Cotação Moeda Origem

do Fundo: PPR Parte I - Valores Patrimoniais 1,362,692,977.94 1 Valores Mobiliários Cotados 10,324,793.73 662,648,682.76 1.1 Mercado Cotações Oficiais Portugal 4,476,530.34 204,788,584.30 1.1.1 Títulos de dívida pública 3,124,724.65 140,997,636.90 1.1.1 PGB 4.35% /2007-16/10/2017 45,000,000.00 96,46% EUR 96,46% 407,589.04 43,812,339.04 1.1.1 PGB 4.75% /2009-14/06/2019 93,335,000.00 90,74% EUR 90,74% 2,429,267.12 87,116,779.37 1.1.1 PGB 4.8% /2010-15/06/2020 11,000,000.00 88,92% EUR 88,92% 287,868.49 10,068,518.49 1.1.3 Obrigações diversas 1,351,805.69 63,790,947.40 1.1.3 BCPPL 3.75% /2009-08/10/2016 3,000,000.00 96,75% EUR 96,75% 25,890.41 2,928,390.41 1.1.3 BCPPL 4.75% /2007-29/10/2014 5,000,000.00 100,90% EUR 100,90% 40,993.15 5,085,993.15 1.1.3 BCPPL 5.625% /2009-23/04/2014 3,500,000.00 101,00% EUR 101,00% 135,924.66 3,670,924.66 1.1.3 CAMFER 4.17% /2009-16/10/2019 4,000,000.00 78,01% EUR 78,01% 34,730.96 3,155,130.96 1.1.3 CGD 3.625% /2009-21/07/2014 13,000,000.00 99,75% EUR 99,75% 210,448.63 13,177,948.63 1.1.3 CGD 3.875% /2006-06/12/2016 2,000,000.00 98,00% EUR 98,00% 5,308.22 1,965,308.22 1.1.3 CGD 5.125% /2009-19/02/2014 17,400,000.00 101,76% EUR 101,76% 769,926.23 18,476,166.23 1.1.3 PARPUBLICA 3.5% /2009-08/07/2013 (HTM) 4,700,000.00 98,44% EUR 98,44% 79,320.55 4,706,097.26 1.1.3 REFER 4.25% /2006-13/12/2021 7,250,000.00 62,01% EUR 62,01% 15,195.21 4,510,920.21 1.1.3 SANTANDER TOTTA 3.25% /2009-21/10/2014 4,000,000.00 99,50% EUR 99,50% 25,287.67 4,005,287.67 1.1.3 SEMAPA Float /2006-20/04/2016 2,500,000.00 84,00% EUR 84,00% 8,780.00 2,108,780.00 1.2 Mercado Cotações Oficiais UE 5,835,877.29 454,322,300.93 1.2.1 Títulos de dívida pública 3,879,652.59 192,541,399.32 1.2.1 BTPS 4.25% /2011-01/07/2014 10,000,000.00 103,51% EUR 103,51% 213,082.19 10,564,282.19 1.2.1 BTPS 4.5% /2012-15/07/2015 10,000,000.00 105,16% EUR 105,16% 208,356.16 10,723,956.16 1.2.1 PGB 4.45% /2008-15/06/2018 115,750,000.00 92,68% EUR 92,68% 2,808,285.27 110,085,385.27 1.2.1 PGB 4.95% /2008-25/10/2023 71,000,000.00 84,85% EUR 84,85% 645,127.40 60,885,077.40 1.2.1 REP. ARGENTINA 1.2% /2003-31/12/2038 849,836.00 32,70% EUR 32,70% 4,801.57 282,697.94 1.2.1 SPGB c/z - 98 / 01-2029 0.91 39,56% EUR 39,56% 0.00 0.36 1.2.3 Obrigações diversas 1,956,224.70 191,212,838.02 1.2.3 AIREM 2004-1X 3B2 MTG /2004-20/09/2066 2,700,000.00 72,00% EUR 72,00% 778.80 1,944,799.32 1.2.3 ALSTOM 3.875% /2012-02/03/2016 700,000.00 107,79% EUR 107,79% 24,679.30 779,174.30 1.2.3 AREVA 3.5% /2010-22/03/2021 2,450,000.00 102,10% EUR 102,10% 66,720.55 2,568,170.55 1.2.3 ARGOM 2 B MTG /2004-27/10/2043 2,600,000.00 73,00% EUR 73,00% 2,488.20 1,900,488.20 1.2.3 BANCO BPI 3.25% /2010-15/01/2015 5,500,000.00 98,50% EUR 98,50% 171,424.18 5,588,924.18 1.2.3 BANCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/04/2013) 4,700,000.00 55,56% EUR 55,56% 21,128.07 2,632,448.07 1.2.3 BANK OF IRELAND 4.0% /2010-28/01/2015 3,000,000.00 102,10% EUR 102,10% 110,819.67 3,173,819.67 1.2.3 BANQUE FED CRED MUTUEL Float /2006-10/02/2016 2,000,000.00 97,82% EUR 97,82% 1,004.50 1,957,364.50 1.2.3 BAYER HYPO CMS /1999-05/05/2014 800,000.00 100,29% EUR 100,29% 20,888.89 823,192.89 1.2.3 BAYER HYPO CMS /1999-16/06/2014 3,000,000.00 96,25% EUR 96,25% 64,666.67 2,952,166.67 1.2.3 BBVA 3.625% /2010-18/01/2017 3,000,000.00 101,93% EUR 101,93% 103,401.64 3,161,301.64 1.2.3 BCP FINANCE BANK Float /2006-21/12/2016 (Call=21/03/2013) 6,537,000.00 76,00% EUR 76,00% 1,784.96 4,969,904.96 1.2.3 BCPPL 9.25% /2011-12/10/2014 1,800,000.00 107,00% EUR 107,00% 36,493.15 1,962,493.15 1.2.3 BEAR STEARNS CO Float 2006-26/09/2013 4,000,000.00 100,08% EUR 100,08% 192.89 4,003,192.89 1.2.3 BIPIELLE RESIDENTIAL SRL Float MTG /2004-30/12/2040 2,400,000.00 82,19% EUR 82,19% 0.00 1,972,560.00 1.2.3 CALYON RAcc /2004-02/08/2019 (Call=02/08/2014) 1,700,000.00 107,42% EUR 107,42% 43,181.86 1,869,321.86 1.2.3 CEMG-CAYMAN ISLA Float /2006-18/04/2016 (Call=18/04/2013) 1,800,000.00 59,92% EUR 59,92% 4,284.60 1,082,844.60 1.2.3 CGD Sub.Lower Tier II /2007-28/12/2017 (Call=28/03/2013) 32,000,000.00 85,94% EUR 85,94% 4,709.33 27,505,509.33 1.2.3 CREDIT AGRICOLE 3% /2010-20/07/2015 1,000,000.00 105,08% EUR 105,08% 13,479.45 1,064,239.45 1.2.3 CREDIT AGRICOLE 3.9% - 2010 / 19-04-2021 3,500,000.00 100,86% EUR 100,86% 95,736.99 3,625,731.99 1.2.3 CREDIT AGRICOLE 5.971% /2008-01/02/2018 6,000,000.00 113,66% EUR 113,66% 326,936.72 7,146,536.72 1.2.3 DALRA 1-X A2 Float MTG /2006-15/06/2022 (Call=17/06/2013) 3,000,000.00 89,75% EUR 89,75% 754.83 2,693,254.83 1.2.3 DEXIA CREDIOP /2005-25/02/2015 (Call=25/02/2013) 3,000,000.00 80,50% EUR 80,50% 99,098.36 2,514,098.36 1.2.3 DRESDNER BANK AG CMS /1999-31/05/2019 1,000,000.00 80,00% EUR 80,00% 26,250.00 826,250.00 1.2.3 EIB Float /2009-15/01/2020 2,000,000.00 98,87% EUR 98,87% 567.78 1,977,967.78 1.2.3 EIB Float /2010-15/01/2018 5,000,000.00 99,23% EUR 99,23% 1,726.67 4,963,226.67 1.2.3 EIB Var /2005-14/10/2015 1,500,000.00 100,40% EUR 100,40% 3,166.67 1,509,166.67 1.2.3 ENEL 5.25% /2007-20/06/2017 2,600,000.00 110,43% EUR 110,43% 72,550.68 2,943,730.68 1.2.3 ENEL FINANCE INTL SA 4.0% /2009-14/09/2016 3,000,000.00 105,48% EUR 105,48% 35,506.85 3,199,906.85 1.2.3 ERSTBK Float /2006-19/07/2017 (Call=19/04/2013) 3,000,000.00 91,25% EUR 91,25% 6,734.25 2,744,234.25 1.2.3 ESPIRITO SANTO FIN GRP 6.875% /2009-21/10/2019 12,100,000.00 94,00% EUR 94,00% 161,816.78 11,535,816.78 1.2.3 GAS NATURAL CAPITAL 5.25% /2009-09/07/2014 2,000,000.00 105,68% EUR 105,68% 50,342.47 2,163,842.47 1.2.3 GCE COVERED BONDS 2.75% /2011-14/01/2015 2,000,000.00 104,42% EUR 104,42% 52,896.17 2,141,376.17 1.2.3 GOLDMAN SACHS GRP Float /2007-30/01/2017 1,000,000.00 94,88% EUR 94,88% 945.50 949,785.50 1.2.3 ING GROEP NV Float /2012-18/09/2013 1,650,000.00 99,89% EUR 99,89% 213.90 1,648,349.40 1.2.3 INTESA SANPAOLO C/F Float /2005-23/11/2015 3,000,000.00 90,50% EUR 90,50% 2,504.88 2,717,414.88 1.2.3 INTESA SANPAOLO Float /2006-20/02/2018 (Call=20/02/2013) 5,000,000.00 84,50% EUR 84,50% 2,511.25 4,227,511.25 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 20,000,000.00 100,00% EUR 100,00% 42,555.56 20,042,555.56 1.2.3 KFW Float /2006-23/02/2016 3,000,000.00 99,10% EUR 99,10% 10,488.08 2,983,488.08 1.2.3 LUSITANO 2D MTG /2003-16/11/2046 (Call=17/02/2014) 4,000,000.00 35,00% EUR 35,00% 12,955.00 1,412,955.00 1.2.3 LUSITANO 4C MTG /2005-15/09/2048 (Call=15/09/2014) 3,308,555.62 26,69% EUR 26,69% 595.72 883,649.22 1.2.3 LUSITANO 5 A MTG /2006-15/07/2059 2,515,232.31 66,30% EUR 66,30% 1,829.13 1,669,406.52 1.2.3 LUSITANO SME 1 A Float MTG /2006-21/08/2028 484,615.96 97,00% EUR 97,00% 183.62 470,261.10 1.2.3 MARS2 2 A1B Float MTG /2004-20/03/2036 (Call=20/03/2013) 49,906.75 97,50% EUR 97,50% 12.57 48,671.65 1.2.3 MERRILL LYNCH Float /2006-14/09/2018 7,000,000.00 87,25% EUR 87,25% 2,422.97 6,109,922.97 1.2.3 MONTE DEI PASCHI 7.25% /2012-10/07/2015 1,674,000.00 104,99% EUR 104,99% 57,856.19 1,815,372.05 1.2.3 MORGAN STANLEY Float /2006-29/11/2013 5,000,000.00 99,67% EUR 99,67% 2,173.33 4,985,723.33 1.2.3 POLO SECURITIES Float /2002-26/06/2014 676,666.66 93,00% EUR 93,00% 0.00 629,299.99 1.2.3 RBS Float /2005-16/11/2015 4,500,000.00 94,57% EUR 94,57% 3,373.15 4,259,023.15 1.2.3 REN REDES ENERGETICAS 7.875 % /2008-10/12/2013 2,000,000.00 104,25% EUR 104,25% 9,061.64 2,094,061.64 1.2.3 SANTANDER INTL DEBT 2.875% - 2010 / 20-09-2013 1,400,000.00 100,71% EUR 100,71% 11,247.95 1,421,187.95 1.2.3 SANTANDER INTL DEBT 4.375% - 2012 / 04-09-2014 5,000,000.00 102,41% EUR 102,41% 70,719.18 5,191,019.18 1.2.3 SID BANKA EXPORT 3% /2010-21/04/2015 4,000,000.00 97,92% EUR 97,92% 83,506.85 4,000,306.85 1.2.3 TEMPO 1 A MTG /2003-15/11/2049 4,500,000.00 8,00% EUR 8,00% 12,943.25 372,943.25 1.2.3 UNICREDIT SpA Float C/F 2005-02/11/2015 1,500,000.00 92,06% EUR 92,06% 1,913.05 1,382,873.05 1.2.4 Acções 0.00 70,568,063.59 1.2.4 3I GROUP PLC 412,430.00 2.17 GBP 2.66 0.00 1,096,646.37 1.2.4 ACCOR SA 66,985.00 26.65 EUR 26.65 0.00 1,785,150.25

1.2.4 AKER SOLUTIONS 99,800.00 112.80 NOK 15.35 0.00 1,531,978.83 1.2.4 ARCELORMITTAL 42,540.00 12.90 EUR 12.90 0.00 548,766.00 1.2.4 ASTRAZENECA PLC 38,160.00 29.09 GBP 35.64 0.00 1,359,984.81 1.2.4 BALFOUR BEATTY PLC 193,270.00 2.74 GBP 3.35 0.00 648,180.36 1.2.4 BASF AG 24,220.00 71.28 EUR 71.28 0.00 1,726,401.60 1.2.4 BMW AG 24,390.00 73.07 EUR 73.07 0.00 1,782,177.30 1.2.4 BNP PARIBAS 43,545.00 42.50 EUR 42.50 0.00 1,850,662.50 1.2.4 BOUYGUES SA 27,426.00 22.32 EUR 22.32 0.00 612,148.32 1.2.4 BRITISH AMERICAN TOBACCO PLC 39,295.00 31.19 GBP 38.22 0.00 1,502,031.03 1.2.4 BSCH - AM 173,312.00 6.00 EUR 6.00 0.00 1,039,872.00 1.2.4 CARILLION PLC 180,000.00 3.15 GBP 3.86 0.00 695,650.04 1.2.4 CARREFOUR SA 83,335.00 19.34 EUR 19.34 0.00 1,611,282.23 1.2.4 CASINO GUICHARD PERRACHON 10,155.00 72.08 EUR 72.08 0.00 731,972.40 1.2.4 CELESIO AG 46,765.00 13.02 EUR 13.02 0.00 608,880.30 1.2.4 CIE GEN GEOPHYSIQUE 44,320.00 22.59 EUR 22.59 0.00 1,001,188.80 1.2.4 CSM NA 69,810.00 16.23 EUR 16.23 0.00 1,133,016.30 1.2.4 DANONE SA 29,660.00 49.79 EUR 49.79 0.00 1,476,771.40 1.2.4 DANSKE BANK A/S 86,825.00 95.60 DKK 12.81 0.00 1,112,514.41 1.2.4 DELHAIZE GROUP 15,615.00 30.25 EUR 30.25 0.00 472,275.68 1.2.4 DEUTSCHE LUFTHANSA-REG 71,825.00 14.27 EUR 14.27 0.00 1,024,942.75 1.2.4 DEUTSCHE POST AG-REG 52,210.00 16.57 EUR 16.57 0.00 864,858.65 1.2.4 DIAGEO PLC 83,755.00 17.86 GBP 21.88 0.00 1,832,942.41 1.2.4 EIFFAGE SA 30,805.00 33.56 EUR 33.56 0.00 1,033,661.78 1.2.4 ELECTROLUX AB-SER B 67,190.00 170.40 SEK 19.86 0.00 1,334,091.82 1.2.4 ESSAR ENERGY PLC 434,525.00 1.19 GBP 1.46 0.00 633,604.64 1.2.4 EURAZEO 29,326.00 35.97 EUR 35.97 0.00 1,054,709.59 1.2.4 FIRSTGROUP PLC 170,080.00 2.09 GBP 2.56 0.00 436,193.41 1.2.4 GLENCORE INTERNATION 136,125.00 3.51 GBP 4.30 0.00 585,465.94 1.2.4 HEIDELBERGCEMENT AG 53,545.00 45.69 EUR 45.69 0.00 2,446,471.05 1.2.4 HOCHTIEF AG 13,656.00 43.73 EUR 43.73 0.00 597,108.60 1.2.4 INCHCAPE PLC 175,325.00 4.31 GBP 5.28 0.00 925,714.28 1.2.4 INTERNATIONAL CONSOLIDATESD AIRLINES GROUP SA 350,650.00 1.85 GBP 2.26 0.00 793,592.15 1.2.4 KABEL DEUTSCHLAND 21,650.00 56.41 EUR 56.41 0.00 1,221,276.50 1.2.4 KESKO OYJ-B SHS 25,155.00 24.71 EUR 24.71 0.00 621,580.05 1.2.4 KLOECKNER & CO 76,635.00 8.98 EUR 8.98 0.00 688,105.67 1.2.4 LEONI AG 16,100.00 28.54 EUR 28.54 0.00 459,413.50 1.2.4 LOGITECH INTER-REG 140,495.00 6.92 CHF 5.73 0.00 805,355.70 1.2.4 METRO AG 23,715.00 20.96 EUR 20.96 0.00 497,066.40 1.2.4 MUENCHENER RUECKVER AG-REG 14,675.00 136.05 EUR 136.05 0.00 1,996,533.75 1.2.4 NATIONAL GRID PLC 185,450.00 7.03 GBP 8.61 0.00 1,596,356.15 1.2.4 NCC AB-B SHS 45,625.00 136.00 SEK 15.85 0.00 723,024.94 1.2.4 NESTE OIL OYJ 106,365.00 9.76 EUR 9.76 0.00 1,038,654.22 1.2.4 NORDDEUTSCHE AFFINERIE AG 15,665.00 53.84 EUR 53.84 0.00 843,403.60 1.2.4 OMV AG 20,750.00 27.36 EUR 27.36 0.00 567,616.25 1.2.4 PERSIMMON PLC 141,745.00 8.00 GBP 9.80 0.00 1,389,486.58 1.2.4 PETROLEUM GEO-SERVIC 95,770.00 95.20 NOK 12.96 0.00 1,240,736.50 1.2.4 PHILIPS ELECTRONICS NV 60,640.00 19.86 EUR 19.86 0.00 1,204,310.40 1.2.4 PREMIER OIL PLC 177,185.00 3.36 GBP 4.11 0.00 729,061.67 1.2.4 RANDSTAD HOLDING NV 26,510.00 27.66 EUR 27.66 0.00 733,134.05 1.2.4 RENAULT SA 21,900.00 40.68 EUR 40.68 0.00 890,892.00 1.2.4 REXEL SA 46,795.00 15.37 EUR 15.37 0.00 719,005.18 1.2.4 RHEINMETALL AG 34,170.00 36.31 EUR 36.31 0.00 1,240,541.85 1.2.4 ROYAL DUTCH SHELL 51,660.00 25.98 EUR 25.98 0.00 1,341,868.50 1.2.4 SAINSBURY (J) PLC 190,210.00 3.45 GBP 4.23 0.00 803,865.08 1.2.4 SALZGITTER AG 21,150.00 39.50 EUR 39.50 0.00 835,319.25 1.2.4 SCHIBSTED ASA 42,900.00 235.00 NOK 31.98 0.00 1,371,949.97 1.2.4 SECURITAS AB-B SHS 133,130.00 56.50 SEK 6.58 0.00 876,467.61 1.2.4 SGL CARBON SE 22,315.00 30.03 EUR 30.03 0.00 670,119.45 1.2.4 SUEZ ENVIRONNEMENT 73,035.00 9.07 EUR 9.07 0.00 662,792.62 1.2.4 TELEFONICA SA 103,105.00 10.10 EUR 10.10 0.00 1,041,360.50 1.2.4 THYSSENKRUPP AG 34,320.00 17.81 EUR 17.81 0.00 611,239.20 1.2.4 TOTAL SA 35,805.00 39.00 EUR 39.00 0.00 1,396,395.00 1.2.4 VALEO SA 19,290.00 37.62 EUR 37.62 0.00 725,593.35 1.2.4 VALLOUREC 16,390.00 39.49 EUR 39.49 0.00 647,241.10 1.2.4 VEDANTA RESOURCES 67,590.00 11.56 GBP 14.16 0.00 957,407.67 1.2.4 VEOLIA ENVIRONNEMEM 78,315.00 9.15 EUR 9.15 0.00 716,973.82 1.2.4 WIENERBERGER AG 116,845.00 6.96 EUR 6.96 0.00 813,007.51 1.3 Mercado Cotações Oficiais não UE 12,386.10 3,537,797.53 1.3.3 Obrigações diversas 12,386.10 1,015,660.35 1.3.3 UTRECHT 1X A MTG Float - 2012 / 29-07-2016 1047806 95,75% EUR 95,75% 12,386.10 1,015,660.35 1.3.4 Acções 0.00 2,522,137.18 1.3.4 ADECCO SA-REG 18250 48.04 CHF 39.79 0.00 726,250.83 1.3.4 HOLCIM LTD - REG 32455 66.80 CHF 55.33 0.00 1,795,886.35 2 Valores Não Cotados 227,675.49 120,542,954.45 2.2 Valores mobiliários estrangeiros 227,675.49 120,542,954.45 2.2.3 Obrigações diversas 227,675.49 120,542,954.45 2.2.3 BANK OF IRELAND 4.25% RAcc /2005-02/11/2015 (Call=02/05/2013) 3000000 91,49% EUR 91,49% 0.00 2,744,652.00 2.2.3 CORSAIR CAYMAN ISLANDS 2.60% /2010-27/07/2015 8500000 81,21% EUR 81,21% 165,136.11 7,067,986.11 2.2.3 EDP FINANCE 2002-23/12/2022 58359400 155,13% EUR 155,13% 30,193.33 90,563,162.65 2.2.3 ES INV PLC /2005-20/12/2015 (Call=20/03/2013) 5109000 65,64% EUR 65,64% 1,770.27 3,355,317.87 2.2.3 ES INV PLC 2005-25/05/2015 (CLN) 2522000 91,86% EUR 91,86% 28,617.69 2,345,326.89 2.2.3 MORGAN STANLEY 0% 2012-20/06/2013 (CLN itraxx Europe s9) 15000000 95,63% EUR 95,63% 0.00 14,344,650.00 2.2.3 PARMALAT CAP.FIN.-98 5000000 0,00% EUR 0,00% 0.00 0.05 2.2.3 PREPS 2005-1 B2 MTG /2005-04/08/2014 123609.063 97,00% EUR 97,00% 1,958.09 121,858.88 3 Un.Part. Instituições Investimento Colectivo 0.00 108,652,261.26 3.1 Fundos Harmonizados 0.00 19,208,897.05 3.1 ES - ACÇÕES AMERICA 253152.771 7.55 EUR 7.55 0.00 1,910,999.64 3.1 ES - AMERICA G.F.(USD) 17700.08 145.62 USD 110.37 0.00 1,953,528.61 3.1 FRANK TEMP INV ASIA GR-I EUR H1 62305.296 20.81 EUR 20.81 0.00 1,296,573.21 3.1 SPY STANDARD & POORS 500 ETF TRUST Index Fund 130150 142.41 USD 107.94 0.00 14,047,795.59 3.2 Fundos Não Harmonizados 0.00 89,443,364.21 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16400000 0.61 EUR 0.61 0.00 9,995,191.56 3.2 ES - PREMIUM FEI 9740531 3.59 EUR 3.59 0.00 34,942,206.86 3.2 ES - RENDIMENTO DINÂMICO 4810500 6.21 EUR 6.21 0.00 29,875,129.20 3.2 GARNHAM FOUNDERS FUND 0.00 0.00 3.2 ISHARES MSCI PACIFIC EX JPN 73060 47.14 USD 35.73 0.00 2,610,314.08 3.2 MARKET VECTORS Gold Miners ETF 193960 46.39 USD 35.16 0.00 6,819,618.31 3.2 VANGUARD EMERGING MARKET ETF 154100 44.53 USD 33.75 0.00 5,200,904.20

4 Imobiliário 0.00 111,905,249.99 4.1 Terrenos e edíficios 46,269,008.38 4.1 ED. ROSAS (Fr. A, L, M) 532,630.00 4.1 AV. COLUMBANO BORDALO PINHEIRO 6,404,678.05 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 1,887,848.33 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 120,410.00 4.2 Un.Part. Fundos investimentos imobiliário 0.00 65,636,241.61 4.2 FUNGEPI - Fundo Investimento Imobiliário 6382804 2.33 EUR 2.33 0.00 14,864,912.24 4.2 FUNGERE - Fundo Gestão Património Imobiliário 8084886 3.17 EUR 3.17 0.00 25,634,748.04 4.2 GESPATRIMONIO RENDIMENTO 1931993 13.01 EUR 13.01 0.00 25,136,581.33 5 Liquidez 512,283.45 346,933,370.52 5.1 À vista 0.00 2,732,947.38 5.1.2 Depósitos à ordem 0.00 2,732,947.38 5.2 A prazo 512,283.45 344,200,423.14 5.2.1 Depósitos e outros equiparados 393,234.53 132,444,661.93 5.2.2 Aplicações nos mercados monetários 119,048.92 211,755,761.21 6 Títulos envolvidos em operações de reporte e de empréstimo de valores 1,860,013.70 132,813,493.44 6.1 Operações de reporte 1,860,013.70 132,813,493.44 6.1 PGB 3.35% /2005-15/10/2015 (HTM-REPO) 25000000 93,54% EUR 93,54% 176,678.08 23,560,461.08 6.1 PGB 3.6% /2009-15/10/2014 (HTM-REPO) 25000000 96,70% EUR 96,70% 189,863.01 24,363,731.20 6.1 PGB 4.45% /2008-15/06/2018 (REPO) 25000000 92,68% EUR 92,68% 606,541.10 23,776,541.10 6.1 PGB 5.45% /1998-23/09/2013 (HTM-REPO) 60000000 100,38% EUR 100,38% 886,931.51 61,112,760.06 8 Outros Valores a Regularizar -120,803,034.48 8.1 Valores Activos 1,879,134.03 8.2 Valores Passivos -122,682,168.51 Parte II - Valores Extrapatrimoniais -2,559,043.32 9 Operações com produtos derivados -2,559,043.32 9.2 Fora de mercado regulamentado -2,559,043.32 9.2.1 Forwards -141,650.45 9.2.2 Swaps -2,469,275.36 9.2.4 Opções 0.00 9.2.5 Outros 51,882.49

do Fundo: PPR Super Investimento 2009 Parte I - Valores Patrimoniais 260,141,333.10 1 Valores Mobiliários Cotados 3,115,972.20 132,057,147.20 1.1 Mercado Cotações Oficiais Portugal 1,042,530.55 47,994,085.55 1.1.1 Títulos de dívida pública 826,109.59 32,869,359.59 1.1.1 PGB 4.35% /2007-16/10/2017 5,000,000.00 96,46% EUR 96,46% 45,287.67 4,868,037.67 1.1.1 PGB 4.75% /2009-14/06/2019 30,000,000.00 90,74% EUR 90,74% 780,821.92 28,001,321.92 1.1.3 Obrigações diversas 216,420.96 15,124,725.96 1.1.3 BCPPL 3.75% /2009-08/10/2016 3,900,000.00 96,75% EUR 96,75% 33,657.53 3,806,907.53 1.1.3 BCPPL 4.75% /2007-22/06/2017 4,000,000.00 99,00% EUR 99,00% 99,945.21 4,059,945.21 1.1.3 BRISA 4.5% /2006-05/12/2016 1,050,000.00 101,51% EUR 101,51% 3,365.75 1,069,220.75 1.1.3 CAMFER 4.17% /2009-16/10/2019 2,000,000.00 78,01% EUR 78,01% 17,365.48 1,577,565.48 1.1.3 CGD 3.875% /2006-06/12/2016 3,800,000.00 98,00% EUR 98,00% 10,085.62 3,734,085.62 1.1.3 METRO DE LISBOA 5.75% /2009-04/02/2019 1,000,000.00 82,50% EUR 82,50% 52,001.37 877,001.37 1.2 Mercado Cotações Oficiais UE 2,073,441.65 84,063,061.65 1.2.1 Títulos de dívida pública 1,780,804.66 69,807,924.66 1.2.1 PGB 4.45% /2008-15/06/2018 73,400,000.00 92,68% EUR 92,68% 1,780,804.66 69,807,924.66 1.2.3 Obrigações diversas 292,636.99 14,255,136.99 1.2.3 ESPIRITO SANTO FIN GRP 6.875% /2009-21/10/2019 10,000,000.00 94,00% EUR 94,00% 133,732.88 9,533,732.88 1.2.3 REFER 4% /2005-16/03/2015 5,000,000.00 91,25% EUR 91,25% 158,904.11 4,721,404.11 3 Un.Part. Instituições Investimento Colectivo 0.00 19,250,558.29 3.2 Fundos Não Harmonizados 0.00 19,250,558.29 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16,400,000.00 0.61 EUR 0.61 0.00 9,995,191.56 3.2 ES - PREMIUM FEI 2,580,037.00 3.59 EUR 3.59 0.00 9,255,366.73 4 Imobiliário 0.00 19,995,927.70 4.2 Un.Part. Fundos investimentos imobiliário 0.00 19,995,927.70 4.2 FUNGEPI - Fundo Investimento Imobiliário 1,566,763.00 2.33 EUR 2.33 0.00 3,648,834.35 4.2 FUNGERE - Fundo Gestão Património Imobiliário 1,984,566.00 3.17 EUR 3.17 0.00 6,292,463.42 4.2 GESPATRIMONIO RENDIMENTO 772,797.00 13.01 EUR 13.01 0.00 10,054,629.93 5 Liquidez 20,015.16 86,459,781.01 5.1 À vista 0.00 6,258,291.61 5.1.2 Depósitos à ordem 0.00 6,258,291.61 5.2 A prazo 20,015.16 80,201,489.40 5.2.1 Depósitos e outros equiparados 20,015.16 51,795,792.16 5.2.2 Aplicações nos mercados monetários 0.00 28,405,697.24 6 Títulos envolvidos em operações de reporte e de empréstimo de valores 485,232.88 19,021,232.88 6.1 Operações de reporte 485,232.88 19,021,232.88 6.1 PGB 4.45% /2008-15/06/2018 (REPO) 20,000,000.00 92,68% EUR 92,68% 485,232.88 19,021,232.88 8 Outros Valores a Regularizar -16,643,313.98 8.1 Valores Activos 132,462.82 8.2 Valores Passivos -16,775,776.80

do Fundo: Super PPR Parte I - Valores Patrimoniais 55,098,793.34 1 Valores Mobiliários Cotados 4,032.75 503,232.75 1.2 Mercado Cotações Oficiais UE 4,032.75 503,232.75 1.2.3 Obrigações diversas 4,032.75 503,232.75 1.2.3 BANCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/02/201 1,000,000.00 49,92% EUR 49,92% 4,032.75 503,232.75 2 Valores Não Cotados 35,664.71 921,082.68 2.2 Valores mobiliários estrangeiros 35,664.71 921,082.68 2.2.3 Obrigações diversas 35,664.71 921,082.68 2.2.3 ESPIRITO SANTO FINANCIER 7% /2011-31/05/2013 869,000.00 101,89% EUR 101,89% 35,664.71 921,082.68 5 Liquidez 18,714.46 53,653,217.90 5.1 À vista 0.00 40,384,115.41 5.1.2 Depósitos à ordem 0.00 40,384,115.41 5.2 A prazo 18,714.46 13,269,102.49 5.2.2 Aplicações nos mercados monetários 18,714.46 13,269,102.49 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: 2,884,047.58 Valor Unitário da Unidade de conta 7.0869 Parte I - Valores Patrimoniais 20,438,956.80 1 Valores Mobiliários Cotados 58,660.76 6,700,814.42 1.1 Mercado Cotações Oficiais Portugal 4,539.15 1,551,485.31 1.1.3 Obrigações diversas 4,539.15 1,348,539.15 1.1.3 SEMAPA Float /2006-20/04/2016 900,000.00 84,00% EUR 84,00% 3,160.80 759,160.80 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013 600,000.00 98,00% EUR 98,00% 1,378.35 589,378.35 1.1.4 Acções 0.00 202,946.16 1.1.4 Portugal Telecom, SGPS 54,380.00 3.73 EUR 3.73 0.00 202,946.16 1.2 Mercado Cotações Oficiais UE 54,121.61 5,149,329.11 1.2.1 Títulos de dívida pública 41,127.83 1,486,400.33 1.2.1 CCTS Float 2012 / 15-06-2017 300,000.00 99,76% EUR 99,76% 328.65 299,608.65 1.2.1 DBR 5.5 % /2000-04/01/2031 750,000.00 152,80% EUR 152,80% 40,799.18 1,186,791.68 1.2.3 Obrigações diversas 12,993.78 3,662,928.78 1.2.3 ACCOR SA 2.875% - 2012 / 19-06-2017 200,000.00 103,67% EUR 103,67% 3,071.92 210,413.92 1.2.3 AIR FRANCE 6.25% - 2012 / 18-01-2018 200,000.00 105,05% EUR 105,05% 582.19 210,682.19 1.2.3 BANCO SABADELL 4.25% - 2012 / 19-09-2014 300,000.00 101,86% EUR 101,86% 3,597.95 309,177.95 1.2.3 BCPPL Float - 2007 / 09-05-2014 600,000.00 94,01% EUR 94,01% 299.87 564,335.87 1.2.3 BCPPL Float - 2010 / 28-03-2013 550,000.00 99,50% EUR 99,50% 68.11 547,318.11 1.2.3 BESPL 3% (Conv EDP) 2010/19-05-2015 200,000.00 100,00% EUR 100,00% 683.33 200,683.33 1.2.3 BPCE 1.75 % - 2012 / 14-03-2016 300,000.00 102,00% EUR 102,00% 1,553.42 307,562.42 1.2.3 IBM 1.375% - 2012 / 19-11-2019 200,000.00 99,32% EUR 99,32% 316.44 198,956.44 1.2.3 RCI BANQUE 2.125% - 2012 / 24-11-2014 200,000.00 101,38% EUR 101,38% 454.11 203,204.11 1.2.3 SANTAN 3.25% /2012-20/06/2014 200,000.00 100,73% EUR 100,73% 195.89 201,659.89 1.2.3 TERNA 2.875% - 2012 / 16-02-2018 200,000.00 103,50% EUR 103,50% 1,197.26 208,193.26 1.2.3 VOLVO 2.375% - 2012 / 26-11-2019 200,000.00 100,12% EUR 100,12% 455.48 200,685.48 1.2.3 XSTRATA 1.5% - 2012 / 19-05-2016 300,000.00 99,85% EUR 99,85% 517.81 300,055.81 3 Un.Part. Instituições Investimento Colectivo 0.00 12,775,486.40 3.1 Fundos Harmonizados 0.00 11,777,918.50 3.1 ES - EMERGING MARKETS 4,125.00 126.94 EUR 126.94 0.00 523,627.50 3.1 ES - EURO BOND 535.85 1,575.95 EUR 1,575.95 0.00 844,472.81 3.1 ES - GLOBAL BOND 14,037.00 221.01 EUR 221.01 0.00 3,102,317.37 3.1 ES - GLOBAL ENHANC 2,696.00 764.46 EUR 764.46 0.00 2,060,984.16 3.1 ES - MOMENTUM 197,370.37 4.08 EUR 4.08 0.00 806,218.47 3.1 ES - MONETÁRIO 81,416.65 7.37 EUR 7.37 0.00 600,000.00 3.1 ES - OBRIGAÇÕES EUROPA 80,350.00 16.79 EUR 16.79 0.00 1,349,156.85 3.1 ES - PORTUGAL ACÇÕES 44,915.00 4.41 EUR 4.41 0.00 198,142.52 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 466,056.67 4.92 EUR 4.92 0.00 2,292,998.82 3.2 Fundos Não Harmonizados 0.00 997,567.90 3.2 CARAVELA COMPASS FUND-B 3,045.00 79.01 EUR 79.01 0.00 240,585.45 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 0.00 331,393.74 4.2 Un.Part. Fundos investimentos imobiliário 0.00 331,393.74 4.2 CIMÓVEL FII 61,727.00 5.37 EUR 5.37 0.00 331,393.74 5 Liquidez 0.00 820,155.02 5.1 À vista 0.00 820,155.02 5.1.2 Depósitos à ordem 0.00 820,155.02 8 Outros Valores a Regularizar -188,892.78 8.1 Valores Activos 158,167.75 8.2 Valores Passivos -347,060.53

do Fundo: PPR Objectivo 2020 Nº Unidades em circulação: 1,526,973.50 Valor Unitário da Unidade de conta 6.4461 Parte I - Valores Patrimoniais 9,843,023.88 1 Valores Mobiliários Cotados 19,655.22 2,184,158.84 1.1 Mercado Cotações Oficiais Portugal 1,850.77 737,854.89 1.1.3 Obrigações diversas 1,850.77 640,225.77 1.1.3 BANCO ESPÍRITO SANTO Float /2007-08/05/2013 100,000.00 99,38% EUR 99,38% 47.26 99,422.26 1.1.3 SEMAPA Float /2006-20/04/2016 350,000.00 84,00% EUR 84,00% 1,229.20 295,229.20 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013) 250,000.00 98,00% EUR 98,00% 574.31 245,574.31 1.1.4 Acções 0.00 97,629.12 1.1.4 Portugal Telecom, SGPS 26,160.00 3.73 EUR 3.73 0.00 97,629.12 1.2 Mercado Cotações Oficiais UE 17,804.45 1,446,303.95 1.2.1 Títulos de dívida pública 13,709.28 495,466.78 1.2.1 CCTS Float 2012 / 15-06-2017 100,000.00 99,76% EUR 99,76% 109.55 99,869.55 1.2.1 DBR 5.5 % /2000-04/01/2031 250,000.00 152,80% EUR 152,80% 13,599.73 395,597.23 1.2.3 Obrigações diversas 4,095.17 950,837.17 1.2.3 ACCOR SA 2.875% - 2012 / 19-06-2017 100,000.00 103,67% EUR 103,67% 1,535.96 105,206.96 1.2.3 BANCO SABADELL 4.25% - 2012 / 19-09-2014 100,000.00 101,86% EUR 101,86% 1,199.32 103,059.32 1.2.3 BCPPL Float - 2007 / 09-05-2014 200,000.00 94,01% EUR 94,01% 99.96 188,111.96 1.2.3 BPCE 1.75 % - 2012 / 14-03-2016 100,000.00 102,00% EUR 102,00% 517.81 102,520.81 1.2.3 IBM 1.375% - 2012 / 19-11-2019 100,000.00 99,32% EUR 99,32% 158.22 99,478.22 1.2.3 RCI BANQUE 2.125% - 2012 / 24-11-2014 100,000.00 101,38% EUR 101,38% 227.05 101,602.05 1.2.3 SANTAN 3.25% /2012-20/06/2014 100,000.00 100,73% EUR 100,73% 97.95 100,829.95 1.2.3 XSTRATA 1.5% - 2012 / 19-05-2016 150,000.00 99,85% EUR 99,85% 258.90 150,027.90 3 Un.Part. Instituições Investimento Colectivo 0.00 7,145,561.56 3.1 Fundos Harmonizados 0.00 6,664,586.10 3.1 ES - EMERGING MARKETS 2,694.00 126.94 EUR 126.94 0.00 341,976.36 3.1 ES - EURO BOND 188.62 1,575.95 EUR 1,575.95 0.00 297,255.69 3.1 ES - GLOBAL BOND 7,308.00 221.01 EUR 221.01 0.00 1,615,141.08 3.1 ES - GLOBAL ENHANC 1,293.00 764.46 EUR 764.46 0.00 988,446.78 3.1 ES - MOMENTUM 176,198.97 4.08 EUR 4.08 0.00 719,737.54 3.1 ES - OBRIGAÇÕES EUROPA 31,390.00 16.79 EUR 16.79 0.00 527,069.49 3.1 ES - PORTUGAL ACÇÕES 44,915.00 4.41 EUR 4.41 0.00 198,142.52 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 401,792.00 4.92 EUR 4.92 0.00 1,976,816.64 3.2 Fundos Não Harmonizados 0.00 480,975.46 3.2 CARAVELA COMPASS FUND-B 1,997.00 79.01 EUR 79.01 0.00 157,782.97 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 0.00 150,634.98 4.2 Un.Part. Fundos investimentos imobiliário 0.00 150,634.98 4.2 CIMÓVEL FII 28,058.00 5.37 EUR 5.37 0.00 150,634.98 5 Liquidez 0.00 421,846.40 5.1 À vista 0.00 421,846.40 5.1.2 Depósitos à ordem 0.00 421,846.40 8 Outros Valores a Regularizar -59,177.90 8.1 Valores Activos 95,428.77 8.2 Valores Passivos -154,606.67

do Fundo: PPR Poupança Activa (*) Nº Unidades em circulação: 15,428,964.18 Valor Unitário da Unidade de conta 7.2149 (*) 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 111,327,610.54 1 Valores Mobiliários Cotados 721,287.46 29,222,149.96 1.2 Mercado Cotações Oficiais UE 721,287.46 29,222,149.96 1.2.1 Títulos de dívida pública 356,520.55 10,980,770.55 1.2.1 PGB 3.85% /2005-15/04/2021 13,000,000.00 81,73% EUR 81,73% 356,520.55 10,980,770.55 1.2.3 Obrigações diversas 364,766.91 18,241,379.41 1.2.3 BANK OF IRELAND 4.625% - 2009 / 04-08-2013 2,000,000.00 100,20% EUR 100,20% 67,664.38 2,071,664.38 1.2.3 BCPPL Float - 2010 / 28-03-2013 1,700,000.00 99,50% EUR 99,50% 210.52 1,691,710.52 1.2.3 ELEPOR 6% /2012-04/05/2015 100,000.00 103,80% EUR 103,80% 950.00 104,750.00 1.2.3 GAS NATURAL CAPITAL 6% / 2012-27/01/2020 1,500,000.00 114,68% EUR 114,68% 23,917.81 1,744,102.81 1.2.3 IKB DEUTSCHE INDUSTRIEBK 4,5% / 2003-09/07/2013 3,000,000.00 98,55% EUR 98,55% 64,726.03 3,021,226.03 1.2.3 IPIC GMTN LTD 2.375% 2012/30-05-2018 750,000.00 102,65% EUR 102,65% 1,512.84 771,387.84 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 3,000,000.00 100,00% EUR 100,00% 6,383.33 3,006,383.33 1.2.3 LLOYDS TSB BANK Var /2011-16/12/2021 (Call=16/12/2016) 863,000.00 125,75% EUR 125,75% 4,211.56 1,089,434.06 1.2.3 NIB CAPITAL BANK PERP 2006/30-03-2049 (Call=30/03/2013) 7,500,000.00 40,00% EUR 40,00% 138,378.08 3,138,378.08 1.2.3 NOKIA CORP 5.50% /2009-04/02/2014 1,000,000.00 103,35% EUR 103,35% 49,740.44 1,083,240.44 1.2.3 SANTANDER INTL DEBT 4.375% - 2012 / 04-09-2014 500,000.00 102,41% EUR 102,41% 7,071.92 519,101.92 2 Valores Não Cotados 500,658.03 14,864,503.88 2.2 Valores mobiliários estrangeiros 500,658.03 14,864,503.88 2.2.3 Obrigações diversas 500,658.03 14,864,503.88 2.2.3 ESPIRITO SANTO FINANCIER 7% /2011-31/05/2013 9,181,000.00 101,89% EUR 101,89% 376,798.30 9,731,254.47 2.2.3 ESPÍRITO SANTO TOURISM 5.85% /2009-23/07/2015 4,800,000.00 104,36% EUR 104,36% 123,859.73 5,133,249.41 5 Liquidez 140,063.30 70,102,722.08 5.1 À vista 0.00 2,250,233.70 5.1.2 Depósitos à ordem 0.00 2,250,233.70 5.2 A prazo 140,063.30 67,852,488.38 5.2.2 Aplicações nos mercados monetários 140,063.30 67,852,488.38 8 Outros Valores a Regularizar -2,861,765.38 8.1 Valores Activos 147,897.93 8.2 Valores Passivos -3,009,663.31

do Fundo: PPR Poupança Activa 2006 (*) Nº Unidades em circulação: 54,580,517.10 Valor Unitário da Unidade de conta 6.3018 (*) 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 346,540,084.33 1 Valores Mobiliários Cotados 1,735,732.33 95,289,022.83 1.2 Mercado Cotações Oficiais UE 1,735,732.33 95,289,022.83 1.2.1 Títulos de dívida pública 1,069,561.64 32,942,311.64 1.2.1 PGB 3.85% /2005-15/04/2021 39,000,000.00 81,73% EUR 81,73% 1,069,561.64 32,942,311.64 1.2.3 Obrigações diversas 666,170.69 60,733,256.19 1.2.3 ABERTIS 4,75% - 2012 / 25-10-2019 200,000.00 105,80% EUR 105,80% 1,743.84 213,343.84 1.2.3 ABN AMRO BANK NV CMS /1999-10/06/2019 4,750,000.00 81,43% EUR 81,43% 124,775.34 3,992,890.34 1.2.3 ASR NEDERLAND NV PERP 6.25% 2009/10-08-2049 (Call=28/03/2013) 1,550,000.00 94,00% EUR 94,00% 796.23 1,457,796.23 1.2.3 AXA SA Var /2005-29/01/2049 (Call=25/01/2013) 200,000.00 73,50% EUR 73,50% 8,743.02 155,743.02 1.2.3 BANCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/02/2013) 3,500,000.00 49,92% EUR 49,92% 14,114.63 1,761,314.63 1.2.3 BANCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/04/2013) 1,000,000.00 55,56% EUR 55,56% 4,495.33 560,095.33 1.2.3 BAYER HYPO CMS /1999-02/06/2014 1,000,000.00 97,48% EUR 97,48% 23,111.11 997,911.11 1.2.3 BESPL 5.875% 2012-09/11/2015 2,000,000.00 103,10% EUR 103,10% 17,061.64 2,079,061.64 1.2.3 BRISA CONCESSAO 6.875% /2012-02/04/2018 2,000,000.00 105,50% EUR 105,50% 33,904.11 2,143,904.11 1.2.3 CAJA RURAL MEDIT CARUME Float 2005/22-11-2015 (Call=22/02/2013) 1,000,000.00 60,00% EUR 60,00% 1,180.83 601,180.83 1.2.3 CCAMA Var 2007/22-10-2049 (Call=22/10/2017) 3,500,000.00 53,60% EUR 53,60% 42,274.25 1,918,274.25 1.2.3 DRESDNER BANK AG CMS /1999-31/05/2019 1,300,000.00 80,00% EUR 80,00% 34,125.00 1,074,125.00 1.2.3 EDCON PROPRIETARY Float /2007-15/06/2014 (Call=15/03/2013) 2,000,000.00 96,38% EUR 96,38% 2,670.11 1,930,270.11 1.2.3 ELEPOR 5.75% /2012-21/09/2017 3,000,000.00 107,50% EUR 107,50% 47,732.88 3,272,732.88 1.2.3 ELEPOR 6% /2012-04/05/2015 1,276,000.00 103,80% EUR 103,80% 12,122.00 1,336,610.00 1.2.3 IVG IMMOBILIEN AG 8% Perp 2012/05-05-2050 (Call=07/05/2013) 7,500,000.00 50,75% EUR 50,75% 0.00 3,806,250.00 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 10,900,000.00 100,00% EUR 100,00% 23,192.78 10,923,192.78 1.2.3 LLOYDS TSB BANK Var /2011-16/12/2021 (Call=16/12/2016) 3,863,000.00 125,75% EUR 125,75% 18,851.97 4,876,574.47 1.2.3 NATL CAPITAL INS Float /2006-29/09/2049 (Call=29/09/2016) 3,600,000.00 84,75% EUR 84,75% 0.00 3,051,000.00 1.2.3 NIB CAPITAL BANK PERP 2006/30-03-2049 (Call=30/03/2013) 7,500,000.00 40,00% EUR 40,00% 138,378.08 3,138,378.08 1.2.3 NOKIA CORP 5.50% /2009-04/02/2014 1,000,000.00 103,35% EUR 103,35% 49,740.44 1,083,240.44 1.2.3 PORTUGAL TELECOM 5.875% - 2012 / 17-04-2018 2,500,000.00 104,05% EUR 104,05% 30,179.79 2,631,429.79 1.2.3 REPSOL INTL FIN 4.375% /2012-20/02/2018 1,000,000.00 108,02% EUR 108,02% 12,226.03 1,092,396.03 1.2.3 TELECOM ITALIA 4.5% - 2012 / 20-09-2017 1,000,000.00 106,92% EUR 106,92% 12,575.34 1,081,785.34 1.2.3 UNICREDIT SpA 3.375% - 2012 / 11-01-2018 3,000,000.00 100,94% EUR 100,94% 5,343.75 3,033,423.75 1.2.3 XSTRATA 2.375% - 2012 / 19-11-2018 2,500,000.00 100,54% EUR 100,54% 6,832.19 2,520,332.19 1.2.4 Acções 0.00 1,613,455.00 1.2.4 E.S. Financial Group 308,500.00 5.23 EUR 5.23 0.00 1,613,455.00 2 Valores Não Cotados 1,859,440.71 64,362,609.24 2.1 Valores mobiliários nacionais 0.00 1,617,000.00 2.1.3 Obrigações diversas 0.00 1,617,000.00 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 2.2 Valores mobiliários estrangeiros 1,859,440.71 62,745,609.24 2.2.3 Obrigações diversas 1,859,440.71 62,745,609.24 2.2.3 ASCENDI 8.75% - 2011 / 01-07-2013 3,470,000.00 99,50% EUR 99,50% 152,228.42 3,604,878.42 2.2.3 BANCO GALLEGO 2006-30/10/2049 (Call=30/10/2016) 1,000,000.00 69,80% EUR 69,80% 3,528.83 701,528.83 2.2.3 CAIXA PENEDES Float /2006-21/06/2049 (Call=21/06/2016) 3,000,000.00 7,90% EUR 7,90% 1,177.50 238,177.50 2.2.3 CAIXA TERRASSA Perp Float /2007-01/03/2049 (Call=01/03/2027) 4,000,000.00 48,00% EUR 48,00% 0.00 1,920,000.00 2.2.3 ESPIRITO SANTO FINANCIER 7% /2011-31/05/2013 22,275,000.00 101,89% EUR 101,89% 914,190.41 23,610,030.87 2.2.3 ESPÍRITO SANTO TOURISM 5.85% /2009-23/07/2015 30,550,000.00 104,36% EUR 104,36% 788,315.55 32,670,993.62 5 Liquidez 220,851.48 197,255,136.55 5.1 À vista 0.00 7,546,036.25 5.1.2 Depósitos à ordem 0.00 7,546,036.25 5.2 A prazo 220,851.48 189,709,100.30 5.2.2 Aplicações nos mercados monetários 220,851.48 189,709,100.30 8 Outros Valores a Regularizar -10,366,684.29 8.1 Valores Activos 612,427.56 8.2 Valores Passivos -10,979,111.85 Parte II - Valores Extrapatrimoniais -2,584,581.69 9 Operações com produtos derivados -2,584,581.69 9.2 Fora de mercado regulamentado -2,584,581.69 9.2.2 Swaps -2,584,581.69

do Fundo: PPR BES Aforro Nº Unidades em circulação: 5,706,137.26 Valor Unitário da Unidade de conta 6.2945 Parte I - Valores Patrimoniais 35,917,280.99 1 Valores Mobiliários Cotados 157,744.83 12,280,211.83 1.2 Mercado Cotações Oficiais UE 157,744.83 12,280,211.83 1.2.1 Títulos de dívida pública 109,698.63 3,378,698.63 1.2.1 PGB 3.85% /2005-15/04/2021 4,000,000.00 81,73% EUR 81,73% 109,698.63 3,378,698.63 1.2.3 Obrigações diversas 48,046.20 8,901,513.20 1.2.3 ASR NEDERLAND NV PERP 6.25% 2009/10-08-2049 (Call=28/03/2013) 450,000.00 94,00% EUR 94,00% 231.16 423,231.16 1.2.3 BANCO FINANTIA INTL Float /2005-04/05/2015 (Call=04/02/2013) 1,500,000.00 49,92% EUR 49,92% 6,049.13 754,849.13 1.2.3 ELEPOR 6% /2012-04/05/2015 1,400,000.00 103,80% EUR 103,80% 13,300.00 1,466,500.00 1.2.3 JMR SGPS, S.A. Float /2012-11/12/2015 (Call=11/12/2013) 3,600,000.00 100,00% EUR 100,00% 7,660.00 3,607,660.00 1.2.3 JP MORGAN CHASE Float 2005-12/10/2015 50,000.00 97,33% EUR 97,33% 67.89 48,734.89 1.2.3 PORTUGAL TELECOM 5.875% - 2012 / 17-04-2018 1,500,000.00 104,05% EUR 104,05% 18,107.88 1,578,857.88 1.2.3 SNAM 2 % - 2012 / 13-11-2015 1,000,000.00 101,91% EUR 101,91% 2,630.14 1,021,680.14 2 Valores Não Cotados 74,049.45 2,248,037.38 2.2 Valores mobiliários estrangeiros 74,049.45 2,248,037.38 2.2.3 Obrigações diversas 74,049.45 2,248,037.38 2.2.3 ASCENDI 8.75% - 2011 / 01-07-2013 930,000.00 99,50% EUR 99,50% 40,798.97 966,148.97 2.2.3 ESPIRITO SANTO FINANCIER 7% /2011-31/05/2013 150,000.00 101,89% EUR 101,89% 6,156.16 158,990.10 2.2.3 ESPÍRITO SANTO TOURISM 5.85% /2009-23/07/2015 1,050,000.00 104,36% EUR 104,36% 27,094.32 1,122,898.31 5 Liquidez 21,072.41 21,852,723.64 5.1 À vista 0.00 199,625.43 5.1.2 Depósitos à ordem 0.00 199,625.43 5.2 A prazo 21,072.41 21,653,098.21 5.2.2 Aplicações nos mercados monetários 21,072.41 21,653,098.21 8 Outros Valores a Regularizar -463,691.86 8.1 Valores Activos 25,741.58 8.2 Valores Passivos -489,433.44

do Fundo: PPR Dinâmico 16-44 (*) Nº Unidades em circulação: 1,513,411.21 Valor Unitário da Unidade de conta 5.5129 (*) 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 8,343,284.68 1 Valores Mobiliários Cotados 4,590.92 697,782.32 1.1 Mercado Cotações Oficiais Portugal 0.00 83,596.80 1.1.4 Acções 0.00 83,596.80 1.1.4 Portugal Telecom, SGPS 22,400.00 3.73 EUR 3.73 0.00 83,596.80 1.2 Mercado Cotações Oficiais UE 4,590.92 614,185.52 1.2.3 Obrigações diversas 4,590.92 614,185.52 1.2.3 BANQUE PSA (PEUGEOT) 6% - 2012 / 16-07-2016 150,000.00 105,25% EUR 105,25% 4,142.47 162,017.47 1.2.3 BCPPL Float - 2007 / 09-05-2014 160,000.00 94,01% EUR 94,01% 79.96 150,489.56 1.2.3 SANTAN 3.25% /2012-20/06/2014 200,000.00 100,73% EUR 100,73% 195.89 201,659.89 1.2.3 XSTRATA 1.5% - 2012 / 19-05-2016 100,000.00 99,85% EUR 99,85% 172.60 100,018.60 2 Valores Não Cotados 3,726.03 104,278.03 2.2 Valores mobiliários estrangeiros 3,726.03 104,278.03 2.2.3 Obrigações diversas 3,726.03 104,278.03 2.2.3 UNICREDIT BANK 8.5% - 2012 / 21-01-2013 (CLN Bes Fin) 100,000.00 100,55% EUR 100,55% 3,726.03 104,278.03 3 Un.Part. Instituições Investimento Colectivo 0.00 7,030,075.21 3.1 Fundos Harmonizados 0.00 6,618,010.67 3.1 ES - EMERGING MARKETS 718.00 126.94 EUR 126.94 0.00 91,142.92 3.1 ES - EURO BOND 506.02 1,575.95 EUR 1,575.95 0.00 797,462.22 3.1 ES - EUROPEAN EQUITY 27,805.00 81.19 EUR 81.19 0.00 2,257,487.95 3.1 ES - GLOBAL BOND 5,553.00 221.01 EUR 221.01 0.00 1,227,268.53 3.1 ES - GLOBAL ENHANC 674.70 764.46 EUR 764.46 0.00 515,781.16 3.1 ES - MONETÁRIO 27,138.88 7.37 EUR 7.37 0.00 200,000.00 3.1 ES - PORTUGAL ACÇÕES 19,114.01 4.41 EUR 4.41 0.00 84,321.45 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 293,607.00 4.92 EUR 4.92 0.00 1,444,546.44 3.2 Fundos Não Harmonizados 0.00 412,064.54 3.2 CARAVELA COMPASS FUND-B 1,778.00 79.01 EUR 79.01 0.00 140,479.78 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 0.00 140,590.15 4.2 Un.Part. Fundos investimentos imobiliário 0.00 140,590.15 4.2 CIMÓVEL FII 26,187.00 5.37 EUR 5.37 0.00 140,590.15 5 Liquidez 0.00 194,887.83 5.1 À vista 0.00 194,887.83 5.1.2 Depósitos à ordem 0.00 194,887.83 8 Outros Valores a Regularizar 175,671.14 8.1 Valores Activos 317,050.17 8.2 Valores Passivos -141,379.03

do Fundo: PPR Dinâmico 45-54 (*) Nº Unidades em circulação: 2,107,542.53 Valor Unitário da Unidade de conta 5.5880 (*) 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 11,776,947.67 1 Valores Mobiliários Cotados 5,847.82 815,733.08 1.1 Mercado Cotações Oficiais Portugal 0.00 117,856.56 1.1.4 Acções 0.00 117,856.56 1.1.4 Portugal Telecom, SGPS 31,580.00 3.73 EUR 3.73 0.00 117,856.56 1.2 Mercado Cotações Oficiais UE 5,847.82 697,876.52 1.2.3 Obrigações diversas 5,847.82 697,876.52 1.2.3 BANQUE PSA (PEUGEOT) 6% - 2012 / 16-07-2016 200,000.00 105,25% EUR 105,25% 5,523.29 216,023.29 1.2.3 BCPPL Float - 2007 / 09-05-2014 245,000.00 94,01% EUR 94,01% 122.45 230,437.15 1.2.3 BCPPL Float - 2010 / 28-03-2013 50,000.00 99,50% EUR 99,50% 6.19 49,756.19 1.2.3 SANTAN 3.25% /2012-20/06/2014 200,000.00 100,73% EUR 100,73% 195.89 201,659.89 2 Valores Não Cotados 7,452.05 208,556.05 2.2 Valores mobiliários estrangeiros 7,452.05 208,556.05 2.2.3 Obrigações diversas 7,452.05 208,556.05 2.2.3 UNICREDIT BANK 8.5% - 2012 / 21-01-2013 (CLN Bes Fin) 200,000.00 100,55% EUR 100,55% 7,452.05 208,556.05 3 Un.Part. Instituições Investimento Colectivo 0.00 10,148,759.94 3.1 Fundos Harmonizados 0.00 9,562,657.74 3.1 ES - EMERGING MARKETS 1,057.00 126.94 EUR 126.94 0.00 134,175.58 3.1 ES - EURO BOND 804.30 1,575.95 EUR 1,575.95 0.00 1,267,536.59 3.1 ES - EUROPEAN EQUITY 39,585.00 81.19 EUR 81.19 0.00 3,213,906.15 3.1 ES - GLOBAL BOND 7,636.00 221.01 EUR 221.01 0.00 1,687,632.36 3.1 ES - GLOBAL ENHANC 832.00 764.46 EUR 764.46 0.00 636,030.72 3.1 ES - MONETÁRIO 59,727.77 7.37 EUR 7.37 0.00 440,163.77 3.1 ES - PORTUGAL ACÇÕES 25,860.13 4.41 EUR 4.41 0.00 114,081.97 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 420,555.00 4.92 EUR 4.92 0.00 2,069,130.60 3.2 Fundos Não Harmonizados 0.00 586,102.20 3.2 CARAVELA COMPASS FUND-B 2,112.00 79.01 EUR 79.01 0.00 166,869.12 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 5.06 82,850.75 EUR 82,850.75 0.00 419,233.08 4 Imobiliário 0.00 170,719.29 4.2 Un.Part. Fundos investimentos imobiliário 0.00 170,719.29 4.2 CIMÓVEL FII 31,799.00 5.37 EUR 5.37 0.00 170,719.29 5 Liquidez 0.00 149,965.93 5.1 À vista 0.00 149,965.93 5.1.2 Depósitos à ordem 0.00 149,965.93 8 Outros Valores a Regularizar 283,213.38 8.1 Valores Activos 459,409.17 8.2 Valores Passivos -176,195.79

do Fundo: PPR Dinâmico 55 + (*) Nº Unidades em circulação: 7,003,203.86 Valor Unitário da Unidade de conta 5.5457 (*) 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 38,837,667.66 1 Valores Mobiliários Cotados 24,957.01 3,152,908.05 1.1 Mercado Cotações Oficiais Portugal 783.70 886,214.74 1.1.3 Obrigações diversas 783.70 493,533.70 1.1.3 BANCO ESPÍRITO SANTO Float /2007-08/05/2013 200,000.00 99,38% EUR 99,38% 94.52 198,844.52 1.1.3 SONAE INVESTIMENTOS Float /2007-11/04/2014 (Call=11/04/2013) 300,000.00 98,00% EUR 98,00% 689.18 294,689.18 1.1.4 Acções 0.00 392,681.04 1.1.4 Portugal Telecom, SGPS 105,220.00 3.73 EUR 3.73 0.00 392,681.04 1.2 Mercado Cotações Oficiais UE 24,173.31 2,266,693.31 1.2.3 Obrigações diversas 24,173.31 2,266,693.31 1.2.3 BANQUE PSA (PEUGEOT) 6% - 2012 / 16-07-2016 850,000.00 105,25% EUR 105,25% 23,473.97 918,098.97 1.2.3 BCPPL Float - 2007 / 09-05-2014 50,000.00 94,01% EUR 94,01% 24.99 47,027.99 1.2.3 BCPPL Float - 2010 / 28-03-2013 700,000.00 99,50% EUR 99,50% 86.68 696,586.68 1.2.3 SANTAN 3.25% /2012-20/06/2014 600,000.00 100,73% EUR 100,73% 587.67 604,979.67 2 Valores Não Cotados 26,082.19 729,946.19 2.2 Valores mobiliários estrangeiros 26,082.19 729,946.19 2.2.3 Obrigações diversas 26,082.19 729,946.19 2.2.3 UNICREDIT BANK 8.5% - 2012 / 21-01-2013 (CLN Bes Fin) 700,000.00 100,55% EUR 100,55% 26,082.19 729,946.19 3 Un.Part. Instituições Investimento Colectivo 0.00 32,882,361.18 3.1 Fundos Harmonizados 0.00 30,919,742.81 3.1 ES - EMERGING MARKETS 3,350.00 126.94 EUR 126.94 0.00 425,249.00 3.1 ES - EURO BOND 2,932.89 1,575.95 EUR 1,575.95 0.00 4,622,088.00 3.1 ES - EUROPEAN EQUITY 133,340.00 81.19 EUR 81.19 0.00 10,825,874.60 3.1 ES - GLOBAL BOND 20,801.39 221.01 EUR 221.01 0.00 4,597,315.20 3.1 ES - GLOBAL ENHANC 2,740.80 764.46 EUR 764.46 0.00 2,095,231.97 3.1 ES - MONETÁRIO 162,833.30 7.37 EUR 7.37 0.00 1,200,000.00 3.1 ES - PORTUGAL ACÇÕES 89,948.28 4.41 EUR 4.41 0.00 396,806.84 3.1 GLOBAL ACTIVE ALLOCATION - I CAP 1,373,410.00 4.92 EUR 4.92 0.00 6,757,177.20 3.2 Fundos Não Harmonizados 0.00 1,962,618.37 3.2 CARAVELA COMPASS FUND-B 3,432.00 79.01 EUR 79.01 0.00 271,162.32 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 20.42 82,850.75 EUR 82,850.75 0.00 1,691,456.05 4 Imobiliário 0.00 712,990.20 4.2 Un.Part. Fundos investimentos imobiliário 0.00 712,990.20 4.2 CIMÓVEL FII 132,805.00 5.37 EUR 5.37 0.00 712,990.20 5 Liquidez 0.00 435,662.30 5.1 À vista 0.00 435,662.30 5.1.2 Depósitos à ordem 0.00 435,662.30 8 Outros Valores a Regularizar 923,799.74 8.1 Valores Activos 1,489,858.23 8.2 Valores Passivos -566,058.49