Cotação Moeda Origem

do Fundo: PPR Parte I - Valores Patrimoniais 1,107,428,773.19 1 Valores Mobiliários Cotados 4,650,036.48 950,891,840.60 1.1 Mercado Cotações Oficiais Portugal 48,479.80 14,301,484.80 1.1.3 Obrigações diversas 48,479.80 14,301,484.80 1.1.3 COLEP Float 2014 / 10-10-2027 4,000,000.00 100.00% EUR 100.00% 26,471.11 4,026,471.11 1.1.3 REFER 4.25% /2006-13/12/2021 7,250,000.00 106.94% EUR 106.94% 15,153.69 7,768,158.69 1.1.3 SEMAPA Float /2006-20/04/2016 2,500,000.00 100.00% EUR 100.00% 6,855.00 2,506,855.00 1.2 Mercado Cotações Oficiais UE 4,601,556.68 882,256,722.04 1.2.1 Títulos de dívida pública 1,449,516.00 512,272,676.67 1.2.1 BGTB c/z /2015-14/04/2016 55,000,000.00 100.07% EUR 100.07% 0.00 55,037,950.00 1.2.1 BILHETES DO TESOURO c/z /2015-20/05/2016 40,000,000.00 100.00% EUR 100.00% 0.00 40,000,800.00 1.2.1 BTPS 1.65% /2015-01/03/2032 40,000,000.00 94.98% EUR 94.98% 218,196.72 38,208,996.72 1.2.1 BTPS 2.0% /2015-01/12/2025 55,000,000.00 103.61% EUR 103.61% 90,163.93 57,075,663.93 1.2.1 DUTCH TREASURY CERT c/z /2015-29/02/2016 55,000,000.00 100.07% EUR 100.07% 0.00 55,038,500.00 1.2.1 FRTR 0.25% /2014-25/11/2016 85,000,000.00 100.54% EUR 100.54% 20,901.64 85,483,301.64 1.2.1 FRTR 1.0% /2015-25/11/2025 20,000,000.00 100.05% EUR 100.05% 19,672.13 20,030,072.13 1.2.1 NETHERLANDS GOVT 0.25% /2014-15/01/2020 50,000,000.00 101.40% EUR 101.40% 119,863.01 50,817,863.01 1.2.1 PGB 4.45% /2008-15/06/2018 20,000,000.00 110.35% EUR 110.35% 483,907.10 22,553,907.10 1.2.1 SPGB 1.15% /2015-30/07/2020 30,000,000.00 102.14% EUR 102.14% 145,163.93 30,788,363.93 1.2.1 SPGB 1.95% /2015-30/07/2030 41,000,000.00 95.67% EUR 95.67% 336,401.64 39,559,871.64 1.2.1 SPGB c/z - 98 / 01-2029 0.91 73.63% EUR 73.63% 0.00 0.67 1.2.1 SPGBEI 1% + Inflação /2014-30/11/2030 18,000,000.00 98.12% EUR 98.12% 15,245.90 17,677,385.90 1.2.3 Obrigações diversas 3,152,040.68 281,623,688.08 1.2.3 ABN AMRO BANK NV 6.375% /2011-27/04/2021 5,000,000.00 120.62% EUR 120.62% 215,983.61 6,246,883.61 1.2.3 ACHMEA BANK NV 2.75% /2014-18/02/2021 3,545,000.00 106.58% EUR 106.58% 84,400.14 3,862,732.04 1.2.3 ADIF ALTA VELOCIDAD 3.5% /2014-27/05/2024 8,000,000.00 112.83% EUR 112.83% 166,775.96 9,193,495.96 1.2.3 ANDRADE GUTIER INT SA 4% 2013/30-04-2018 3,500,000.00 66.50% USD 61.08% 21,432.29 2,159,303.15 1.2.3 ANGLO AMERICAN CAPITAL 1.5% /2015-01/04/2020 8,500,000.00 71.25% EUR 71.25% 95,450.82 6,151,700.82 1.2.3 ARCELLORMITTAL 2.875% 2014/06-07-2020 7,500,000.00 81.59% EUR 81.59% 104,866.80 6,223,816.80 1.2.3 ASTRAZENECA PLC 0.875% /2014-24/11/2021 3,000,000.00 100.22% EUR 100.22% 2,653.69 3,009,163.69 1.2.3 AT & T INC 1.45% /2014-01/06/2022 (Call=01/03/2022) 3,500,000.00 99.92% EUR 99.92% 29,534.84 3,526,734.84 1.2.3 BAIC INALFA HK INVST 1.9% /2015-02/11/2020 2,000,000.00 98.42% EUR 98.42% 6,125.68 1,974,465.68 1.2.3 BANCO DO BRASIL 3.75% - 2013 / 25-07-2018 5,000,000.00 93.52% EUR 93.52% 81,454.92 4,757,454.92 1.2.3 BAYER AG 22,588.00 11,618.00% EUR 11,618.00% 0.00 2,624,273.84 1.2.3 BBVA Var Perp - 2015 / 18-02-2049 (CoCo) (Call=18/02/2020) 4,000,000.00 97.74% EUR 97.74% 233,753.42 4,143,433.42 1.2.3 BCP FINANCE BANK Float /2006-21/12/2016 (Call=21/09/2015) 6,537,000.00 90.10% EUR 90.10% 1,211.16 5,891,048.16 1.2.3 BK TOKIO-MITSUBISHI UFJ 0.875% /2015-11/03/2022 3,500,000.00 97.96% EUR 97.96% 24,684.08 3,453,389.08 1.2.3 CARLSBERG BREWERIES A/S 2.5% /2014-28/05/2024 (Call: 28/02/2024) 3,000,000.00 103.04% EUR 103.04% 44,467.21 3,135,667.21 1.2.3 CEMG-CAYMAN ISLA Float /2006-18/04/2016 (Call=19/10/2015) 1,800,000.00 45.33% EUR 45.33% 3,277.70 819,217.70 1.2.3 CENTRAL BANK OF SAVINGS 1.0% /2015-06/05/2020 3,500,000.00 99.57% EUR 99.57% 22,855.19 3,507,875.19 1.2.3 CGD Sub.Lower Tier II /2007-28/12/2017 (Call=28/09/2015) 7,000,000.00 92.50% EUR 92.50% 845.25 6,475,845.25 1.2.3 CITIGROUP INC 1.375% /2014-27/10/2021 3,500,000.00 100.30% EUR 100.30% 8,546.79 3,518,941.79 1.2.3 CNOOC 2.75% /2013-03/10/2020 1,800,000.00 105.07% EUR 105.07% 12,036.89 1,903,296.89 1.2.3 COFP Var - 2013 / 31-01-2049 (Call=31/01/2019) 4,000,000.00 89.75% EUR 89.75% 178,255.34 3,768,255.34 1.2.3 COMMERZBANK 1.5% /2015-21/09/2022 3,500,000.00 100.95% EUR 100.95% 14,487.70 3,547,737.70 1.2.3 CRED SUIS GP FUN LTD 1.25% /2015-14/04/2022 3,500,000.00 96.92% EUR 96.92% 31,198.77 3,423,258.77 1.2.3 CREDIT AGRICOLE SA c/z /2012-02/02/2020 2,000,000.00 132.78% EUR 132.78% 0.00 2,655,660.00 1.2.3 DBR 1.0% /2015-15/08/2025 30,000,000.00 103.46% EUR 103.46% 136,885.25 31,174,285.25 1.2.3 DEUT PFANDBRIEFBANK AG 1.375% /2015-15/01/2018 3,500,000.00 100.75% EUR 100.75% 10,152.40 3,536,507.40 1.2.3 DEUTSCHE BANK AG 1.25% /2014-08/09/2021 3,500,000.00 100.26% EUR 100.26% 13,627.05 3,522,727.05 1.2.3 DRESDNER BK AG CMS /1999-31/05/2019 1,000,000.00 103.61% EUR 103.61% 26,250.00 1,062,350.00 1.2.3 DVB BANK SE 1.25% /2015-22/04/2020 3,500,000.00 100.21% EUR 100.21% 8,367.49 3,515,752.49 1.2.3 EASTERN CREATION II INVE 1.5% /2015-29/07/2019 2,350,000.00 98.33% EUR 98.33% 14,928.28 2,325,636.28 1.2.3 ELIA SYSTEM OP SA/NV 1.375% /2015-27/05/2024 (Call=27/02/2024) 3,000,000.00 98.45% EUR 98.45% 3,831.97 2,957,421.97 1.2.3 EMIRATES TELECOM 1.75% - 2014 / 18-06-2021 4,670,000.00 102.38% EUR 102.38% 43,765.30 4,824,911.30 1.2.3 ERSTBK Float /2006-19/07/2017 (Call=19/10/2015) 3,000,000.00 98.00% EUR 98.00% 5,158.67 2,945,158.67 1.2.3 FORTUM OYJ 2.25% /2012-06/09/2022 3,000,000.00 103.87% EUR 103.87% 21,393.44 3,137,463.44 1.2.3 GALP ENERGIA SGPS SA Float /2012-18/02/2018 5,000,000.00 102.96% EUR 102.96% 24,868.33 5,173,068.33 1.2.3 GERMAN TREASURY BILL c/z /2015-13/04/2016 20,000,000.00 100.11% EUR 100.11% 0.00 20,022,200.00 1.2.3 HEINEKEN NV 1.5% /2015-07/12/2024 (Call=07/09/2024) 3,500,000.00 98.17% EUR 98.17% 3,442.62 3,439,357.62 1.2.3 HTOGA 3.5% - 2014 / 09-07-2020 3,500,000.00 94.01% EUR 94.01% 58,572.40 3,348,922.40 1.2.3 HUTCHISON WHAMPOA FIN 1.375% /2014-31/10/2021 2,500,000.00 100.04% EUR 100.04% 5,729.17 2,506,729.17 1.2.3 INTESA SANPAOLO SPA 1.125% /2015-04/03/2022 3,500,000.00 97.30% EUR 97.30% 32,489.75 3,437,919.75 1.2.3 IREN 3% - 2014 / 14-07-2021 3,000,000.00 105.13% EUR 105.13% 41,803.28 3,195,553.28 1.2.3 KBC GROEP NV Var /2014-25/11/2024 (Call=25/11/2019) 5,000,000.00 102.72% EUR 102.72% 11,680.33 5,147,730.33 1.2.3 MERCK KGAA Var /2014-12/12/2074 (Call=12/12/2024) 2,000,000.00 98.61% EUR 98.61% 3,504.10 1,975,664.10 1.2.3 MORGAN STANLEY 2.375% - 2014 / 31-03-2021 3,500,000.00 106.02% EUR 106.02% 62,457.31 3,773,017.31 1.2.3 NESTE OIL OYJ 2.125% /2015-17/03/2022 (Call=17/12/2021) 2,000,000.00 99.12% EUR 99.12% 33,558.74 2,015,858.74 1.2.3 NIBC BANK NV 2.0% /2015-26/07/2018 3,500,000.00 101.61% EUR 101.61% 30,218.58 3,586,603.58 1.2.3 NOMURA 1.5% /2014-12/04/2021 3,500,000.00 100.06% EUR 100.06% 33,422.13 3,535,382.13 1.2.3 PETROLEOS MEXICO 3.75% - 2014 / 16-04-2026 2,000,000.00 84.28% EUR 84.28% 53,073.77 1,738,673.77 1.2.3 PORTUGAL TELECOM INT FIN 4.625% /2013-08/05/2020 5,000,000.00 45.67% EUR 45.67% 149,743.85 2,432,993.85 1.2.3 PRICELINE GROUP INC 2.15% /2015-25/11/2022 (Call=25/08/2022) 3,000,000.00 100.06% EUR 100.06% 6,344.26 3,008,024.26 1.2.3 RCI BANQUE 1.25% /2015-08/06/2022 3,000,000.00 97.51% EUR 97.51% 21,106.56 2,946,496.56 1.2.3 REN FINANCE BV 2.5% 2015-12-02-2025 1,250,000.00 98.39% EUR 98.39% 27,568.49 1,257,443.49 1.2.3 RENAULT 3.125% - 2014 / 05-03-2021 670,000.00 108.12% EUR 108.12% 17,219.09 741,623.09 1.2.3 REPSOL INTL FINANCE 2.125% /2015-16/12/2020 3,500,000.00 99.35% EUR 99.35% 3,048.16 3,480,298.16 1.2.3 REPSOL INTL FINANCE Var /2015-25/03/2075 (Call=25/03/2025) 3,000,000.00 78.50% EUR 78.50% 103,647.54 2,458,647.54 1.2.3 REPSOL INTL FINANCE Var /2015-29/12/2049 (Call=25/03/2021) 4,000,000.00 86.25% EUR 86.25% 119,002.73 3,569,002.73

1.2.3 ROYAL BK SCOTLAND GRP PLC 1.625% /2014-25/06/2019 3,500,000.00 102.11% EUR 102.11% 29,369.88 3,603,079.88 1.2.3 SANTAN CONSUMER FINANCE 1.5% /2015-12/11/2020 3,500,000.00 100.56% EUR 100.56% 7,028.69 3,526,453.69 1.2.3 SGSP AUSTRALIA 2% - 2014 / 30-06-2022 2,500,000.00 99.72% EUR 99.72% 25,136.61 2,518,011.61 1.2.3 SHANGHAI 1.125% - 2015 / 22-05-2020 2,420,000.00 98.59% EUR 98.59% 16,587.91 2,402,441.71 1.2.3 SINOPEC GRP OVERSEA 1% /2015-28/04/2022 4,000,000.00 93.79% EUR 93.79% 26,994.54 3,778,754.54 1.2.3 SPAREBANK 1 SR BANK 2.125% /2014-14/04/2021 2,000,000.00 104.30% EUR 104.30% 30,812.50 2,116,872.50 1.2.3 STATE GRID EUROPE 1.5% /2015-26/01/2022 4,450,000.00 97.50% EUR 97.50% 61,995.21 4,400,567.21 1.2.3 TALENT YIELD EURO LTD 1.435% /2015-07/05/2020 3,000,000.00 97.66% EUR 97.66% 27,994.26 2,957,854.26 1.2.3 TELEFONICA EUROPE BV Var 2014/31-03-2049 (Call=31/03/2024) 5,000,000.00 100.50% EUR 100.50% 220,713.80 5,245,713.80 1.2.3 TEOLLISUUDEN VOIMA OYJ 2.5% /2014-17/03/2021 1,500,000.00 98.52% EUR 98.52% 29,610.66 1,507,395.66 1.2.3 THREE GORGES FNCS II 1.7% 2015/10-06-2022 5,000,000.00 98.90% EUR 98.90% 47,377.05 4,992,527.05 1.2.3 UNIONE DI BANCHE ITALIAN 2.875% /2014-18/02/2019 3,500,000.00 104.94% EUR 104.94% 87,116.44 3,759,876.44 1.2.3 VOLKSWAGEN BANK 1.125% - 2013 / 08-02-2018 3,000,000.00 100.56% EUR 100.56% 30,143.84 3,047,063.84 1.2.4 Acções 0.00 88,360,357.29 1.2.4 ABN AMRO GROUP NV 77,896.00 20.67 EUR 20.67 0.00 1,610,110.32 1.2.4 ACCOR SA 45,952.00 40.00 EUR 40.00 0.00 1,838,080.00 1.2.4 ASM LITHOGRAPHY HOLDING NV 25,287.00 82.52 EUR 82.52 0.00 2,086,683.24 1.2.4 ASSA ABLOY AB - B 54,713.00 179.00 SEK 19.48 0.00 1,065,741.01 1.2.4 ASTRAZENECA PLC 55,358.00 46.16 GBP 62.89 0.00 3,481,606.76 1.2.4 BAE SYSTEMS 389,187.00 5.00 GBP 6.81 0.00 2,649,197.16 1.2.4 BNP PARIBAS 60,318.00 52.23 EUR 52.23 0.00 3,150,409.14 1.2.4 BRITISH SKY BROADCASTING PLC 139,926.00 11.12 GBP 15.15 0.00 2,120,004.25 1.2.4 CAP GEMINI SA 24,965.00 85.43 EUR 85.43 0.00 2,132,759.95 1.2.4 CARNIVAL PLC 35,578.00 38.66 GBP 52.67 0.00 1,874,031.58 1.2.4 CRH PLC 39,831.00 19.68 GBP 26.81 0.00 1,068,021.09 1.2.4 DANONE SA 42,126.00 62.28 EUR 62.28 0.00 2,623,607.28 1.2.4 DANSKE BANK A/S 64,520.00 184.80 DKK 24.76 0.00 1,597,740.20 1.2.4 DELHAIZE GROUP 14,427.00 89.79 EUR 89.79 0.00 1,295,400.33 1.2.4 DEUTSCHE POST AG-REG 70,882.00 25.97 EUR 25.97 0.00 1,840,451.13 1.2.4 DIAGEO PLC 84,326.00 18.56 GBP 25.29 0.00 2,132,995.69 1.2.4 ENDESA SA 86,082.00 18.11 EUR 18.11 0.00 1,558,970.84 1.2.4 EUROPEAN AERONAUTIC DEFENCE NV 25,191.00 62.00 EUR 62.00 0.00 1,561,842.00 1.2.4 HSBC HOLDINGS PLC 215,881.00 5.36 GBP 7.30 0.00 1,576,862.24 1.2.4 IMPERIAL TOBACCO GROUP PLC 32,771.00 35.82 GBP 48.80 0.00 1,599,369.47 1.2.4 ING GROEP NV-CVA 125,917.00 12.45 EUR 12.45 0.00 1,567,666.65 1.2.4 INTERNATIONAL CONSOLIDATESD AIRLINES GROUP SA 160,668.00 6.10 GBP 8.31 0.00 1,335,342.73 1.2.4 INTESA SANPAOLO SPA 508,342.00 3.09 EUR 3.09 0.00 1,569,760.10 1.2.4 KBC GROEP NV 36,600.00 57.67 EUR 57.67 0.00 2,110,722.00 1.2.4 KONINKLIJKE AHOLD NV 66,294.00 19.48 EUR 19.48 0.00 1,291,075.65 1.2.4 LLOYDS TSB GROUP PLC 2,641,948.00 0.73 GBP 1.00 0.00 2,630,249.20 1.2.4 MARKS&SPENCER GROUP 259,000.00 4.52 GBP 6.16 0.00 1,596,452.07 1.2.4 NOKIA OYJ 242,053.00 6.61 EUR 6.61 0.00 1,599,970.33 1.2.4 NORDEA AB 209,318.00 93.65 SEK 10.19 0.00 2,133,155.31 1.2.4 RANDSTAD HOLDING NV 18,063.00 57.53 EUR 57.53 0.00 1,039,164.39 1.2.4 RECKITT BENCKISER GROUP PLC 31,120.00 62.73 GBP 85.47 0.00 2,659,796.44 1.2.4 REPSOL YPF SA 101,231.00 10.12 EUR 10.12 0.00 1,024,457.72 1.2.4 ROYAL DUTCH SHELL 101,487.00 21.09 EUR 21.09 0.00 2,140,360.83 1.2.4 SIEMENS AG-REG 29,352.00 89.87 EUR 89.87 0.00 2,637,864.24 1.2.4 SMITH & NEPHEW PLC 114,828.00 12.07 GBP 16.45 0.00 1,888,376.54 1.2.4 SOLVAY SA 16,008.00 98.43 EUR 98.43 0.00 1,575,667.44 1.2.4 SWEDBANK AG 104,099.00 187.40 SEK 20.39 0.00 2,122,874.22 1.2.4 SWEDISH MATCH AB 32,721.00 300.70 SEK 32.72 0.00 1,070,700.77 1.2.4 TELEFONICA SA 254,171.00 10.23 EUR 10.23 0.00 2,601,440.18 1.2.4 TELENOR ASA 102,841.00 148.30 NOK 15.44 0.00 1,588,182.89 1.2.4 TOTAL SA 50,688.00 41.27 EUR 41.27 0.00 2,091,640.32 1.2.4 VALEO SA 11,120.00 142.50 EUR 142.50 0.00 1,584,600.00 1.2.4 VEOLIA ENVIRONNEMEM 72,297.00 21.86 EUR 21.86 0.00 1,580,050.94 1.2.4 VINCI SA 35,730.00 59.12 EUR 59.12 0.00 2,112,357.60 1.2.4 VODAFONE GROUP PLC 1,264,252.00 2.21 GBP 3.01 0.00 3,806,794.63 1.2.4 WPP PLC 100,384.00 15.63 GBP 21.30 0.00 2,137,750.42 1.3 Mercado Cotações Oficiais não UE 0.00 54,333,633.76 1.3.4 Acções 0.00 54,333,633.76 1.3.4 BANQUE MAROCAINE DU COMMERCE MAD 2,000,000.00 213.00 MAD 19.76 0.00 39,521,658.05 1.3.4 NESTLE SA - REGISTERED 46,218.00 74.55 CHF 68.80 0.00 3,180,020.21 1.3.4 NOVARTIS AG 46,151.00 86.80 CHF 80.11 0.00 3,697,191.32 1.3.4 ROCHE HOLDING AG-GENUSSCHEIN 14,538.00 276.40 CHF 255.10 0.00 3,708,632.40 1.3.4 SYNGENTA AG 4,383.00 392.30 CHF 362.07 0.00 1,586,941.30 1.3.4 UBS GROUP AG-REG 146,494.00 19.52 CHF 18.02 0.00 2,639,190.48 2 Valores Não Cotados 54,191.96 8,836,794.20 2.1 Valores mobiliários nacionais 37,916.67 2,362,916.67 2.1.3 Obrigações diversas 37,916.67 2,362,916.67 2.1.3 OREY, S.A. Var /2010-08/07/2018 (Call=08/07/2016) 2,500,000.00 93.00% EUR 93.00% 37,916.67 2,362,916.67 2.2 Valores mobiliários estrangeiros 16,275.29 6,473,877.53 2.2.3 Obrigações diversas 16,275.29 6,473,877.53 2.2.3 JPM Float - 2014 / 20-06-2017 (CLN itraxx 21) 5,000,000.00 92.82% EUR 92.82% 7,398.75 4,648,283.75 2.2.3 PARMALAT CAP.FIN.-98 5000000 0.00% EUR 0.00% 0.00 0.05 2.2.3 SUMITOMO MITSUI BANKING 2.45% /2015-20/10/2020 2000000 98.89% USD 90.84% 8,876.54 1,825,593.73 3 Un.Part. Instituições Investimento Colectivo 0.00 7,405,354.40 3.2 Fundos Não Harmonizados 0.00 7,405,354.40 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16400000 0.45 EUR 0.45 0.00 7,405,354.40 4 Imobiliário 0.00 104,066,575.38 4.1 Terrenos e edíficios 36,408,569.88 4.1 Rua D. Luis de Noronha, 27 EUR 176,400.00 4.1 Av. da República, 97 EUR 1,074,500.00 4.1 Rua 31 de Janeiro, 97/103 EUR 710,500.00 4.1 Alameda Afonso Henriques, 39 EUR 1,237,500.00 4.1 Rua Barata Salgueiro, 28 EUR 7,601,100.00 4.1 Av. Almirante Gago Coutinho EUR 15,608,900.00 4.1 Ed Rosas (Fr. A, L, M) EUR 493,800.00 4.1 Avenida Columbano Bordalo Pinheiro EUR 5,243,169.88 4.1 Estrada de São Brás - Loulé EUR 60,800.00

4.1 Rua Timor EUR 80,900.00 4.1 Praça Lourenço Carvalho EUR 92,900.00 4.1 Matosinhos EUR 790,000.00 4.1 Golegã EUR 318,500.00 4.1 Alhos Vedros EUR 46,300.00 4.1 Setúbal EUR 75,000.00 4.1 Mira EUR 285,300.00 4.1 Óbidos EUR 596,200.00 4.1 Leiria EUR 1,288,600.00 4.1 Barreiro EUR 133,600.00 4.1 Av. Almirante Reis EUR 494,600.00 4.2 Un.Part. Fundos investimentos imobiliário 0.00 67,658,005.50 4.2 FUNGEPI NOVO BANCO II 243345 2.78 EUR 2.78 0.00 677,472.48 4.2 FUNGERE - Fundo Gestão Património Imobiliário 9140000 2.11 EUR 2.11 0.00 19,269,862.00 4.2 NB - ARRABIDA FII 29727 441.20 EUR 441.20 0.00 13,115,653.47 4.2 NB Património 3619710.125 9.56 EUR 9.56 0.00 34,595,017.55 5 Liquidez 44,166.67 31,997,768.49 5.1 À vista 0.00 21,953,601.82 5.1.2 Depósitos à ordem 0.00 21,953,601.82 5.2 A prazo 44,166.67 10,044,166.67 5.2.1 Depósitos e outros equiparados 44,166.67 10,044,166.67 8 Outros Valores a Regularizar 4,230,440.12 8.1 Valores Activos 4,250,630.76 8.2 Valores Passivos -20,190.64 Parte II - Valores Extrapatrimoniais 282,177.32 9 Operações com produtos derivados 282,177.32 9.2 Fora de mercado regulamentado 282,177.32 9.2.1 Forwards 665,437.65 9.2.2 Swaps -383,260.33

do Fundo: PPR Super Investimento 2009 Parte I - Valores Patrimoniais 664,146,042.56 1 Valores Mobiliários Cotados 3,398,941.80 509,407,533.74 1.1 Mercado Cotações Oficiais Portugal 193,018.89 12,794,858.89 1.1.3 Obrigações diversas 193,018.89 12,794,858.89 1.1.3 BCPPL 3.75% /2009-08/10/2016 3,900,000.00 102.52% EUR 102.52% 33,565.57 4,031,845.57 1.1.3 BCPPL 4.75% /2007-22/06/2017 4,000,000.00 106.19% EUR 106.19% 99,672.13 4,347,152.13 1.1.3 CIN - CORP IND DO NORTE Float/ 2014-19/12/2019 300,000.00 100.50% EUR 100.50% 275.75 301,775.75 1.1.3 METRO LISBOA 5.75% /2009-04/02/2019 1,000,000.00 112.56% EUR 112.56% 51,986.30 1,177,566.30 1.1.3 SEMAPA Float/ 2014-30/11/2020 2,900,000.00 101.00% EUR 101.00% 7,519.14 2,936,519.14 1.2 Mercado Cotações Oficiais UE 3,205,922.91 473,534,133.64 1.2.1 Títulos de dívida pública 980,696.72 236,492,666.72 1.2.1 BTPS 1.45% /2015-15/09/2022 30,000,000.00 102.66% EUR 102.66% 127,172.13 30,924,272.13 1.2.1 BTPS 1.5% /2015-01/06/2025 30,000,000.00 100.09% EUR 100.09% 36,885.25 30,065,085.25 1.2.1 DUTCH TREASURY CERT c/z /2015-29/02/2016 60,000,000.00 100.07% EUR 100.07% 0.00 60,042,000.00 1.2.1 FRTR 0.25% /2014-25/11/2016 27,000,000.00 100.54% EUR 100.54% 6,639.34 27,153,519.34 1.2.1 FRTR c/z /2014-25/05/2020 16,000,000.00 99.84% EUR 99.84% 0.00 15,975,040.00 1.2.1 PGB 4.45% /2008-15/06/2018 20,000,000.00 110.35% EUR 110.35% 483,907.10 22,553,907.10 1.2.1 SPGB 1.15% /2015-30/07/2020 25,000,000.00 102.14% EUR 102.14% 120,969.95 25,656,969.95 1.2.1 SPGB 1.95% /2015-30/07/2030 25,000,000.00 95.67% EUR 95.67% 205,122.95 24,121,872.95 1.2.3 Obrigações diversas 2,225,226.19 172,188,736.79 1.2.3 ABJA 4.85% 2014/31-01-2020 200,000.00 93.50% USD 85.88% 3,712.38 175,476.87 1.2.3 ABN AMRO BANK NV 6.375% /2011-27/04/2021 2,500,000.00 120.62% EUR 120.62% 107,991.80 3,123,441.80 1.2.3 ANGLO AMERICAN CAPITAL 1.5% /2015-01/04/2020 1,500,000.00 71.25% EUR 71.25% 16,844.26 1,085,594.26 1.2.3 AT & T INC 1.45% /2014-01/06/2022 (Call=01/03/2022) 2,000,000.00 99.92% EUR 99.92% 16,877.05 2,015,277.05 1.2.3 BANK OF IRELAND Var /2014-11/06/2024 (Call=11/06/2019) 3,700,000.00 103.85% EUR 103.85% 87,217.90 3,929,667.90 1.2.3 BANKIA VAR - 2014 / 22-05-2024 (Call=22/05/2019) 5,000,000.00 100.20% EUR 100.20% 121,857.92 5,131,757.92 1.2.3 BAYER AG 16,672.00 11,618.00% EUR 11,618.00% 0.00 1,936,952.96 1.2.3 BBVA Var Perp - 2015 / 18-02-2049 (CoCo) (Call=18/02/2020) 3,000,000.00 97.74% EUR 97.74% 175,315.07 3,107,575.07 1.2.3 BCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/10/2015) 6,700,000.00 64.93% EUR 64.93% 26,986.48 4,377,296.48 1.2.3 BCP 3.375% - 2014 / 27-02-2017 12,000,000.00 100.45% EUR 100.45% 340,643.84 12,394,523.84 1.2.3 BERGEN BANK A/S Float /1986-29/08/2049 (Call=29/02/2016) 1,000,000.00 61.00% USD 56.03% 2,084.23 562,385.51 1.2.3 BK TOKIO-MITSUBISHI UFJ 0.875% /2015-11/03/2022 2,500,000.00 97.96% EUR 97.96% 17,631.49 2,466,706.49 1.2.3 CELBI Float /2014-21/03/2019 (Call=21/03/2017) 7,500,000.00 101.00% EUR 101.00% 77,559.58 7,652,559.58 1.2.3 CENTRAL BANK OF SAVINGS 1.0% /2015-06/05/2020 1,000,000.00 99.57% EUR 99.57% 6,530.05 1,002,250.05 1.2.3 CENTRICA PLC Var /2015-10/04/2076 (Call=10/04/2021) 2,000,000.00 91.81% EUR 91.81% 43,442.62 1,879,702.62 1.2.3 CITIGROUP INC 1.375% /2014-27/10/2021 2,500,000.00 100.30% EUR 100.30% 6,104.85 2,513,529.85 1.2.3 COMMERZBANK 1.5% /2015-21/09/2022 2,500,000.00 100.95% EUR 100.95% 10,348.36 2,534,098.36 1.2.3 CRED SUIS GP FUN LTD 1.25% /2015-14/04/2022 2,500,000.00 96.92% EUR 96.92% 22,284.84 2,445,184.84 1.2.3 CREDIT AGRICOLE SA 3.95% /2012-26/07/2020 1,500,000.00 110.69% EUR 110.69% 10,713.70 1,671,003.70 1.2.3 DBR 1.0% /2015-15/08/2025 10,000,000.00 103.46% EUR 103.46% 45,628.42 10,391,428.42 1.2.3 DEUT PFANDBRIEFBANK AG 1.375% /2015-15/01/2018 2,500,000.00 100.75% EUR 100.75% 7,251.71 2,526,076.71 1.2.3 DEUTSCHE BANK AG 1.25% /2014-08/09/2021 2,500,000.00 100.26% EUR 100.26% 9,733.61 2,516,233.61 1.2.3 DRESDNER BK AG CMS /1999-31/05/2019 2,000,000.00 103.61% EUR 103.61% 52,500.00 2,124,700.00 1.2.3 DVB BANK SE 1.25% /2015-22/04/2020 2,500,000.00 100.21% EUR 100.21% 5,976.78 2,511,251.78 1.2.3 ECOPETROL SA 5.875% 2013/18-09-2023 2,000,000.00 91.33% USD 83.89% 30,579.29 1,708,433.61 1.2.3 GALP ENERGIA SGPS Float /2013-08/03/2018 20,000,000.00 102.00% EUR 102.00% 48,389.44 20,448,389.44 1.2.3 GRUPO PESTANA SGPS SA Float/ 2014-28/02/2020 3,000,000.00 100.25% EUR 100.25% 36,864.58 3,044,364.58 1.2.3 HTOGA 4.625% /2006-20/05/2016 2,500,000.00 101.13% EUR 101.13% 71,080.94 2,599,330.94 1.2.3 INTESA SANPAOLO SPA 1.125% /2015-04/03/2022 2,500,000.00 97.30% EUR 97.30% 23,206.97 2,455,656.97 1.2.3 JOSE DE MELLO SAUDE Float /2015-17/05/2021 3,000,000.00 99.50% EUR 99.50% 10,776.33 2,995,776.33 1.2.3 KBC GROEP NV Var /2015-11/03/2027 (Call=11/03/2022) 2,500,000.00 97.52% EUR 97.52% 37,781.76 2,475,856.76 1.2.3 MERCK KGAA Var /2014-12/12/2074 (Call=12/12/2024) 2,000,000.00 98.61% EUR 98.61% 3,504.10 1,975,664.10 1.2.3 MONTE DEI PASCHI 3.625% - 2014 / 01-04-2019 3,000,000.00 101.26% EUR 101.26% 81,413.93 3,119,093.93 1.2.3 NATL AUSTRALIA BANK 0.875% /2015-20/01/2022 2,500,000.00 98.81% EUR 98.81% 20,676.37 2,490,901.37 1.2.3 NIBC BANK NV 2.0% /2015-26/07/2018 2,500,000.00 101.61% EUR 101.61% 21,584.70 2,561,859.70 1.2.3 NOMURA 1.5% /2014-12/04/2021 2,500,000.00 100.06% EUR 100.06% 23,872.95 2,525,272.95 1.2.3 NUMERICABLE 5.375% 2014 / 15-05-2022 (CALL=15-05-2017) 1,000,000.00 102.08% EUR 102.08% 20,156.25 1,040,986.25 1.2.3 OTE 7.875% - 2013 / 07-02-2018 250,000.00 107.00% EUR 107.00% 7,875.00 275,375.00 1.2.3 PARPUBLICA 3.75% - 2014 / 05-07-2021 10,000,000.00 105.33% EUR 105.33% 183,401.64 10,716,401.64 1.2.3 PRICELINE GROUP INC 2.15% /2015-25/11/2022 (Call=25/08/2022) 2,200,000.00 100.06% EUR 100.06% 4,652.46 2,205,884.46 1.2.3 RABOBANK Var CoCo /2015-29/06/2049 (Call=29/06/2020) 2,500,000.00 101.36% EUR 101.36% 751.37 2,534,751.37 1.2.3 REPSOL INTL FINANCE 2.125% /2015-16/12/2020 2,500,000.00 99.35% EUR 99.35% 2,177.25 2,485,927.25 1.2.3 ROYAL BK SCOTLAND GRP PLC 1.625% /2014-25/06/2019 2,500,000.00 102.11% EUR 102.11% 20,978.48 2,573,628.48 1.2.3 SAUDACOR SA Float - 2014/03-07-2017 6,500,000.00 100.50% EUR 100.50% 99,643.01 6,632,143.01 1.2.3 SAUDACOR SA Float /2015-15/07/2020 800,000.00 99.75% EUR 99.75% 11,450.69 809,461.89 1.2.3 SCHAEFFLER FINANCE BV 3.25% /2014-15/05/2019 (Call=15/05/2016) 2,000,000.00 101.25% EUR 101.25% 8,125.00 2,033,125.00 1.2.3 SPAREBANK 1 SR BANK 2.125% /2014-14/04/2021 1,000,000.00 104.30% EUR 104.30% 15,406.25 1,058,436.25 1.2.3 TELEFONICA EUROPE BV Var perp /2014-04/12/2049 (Call=04/12/2019) 3,000,000.00 98.50% EUR 98.50% 9,295.08 2,964,295.08 1.2.3 TV AZTECA SA 7.625% 2013/18-09-2020 (Call=18/09/2017) 7,000,000.00 58.22% USD 53.48% 138,908.03 3,882,207.38 1.2.3 UNIONE DI BANCHE ITALIAN 2.875% /2014-18/02/2019 2,500,000.00 104.94% EUR 104.94% 62,226.03 2,685,626.03 1.2.3 WIND ACQUISITTION Float - 2014 / 15-07-2020 (Call=15/10/2015) 1,800,000.00 100.00% EUR 100.00% 15,211.35 1,815,211.35 1.2.4 Acções 0.00 64,852,730.13 1.2.4 ABN AMRO GROUP NV 57,730.00 20.67 EUR 20.67 0.00 1,193,279.10 1.2.4 ACCOR SA 38,000.00 40.00 EUR 40.00 0.00 1,520,000.00 1.2.4 ASM LITHOGRAPHY HOLDING NV 18,607.00 82.52 EUR 82.52 0.00 1,535,449.64 1.2.4 ASSA ABLOY AB - B 40,287.00 179.00 SEK 19.48 0.00 784,740.52 1.2.4 ASTRAZENECA PLC 40,765.00 46.16 GBP 62.89 0.00 2,563,815.52 1.2.4 BAE SYSTEMS 286,518.00 5.00 GBP 6.81 0.00 1,950,328.94 1.2.4 BNP PARIBAS 44,522.00 52.23 EUR 52.23 0.00 2,325,384.06

1.2.4 BRITISH SKY BROADCASTING PLC 103,228.00 11.12 GBP 15.15 0.00 1,563,996.68 1.2.4 CAP GEMINI SA 18,322.00 85.43 EUR 85.43 0.00 1,565,248.46 1.2.4 CARNIVAL PLC 26,325.00 38.66 GBP 52.67 0.00 1,386,640.10 1.2.4 CRH PLC 29,292.00 19.68 GBP 26.81 0.00 785,430.29 1.2.4 DANONE SA 26,790.00 62.28 EUR 62.28 0.00 1,668,481.20 1.2.4 DANSKE BANK A/S 47,641.00 184.80 DKK 24.76 0.00 1,179,757.30 1.2.4 DELHAIZE GROUP 9,255.00 89.79 EUR 89.79 0.00 831,006.45 1.2.4 DEUTSCHE POST AG-REG 52,183.00 25.96 EUR 25.96 0.00 1,354,931.59 1.2.4 DIAGEO PLC 60,630.00 18.57 GBP 25.29 0.00 1,533,613.94 1.2.4 ENDESA SA 63,528.00 18.11 EUR 18.11 0.00 1,150,511.14 1.2.4 EUROPEAN AERONAUTIC DEFENCE NV 18,537.00 62.00 EUR 62.00 0.00 1,149,294.00 1.2.4 HSBC HOLDINGS PLC 159,405.00 5.36 GBP 7.30 0.00 1,164,343.90 1.2.4 IMPERIAL TOBACCO GROUP PLC 24,205.00 35.82 GBP 48.80 0.00 1,181,310.85 1.2.4 ING GROEP NV-CVA 109,000.00 12.45 EUR 12.45 0.00 1,357,050.00 1.2.4 INTERNATIONAL CONSOLIDATESD AIRLINES GROUP SA 120,342.00 6.10 GBP 8.31 0.00 1,000,185.57 1.2.4 INTESA SANPAOLO SPA 441,000.00 3.09 EUR 3.09 0.00 1,361,808.00 1.2.4 KBC GROEP NV 27,067.00 57.67 EUR 57.67 0.00 1,560,953.89 1.2.4 KONINKLIJKE AHOLD NV 49,198.00 19.48 EUR 19.48 0.00 958,131.05 1.2.4 LLOYDS TSB GROUP PLC 1,951,592.00 0.73 GBP 1.00 0.00 1,942,950.17 1.2.4 MARKS&SPENCER GROUP 190,361.00 4.52 GBP 6.16 0.00 1,173,367.62 1.2.4 NOKIA OYJ 178,323.00 6.61 EUR 6.61 0.00 1,178,715.03 1.2.4 NORDEA AB 153,897.00 93.65 SEK 10.19 0.00 1,568,361.07 1.2.4 RANDSTAD HOLDING NV 13,535.00 57.53 EUR 57.53 0.00 778,668.55 1.2.4 RECKITT BENCKISER GROUP PLC 22,928.00 62.73 GBP 85.47 0.00 1,959,634.09 1.2.4 REPSOL YPF SA 74,499.00 10.12 EUR 10.12 0.00 753,929.88 1.2.4 ROYAL DUTCH SHELL 66,429.00 21.09 EUR 21.09 0.00 1,400,987.61 1.2.4 SIEMENS AG-REG 21,652.00 89.87 EUR 89.87 0.00 1,945,865.24 1.2.4 SMITH & NEPHEW PLC 84,505.00 12.07 GBP 16.45 0.00 1,389,706.86 1.2.4 SOLVAY SA 11,808.00 98.43 EUR 98.43 0.00 1,162,261.44 1.2.4 SWEDBANK AG 76,907.00 187.40 SEK 20.39 0.00 1,568,352.12 1.2.4 SWEDISH MATCH AB 24,169.00 300.70 SEK 32.72 0.00 790,861.12 1.2.4 TELEFONICA SA 186,961.00 10.23 EUR 10.23 0.00 1,913,545.83 1.2.4 TELENOR ASA 75,989.00 148.30 NOK 15.44 0.00 1,173,505.02 1.2.4 TOTAL SA 35,320.00 41.27 EUR 41.27 0.00 1,457,479.80 1.2.4 VALEO SA 8,157.00 142.50 EUR 142.50 0.00 1,162,372.50 1.2.4 VEOLIA ENVIRONNEMEM 53,542.00 21.86 EUR 21.86 0.00 1,170,160.41 1.2.4 VINCI SA 26,228.00 59.12 EUR 59.12 0.00 1,550,599.36 1.2.4 VODAFONE GROUP PLC 867,881.00 2.21 GBP 3.01 0.00 2,613,280.21 1.2.4 WPP PLC 73,838.00 15.63 GBP 21.30 0.00 1,572,434.01 1.3 Mercado Cotações Oficiais não UE 0.00 23,078,541.21 1.3.4 Acções 0.00 23,078,541.21 1.3.4 BANQUE MAROCAINE DU COMMERCE MAD 634,108.00 213.00 MAD 19.76 0.00 12,530,499.77 1.3.4 NESTLE SA - REGISTERED 34,150.00 74.55 CHF 68.80 0.00 2,349,683.89 1.3.4 NOVARTIS AG 31,756.00 86.80 CHF 80.11 0.00 2,543,997.05 1.3.4 ROCHE HOLDING AG-GENUSSCHEIN 9,935.00 276.40 CHF 255.10 0.00 2,534,410.71 1.3.4 SYNGENTA AG 3,232.00 392.30 CHF 362.07 0.00 1,170,201.75 1.3.4 UBS GROUP AG-REG 108,225.00 19.52 CHF 18.02 0.00 1,949,748.04 2 Valores Não Cotados 33,755.85 3,320,219.07 2.2 Valores mobiliários estrangeiros 33,755.85 3,320,219.07 2.2.3 Obrigações diversas 33,755.85 3,320,219.07 2.2.3 ARBARS 10.5% /2014-23/05/2016 3,000,000.00 94.50% USD 86.80% 29,737.30 2,633,760.45 2.2.3 CITIC SECURITIES FIN MTN 3.5% /2014-30/10/2019 750,000.00 99.06% USD 90.99% 4,018.55 686,458.62 3 Un.Part. Instituições Investimento Colectivo 0.00 7,405,354.40 3.2 Fundos Não Harmonizados 0.00 7,405,354.40 3.2 LUSITANO PROJECT FINANCE Nº 1 FTC 16,400,000.00 0.45 EUR 0.45 0.00 7,405,354.40 4 Imobiliário 0.00 23,902,911.75 4.2 Un.Part. Fundos investimentos imobiliário 0.00 23,902,911.75 4.2 FUNGEPI NOVO BANCO 4,866,359.00 1.37 EUR 1.37 0.00 6,663,992.01 4.2 NB Património 1,803,724.84 9.56 EUR 9.56 0.00 17,238,919.74 5 Liquidez 0.00 106,801,815.56 5.1 À vista 0.00 106,801,815.56 5.1.2 Depósitos à ordem 0.00 106,801,815.56 8 Outros Valores a Regularizar 13,308,208.04 8.1 Valores Activos 13,332,008.73 8.2 Valores Passivos -23,800.69 Parte II - Valores Extrapatrimoniais 733,328.16 9 Operações com produtos derivados 733,328.16 9.2 Fora de mercado regulamentado 733,328.16 9.2.1 Forwards 733,328.16

do Fundo: PPR Objectivo 2010 Nº Unidades em circulação: 1,939,737.77 Valor Unitário da Unidade de conta 7.6309 Parte I - Valores Patrimoniais 14,789,618.61 1 Valores Mobiliários Cotados 113,300.71 8,650,110.23 1.1 Mercado Cotações Oficiais Portugal 0.00 399,459.39 1.1.4 Acções 0.00 399,459.39 1.1.4 BCP - Nom.e Port.Reg. 3,518,719.00 0.05 EUR 0.05 0.00 171,713.49 1.1.4 CTT - Correios de Portugal, SA 25,734.00 8.85 EUR 8.85 0.00 227,745.90 1.2 Mercado Cotações Oficiais UE 113,300.71 8,250,650.84 1.2.1 Títulos de dívida pública 42,828.25 2,237,130.11 1.2.1 BTPS 2.35% + Inflação - 2014 / 15-09-2024 150,000.00 116.33% EUR 116.33% 1,038.48 175,533.85 1.2.1 CCTS Float /2014-15/06/2022 50,000.00 100.89% EUR 100.89% 11.38 50,456.88 1.2.1 CCTS Float /2014-15/12/2020 190,000.00 102.30% EUR 102.30% 64.35 194,440.05 1.2.1 DBR 5.5 % /2000-04/01/2031 750,000.00 161.43% EUR 161.43% 40,797.95 1,251,485.45 1.2.1 DBRI 0.5% + Inflação - 2014 / 15-04-2030 145,000.00 110.92% EUR 110.92% 521.06 161,352.92 1.2.1 FRTR 0.25% + Inflação /2013-25/07/2024 260,000.00 106.12% EUR 106.12% 284.92 276,190.95 1.2.1 SPGBEI 1% + Inflação /2014-30/11/2030 130,000.00 98.12% EUR 98.12% 110.11 127,670.01 1.2.3 Obrigações diversas 70,472.46 6,013,520.73 1.2.3 AIR FRANCE 6.25% - 2012 / 18-01-2018 200,000.00 106.15% EUR 106.15% 11,883.56 224,191.56 1.2.3 ANGLO AMERICAN CAPITAL 2.5% /2012-18/09/2018 200,000.00 83.36% EUR 83.36% 1,420.77 168,136.77 1.2.3 AP MOELLER-MAERSK A/S 1.5% /2015-24/11/2022 200,000.00 97.60% EUR 97.60% 303.28 195,503.28 1.2.3 ARCELORMITTAL Float /2015-09/04/2018 210,000.00 88.31% EUR 88.31% 960.59 186,403.19 1.2.3 BAIC INALFA HK INVST 1.9% /2015-02/11/2020 200,000.00 98.42% EUR 98.42% 612.57 197,446.57 1.2.3 BANCO NAC DESENV 4.125% /2010-15/09/2017 250,000.00 93.22% EUR 93.22% 3,014.86 236,064.86 1.2.3 BANCO POPULARE SC C/F Float /2012-06/12/2017 180,000.00 103.38% EUR 103.38% 513.60 186,601.20 1.2.3 BHP BILLITON FINANCE LTD Float /2015-28/04/2020 250,000.00 97.42% EUR 97.42% 127.11 243,677.11 1.2.3 CELBI Float /2014-21/03/2019 (Call=21/03/2017) 400,000.00 101.00% EUR 101.00% 4,136.51 408,136.51 1.2.3 CITIGROUP INC /2005-30/11/2017 (Call=30/11/2015) 200,000.00 100.00% EUR 100.00% 199.95 200,199.95 1.2.3 CNH INDUSTRIAL FIN 6.25% /2011-09/03/2018 200,000.00 107.51% EUR 107.51% 10,143.44 225,153.44 1.2.3 DVB BANK SE 1.25% /2015-22/04/2020 200,000.00 100.21% EUR 100.21% 478.14 200,900.14 1.2.3 EASTERN CREATION II INVE 1.5% /2015-29/07/2019 200,000.00 98.33% EUR 98.33% 1,270.49 197,926.49 1.2.3 FCA CAPITAL IRELAND PLC 1.25% /2015-13/06/2018 200,000.00 100.24% EUR 100.24% 327.87 200,805.87 1.2.3 FCE BANK LPC Float /2015-17/09/2019 200,000.00 99.39% EUR 99.39% 65.96 198,853.96 1.2.3 FIAT 7.75% - 2012 / 17-10-2016 200,000.00 104.85% EUR 104.85% 3,176.23 212,876.23 1.2.3 GOLDMAN SACHS GROUP INC Float /2015-29/05/2020 200,000.00 100.20% EUR 100.20% 101.78 200,497.78 1.2.3 INTERNATIONAL GAME TECH Step Up /2010-02/02/2018 150,000.00 108.22% EUR 108.22% 9,039.04 171,372.04 1.2.3 NEOPOST 2.5% - 2014 / 23-06-2021 (CALL=23-03-2021) 300,000.00 93.23% EUR 93.23% 3,913.93 283,615.93 1.2.3 PORTUGAL TELECOM INT FIN 4.625% /2013-08/05/2020 200,000.00 45.67% EUR 45.67% 5,989.75 97,319.75 1.2.3 REPSOL INTL FINANCE 2.125% /2015-16/12/2020 200,000.00 99.35% EUR 99.35% 174.18 198,874.18 1.2.3 RWE AG Var /2015-21/04/2075 (Call=21/10/2020) 170,000.00 85.75% EUR 85.75% 906.90 146,681.90 1.2.3 SHELL Float - 2015 / 15-09-2019 200,000.00 99.96% EUR 99.96% 24.18 199,936.18 1.2.3 TELECOM ITALIA Float - 2007 / 07-06-2016 200,000.00 100.34% EUR 100.34% 88.80 200,774.80 1.2.3 TELEFONICA Var pp - 2013/ 18-09-2049 (Call=18/09/2018) 200,000.00 105.25% EUR 105.25% 3,693.99 214,193.99 1.2.3 THYSSENKRUPP 1.75% - 2015 / 25-11-2020 (CALL=25-08-2020) 200,000.00 96.75% EUR 96.75% 344.26 193,844.26 1.2.3 UNICREDIT SPA Var /2011-30/09/2017 350,000.00 100.35% EUR 100.35% 0.00 351,207.50 1.2.3 VALLOUREC SA 4.25% /2011-14/02/2017 200,000.00 98.31% EUR 98.31% 7,452.05 204,066.05 1.2.3 VERSE 1 Snr MTG 4.172% - 2013 / 16-02-2017 66,978.44 101.75% EUR 101.75% 108.67 68,259.24 2 Valores Não Cotados 787.63 552,779.63 2.2 Valores mobiliários estrangeiros 787.63 552,779.63 2.2.3 Obrigações diversas 787.63 552,779.63 2.2.3 BESG BVI 1.45% /2015-05/11/2018 200,000.00 99.86% EUR 99.86% 443.72 200,155.72 2.2.3 BNP PARIBAS Float /2008-18/04/2018 200,000.00 100.03% EUR 100.03% 343.91 200,403.91 2.2.3 CA CIB Float - 2014 / 30-06-2019 (CLN Rallye) 200,000.00 76.11% EUR 76.11% 0.00 152,220.00 3 Un.Part. Instituições Investimento Colectivo 0.00 4,800,318.10 3.1 Fundos Harmonizados 0.00 4,078,886.00 3.1 JB LOCAL EMERGING BOND - C 1,545.78 267.30 USD 245.52 0.00 379,522.05 3.1 NB - Euro Bond 237.85 2,010.51 EUR 2,010.51 0.00 478,199.80 3.1 NB - European Equity 17,581.00 95.11 EUR 95.11 0.00 1,672,128.91 3.1 NB - Global Bond 2,319.00 275.93 EUR 275.93 0.00 639,881.67 3.1 NB - Global Enhancement 440.00 850.84 EUR 850.84 0.00 374,369.60 3.1 NB - Momentum Class R 4,566.12 117.12 EUR 117.12 0.00 534,783.97 3.2 Fundos Não Harmonizados 0.00 721,432.10 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 7.35 98,112.65 EUR 98,112.65 0.00 721,432.10 4 Imobiliário 0.00 465,056.47 4.2 Un.Part. Fundos investimentos imobiliário 0.00 465,056.47 4.2 CIMÓVEL FII 79,897.00 5.82 EUR 5.82 0.00 465,056.47 5 Liquidez 0.00 536,579.72 5.1 À vista 0.00 536,579.72 5.1.2 Depósitos à ordem 0.00 536,579.72 8 Outros Valores a Regularizar -215,225.54 8.1 Valores Activos 87,984.02 8.2 Valores Passivos -303,209.56 Parte II - Valores Extrapatrimoniais 12,326.32 9 Operações com produtos derivados 12,326.32 9.1 Em mercado regulamentado 0.00 9.1.1 Futuros 0.00 0.00 9.2 Fora de mercado regulamentado 12,326.32 9.2.4 Opções 12,326.32

do Fundo: PPR Objectivo 2020 Nº Unidades em circulação: 1,174,121.47 Valor Unitário da Unidade de conta 7.1224 Parte I - Valores Patrimoniais 8,356,959.80 1 Valores Mobiliários Cotados 46,813.65 4,312,271.47 1.1 Mercado Cotações Oficiais Portugal 0.00 216,446.24 1.1.4 Acções 0.00 216,446.24 1.1.4 BCP - Nom.e Port.Reg. 1,909,134.00 0.05 EUR 0.05 0.00 93,165.74 1.1.4 CTT - Correios de Portugal, SA 13,930.00 8.85 EUR 8.85 0.00 123,280.50 1.2 Mercado Cotações Oficiais UE 46,813.65 4,095,825.23 1.2.1 Títulos de dívida pública 14,728.28 964,427.38 1.2.1 BTPS 2.35% + Inflação - 2014 / 15-09-2024 80,000.00 116.33% EUR 116.33% 553.86 93,618.06 1.2.1 CCTS Float /2014-15/06/2022 50,000.00 100.89% EUR 100.89% 11.38 50,456.88 1.2.1 CCTS Float /2014-15/12/2020 80,000.00 102.30% EUR 102.30% 27.09 81,869.49 1.2.1 DBR 5.5 % /2000-04/01/2031 250,000.00 161.43% EUR 161.43% 13,599.32 417,161.82 1.2.1 DBRI 0.5% + Inflação - 2014 / 15-04-2030 90,000.00 110.92% EUR 110.92% 323.42 100,150.09 1.2.1 FRTR 0.25% + Inflação /2013-25/07/2024 125,000.00 106.12% EUR 106.12% 136.98 132,784.11 1.2.1 SPGBEI 1% + Inflação /2014-30/11/2030 90,000.00 98.12% EUR 98.12% 76.23 88,386.93 1.2.3 Obrigações diversas 32,085.37 3,131,397.85 1.2.3 AIR FRANCE 6.25% - 2012 / 18-01-2018 100,000.00 106.15% EUR 106.15% 5,941.78 112,095.78 1.2.3 ANGLO AMERICAN CAPITAL 2.5% /2012-18/09/2018 100,000.00 83.36% EUR 83.36% 710.38 84,068.38 1.2.3 AP MOELLER-MAERSK A/S 1.5% /2015-24/11/2022 100,000.00 97.60% EUR 97.60% 151.64 97,751.64 1.2.3 ARCELORMITTAL Float /2015-09/04/2018 120,000.00 88.31% EUR 88.31% 548.91 106,516.11 1.2.3 BAIC INALFA HK INVST 1.9% /2015-02/11/2020 200,000.00 98.42% EUR 98.42% 612.57 197,446.57 1.2.3 BANCO NAC DESENV 4.125% /2010-15/09/2017 150,000.00 93.22% EUR 93.22% 1,808.91 141,638.91 1.2.3 BANCO POPULARE SC C/F Float /2012-06/12/2017 100,000.00 103.38% EUR 103.38% 285.33 103,667.33 1.2.3 BHP BILLITON FINANCE LTD Float /2015-28/04/2020 150,000.00 97.42% EUR 97.42% 76.27 146,206.27 1.2.3 CELBI Float /2014-21/03/2019 (Call=21/03/2017) 200,000.00 101.00% EUR 101.00% 2,068.26 204,068.26 1.2.3 CITIGROUP INC /2005-30/11/2017 (Call=30/11/2015) 100,000.00 100.00% EUR 100.00% 99.98 100,099.98 1.2.3 CNH INDUSTRIAL FIN 6.25% /2011-09/03/2018 100,000.00 107.51% EUR 107.51% 5,071.72 112,576.72 1.2.3 DVB BANK SE 1.25% /2015-22/04/2020 100,000.00 100.21% EUR 100.21% 239.07 100,450.07 1.2.3 EASTERN CREATION II INVE 1.5% /2015-29/07/2019 100,000.00 98.33% EUR 98.33% 635.25 98,963.25 1.2.3 FCA CAPITAL IRELAND PLC 1.25% /2015-13/06/2018 100,000.00 100.24% EUR 100.24% 163.93 100,402.93 1.2.3 FCE BANK LPC Float /2015-17/09/2019 100,000.00 99.39% EUR 99.39% 32.98 99,426.98 1.2.3 FIAT 7.75% - 2012 / 17-10-2016 100,000.00 104.85% EUR 104.85% 1,588.11 106,438.11 1.2.3 GOLDMAN SACHS GROUP INC Float /2015-29/05/2020 100,000.00 100.20% EUR 100.20% 50.89 100,248.89 1.2.3 INTERNATIONAL GAME TECH Step Up /2010-02/02/2018 50,000.00 108.22% EUR 108.22% 3,013.01 57,124.01 1.2.3 NEOPOST 2.5% - 2014 / 23-06-2021 (CALL=23-03-2021) 100,000.00 93.23% EUR 93.23% 1,304.64 94,538.64 1.2.3 PORTUGAL TELECOM INT FIN 4.625% /2013-08/05/2020 100,000.00 45.67% EUR 45.67% 2,994.88 48,659.88 1.2.3 REPSOL INTL FINANCE 2.125% /2015-16/12/2020 100,000.00 99.35% EUR 99.35% 87.09 99,437.09 1.2.3 RWE AG Var /2015-21/04/2075 (Call=21/10/2020) 100,000.00 85.75% EUR 85.75% 533.47 86,283.47 1.2.3 SANOFI Float - 2015 / 22-03-2019 100,000.00 100.02% EUR 100.02% 4.23 100,019.23 1.2.3 SANTANDER ISSUAN Var /2006/30/05/2018 (Call=30/11/2015) 100,000.00 99.04% EUR 99.04% 65.18 99,107.18 1.2.3 TELECOM ITALIA Float - 2007 / 07-06-2016 100,000.00 100.34% EUR 100.34% 44.40 100,387.40 1.2.3 THYSSENKRUPP 1.75% - 2015 / 25-11-2020 (CALL=25-08-2020) 100,000.00 96.75% EUR 96.75% 172.13 96,922.13 1.2.3 UNICREDIT SPA Var /2011-30/09/2017 200,000.00 100.35% EUR 100.35% 0.00 200,690.00 1.2.3 VALLOUREC SA 4.25% /2011-14/02/2017 100,000.00 98.31% EUR 98.31% 3,726.03 102,033.03 1.2.3 VERSE 1 Snr MTG 4.172% - 2013 / 16-02-2017 33,489.22 101.75% EUR 101.75% 54.33 34,129.61 2 Valores Não Cotados 393.82 276,389.82 2.2 Valores mobiliários estrangeiros 393.82 276,389.82 2.2.3 Obrigações diversas 393.82 276,389.82 2.2.3 BESG BVI 1.45% /2015-05/11/2018 100,000.00 99.86% EUR 99.86% 221.86 100,077.86 2.2.3 BNP PARIBAS Float /2008-18/04/2018 100,000.00 100.03% EUR 100.03% 171.96 100,201.96 2.2.3 CA CIB Float - 2014 / 30-06-2019 (CLN Rallye) 100,000.00 76.11% EUR 76.11% 0.00 76,110.00 3 Un.Part. Instituições Investimento Colectivo 0.00 3,286,286.89 3.1 Fundos Harmonizados 0.00 2,883,583.53 3.1 JB LOCAL EMERGING BOND - C 847.68 267.30 USD 245.52 0.00 208,124.98 3.1 NB - Euro Bond 127.62 2,010.51 EUR 2,010.51 0.00 256,581.29 3.1 NB - European Equity 5,695.00 95.11 EUR 95.11 0.00 541,651.45 3.1 NB - Global Bond 618.00 275.93 EUR 275.93 0.00 170,524.74 3.1 NB - Global Enhancement 246.00 850.84 EUR 850.84 0.00 209,306.64 3.1 NB - Momentum Class R 12,785.13 117.12 EUR 117.12 0.00 1,497,394.43 3.2 Fundos Não Harmonizados 0.00 402,703.36 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 4.10 98,112.65 EUR 98,112.65 0.00 402,703.36 4 Imobiliário 0.00 252,612.56 4.2 Un.Part. Fundos investimentos imobiliário 0.00 252,612.56 4.2 CIMÓVEL FII 43,399.00 5.82 EUR 5.82 0.00 252,612.56 5 Liquidez 0.00 347,120.03 5.1 À vista 0.00 347,120.03 5.1.2 Depósitos à ordem 0.00 347,120.03 8 Outros Valores a Regularizar -117,720.97 8.1 Valores Activos 34,564.62 8.2 Valores Passivos -152,285.59 Parte II - Valores Extrapatrimoniais 5,602.93 9 Operações com produtos derivados 5,602.93 9.1 Em mercado regulamentado 0.00 9.1.1 Futuros 0.00 0.00 9.2 Fora de mercado regulamentado 5,602.93 9.2.4 Opções 5,602.93

do Fundo: PPR Poupança Activa (*) Nº Unidades em circulação: 8,140,554.71 Valor Unitário da Unidade de conta 7.7576 (*) Este Fundo Autónomo está associado a produtos da GNB, Companhia de Seguros de Vida, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da GNB SEGUROS VIDA" Parte I - Valores Patrimoniais 63,122,005.57 1 Valores Mobiliários Cotados 682,417.66 47,640,117.16 1.1 Mercado Cotações Oficiais Portugal 9,597.00 4,931,210.75 1.1.3 Obrigações diversas 9,597.00 3,509,597.00 1.1.3 SEMAPA Float /2006-20/04/2016 3,500,000.00 100.00% EUR 100.00% 9,597.00 3,509,597.00 1.1.4 Acções 0.00 1,421,613.75 1.1.4 BCP - Nom.e Port.Reg. 13,935,000.00 0.05 EUR 0.05 0.00 680,028.00 1.1.4 CTT - Correios de Portugal, SA 83,795.00 8.85 EUR 8.85 0.00 741,585.75 1.2 Mercado Cotações Oficiais UE 672,820.66 42,708,906.41 1.2.1 Títulos de dívida pública 16,547.52 5,614,923.35 1.2.1 BTPS 2.5% /2014-01/12/2024 1,500,000.00 108.66% EUR 108.66% 3,073.77 1,632,958.77 1.2.1 SPGB 2.75% /2014-31/10/2024 400,000.00 109.15% EUR 109.15% 1,833.33 438,433.33 1.2.1 SPGB 5.15% - 2013 / 31-10-2028 1,000,000.00 133.32% EUR 133.32% 8,583.33 1,341,783.33 1.2.1 SPGBEI 1.8% + Inflação /2013-30/11/2024 2,000,000.00 109.93% EUR 109.93% 3,057.09 2,201,747.92 1.2.3 Obrigações diversas 656,273.14 37,093,983.06 1.2.3 ANGLO AMERICAN CAPITAL 2.5% /2012-18/09/2018 800,000.00 83.36% EUR 83.36% 5,683.06 672,547.06 1.2.3 ARCELLORMITTAL 2.875% 2014/06-07-2020 500,000.00 81.59% EUR 81.59% 6,991.12 414,921.12 1.2.3 ARCELORMITTAL 3% 2014-25-03-2019 3,000,000.00 87.23% EUR 87.23% 69,098.36 2,686,058.36 1.2.3 BAIC INALFA HK INVST 1.9% /2015-02/11/2020 650,000.00 98.42% EUR 98.42% 1,990.85 641,701.35 1.2.3 BANCA POP DI VICENZA 3.5% /2014-20/01/2017 450,000.00 95.88% EUR 95.88% 14,886.99 446,324.49 1.2.3 BANK OF IRELAND 3.25% /2014-15/01/2019 1,200,000.00 107.30% EUR 107.30% 37,397.26 1,324,997.26 1.2.3 BANK OF IRELAND Var /2014-11/06/2024 (Call=11/06/2019) 1,000,000.00 103.85% EUR 103.85% 23,572.40 1,062,072.40 1.2.3 BARCLAYS BANK PLC 6.625% /2011-30/03/2022 500,000.00 125.49% EUR 125.49% 24,979.51 652,414.51 1.2.3 BMW FINANCE NV 0.875% /2015-17/11/2020 700,000.00 99.95% EUR 99.95% 736.34 700,414.34 1.2.3 CENTRAL BANK OF SAVINGS 1.0% /2015-06/05/2020 700,000.00 99.57% EUR 99.57% 4,571.04 701,575.04 1.2.3 CNH INDUSTRIAL FIN 2.75% 2014/18-03-2019 4,200,000.00 99.98% EUR 99.98% 90,885.25 4,290,129.25 1.2.3 CNOOC 2.75% /2013-03/10/2020 700,000.00 105.07% EUR 105.07% 4,681.01 740,171.01 1.2.3 COMMERZBANK AG 0.625% /2015-14/03/2019 700,000.00 99.80% EUR 99.80% 203.21 698,803.21 1.2.3 COMMERZBANK CAP 5.321% /2006-30/06/2016 630,000.00 101.25% EUR 101.25% 16,852.74 654,727.74 1.2.3 CREDIT AGRICOLE SA 4.5% /2010-30/06/2020 300,000.00 112.04% EUR 112.04% 36.89 336,165.89 1.2.3 CREDIT AGRICOLE SA 6.25% /2009-17/04/2019 200,000.00 115.45% EUR 115.45% 2,568.49 233,464.49 1.2.3 EDP FINANCE BV 2.625% - 2014 / 18-01-2022 1,800,000.00 99.75% EUR 99.75% 44,919.86 1,840,419.86 1.2.3 FCA CAPITAL IRELAND PLC 1.25% /2015-13/06/2018 750,000.00 100.24% EUR 100.24% 1,229.51 753,022.01 1.2.3 FCE BANK LPC Float /2015-17/09/2019 500,000.00 99.39% EUR 99.39% 164.89 497,134.89 1.2.3 FINMEC FINANCE 4.5% 2013/19-01-2021 1,500,000.00 108.88% EUR 108.88% 63,986.30 1,697,111.30 1.2.3 GALP ENERGIA SGPS SA 3% /2014-14/01/2021 3,500,000.00 100.39% EUR 100.39% 100,972.60 3,614,622.60 1.2.3 GLENCORE FIN DUBAI LTD Step /2012-19/11/2018 700,000.00 86.75% EUR 86.75% 2,108.61 609,358.61 1.2.3 INTESA SANPAOLO SPA 3.928% - 2014 / 15-09-2026 500,000.00 102.52% EUR 102.52% 5,741.75 518,331.75 1.2.3 ITALCEMENTI FIN 6.125% /2013-21/02/2018 700,000.00 108.46% EUR 108.46% 36,766.78 795,979.78 1.2.3 LUSITANO 4A MTG PLC - 2005 / 15-09-2048 (Call=15/12/2015) 3,249,277.23 84.83% EUR 84.83% 132.86 2,756,383.28 1.2.3 MOTA ENGIL 6.85% - 2013 / 18-03-2016 1,229,000.00 99.00% EUR 99.00% 23,852.84 1,240,562.84 1.2.3 NATIONWIDE BLDG SOCIETY 6.75% /2010-22/07/2020 500,000.00 122.55% EUR 122.55% 14,938.52 627,693.52 1.2.3 PARPUBLICA 3.75% - 2014 / 05-07-2021 1,000,000.00 105.33% EUR 105.33% 18,340.16 1,071,640.16 1.2.3 PETROLEOS MEXICANOS 1.875% /2015-21/04/2022 500,000.00 84.00% EUR 84.00% 6,506.15 426,506.15 1.2.3 REPSOL INTL FINANCE 2.125% /2015-16/12/2020 500,000.00 99.35% EUR 99.35% 435.45 497,185.45 1.2.3 SINOPEC GRP OVERSEA 1% /2015-28/04/2022 400,000.00 93.79% EUR 93.79% 2,699.45 377,875.45 1.2.3 SOCIETE DES AUTOROUTES Float /2015-03/01/2020 700,000.00 100.08% EUR 100.08% 484.71 701,030.71 1.2.3 SONAE Float - 2013 / 12-06-2018 1,400,000.00 101.00% EUR 101.00% 2,290.09 1,416,290.09 1.2.3 TELECOM ITALIA SPA 4.5% - 2013 / 25-01-2021 600,000.00 111.77% EUR 111.77% 25,298.63 695,888.63 1.2.3 UNITED PARCEL SERVICE Float /2015-15/07/2020 700,000.00 100.03% EUR 100.03% 269.46 700,458.46 2 Valores Não Cotados 17,346.76 1,536,360.26 2.2 Valores mobiliários estrangeiros 17,346.76 1,536,360.26 2.2.3 Obrigações diversas 17,346.76 1,536,360.26 2.2.3 ARBARS 10.5% /2014-23/05/2016 1,750,000.00 94.50% USD 86.80% 17,346.76 1,536,360.26 3 Un.Part. Instituições Investimento Colectivo 0.00 6,744,847.31 3.1 Fundos Harmonizados 0.00 6,430,592.50 3.1 DJ EUROSTOXX 50 MASTER UNIT 21,000.00 32.42 EUR 32.42 0.00 680,820.00 3.1 DOW JONES EURO STOXX 50 EX 145,500.00 33.10 EUR 33.10 0.00 4,815,322.50 3.1 ISHARES CORE EURO STOXX50 10,000.00 93.45 EUR 93.45 0.00 934,450.00 3.2 Fundos Não Harmonizados 0.00 314,254.81 3.2 NOVENERGIA II - ENERGY AND ENVIRONM SICAR - A 3.20 98,112.65 EUR 98,112.65 0.00 314,254.81 4 Imobiliário 0.00 6,819,682.22 4.2 Un.Part. Fundos investimentos imobiliário 0.00 6,819,682.22 4.2 FUNGEPI NOVO BANCO 2,756,309.00 1.37 EUR 1.37 0.00 3,774,489.54 4.2 FUNGERE - Fundo Gestão Património Imobiliário 1,444,383.00 2.11 EUR 2.11 0.00 3,045,192.68 5 Liquidez 0.00 2,306,854.04 5.1 À vista 0.00 2,306,854.04 5.1.2 Depósitos à ordem 0.00 2,306,854.04 8 Outros Valores a Regularizar -1,925,855.42 8.1 Valores Activos 0.01 8.2 Valores Passivos -1,925,855.43 Parte II - Valores Extrapatrimoniais 29,161.63 9 Operações com produtos derivados 29,161.63 9.2 Fora de mercado regulamentado 29,161.63 9.2.1 Forwards 29,161.63

do Fundo: PPR Poupança Activa 2006 (*) Nº Unidades em circulação: 37,486,311.99 Valor Unitário da Unidade de conta 6.6079 (*) Este Fundo Autónomo está associado a produtos da GNB, Companhia de Seguros de Vida, SA e a produtos T-Vida, Companhia de Seguros, SA em resseguro junto da GNB SEGUROS VIDA" Parte I - Valores Patrimoniais 239,460,504.50 1 Valores Mobiliários Cotados 2,199,606.59 181,201,822.37 1.1 Mercado Cotações Oficiais Portugal 12,183.85 10,244,376.06 1.1.3 Obrigações diversas 12,183.85 4,916,253.85 1.1.3 REFER 4.25% /2006-13/12/2021 1,500,000.00 106.94% EUR 106.94% 3,135.25 1,607,205.25 1.1.3 SEMAPA Float /2006-20/04/2016 3,300,000.00 100.00% EUR 100.00% 9,048.60 3,309,048.60 1.1.4 Acções 0.00 5,328,122.21 1.1.4 BCP - Nom.e Port.Reg. 52,238,160.00 0.05 EUR 0.05 0.00 2,549,222.21 1.1.4 CTT - Correios de Portugal, SA 314,000.00 8.85 EUR 8.85 0.00 2,778,900.00 1.2 Mercado Cotações Oficiais UE 2,187,422.74 170,957,446.31 1.2.1 Títulos de dívida pública 271,862.50 34,210,859.86 1.2.1 BTPS 1.5% /2015-01/06/2025 3,000,000.00 100.09% EUR 100.09% 3,688.52 3,006,508.52 1.2.1 BTPS 2.35% + Inflação - 2014 / 15-09-2024 3,000,000.00 116.33% EUR 116.33% 20,769.60 3,510,676.96 1.2.1 BTPS 2.5% /2014-01/12/2024 4,000,000.00 108.66% EUR 108.66% 8,196.72 4,354,556.72 1.2.1 BTPS 3.5% / 2014-01-03-2030 4,500,000.00 118.45% EUR 118.45% 52,069.67 5,382,229.67 1.2.1 BTPS 4.5% /2013-01/03/2024 4,000,000.00 124.27% EUR 124.27% 59,508.20 5,030,308.20 1.2.1 SPGB 1.6% /2015-30/04/2025 3,000,000.00 99.45% EUR 99.45% 32,131.15 3,015,481.15 1.2.1 SPGB 2.75% /2014-31/10/2024 5,000,000.00 109.15% EUR 109.15% 22,916.67 5,480,416.67 1.2.1 SPGB 5.75% 2001-30/07/2032 3,000,000.00 145.27% EUR 145.27% 72,581.97 4,430,681.97 1.2.3 Obrigações diversas 1,915,560.24 136,639,121.17 1.2.3 ABENGOA FINANCE 8.875% 2013-05/02/2018 1,000,000.00 14.18% EUR 14.18% 35,746.53 177,526.53 1.2.3 ABN AMRO BANK NV CMS /1999-10/06/2019 4,900,000.00 106.88% EUR 106.88% 128,715.62 5,365,590.62 1.2.3 ALLIED IRISH BANKS PLC 2.75% 2014/16-04-2019 2,000,000.00 105.22% EUR 105.22% 38,920.77 2,143,400.77 1.2.3 ANGLO AMERICAN CAPITAL 2.5% /2012-18/09/2018 2,800,000.00 83.36% EUR 83.36% 19,890.71 2,353,914.71 1.2.3 AP MOELLER-MAERSK A/S 1.5% /2015-24/11/2022 2,500,000.00 97.60% EUR 97.60% 3,790.98 2,443,790.98 1.2.3 APT PIPELINES LTD 1.375% /2015-22/03/2022 2,000,000.00 95.50% EUR 95.50% 21,489.07 1,931,389.07 1.2.3 ARCELLORMITTAL 2.875% 2014/06-07-2020 3,000,000.00 81.59% EUR 81.59% 41,946.72 2,489,526.72 1.2.3 AREVA SA 3.125% 2014/20-03-2023 1,500,000.00 90.82% EUR 90.82% 36,629.10 1,398,959.10 1.2.3 AXA SA Var /2014-20/05/2049 (Call=08/10/2025) 2,000,000.00 99.25% EUR 99.25% 17,786.89 2,002,786.89 1.2.3 BAIC INALFA HK INVST 1.9% /2015-02/11/2020 2,500,000.00 98.42% EUR 98.42% 7,657.10 2,468,082.10 1.2.3 BANCO NAC DESENV 4.125% /2010-15/09/2017 1,100,000.00 93.22% EUR 93.22% 13,265.37 1,038,685.37 1.2.3 BANCO SANTANDER SA Var CoCo 2014/11-09-2049 (Call=11/09/2021) 4,000,000.00 93.88% EUR 93.88% 13,661.20 3,768,661.20 1.2.3 BANK OF CHINA/HUNGARY Float /2015-30/06/2018 2,000,000.00 100.00% EUR 100.00% 48.28 2,000,108.28 1.2.3 BANK OF IRELAND 1.25% /2015-09/04/2020 1,500,000.00 100.76% EUR 100.76% 15,215.16 1,526,600.16 1.2.3 BANK OF IRELAND Var /2014-11/06/2024 (Call=11/06/2019) 2,000,000.00 103.85% EUR 103.85% 47,144.81 2,124,144.81 1.2.3 BARCLAYS BANK PLC 6.625% /2011-30/03/2022 2,100,000.00 125.49% EUR 125.49% 104,913.93 2,740,140.93 1.2.3 BCO FINANTIA INTL Float /2007-26/07/2017 (Call=26/10/2015) 1,000,000.00 64.93% EUR 64.93% 4,027.83 653,327.83 1.2.3 BCO SABADELL 5% - 2013/ 28-10-2017 (Conv. SAB SM) 250,950.00 98.94% EUR 98.94% 2,160.96 250,450.89 1.2.3 BMW FINANCE NV 0.875% /2015-17/11/2020 2,500,000.00 99.95% EUR 99.95% 2,629.78 2,501,479.78 1.2.3 CAIXA BANK Var - 2013 / 14-11-2023 (Call=14/11/2018) 1,500,000.00 104.69% EUR 104.69% 9,583.33 1,579,993.33 1.2.3 CAIXA TERRASSA Perp Float /2007-01/03/2049 (Call=01/03/2027) 4,000,000.00 73.50% EUR 73.50% 3,956.67 2,943,956.67 1.2.3 CENTRAL BANK OF SAVINGS 1.0% /2015-06/05/2020 3,000,000.00 99.57% EUR 99.57% 19,590.16 3,006,750.16 1.2.3 CNH INDUSTRIAL FIN 2.75% 2014/18-03-2019 300,000.00 99.98% EUR 99.98% 6,491.80 306,437.80 1.2.3 CNOOC 2.75% /2013-03/10/2020 2,210,000.00 105.07% EUR 105.07% 14,778.62 2,336,825.62 1.2.3 COMMERZBANK AG 0.625% /2015-14/03/2019 2,500,000.00 99.80% EUR 99.80% 725.75 2,495,725.75 1.2.3 CRED SUIS GP FUN LTD 1.25% /2015-14/04/2022 3,500,000.00 96.92% EUR 96.92% 31,198.77 3,423,258.77 1.2.3 CREDIT AGRICOLE SA 4.5% /2010-30/06/2020 2,600,000.00 112.04% EUR 112.04% 319.67 2,913,437.67 1.2.3 DANONE SA 1.25% /2015-30/05/2024 (Call=29/02/2024) 2,500,000.00 98.47% EUR 98.47% 2,646.86 2,464,321.86 1.2.3 DEUT PFANDBRIEFBANK AG 1.375% /2015-15/01/2018 2,000,000.00 100.75% EUR 100.75% 5,801.37 2,020,861.37 1.2.3 DEUTSCHE BANK AG 1.25% /2014-08/09/2021 600,000.00 100.26% EUR 100.26% 2,336.07 603,896.07 1.2.3 DEUTSCHE BANK AG Var /2014-31/05/2049 (Call=30/04/2022) 2,000,000.00 93.00% EUR 93.00% 80,327.87 1,940,327.87 1.2.3 EASTERN CREATION II INVE 1.5% /2015-29/07/2019 1,000,000.00 98.33% EUR 98.33% 6,352.46 989,632.46 1.2.3 EDP FINANCE BV 2.625% - 2014 / 18-01-2022 2,100,000.00 99.75% EUR 99.75% 52,406.51 2,147,156.51 1.2.3 FCE BANK LPC Float /2015-17/09/2019 1,300,000.00 99.39% EUR 99.39% 428.71 1,292,550.71 1.2.3 FIAT 6.625% - 2013 / 15-03-2018 500,000.00 108.80% EUR 108.80% 26,337.09 570,337.09 1.2.3 FIAT 6.75% /2013-14/10/2019 3,000,000.00 112.95% EUR 112.95% 43,155.74 3,431,655.74 1.2.3 FINMEC FINANCE 4.5% 2013/19-01-2021 3,500,000.00 108.88% EUR 108.88% 149,301.37 3,959,926.37 1.2.3 GALP ENERGIA SGPS Float /2013-08/03/2018 100,000.00 102.00% EUR 102.00% 241.95 102,241.95 1.2.3 GALP ENERGIA SGPS SA 3% /2014-14/01/2021 5,400,000.00 100.39% EUR 100.39% 155,786.30 5,576,846.30 1.2.3 GLENCORE FIN DUBAI LTD Step /2012-19/11/2018 2,000,000.00 86.75% EUR 86.75% 6,024.59 1,741,024.59 1.2.3 GLENCORE FINANCE 5.25% /2010-22/03/2017 600,000.00 98.38% EUR 98.38% 24,356.56 614,606.56 1.2.3 HSBC FRANCE Float /2015-27/11/2019 1,700,000.00 99.98% EUR 99.98% 716.08 1,700,427.08 1.2.3 HUTCHISON WHAMPOA Var pp 2013/10-05-2049 (call=10/05/2018) 3,000,000.00 100.07% EUR 100.07% 72,233.61 3,074,423.61 1.2.3 INTESA SANPAOLO SPA 3.928% - 2014 / 15-09-2026 1,000,000.00 102.52% EUR 102.52% 11,483.50 1,036,663.50 1.2.3 ITALCEMENTI FIN 6.125% /2013-21/02/2018 800,000.00 108.46% EUR 108.46% 42,019.18 909,691.18 1.2.3 KBC GROEP NV Var /2015-11/03/2027 (Call=11/03/2022) 1,500,000.00 97.52% EUR 97.52% 22,669.06 1,485,514.06 1.2.3 MACQUARIE BANK LTD 1% /2014-16/09/2019 700,000.00 101.44% EUR 101.44% 2,027.32 712,086.32 1.2.3 MERRILL LYNCH Float /2006-14/09/2018 600,000.00 98.44% EUR 98.44% 120.42 590,760.42 1.2.3 METRO AG 1.5% /2015-19/03/2025 4,000,000.00 94.70% EUR 94.70% 47,049.18 3,834,849.18