0.58 EUR 0.58 0.00 9,499,511.25 4 Imobiliário 0.00 19,859,354.99 4.2 Un.Part. Fundos investimentos imobiliário 0.00 19,859,354.99 4.2 FUNGEPI - Fundo Investimento Imobiliário 1,566,763.00 2.25 EUR 2.25 0.00 3,531,797.15 4.2 FUNGERE - Fundo Gestão Património Imobiliário 1,984,566.00 3.15 EUR 3.15 0.00 6,255,153.58 4.2 GESPATRIMONIO RENDIMENTO 772,797.00 13.03 EUR 13.03 0.00 10,072,404.26 5 Liquidez 236,706.99 208,441,048.73 5.1 À vista 0.00 1,573,872.35 5.1.2 Depósitos à ordem 0.00 1,573,872.35 5.2 A prazo 236,706.99 206,867,176.38 5.2.1 Depósitos e outros equiparados 38,132.40 84,085,045.40 5.2.2 Aplicações nos mercados monetários 198,574.59 122,782,130.98 6 Títulos envolvidos em operações de reporte e de empréstimo de valores 1,292,123.29 30,958,123.29 6.1 Operações de reporte 1,292,123.29 30,958,123.29 6.1 PGB 3.85% /2005-15/04/2021 (REPO) 35,000,000.00 84,76% EUR 84,76% 1,292,123.29 30,958,123.29 8 Outros Valores a Regularizar -40,636,410.66 8.1 Valores Activos 316,064.35 8.2 Valores Passivos -40,952,475.01

DATA: 31/03/2013 do Fundo: Super PPR Parte I - Valores Patrimoniais 12,373,745.96 1 Valores Mobiliários Cotados 9,796.11 993,996.11 1.2 Mercado Cotações Oficiais UE 9,796.11 993,996.11 1.2.3 Obrigações diversas 9,796.11 993,996.11 1.2.3 BCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/05/2013) 1,000,000.00 49,92% EUR 49,92% 3,944.72 503,144.72 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 500,000.00 97,00% EUR 97,00% 5,851.39 490,851.39 2 Valores Não Cotados 50,882.51 1,898,951.42 2.1 Valores mobiliários nacionais 218.62 100,218.62 2.1.3 Obrigações diversas 218.62 100,218.62 2.1.3 BENFICA SAD /2012-17/12/2013 100,000.00 100,00% EUR 100,00% 218.62 100,218.62 2.2 Valores mobiliários estrangeiros 50,663.89 1,798,732.80 2.2.3 Obrigações diversas 50,663.89 1,798,732.80 2.2.3 ES FINANCIER 7% /2011-31/05/2013 869,000.00 100,91% EUR 100,91% 50,663.89 927,557.64 2.2.3 MAGNOLIA FINANCE VI /2008-20/12/2038 408,925.63 213,04% EUR 213,04% 0.00 871,175.16 5 Liquidez 19,487.93 9,459,538.42 5.1 À vista 0.00 53,792.11 5.1.2 Depósitos à ordem 0.00 53,792.11 5.2 A prazo 19,487.93 9,405,746.31 5.2.2 Aplicações nos mercados monetários 19,487.93 9,405,746.31 8 Outros Valores a Regularizar 21,260.01 8.1 Valores Activos 21,260.03 8.2 Valores Passivos -0.02

do Fundo: PPR Objectivo 2010 Nº Unidades em circulação: 2,801,297.43 Valor Unitário da Unidade de conta 7.2443 Parte I - Valores Patrimoniais 20,293,438.95 1 Valores Mobiliários Cotados 55,038.40 6,150,658.22 1.1 Mercado Cotações Oficiais Portugal 6,070.65 1,160,194.97 1.1.3 Obrigações diversas 6,070.65 950,070.65 1.1.3 SEMAPA Float /2006-20/04/2016 400,000.00 89,00% EUR 89,00% 3,160.80 359,160.80 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013) 600,000.00 98,00% EUR 98,00% 2,909.85 590,909.85 1.1.4 Acções 0.00 210,124.32 1.1.4 PT - Portugal Telecom, SGPS 54,380.00 3.86 EUR 3.86 0.00 210,124.32 1.2 Mercado Cotações Oficiais UE 48,967.75 4,990,463.25 1.2.1 Títulos de dívida pública 12,160.58 1,449,610.58 1.2.1 CCTS Float 2012 / 15-06-2017 300,000.00 98,50% EUR 98,50% 2,441.40 297,941.40 1.2.1 DBR 5.5 % /2000-04/01/2031 750,000.00 152,26% EUR 152,26% 9,719.18 1,151,669.18 1.2.2 Outros fundos públicos e equiparados 297.92 204,597.92 1.2.2 FADE 4.125% - 2013 / 17-03-2017 200,000.00 102,15% EUR 102,15% 297.92 204,597.92 1.2.3 Obrigações diversas 36,509.25 3,336,254.75 1.2.3 ACCOR SA 2.875% - 2012 / 19-06-2017 200,000.00 103,73% EUR 103,73% 4,489.73 211,941.73 1.2.3 AIR FRANCE 6.25% - 2012 / 18-01-2018 200,000.00 105,75% EUR 105,75% 3,664.38 215,166.38 1.2.3 BCO POPOLARE 3.75% - 2013 / 28-01-2016 200,000.00 98,16% EUR 98,16% 1,273.97 197,597.97 1.2.3 BCO SABADELL 4.25% - 2012 / 19-09-2014 300,000.00 103,29% EUR 103,29% 6,741.78 316,611.78 1.2.3 BES 5.875% 2012-09/11/2015 300,000.00 102,25% EUR 102,25% 6,905.14 313,655.14 1.2.3 BPE 4% - 2013 / 17-07-2015 200,000.00 99,54% EUR 99,54% 1,600.00 200,688.00 1.2.3 DEUTSCHE POSTBANK AG Float /2005-04/11/2015 200,000.00 97,54% EUR 97,54% 315.33 195,395.33 1.2.3 FIAT 6.625% - 2013 / 15-03-2018 200,000.00 101,40% EUR 101,40% 580.82 203,380.82 1.2.3 MORGAN STANLEY Float /2006-13/04/2016 250,000.00 97,51% EUR 97,51% 311.39 244,088.89 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 300,000.00 105,50% EUR 105,50% 7,967.47 324,467.47 1.2.3 RALLYE 4.25% - 2013 / 11-03-2019 200,000.00 102,08% EUR 102,08% 465.75 204,625.75 1.2.3 RCI BANQUE 2.875% - 2013 / 22-01-2018 300,000.00 100,94% EUR 100,94% 212.67 303,020.67 1.2.3 SANTAN CONS FIN 3.25% /2012-20/06/2014 200,000.00 101,16% EUR 101,16% 1,798.63 204,112.63 1.2.3 SIEMENS FINANC 1.75% - 2013 / 12-03-2021 200,000.00 100,66% EUR 100,66% 182.19 201,502.19 3 Un.Part. Instituições Investimento Colectivo 0.00 12,654,461.34 3.1 Fundos Harmonizados 0.00 11,655,553.64 3.1 ES - EMERGING MARKETS 4,125.00 127.69 EUR 127.69 0.00 526,721.25 3.1 ES - EURO BOND 535.85 1,643.53 EUR 1,643.53 0.00 880,685.55 3.1 ES - GLOBAL BOND 14,037.00 229.10 EUR 229.10 0.00 3,215,876.70 3.1 ES - GLOBAL ENHANC 2,696.00 771.98 EUR 771.98 0.00 2,081,258.08 3.1 ES - MOMENTUM 197,370.37 4.31 EUR 4.31 0.00 850,251.80 3.1 ES - OBRIGAÇÕES EUROPA 80,350.00 17.04 EUR 17.04 0.00 1,368,955.09 3.1 ES - PORTUGAL ACÇÕES 44,915.00 4.65 EUR 4.65 0.00 208,872.72 3.1 ES-ABS OPPORTUNITY FD 4,090.00 125.08 EUR 125.08 0.00 511,577.20 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 386,056.67 5.21 EUR 5.21 0.00 2,011,355.25 3.2 Fundos Não Harmonizados 0.00 998,907.70 3.2 CARAVELA COMPASS FUND-B 3,045.00 79.45 EUR 79.45 0.00 241,925.25 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 9.14 82,850.75 EUR 82,850.75 0.00 756,982.45 4 Imobiliário 0.00 336,338.08 4.2 Un.Part. Fundos investimentos imobiliário 0.00 336,338.08 4.2 CIMÓVEL FII 61,727.00 5.45 EUR 5.45 0.00 336,338.08 5 Liquidez 0.00 822,559.24 5.1 À vista 0.00 822,559.24 5.1.2 Depósitos à ordem 0.00 822,559.24 8 Outros Valores a Regularizar 329,422.07 8.1 Valores Activos 405,950.80 8.2 Valores Passivos -76,528.73 Parte II - Valores Extrapatrimoniais 0.00 9 Operações com produtos derivados 0.00 9.2 Fora de mercado regulamentado 0.00 9.2.4 Opções 0.00

do Fundo: PPR Objectivo 2020 Nº Unidades em circulação: 1,493,127.52 Valor Unitário da Unidade de conta 6.6226 Parte I - Valores Patrimoniais 9,888,386.31 1 Valores Mobiliários Cotados 17,135.54 2,156,051.78 1.1 Mercado Cotações Oficiais Portugal 1,212.44 347,294.68 1.1.3 Obrigações diversas 1,212.44 246,212.44 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013) 250,000.00 98,00% EUR 98,00% 1,212.44 246,212.44 1.1.4 Acções 0.00 101,082.24 1.1.4 PT - Portugal Telecom, SGPS 26,160.00 3.86 EUR 3.86 0.00 101,082.24 1.2 Mercado Cotações Oficiais UE 15,923.10 1,808,757.10 1.2.1 Títulos de dívida pública 4,053.53 483,203.53 1.2.1 CCTS Float 2012 / 15-06-2017 100,000.00 98,50% EUR 98,50% 813.80 99,313.80 1.2.1 DBR 5.5 % /2000-04/01/2031 250,000.00 152,26% EUR 152,26% 3,239.73 383,889.73 1.2.3 Obrigações diversas 11,869.57 1,325,553.57 1.2.3 ACCOR SA 2.875% - 2012 / 19-06-2017 100,000.00 103,73% EUR 103,73% 2,244.86 105,970.86 1.2.3 BCO POPOLARE 3.75% - 2013 / 28-01-2016 100,000.00 98,16% EUR 98,16% 636.99 98,798.99 1.2.3 BES 5.875% 2012-09/11/2015 100,000.00 102,25% EUR 102,25% 2,301.71 104,551.71 1.2.3 BPE 4% - 2013 / 17-07-2015 100,000.00 99,54% EUR 99,54% 800.00 100,344.00 1.2.3 DEUTSCHE POSTBANK AG Float /2005-04/11/2015 100,000.00 97,54% EUR 97,54% 157.67 97,697.67 1.2.3 FIAT 6.625% - 2013 / 15-03-2018 100,000.00 101,40% EUR 101,40% 290.41 101,690.41 1.2.3 MORGAN STANLEY Float /2006-13/04/2016 100,000.00 97,51% EUR 97,51% 124.56 97,635.56 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 150,000.00 105,50% EUR 105,50% 3,983.73 162,233.73 1.2.3 RALLYE 4.25% - 2013 / 11-03-2019 100,000.00 102,08% EUR 102,08% 232.88 102,312.88 1.2.3 RCI BANQUE 2.875% - 2013 / 22-01-2018 150,000.00 100,94% EUR 100,94% 106.34 151,510.34 1.2.3 SANTAN CONS FIN 3.25% /2012-20/06/2014 100,000.00 101,16% EUR 101,16% 899.32 102,056.32 1.2.3 SIEMENS FINANC 1.75% - 2013 / 12-03-2021 100,000.00 100,66% EUR 100,66% 91.10 100,751.10 3 Un.Part. Instituições Investimento Colectivo 0.00 7,134,401.53 3.1 Fundos Harmonizados 0.00 6,652,547.39 3.1 ES - EMERGING MARKETS 2,694.00 127.69 EUR 127.69 0.00 343,996.86 3.1 ES - EURO BOND 188.62 1,643.53 EUR 1,643.53 0.00 310,002.63 3.1 ES - GLOBAL BOND 6,868.00 229.10 EUR 229.10 0.00 1,573,458.80 3.1 ES - GLOBAL ENHANC 1,293.00 771.98 EUR 771.98 0.00 998,170.14 3.1 ES - MOMENTUM 176,198.97 4.31 EUR 4.31 0.00 759,047.53 3.1 ES - OBRIGAÇÕES EUROPA 31,390.00 17.04 EUR 17.04 0.00 534,803.99 3.1 ES - PORTUGAL ACÇÕES 44,915.00 4.65 EUR 4.65 0.00 208,872.72 3.1 ES-ABS OPPORTUNITY FD 1,980.00 125.08 EUR 125.08 0.00 247,658.40 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 321,792.00 5.21 EUR 5.21 0.00 1,676,536.32 3.2 Fundos Não Harmonizados 0.00 481,854.14 3.2 CARAVELA COMPASS FUND-B 1,997.00 79.45 EUR 79.45 0.00 158,661.65 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 3.90 82,850.75 EUR 82,850.75 0.00 323,192.49 4 Imobiliário 0.00 152,882.43 4.2 Un.Part. Fundos investimentos imobiliário 0.00 152,882.43 4.2 CIMÓVEL FII 28,058.00 5.45 EUR 5.45 0.00 152,882.43 5 Liquidez 0.00 275,071.96 5.1 À vista 0.00 275,071.96 5.1.2 Depósitos à ordem 0.00 275,071.96 8 Outros Valores a Regularizar 169,978.61 8.1 Valores Activos 206,660.52 8.2 Valores Passivos -36,681.91 Parte II - Valores Extrapatrimoniais 0.00 9 Operações com produtos derivados 0.00 9.2 Fora de mercado regulamentado 0.00 9.2.4 Opções 0.00

do Fundo: PPR Poupança Activa Nº Unidades em circulação: 14,891,728.10 Valor Unitário da Unidade de conta 7.2837 (*) Este Fundo Autónomo está associado a produtos da BES VIDA, Companhia de Seguros, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da BES VIDA" Parte I - Valores Patrimoniais 108,466,879.94 1 Valores Mobiliários Cotados 261,645.36 12,714,165.36 1.1 Mercado Cotações Oficiais Portugal 261.94 100,011.94 1.1.3 Obrigações diversas 261.94 100,011.94 1.1.3 GALP Float - 2013 / 08-03-2018 100,000.00 99,75% EUR 99,75% 261.94 100,011.94 1.2 Mercado Cotações Oficiais UE 261,383.42 12,614,153.42 1.2.3 Obrigações diversas 261,383.42 12,614,153.42 1.2.3 BK. IRELAND 4.625% - 2009 / 04-08-2013 2,000,000.00 100,00% EUR 100,00% 90,472.60 2,090,472.60 1.2.3 ELEPOR 6% /2012-04/05/2015 100,000.00 103,71% EUR 103,71% 2,450.00 106,160.00 1.2.3 IKB DEUTSCHE INDUSTRIEBK 4,5% / 2003-09/07/2013 3,000,000.00 99,51% EUR 99,51% 98,013.70 3,083,313.70 1.2.3 IPIC GMTN LTD 2.375% 2012/30-05-2018 750,000.00 101,60% EUR 101,60% 5,904.97 767,904.97 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 1,900,000.00 97,00% EUR 97,00% 22,235.28 1,865,235.28 1.2.3 LLOYDS TSB BANK Var /2011-16/12/2021 (Call=16/12/2016) 863,000.00 124,00% EUR 124,00% 29,480.91 1,099,600.91 1.2.3 NIB CAPITAL BANK PERP 2006/30-03-2049 (Call=30/03/2013) 7,500,000.00 41,00% EUR 41,00% 360.21 3,075,360.21 1.2.3 SANTANDER INTL DEBT 4.375% - 2012 / 04-09-2014 500,000.00 102,73% EUR 102,73% 12,465.75 526,105.75 2 Valores Não Cotados 853,323.12 21,150,983.85 2.1 Valores mobiliários nacionais 218.62 100,218.62 2.1.3 Obrigações diversas 218.62 100,218.62 2.1.3 BENFICA SAD /2012-17/12/2013 100,000.00 100,00% EUR 100,00% 218.62 100,218.62 2.2 Valores mobiliários estrangeiros 853,104.50 21,050,765.23 2.2.3 Obrigações diversas 853,104.50 21,050,765.23 2.2.3 BES LUXEMBOURG 3.5% /2013-18/03/2043 5,200,000.00 58,64% EUR 58,64% 6,066.67 3,055,138.67 2.2.3 ES FINANCIER 7% /2011-31/05/2013 9,181,000.00 100,91% EUR 100,91% 535,264.88 9,799,662.51 2.2.3 ES TOURISM 5.85% /2009-23/07/2015 7,750,000.00 101,73% EUR 101,73% 311,772.95 8,195,964.05 4 Imobiliário 0.00 10,381,025.42 4.2 Un.Part. Fundos investimentos imobiliário 0.00 10,381,025.42 4.2 FIMES ORIENTE FUNDO INV FECHADO 2,178.00 1,609.09 EUR 1,609.09 0.00 3,504,598.89 4.2 FUNGEPI - Fundo Investimento Imobiliário 1,506,309.00 2.25 EUR 2.25 0.00 3,395,521.75 4.2 FUNGERE - Fundo Gestão Património Imobiliário 1,104,383.00 3.15 EUR 3.15 0.00 3,480,904.78 5 Liquidez 364,771.65 64,482,865.43 5.1 À vista 0.00 102,677.76 5.1.2 Depósitos à ordem 0.00 102,677.76 5.2 A prazo 364,771.65 64,380,187.67 5.2.2 Aplicações nos mercados monetários 364,771.65 64,380,187.67 8 Outros Valores a Regularizar -262,160.12 8.1 Valores Activos 262,903.82 8.2 Valores Passivos -525,063.85

do Fundo: PPR Poupança Activa 2006 Nº Unidades em circulação: 52,229,462.86 Valor Unitário da Unidade de conta 6.3025 (*) Este Fundo Autónomo está associado a produtos da BES VIDA, Companhia de Seguros, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da BES VIDA" Parte I - Valores Patrimoniais 330,945,908.93 1 Valores Mobiliários Cotados 1,024,991.79 70,242,223.89 1.1 Mercado Cotações Oficiais Portugal 1,309.72 500,059.72 1.1.3 Obrigações diversas 1,309.72 500,059.72 1.1.3 GALP Float - 2013 / 08-03-2018 500,000.00 99,75% EUR 99,75% 1,309.72 500,059.72 1.2 Mercado Cotações Oficiais UE 1,023,682.07 69,742,164.17 1.2.3 Obrigações diversas 1,023,682.07 68,144,134.17 1.2.3 ABBEY NATL TREASURY SERV 1.75% /2013-15/01/2018 2,500,000.00 99,56% EUR 99,56% 8,989.73 2,497,939.73 1.2.3 ABN AMRO BANK NV CMS /1999-10/06/2019 4,750,000.00 100,35% EUR 100,35% 179,823.29 4,946,305.79 1.2.3 ASR NEDERLAND NV PERP 6.25% 2009/10-08-2049 (Call=28/03/2013) 1,550,000.00 99,00% EUR 99,00% 796.23 1,535,296.23 1.2.3 AXA SA Var /2005-29/01/2049 (Call=25/01/2014) 200,000.00 78,50% EUR 78,50% 1,703.89 158,703.89 1.2.3 BAYER HYPO CMS /1999-02/06/2014 1,000,000.00 99,52% EUR 99,52% 33,111.11 1,028,311.11 1.2.3 BBVASM 3.75% /2013-17/01/2018 2,000,000.00 98,68% EUR 98,68% 15,000.00 1,988,500.00 1.2.3 BCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/05/2013) 3,500,000.00 49,92% EUR 49,92% 13,806.53 1,761,006.53 1.2.3 BCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/04/2013) 1,000,000.00 55,52% EUR 55,52% 4,238.39 559,438.39 1.2.3 BES 4.75% /2013-15/01/2018 2,000,000.00 96,42% EUR 96,42% 19,520.55 1,947,860.55 1.2.3 BES 5.875% 2012-09/11/2015 2,000,000.00 102,25% EUR 102,25% 46,034.25 2,091,034.25 1.2.3 BPE 4% - 2013 / 17-07-2015 4,000,000.00 99,54% EUR 99,54% 32,000.00 4,013,760.00 1.2.3 BRISA CONCESSAO 6.875% /2012-02/04/2018 2,000,000.00 105,75% EUR 105,75% 67,808.22 2,182,808.22 1.2.3 CAIXA PENEDES Float /2006-21/06/2049 (Call=21/06/2016) 3,000,000.00 14,20% EUR 14,20% 1,197.50 427,197.50 1.2.3 CAIXA TERRASSA Perp Float /2007-01/03/2049 (Call=01/03/2027) 4,000,000.00 56,00% EUR 56,00% 0.00 2,240,000.00 1.2.3 CAJA RURAL MEDIT CARUME Float 2005/22-11-2015 (Call=22/05/2013) 1,000,000.00 85,00% EUR 85,00% 1,152.14 851,152.14 1.2.3 CCAMA Var 2007/22-10-2049 (Call=22/10/2017) 3,500,000.00 64,50% EUR 64,50% 96,626.85 2,354,126.85 1.2.3 DRESDNER BK AG CMS /1999-31/05/2019 1,300,000.00 91,99% EUR 91,99% 48,750.00 1,244,620.00 1.2.3 EDCON PROPRIETARY Float /2007-15/06/2014 (Call=15/03/2013) 450,000.00 99,75% EUR 99,75% 690.60 449,565.60 1.2.3 EDP FINANCE 5.75% /2012-21/09/2017 2,000,000.00 108,34% EUR 108,34% 60,178.08 2,226,978.08 1.2.3 ELEPOR 6% /2012-04/05/2015 1,276,000.00 103,71% EUR 103,71% 31,262.00 1,354,601.60 1.2.3 FIAT 6.625% - 2013 / 15-03-2018 1,500,000.00 101,40% EUR 101,40% 4,356.16 1,525,356.16 1.2.3 ITALCEMENTI FIN 6.125% 2013/21-02-2018 800,000.00 103,60% EUR 103,60% 5,101.37 833,901.37 1.2.3 IVG IMMOBILIEN AG 8% Perp 2012/05-05-2050 (Call=07/05/2013) 7,500,000.00 22,55% EUR 22,55% 0.00 1,691,250.00 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 4,800,000.00 97,00% EUR 97,00% 56,173.33 4,712,173.33 1.2.3 LLOYDS TSB BANK Var /2011-16/12/2021 (Call=16/12/2016) 3,863,000.00 124,00% EUR 124,00% 131,963.78 4,922,083.78 1.2.3 NATL CAPITAL INS Float /2006-29/09/2049 (Call=29/09/2016) 3,600,000.00 87,25% EUR 87,25% 348.90 3,141,348.90 1.2.3 NIB CAPITAL BANK PERP 2006/30-03-2049 (Call=30/03/2013) 7,500,000.00 41,00% EUR 41,00% 360.21 3,075,360.21 1.2.3 NOKIA CORP 5.50% /2009-04/02/2014 1,000,000.00 102,96% EUR 102,96% 8,287.67 1,037,887.67 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 2,500,000.00 105,50% EUR 105,50% 66,395.55 2,703,895.55 1.2.3 REPSOL INTL FIN 4.375% /2012-20/02/2018 1,000,000.00 108,54% EUR 108,54% 4,674.66 1,090,104.66 1.2.3 TEL. ITALIA 4.5% - 2012 / 20-09-2017 1,000,000.00 103,81% EUR 103,81% 23,671.23 1,061,741.23 1.2.3 TELEFONICA EMI 3.987% 2013-23/01/2023 1,000,000.00 97,90% EUR 97,90% 7,531.00 986,531.00 1.2.3 UNICREDIT SpA 3.375% - 2012 / 11-01-2018 3,000,000.00 97,54% EUR 97,54% 30,656.25 2,956,946.25 1.2.3 XSTRATA F Dub 2.375% - 2012 / 19-11-2018 2,500,000.00 101,00% EUR 101,00% 21,472.60 2,546,347.60 1.2.4 Acções 0.00 1,598,030.00 1.2.4 (ESFG) ES Finacial Group 308,500.00 5.18 EUR 5.18 0.00 1,598,030.00 2 Valores Não Cotados 2,754,161.04 68,186,739.72 2.1 Valores mobiliários nacionais 109.31 1,667,109.31 2.1.3 Obrigações diversas 109.31 1,667,109.31 2.1.3 BCP LEASING PERPETUA - 2001 / 28-12-2049 (Call=28/03/2013) 4,900,000.00 33,00% EUR 33,00% 0.00 1,617,000.00 2.1.3 BENFICA SAD /2012-17/12/2013 50,000.00 100,00% EUR 100,00% 109.31 50,109.31 2.2 Valores mobiliários estrangeiros 2,754,051.73 66,519,630.41 2.2.3 Obrigações diversas 2,754,051.73 66,519,630.41 2.2.3 ASCENDI 8.75% - 2011 / 01-07-2013 3,470,000.00 99,95% EUR 99,95% 227,094.86 3,695,359.86 2.2.3 BANCO GALLEGO 2006-30/10/2049 (Call=30/10/2016) 1,000,000.00 57,94% EUR 57,94% 3,456.67 582,856.67 2.2.3 BES LUXEMBOURG 3.5% /2013-18/03/2043 3,700,000.00 58,64% EUR 58,64% 4,316.67 2,173,848.67 2.2.3 ES FINANCIER 7% /2011-31/05/2013 22,275,000.00 100,91% EUR 100,91% 1,298,663.01 23,776,002.87 2.2.3 ES INV PLC 4.75% /2005-16/08/2013 1,130,000.00 101,16% EUR 101,16% 35,783.33 1,178,898.99 2.2.3 ES TOURISM 5.85% /2009-23/07/2015 29,450,000.00 101,73% EUR 101,73% 1,184,737.19 31,144,663.35 2.2.3 HARBM PR 3X C 2007/20-09-2023 6,400,000.00 62,00% EUR 62,00% 0.00 3,968,000.00 3 Un.Part. Instituições Investimento Colectivo 0.00 4,020,720.00 3.1 Fundos Harmonizados 0.00 4,020,720.00 3.1 ES- INVEST LIQUIDITY 400,000.00 10.05 EUR 10.05 0.00 4,020,720.00 4 Imobiliário 0.00 29,627,089.61 4.2 Un.Part. Fundos investimentos imobiliário 0.00 29,627,089.61 4.2 FIMES ORIENTE FUNDO INV FECHADO 6,225.00 1,609.09 EUR 1,609.09 0.00 10,016,587.74 4.2 FUNGEPI - Fundo Investimento Imobiliário 4,290,417.00 2.25 EUR 2.25 0.00 9,671,458.00 4.2 FUNGERE - Fundo Gestão Património Imobiliário 3,153,350.00 3.15 EUR 3.15 0.00 9,939,043.87 5 Liquidez 792,400.08 163,356,418.45 5.1 À vista 0.00 220,440.25 5.1.2 Depósitos à ordem 0.00 220,440.25 5.2 A prazo 792,400.08 163,135,978.20 5.2.2 Aplicações nos mercados monetários 792,400.08 163,135,978.20 8 Outros Valores a Regularizar -4,487,282.74 8.1 Valores Activos 612,427.56 8.2 Valores Passivos -5,099,710.30 Parte II - Valores Extrapatrimoniais -1,769,719.25 9 Operações com produtos derivados -1,769,719.25 9.2 Fora de mercado regulamentado -1,769,719.25 9.2.2 Swaps -1,769,719.25

do Fundo: PPR BES Aforro Nº Unidades em circulação: 5,222,962.76 Valor Unitário da Unidade de conta 6.3789 Parte I - Valores Patrimoniais 33,316,757.13 1 Valores Mobiliários Cotados 121,785.27 8,176,785.27 1.2 Mercado Cotações Oficiais UE 121,785.27 8,176,785.27 1.2.3 Obrigações diversas 121,785.27 8,176,785.27 1.2.3 ASR NEDERLAND NV PERP 6.25% 2009/10-08-2049 (Call=28/03/2013) 450,000.00 99,00% EUR 99,00% 231.16 445,731.16 1.2.3 BCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/05/2013) 1,500,000.00 49,92% EUR 49,92% 5,917.08 754,717.08 1.2.3 ELEPOR 6% /2012-04/05/2015 1,400,000.00 103,71% EUR 103,71% 34,300.00 1,486,240.00 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 2,900,000.00 97,00% EUR 97,00% 33,938.06 2,846,938.06 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 1,500,000.00 105,50% EUR 105,50% 39,837.33 1,622,337.33 1.2.3 SNAM 2 % - 2012 / 13-11-2015 1,000,000.00 101,33% EUR 101,33% 7,561.64 1,020,821.64 2 Valores Não Cotados 93,371.07 4,879,822.81 2.2 Valores mobiliários estrangeiros 93,371.07 4,879,822.81 2.2.3 Obrigações diversas 93,371.07 4,879,822.81 2.2.3 ASCENDI 8.75% - 2011 / 01-07-2013 930,000.00 99,95% EUR 99,95% 60,864.04 990,399.04 2.2.3 BES LUXEMBOURG 3.5% /2013-18/03/2043 5,450,000.00 58,64% EUR 58,64% 6,358.33 3,202,020.33 2.2.3 ES TOURISM 5.85% /2009-23/07/2015 650,000.00 101,73% EUR 101,73% 26,148.70 687,403.44 5 Liquidez 61,476.56 20,383,891.45 5.1 À vista 0.00 114,617.74 5.1.2 Depósitos à ordem 0.00 114,617.74 5.2 A prazo 61,476.56 20,269,273.71 5.2.2 Aplicações nos mercados monetários 61,476.56 20,269,273.71 8 Outros Valores a Regularizar -123,742.40 8.1 Valores Activos 25,554.95 8.2 Valores Passivos -149,297.35

do Fundo: PPR Dinâmico 16-44 Nº Unidades em circulação: 1,479,263.07 Valor Unitário da Unidade de conta 5.6365 (*) Este Fundo Autónomo está associado a produtos da BES VIDA, Companhia de Seguros, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da BES VIDA" Parte I - Valores Patrimoniais 8,337,866.30 1 Valores Mobiliários Cotados 4,620.72 347,586.32 1.1 Mercado Cotações Oficiais Portugal 0.00 86,553.60 1.1.4 Acções 0.00 86,553.60 1.1.4 PT - Portugal Telecom, SGPS 22,400.00 3.86 EUR 3.86 0.00 86,553.60 1.2 Mercado Cotações Oficiais UE 4,620.72 261,032.72 1.2.3 Obrigações diversas 4,620.72 261,032.72 1.2.3 BCO POPOLARE 3.75% - 2013 / 28-01-2016 100,000.00 98,16% EUR 98,16% 636.99 98,798.99 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 150,000.00 105,50% EUR 105,50% 3,983.73 162,233.73 3 Un.Part. Instituições Investimento Colectivo 0.00 6,969,455.04 3.1 Fundos Harmonizados 0.00 6,564,553.18 3.1 ES - EMERGING MARKETS 718.00 127.69 EUR 127.69 0.00 91,681.42 3.1 ES - EURO BOND 536.02 1,643.53 EUR 1,643.53 0.00 880,964.95 3.1 ES - EUROPEAN EQUITY 27,805.00 82.56 EUR 82.56 0.00 2,295,580.80 3.1 ES - GLOBAL BOND 5,368.00 229.10 EUR 229.10 0.00 1,229,808.80 3.1 ES - GLOBAL ENHANC 832.70 771.98 EUR 771.98 0.00 642,827.75 3.1 ES - PORTUGAL ACÇÕES 19,114.01 4.65 EUR 4.65 0.00 88,887.79 3.1 ES-ABS OPPORTUNITY FD 1,685.00 125.08 EUR 125.08 0.00 210,759.80 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 215,747.00 5.21 EUR 5.21 0.00 1,124,041.87 3.2 Fundos Não Harmonizados 0.00 404,901.86 3.2 CARAVELA COMPASS FUND-B 1,678.00 79.45 EUR 79.45 0.00 133,317.10 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 3.28 82,850.75 EUR 82,850.75 0.00 271,584.76 4 Imobiliário 0.00 142,687.73 4.2 Un.Part. Fundos investimentos imobiliário 0.00 142,687.73 4.2 CIMÓVEL FII 26,187.00 5.45 EUR 5.45 0.00 142,687.73 5 Liquidez 0.00 559,312.70 5.1 À vista 0.00 559,312.70 5.1.2 Depósitos à ordem 0.00 559,312.70 8 Outros Valores a Regularizar 318,824.51 8.1 Valores Activos 349,846.45 8.2 Valores Passivos -31,021.94 Parte II - Valores Extrapatrimoniais 0.00 9 Operações com produtos derivados 0.00 9.2 Fora de mercado regulamentado 0.00 9.2.4 Opções 0.00

do Fundo: PPR Dinâmico 45-54 Nº Unidades em circulação: 2,041,509.57 Valor Unitário da Unidade de conta 5.7178 (*) Este Fundo Autónomo está associado a produtos da BES VIDA, Companhia de Seguros, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da BES VIDA" Parte I - Valores Patrimoniais 11,672,943.44 1 Valores Mobiliários Cotados 5,948.63 437,135.75 1.1 Mercado Cotações Oficiais Portugal 0.00 122,025.12 1.1.4 Acções 0.00 122,025.12 1.1.4 PT - Portugal Telecom, SGPS 31,580.00 3.86 EUR 3.86 0.00 122,025.12 1.2 Mercado Cotações Oficiais UE 5,948.63 315,110.63 1.2.3 Obrigações diversas 5,948.63 315,110.63 1.2.3 BCO POPOLARE 3.75% - 2013 / 28-01-2016 100,000.00 98,16% EUR 98,16% 636.99 98,798.99 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 200,000.00 105,50% EUR 105,50% 5,311.64 216,311.64 3 Un.Part. Instituições Investimento Colectivo 0.00 9,920,179.99 3.1 Fundos Harmonizados 0.00 9,345,236.05 3.1 ES - EMERGING MARKETS 1,057.00 127.69 EUR 127.69 0.00 134,968.33 3.1 ES - EURO BOND 804.30 1,643.53 EUR 1,643.53 0.00 1,321,891.18 3.1 ES - EUROPEAN EQUITY 39,585.00 82.56 EUR 82.56 0.00 3,268,137.60 3.1 ES - GLOBAL BOND 7,191.00 229.10 EUR 229.10 0.00 1,647,458.10 3.1 ES - GLOBAL ENHANC 1,170.00 771.98 EUR 771.98 0.00 903,216.60 3.1 ES - PORTUGAL ACÇÕES 27,085.13 4.65 EUR 4.65 0.00 125,956.69 3.1 ES-ABS OPPORTUNITY FD 2,380.00 125.08 EUR 125.08 0.00 297,690.40 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 315,915.00 5.21 EUR 5.21 0.00 1,645,917.15 3.2 Fundos Não Harmonizados 0.00 574,943.94 3.2 CARAVELA COMPASS FUND-B 2,012.00 79.45 EUR 79.45 0.00 159,853.40 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 5.01 82,850.75 EUR 82,850.75 0.00 415,090.54 4 Imobiliário 0.00 173,266.39 4.2 Un.Part. Fundos investimentos imobiliário 0.00 173,266.39 4.2 CIMÓVEL FII 31,799.00 5.45 EUR 5.45 0.00 173,266.39 5 Liquidez 0.00 719,520.38 5.1 À vista 0.00 719,520.38 5.1.2 Depósitos à ordem 0.00 719,520.38 8 Outros Valores a Regularizar 422,840.93 8.1 Valores Activos 459,289.01 8.2 Valores Passivos -36,448.08 Parte II - Valores Extrapatrimoniais 0.00 9 Operações com produtos derivados 0.00 9.2 Fora de mercado regulamentado 0.00 9.2.4 Opções 0.00

do Fundo: PPR Dinâmico 55 + Nº Unidades em circulação: 6,689,400.05 Valor Unitário da Unidade de conta 5.6753 (*) Este Fundo Autónomo está associado a produtos da BES VIDA, Companhia de Seguros, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da BES VIDA" Parte I - Valores Patrimoniais 37,964,352.13 1 Valores Mobiliários Cotados 14,734.04 1,242,804.12 1.1 Mercado Cotações Oficiais Portugal 1,454.93 702,025.01 1.1.3 Obrigações diversas 1,454.93 295,454.93 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013) 300,000.00 98,00% EUR 98,00% 1,454.93 295,454.93 1.1.4 Acções 0.00 406,570.08 1.1.4 PT - Portugal Telecom, SGPS 105,220.00 3.86 EUR 3.86 0.00 406,570.08 1.2 Mercado Cotações Oficiais UE 13,279.11 540,779.11 1.2.3 Obrigações diversas 13,279.11 540,779.11 1.2.3 PT FIN 5.875% - 2012 / 17-04-2018 500,000.00 105,50% EUR 105,50% 13,279.11 540,779.11 3 Un.Part. Instituições Investimento Colectivo 0.00 32,302,980.85 3.1 Fundos Harmonizados 0.00 30,433,890.87 3.1 ES - EMERGING MARKETS 3,350.00 127.69 EUR 127.69 0.00 427,761.50 3.1 ES - EURO BOND 2,932.89 1,643.53 EUR 1,643.53 0.00 4,820,292.70 3.1 ES - EUROPEAN EQUITY 126,955.00 82.56 EUR 82.56 0.00 10,481,404.80 3.1 ES - GLOBAL BOND 20,801.39 229.10 EUR 229.10 0.00 4,765,598.45 3.1 ES - GLOBAL ENHANC 3,907.80 771.98 EUR 771.98 0.00 3,016,743.44 3.1 ES - PORTUGAL ACÇÕES 89,948.28 4.65 EUR 4.65 0.00 418,295.48 3.1 ES-ABS OPPORTUNITY FD 7,695.00 125.08 EUR 125.08 0.00 962,490.60 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 1,063,590.00 5.21 EUR 5.21 0.00 5,541,303.90 3.2 Fundos Não Harmonizados 0.00 1,869,089.98 3.2 CARAVELA COMPASS FUND-B 3,532.00 79.45 EUR 79.45 0.00 280,617.40 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 19.17 82,850.75 EUR 82,850.75 0.00 1,588,472.58 4 Imobiliário 0.00 723,627.88 4.2 Un.Part. Fundos investimentos imobiliário 0.00 723,627.88 4.2 CIMÓVEL FII 132,805.00 5.45 EUR 5.45 0.00 723,627.88 5 Liquidez 0.00 2,103,357.71 5.1 À vista 0.00 2,103,357.71 5.1.2 Depósitos à ordem 0.00 2,103,357.71 8 Outros Valores a Regularizar 1,591,581.57 8.1 Valores Activos 1,686,384.20 8.2 Valores Passivos -94,802.63 Parte II - Valores Extrapatrimoniais 0.00 9 Operações com produtos derivados 0.00 9.2 Fora de mercado regulamentado 0.00 9.2.4 Opções 0.00