PARTE I 1 - VALORES MOBILIÁRIOS COTADOS 1.1 - Merc. Cot. Oficiais de Bolsa Val. Port. 1.1.3 - Obrigações diversas CGD 4.625 06/2012 100 000.00 95.49% EUR 95.49% 3 890 99 384 0.89 1.1.4 - Acções REN SGPS 3 078.00 2.57 EUR 2.57 7 910 0.07 EDP Renováveis 5 194.00 5.20 EUR 5.20 27 009 0.24 PORTUCEL INDUSTRIAL 5 815.00 2.53 EUR 2.53 14 700 0.13 EDP-Nom. 18 211.00 2.76 EUR 2.76 50 262 0.45 Brisa - Nom. (Priv.) 5 680.00 4.52 EUR 4.52 25 657 0.23 BCP-NO 33 826.00 0.54 EUR 0.54 18 232 0.16 BESCL 3 159.00 2.84 EUR 2.84 8 984 0.08 BANIF-NO 10 326.00 0.70 EUR 0.70 7 228 0.06 Sonae Investim. -Po 13 502.00 0.81 EUR 0.81 10 950 0.10 Cimpor,SGPS -No 4 245.00 4.67 EUR 4.67 19 803 0.18 J.MARTINS-PO 5 268.00 11.08 EUR 11.08 58 369 0.52 Semapa-SGPS-Nom. 1 435.00 8.50 EUR 8.50 12 198 0.11 ZON MULTIMEDIA 4 129.00 3.83 EUR 3.83 15 798 0.14 SONAE.COM 8 308.00 1.56 EUR 1.56 12 919 0.12 GALP ENERGIA SGPS SA 6 896.00 15.11 EUR 15.11 104 164 0.93 Portugal Telecom 9 031.00 8.24 EUR 8.24 74 434 0.66 ALTRI SGPS SA 657.00 1.63 EUR 1.63 1 072 0.01 SONAE IND. 1 969.00 1.49 EUR 1.49 2 934 0.03 472 623 4.22 1.1.7 - Direitos BCP - NO DIR INC 33 826.00 0.23 EUR 0.23 7 780 0.07 579 787 5.18 1.2 - Merc Cot. Ofic. B.V. Estados Membros UE 1.2.1 - Titulos de Dívida Pública DBR 4.25% 01/2014 100 000.00 105.78% EUR 105.78% 1 362 107 142 0.96 DBR 3.75% 01/2015 225 000.00 105.07% EUR 105.07% 2 705 239 101 2.14 DBR 3.5% 01/2016 172 000.00 104.25% EUR 104.25% 1 930 181 231 1.62 DBR 3.75% 01/2017 98 000.00 105.22% EUR 105.22% 1 178 104 294 0.93 FRANCE O.A.T 4.25 129 000.00 106.36% EUR 106.36% 2 824 140 022 1.25 BTNS 2.5% 01/2014 294 000.00 100.87% EUR 100.87% 2 195 298 738 2.67 FRTR 4% 25/10/2013 122 000.00 104.60% EUR 104.60% 2 514 130 126 1.16 BTNS 2.5% 01/15 400 000.00 99.89% EUR 99.89% 2 904 402 444 3.59 SPGB 3.15% 01/2016 50 000.00 94.69% EUR 94.69% 388 47 731 0.43 SPGB 5.5% 04/2021 72 000.00 101.58% EUR 101.58% 11 73 148 0.65 BTPS 4.75% 1/2/2013 144 000.00 103.33% EUR 103.33% 1 682 150 484 1.34 BTPS 3.75% 12/2013 215 000.00 101.28% EUR 101.28% 3 035 220 787 1.97 BTPS 4.5% 03/2019 216 000.00 100.49% EUR 100.49% 1 611 218 670 1.95 BTPS 3.75% 08/2016 213 000.00 99.35% EUR 99.35% 1 964 213 569 1.91 NETHER 2.75% 01/2015 172 000.00 101.01% EUR 101.01% 1 374 175 102 1.56 BGB 4.25% 09/2014 57 000.00 103.88% EUR 103.88% 1 427 60 636 0.54
BGB 4% 28/03/2019 66 000.00 100.14% EUR 100.14% 245 66 338 0.59 RAGB 3.5% 07/2015 120 000.00 102.80% EUR 102.80% 3 337 126 691 1.13 GGB 6.25% 06/2020 100 000.00 55.75% EUR 55.75% 7 104 62 854 0.56 3 019 106 26.96 1.2.3 - Obrigações diversas BPIPLFloat 07/2011 100 000.00 98.81% EUR 98.81% 164 98 978 0.88 BPI Float 01/2012 100 000.00 96.14% EUR 96.14% 30 96 170 0.86 BCPN Float 05/11 50 000.00 99.28% EUR 99.28% 110 49 747 0.44 BCPPL Float 02/2013 50 000.00 87.14% EUR 87.14% 171 43 740 0.39 BESNN Float 05/2013 50 000.00 86.52% EUR 86.52% 138 43 398 0.39 BESPLFloat 02/2013 50 000.00 89.02% EUR 89.02% 188 44 696 0.40 SBAB Float 02/2013 50 000.00 100.18% EUR 100.18% 199 50 289 0.45 DEXGRP 5.375% 07/14 20 000.00 102.78% EUR 102.78% 20 555 0.18 GRANITE 2003-3 2A 7 925.27 95.55% EUR 95.55% 4 7 577 0.07 BESPL 6.25% 05/2011 85 000.00 99.44% EUR 99.44% 5 080 89 607 0.80 BPILN 3.1% 10/2014 50 000.00 99.78% EUR 99.78% 875 50 763 0.45 TDAC 6 A1 07/2012 18 950.45 95.00% EUR 95.00% 2 18 005 0.16 ATLIM 5.625% 05/2016 50 000.00 107.88% EUR 107.88% 2 774 56 711 0.51 ENEL 5.25% 01/2015 50 000.00 106.10% EUR 106.10% 770 53 820 0.48 ISPIM 4.125% 01/2016 100 000.00 99.61% EUR 99.61% 1 209 100 820 0.90 MER.LYNCH 4.625% /13 102.33% EUR 102.33% 535 535 0.00 PFE 5.75% 06/2021 50 000.00 113.98% EUR 113.98% 2 615 59 603 0.53 CITIG 7.375% 06/2014 50 000.00 110.41% EUR 110.41% 3 223 58 427 0.52 JPM 6.125% 04/2014 107.71% EUR 107.71% 251 251 0.00 EUREK 7.375% 06/2014 40 000.00 109.30% EUR 109.30% 2 578 46 300 0.41 SNSSNS 3.625% 07/13 50 000.00 98.52% EUR 98.52% 1 425 50 687 0.45 ELEPOR 3.25% 03/2015 50 000.00 91.94% EUR 91.94% 204 46 175 0.41 SYNNVX 4% 06/2014 50 000.00 103.03% EUR 103.03% 1 671 53 188 0.48 DANBNK 4.75% 06/2014 50 000.00 103.50% EUR 103.50% 51 750 0.46 GE 5.375% 01/2020 50 000.00 105.13% EUR 105.13% 722 53 284 0.48 UAB S.12 10/2013 359 479.44 85.72% EUR 85.72% 128 308 276 2.75 RENEPL 6.375% 12/13 50 000.00 96.76% EUR 96.76% 1 240 49 620 0.44 BCPPL 3.75% 06/2011 50 000.00 99.11% EUR 99.11% 1 634 51 190 0.46 ESF 4.5% 05/2011 50 000.00 99.52% EUR 99.52% 2 065 51 824 0.46 ANZ 5.125% 09/2019 50 000.00 100.93% EUR 100.93% 1 636 52 099 0.47 WSTP 3.875% 03/2017 50 000.00 97.37% EUR 97.37% 228 48 914 0.44 ESPSAN Float 07/2011 125 000.00 98.41% EUR 98.41% 67 123 084 1.10 BESPL Float 06/2014 150 000.00 80.02% EUR 80.02% 191 120 218 1.07 BACR Float 05/2017 150 000.00 97.50% EUR 97.50% 333 146 583 1.31 RBIAV Float 03/2013 50 000.00 100.13% EUR 100.13% 161 50 227 0.45 LLOYDS Float 03/2013 50 000.00 100.14% EUR 100.14% 123 50 192 0.45 Banif Float 05/2012 50 000.00 82.27% EUR 82.27% 130 41 264 0.37 JP Morgan Flt.01/14 100 000.00 98.43% EUR 98.43% 13 98 444 0.88 Goldman Sachs 02/13 50 000.00 99.04% EUR 99.04% 165 49 686 0.44 BAC Float 09/2013 100 000.00 98.03% EUR 98.03% 177 98 202 0.88 CAJAMM Float 03/2018 100 000.00 65.52% EUR 65.52% 222 65 744 0.59
Citigroup Flt.03/14 50 000.00 97.39% EUR 97.39% 95 48 792 0.44 ABNANV Float 01/2013 100 000.00 100.64% EUR 100.64% 101 100 743 0.90 TELEFO Float 06/2015 50 000.00 102.19% EUR 102.19% 243 51 340 0.46 KNFP 4.5% 05/2019 50 000.00 95.19% EUR 95.19% 2 170 49 765 0.44 SNS Bank Float 02/12 100 000.00 99.46% EUR 99.46% 274 99 736 0.89 FORTIS Var.04/2018 50 000.00 96.38% EUR 96.38% 142 48 329 0.43 Fortis Float 06/16 100 000.00 99.44% EUR 99.44% 162 99 604 0.89 Anz Float 12/2049 70 000.00 86.00% EUR 86.00% 168 60 368 0.54 Vodafone Float 06/14 50 000.00 99.92% EUR 99.92% 111 50 069 0.45 RZB Float 06/2016 100 000.00 98.00% EUR 98.00% 167 98 166 0.88 GE Float 02/2016 150 000.00 96.84% EUR 96.84% 348 145 606 1.30 Renaul Float 01/12 150 000.00 99.85% EUR 99.85% 33 149 814 1.34 SUNAUFloat 10/2011 50 000.00 99.78% EUR 99.78% 8 49 896 0.45 CRDIT Float 01/13 50 000.00 98.62% EUR 98.62% 40 49 351 0.44 DNBNor Float 05/2017 150 000.00 97.88% EUR 97.88% 333 147 145 1.31 UBIIM Float 11/2012 100 000.00 100.07% EUR 100.07% 550 100 624 0.90 CCCI Float 03/2013 50 000.00 99.56% EUR 99.56% 127 49 909 0.45 RBS Float 09/2012 100 000.00 100.95% EUR 100.95% 342 101 288 0.90 ERSTBK Float 07/12 100 000.00 95.00% EUR 95.00% 58 95 057 0.85 BPCEGP Float 10/2013 100 000.00 100.19% EUR 100.19% 12 100 197 0.89 Intned Float 03/2016 50 000.00 95.13% EUR 95.13% 113 47 675 0.43 Ibsanp Flt.28/6/2016 80 000.00 99.17% EUR 99.17% 113 79 447 0.71 DEXGRP Float 02/2012 80 000.00 100.22% EUR 100.22% 366 80 539 0.72 Danske Bank 18-15 19 000.00 94.00% EUR 94.00% 98 17 958 0.16 4 572 059 40.83 1.2.4 - Acções BMW 290.00 63.67 EUR 63.67 18 464 0.16 DEUTSCHE BANK 547.00 44.10 EUR 44.10 24 123 0.22 SIEMENS 1 028.00 98.22 EUR 98.22 100 970 0.90 ALLIANZ 383.00 106.30 EUR 106.30 40 713 0.36 E.ON AG(EX VEBA AG) 1 300.00 23.08 EUR 23.08 30 004 0.27 MAN AGN 239.00 94.09 EUR 94.09 22 488 0.20 BASF 1 573.00 69.40 EUR 69.40 109 166 0.97 MUNCHENER RUCKVERS. 129.00 111.45 EUR 111.45 14 377 0.13 SAP ORD. 1 165.00 43.50 EUR 43.50 50 678 0.45 DAIMLER CHRYSLER 672.00 52.19 EUR 52.19 35 072 0.31 INFINEON TECHNOLOGIE 1 626.00 7.66 EUR 7.66 12 462 0.11 FRESENIUS MEDICAL CA 208.00 53.06 EUR 53.06 11 036 0.10 LANXESS 73.00 61.93 EUR 61.93 4 521 0.04 VOLKSWAGEN AG-PREF. 250.00 133.00 EUR 133.00 33 250 0.30 K+S AG 324.00 54.63 EUR 54.63 17 700 0.16 AIXTRON SE 396.00 28.80 EUR 28.80 11 405 0.10 DANONE 824.00 49.46 EUR 49.46 40 751 0.36 AXA-UAP 1 797.00 15.15 EUR 15.15 27 225 0.24 CARREFOUR 629.00 32.01 EUR 32.01 20 134 0.18 TOTAL SA 2 086.00 43.22 EUR 43.22 90 157 0.81
L OREAL 100.00 85.61 EUR 85.61 8 561 0.08 BNP 719.00 53.43 EUR 53.43 38 416 0.34 L.V.M.H. 186.00 121.25 EUR 121.25 22 553 0.20 SAINT-GOBAIN 702.00 46.64 EUR 46.64 32 738 0.29 SOCIETE GENERALE 579.00 45.16 EUR 45.16 26 148 0.23 VALEO SA 662.00 43.00 EUR 43.00 28 463 0.25 GLE ENTREP. VINCI 1 036.00 45.10 EUR 45.10 46 724 0.42 SANOFI SYNHLABO 720.00 53.40 EUR 53.40 38 448 0.34 GAZ DE FRANCE 494.00 27.63 EUR 27.63 13 647 0.12 SUEZ ENVIRONNEMENT S 776.00 15.56 EUR 15.56 12 075 0.11 RIO TINTO PLC-REG 442.00 43.60 GBP 48.90 21 612 0.19 BRIT.PETROLEUM AMOCO 3 250.00 4.63 GBP 5.19 16 859 0.15 LLOYDS BANK 12 388.00 0.59 GBP 0.66 8 231 0.07 CENTRICA 3 436.00 3.21 GBP 3.60 12 365 0.11 PRUDENTIAL CORP. 1 300.00 7.73 GBP 8.67 11 269 0.10 PERSIMMON PLC 3 312.00 4.83 GBP 5.42 17 944 0.16 ANGLO AMERICAN PLC 584.00 31.21 GBP 34.99 20 437 0.18 PETROFAC LTD 733.00 15.10 GBP 16.93 12 413 0.11 PETROPAVLOVSK PLC 1 321.00 8.93 GBP 10.01 13 229 0.12 TELEFONICA 3 638.00 18.15 EUR 18.15 66 030 0.59 BCO SANTANDER C.HISP 6 062.00 8.62 EUR 8.62 52 267 0.47 BCO. BILBAO VISCAYA 4 977.00 8.66 EUR 8.66 43 101 0.38 TECNICAS REUNIDAS SA 500.00 42.38 EUR 42.38 21 190 0.19 TELECOM ITALIA 33 264.00 1.02 EUR 1.02 33 829 0.30 UNICREDITO ITALIANO 16 935.00 1.74 EUR 1.74 29 433 0.26 ENI SPA 1 754.00 18.05 EUR 18.05 31 660 0.28 BANCA INTESA 11 668.00 2.24 EUR 2.24 26 160 0.23 ENEL 14 611.00 4.81 EUR 4.81 70 337 0.63 ELSEVIER 1 788.00 8.85 EUR 8.85 15 818 0.14 KONINKLIJKE AHOLD 1 047.00 9.48 EUR 9.48 9 925 0.09 AEGON NV 3 212.00 5.36 EUR 5.36 17 220 0.15 ING GROEP NV 4 872.00 8.90 EUR 8.90 43 361 0.39 UNILEVER NV-CVA 1 018.00 22.22 EUR 22.22 22 620 0.20 PHILIPS ELECT. NV 660.00 20.02 EUR 20.02 13 213 0.12 ASM LITHOGRAPHY 408.00 27.96 EUR 27.96 11 406 0.10 TNT POST GROEP 1 752.00 16.63 EUR 16.63 29 127 0.26 DANSKE BANK 518.00 121.00 DKK 16.23 8 405 0.08 TDC A/S 4 512.00 43.72 DKK 5.86 26 451 0.24 FORTUM OYJ 1 256.00 23.26 EUR 23.26 29 215 0.26 AGEAS 6 372.00 2.05 EUR 2.05 13 056 0.12 ANHEUSER-BUSCH INB 993.00 43.05 EUR 43.05 42 749 0.38 IMMOFINANZ AG 2 804.00 3.21 EUR 3.21 9 001 0.08 VIENNA INSURANCE GRO 250.00 40.30 EUR 40.30 10 075 0.09 OPAP SA 1 128.00 14.27 EUR 14.27 16 097 0.14 DANSKE BANK CAUT 172.00 121.00 DKK 16.23 2 791 0.02 1 811 358 16.18
9 402 524 83.98 1.3 - Merc.Cot.Ofic. de B.V. de Estados não EU 1.3.4 - Acções NOVARTIS REG 600.00 51.35 CHF 39.91 23 945 0.21 UNION BANK OF SWITZE 694.00 17.29 CHF 13.44 9 326 0.08 CLARIANT AG-REG 1 588.00 17.95 CHF 13.95 22 153 0.20 CLARIANT AG-CAUT 158.80 17.95 CHF 13.95 2 215 0.02 57 639 0.51 57 639 0.51 10 039 950 89.67 3 - Unid. Part Inst. Invest. Colectivo 3.1 - Fundos Harmonizados DB X-TR IBX EUROZON 4 980.00 165.12 EUR 165.12 822 298 7.34 DB X-TR II TRX EUROP 2 110.00 108.64 EUR 108.64 229 230 2.05 1 051 528 9.39 3.2 - Fundos Não Harmonizados CXG IMOBILIARIO 13 943.00 3.22 EUR 3.22 44 922 0.40 1 096 450 9.79 5 - LIQUIDEZ 5.1 - À vista 5.1.2 - Depósitos à ordem DO CHF - CGD LX 0.0000% 0.00 CHF 0.00 428 0.00 DO DKK - CGD LX 0.0000% 0.00 DKK 0.00 193 0.00 DO EUR - CGD LX 0.7810% 0.00 EUR 0.00 18 70 972 0.63 DO GBP - CGD LX 0.0000% 0.00 GBP 0.00 633 0.01 DO NOK - CGD LX 0.0000% 0.00 NOK 0.00 43 0.00 DO SEK - CGD LX 0.0000% 0.00 SEK 0.00 124 0.00 DO USD - CGD LX 0.0000% 0.00 USD 0.00 1 063 0.01 9 - OUTROS VALORES A REGULARIZAR 9.1 - Valores Activos 6 919 0.06 9.2 - Valores Passivos -20 065-0.18-13 146-0.12 VALOR TOTAL DA CARTEIRA 11 196 710 100.00 NÚMERO UNIDADES DE PARTICIPAÇÃO 1 879 054.00 VALOR UNITÁRIO UNIDADE PARTICIPAÇÃO 5.96