ocidental compª port. seguros vida, sa 2744-002 porto ...€¦ · ocidental compª port. seguros...

OCIDENTAL Compª Port. Seguros Vida, SA

Av.Dr.Mário Soares (Tagus Park) Edificio 10, piso 1

2744-002 PORTO SALVO

Capital Social: 22375000

NPC: 501 836 926

Conservatória do Registo Comercial nº 65816

Carteira: OC VIDA PPR-002 Data: 30/06/2016

Indice Designação MoedaQuantidade

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1. VALORES MOBILIÁRIOS COTADOS 1,118,242 65,836,850

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 603,442 40,615,471

1.1.1. Títulos de dívida pública 437,945 32,365,796

1.1.1. PGB 3.85% 15/04/21 EUR 6,700,000 109.21% 109.21% 53,710 7,370,445

1.1.1. PGB 4.1% 15/04/37 EUR 4,000,000 63.30% 63.30% 34,148 2,566,280

1.1.1. PGB 4.2% 15/10/16 EUR 2,000,000 98.18% 98.18% 59,443 2,022,947

1.1.1. PGB 4.35% 16/10/17 EUR 2,400,000 105.20% 105.20% 73,593 2,598,273

1.1.1. PGB 4.45% 15/06/18 EUR 4,000,000 107.48% 107.48% 7,315 4,306,315

1.1.1. PGB 4.8% 15/06/20 EUR 4,000,000 112.23% 112.23% 7,890 4,497,090

1.1.1. PGB 4.95% 25/10/23 EUR 3,500,000 115.56% 115.56% 117,867 4,162,467

1.1.1. PGB 5.65% 15/02/24 EUR 4,000,000 118.95% 118.95% 83,978 4,841,978

1.1.2. Outros fundos públicos e equiparados 54,967 2,109,367

1.1.2. Parpublica 3.567% 22/09/20 EUR 2,000,000 102.72% 102.72% 54,967 2,109,367

1.1.3. Obrigações diversas 110,530 6,140,308

1.1.3. Caixa Geral Depósitos 3% 15/01/19 EUR 1,000,000 107.26% 107.26% 13,689 1,086,239

1.1.3. CP Comboios de Portugal 4.17 % 16/10/19 EUR 1,000,000 105.95% 105.95% 29,395 1,088,935

1.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 1,500,000 109.29% 109.29% 34,641 1,674,021

1.1.3. Refer 5.875% 18/02/19 EUR 1,500,000 110.26% 110.26% 32,024 1,685,849

1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 193,357 101.10% 101.10% 314 195,798

1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 403,949 101.25% 101.25% 468 409,467

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 514,801 25,221,379


1.2.1. Belgium Kingdom 3.75% 28/02/20 EUR 1,000,000 118.28% 118.28% 28,279 1,211,029

1.2.1. Belgium Kingdom 0.2% 22/10/23 EUR 400,000 102.43% 102.43% 121 409,841

1.2.1. Caisse Amort Dette Soc 3.375% 25/04/21 EUR 500,000 117.80% 117.80% 3,051 592,051

1.2.1. FRTR 1.75% 25/11/24 EUR 250,000 114.73% 114.73% 2,606 289,431

1.2.1. Republic of Austria 1.75% 20/10/23 EUR 500,000 114.72% 114.72% 6,072 579,672

1.2.1. SPGB 3.8% 30/04/24 EUR 3,000,000 122.29% 122.29% 19,052 3,687,602


1.2.2. European Invt BK 8% 11/10/16 EUR 7,531,848 102.14% 102.14% 433,500 8,126,454


1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 1,000,000 104.27% 104.27% 1,041 1,043,741

1.2.3. BMW Finance NV Float 01/06/18 EUR 1,000,000 99.79% 99.79% -73 997,777

1.2.3. BPCE SA Float 28/05/18 EUR 1,000,000 100.75% 100.75% 346 1,007,826

1.2.3. BRISA 6.875% 02/04/18 EUR 1,000,000 111.32% 111.32% 16,764 1,129,934

1.2.3. BRISA Concessão Rodoviária SA 1.875% 30/04/25 EUR 1,000,000 98.32% 98.32% 3,134 986,284

1.2.3. Credit Suisse London Float 15/12/17 EUR 450,000 100.09% 100.09% 35 450,431

1.2.3. RaboBank Nederland Float 12/10/17 EUR 300,000 100.07% 100.07% 1 300,220

1.2.3. Royal Bank Canada Toronto Float 27/03/19 EUR 2,000,000 100.17% 100.17% 30 2,003,330

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 437,314 92.75% 92.75% 311 405,919

1.2.3. Vodafone Group Float 25/02/19 EUR 500,000 100.93% 100.93% 346 505,006

1.2.3. Wells Fargo Co Float 02/06/20 EUR 1,500,000 99.64% 99.64% 186 1,494,831

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 3,070,682

3.1. Fundos harmonizados 6,141,364

3.1. F&C Port FD-F&C Plus Fund I EUR EUR 43,463 70.65 70.65 3,070,682

4. IMOBILIÁRIO 2,930,701

4.2. Unidades de participação de fundos de investimento imobiliário 5,861,402

4.2. AF Portfólio Imobiliário - FII EUR 164,357 8.88 8.88 1,459,293

4.2. Imopromoção Fechado - FII EUR 1,004 610.62 610.62 613,058

4.2. Maxirent - Fundo Inv.Imob. EUR 29,405 9.72 9.72 285,673

4.2. Renda Predial Fechado - FII EUR 114,742 4.99 4.99 572,677

5. LIQUIDEZ 0 254,811

5.1. À vista 0 254,811

5.1.2. Depósitos à ordem 0 422,757

5.1.3. Comissões 0 -4,176

5.1.9 Outros 0 -163,771

9. VALOR LÍQUIDO GLOBAL DO FUNDO 72,093,044





NPC: 501 836 926


Carteira: OC VIDA OCID REFORMA-003 Data: 30/06/2016


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1. VALORES MOBILIÁRIOS COTADOS 518,036 38,956,286



1.1.1. PGB 3.85% 15/04/21 EUR 3,000,000 109.21% 109.21% 24,049 3,300,199

1.1.1. PGB 4.1% 15/02/45 EUR 400,000 102.95% 102.95% 6,094 417,874

1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 104.87% 104.87% 8,537 1,057,187

1.1.1. PGB 4.35% 16/10/17 EUR 500,000 105.20% 105.20% 15,332 541,307

1.1.1. PGB 4.95% 25/10/23 EUR 2,000,000 115.56% 115.56% 67,352 2,378,552

1.1.1. PGB 5.65% 15/02/24 EUR 1,000,000 118.95% 118.95% 20,995 1,210,495


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 500,000 101.18% 101.18% 1,808 507,718

1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 500,000 101.61% 101.61% 10,958 519,023




1.2.1. Belgium Kingdom 3.75% 28/02/20 EUR 500,000 118.28% 118.28% 14,139 605,514

1.2.1. Belgium Kingdom 4.25% 28/09/21 EUR 800,000 124.68% 124.68% 25,639 1,023,039

1.2.1. BGB 4% 28/03/17 EUR 500,000 103.33% 103.33% 5,151 521,801

1.2.1. FRTR 1% 25/11/18 EUR 650,000 103.71% 103.71% 3,872 677,954

1.2.1. Netherlands Government 2% 15/07/24 EUR 300,000 117.50% 117.50% 5,754 358,239

1.2.1. Netherlands Government 2.25% 15/07/22 EUR 450,000 116.21% 116.21% 9,710 532,633

1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 1,000,000 116.58% 116.58% 33,566 1,199,316

1.2.1. RAGB 3.9% 15/07/20 EUR 1,000,000 117.79% 117.79% 37,402 1,215,302

1.2.1. Republic of Austria 1.75% 20/10/23 EUR 1,630,000 114.72% 114.72% 19,796 1,889,732

1.2.2. Outros fundos públicos e equiparados 0 1,013,636

1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 2,000,000 99.12% 50.68% 0 1,013,636


1.2.3. Abbey Natl Treasury Serv Float 22/05/19 EUR 1,000,000 98.99% 98.99% 387 990,237

1.2.3. Auchan SA 2.875% 15/11/17 EUR 500,000 103.94% 103.94% 8,955 528,675

1.2.3. Banco Bilbao Viz 4.25% 18/01/17 EUR 1,500,000 102.35% 102.35% 28,566 1,563,741

1.2.3. Banco Comercial Português 3.375% 27/02/17 EUR 500,000 97.26% 97.26% 5,717 491,997

1.2.3. Banco Santander 2.875% 30/01/18 EUR 500,000 104.71% 104.71% 5,970 529,500

1.2.3. Banque Fed Cred Mutuel 2.875% 21/06/17 EUR 1,000,000 102.79% 102.79% 709 1,028,579

1.2.3. Banque Fed Cred Mutuel Float 29/05/17 EUR 400,000 100.02% 100.02% -37 400,047

1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 400,000 101.47% 101.47% 3,172 409,048

1.2.3. BMW Finance NV Float 01/06/18 EUR 400,000 99.79% 99.79% -29 399,111

1.2.3. BMW Finance NV Float 04/04/17 EUR 500,000 100.03% 100.03% 128 500,253

1.2.3. BNP Paribas 3% 24/02/17 EUR 435,000 101.95% 101.95% 4,528 448,024

1.2.3. BP Capital Markets Plc 3.83% 06/10/17 EUR 1,300,000 104.85% 104.85% 36,458 1,399,443

1.2.3. BPCE 3.75% 21/07/17 EUR 400,000 103.90% 103.90% 14,139 429,755

1.2.3. Credit Agricole London 1.875% 18/10/17 EUR 500,000 102.42% 102.42% 6,557 518,662



1.2.3. Daimler Canada Finance Float 13/08/18 EUR 500,000 99.15% 99.15% 7 495,757

1.2.3. Deutsche Bank AG Float 15/04/19 EUR 500,000 98.19% 98.19% 318 491,278

1.2.3. Elec de France 5.5% 25/10/16 EUR 800,000 101.68% 101.68% 29,934 843,390

1.2.3. France Telecom 4.75% 21/02/17 EUR 500,000 103.04% 103.04% 8,436 523,626

1.2.3. Ge Capital Euro Fund 4.25% 01/03/17 EUR 400,000 102.89% 102.89% 5,636 417,176

1.2.3. HSBC France Float 27/11/19 EUR 500,000 99.78% 99.78% 138 499,048

1.2.3. Lloyds Bank Plc 1.875% 10/10/18 EUR 600,000 103.36% 103.36% 8,115 628,257

1.2.3. NORD/LB LUX SA COV BOND BK 0.25% 10/03/20 EUR 500,000 100.99% 100.99% 384 505,314

1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 456,000 102.32% 102.32% 8,790 475,351

1.2.3. RTE EDF Transport 4.125% 27/09/16 EUR 200,000 100.94% 100.94% 6,244 208,130

1.2.3. Sanofi 1% 14/11/17 EUR 500,000 101.52% 101.52% 3,128 510,748

1.2.3. Shell International Fin Float 15/09/19 EUR 500,000 100.22% 100.22% 29 501,114

1.2.3. Skandinaviska Enskilda Float 15/09/20 EUR 500,000 100.05% 100.05% 43 500,293

1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 1,100,000 100.87% 100.87% 693 1,110,296

1.2.3. Volvo Treasury AB Float 11/09/17 EUR 400,000 99.96% 99.96% 36 399,860

1.2.3. Wells Fargo Co Float 02/06/20 EUR 500,000 99.64% 99.64% 62 498,277

1.2.3. Bayer Hypo-VereinsBank 5.43% 21/12/18 DEM 800,000 109.83% 56.16% 11,651 460,898




5. LIQUIDEZ 0 -3,103,248

5.1. À vista 0 -3,103,248


5.1.3. Comissões 0 -2,240

5.1.9 Outros 0 -3,352,589






NPC: 501 836 926


Carteira: OC MISTO C/ F.AUTONOMO 006 Data: 30/06/2016


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1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 9,444 593,699

1.1.1. Títulos de dívida pública 9,082 492,155

1.1.1. Euro Stability Mechanism 0.1% 03/11/20 EUR 100,000 102.06% 102.06% 66 102,130

1.1.1. PGB 3.85% 15/04/21 EUR 60,000 109.21% 109.21% 481 66,004

1.1.1. PGB 4.1% 15/04/37 EUR 30,000 104.87% 104.87% 256 31,716

1.1.1. PGB 4.35% 16/10/17 EUR 270,000 105.20% 105.20% 8,279 292,306

1.1.3. Obrigações diversas 362 101,544

1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 100,000 101.18% 101.18% 362 101,544





1.2.1. BGB 4% 28/03/17 EUR 200,000 103.33% 103.33% 2,060 208,720

1.2.1. France (Govt of) Cpz 25/05/20 EUR 300,000 101.75% 101.75% 0 305,250

1.2.1. RAGB 3.9% 15/07/20 EUR 300,000 117.79% 117.79% 11,220 364,590

1.2.1. Republic of Austria 0.25% 18/10/19 EUR 50,000 102.48% 102.48% 87 51,327


1.2.2. Outros fundos públicos e equiparados 180 279,836

1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.27% 102.27% 180 102,450

1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 350,000 99.13% 50.68% 0 177,386


1.2.3. Abbey Natl Treasury Serv Float 22/05/19 EUR 100,000 98.99% 98.99% 39 99,024

1.2.3. ABN AMRO Bank NV Float 14/01/19 EUR 100,000 100.27% 100.27% 54 100,326

1.2.3. Banque Fed Cred Mutuel Float 03/06/20 EUR 200,000 99.98% 99.98% 31 199,985

1.2.3. BNP Paribas 2.625% 16/09/16 EUR 100,000 100.48% 100.48% 2,066 102,548

1.2.3. BNP Paribas Float 15/01/20 EUR 100,000 99.98% 99.98% 32 100,009

1.2.3. BP Capital Markets Plc 3.83% 06/10/17 EUR 350,000 104.85% 104.85% 9,816 376,773

1.2.3. BPCE 3.75% 21/07/17 EUR 200,000 103.90% 103.90% 7,070 214,878

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 138.34% 138.34% 1,108 139,448



1.2.3. Deutsche Tel Int Fin Float 03/04/20 EUR 100,000 99.91% 99.91% 31 99,937

1.2.3. Lloyds Bank Plc 1.875% 10/10/18 EUR 100,000 103.36% 103.36% 1,352 104,709

1.2.3. Nomura Bank Intl Plc Float 30/09/19 EUR 250,000 114.52% 114.52% 10,762 297,069


1.2.3. REN Redes Energeticas 6.25% 21/09/16 EUR 60,000 101.17% 101.17% 1,031 61,733

1.2.3. Royal Bank Canada Toronto Float 27/03/19 EUR 100,000 100.17% 100.17% 2 100,167


1.2.3. Sanofi 1% 14/11/17 EUR 60,000 101.52% 101.52% 375 61,290

1.2.3. Shell International Fin Float 15/09/19 EUR 100,000 100.22% 100.22% 6 100,223


1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 100,000 100.87% 100.87% 63 100,936


5. LIQUIDEZ 0 177,683

5.1. À vista 0 177,683


5.1.3. Comissões 0 -375

5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC COMP SEGUROS VIDA,007 Data: 30/06/2016


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1.1.1. PGB 3.85% 15/04/21 EUR 700,000 109.21% 109.21% 5,612 770,047

1.1.1. PGB 4.1% 15/04/37 EUR 1,630,000 104.87% 104.87% 13,915 1,723,215

1.1.1. PGB 4.35% 16/10/17 EUR 6,100,000 105.20% 105.20% 187,050 6,603,945

1.1.1. PGB 4.45% 15/06/18 EUR 8,000,000 107.48% 107.48% 14,630 8,612,630

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 112.23% 112.23% 3,945 2,248,545

1.1.1. PGB 5.65% 15/02/24 EUR 1,000,000 118.95% 118.95% 20,995 1,210,495


1.1.3. Caixa Geral Depo 3.75% 18/01/18 EUR 1,000,000 105.63% 105.63% 16,803 1,073,133

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 703,680 99.85% 99.85% 700 703,325

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 1,003,754 77,111,920




1.2.1. BGB 4% 28/03/17 EUR 5,000,000 103.33% 103.33% 51,507 5,218,007

1.2.1. France (Govt of) 0.25% 25/11/20 EUR 2,000,000 102.92% 102.92% 2,978 2,061,378

1.2.1. FRTR 1% 25/11/18 EUR 5,000,000 103.71% 103.71% 29,781 5,215,031

1.2.1. FRTR 1.75% 25/05/23 EUR 6,400,000 113.53% 113.53% 11,047 7,276,647

1.2.1. FRTR 4.25% 25/10/18 EUR 1,000,000 111.16% 111.16% 28,914 1,140,464

1.2.1. FRTR 5% 25/10/16 EUR 85,600 101.72% 101.72% 2,912 89,980



1.2.3. Abbey Natl Treasury Serv Float 22/05/19 EUR 1,800,000 98.99% 98.99% 697 1,782,427

1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 1,468,000 119.59% 119.59% 16,409 1,771,932

1.2.3. ABN AMRO Bank NV Float 14/01/19 EUR 1,500,000 100.27% 100.27% 805 1,504,885

1.2.3. Banco Comercial Português 3.375% 27/02/17 EUR 2,500,000 97.26% 97.26% 28,586 2,459,986

1.2.3. Banque Fed Cred Mutuel 0.25% 14/06/19 EUR 2,500,000 100.46% 100.46% 274 2,511,874

1.2.3. BMW Finance NV Float 01/06/18 EUR 1,000,000 99.79% 99.79% -73 997,777

1.2.3. BNP Paribas 2.625% 16/09/16 EUR 2,475,000 100.48% 100.48% 51,123 2,538,052

1.2.3. BNP Paribas Float 15/01/20 EUR 1,100,000 99.98% 99.98% 351 1,100,098


1.2.3. BPCE 3.75% 21/07/17 EUR 1,400,000 103.90% 103.90% 49,488 1,504,144

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 2,000,000 138.34% 138.34% 22,151 2,788,951

1.2.3. Credit Suisse London Float 30/03/17 EUR 1,000,000 100.03% 100.03% 0 1,000,250

1.2.3. EDP Finance BV 4.75% 26/09/16 EUR 4,710,000 100.78% 100.78% 169,933 4,916,718


1.2.3. ENI SPA 4.875% 11/10/17 EUR 2,273,000 106.14% 106.14% 79,625 2,492,210

1.2.3. ENI SPA Float 11/10/17 EUR 200,000 103.16% 103.16% 1,185 207,505

1.2.3. GE Cap Eur Fund Float 17/05/21 EUR 1,000,000 99.23% 99.23% -39 992,231

1.2.3. HSBC France Float 27/11/19 EUR 2,000,000 99.78% 99.78% 552 1,996,192

1.2.3. Nomura Bank Intl Plc Float 30/09/19 EUR 2,000,000 114.52% 114.52% 86,093 2,376,553

1.2.3. RaboBank Nederland Float 29/05/20 EUR 1,000,000 99.55% 99.55% 36 995,576

1.2.3. Royal Bank Canada Float 22/10/18 EUR 1,000,000 100.32% 100.32% 347 1,003,577


1.2.3. Sanofi Float 22/03/19 EUR 2,000,000 100.05% 100.05% 15 2,001,035

1.2.3. Santander Intl 4.125% 04/10/17 EUR 2,300,000 105.00% 105.00% 69,990 2,484,875

1.2.3. Santander Intl Debt, SA Float 04/03/20 EUR 2,200,000 99.28% 99.28% 496 2,184,612

1.2.3. Siemens Finan 5.625% 11/06/18 EUR 1,000,000 111.33% 111.33% 2,928 1,116,188

1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 1,500,000 100.87% 100.87% 945 1,514,040

1.2.3. Unicredit Bank AG 0.125% 01/03/22 EUR 500,000 101.16% 101.16% 207 505,997

1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europeia 143 999,803


1.3.3. SAP SE Float 01/04/20 EUR 1,000,000 99.97% 99.97% 143 999,803

2. VALORES NÃO COTADOS 298 4,870,758

2.1. Valores mobiliários nacionais 298 4,870,758

2.1.3. Obrigações diversas 298 4,870,758

2.1.3. Jose de Mello 27/06/17 EUR 5,000,000 97.41% 97.41% 298 4,870,758




5. LIQUIDEZ 0 557,532

5.1. À vista 0 557,532


5.1.3. Comissões 0 -6,511

5.1.9 Outros 0 48,981






NPC: 501 836 926


Carteira: OC FUNDO POUPANCA 008 Data: 30/06/2016


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1.2.1. BGB 4% 28/03/17 EUR 50,000 103.33% 103.33% 515 52,180



1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 50,000 118.97% 118.97% 1,558 61,041

1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 90,000 116.58% 116.58% 3,021 107,938

1.2.1. RAGB 3.9% 15/07/20 EUR 100,000 117.79% 117.79% 3,740 121,530

1.2.1. RAGB 4.65% 15/01/18 EUR 90,000 108.02% 108.02% 1,910 99,128



1.2.2. EFSF 0.875% 16/04/18 EUR 90,000 102.27% 102.27% 162 92,205


1.2.3. Obrigações diversas 6,970 371,705

1.2.3. BNP Paribas 3% 24/02/17 EUR 50,000 101.95% 101.95% 520 51,497

1.2.3. BPCE 3.75% 21/07/17 EUR 50,000 103.90% 103.90% 1,767 53,719

1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 30,000 101.79% 101.79% 210 30,746

1.2.3. Daimler AG Float 07/10/16 EUR 40,000 100.00% 100.00% 5 40,006

1.2.3. EDP Finance BV 4.75% 26/09/16 EUR 50,000 100.78% 100.78% 1,804 52,194

1.2.3. ENI SPA 4.875% 11/10/17 EUR 27,000 106.14% 106.14% 946 29,604

1.2.3. REN Redes Energeticas 6.25% 21/09/16 EUR 50,000 101.17% 101.17% 859 51,444

1.2.3. Sanofi 1% 14/11/17 EUR 20,000 101.52% 101.52% 125 20,430

1.2.3. Siemens Finan 5.125% 20/02/17 EUR 40,000 103.33% 103.33% 734 42,065

5. LIQUIDEZ 0 -407,718

5.1. À vista 0 -407,718


5.1.3. Comissões 0 -78

5.1.9 Outros 0 -441,180






NPC: 501 836 926


Carteira: OC FUNDO INVESTIMENTO 009 Data: 30/06/2016


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Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira


1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 362 101,544


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 100,000 101.18% 101.18% 362 101,544





1.2.1. BGB 4% 28/03/17 EUR 300,000 103.33% 103.33% 3,090 313,080


1.2.1. Nether Gov 0.5% 15/04/17 EUR 300,000 100.86% 100.86% 312 302,892


1.2.1. RAGB 3.9% 15/07/20 EUR 350,000 117.79% 117.79% 13,091 425,356




1.2.2. EFSF 0.875% 16/04/18 EUR 250,000 102.27% 102.27% 449 256,124


1.2.3. Abbey Natl Treasury Serv Float 22/05/19 EUR 100,000 98.99% 98.99% 39 99,024




1.2.3. BNP Paribas 3% 24/02/17 EUR 200,000 101.95% 101.95% 2,082 205,988


1.2.3. BPCE 3.75% 21/07/17 EUR 100,000 103.90% 103.90% 3,535 107,439




1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 150,000 103.34% 103.34% 3,984 158,986



1.2.3. ENI SPA 4.875% 11/10/17 EUR 50,000 106.14% 106.14% 1,752 54,822




1.2.3. Royal Bank Canada Toronto Float 27/03/19 EUR 150,000 100.17% 100.17% 2 150,250


1.2.3. Santander Intl Debt, SA Float 04/03/20 EUR 100,000 99.28% 99.28% 23 99,301

1.2.3. Siemens Finan 5.125% 20/02/17 EUR 100,000 103.33% 103.33% 1,834 105,162


5. LIQUIDEZ 0 -310,244

5.1. À vista 0 -310,244


5.1.3. Comissões 0 -365

5.1.9 Outros 0 -614,452






NPC: 501 836 926


Carteira: OC GESTÃO CARTEIRA PPR 3% 010 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira


1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 1,930,895 121,579,003

1.1.1. Títulos de dívida pública 1,720,809 109,500,291

1.1.1. Euro Stability Mechanism 0.1% 03/11/20 EUR 2,000,000 102.06% 102.06% 1,311 2,042,591

1.1.1. PGB 3.85% 15/04/21 EUR 11,500,000 78.66% 78.66% 92,189 9,138,378

1.1.1. PGB 3.875% 15/02/30 EUR 16,000,000 104.73% 104.73% 230,383 16,987,183

1.1.1. PGB 4.1% 15/02/45 EUR 4,000,000 102.95% 102.95% 60,940 4,178,740

1.1.1. PGB 4.1% 15/04/37 EUR 8,000,000 104.87% 104.87% 68,296 8,457,496

1.1.1. PGB 4.1% 15/04/37 EUR 12,158,000 63.68% 63.68% 103,793 7,845,853

1.1.1. PGB 4.2% 15/10/16 EUR 2,500,000 98.23% 98.23% 74,303 2,530,033

1.1.1. PGB 4.35% 16/10/17 EUR 27,500,000 92.59% 92.59% 843,258 26,305,618

1.1.1. PGB 4.45% 15/06/18 EUR 1,500,000 107.48% 107.48% 2,743 1,614,868

1.1.1. PGB 4.45% 15/06/18 EUR 15,000,000 89.56% 89.56% 27,432 13,461,466

1.1.1. PGB 4.75% 14/06/19 EUR 4,000,000 85.92% 85.92% 8,329 3,445,152

1.1.1. PGB 4.8% 15/06/20 EUR 4,100,000 112.23% 112.23% 8,088 4,609,518

1.1.1. PGB 4.95% 25/10/23 EUR 3,500,000 115.56% 115.56% 117,867 4,162,467

1.1.1. PGB 5.65% 15/02/24 EUR 3,900,000 118.95% 118.95% 81,879 4,720,929





1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 673,249 101.25% 101.25% 780 682,445

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 351,840 99.85% 99.85% 350 351,662



1.2.1. Caisse Amort Dette Soc 3.375% 25/04/21 EUR 1,000,000 117.80% 117.80% 6,103 1,184,103

1.2.1. FRTR 1.75% 25/05/23 EUR 4,500,000 113.53% 113.53% 7,767 5,116,392

1.2.1. FRTR 1.75% 25/11/24 EUR 200,000 114.73% 114.73% 2,085 231,545



1.2.2. Council of Europe 2.875 31/08/21 EUR 2,500,000 116.38% 116.38% 59,699 2,969,199



1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 2,100,000 101.47% 101.47% 16,654 2,147,503

1.2.3. Commonwealth Bank Aust 1.375% 22/01/19 EUR 3,500,000 103.99% 103.99% 21,038 3,660,653

1.2.3. Credit Agricole London 1.875% 18/10/17 EUR 1,700,000 102.42% 102.42% 22,295 1,763,452

1.2.3. Deutsche Bahn Fin BV Float 09/09/22 EUR 760,000 100.12% 100.12% 8 760,882

1.2.3. Deutsche Post AG 1.5% 09/10/18 EUR 2,000,000 103.41% 103.41% 21,721 2,089,941


1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 1,500,000 0.01% 0.01% 0 150

1.2.3. Morgan Stanley Float 16/01/17 EUR 1,000,000 100.09% 100.09% 343 1,001,253

1.2.3. Santander Consumer finance 1.5% 12/11/20 EUR 2,000,000 102.26% 102.26% 18,934 2,064,174

1.2.3. Shell International Fin Float 15/09/19 EUR 3,000,000 100.22% 100.22% 171 3,006,681


1.2.3. Solvay SA Float 01/12/17 EUR 2,200,000 100.56% 100.56% 991 2,213,245

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 437,314 92.75% 92.75% 311 405,919




1.3.3. SAP SE Float 01/04/20 EUR 1,000,000 99.97% 99.97% 143 999,803




2.1.3. Jose de Mello 27/06/17 EUR 9,500,000 97.41% 97.41% 565 9,254,440







4.2. Imopromoção Fechado - FII EUR 3,329 610.62 610.62 2,032,740


4.2. Renda Predial Fechado - FII EUR 511,511 4.99 4.99 2,552,951

5. LIQUIDEZ 0 455,762

5.1. À vista 0 455,762


5.1.3. Comissões 0 -10,629

5.1.9 Outros 0 -79,331






NPC: 501 836 926


Carteira: OC GEST.CART.POUP.INV.2.4% 011 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. Euro Stability Mechanism 0.1% 03/11/20 EUR 2,500,000 102.06% 102.06% 1,639 2,553,239

1.1.1. PGB 3.85% 15/04/21 EUR 41,000,000 109.21% 109.21% 328,674 45,102,724

1.1.1. PGB 4.1% 15/02/45 EUR 500,000 102.95% 102.95% 7,617 522,342

1.1.1. PGB 4.2% 15/10/16 EUR 19,000,000 98.23% 98.23% 564,705 19,228,248

1.1.1. PGB 4.35% 16/10/17 EUR 31,000,000 92.59% 92.59% 950,582 29,653,605

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 105.20% 105.20% 61,328 2,165,228

1.1.1. PGB 4.45% 15/06/18 EUR 5,000,000 89.56% 89.56% 9,144 4,487,155

1.1.1. PGB 4.75% 14/06/19 EUR 20,000,000 85.92% 85.92% 41,644 17,225,760

1.1.1. PGB 4.8% 15/06/20 EUR 10,000,000 112.23% 112.23% 19,726 11,242,726

1.1.1. PGB 4.8% 15/06/20 EUR 5,500,000 83.20% 83.20% 10,849 4,586,681

1.1.1. PGB 4.95% 25/10/23 EUR 5,000,000 115.56% 115.56% 168,381 5,946,381




1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 1,795,330 101.25% 101.25% 2,081 1,819,852






1.2.1. France O.A.T. 3.25% 25/10/21 EUR 2,500,000 119.29% 119.29% 55,277 3,037,402

1.2.1. FRTR 1.75% 25/05/23 EUR 20,000,000 113.53% 113.53% 34,521 22,739,521

1.2.1. FRTR 1.75% 25/11/24 EUR 250,000 114.73% 114.73% 2,606 289,431

1.2.1. FRTR 5% 25/10/16 EUR 25,000 101.72% 101.72% 850 26,279

1.2.1. Nether Gov 0.5% 15/04/17 EUR 4,000,000 100.86% 100.86% 4,164 4,038,564

1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 4,665,000 118.97% 118.97% 145,399 5,695,116


1.2.1. RAGB 3.9% 15/07/20 EUR 1,000,000 117.79% 117.79% 37,402 1,215,302


1.2.2. EFSF 0.875% 16/04/18 EUR 3,000,000 102.27% 102.27% 5,394 3,073,494

1.2.2. European Invest Bank 4.25% 15/04/19 EUR 1,310,000 113.10% 113.10% 11,593 1,493,137


1.2.3. Obrigações diversas 1,205,929 151,701,876

1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 3,024,000 119.59% 119.59% 33,803 3,650,083



1.2.3. Banco Bilbao Vizcaya Arg 3.625% 18/01/17 EUR 2,500,000 101.98% 101.98% 40,608 2,589,983


1.2.3. Banco Santander, SA 4.125% 09/01/17 EUR 2,000,000 102.17% 102.17% 38,996 2,082,396

1.2.3. Banque Fed Cred Mutuel 2.875% 21/06/17 EUR 4,000,000 102.79% 102.79% 2,836 4,114,316

1.2.3. Banque Fed Cred Mutuel Float 03/06/20 EUR 1,000,000 99.98% 99.98% 157 999,927

1.2.3. Banque Fed Cred Mutuel Float 23/03/17 EUR 2,500,000 100.02% 100.02% -47 2,500,428


1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 5,000,000 101.47% 101.47% 39,652 5,113,102

1.2.3. Barclays Bk Plc 4% 20/01/17 EUR 2,500,000 102.17% 102.17% 44,262 2,598,437

1.2.3. BMW Finance NV 3,875% 18/01/17 EUR 1,000,000 102.14% 102.14% 17,363 1,038,763

1.2.3. BMW Finance NV Float 04/04/17 EUR 2,500,000 100.03% 100.03% 640 2,501,265

1.2.3. BNP Paribas 3% 24/02/17 EUR 1,750,000 101.95% 101.95% 18,217 1,802,395



1.2.3. BPCE 3.75% 21/07/17 EUR 500,000 103.90% 103.90% 17,674 537,194

1.2.3. BPCE SA Float 10/03/17 EUR 300,000 100.04% 100.04% -11 300,094

1.2.3. Brisa 4.5% 05/12/16 EUR 5,000,000 101.60% 101.60% 127,869 5,207,869

1.2.3. BRISA 6.875% 02/04/18 EUR 2,000,000 111.32% 111.32% 33,527 2,259,867

1.2.3. BRISA Concessão Rodoviária SA 3.875% 01/04/21 EUR 5,700,000 113.37% 113.37% 54,462 6,516,666

1.2.3. Canadian Imperial Bank Float 08/09/17 EUR 2,500,000 100.00% 100.00% -18 2,499,957

1.2.3. Credit Agricole 3.2% 30/06/17 EUR 2,200,000 103.02% 103.02% 0 2,266,440



1.2.3. Daimler AG 4.125% 19/01/17 EUR 2,500,000 102.29% 102.29% 45,927 2,603,227

1.2.3. Daimler Canada Finance Float 13/08/18 EUR 1,200,000 99.15% 99.15% 18 1,189,818

1.2.3. Deutsche Bank AG Float 15/04/19 EUR 8,800,000 98.19% 98.19% 5,592 8,646,488

1.2.3. Deutsche Post AG 1.5% 09/10/18 EUR 500,000 103.41% 103.41% 5,430 522,485

1.2.3. Deutsche PostBank 3.375% 31/03/20 EUR 2,350,000 113.62% 113.62% 19,774 2,689,844



1.2.3. Elec de France 5.5% 25/10/16 EUR 2,045,000 101.68% 101.68% 76,520 2,155,917

1.2.3. GE Cap Eur Fund Float 17/05/21 EUR 1,000,000 99.23% 99.23% -39 992,231

1.2.3. Ge Capital Euro Fund 4.25% 01/03/17 EUR 2,700,000 102.89% 102.89% 38,040 2,815,935

1.2.3. HSBC France Float 27/11/19 EUR 1,000,000 99.78% 99.78% 276 998,096

1.2.3. Lloyds Bank Plc Float 10/09/19 EUR 7,000,000 98.45% 98.45% 723 6,892,293

1.2.3. Merck Fin Serv GMBH Float 01/09/17 EUR 2,000,000 100.02% 100.02% -50 2,000,410

1.2.3. Metro Finance BV 4.25% 22/02/17 EUR 3,890,000 102.67% 102.67% 58,270 4,052,055

1.2.3. Morgan Stanley Float 16/01/17 EUR 2,000,000 100.09% 100.09% 685 2,002,505

1.2.3. RaboBank Nederland Float 29/05/20 EUR 10,000,000 99.55% 99.55% 362 9,955,762

1.2.3. Royal Bank Canada Float 06/08/20 EUR 7,000,000 100.10% 100.10% 1,893 7,008,753


1.2.3. Societe Generale 3.75% 01/03/17 EUR 2,000,000 102.48% 102.48% 24,863 2,074,383


1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 2,800,000 100.87% 100.87% 1,764 2,826,208

1.2.3. UBS AG LONDON 3.875% 02/12/19 EUR 2,500,000 113.73% 113.73% 55,849 2,898,974

1.2.3. Vodafone Group Float 25/02/19 EUR 1,500,000 100.93% 100.93% 1,038 1,515,018

1.2.3. Volkswagen Bank 1.5% 13/02/19 EUR 3,300,000 103.14% 103.14% 18,664 3,422,251

1.2.3. Volvo Treasury AB Float 11/09/17 EUR 1,000,000 99.96% 99.96% 89 999,649



2. VALORES NÃO COTADOS 4,848 10,094,623



2.1.3. Jose de Mello 27/06/17 EUR 8,395,000 97.41% 97.41% 500 8,178,003

2.1.4. Acções 0 750

2.1.4. Servibanca-Emp.Prestação de Serv ACE EUR 750 1.00 1.00 0 750

2.2. Valores mobiliários estrangeiros 4,348 1,915,870


2.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,236,352 85.47% 85.47% 4,348 1,915,870


3.2. Fundos não harmonizados 21,223,843

3.2. New Energy Fund EUR 100 ####### ####### 568,882

3.2. Transport Infrastructure Investment Company - Fundo Capital Risco EUR 1,708,000 5.88 5.88 10,043,040



4.2. Caixagest Imobiliário Internacional - FEI Aberto EUR 729,571 3.62 3.62 2,640,828

5. LIQUIDEZ 0 -4,257,619

5.1. À vista 0 -4,257,619

5.1.2. Depósitos à ordem 0 1,028,784

5.1.3. Comissões 0 -23,786

5.1.9 Outros 0 -5,262,617






NPC: 501 836 926


Carteira: OC GARANTIA MAIS-013 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 5,000,000 109.21% 109.21% 40,082 5,500,332

1.1.1. PGB 4.1% 15/02/45 EUR 1,000,000 102.95% 102.95% 15,235 1,044,685

1.1.1. PGB 4.1% 15/04/37 EUR 5,700,000 104.87% 104.87% 48,661 6,025,966

1.1.1. PGB 4.35% 16/10/17 EUR 150,000 105.20% 105.20% 4,600 162,392

1.1.1. PGB 4.45% 15/06/18 EUR 3,000,000 107.48% 107.48% 5,486 3,229,736

1.1.1. PGB 4.75% 14/06/19 EUR 500,000 110.39% 110.39% 1,041 552,966

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 112.23% 112.23% 3,945 2,248,545

1.1.1. PGB 4.95% 25/10/23 EUR 3,900,000 115.56% 115.56% 131,337 4,638,177

1.1.1. PGB 5.65% 15/02/24 EUR 1,500,000 118.95% 118.95% 31,492 1,815,742




1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 96,679 101.10% 101.10% 157 97,899










1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 750,000 104.27% 104.27% 781 782,806



1.2.3. BPCE 3.75% 21/07/17 EUR 500,000 103.90% 103.90% 17,674 537,194

1.2.3. Carrefour Banque Float 20/04/21 EUR 500,000 100.03% 100.03% 425 500,595



1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 500,000 0.01% 0.01% 0 50

1.2.3. HSBC France Float 27/11/19 EUR 500,000 99.78% 99.78% 138 499,048


1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 1,000,000 102.32% 102.32% 19,276 1,042,436


1.2.3. Sanofi 1% 14/11/17 EUR 400,000 101.52% 101.52% 2,503 408,599


4. IMOBILIÁRIO 948,957


4.2. AF Portfólio Imobiliário - FII EUR 106,879 8.88 8.88 948,957

5. LIQUIDEZ 0 -209,062

5.1. À vista 0 -209,062


5.1.3. Comissões 0 -2,533

5.1.9 Outros 0 -694,895






NPC: 501 836 926


Carteira: OC POUPANÇA VIDA-201 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 90,000 105.20% 105.20% 2,760 97,435





1.2.1. BGB 4% 28/03/17 EUR 50,000 103.33% 103.33% 515 52,180





1.2.1. RAGB 3.9% 15/07/20 EUR 90,000 117.79% 117.79% 3,366 109,377



1.2.2. EFSF 0.875% 16/04/18 EUR 30,000 102.27% 102.27% 54 30,735

1.2.2. European Invest Bank 4.25% 15/04/19 EUR 60,000 113.10% 113.10% 531 68,388


1.2.3. BNP Paribas 3% 24/02/17 EUR 50,000 101.95% 101.95% 520 51,497

1.2.3. BPCE 3.75% 21/07/17 EUR 50,000 103.90% 103.90% 1,767 53,719


1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 30,000 103.34% 103.34% 797 31,797


1.2.3. Elec de France 5.5% 25/10/16 EUR 50,000 101.68% 101.68% 1,871 52,712

1.2.3. ENI SPA 4.875% 11/10/17 EUR 27,000 106.14% 106.14% 946 29,604

1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 50,000 102.32% 102.32% 964 52,122


1.2.3. Sanofi 1% 14/11/17 EUR 35,000 101.52% 101.52% 219 35,752


5. LIQUIDEZ 0 125,496

5.1. À vista 0 125,496


5.1.3. Comissões 0 -104






NPC: 501 836 926


Carteira: OC POUP. VERSÁTIL JOVEM-203 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira

1. VALORES MOBILIÁRIOS COTADOS 1,339 113,811

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 1,339 113,811

1.2.1. Títulos de dívida pública 944 35,515

1.2.1. RAGB 3.9% 15/07/20 EUR 25,000 117.79% 117.79% 935 30,383



1.2.2. EFSF 0.875% 16/04/18 EUR 40,000 102.27% 102.27% 72 40,980



1.2.3. BNP Paribas 3% 24/02/17 EUR 5,000 101.95% 101.95% 52 5,150


1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 3,000 103.34% 103.34% 80 3,180



5. LIQUIDEZ 62 16,982

5.1. À vista 0 -339,080



5.1.9 Outros 0 -345,852

5.2. A prazo 62 356,062

5.2.1. Depósitos e outros equiparados 62 356,062

5.2.1. DP/BCP/EUR EUR 62 356,062

9. VALOR LÍQUIDO GLOBAL DO FUNDO 130,793





NPC: 501 836 926


Carteira: OC PLANO EMPRESA REFORMA-205 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 1,200,000 109.21% 109.21% 9,620 1,320,080

1.1.1. PGB 4.1% 15/04/37 EUR 200,000 104.87% 104.87% 1,707 211,437


1.1.2. Parpublica 3.567% 22/09/20 EUR 1,000,000 102.72% 102.72% 27,483 1,054,683





1.2.1. BGB 4% 28/03/17 EUR 250,000 103.33% 103.33% 2,575 260,900




1.2.1. RAGB 3.9% 15/07/20 EUR 350,000 117.79% 117.79% 13,091 425,356




1.2.3. BPCE 3.75% 21/07/17 EUR 100,000 103.90% 103.90% 3,535 107,439





1.2.3. Sanofi 1% 14/11/17 EUR 140,000 101.52% 101.52% 876 143,010

1.2.3. Siemens Finan 5.125% 20/02/17 EUR 70,000 103.33% 103.33% 1,284 73,614

5. LIQUIDEZ 0 277,825

5.1. À vista 0 277,825


5.1.3. Comissões 0 -385






NPC: 501 836 926


Carteira: OC CAPITAL BPA-206 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira

1. VALORES MOBILIÁRIOS COTADOS 270 17,908




1.1.1. PGB 3.85% 15/04/21 EUR 2,000 109.21% 109.21% 16 2,200

1.1.1. PGB 4.35% 16/10/17 EUR 2,500 105.20% 105.20% 77 2,707

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 176 11,980


1.2.1. BGB 4% 28/03/17 EUR 1,000 103.33% 103.33% 10 1,044


1.2.1. Netherlands Government 2.25% 15/07/22 EUR 1,000 116.21% 116.21% 22 1,184

1.2.1. RAGB 3.9% 15/07/20 EUR 1,000 117.79% 117.79% 37 1,215

1.2.1. RAGB 4.65% 15/01/18 EUR 5,000 108.02% 108.02% 106 5,507


1.2.3. European Invest Bk Float 27/07/17 EUR 2,000 100.60% 100.60% 1 2,013

5. LIQUIDEZ 0 1,016

5.1. À vista 0 1,016



5.1.9 Outros 0 -393






NPC: 501 836 926


Carteira: OC VIDA POUP. PROGRAMADA-207 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 20,000 105.20% 105.20% 613 21,652




1.2.1. BGB 4% 28/03/17 EUR 25,000 103.33% 103.33% 258 26,090


1.2.1. RAGB 3.9% 15/07/20 EUR 30,000 117.79% 117.79% 1,122 36,459



1.2.2. EFSF 0.875% 16/04/18 EUR 20,000 102.27% 102.27% 36 20,490



1.2.3. BNP Paribas 3% 24/02/17 EUR 10,000 101.95% 101.95% 104 10,299

1.2.3. Elec de France 5.5% 25/10/16 EUR 6,000 101.68% 101.68% 225 6,325


1.2.3. Sanofi 1% 14/11/17 EUR 6,000 101.52% 101.52% 38 6,129

5. LIQUIDEZ 40 -15,221

5.1. À vista 0 -246,262



5.1.9 Outros 0 -261,766

5.2. A prazo 40 231,040


5.2.1. DP/BCP/EUR EUR 40 231,040






NPC: 501 836 926


Carteira: OC ATLANTICO REFORMA-209 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 109.21% 109.21% 64,132 8,800,532

1.1.1. PGB 3.875% 15/02/30 EUR 11,000,000 104.73% 104.73% 158,388 11,678,688

1.1.1. PGB 4.1% 15/02/45 EUR 5,000,000 102.95% 102.95% 76,175 5,223,425

1.1.1. PGB 4.1% 15/04/37 EUR 19,750,000 104.87% 104.87% 168,605 20,879,443

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 105.20% 105.20% 61,328 2,165,228

1.1.1. PGB 4.45% 15/06/18 EUR 4,500,000 107.48% 107.48% 8,229 4,844,604

1.1.1. PGB 4.8% 15/06/20 EUR 7,000,000 112.23% 112.23% 13,808 7,869,908





1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 193,357 101.10% 101.10% 314 195,798




1.2.1. FRTRS Cpz 25/04/23 EUR 6,621,000 99.86% 99.86% 0 6,611,995


1.2.1. SPGB 3.8% 30/04/24 EUR 3,000,000 122.29% 122.29% 19,052 3,687,602





1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 6,000,000 123.21% 123.21% 0 7,392,600

1.2.3. Banco Santander 3.875% 06/02/26 EUR 1,500,000 129.10% 129.10% 23,028 1,959,453

1.2.3. BNP Paribas Float 15/01/20 EUR 600,000 99.98% 99.98% 191 600,053

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 1,000,000 138.34% 138.34% 11,075 1,394,475


1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 600,000 100.87% 100.87% 378 605,616




2.1.3. Jose de Mello 27/06/17 EUR 5,000,000 97.41% 97.41% 298 4,870,758




4.2. Imopromoção Fechado - FII EUR 1,163 610.62 610.62 710,146



5. LIQUIDEZ 0 474,138

5.1. À vista 0 474,138


5.1.3. Comissões 0 -6,373

5.1.9 Outros 0 15,710






NPC: 501 836 926


Carteira: OC POUP PROGR. ATLANTICO-210 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira






1.2.1. BGB 4% 28/03/17 EUR 15,000 103.33% 103.33% 155 15,654


1.2.1. FRTR 5% 25/10/16 EUR 10,000 101.72% 101.72% 340 10,512

1.2.1. Netherlands Government 2.25% 15/07/22 EUR 30,000 116.21% 116.21% 647 35,509


1.2.1. RAGB 3.9% 15/07/20 EUR 20,000 117.79% 117.79% 748 24,306



1.2.2. EFSF 0.875% 16/04/18 EUR 10,000 102.27% 102.27% 18 10,245




5. LIQUIDEZ 30 39,830

5.1. À vista 0 -129,200



5.1.9 Outros 0 -138,635

5.2. A prazo 30 169,030


5.2.1. DP/BCP/EUR EUR 30 169,030






NPC: 501 836 926


Carteira: OC PLANO EMPRESA POUPANÇA-212 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira





1.1.1. PGB 3.85% 15/04/21 EUR 5,000 109.21% 109.21% 40 5,500

1.1.1. PGB 4.1% 15/04/37 EUR 2,000 104.87% 104.87% 17 2,114

1.1.1. PGB 4.35% 16/10/17 EUR 2,500 105.20% 105.20% 77 2,707





1.2.1. BGB 4% 28/03/17 EUR 10,000 103.33% 103.33% 103 10,436



1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 25,000 116.58% 116.58% 839 29,983

1.2.1. RAGB 3.9% 15/07/20 EUR 20,000 117.79% 117.79% 748 24,306



1.2.2. EFSF 0.875% 16/04/18 EUR 30,000 102.27% 102.27% 54 30,735


1.2.3. BNP Paribas 3% 24/02/17 EUR 10,000 101.95% 101.95% 104 10,299



1.2.3. ENI SPA 4.875% 11/10/17 EUR 5,000 106.14% 106.14% 175 5,482

1.2.3. European Invest Bk Float 27/07/17 EUR 6,000 100.60% 100.60% 2 6,038


1.2.3. Sanofi 1% 14/11/17 EUR 5,000 101.52% 101.52% 31 5,107

5. LIQUIDEZ 0 17,274

5.1. À vista 0 17,274








NPC: 501 836 926


Carteira: OC CREDITOS -213 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 500,000 109.21% 109.21% 4,008 550,033

1.1.1. PGB 4.1% 15/04/37 EUR 860,000 104.87% 104.87% 7,342 909,181

1.1.1. PGB 4.35% 16/10/17 EUR 250,000 105.20% 105.20% 7,666 270,653






1.2.1. RAGB 4.65% 15/01/18 EUR 360,000 108.02% 108.02% 7,638 396,510


1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 1,400,000 99.13% 50.68% 0 709,545





1.2.3. ENI SPA 4.875% 11/10/17 EUR 27,000 106.14% 106.14% 946 29,604

1.2.3. Nomura Bank Intl Plc Float 30/09/19 EUR 500,000 114.52% 114.52% 21,523 594,138




2.1.3. Jose de Mello 27/06/17 EUR 1,500,000 97.41% 97.41% 89 1,461,227


4.2. Unidades de participação de fundos de investimento imobiliário 613,294

4.2. AF Portfólio Imobiliário - FII EUR 34,537 8.88 8.88 306,647

5. LIQUIDEZ 0 273,504

5.1. À vista 0 273,504


5.1.3. Comissões 0 -460

5.1.9 Outros 0 11,392






NPC: 501 836 926


Carteira: OC PER ATLANTICO FIN.-215 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 150,000 109.21% 109.21% 1,202 165,010

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 112.23% 112.23% 3,945 2,248,545







1.2.1. BGB 4% 28/03/17 EUR 100,000 103.33% 103.33% 1,030 104,360


1.2.1. FRTR 5% 25/10/16 EUR 475,000 101.72% 101.72% 16,158 499,304

1.2.1. RAGB 4.65% 15/01/18 EUR 360,000 108.02% 108.02% 7,638 396,510



1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.27% 102.27% 180 102,450






1.2.3. BPCE 3.75% 21/07/17 EUR 100,000 103.90% 103.90% 3,535 107,439


1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 100,000 103.34% 103.34% 2,656 105,991


1.2.3. ENI SPA 4.875% 11/10/17 EUR 46,000 106.14% 106.14% 1,611 50,436




1.2.3. Sanofi 1% 14/11/17 EUR 65,000 101.52% 101.52% 407 66,397

5. LIQUIDEZ 0 253,184

5.1. À vista 0 253,184


5.1.3. Comissões 0 -398

5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC VIDA PPR G FINANCEIRA-216 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. Euro Stability Mechanism 0.1% 03/11/20 EUR 1,000,000 102.06% 102.06% 656 1,021,296

1.1.1. PGB 3.85% 15/04/21 EUR 5,000,000 78.66% 78.66% 40,082 3,973,208

1.1.1. PGB 3.875% 15/02/30 EUR 1,000,000 104.73% 104.73% 14,399 1,061,699

1.1.1. PGB 4.1% 15/04/37 EUR 6,000,000 63.68% 63.68% 51,222 3,871,946

1.1.1. PGB 4.2% 15/10/16 EUR 3,000,000 98.23% 98.23% 89,164 3,036,039

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 92.59% 92.59% 61,328 1,913,136

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 105.20% 105.20% 61,328 2,165,228

1.1.1. PGB 4.75% 14/06/19 EUR 3,000,000 85.92% 85.92% 6,247 2,583,864

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 112.23% 112.23% 3,945 2,248,545

1.1.1. PGB 4.95% 25/10/23 EUR 2,000,000 75.07% 75.07% 67,352 1,568,752

1.1.1. PGB 4.95% 25/10/23 EUR 3,450,000 115.56% 115.56% 116,183 4,103,003

1.1.1. PGB 5.65% 15/02/24 EUR 4,000,000 118.95% 118.95% 83,978 4,841,978


1.1.3. Banco Santander Totta 1.625% 11/06/19 EUR 1,000,000 104.78% 104.78% 846 1,048,666


1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 351,840 99.85% 99.85% 350 351,662




1.2.1. BGB 4% 28/03/17 EUR 1,000,000 103.33% 103.33% 10,301 1,043,601

1.2.1. FRTR 1.75% 25/11/24 EUR 1,500,000 114.73% 114.73% 15,635 1,736,585

1.2.1. Nether Gov 0.5% 15/04/17 EUR 1,000,000 100.86% 100.86% 1,041 1,009,641






1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 5,000,000 128.54% 128.54% 68,852 6,495,852


1.2.3. Banco Comercial Português 3.375% 27/02/17 EUR 1,000,000 97.26% 97.26% 11,434 983,994



1.2.3. Carrefour Banque Float 20/04/21 EUR 800,000 100.03% 100.03% 680 800,952

1.2.3. Commonwealth Bank Aust 1.375% 22/01/19 EUR 1,500,000 103.99% 103.99% 9,016 1,568,851




1.2.3. Fortis Bank Float 05/12/17 EUR 1,000,000 105.55% 105.55% 28,472 1,084,002

1.2.3. France Telecom 4.75% 21/02/17 EUR 1,000,000 103.04% 103.04% 16,872 1,047,252

1.2.3. HSBC Finance 4.875% 30/05/17 EUR 1,000,000 104.37% 104.37% 4,140 1,047,800




1.2.3. RaboBank Nederland Float 13/01/17 EUR 1,000,000 100.07% 100.07% -132 1,000,548


1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 437,314 92.75% 92.75% 311 405,919

1.2.3. Bayer Hypo-VereinsBank 5.43% 21/12/18 DEM 1,000,000 109.83% 56.16% 14,564 576,122




2.1.3. Jose de Mello 27/06/17 EUR 7,000,000 97.41% 97.41% 417 6,819,061








5. LIQUIDEZ 0 410,519

5.1. À vista 0 410,519


5.1.3. Comissões 0 -5,137

5.1.9 Outros 0 -141,526






NPC: 501 836 926


Carteira: OC VIDA ATL.PER 2.4% FIN-219 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira









1.2.1. BGB 4% 28/03/17 EUR 70,000 103.33% 103.33% 721 73,052


1.2.1. FRTR 1% 25/11/18 EUR 50,000 103.71% 103.71% 298 52,150


1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 20,000 118.97% 118.97% 623 24,416


1.2.1. RAGB 3.9% 15/07/20 EUR 70,000 117.79% 117.79% 2,618 85,071

1.2.1. RAGB 4.65% 15/01/18 EUR 90,000 108.02% 108.02% 1,910 99,128



1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.27% 102.27% 180 102,450


1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 25,000 101.79% 101.79% 175 25,621


1.2.3. ENI SPA 4.875% 11/10/17 EUR 10,000 106.14% 106.14% 350 10,964




5.1. À vista 0 58,828



5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC VIDA PPR 3% FIN-221 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 43,700,000 109.21% 109.21% 350,318 48,072,903

1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 78.66% 78.66% 64,132 6,357,133

1.1.1. PGB 3.875% 15/02/30 EUR 23,500,000 104.73% 104.73% 338,374 24,949,924

1.1.1. PGB 4.1% 15/02/45 EUR 26,500,000 102.95% 102.95% 403,727 27,684,152

1.1.1. PGB 4.1% 15/04/37 EUR 32,645,000 104.87% 104.87% 278,690 34,511,869

1.1.1. PGB 4.1% 15/04/37 EUR 16,495,000 63.68% 63.68% 140,818 10,644,625

1.1.1. PGB 4.2% 15/10/16 EUR 14,900,000 98.23% 98.23% 442,848 15,078,995

1.1.1. PGB 4.35% 16/10/17 EUR 10,000,000 92.59% 92.59% 306,639 9,565,679

1.1.1. PGB 4.75% 14/06/19 EUR 6,000,000 85.92% 85.92% 12,493 5,167,728

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 83.20% 83.20% 3,945 1,667,884

1.1.1. PGB 4.8% 15/06/20 EUR 32,900,000 112.23% 112.23% 64,899 36,988,569

1.1.1. PGB 4.95% 25/10/23 EUR 67,000,000 115.56% 115.56% 2,256,307 79,681,507

1.1.1. PGB 5.65% 15/02/24 EUR 39,000,000 118.95% 118.95% 818,787 47,209,287






1.1.3. Refer 4.675% 16/10/24 EUR 1,500,000 107.57% 107.57% 49,432 1,662,937

1.1.3. Refer 5.875% 18/02/19 EUR 6,000,000 110.26% 110.26% 128,094 6,743,394

1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 290,036 101.10% 101.10% 471 293,697




1.2.1. Belgium Kingdom 2.6% 22/06/24 EUR 1,200,000 121.33% 121.33% 684 1,456,644


1.2.1. Netherlands Government 2% 15/07/24 EUR 6,000,000 117.50% 117.50% 115,082 7,164,782



1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 489,000 119.59% 119.59% 5,466 590,242

1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 7,000,000 123.21% 123.21% 0 8,624,700

1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 10,000,000 128.54% 128.54% 137,705 12,991,705



1.2.3. Bk of Nova Scotia Float 10/09/18 EUR 3,000,000 100.16% 100.16% 193 3,004,963

1.2.3. BPCE SA Float 28/05/18 EUR 2,000,000 100.75% 100.75% 692 2,015,652

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 4,300,000 138.34% 138.34% 47,624 5,996,244


1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 1,500,000 112.37% 112.37% 79,119 1,764,699




1.2.3. National Australia Bank Float 16/01/18 EUR 1,500,000 99.94% 99.94% 88 1,499,203


1.2.3. REN Redes Energeticas 4.125% 31/01/18 EUR 2,000,000 106.04% 106.04% 34,037 2,154,777

1.2.3. Santander Consumer finance 1.5% 12/11/20 EUR 1,000,000 102.26% 102.26% 9,467 1,032,087


1.2.3. UBS AG Jersey Branch 4.75% 07/06/17 EUR 2,500,000 104.41% 104.41% 7,483 2,617,733




2.1.3. Jose de Mello 27/06/17 EUR 8,000,000 97.41% 97.41% 476 7,793,213








4.2. Maxirent - Fundo Inv.Imob. EUR 130,270 9.72 9.72 1,265,586

4.2. Renda Predial Fechado - FII EUR 1,022,261 4.99 4.99 5,102,105

4.2. Vision Escritórios - F.I.Imob. EUR 124,700 3.77 3.77 470,343

5. LIQUIDEZ 0 876,011

5.1. À vista 0 876,011


5.1.3. Comissões 0 -28,752

5.1.9 Outros 0 159,001






NPC: 501 836 926


Carteira: OC PPR/E COLABORADORES-222 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira





1.1.1. PGB 2.875% 21/07/26 EUR 120,000 98.88% 98.88% 1,518 120,168

1.1.1. PGB 3.85% 15/04/21 EUR 50,000 109.21% 109.21% 401 55,003

1.1.1. PGB 3.875% 15/02/30 EUR 125,000 104.73% 104.73% 1,800 132,712

1.1.1. PGB 4.1% 15/04/37 EUR 75,000 104.87% 104.87% 640 79,289

1.1.1. PGB 4.35% 16/10/17 EUR 160,000 105.20% 105.20% 4,906 173,218

1.1.1. PGB 4.75% 14/06/19 EUR 25,000 110.39% 110.39% 52 27,648

1.1.1. PGB 4.8% 15/06/20 EUR 100,000 112.23% 112.23% 197 112,427

1.1.1. PGB 4.95% 25/10/23 EUR 50,000 115.56% 115.56% 1,684 59,464

1.1.1. PGB 5.65% 15/02/24 EUR 200,000 118.95% 118.95% 4,199 242,099






1.2.1. BGB 4% 28/03/17 EUR 75,000 103.33% 103.33% 773 78,270



1.2.1. RAGB 4% 15/09/16 EUR 50,000 100.89% 100.89% 1,579 52,024

1.2.1. RAGB 4.65% 15/01/18 EUR 45,000 108.02% 108.02% 955 49,564




1.2.3. BNP Paribas 3% 24/02/17 EUR 50,000 101.95% 101.95% 520 51,497

1.2.3. BPCE 3.75% 21/07/17 EUR 50,000 103.90% 103.90% 1,767 53,719

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 138.34% 138.34% 1,108 139,448

1.2.3. Canadian Imperial Bank Float 08/09/17 EUR 100,000 100.00% 100.00% -1 99,998

1.2.3. Daimler AG 4.125% 19/01/17 EUR 30,000 102.29% 102.29% 551 31,239


1.2.3. ENI SPA 4.875% 11/10/17 EUR 25,000 106.14% 106.14% 876 27,411

1.2.3. Santander Intl Debt, SA Float 04/03/20 EUR 100,000 99.28% 99.28% 23 99,301

2. VALORES NÃO COTADOS 6 97,415

2.1. Valores mobiliários nacionais 6 97,415


2.1.3. Jose de Mello 27/06/17 EUR 100,000 97.41% 97.41% 6 97,415


4.2. Unidades de participação de fundos de investimento imobiliário 138,201



5.1. À vista 0 76,162


5.1.3. Comissões 0 -155

5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC VIDA PPR 2% - 223 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 29,950,000 109.21% 109.21% 240,092 32,946,990

1.1.1. PGB 3.85% 15/04/21 EUR 33,763,000 78.66% 78.66% 270,659 26,829,485

1.1.1. PGB 3.875% 15/02/30 EUR 3,000,000 104.73% 104.73% 43,197 3,185,097

1.1.1. PGB 4.1% 15/04/37 EUR 26,125,000 63.68% 63.68% 223,029 16,859,099

1.1.1. PGB 4.2% 15/10/16 EUR 13,150,000 98.23% 98.23% 390,835 13,307,972

1.1.1. PGB 4.35% 16/10/17 EUR 7,899,000 92.59% 92.59% 242,214 7,555,930

1.1.1. PGB 4.35% 16/10/17 EUR 27,000,000 105.20% 105.20% 827,926 29,230,576

1.1.1. PGB 4.45% 15/06/18 EUR 15,000,000 107.48% 107.48% 27,432 16,148,682

1.1.1. PGB 4.45% 15/06/18 EUR 5,000,000 89.56% 89.56% 9,144 4,487,155

1.1.1. PGB 4.75% 14/06/19 EUR 17,500,000 110.39% 110.39% 36,438 19,353,813

1.1.1. PGB 4.75% 14/06/19 EUR 10,000,000 85.92% 85.92% 20,822 8,612,880

1.1.1. PGB 4.8% 15/06/20 EUR 55,400,000 112.23% 112.23% 109,282 62,284,702

1.1.1. PGB 4.95% 25/10/23 EUR 33,000,000 115.56% 115.56% 1,111,316 39,246,116

1.1.1. PGB 5.65% 15/02/24 EUR 38,950,000 118.95% 118.95% 817,737 47,148,762


1.1.2. Parpublica 3.75% 05/07/21 EUR 1,000,000 102.83% 102.83% 36,988 1,065,238


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 1,900,000 101.18% 101.18% 6,871 1,929,329





1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 1,160,144 101.10% 101.10% 1,882 1,174,788

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 703,680 99.85% 99.85% 700 703,325





1.2.1. France (Govt of) 2.25% 25/10/22 EUR 4,500,000 115.87% 115.87% 68,883 5,282,808

1.2.1. FRTR 0.25% 25/11/16 EUR 4,000,000 100.30% 100.30% 5,956 4,017,756

1.2.1. FRTR 1.75% 25/05/23 EUR 7,000,000 113.53% 113.53% 12,082 7,958,832

1.2.1. FRTR 1.75% 25/11/24 EUR 1,000,000 114.73% 114.73% 10,424 1,157,724

1.2.1. Netherlands Government 1.75% 15/07/23 EUR 7,000,000 114.44% 114.44% 117,480 8,127,930

1.2.1. RAGB 3.9% 15/07/20 EUR 2,000,000 117.79% 117.79% 74,803 2,430,603



1.2.1. SPGB 3.8% 30/04/24 EUR 5,000,000 122.29% 122.29% 31,753 6,146,003


1.2.2. Council of Europe 2.875 31/08/21 EUR 2,500,000 116.38% 116.38% 59,699 2,969,199

1.2.2. EFSF 0.875% 16/04/18 EUR 2,000,000 102.27% 102.27% 3,596 2,048,996







1.2.3. Banque Fed Cred Mutuel Float 20/03/19 EUR 3,000,000 100.84% 100.84% 380 3,025,700



1.2.3. BMW Finance NV Float 04/04/17 EUR 1,000,000 100.03% 100.03% 256 1,000,506

1.2.3. BPCE, SA 1.625% 08/02/17 EUR 1,500,000 100.98% 100.98% 9,524 1,524,269


1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 360,000 101.79% 101.79% 2,515 368,948

1.2.3. Credit Suisse Guernsey 2.875% 18/10/18 EUR 5,000,000 106.85% 106.85% 100,546 5,443,246







1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 2,500,000 110.98% 110.98% 283 2,774,683



1.2.3. Glaxo Smithkline 0.625% 02/12/19 EUR 1,800,000 102.09% 102.09% 6,486 1,844,178

1.2.3. Intesa SanPaolo SPA 4.375% 16/08/16 EUR 2,500,000 100.48% 100.48% 95,330 2,607,355

1.2.3. Lloyds Bank Plc 1.875% 10/10/18 EUR 5,000,000 103.36% 103.36% 67,623 5,235,473




1.2.3. REN Finance BV 4.75% 16/10/20 EUR 6,500,000 116.26% 116.26% 217,643 7,774,608



1.2.3. Sanofi Float 22/03/19 EUR 2,000,000 100.05% 100.05% 15 2,001,035





1.2.3. UBS AG LONDON 3.875% 02/12/19 EUR 1,000,000 113.73% 113.73% 22,339 1,159,589

1.2.3. Unicredit SPA 4% 31/01/18 EUR 1,000,000 106.39% 106.39% 16,503 1,080,373

1.2.3. Unilever NV 1.75% 05/08/20 EUR 2,000,000 107.52% 107.52% 31,557 2,182,037

1.2.3. Volkswagen Financial Services AG Float 16/10/17 EUR 2,500,000 99.46% 99.46% -5 2,486,495





2.1.3. Jose de Mello 27/06/17 EUR 5,370,000 97.41% 97.41% 320 5,231,194

2.2. Valores mobiliários estrangeiros 4,348 1,915,870


2.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,236,352 85.47% 85.47% 4,348 1,915,870









4.2. ImoSocial - FII EUR 164,500 7.12 7.12 1,170,450


4.2. Renda Predial Fechado - FII EUR 1,097,156 4.99 4.99 5,475,906

5. LIQUIDEZ 0 121,442

5.1. À vista 0 121,442


5.1.3. Comissões 0 -33,840

5.1.9 Outros 0 -269,646






NPC: 501 836 926


Carteira: OC PPR CAPITAL GARANTIDO - 225 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 2.875% 21/07/26 EUR 55,500,000 98.88% 98.88% 701,901 55,577,526

1.1.1. PGB 3.85% 15/04/21 EUR 14,000,000 109.21% 109.21% 112,230 15,400,930

1.1.1. PGB 3.875% 15/02/30 EUR 5,450,000 104.73% 104.73% 78,474 5,786,259

1.1.1. PGB 4.1% 15/02/45 EUR 10,000,000 102.95% 102.95% 152,350 10,446,850

1.1.1. PGB 4.1% 15/04/37 EUR 8,500,000 104.87% 104.87% 72,564 8,986,089

1.1.1. PGB 4.45% 15/06/18 EUR 17,200,000 107.48% 107.48% 31,455 18,517,155

1.1.1. PGB 4.8% 15/06/20 EUR 17,300,000 112.23% 112.23% 34,126 19,449,916

1.1.1. PGB 4.95% 25/10/23 EUR 9,460,000 115.56% 115.56% 318,577 11,250,553

1.1.1. PGB 5.65% 15/02/24 EUR 29,450,000 118.95% 118.95% 618,289 35,649,064


1.1.2. Parpublica 3.75% 05/07/21 EUR 1,000,000 102.83% 102.83% 36,988 1,065,238












1.1.3. Refer 4.675% 16/10/24 EUR 5,000,000 107.57% 107.57% 164,775 5,543,125

1.1.3. Refer 5.875% 18/02/19 EUR 8,750,000 110.26% 110.26% 186,804 9,834,117

1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 1,391,381 101.25% 101.25% 1,612 1,410,385



1.2.1. Belgium Kingdom 3% 28/09/19 EUR 15,000,000 111.62% 111.62% 339,344 17,082,344




1.2.1. BGB 4% 28/03/17 EUR 3,664,000 103.33% 103.33% 37,744 3,823,755

1.2.1. Bundesrepub Deutschland 1.5% 04/09/22 EUR 10,000,000 112.51% 112.51% 122,951 11,373,951

1.2.1. FRTR 0.25% 25/11/16 EUR 5,000,000 100.30% 100.30% 7,445 5,022,195

1.2.1. FRTR 1.75% 25/05/23 EUR 9,900,000 113.53% 113.53% 17,088 11,256,063

1.2.1. Nether Gov 0.5% 15/04/17 EUR 5,000,000 100.86% 100.86% 5,205 5,048,205




1.2.1. RAGB 3.5% 15/09/21 EUR 5,000,000 120.32% 120.32% 138,183 6,154,183

1.2.1. RAGB 3.9% 15/07/20 EUR 13,834,000 117.79% 117.79% 517,414 16,812,483




1.2.1. Republic of Austria 1.95% 18/06/19 EUR 1,000,000 107.30% 107.30% 641 1,073,641


1.2.1. SPGB 3.8% 30/04/24 EUR 5,000,000 122.29% 122.29% 31,753 6,146,003




1.2.3. Abbey Natl Treasury Serv Float 22/05/19 EUR 3,000,000 98.99% 98.99% 1,162 2,970,712

1.2.3. Allianz Finance 1.375% 13/03/18 EUR 1,000,000 102.40% 102.40% 4,106 1,028,066

1.2.3. Allianz Finance 4% 23/11/16 EUR 2,500,000 101.49% 101.49% 60,109 2,597,309

1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 2,000,000 116.08% 116.08% 45,519 2,367,019





1.2.3. Barclays Bk Plc 4% 20/01/17 EUR 2,500,000 102.17% 102.17% 44,262 2,598,437

1.2.3. BASF SE 1.5% 01/10/18 EUR 2,000,000 103.51% 103.51% 22,377 2,092,477

1.2.3. Bayer AG 1.125% 24/01/18 EUR 6,000,000 101.52% 101.52% 29,139 6,120,459

1.2.3. BMW Finance NV 0.5% 21/01/20 EUR 7,000,000 101.80% 101.80% 15,396 7,141,256

1.2.3. BMW Finance NV 3,875% 18/01/17 EUR 4,500,000 102.14% 102.14% 78,135 4,674,435

1.2.3. BMW US Cap LLC 1% 18/07/17 EUR 5,000,000 101.08% 101.08% 47,541 5,101,491

1.2.3. BNP Paribas 1.5% 12/03/18 EUR 2,500,000 102.57% 102.57% 11,301 2,575,476


1.2.3. BNP Paribas Float 28/08/19 EUR 5,500,000 100.31% 100.31% 1,146 5,518,416

1.2.3. Boligkreditt 3.25% 17/03/17 EUR 3,500,000 102.42% 102.42% 32,723 3,617,283

1.2.3. BPCE 2% 24/04/18 EUR 1,600,000 103.57% 103.57% 5,874 1,662,962

1.2.3. BPCE 3.75% 21/07/17 EUR 2,050,000 103.90% 103.90% 72,464 2,202,496

1.2.3. BPCE 4.9% 02/11/19 EUR 1,000,000 115.18% 115.18% 7,894 1,159,714

1.2.3. BPCE SA Float 28/05/18 EUR 4,500,000 100.75% 100.75% 1,558 4,535,218

1.2.3. BPCE, SA 1.625% 08/02/17 EUR 2,500,000 100.98% 100.98% 15,873 2,540,448

1.2.3. Brisa 4.5% 05/12/16 EUR 6,400,000 101.60% 101.60% 163,672 6,666,072



1.2.3. Carrefour Banque Float 20/04/21 EUR 2,500,000 100.03% 100.03% 2,125 2,502,975

1.2.3. Carrefour Banque Float 21/03/18 EUR 3,000,000 100.55% 100.55% 341 3,016,901

1.2.3. Carrefour SA 1.75% 22/05/19 EUR 1,500,000 104.89% 104.89% 2,805 1,576,080

1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 2,500,000 112.37% 112.37% 131,865 2,941,165

1.2.3. Citigroup Inc Float 24/05/21 EUR 4,000,000 100.03% 100.03% 2,352 4,003,592

1.2.3. Colgate-Palmolive Co Float 14/05/19 EUR 2,000,000 100.04% 100.04% -70 2,000,750

1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 2,560,000 101.79% 101.79% 17,885 2,623,632

1.2.3. Credit Agricole Home Loan 0.125 28/08/20 EUR 3,500,000 101.53% 101.53% 1,841 3,555,356


1.2.3. Credit Suisse AG London 3.4% 09/08/18 EUR 1,500,000 103.84% 103.84% 45,475 1,603,075



1.2.3. Daimler AG 1.5% 19/11/18 EUR 2,000,000 103.78% 103.78% 18,361 2,094,041

1.2.3. Daimler AG 4.125% 19/01/17 EUR 970,000 102.29% 102.29% 17,820 1,010,052

1.2.3. Daimler AG Float 27/01/17 EUR 3,500,000 99.99% 99.99% 187 3,499,837

1.2.3. Deut PfandbriefBank AG 4% 22/10/19 EUR 2,500,000 113.90% 113.90% 68,852 2,916,227



1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 2,217,000 103.34% 103.34% 58,878 2,349,815

1.2.3. Deutsche Tel Int Fin Float 03/04/20 EUR 4,000,000 99.91% 99.91% 1,232 3,997,472

1.2.3. DNB Bank ASA Float 17/08/20 EUR 4,000,000 99.21% 99.21% 455 3,968,855

1.2.3. EDP Finance BV 2% 22/04/25 EUR 5,000,000 99.20% 99.20% 18,904 4,978,804







1.2.3. Enel SPA Float 20/02/18 EUR 4,875,000 104.68% 104.68% 51,987 5,155,235

1.2.3. ENI SPA Float 11/10/17 EUR 2,500,000 103.16% 103.16% 14,811 2,593,811

1.2.3. FCE Bank PLC Float 11/08/18 EUR 2,000,000 101.16% 101.16% 2,561 2,025,741

1.2.3. Fortis Bank Float 05/12/17 EUR 500,000 105.55% 105.55% 14,236 542,001

1.2.3. Ge Capital Euro Fund 1% 02/05/17 EUR 1,950,000 100.92% 100.92% 3,152 1,971,151



1.2.3. Ge Capital Euro Fund Float 21/01/20 EUR 4,500,000 99.97% 99.97% 1,138 4,499,968


1.2.3. HSBC Finance 4.875% 30/05/17 EUR 1,000,000 104.37% 104.37% 4,140 1,047,800


1.2.3. ING Bank NV 3.375% 23/03/17 EUR 4,000,000 102.59% 102.59% 36,616 4,140,376

1.2.3. ING Bank NV 4.75% 31/05/17 EUR 2,000,000 104.33% 104.33% 7,808 2,094,408

1.2.3. LB Baden-Wuerttemberg Float 22/09/17 EUR 5,000,000 100.20% 100.20% 204 5,010,204

1.2.3. Lloyds Bank Plc Float 09/10/18 EUR 5,000,000 99.41% 99.41% 2,811 4,973,061


1.2.3. MAGEL 3 A 15/05/58 EUR 3,299,556 83.97% 83.97% 12 2,770,602

1.2.3. MAGEL 3 B 15/05/58 EUR 345,947 70.93% 70.93% 52 245,444

1.2.3. MAGEL 4 B 20/07/59 EUR 999,935 69.99% 69.99% 258 700,145

1.2.3. MAGEL 4 C 20/07/59 EUR 999,935 59.25% 59.25% 574 593,013



1.2.3. National Australia Bank Float 16/01/18 EUR 1,000,000 99.94% 99.94% 59 999,469

1.2.3. Nederlandse Gasunie N.V. Float 16/10/18 EUR 3,000,000 100.11% 100.11% 724 3,004,054


1.2.3. Nordea Bank AB Float 22/02/19 EUR 3,000,000 100.25% 100.25% 608 3,007,958

1.2.3. Orange 1.875% 02/10/19 EUR 2,000,000 106.02% 106.02% 27,869 2,148,169




1.2.3. RCI Banque SA Float 12/01/17 EUR 4,000,000 100.05% 100.05% 1,773 4,003,773





1.2.3. Sanofi Float 22/03/19 EUR 10,500,000 100.05% 100.05% 79 10,505,434


1.2.3. Santander Intl Debt, SA Float 06/05/19 EUR 2,000,000 99.74% 99.74% 1,213 1,995,953

1.2.3. Shell International Fin 4.625% 22/05/17 EUR 2,000,000 104.20% 104.20% 9,884 2,093,964

1.2.3. Skandinaviska Enskilda Float 15/09/20 EUR 1,200,000 100.05% 100.05% 104 1,200,704

1.2.3. Societe Generale 3.75% 01/03/17 EUR 2,500,000 102.48% 102.48% 31,079 2,592,979

1.2.3. TAGUS 2009 - ENG2 A 12/05/25 EUR 2,966,743 93.05% 93.05% 1,644 2,762,160

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 8,933,702 92.75% 92.75% 6,345 8,292,354

1.2.3. UBS AG LONDON 0.5% 15/05/18 EUR 7,000,000 100.87% 100.87% 4,411 7,065,521

1.2.3. UBS AG London 4% 08/04/22 EUR 10,000,000 122.57% 122.57% 90,959 12,347,959

1.2.3. Unicredit SPA Float 31/10/20 EUR 2,500,000 99.45% 99.45% -779 2,485,346

1.2.3. Vodafone Group 1% 11/09/20 EUR 2,000,000 101.84% 101.84% 16,011 2,052,711

1.2.3. Vodafone Group Float 25/02/19 EUR 4,000,000 100.93% 100.93% 2,768 4,040,048



1.2.3. Wells Fargo Co Float 26/04/21 EUR 2,500,000 99.89% 99.89% 1,675 2,498,975

1.2.6. Unidades de participação de fundos de investimento fechados 0 20,575,440

1.2.6. ISHARES CORE EURO STOXX 50 UCITS ETF EUR 246,000 83.64 83.64 0 20,575,440

1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europeia 0 27,579,790


1.3.6. iShares MSCI Japan EUR Hedged UCITS - ETF EUR 263,000 35.81 35.81 0 9,418,030

1.3.6. SPDR MSCI EMU UCITS ETF EUR 482,000 37.68 37.68 0 18,161,760




2.1.3. Jose de Mello 27/06/17 EUR 878,000 97.41% 97.41% 52 855,305






4.2. AF Portfólio Imobiliário - FII EUR 3,769,290 8.88 8.88 33,466,772



4.2. Renda Predial Fechado - FII EUR 542,110 4.99 4.99 2,705,671

5. LIQUIDEZ 0 375,303

5.1. À vista 0 375,303


5.1.3. Comissões 0 -57,771

5.1.9 Outros 0 -901,141






NPC: 501 836 926


Carteira: OC INVESTIMENTO CAPITAL GARANTIDO - 226 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 109.21% 109.21% 64,132 8,800,532

1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 63.68% 63.68% 8,537 645,324

1.1.1. PGB 4.2% 15/10/16 EUR 40,000,000 98.23% 98.23% 1,188,852 40,480,523

1.1.1. PGB 4.35% 16/10/17 EUR 10,000,000 92.59% 92.59% 306,639 9,565,679

1.1.1. PGB 4.35% 16/10/17 EUR 17,000,000 105.20% 105.20% 521,287 18,404,437

1.1.1. PGB 4.45% 15/06/18 EUR 29,700,000 89.56% 89.56% 54,314 26,653,703

1.1.1. PGB 4.45% 15/06/18 EUR 19,000,000 107.48% 107.48% 34,747 20,454,997

1.1.1. PGB 4.75% 14/06/19 EUR 22,875,000 85.92% 85.92% 47,630 19,701,963

1.1.1. PGB 4.8% 15/06/20 EUR 11,000,000 83.20% 83.20% 21,699 9,173,362

1.1.2. Outros fundos públicos e equiparados 18,494 532,619

1.1.2. Parpublica 3.75% 05/07/21 EUR 500,000 102.83% 102.83% 18,494 532,619







1.2.1. Netherlands Government 2% 15/07/24 EUR 6,000,000 117.50% 117.50% 115,082 7,164,782







2.1.3. Jose de Mello 27/06/17 EUR 4,600,000 97.41% 97.41% 274 4,481,097

5. LIQUIDEZ 0 -733,020

5.1. À vista 0 -733,020


5.1.3. Comissões 0 -11,444

5.1.9 Outros 0 -2,092,739






NPC: 501 836 926


Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira




1.1.1. PGB 4.45% 15/06/18 EUR 1,610,000 107.48% 107.48% 2,944 1,733,292

1.1.1. PGB 4.95% 25/10/23 EUR 40,000 115.56% 115.56% 1,347 47,571





1.2.2. EFSF 0.875% 16/04/18 EUR 50,000 102.27% 102.27% 90 51,225


5.1. À vista 0 77,301


5.1.3. Comissões 0 -119






NPC: 501 836 926


Carteira: OC Puro Capital - 362 Data: 30/06/2016


/Montante

Preço

Cotaçã

o

Preço

Cotaçã

o (EUR)

Juro

Decorrido

Valor

Carteira

1. VALORES MOBILIÁRIOS COTADOS ######### 1,044,003,475



1.1.1. PGB 2.875% 15/10/25 EUR 28,000,000 100.49% 100.49% 569,658 28,705,458

1.1.1. PGB 2.875% 21/07/26 EUR 177,880,000 98.88% 98.88% 2,249,623 178,128,473

1.1.1. PGB 3.875% 15/02/30 EUR 5,000,000 104.73% 104.73% 71,995 5,308,495

1.1.1. PGB 4.1% 15/02/45 EUR 15,000,000 102.95% 102.95% 228,525 15,670,275

1.1.1. PGB 4.1% 15/04/37 EUR 15,000,000 104.87% 104.87% 128,055 15,857,805

1.1.1. PGB 4.8% 15/06/20 EUR 8,900,000 112.23% 112.23% 17,556 10,006,026

1.1.1. PGB 4.95% 25/10/23 EUR 20,000,000 115.56% 115.56% 673,525 23,785,525

1.1.1. PGB 5.65% 15/02/24 EUR 29,500,000 118.95% 118.95% 619,339 35,709,589


1.1.2. Parpublica 3.75% 05/07/21 EUR 5,500,000 102.83% 102.83% 203,432 5,858,807











1.1.3. Refer 5.875% 18/02/19 EUR 3,750,000 110.26% 110.26% 80,059 4,214,621

1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 3,052,061 101.25% 101.25% 3,537 3,093,749

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 351,840 99.85% 99.85% 350 351,662

1.1.4. Acções 0 171,269

1.1.4. REN - Redes Energéticas Nacionais SA EUR 67,615 2.53 2.53 0 171,269





1.2.1. Belgium Kingdom 2.6% 22/06/24 EUR 1,700,000 121.33% 121.33% 969 2,063,579

1.2.1. Bundesrepub Deutschland 1.5% 04/09/22 EUR 5,000,000 112.51% 112.51% 61,475 5,686,975

1.2.1. FRTR 1.75% 25/05/23 EUR 11,400,000 113.53% 113.53% 19,677 12,961,527



1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 17,000,000 118.97% 118.97% 529,857 20,753,907


1.2.1. RAGB 3.5% 15/09/21 EUR 15,000,000 120.32% 120.32% 414,549 18,462,549

1.2.1. RAGB 3.9% 15/07/20 EUR 8,000,000 117.79% 117.79% 299,213 9,722,413











1.2.3. Aegon NV 3% 18/07/17 EUR 2,500,000 103.11% 103.11% 71,311 2,649,086

1.2.3. Allianz Finance 4% 23/11/16 EUR 2,500,000 101.49% 101.49% 60,109 2,597,309

1.2.3. AP Moeller - Maersk A/S Float 18/03/19 EUR 1,900,000 102.21% 102.21% 705 1,942,752

1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 200,000 116.08% 116.08% 4,552 236,702







1.2.3. BASF SE 1.5% 01/10/18 EUR 2,000,000 103.51% 103.51% 22,377 2,092,477

1.2.3. Bayer AG 1.125% 24/01/18 EUR 2,000,000 101.52% 101.52% 9,713 2,040,153

1.2.3. Bayer Nordic SE Float 28/03/17 EUR 1,500,000 100.03% 100.03% -5 1,500,415

1.2.3. Bk of Nova Scotia Float 10/09/18 EUR 2,000,000 100.16% 100.16% 129 2,003,309



1.2.3. BMW Finance NV Float 04/04/17 EUR 5,000,000 100.03% 100.03% 1,281 5,002,531

1.2.3. BMW US Cap LLC Float 18/03/19 EUR 3,000,000 99.83% 99.83% 97 2,994,937

1.2.3. BNP Paribas 2.625% 16/09/16 EUR 3,650,000 100.48% 100.48% 75,393 3,742,986



1.2.3. BPCE 4.9% 02/11/19 EUR 1,400,000 115.18% 115.18% 11,052 1,623,600

1.2.3. BRISA 6.875% 02/04/18 EUR 8,700,000 111.32% 111.32% 145,844 9,830,423



1.2.3. Carrefour Banque Float 20/04/21 EUR 2,500,000 100.03% 100.03% 2,125 2,502,975

1.2.3. Carrefour SA 1.75% 22/05/19 EUR 1,500,000 104.89% 104.89% 2,805 1,576,080

1.2.3. Citigroup Inc Float 24/05/21 EUR 4,000,000 100.03% 100.03% 2,352 4,003,592

1.2.3. Colgate-Palmolive Co Float 14/05/19 EUR 2,000,000 100.04% 100.04% -70 2,000,750

1.2.3. Credit Agricole 4.15% 14/04/19 EUR 2,400,000 110.79% 110.79% 21,027 2,679,939


1.2.3. Credit Suisse AG London 3.4% 09/08/18 EUR 6,000,000 103.84% 103.84% 181,900 6,412,300



1.2.3. Daimler AG 0.625% 05/03/20 EUR 2,000,000 102.02% 102.02% 4,007 2,044,447



1.2.3. Daimler AG Float 12/01/19 EUR 5,100,000 100.26% 100.26% 3,156 5,116,467


1.2.3. Danske Bank A/S 3.5% 16/04/18 EUR 2,500,000 106.69% 106.69% 17,979 2,685,104

1.2.3. Deut PfandbriefBank AG 4% 22/10/19 EUR 2,500,000 113.90% 113.90% 68,852 2,916,227

1.2.3. Deutsche Bank AG 1.25% 08/09/21 EUR 5,000,000 101.20% 101.20% 50,546 5,110,746


1.2.3. Deutsche PostBank 3.375% 31/03/20 EUR 2,350,000 113.62% 113.62% 19,774 2,689,844

1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 2,200,000 103.34% 103.34% 58,426 2,331,796

1.2.3. Deutsche Tel Int Fin Float 03/04/20 EUR 5,535,000 99.91% 99.91% 1,705 5,531,502

1.2.3. DNB Bank ASA Float 17/08/20 EUR 5,200,000 99.21% 99.21% 591 5,159,511

1.2.3. E.ON Intl Fin BV 5.75% 07/05/20 EUR 2,000,000 121.44% 121.44% 17,014 2,445,874

1.2.3. E.ON Intl Fin BV 6.375% 29/05/17 EUR 3,324,000 105.79% 105.79% 18,578 3,535,137

1.2.3. EDP Finance BV 2% 22/04/25 EUR 2,500,000 99.20% 99.20% 9,452 2,489,402





1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 2,500,000 110.98% 110.98% 283 2,774,683





1.2.3. Enel SPA Float 20/02/18 EUR 1,500,000 104.68% 104.68% 15,996 1,586,226

1.2.3. ENGIE, SA 1.5 % 20/07/17 EUR 9,548,000 101.62% 101.62% 135,394 9,838,358

1.2.3. ENI SPA 4.875% 11/10/17 EUR 3,000,000 106.14% 106.14% 105,092 3,289,322

1.2.3. ENI SPA Float 11/10/17 EUR 2,500,000 103.16% 103.16% 14,811 2,593,811

1.2.3. FCE Bank PLC Float 11/08/18 EUR 2,000,000 101.16% 101.16% 2,561 2,025,741

1.2.3. Fortis Bank Float 05/12/17 EUR 1,500,000 105.55% 105.55% 42,708 1,626,003

1.2.3. France Telecom 4.75% 21/02/17 EUR 1,433,000 103.04% 103.04% 24,177 1,500,712

1.2.3. GE Cap Eur Fund 5.375% 23/01/20 EUR 2,000,000 118.92% 118.92% 46,701 2,425,041



1.2.3. Ge Capital Euro Fund Float 21/01/20 EUR 5,500,000 99.97% 99.97% 1,390 5,499,960



1.2.3. ING Bank NV 4.75% 31/05/17 EUR 2,000,000 104.33% 104.33% 7,808 2,094,408

1.2.3. Intesa SanPaolo SPA 4.375% 16/08/16 EUR 2,500,000 100.48% 100.48% 95,330 2,607,355

1.2.3. JP Morgan Chase Float 19/02/17 EUR 2,000,000 100.11% 100.11% 331 2,002,471

1.2.3. LB Baden-Wuerttemberg Float 22/09/17 EUR 4,000,000 100.20% 100.20% 164 4,008,164

1.2.3. Linde Finance 4.75% 24/04/17 EUR 5,000,000 103.94% 103.94% 43,596 5,240,346

1.2.3. Lloyds Bank Plc Float 09/10/18 EUR 5,000,000 99.41% 99.41% 2,811 4,973,061


1.2.3. LVHM Moet Hennessy Louis Float 14/02/19 EUR 2,800,000 99.81% 99.81% -98 2,794,526

1.2.3. MAGEL 4 A 20/07/59 EUR 2,479,648 84.05% 84.05% 152 2,084,322


1.2.3. Merck Fin Services GMBH 0.75% 02/09/19 EUR 2,000,000 102.23% 102.23% 12,418 2,057,098



1.2.3. Nederlandse Gasunie N.V. Float 16/10/18 EUR 3,000,000 100.11% 100.11% 724 3,004,054

1.2.3. NORD/LB LUX SA COV BOND BK 0.25% 10/03/20 EUR 10,400,000 100.99% 100.99% 7,978 10,510,522

1.2.3. Nordea Bank AB Float 22/02/19 EUR 3,000,000 100.25% 100.25% 608 3,007,958

1.2.3. Orange 1.875% 02/10/19 EUR 3,000,000 106.02% 106.02% 41,803 3,222,253

1.2.3. RaboBank Float 18/11/16 EUR 10,000,000 100.08% 100.08% 1,111 10,009,111





1.2.3. RCI Banque SA Float 12/01/17 EUR 3,000,000 100.05% 100.05% 1,330 3,002,830






1.2.3. RTE EDF Transport 4.125% 27/09/16 EUR 3,650,000 100.94% 100.94% 113,950 3,798,370

1.2.3. SABA 1 A2 20/06/38 EUR 1,231,556 96.81% 96.81% -32 1,192,276

1.2.3. Sanofi 1% 14/11/17 EUR 318,000 101.52% 101.52% 1,990 324,836

1.2.3. Sanofi Float 22/03/19 EUR 6,000,000 100.05% 100.05% 45 6,003,105


1.2.3. Santander Intl Debt, SA Float 06/05/19 EUR 3,000,000 99.74% 99.74% 1,820 2,993,930


1.2.3. SAUDACOR SA Float 15/07/20 EUR 2,000,000 99.61% 99.61% 27,332 2,019,492



1.2.3. Skandinaviska Enskilda Float 15/09/20 EUR 6,000,000 100.05% 100.05% 518 6,003,518

1.2.3. Societe Generale Float 16/01/17 EUR 4,500,000 100.04% 100.04% 173 4,501,973


1.2.3. TAGUS 2009 - ENG2 A 12/05/25 EUR 3,466,405 93.05% 93.05% 1,921 3,227,366

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 9,558,437 92.75% 92.75% 6,789 8,872,238

1.2.3. Total Capital Canada 1.875% 09/07/20 EUR 2,500,000 107.72% 107.72% 45,722 2,738,822

1.2.3. Unicredit SPA Float 31/10/20 EUR 2,500,000 99.45% 99.45% -779 2,485,346

1.2.3. Unilever NV 1.75% 05/08/20 EUR 1,700,000 107.52% 107.52% 26,824 1,854,732

1.2.3. Volkswagen Int Fin 1% 26/10/16 EUR 2,500,000 100.31% 100.31% 16,940 2,524,665

1.2.3. Volkswagen Intl Fin NV Float 16/07/18 EUR 1,421,000 99.19% 99.19% 141 1,409,588



1.2.6. ISHARES CORE EURO STOXX 50 UCITS ETF EUR 250,500 83.64 83.64 0 20,951,820

1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europeia 253 30,926,760


1.3.3. SAP SE Float 01/04/20 EUR 1,774,000 99.97% 99.97% 253 1,773,650

1.3.4. Acções 0 1,422,600

1.3.4. CTT - Correios de Portugal SA EUR 200,000 7.11 7.11 0 1,422,600


1.3.6. iShares MSCI Japan EUR Hedged UCITS - ETF EUR 263,000 35.81 35.81 0 9,418,030

1.3.6. SPDR MSCI EMU UCITS ETF EUR 486,000 37.68 37.68 0 18,312,480


2.1. Valores mobiliários nacionais 139,344 6,364,404


2.1.3. Refer 4.25% 13/12/21 EUR 6,000,000 103.75% 103.75% 139,344 6,364,404






4.2. AF Portfólio Imobiliário - FII EUR 4,994,335 8.88 8.88 44,343,702

5. LIQUIDEZ 0 781,450

5.1. À vista 0 781,450


5.1.3. Comissões 0 -66,272

5.1.9 Outros 0 -281,750

9. VALOR LÍQUIDO GLOBAL DO FUNDO 1,100,981,030





NPC: 501 836 926


Carteira: OC (ULA) SOL CAPITAL GARANT152 Data: 30/06/2016


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1.1.1. PGB 2.2% 17/10/22 EUR 17,000 99.45% 99.45% 301 17,208

1.1.1. PGB 2.875% 15/10/25 EUR 48,000 100.49% 100.49% 977 49,209

1.1.1. PGB 3.85% 15/04/21 EUR 140,000 109.21% 109.21% 1,122 154,009

1.1.1. PGB 4.8% 15/06/20 EUR 38,000 112.23% 112.23% 75 42,722

1.1.1. PGB 4.95% 25/10/23 EUR 85,000 115.56% 115.56% 2,862 101,088



1.2.1. DBR 6.25% 04/01/24 EUR 12,000 150.84% 150.84% 365 18,466


1.2.3. BCP Finance Bank Float 21/12/16 EUR 100,000 95.55% 95.55% 13 95,568

1.2.3. Mota Engil 5.5% 22/04/19 EUR 20,000 97.04% 97.04% 211 19,619

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 172,055

3.1. Fundos harmonizados 344,109

3.1. F&C Portfolio Fund II SICAV North America Equities -I USD 140 197.27 177.69 24,876

3.1. F&C Portfolio Fund II SICAV Eurozone Equities I EUR 50 93.33 93.33 4,667

3.1. Millennium Acções Portugal - FIM EUR 300 11.15 11.15 3,344

3.1. Millennium Eurocarteira - FIM EUR 700 11.17 11.17 7,821

3.1. Millennium Global Bond Selection. EUR 24,648 5.10 5.10 125,817

3.1. Millennium Mercados Emergentes - FIM EUR 713 7.75 7.75 5,530

5. LIQUIDEZ 0 -5,479

5.1. À vista 0 -5,479


5.1.3. Comissões 0 -552

5.1.9 Outros 0 -7,125


NUMERO DE UNIDADES EM CIRCULAÇÃO 81,992.00293

VALOR DA UP 8.10403





NPC: 501 836 926


Carteira: OC (ULA) SOLUÇÃO INVESTIM-153 Data: 30/06/2016


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1.1.1. PGB 2.2% 17/10/22 EUR 7,000 99.45% 99.45% 124 7,086

1.1.1. PGB 3.85% 15/04/21 EUR 120,000 109.21% 109.21% 962 132,008

1.1.1. PGB 4.8% 15/06/20 EUR 57,000 112.23% 112.23% 112 64,084


1.1.2. Parpublica 3.567% 22/09/20 EUR 40,000 102.72% 102.72% 1,099 42,187



1.2.1. FRTR 4.25% 25/04/19 EUR 50,000 113.53% 113.53% 384 57,147



1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 50,000 110.98% 110.98% 6 55,494

1.2.3. Mota Engil 5.5% 22/04/19 EUR 10,000 97.04% 97.04% 105 9,809



3.1. F&C Portfolio Fund II SICAV North America Equities -I USD 300 197.27 177.69 53,307

3.1. F&C Portfolio Fund II SICAV Eurozone Equities I EUR 100 93.33 93.33 9,333

3.1. Millennium Acções América - FIM EUR 901 4.19 4.19 3,771

3.1. Millennium Acções Portugal - FIM EUR 1,000 11.15 11.15 11,149

3.1. Millennium Eurocarteira - FIM EUR 2,975 11.17 11.17 33,212

3.1. Millennium Global Bond Selection. EUR 27,224 5.10 5.10 138,966

3.1. Millennium Mercados Emergentes - FIM EUR 1,557 7.75 7.75 12,073


5.1. À vista 0 -6,980


5.1.3. Comissões 0 -879

5.1.9 Outros 0 -9,953



VALOR DA UP 6.69469





NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Preservação - 126 Data: 30/06/2016


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1. VALORES MOBILIÁRIOS COTADOS 0 33,636,046

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 0 33,636,046


1.2.6. Vontobel - Harcourt Comm-B USD USD 37,347 59.43 53.53 0 1,999,231

1.2.6. Wellington Commodities FD D USD AC USD 287,030 6.17 5.56 0 1,595,188

1.2.6. Pictet - Japan Index - R JPY - SICAV JPY 14,127 ######## 110.87 0 1,566,295

1.2.6. BNP Paribas Smallcap Euroland - C EUR 4,219 352.83 352.83 0 1,488,432

1.2.6. GLG INV VI-EUR ALPH AL-DN€ EUR 6,924 112.21 112.21 0 776,989

1.2.6. Henderson Hor - Pan Eu Al - A2 EUR 105,916 14.78 14.78 0 1,565,440

1.2.6. ING L Invest Alternative Beta - PH€ EUR 2,937 266.58 266.58 0 783,077

1.2.6. JPM US Aggregate BD-A Hdg. EUR 120,649 84.47 84.47 0 10,191,197

1.2.6. Morgan St Sicav Euro CRP B-A€ EUR 267,448 48.16 48.16 0 12,880,298

1.2.6. RAM Lux SYS - Long/Short EUR EQ - B EUR 5,726 137.94 137.94 0 789,900



3.1. Morgan Stanley Inv Fund - Glob Prop - SICAV USD 93,044 28.13 25.34 2,357,534

3.1. Wellington-US Eq Research -B USD 13,557 65.85 59.31 804,106

3.1. Amundi Funds Absolute Vol Euro Equ EUR 11,643 138.42 138.42 1,611,603

3.1. Bluebay-Invest Grade Bond -Sicav EUR 0 170.00 170.00 0

3.1. Comgest Growth Emerging Mk-EUR EUR 29,760 27.02 27.02 804,117

3.1. Fidelity Funds - Europe HY Fund - A AC EUR 297,972 18.35 18.35 5,467,780

3.1. MFS Meridian Emerging Markets Dbt EUR 214,129 12.91 12.91 2,764,410

3.1. Neuberger Berman HY Bond Fund €ADV EUR 85,692 18.37 18.37 1,574,164

3.1. Parvest Bond Euro Govern. - Classic C EUR 45,896 404.07 404.07 18,545,091

3.1. Schroder Intl Select Fund - EURO Equity EUR 189,291 27.88 27.88 5,277,092

3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 328,029 11.96 11.96 3,923,231

3.2. Fundos não harmonizados 7

3.2. ING Int II - Senior Bank Loans € (SICAV) EUR 0 ######## ######## 3

5. LIQUIDEZ 0 1,685,953

5.1. À vista 0 1,685,953


5.1.3. Comissões 0 -25,614

5.1.9 Outros 0 -116,705


NUMERO DE UNIDADES EM CIRCULAÇÃO #############

VALOR DA UP 66.46930





NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Rendimento - 127 Data: 30/06/2016


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1.2.6. Wellington Commodities FD D USD AC USD 659,733 6.17 5.56 0 3,666,506


1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 130,266 30.18 30.18 0 3,931,428

1.2.6. BLACKROCK GF - WORLD MINING FUND E2 EUR EUR 152,847 23.88 23.88 0 3,649,982


1.2.6. GLG INV VI-EUR ALPH AL-DN€ EUR 31,297 112.21 112.21 0 3,511,886


1.2.6. ING L Invest Alternative Beta - PH€ EUR 13,277 266.58 266.58 0 3,539,399


1.2.6. Morgan St Sicav Euro CRP B-A€ EUR 1,175,928 48.16 48.16 0 56,632,673

1.2.6. RAM Lux SYS - Long/Short EUR EQ - B EUR 26,330 137.94 137.94 0 3,631,980



3.1. Janus Capital Global Technology - I$AC USD 0 8.18 7.37 0


3.1. Threadneedle Amer SM-$-1-ACC USD 0 3.47 3.13 0

3.1. Wellington-US Eq Research -B USD 183,685 65.85 59.31 10,895,016



3.1. Comgest Growth Emerging Mk-EUR EUR 137,746 27.02 27.02 3,721,908

3.1. Fidelity Funds - Europe HY Fund - A AC EUR 1,255,460 18.35 18.35 23,037,695

3.1. JPM Asia Pac - Strat Eqy - A A EUR 272,446 13.36 13.36 3,639,873


3.1. Morgan Stanley Europ Prop Fund - A (SICAV) EUR 0 32.50 32.50 0


3.1. Partners Group Inv - Priv List Eq P € EUR 23,443 147.37 147.37 3,454,795


3.1. Schroder Intl Select Fund - EURO Equity EUR 1,344,465 27.88 27.88 37,481,276

3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 1,347,427 11.96 11.96 16,115,233



5. LIQUIDEZ 0 11,023,345

5.1. À vista 0 11,023,345


5.1.3. Comissões 0 -115,905

5.1.9 Outros 0 -388,136








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Rend & Crescimento - 128 Data: 30/06/2016


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1.2.6. Wellington Commodities FD D USD AC USD 1,264,345 6.17 5.56 0 7,026,670


1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 127,611 30.18 30.18 0 3,851,300



1.2.6. GLG INV VI-EUR ALPH AL-DN€ EUR 30,659 112.21 112.21 0 3,440,289


1.2.6. ING L Invest Alternative Beta - PH€ EUR 13,006 266.58 266.58 0 3,467,242



1.2.6. RAM Lux SYS - Long/Short EUR EQ - B EUR 25,565 137.94 137.94 0 3,526,483





3.1. Threadneedle Amer SM-$-1-ACC USD 2,390,519 3.26 2.93 7,014,156


3.1. Threadneedle UK Fund - RNAGBP GBP 2,495,390 1.06 1.28 3,201,285




3.1. Fidelity Funds - Europe HY Fund - A AC EUR 1,130,858 18.35 18.35 20,751,239

3.1. JPM Asia Pac - Strat Eqy - A A EUR 272,137 13.36 13.36 3,635,753





3.1. Schroder Intl Select Fund - EURO Equity EUR 2,215,049 27.88 27.88 61,751,579

3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 1,026,210 11.96 11.96 12,273,477



5. LIQUIDEZ 0 9,325,987

5.1. À vista 0 9,325,987


5.1.3. Comissões 0 -113,649

5.1.9 Outros 0 -397,522








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Crescimento - 129 Data: 30/06/2016


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1.2.6. Wellington Commodities FD D USD AC USD 146,663 6.17 5.56 0 815,090


1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 25,000 30.18 30.18 0 754,500




1.2.6. Henderson Hor - Pan Eu Al - A2 EUR 49,740 14.78 14.78 0 735,162

1.2.6. ING L Invest Alternative Beta - PH€ EUR 2,759 266.58 266.58 0 735,607



1.2.6. RAM Lux SYS - Long/Short EUR EQ - B EUR 5,853 137.94 137.94 0 807,415





3.1. Threadneedle Amer SM-$-1-ACC USD 759,775 3.26 2.93 2,229,298


3.1. Threadneedle UK Fund - RNAGBP GBP 1,066,834 1.06 1.28 1,368,619

3.1. Amundi Funds Absolute Vol Euro Equ EUR 5,411 138.42 138.42 749,014


3.1. Fidelity Funds - Europe HY Fund - A AC EUR 80,092 18.35 18.35 1,469,692

3.1. JPM Asia Pac - Strat Eqy - A A EUR 57,005 13.36 13.36 761,592


3.1. Neuberger Berman HY Bond Fund €ADV EUR 0 20.00 20.00 0




3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 93,295 11.96 11.96 1,115,804

5. LIQUIDEZ 0 2,720,286

5.1. À vista 0 2,720,286


5.1.3. Comissões 0 -24,965

5.1.9 Outros 0 -34,242








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Crescimento Agressivo - 130 Data: 30/06/2016


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1.2.6. Vontobel - Harcourt Comm-B USD USD 7,322 59.43 53.53 0 391,944

1.2.6. Wellington Commodities FD D USD AC USD 46,458 6.17 5.56 0 258,193

1.2.6. Pictet - Japan Index - R JPY - SICAV JPY 5,193 ######## 110.87 0 575,753

1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 9,417 30.18 30.18 0 284,205

1.2.6. BLACKROCK GF - WORLD MINING FUND E2 EUR EUR 11,425 23.88 23.88 0 272,840



1.2.6. Henderson Hor - Pan Eu Al - A2 EUR 17,304 14.78 14.78 0 255,751

1.2.6. ING L Invest Alternative Beta - PH€ EUR 480 266.58 266.58 0 127,934

1.2.6. JPM US Aggregate BD-A Hdg. EUR 5,356 84.47 84.47 0 452,398

1.2.6. RAM Lux SYS - Long/Short EUR EQ - B EUR 964 137.94 137.94 0 132,992




3.1. Morgan Stanley Inv Fund - Glob Prop - SICAV USD 15,227 28.13 25.34 385,828

3.1. Threadneedle Amer SM-$-1-ACC USD 176,410 3.26 2.93 517,614


3.1. Threadneedle UK Fund - RNAGBP GBP 276,223 1.06 1.28 354,361

3.1. Amundi Funds Absolute Vol Euro Equ EUR 951 138.42 138.42 131,647

3.1. Comgest Growth Emerging Mk-EUR EUR 14,586 27.02 27.02 394,113

3.1. JPM Asia Pac - Strat Eqy - A A EUR 9,780 13.36 13.36 130,655

3.1. Partners Group Inv - Priv List Eq P € EUR 1,695 147.37 147.37 249,792

3.1. Parvest Bond Euro Govern. - Classic C EUR 1,286 404.07 404.07 519,522


5. LIQUIDEZ 0 250,053

5.1. À vista 0 250,053


5.1.3. Comissões 0 -4,196








NPC: 501 836 926


Carteira: OC ULA SIG - Mais Moderada - 139 Data: 30/06/2016


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1.2.6. BlackRock Global Funds - Asian Growth Leaders - A2 USD 127,324 14.70 13.24 0 1,685,873

1.2.6. F&C Euro Small Cap Ex UK - CA GBP 4,683,307 0.51 0.62 0 2,913,114

1.2.6. Hermes GL Emer Mkt - F Eur ACC EUR 783,000 2.63 2.63 0 2,061,874

1.2.6. Legg Mason Western Asset Macro Opport Bd - AAHEUR EUR 150,309 110.79 110.79 0 16,652,734

1.2.6. Tokio Marine - JPN Eq Focus - JH EUR 15,300 79.45 79.45 0 1,215,658

1.2.6. Verrazzano Advan Euro-Ei Eur EUR 27,967 106.15 106.15 0 2,968,809



3.1. Iridian-US Equity FD-Ipusd USD 25,361 101.14 91.10 2,310,405

3.1. SPDR S&P 500 ETF Trust USD 7,948 209.48 188.68 1,499,646

3.1. Ashmore - Emerg Mkt total return - SICAV GBP 77,811 95.42 115.45 8,983,301

3.1. Majedie Asset UK Income - XI GBP 1,147,054 1.39 1.68 1,929,937

3.1. BGF-Euro Corporate Bond - €A2 EUR 818,825 15.99 15.99 13,093,018

3.1. Bluebay-Invest Grade Bond -Sicav EUR 77,687 168.64 168.64 13,101,063

3.1. Fidelity European HY - A (SICAV) EUR 1,746,560 9.96 9.96 17,397,487

3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 124,996 213.93 213.93 26,740,394

3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 1,681,794 3.04 3.04 5,117,699


3.1. Robeco Euro Government BD - I € EUR 160,307 170.79 170.79 27,378,820

5. LIQUIDEZ 53,398 32,544,876

5.1. À vista 0 991,479


5.1.3. Comissões 0 -193,676

5.1.9 Outros 0 -891,075

5.2. A prazo 53,398 31,553,398

5.2.1. Depósitos e outros equiparados 53,398 31,553,398

5.2.1. DP/BCP/EUR EUR 1,590 601,590

5.2.1. DP/BCP/EUR EUR 1,100 12,001,100

5.2.1. DP/BCP/EUR EUR 9,669 3,509,669

5.2.1. DP/BCP/EUR EUR 3,330 903,330

5.2.1. DP/BCP/EUR EUR 4,763 3,004,763

5.2.1. DP/BCP/EUR EUR 11,780 3,811,780

5.2.1. DP/BCP/EUR EUR 2,516 1,102,516

5.2.1. DP/BCP/EUR EUR 3,900 2,003,900

5.2.1. DP/BCP/EUR EUR 4,538 1,104,538

5.2.1. DP/BCP/EUR EUR 4,078 1,404,078

5.2.1. DP/BCP/EUR EUR 5,400 1,805,400

5.2.1. DP/BCP/EUR EUR 735 300,735








NPC: 501 836 926


Carteira: OC ULA SIG - Moderada - 140 Data: 30/06/2016


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1.2.6. BlackRock Global Funds - Asian Growth Leaders - A2 USD 77,841 14.70 13.24 0 1,030,687


1.2.6. Hermes GL Emer Mkt - F Eur ACC EUR 499,000 2.63 2.63 0 1,314,017


1.2.6. Tokio Marine - JPN Eq Focus - JH EUR 9,600 79.45 79.45 0 762,766







3.1. Majedie Asset UK Income - XI GBP 1,441,484 1.39 1.68 2,425,321



3.1. Fidelity European HY - A (SICAV) EUR 1,016,367 9.96 9.96 10,124,027





5. LIQUIDEZ 35,619 19,510,132

5.1. À vista 0 774,513


5.1.3. Comissões 0 -134,647

5.1.9 Outros 0 -412,067

5.2. A prazo 35,619 18,735,619


5.2.1. DP/BCP/EUR EUR 5,180 1,405,180

5.2.1. DP/BCP/EUR EUR 578 6,300,578

5.2.1. DP/BCP/EUR EUR 1,365 701,365

5.2.1. DP/BCP/EUR EUR 980 400,980

5.2.1. DP/BCP/EUR EUR 4,950 1,204,950

5.2.1. DP/BCP/EUR EUR 3,039 1,103,039

5.2.1. DP/BCP/EUR EUR 3,000 1,003,000

5.2.1. DP/BCP/EUR EUR 8,060 2,608,060

5.2.1. DP/BCP/EUR EUR 2,330 802,330

5.2.1. DP/BCP/EUR EUR 1,373 601,373

5.2.1. DP/BCP/EUR EUR 1,590 601,590

5.2.1. DP/BCP/EUR EUR 3,175 2,003,175








NPC: 501 836 926


Carteira: OC ULA SIG - Equilibrada - 141 Data: 30/06/2016


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1.2.6. BlackRock Global Funds - Asian Growth Leaders - A2 USD 36,602 14.70 13.24 0 484,638


1.2.6. Hermes GL Emer Mkt - F Eur ACC EUR 343,000 2.63 2.63 0 903,222









3.1. Majedie Asset UK Income - XI GBP 992,667 1.39 1.68 1,670,179



3.1. Edinburgh Part-Eu Op-Inc-€I EUR 813,435 2.15 2.15 1,749,700

3.1. Fidelity European HY - A (SICAV) EUR 427,694 9.96 9.96 4,260,264





5. LIQUIDEZ 12,054 4,905,023

5.1. À vista 0 -7,030


5.1.3. Comissões 0 -68,455

5.1.9 Outros 0 -73,073

5.2. A prazo 12,054 4,912,054


5.2.1. DP/BCP/EUR EUR 953 600,953

5.2.1. DP/BCP/EUR EUR 1,381 501,381

5.2.1. DP/BCP/EUR EUR 83 900,083

5.2.1. DP/BCP/EUR EUR 1,850 501,850

5.2.1. DP/BCP/EUR EUR 795 300,795

5.2.1. DP/BCP/EUR EUR 583 200,583

5.2.1. DP/BCP/EUR EUR 900 300,900

5.2.1. DP/BCP/EUR EUR 2,790 902,790

5.2.1. DP/BCP/EUR EUR 2,475 602,475

5.2.1. DP/BCP/EUR EUR 245 100,245








NPC: 501 836 926


Carteira: OC ULA SIG - Dinâmica - 142 Data: 30/06/2016


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1.2.6. F&C Euro Small Cap Ex UK - CA GBP 828,341 0.51 0.62 0 515,245


1.2.6. Legg Mason Western Asset Macro Opport Bd - AAHEUR EUR 7,241 110.79 110.79 0 802,230


1.2.6. Verrazzano Advan Euro-Ei Eur EUR 3,958 106.15 106.15 0 420,158



3.1. Iridian-US Equity FD-Ipusd USD 7,507 101.14 91.10 683,893

3.1. SPDR S&P 500 ETF Trust USD 2,426 209.47 188.68 457,743

3.1. Ashmore - Emerg Mkt total return - SICAV GBP 2,571 95.42 115.45 296,801

3.1. Majedie Asset UK Income - XI GBP 212,954 1.39 1.68 358,299

3.1. BGF-Euro Corporate Bond - €A2 EUR 31,828 15.99 15.99 508,932

3.1. Bluebay-Invest Grade Bond -Sicav EUR 3,021 168.64 168.64 509,435

3.1. Edinburgh Part-Eu Op-Inc-€I EUR 192,380 2.15 2.15 413,810

3.1. Fidelity European HY - A (SICAV) EUR 67,926 9.96 9.96 676,609

3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 4,579 213.93 213.93 979,585

3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 257,826 3.04 3.04 784,563

3.1. Parvest Bond Euro Govern. - Classic C EUR 2,438 404.07 404.07 984,957

3.1. Robeco Euro Government BD - I € EUR 5,731 170.79 170.79 978,805

5. LIQUIDEZ 819 240,728

5.1. À vista 0 -47,091


5.1.3. Comissões 0 -12,869

5.1.9 Outros 0 -84,729

5.2. A prazo 819 287,819


5.2.1. DP/BCP/EUR EUR 138 50,138

5.2.1. DP/BCP/EUR EUR 83 20,083

5.2.1. DP/BCP/EUR EUR 90 30,090

5.2.1. DP/BCP/EUR EUR 75 47,075

5.2.1. DP/BCP/EUR EUR 434 140,434








NPC: 501 836 926


Carteira: OC ULA SIG - Agressiva - 143 Data: 30/06/2016


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1.2.6. F&C Euro Small Cap Ex UK - CA GBP 811,813 0.51 0.62 0 504,964


1.2.6. Legg Mason Western Asset Macro Opport Bd - AAHEUR EUR 3,678 110.79 110.79 0 407,486


1.2.6. Verrazzano Advan Euro-Ei Eur EUR 2,640 106.15 106.15 0 280,247



3.1. Iridian-US Equity FD-Ipusd USD 5,585 101.14 91.10 508,797

3.1. SPDR S&P 500 ETF Trust USD 1,824 209.48 188.68 344,156

3.1. Ashmore - Emerg Mkt total return - SICAV GBP 938 95.42 115.45 108,288

3.1. Majedie Asset UK Income - XI GBP 172,050 1.39 1.68 289,477

3.1. BGF-Euro Corporate Bond - €A2 EUR 10,883 15.99 15.99 174,015

3.1. Bluebay-Invest Grade Bond -Sicav EUR 1,031 168.64 168.64 173,928

3.1. Edinburgh Part-Eu Op-Inc-€I EUR 140,284 2.15 2.15 301,750

3.1. Fidelity European HY - A (SICAV) EUR 22,203 9.96 9.96 221,169

3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 1,448 213.93 213.93 309,771

3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 192,031 3.04 3.04 584,349

3.1. Parvest Bond Euro Govern. - Classic C EUR 752 404.07 404.07 303,861

3.1. Robeco Euro Government BD - I € EUR 1,815 170.79 170.79 309,982

5. LIQUIDEZ 60 25,493

5.1. À vista 0 5,433


5.1.3. Comissões 0 -7,482

5.1.9 Outros 0 -13,604

5.2. A prazo 60 20,060


5.2.1. DP/BCP/EUR EUR 60 20,060








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 6SR - 298 Data: 30/06/2016


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2.1.3. Banco Comercial Portug Floater 2º Em - Julho 2016 EUR 600,000 100.01% 100.01% 257 600,338

2.1.3. Banco Comercial Portugues Floater - março 2018 EUR 705,000 98.13% 98.13% 1,899 693,744

2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 442,000 97.90% 97.90% 1,191 433,924

2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 50,000 98.06% 98.06% 730 49,761

2.1.3. Banco Comercial Portugues Floater 1ªem- Julho 2016 EUR 39,950,000 100.00% 100.00% 23,211 39,974,521

5. LIQUIDEZ 0 571,555

5.1. À vista 0 571,555


5.1.3. Comissões 0 -49,816

7. OPERAÇÕES COM PRODUTOS DERIVADOS 769,879 829,556

7.2. Fora de mercado regulamentado 769,879 829,556

7.2.2. Swaps 769,879 829,556

7.2.2. CDS. 2448 30/12/2011 - 08/07/2016 SENIOR EUR 19,736 18,855

7.2.2. CDS. 2449 30/12/2011 - 08/07/2016 SENIOR EUR 19,367 19,379

7.2.2. CDS. 2450 30/12/2011 - 08/07/2016 SENIOR EUR 19,736 16,741

7.2.2. CDS. 2451 30/12/2011 - 08/07/2016 SENIOR EUR 19,367 19,638

7.2.2. CDS. 2452 30/12/2011 - 08/07/2016 SENIOR EUR 18,444 15,617

7.2.2. IRS. 37007 08/07/2008 - 08/07/2016 EUR 646,182 709,423

7.2.2. IRS. 63454 08/07/2008 - 08/07/2016 EUR 27,048 29,902








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2008 8A 4SR - 299 Data: 30/06/2016


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2.1.3. Banco Comercial Portug Floater 2º Em - Julho 2016 EUR 17,550,000 100.01% 100.01% 7,526 17,559,899

5. LIQUIDEZ 30,059 4,140,449

5.1. À vista 0 70,391


5.1.3. Comissões 0 -23,421

5.2. A prazo 30,059 4,070,059


5.2.1. DP/BCP/EUR EUR 30,059 4,070,059

7. OPERAÇÕES COM PRODUTOS DERIVADOS 8,682,142 9,444,194

7.2. Fora de mercado regulamentado 8,682,142 9,444,194

7.2.2. Swaps 8,682,142 9,444,194

7.2.2. CDS. 2453 30/12/2011 - 30/07/2016 SENIOR EUR 7,804 6,442

7.2.2. CDS. 2455 30/12/2011 - 30/07/2016 SENIOR EUR 8,330 2,557

7.2.2. CDS. 2456 30/12/2011 - 30/07/2016 SENIOR EUR 8,168 9,265

7.2.2. CDS. 2457 30/12/2011 - 30/07/2016 SENIOR EUR 7,375 2,209

7.2.2. CDS. 2967 30/12/2011 - 30/07/2016 SENIOR EUR 5,231 5,616

7.2.2. IRS. DIP82190 30/07/2008 - 30/07/2016 EUR 8,645,234 9,418,104








NPC: 501 836 926




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2.1.3. Banco Comercial Portugues Floater 1ªem- Julho 2016 EUR 50,000 100.00% 100.00% 29 50,031

5. LIQUIDEZ 0 289,533

5.1. À vista 0 289,533


5.1.3. Comissões 0 -14,094



7.2.2. Swaps 188,340 264,929

7.2.2. CDS. 2458 30/12/2011 - 30/07/2016 SENIOR EUR 1,474 1,229

7.2.2. CDS. 2460 30/12/2011 - 30/07/2016 SENIOR EUR 1,403 431

7.2.2. CDS. 2461 30/12/2011 - 30/07/2016 SENIOR EUR 8,811 9,994

7.2.2. CDS. 2462 30/12/2011 - 30/07/2016 SENIOR EUR 7,621 2,282

7.2.2. CDS. 2945 30/12/2011 - 30/07/2016 SENIOR EUR 3,396 3,646

7.2.2. IRS. 65484 30/07/2008 - 01/08/2016 EUR 165,635 247,347








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2008 8A 8SR 303 Data: 30/06/2016


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2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 50,000 100.02% 100.02% 26 50,037

2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 100,000 100.02% 100.02% 26 100,048

2.1.3. Banco Comercial Portugues Floater-Setembro 2016 EUR 13,600,000 100.03% 100.03% 2,438 13,606,311

2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 289,000 97.90% 97.90% 779 283,719

5. LIQUIDEZ 0 254,370

5.1. À vista 0 254,370


5.1.3. Comissões 0 -24,480



7.2.2. Swaps 135,012 361,102

7.2.2. CDS. 2463 30/12/2011 - 30/07/2016 SENIOR EUR 7,014 5,791

7.2.2. CDS. 2464 30/12/2011 - 30/07/2016 SENIOR EUR 5,690 6,109

7.2.2. CDS. 2465 30/12/2011 - 30/07/2016 SENIOR EUR 7,014 2,153

7.2.2. CDS. 2470 30/12/2011 - 03/09/2016 SENIOR EUR 3,218 5,354

7.2.2. CDS. 2471 30/12/2011 - 03/09/2016 SENIOR EUR 10,468 -10,513

7.2.2. IRS. 38626 03/09/2008 - 03/09/2016 EUR -2,777 -9,901

7.2.2. IRS. DIV00823 03/09/2008 - 05/09/2016 EUR 49,950 169,748

7.2.2. IRS. DIV00960 03/09/2008 - 05/09/2016 EUR 54,434 192,360








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 5SR - 305 Data: 30/06/2016


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1.2.3. BCP Finance Bank Float 21/12/16 EUR 3,050,000 95.55% 95.55% 408 2,914,832





2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 33,900,000 100.02% 100.02% 8,660 33,916,362


5. LIQUIDEZ 0 -290,623

5.1. À vista 0 -290,623


5.1.3. Comissões 0 -310,186



7.2.2. Swaps 239,531 499,928

7.2.2. CDS. 2466 30/12/2011 - 22/08/2016 SENIOR EUR 24,225 34,566

7.2.2. CDS. 2467 30/12/2011 - 22/08/2016 SENIOR EUR 6,888 9,535

7.2.2. CDS. 2469 30/12/2011 - 22/08/2016 SENIOR EUR 14,831 21,605

7.2.2. CDS. 2813 30/12/2011 - 22/08/2016 SENIOR EUR 14,642 11,917

7.2.2. IRS. DIV34160 22/08/2008 - 22/08/2016 EUR 91,862 216,794

7.2.2. IRS. DIV73437 22/08/2008 - 22/08/2016 EUR 87,084 205,512








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIVATE 2008 5A 3SR - 306 Data: 30/06/2016


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2.1.3. BBVA 3Y CLN BESES Fin Ltd 5.85% 14/08/16 EUR 4,500,000 82.30% 82.30% 33,638 3,737,138

2.1.3. BBVA 3Y CLN PT Intl BV 4.1% 14/08/16 EUR 4,500,000 12.60% 12.60% 23,575 590,575

5. LIQUIDEZ 29,044 6,187,823

5.1. À vista 0 13,779


5.1.3. Comissões 0 -244,924

5.2. A prazo 29,044 6,174,044


5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (A) EUR 9,218 2,009,218

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (B) EUR 9,218 2,009,218

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (C) EUR 4,609 1,004,609

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (D) EUR 1,360 296,360

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (E) EUR 1,152 251,152

5.2.1. DP/BCP/EUR EUR 3,488 603,488



7.2.2. Swaps 4,204,348 8,229,442

7.2.2. IRS. 74100 14/08/2013 - 14/08/2016 EUR 4,204,348 8,229,442








NPC: 501 836 926




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1.1.1. PGB 4.2% 15/10/16 EUR 1,000 101.19% 101.19% 30 1,042









2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 17,900,000 100.02% 100.02% 9,485 17,913,418



5.1. À vista 0 -9,129


5.1.3. Comissões 0 -15,727

5.1.9 Outros 0 0



7.2.2. Swaps 293,087 610,672

7.2.2. CDS. 2472 30/12/2011 - 15/10/2016 SENIOR EUR 30,780 49,065

7.2.2. CDS. 2473 30/12/2011 - 15/10/2016 SENIOR EUR 30,970 8,552

7.2.2. IRS. DIX85161 15/10/2008 - 15/10/2016 EUR 231,337 553,056








NPC: 501 836 926




/Montante

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2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 2,400,000 100.02% 100.02% 613 2,401,158

2.1.3. Banco Comercial Portugues Floater-Novembro 2016 EUR 8,000,000 100.01% 100.01% 1,882 8,002,352



5.1. À vista 0 -9,909


5.1.3. Comissões 0 -11,994

5.1.9 Outros 0 0

7. OPERAÇÕES COM PRODUTOS DERIVADOS 87,483 -265,712

7.2. Fora de mercado regulamentado 87,483 -265,712

7.2.2. Swaps 87,483 -265,712

7.2.2. CDS. 2474 30/12/2011 - 26/11/2016 SENIOR EUR 6,378 16,120

7.2.2. IRS. 40324 26/11/2008 - 28/11/2016 EUR 27,332 -363,556

7.2.2. IRS. DJD31304 26/11/2008 - 26/11/2016 EUR 41,758 218,810

7.2.2. IRS. DJG96999 26/11/2008 - 28/11/2016 EUR 12,016 -137,086








NPC: 501 836 926




/Montante

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2.1.3. Banco Comercial Portugues Floater- -Dezembro 2016 EUR 19,300,000 99.98% 99.98% 116 19,295,405

2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 405,000 97.90% 97.90% 1,091 397,600

2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 50,000 98.06% 98.06% 730 49,761

5. LIQUIDEZ 0 3,667,521

5.1. À vista 0 3,667,521


5.1.3. Comissões 0 -154,544

5.1.9 Outros 0 -63,400



7.2.2. Swaps 4,156 683,247

7.2.2. CDS. 2475 30/12/2011 - 29/12/2016 SENIOR EUR 139 23,895

7.2.2. CDS. 2476 30/12/2011 - 29/12/2016 SENIOR EUR 94 7,685

7.2.2. CDS. 2477 30/12/2011 - 29/12/2016 SENIOR EUR 423 41,195

7.2.2. IRS. DJG46737 29/12/2008 - 29/12/2016 EUR 2,424 423,763

7.2.2. IRS. DJH60772 29/12/2008 - 29/12/2016 EUR 1,076 186,711








NPC: 501 836 926




/Montante

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2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 89,100,000 99.86% 99.86% 25,861 89,003,830

5. LIQUIDEZ 0 -39,143

5.1. À vista 0 -39,143


5.1.3. Comissões 0 -39,956

5.1.9 Outros 0 -955

7. OPERAÇÕES COM PRODUTOS DERIVADOS 511,880 2,818,794

7.2. Fora de mercado regulamentado 511,880 2,818,794

7.2.2. Swaps 511,880 2,818,794

7.2.2. CDS. 2479 30/12/2011 - 18/02/2017 SENIOR EUR 151,032 586,069

7.2.2. CDS. 2954 30/12/2011 - 18/02/2017 SENIOR EUR 12,789 78,751

7.2.2. IRS. 41273 18/02/2009 - 20/02/2017 EUR 108,796 682,729

7.2.2. IRS. DLN79208 18/02/2009 - 20/02/2017 EUR 239,262 1,471,245








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2009 8A 1SR 318 Data: 30/06/2016


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1.1.3. Caixa Geral Depósitos 5.12% 03/11/16 EUR 35,000 101.00% 101.00% 4,759 40,109









5. LIQUIDEZ 0 196,645

5.1. À vista 0 196,645


5.1.3. Comissões 0 -12,693

5.1.9 Outros 0 198,287



7.2.2. Swaps 60,967 -578,756

7.2.2. IRS. DJI86446 07/01/2009 - 09/01/2017 EUR 60,967 -578,756








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 2SR - 320 Data: 30/06/2016


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2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 3,250,000 99.86% 99.86% 943 3,246,492

2.1.3. Banco Comercial Portugues Floater-Abril 2017 EUR 90,000,000 99.74% 99.74% 57,825 89,825,337

2.1.3. Banco Comercial Portugues Floater - março 2018 EUR 350,000 98.13% 98.13% 943 344,412


5. LIQUIDEZ 0 2,610,826

5.1. À vista 0 2,610,826


5.1.3. Comissões 0 -1,570,237

5.1.9 Outros 0 1,735,112



7.2.2. Swaps 1,522,444 5,852,529

7.2.2. CDS. 2480 30/12/2011 - 18/02/2017 SENIOR EUR 2,884 11,190

7.2.2. CDS. 2481 30/12/2011 - 01/04/2017 SENIOR EUR 149,000 384,510

7.2.2. CDS. 2483 30/12/2011 - 01/04/2017 SENIOR EUR 31,000 86,907

7.2.2. CDS. 2485 30/12/2011 - 01/04/2017 SENIOR EUR 9,625 17,736

7.2.2. CDS. 2974 26/02/2013 - 20/03/2017 SENIOR EUR 9,583 134,424

7.2.2. IRS. 40903 01/04/2009 - 01/04/2017 EUR 1,224,500 4,841,699

7.2.2. IRS. DJR09955 20/04/2009 - 01/04/2017 EUR 95,852 376,064








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 09 8 A 3ª SR - 322 Data: 30/06/2016


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2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 34,150,000 99.59% 99.59% 10,973 34,020,173


5.1. À vista 0 -4,570


5.1.3. Comissões 0 -5,609

5.1.9 Outros 0 0



7.2.2. Swaps 292,695 2,144,199

7.2.2. CDS. 2487 30/12/2011 - 13/05/2017 SENIOR EUR 22,008 160,249

7.2.2. CDS. 2488 30/12/2011 - 13/05/2017 SENIOR EUR 8,269 46,538

7.2.2. CDS. 2490 30/12/2011 - 13/05/2017 SENIOR EUR 2,236 12,224

7.2.2. CDS. 2957 30/12/2011 - 13/05/2017 SENIOR EUR 11,550 75,707

7.2.2. CDS. 2965 30/12/2011 - 13/05/2017 SENIOR EUR 1,248 7,512

7.2.2. IRS. DLT59468 13/05/2009 - 13/05/2017 EUR 247,384 1,841,970








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 4SR-326 Data: 30/06/2016


/Montante

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(moeda)

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o

Valor Carteira








2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 50,000 99.86% 99.86% 15 49,946

2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 6,000,000 99.59% 99.59% 1,928 5,977,190


5.1. À vista 0 -3,404


5.1.3. Comissões 0 -8,020



7.2.2. Swaps 31,113 378,422

7.2.2. CDS. 2492 30/12/2011 - 13/05/2017 SENIOR EUR 6,113 44,514

7.2.2. CDS. 2493 30/12/2011 - 13/05/2017 SENIOR EUR 3,168 20,765

7.2.2. IRS. DJT87166 02/06/2009 - 02/06/2017 EUR 21,832 313,143








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-5S-328 Data: 30/06/2016


/Montante

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(moeda)

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(EUR)

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o

Valor Carteira










2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 250,000 100.03% 100.03% 393 250,479

2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 2,350,000 99.59% 99.59% 755 2,341,066

2.1.3. Banco comercial Português Floater - Agosto 2017 EUR 5,000,000 99.31% 99.31% 1,937 4,967,622

2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 50,000 104.21% 104.21% 91 52,199

5. LIQUIDEZ 0 -234,291

5.1. À vista 0 -234,291


5.1.3. Comissões 0 -229,107

5.1.9 Outros 0 -9,351



7.2.2. Swaps 159,028 1,699,297

7.2.2. CDS. 2494 30/12/2011 - 13/05/2017 SENIOR EUR 2,159 12,153

7.2.2. CDS. 2495 30/12/2011 - 13/05/2017 SENIOR EUR 573 3,134

7.2.2. CDS. 2503 30/12/2011 - 05/08/2017 SENIOR EUR 5,911 4,851

7.2.2. IRS. 3296592B 05/08/2009 - 05/08/2017 EUR 128,837 1,528,849

7.2.2. IRS. 43376 05/08/2009 - 05/08/2017 EUR 21,548 150,309








NPC: 501 836 926


Carteira: OC (UL) Renda Certa Especial 2009-8A-2ªs-331 Data: 30/06/2016


/Montante

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(moeda)

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(EUR)

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o

Valor Carteira









2.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 3,250,000 100.03% 100.03% 5,107 3,256,232

2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 1,000 97.90% 97.90% 3 982

2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 24,100,000 100.03% 100.03% 37,873 24,146,214

2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 1,500,000 99.59% 99.59% 482 1,494,298

2.1.3. BCP Finance Bank CLN Brisa 28/07/17 EUR 12,700,000 100.80% 100.80% 49,962 12,851,826

5. LIQUIDEZ 0 2,978,654

5.1. À vista 0 2,978,654


5.1.3. Comissões 0 -576,554

5.1.9 Outros 0 -200,587



7.2.2. Swaps 435,352 2,824,189

7.2.2. CDS. 2496 30/12/2011 - 28/07/2017 SENIOR EUR 13,857 55,921

7.2.2. CDS. 2497 30/12/2011 - 28/07/2017 SENIOR EUR 20,332 147,518

7.2.2. CDS. 2498 30/12/2011 - 28/07/2017 SENIOR EUR 4,669 16,733

7.2.2. CDS. 2499 30/12/2011 - 28/07/2017 SENIOR EUR 14,792 -4,487

7.2.2. CDS. 2845 06/02/2012 - 28/07/2017 SENIOR EUR 4,323 -1,263

7.2.2. IRS. 43565 28/07/2009 - 28/07/2017 EUR 377,381 2,609,767








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2009-8 A -1ª S - 332 Data: 30/06/2016


/Montante

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(moeda)

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(EUR)

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o

Valor Carteira






1.2.3. MB Finance AB Float 20/12/17 EUR 100,000 89.20% 89.20% 51 89,250




2.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 500,000 100.03% 100.03% 786 500,959



2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 2,700,000 100.03% 100.03% 4,243 2,705,178


5. LIQUIDEZ 0 -21,644

5.1. À vista 0 -21,644


5.1.3. Comissões 0 -49,917

5.1.9 Outros 0 0



7.2.2. Swaps 5,910 9,183

7.2.2. CDS. 2500 30/12/2011 - 28/07/2017 SENIOR EUR 2,528 10,202

7.2.2. CDS. 2501 30/12/2011 - 28/07/2017 SENIOR EUR 2,717 -824

7.2.2. CDS. 2846 06/02/2012 - 28/07/2017 SENIOR EUR 665 -194








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-2S-333 Data: 30/06/2016


/Montante

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(moeda)

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(EUR)

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o

Valor Carteira










2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 50,000 100.02% 100.02% 26 50,037



2.1.3. Banco Comercial Portugues Floater - Outubro 2017 EUR 48,350,000 99.16% 99.16% 20,984 47,966,788

5. LIQUIDEZ 0 -37,791

5.1. À vista 0 -37,791


5.1.3. Comissões 0 -40,446

5.1.9 Outros 0 0



7.2.2. Swaps 401,363 3,156,925

7.2.2. CDS. 2508 30/12/2011 - 28/10/2017 SENIOR EUR 13,309 -97,536

7.2.2. CDS. 2509 30/12/2011 - 28/10/2017 SENIOR EUR 22,838 85,941

7.2.2. CDS. 2510 30/12/2011 - 28/10/2017 SENIOR EUR 48,125 339,201

7.2.2. IRS. 3438095B 28/10/2009 - 28/10/2017 EUR 317,092 2,829,320








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-1S-336 Data: 30/06/2016


/Montante

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(moeda)

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(EUR)

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o

Valor Carteira









2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 750,000 100.03% 100.03% 1,179 751,438

2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 50,000 99.59% 99.59% 16 49,810

2.1.3. Banco Comercial Portugues Floater-Setembro 2017 EUR 14,500,000 99.23% 99.23% 660 14,389,598


5. LIQUIDEZ 0 9,818

5.1. À vista 0 9,818


5.1.3. Comissões 0 -15,999

5.1.9 Outros 0 -16,711



7.2.2. Swaps 10,473 1,013,981

7.2.2. CDS. 2502 30/12/2011 - 28/07/2017 SENIOR EUR 2,748 19,935

7.2.2. CDS. 2504 30/12/2011 - 25/09/2017 SENIOR EUR 653 21,441

7.2.2. CDS. 2505 30/12/2011 - 25/09/2017 SENIOR EUR 601 -21,016

7.2.2. CDS. 2506 30/12/2011 - 25/09/2017 SENIOR EUR 1,307 32,125

7.2.2. CDS. 2507 30/12/2011 - 25/09/2017 SENIOR EUR 700 13,862

7.2.2. IRS. 3400520B 23/09/2009 - 23/09/2017 EUR 7,420 685,652

7.2.2. IRS. 3441090B 15/10/2009 - 23/09/2017 EUR 3,011 182,153

7.2.2. IRS. 44457 25/09/2009 - 23/09/2017 EUR -5,966 79,830








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-6S-338 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

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(EUR)

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o

Valor Carteira







1.2.3. MB Finance AB Float 20/12/17 EUR 4,850,000 89.20% 89.20% 2,479 4,328,630




2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 250,000 93.03% 93.03% 11,881 244,463

2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 5,300,000 94.10% 94.10% 251,877 5,239,302

2.1.3. Banco Comercial Portugues Fixa-Outubro 2019 EUR 5,300,000 94.98% 94.98% 251,877 5,285,563

2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 59,950,000 99.07% 99.07% 361 59,389,901

5. LIQUIDEZ 0 -47,831

5.1. À vista 0 -47,831


5.1.3. Comissões 0 -48,308

5.1.9 Outros 0 -62,578

7. OPERAÇÕES COM PRODUTOS DERIVADOS -466,182 2,554,998

7.2. Fora de mercado regulamentado -466,182 2,554,998

7.2.2. Swaps -466,182 2,554,998

7.2.2. CDS. 2511 30/12/2011 - 29/12/2017 SENIOR EUR 1,151 35,066

7.2.2. CDS. 2512 30/12/2011 - 29/12/2017 SENIOR EUR 169 934

7.2.2. IRS. 3497830B 29/12/2009 - 29/12/2017 EUR -473,360 -491,477

7.2.2. IRS. 3497855B 29/12/2009 - 29/12/2017 EUR 3,997 2,056,216

7.2.2. IRS. 3589509B 29/12/2009 - 29/12/2017 EUR 737 377,782

7.2.2. IRS. 46083 29/12/2009 - 29/12/2017 EUR 1,124 576,477








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A-7S-343 Data: 30/06/2016


/Montante

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(moeda)

Preço

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(EUR)

Juro

Decorrid

o

Valor Carteira




1.2.3. MB Finance AB Float 20/12/17 EUR 1,000,000 89.20% 89.20% 511 892,501





2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 1,000,000 93.60% 93.60% 47,524 983,549


5. LIQUIDEZ 0 133,209

5.1. À vista 0 133,209


5.1.3. Comissões 0 -2,947

5.1.9 Outros 0 99,143

7. OPERAÇÕES COM PRODUTOS DERIVADOS -47,930 162,021

7.2. Fora de mercado regulamentado -47,930 162,021

7.2.2. Swaps -47,930 162,021

7.2.2. CDS. 2513 30/12/2011 - 29/12/2017 SENIOR EUR 93 -24,419

7.2.2. IRS. 3589448B 29/12/2009 - 29/12/2017 EUR -47,352 121,095

7.2.2. IRS. 46153 29/12/2009 - 29/12/2017 EUR -1,042 -35,448

7.2.2. IRS. 66468 29/12/2009 - 29/12/2017 EUR 371 100,792








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2009 8A - 1S - 345 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.2.3. MB Finance AB Float 20/12/17 EUR 1,000,000 89.20% 89.20% 511 892,501




2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 1,000,000 93.60% 93.60% 47,524 983,549



5. LIQUIDEZ 0 188,220

5.1. À vista 0 188,220


5.1.3. Comissões 0 -3,104

5.1.9 Outros 0 152,299

7. OPERAÇÕES COM PRODUTOS DERIVADOS -48,023 -6,274

7.2. Fora de mercado regulamentado -48,023 -6,274

7.2.2. Swaps -48,023 -6,274

7.2.2. CDS. 2514 30/12/2011 - 29/12/2017 SENIOR EUR 97 -25,261

7.2.2. IRS. 3592456B 29/12/2009 - 29/12/2017 EUR -47,341 -18,862

7.2.2. IRS. 3592458B 29/12/2009 - 29/12/2017 EUR -1,056 -104,024

7.2.2. IRS. 46157 29/12/2009 - 29/12/2017 EUR 277 141,872








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente 2010 8A-1SR (NN)-346 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.2.3. BCP 5.01% 31/03/24 EUR 200,000 93.27% 93.27% 2,505 189,049






2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 50,000 99.07% 99.07% 0 49,533

2.1.3. Banco Comercial Portugues Floater - Fevereiro 2018 EUR 34,450,000 98.98% 98.98% 10,232 34,107,601


5. LIQUIDEZ 0 -10,556

5.1. À vista 0 -10,556


5.1.3. Comissões 0 -15,966



7.2.2. Swaps 213,861 2,936,411

7.2.2. CDS. 2515 30/12/2011 - 17/02/2018 SENIOR EUR 800 -1,464

7.2.2. CDS. 2516 30/12/2011 - 17/02/2018 SENIOR EUR 40,544 192,626

7.2.2. IRS. 3687649B 17/02/2010 - 17/02/2018 EUR -47,374 -761,030

7.2.2. IRS. 60010 17/02/2010 - 17/02/2018 EUR 80,047 1,259,925

7.2.2. IRS. 66020 17/02/2010 - 17/02/2018 EUR 139,845 2,246,353








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2010 8A 1SR (NN) - 347 Data: 30/06/2016


/Montante

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Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira











5.1. À vista 0 -1,333


5.1.3. Comissões 0 -3,013



7.2.2. Swaps 23,384 2,260,525

7.2.2. CDS. 2517 30/12/2011 - 17/02/2018 SENIOR EUR 7,655 36,370

7.2.2. IRS. 3641791B 17/02/2010 - 17/02/2018 EUR 15,729 2,224,155








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MENSAL 2010 1S-349 Data: 30/06/2016


/Montante

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(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.2.3. BCP 5.01% 31/03/24 EUR 1,600,000 93.27% 93.27% 20,040 1,512,395




2.1.3. Banco Comercial Portugues Floater- -Dezembro 2016 EUR 100,000 99.98% 99.98% 1 99,976



2.1.3. Banco Comercial Portugues Floater - Fevereiro 2018 EUR 100,000 98.98% 98.98% 30 99,006

2.1.3. Banco Comercial Portugues Floater - Maio 2018 EUR 19,000,000 98.84% 98.84% 6,207 18,785,132

2.1.3. Banco Comercial Portugues Floater - Março 2018 EUR 2,000,000 98.92% 98.92% 0 1,978,314




5.1. À vista 0 49,509


5.1.3. Comissões 0 -3,889



7.2.2. Swaps 39,830 1,394,352

7.2.2. CDS. 2519 30/12/2011 - 31/03/2018 SENIOR EUR 0 14,645

7.2.2. CDS. 2522 30/12/2011 - 12/05/2018 SENIOR EUR 23,214 95,030

7.2.2. IRS. 3843467B 12/05/2010 - 12/05/2018 EUR 12,317 1,169,764

7.2.2. IRS. 50030 12/05/2010 - 12/05/2018 EUR 4,300 114,912








NPC: 501 836 926


Carteira: OC (UL) RENDA MENSAL ESPECIAL 2010-8A 1S-353 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira










2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 2,200,000 93.03% 93.03% 104,553 2,151,275


2.1.3. Banco Comercial Portugues Floater - Maio 2018 EUR 50,000 98.84% 98.84% 16 49,435


2.1.3. BCP CLN Portugal 4.45% 3rd Issue June 2018 EUR 50,000 104.21% 104.21% 91 52,199

5. LIQUIDEZ 0 -130,194

5.1. À vista 0 -130,194


5.1.3. Comissões 0 -158,986

5.1.9 Outros 0 -232,035



7.2.2. Swaps -3,312 5,295,856

7.2.2. CDS. 2518 30/12/2011 - 17/02/2018 SENIOR EUR 15,877 75,434

7.2.2. CDS. 2520 30/12/2011 - 31/03/2018 SENIOR EUR 0 339,042

7.2.2. IRS. 58330 30/03/2010 - 03/04/2018 EUR 0 1,618,203

7.2.2. IRS. 60119 31/03/2010 - 03/04/2018 EUR 0 2,564,817

7.2.2. IRS. 72342 31/03/2010 - 03/04/2018 EUR -19,190 698,361








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-1S(NN)-357 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira






1.2.3. BCP 5.01% 31/03/24 EUR 700,000 93.27% 93.27% 8,768 661,673









2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 150,000 99.07% 99.07% 1 148,599



2.1.3. BCP CLN Portugal 4.45% 3rd Issue June 2018 EUR 20,650,000 104.21% 104.21% 37,764 21,558,079



5.1. À vista 0 28,204


5.1.3. Comissões 0 -36,891

5.1.9 Outros 0 0



7.2.2. Swaps -176,271 -693,470

7.2.2. IRS. 7027637B 17/06/2010 - 15/06/2018 EUR -178,821 -188,031

7.2.2. IRS. 7027723B 17/06/2010 - 15/06/2018 EUR 2,550 -505,440








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MENSAL2010 8A-2S-358 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira










2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 400,000 94.10% 94.10% 19,010 395,419



5. LIQUIDEZ 0 -54,580

5.1. À vista 0 -54,580


5.1.3. Comissões 0 -67,279

5.1.9 Outros 0 -9,798



7.2.2. Swaps 3,036 334,970

7.2.2. CDS. 2523 30/12/2011 - 12/05/2018 SENIOR EUR 7,901 32,345

7.2.2. IRS. 7031653B 29/06/2010 - 23/06/2018 EUR -4,865 302,624








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2010 8A-1S(NN)-359 Data: 30/06/2016


/Montante

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(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 10,000 105.20% 105.20% 307 10,826








2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 18,350,000 99.61% 99.61% 3,670 18,281,314

2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 25,100,000 104.73% 104.73% 48,687 26,336,796


5.1. À vista 0 -5,517


5.1.3. Comissões 0 -56,734

5.1.9 Outros 0 0



7.2.2. Swaps 38,194 1,307,336

7.2.2. CDS. 2887 13/02/2012 - 15/06/2018 SENIOR EUR 15,833 217,611

7.2.2. IRS. 50695 15/06/2010 - 15/06/2018 EUR -56 -36,690

7.2.2. IRS. 55462 16/09/2010 - 15/06/2018 EUR -2,025 -8,986

7.2.2. IRS. 7005155B 15/06/2010 - 15/06/2018 EUR 24,442 1,135,401








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente Trimestral 2010 8A 1SR-363 Data: 30/06/2016


/Montante

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(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira





1.2.3. BCP 5.01% 31/03/24 EUR 100,000 93.27% 93.27% 1,253 94,525







2.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 25,000 89.26% 89.26% 0 22,316





5. LIQUIDEZ 0 -257,483

5.1. À vista 0 -257,483


5.1.3. Comissões 0 -260,356

5.1.9 Outros 0 0



7.2.2. Swaps 116,310 2,084,268

7.2.2. CDS. 2524 30/12/2011 - 12/05/2018 SENIOR EUR 16,538 67,700

7.2.2. IRS. 53675 04/08/2010 - 06/08/2018 EUR 61,163 825,332

7.2.2. IRS. 54237 04/08/2010 - 06/08/2018 EUR 40,482 265,309

7.2.2. IRS. 68793 04/08/2010 - 06/08/2018 EUR -1,872 925,927








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente Trimestral 2010 8A-2S-365 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira














5. LIQUIDEZ 0 -32,490

5.1. À vista 0 -32,490


5.1.3. Comissões 0 -34,657



7.2.2. Swaps -1,447 568,532

7.2.2. IRS. 55466 16/09/2010 - 15/09/2018 EUR -1,447 568,532








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC TRIM. 2010 8A 3 SR(NN)-367 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira










5.1. À vista 0 -4,249


5.1.3. Comissões 0 -6,973








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 10A 1S - 368 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira











2.1.3. BCP 4.75% September 2020 EUR 100,000 114.07% 114.07% 303 114,377



2.1.3. Millennium BCP Subordinadas 2a Série abril 2020 EUR 650,000 102.51% 102.51% 12,675 678,992

2.1.3. Millennium BCP Subordinadas julho 2020 EUR 50,000 102.75% 102.75% 1,100 52,475

5. LIQUIDEZ 0 -22,351

5.1. À vista 0 -22,351


5.1.3. Comissões 0 -27,436

5.1.9 Outros 0 0



7.2.2. Swaps 209,603 -818,480

7.2.2. IRS. 57106 16/11/2010 - 03/11/2020 EUR 209,603 -818,480








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2010 8A 2SR(NN)-370 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.45% 15/06/18 EUR 4,500 107.47% 107.47% 8 4,845




1.2.3. BCP 5.01% 31/03/24 EUR 100,000 93.27% 93.27% 1,253 94,525



1.2.3. MB Finance AB Float 20/12/17 EUR 1,750,000 89.20% 89.20% 894 1,561,877




2.1.3. Banco Comercial Portugues Floater - Novembro 2018 EUR 28,450,000 98.77% 98.77% 15,997 28,115,314



5. LIQUIDEZ 0 -25,472

5.1. À vista 0 -25,472


5.1.3. Comissões 0 -28,680



7.2.2. Swaps 238,682 2,679,120

7.2.2. CDS. 2829 06/02/2012 - 03/11/2018 SENIOR EUR 122,525 872,030

7.2.2. IRS. 56018 03/11/2010 - 05/11/2018 EUR 116,157 1,807,090








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-3S(NN)-372 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 10,000 110.39% 110.39% 21 11,059












2.1.3. Banco Comercial Portugues Floater - Janeiro 2019 EUR 50,000,000 99.20% 99.20% 67,486 49,666,111

2.1.3. Banco Comercial Portugues Floater - Maio 2018 EUR 1,250,000 98.84% 98.84% 408 1,235,864

2.1.3. Banco Comercial Portugues Floater - Março 2018 EUR 1,000,000 98.92% 98.92% 0 989,157

2.1.3. BCP CLN Portugal 4.45% 3rd Issue June 2018 EUR 250,000 104.21% 104.21% 457 260,994


2.1.3. Celbi Float 26/08/19 EUR 3,000 97.87% 97.87% 19 2,955


5. LIQUIDEZ 0 -23,578

5.1. À vista 0 -23,578


5.1.3. Comissões 0 -33,997

5.1.9 Outros 0 0



7.2.2. Swaps 553,486 4,381,262

7.2.2. CDS. 2521 30/12/2011 - 31/03/2018 SENIOR EUR 0 7,323

7.2.2. CDS. 2525 30/12/2011 - 05/01/2019 SENIOR EUR 78,833 167,804

7.2.2. CDS. 2526 30/12/2011 - 05/01/2019 SENIOR EUR 62,708 737,206

7.2.2. CDS. 2527 30/12/2011 - 05/01/2019 SENIOR EUR 68,083 -371,316

7.2.2. CDS. 2528 30/12/2011 - 05/01/2019 SENIOR EUR 16,125 85,931

7.2.2. IRS. 56868 05/01/2011 - 05/01/2019 EUR 327,736 3,754,314








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE 2011 8 A-1S (NN)-377 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira








1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 111.32% 111.32% 1,676 112,993







2.3. Outros instrumentos de dívida 6,835 1,919,852

2.3.2. Papel comercial 6,835 1,919,852

2.3.2. Estoril Sol III 15 EM PC 2012 24/05/16 - 18/11/16 EUR 1,900,000 1.01 1.01 6,835 1,919,852


5.1. À vista 0 -2,004


5.1.3. Comissões 0 -6,197



7.2.2. Swaps 86,227 1,559,258

7.2.2. CDS. 2529 30/12/2011 - 16/02/2019 SENIOR EUR 24,819 316,521

7.2.2. IRS. 59049 16/02/2011 - 16/02/2019 EUR 42,827 952,388

7.2.2. IRS. 7130863B 16/02/2011 - 16/02/2019 EUR 18,580 290,349








NPC: 501 836 926


Carteira: OC (UL) RENDA PREMIO ESPECIAL 2010 8A 1S - 379 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira





2. VALORES NÃO COTADOS 2,473 101,356

2.1. Valores mobiliários nacionais 2,473 101,356




5. LIQUIDEZ 0 556

5.1. À vista 0 556


5.1.3. Comissões 0 -2,451



7.2.2. Swaps 13,795 549,275

7.2.2. IRS. 58335 22/12/2010 - 22/12/2018 EUR 13,795 549,275








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A-1S-382 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 6,760,000 109.21% 109.21% 54,191 7,436,449

1.1.1. PGB 4.35% 16/10/17 EUR 233,000 105.20% 105.20% 7,145 252,249

1.1.1. PGB 4.75% 14/06/19 EUR 75,000 110.39% 110.39% 156 82,945


1.1.2. Parpublica 3.75% 05/07/21 EUR 3,500,000 102.83% 102.83% 129,457 3,728,332






1.2.3. BCP 5.01% 31/03/24 EUR 5,800,000 93.27% 93.27% 72,645 5,482,433








2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 100,000 99.61% 99.61% 20 99,626




2.1.3. BCP 4.03% Maio 2021 EUR 2,500,000 105.95% 105.95% 1,399 2,650,247




2.1.3. Celbi Float 26/08/19 EUR 665,100 97.87% 97.87% 4,110 655,043

2.1.3. Millennium BCP Sub March 2021 EUR 105,400,000 94.27% 94.27% 20,313 99,382,516

2.3. Outros instrumentos de dívida 3,058 858,881

2.3.2. Papel comercial 3,058 858,881

2.3.2. Estoril Sol III 15 EM PC 2012 24/05/16 - 18/11/16 EUR 850,000 1.01 1.01 3,058 858,881

5. LIQUIDEZ 0 3,062,524

5.1. À vista 0 3,062,524


5.1.3. Comissões 0 -43,952

5.1.9 Outros 0 -78,117



7.2.2. Swaps 16,655 21,017,768

7.2.2. IRS. 64958 28/03/2011 - 28/03/2021 EUR 21,291 17,107,234

7.2.2. IRS. 66459 28/03/2011 - 28/03/2021 EUR 1,144 2,615,919

7.2.2. IRS. 81220 28/03/2011 - 28/03/2021 EUR -5,780 1,294,615








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM PREMIO 2011 5A-1S-383 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira











2.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 25,000 89.26% 89.26% 0 22,316

5. LIQUIDEZ 0 3,472,628

5.1. À vista 0 3,472,628


5.1.3. Comissões 0 -55,710

5.1.9 Outros 0 0



7.2.2. Swaps 1,142,018 1,059,706

7.2.2. IRS. 62018 08/08/2011 - 05/07/2016 EUR 218,777 217,790

7.2.2. IRS. 62019 08/08/2011 - 05/07/2016 EUR 224,452 208,598

7.2.2. IRS. 62020 08/08/2011 - 05/07/2016 EUR 256,691 186,015

7.2.2. IRS. 72330 08/08/2011 - 05/07/2016 EUR 442,098 447,303








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A 2S-385 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 5,440,000 109.21% 109.21% 43,609 5,984,361

1.1.1. PGB 4.35% 16/10/17 EUR 190,000 105.20% 105.20% 5,826 205,697

1.1.1. PGB 4.75% 14/06/19 EUR 30,000 110.39% 110.39% 62 33,178



1.2.3. BCP 5.01% 31/03/24 EUR 700,000 93.27% 93.27% 8,768 661,673

1.2.3. Teixeira Duarte GPII 4.57% 02/04/21 EUR 8,400,000 102.82% 102.82% 93,837 8,730,795




2.1.3. Banco Comercial Portugues Floater - Novembro 2018 EUR 1,550,000 98.77% 98.77% 872 1,531,766





2.1.3. Millennium BCP Sub April 2021 EUR 64,100,000 94.27% 94.27% 561,997 60,988,868

2.1.3. Millennium BCP Sub March 2021 EUR 1,400,000 94.27% 94.27% 270 1,320,071


5.1. À vista 0 28,242


5.1.3. Comissões 0 -25,692



7.2.2. Swaps 747,353 15,028,820

7.2.2. IRS. 66489 01/04/2011 - 01/04/2021 EUR 992,215 19,314,408

7.2.2. IRS. 7166580B 01/04/2011 - 01/04/2021 EUR 156,534 3,527,968

7.2.2. IRS. 7170706B 01/04/2011 - 01/04/2021 EUR -401,396 -7,813,556








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA PRIVATE 2011 3A 1S(NN)-386 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 360,000 105.20% 105.20% 11,039 389,741

1.1.1. PGB 4.45% 15/06/18 EUR 1,030,500 107.47% 107.47% 1,885 1,109,414








2.1.3. BBVA 5Y CLN PT Intl BV 4.15% 26/04/19 EUR 17,000,000 13.10% 13.10% 125,422 2,352,422

2.1.3. BNP Paribas 5Y CLN BRISA 3.75% 26/04/19 EUR 9,000,000 104.75% 104.75% 60,000 9,487,680

5. LIQUIDEZ 117,064 17,071,630

5.1. À vista 0 -45,433


5.1.3. Comissões 0 -93,128

5.1.9 Outros 0 0

5.2. A prazo 117,064 17,117,064


5.2.1. Depósito a Prazo 3.35% 28/04/14 - 26/04/19 EUR 117,064 17,117,064








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM PRIVATE 2013 5A-1S-387 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




2.1.3. BNP Paribas 5Y CLN EDP 5.15% 06/08/18 EUR 10,800,000 106.27% 106.27% 83,430 11,560,050

2.1.3. Soc Gen 5Y CLN PT 6.55% 06/08/18 EUR 10,800,000 15.99% 15.99% 106,110 1,833,030

5. LIQUIDEZ 31,467 5,688,961

5.1. À vista 0 -30,506


5.1.3. Comissões 0 -275,108

5.2. A prazo 31,467 5,719,467


5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (A) EUR 11,778 2,011,778

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (B) EUR 5,889 1,005,889

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (C) EUR 2,944 502,944

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (D) EUR 1,708 291,708

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (E) EUR 1,472 251,472

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (F) EUR 1,460 249,460

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (G) EUR 5,889 1,005,889

5.2.1. DP/BCP/EUR EUR 327 400,327








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011 10A-3S-388 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.2.3. BCP 5.01% 31/03/24 EUR 400,000 93.27% 93.27% 5,010 378,099


1.2.3. Teixeira Duarte GPII 4.57% 02/04/21 EUR 6,900,000 102.82% 102.82% 77,081 7,171,725




2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 550,000 104.73% 104.73% 1,067 577,101

2.1.3. Millennium BCP Sub March 2021 EUR 5,000,000 94.27% 94.27% 964 4,714,541

2.1.3. MillenniumBCP Subordinadas 3º S 2021 EUR 35,000,000 94.06% 94.06% 238,194 33,159,432


5.1. À vista 0 21,833


5.1.3. Comissões 0 -9,498



7.2.2. Swaps 234,157 8,326,546

7.2.2. IRS. 60551 04/05/2011 - 04/05/2021 EUR 134,633 5,313,272

7.2.2. IRS. 68423 04/05/2011 - 04/05/2021 EUR 38,008 1,713,255

7.2.2. IRS. 7261177B 08/09/2011 - 04/05/2021 EUR 47,204 669,925

7.2.2. IRS. 7261178B 08/09/2011 - 04/05/2021 EUR 14,311 630,095








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2011 8A-1S-391 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 780,000 110.39% 110.39% 1,624 862,627





1.2.3. BRISA 6.875% 02/04/18 EUR 600,000 111.32% 111.32% 10,058 677,960








2.1.3. Celbi Float 26/08/19 EUR 2,800,000 97.87% 97.87% 17,302 2,757,662

2.1.3. Cofina Float 28/09/19 EUR 800,000 103.31% 103.31% 7,576 834,067

2.1.3. José de Mello Float 26/08/19 EUR 900,000 95.27% 95.27% 243 857,707

2.1.3. MillenniumBCP Subordinadas August 2011-2019 EUR 7,500,000 105.97% 105.97% 46,543 7,993,958


2.3.2. Papel comercial 2,518 707,314


5. LIQUIDEZ 0 759,762

5.1. À vista 0 759,762


5.1.3. Comissões 0 -139,288



7.2.2. Swaps 33,456 51,562

7.2.2. IRS. 62373 25/08/2011 - 25/08/2019 EUR 5,773 -47,706

7.2.2. IRS. 62375 25/08/2011 - 25/08/2019 EUR 8,947 -85,391

7.2.2. IRS. 62376 25/08/2011 - 25/08/2019 EUR 10,729 121,842

7.2.2. IRS. 62378 25/08/2011 - 25/08/2019 EUR 3,840 58,650

7.2.2. IRS. 62525 25/08/2011 - 25/08/2019 EUR 4,167 4,168








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 6,673,000 110.39% 110.39% 13,894 7,379,886













2.1.3. Celbi Float 26/08/19 EUR 18,418,000 97.87% 97.87% 113,811 18,139,503

2.1.3. Cofina Float 28/09/19 EUR 1,500,000 103.31% 103.31% 14,206 1,563,875

2.1.3. José de Mello Float 26/08/19 EUR 17,500,000 95.27% 95.27% 4,724 16,677,630

2.1.3. MillenniumBCP Subordinadas September 2019 EUR 50,000,000 102.88% 102.88% 25,861 51,463,941

2.3. Outros instrumentos de dívida 360 101,045

2.3.2. Papel comercial 360 101,045

2.3.2. Estoril Sol III 15 EM PC 2012 24/05/16 - 18/11/16 EUR 100,000 1.01 1.01 360 101,045

5. LIQUIDEZ 0 3,288,447

5.1. À vista 0 3,288,447


5.1.3. Comissões 0 -746,469

5.1.9 Outros 0 -58,931

7. OPERAÇÕES COM PRODUTOS DERIVADOS -76,262 -1,209,832

7.2. Fora de mercado regulamentado -76,262 -1,209,832

7.2.2. Swaps -76,262 -1,209,832

7.2.2. IRS. 63412 14/10/2011 - 28/09/2019 EUR -64,177 -1,017,879

7.2.2. IRS. 63417 14/10/2011 - 28/09/2019 EUR 279 216,476

7.2.2. IRS. 63420 14/10/2011 - 28/09/2019 EUR 3,046 103,785

7.2.2. IRS. 63428 14/10/2011 - 28/09/2019 EUR -15,410 -512,216








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 235,000 105.20% 105.20% 7,206 254,414

1.1.1. PGB 4.75% 14/06/19 EUR 1,050,000 110.39% 110.39% 2,186 1,161,229

1.1.1. PGB 4.8% 15/06/20 EUR 32,235,000 112.23% 112.23% 63,587 36,240,927






2.1.3. Millennium BCP Subordinadas 2a Série abril 2020 EUR 22,950,000 102.51% 102.51% 447,525 23,973,653

5. LIQUIDEZ 0 -23,100

5.1. À vista 0 -23,100


5.1.3. Comissões 0 -73,385

7. OPERAÇÕES COM PRODUTOS DERIVADOS 606,026 -5,153,406

7.2. Fora de mercado regulamentado 606,026 -5,153,406

7.2.2. Swaps 606,026 -5,153,406

7.2.2. IRS. 66464 12/04/2012 - 12/04/2020 EUR 606,026 -5,153,406








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 610,000 110.39% 110.39% 1,270 674,619

1.1.1. PGB 4.8% 15/06/20 EUR 240,000 112.23% 112.23% 473 269,825





1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 111.32% 111.32% 1,676 112,993









2.1.3. Celbi Float 26/08/19 EUR 8,550,000 97.87% 97.87% 52,833 8,420,716

2.1.3. Cofina Float 28/09/19 EUR 5,300,000 103.31% 103.31% 50,194 5,525,693


2.1.3. MillenniumBCP Subordinadas November 2019 EUR 22,600,000 100.71% 100.71% 278,098 23,038,574

5. LIQUIDEZ 0 -51,233

5.1. À vista 0 -51,233


5.1.3. Comissões 0 -291,653



7.2.2. Swaps 24,210 -585,307

7.2.2. IRS. 63951 08/11/2011 - 08/11/2019 EUR 16,766 76,517

7.2.2. IRS. 63953 08/11/2011 - 08/11/2019 EUR 49,825 177,141

7.2.2. IRS. 63955 08/11/2011 - 08/11/2019 EUR -102,099 -690,929

7.2.2. IRS. 63956 08/11/2011 - 08/11/2019 EUR 40,006 -354,145

7.2.2. IRS. 63957 08/11/2011 - 08/11/2019 EUR 19,711 206,109








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 2,498,000 110.39% 110.39% 5,201 2,762,619

1.1.1. PGB 4.8% 15/06/20 EUR 1,960,000 112.23% 112.23% 3,866 2,203,574







1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 11,800,000 0.01% 0.01% 0 1,180






2.1.3. Celbi Float 26/08/19 EUR 7,542,000 97.87% 97.87% 46,605 7,427,958

2.1.3. Cofina Float 28/09/19 EUR 13,300,000 103.31% 103.31% 125,958 13,866,361



2.1.3. MillenniumBCP Subordinadas December 2019 EUR 26,600,000 96.66% 96.66% 110,944 25,822,677

2.1.3. MillenniumBCP Subordinadas November 2019 EUR 17,400,000 100.71% 100.71% 214,111 17,737,663

5. LIQUIDEZ 0 -90,529

5.1. À vista 0 -90,529


5.1.3. Comissões 0 -487,331

5.1.9 Outros 0 0



7.2.2. Swaps -431,263 -3,235,803

7.2.2. IRS. 64548 30/12/2011 - 09/12/2019 EUR -3,046 -261,978

7.2.2. IRS. 64550 30/12/2011 - 09/12/2019 EUR 6,311 157,515

7.2.2. IRS. 64553 30/12/2011 - 09/12/2019 EUR 25,429 -387,713

7.2.2. IRS. 64554 30/12/2011 - 09/12/2019 EUR 32,406 -132,713

7.2.2. IRS. 64555 30/12/2011 - 09/12/2019 EUR -492,362 -2,610,914








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.75% 14/06/19 EUR 560,000 110.39% 110.39% 1,166 619,322

1.1.1. PGB 4.8% 15/06/20 EUR 535,000 112.23% 112.23% 1,055 601,486



1.2.3. BRISA 6.875% 02/04/18 EUR 1,000,000 111.32% 111.32% 16,764 1,129,934







2.1.3. Celbi Float 26/08/19 EUR 160,000 97.87% 97.87% 989 157,581

2.1.3. Cofina Float 28/09/19 EUR 5,000,000 103.31% 103.31% 47,352 5,212,917


2.1.3. Millennium BCP Subordinadas January 2020 EUR 14,000,000 96.18% 96.18% 209,911 13,675,606

2.3. Outros instrumentos de dívida 180 50,522

2.3.2. Papel comercial 180 50,522

2.3.2. Estoril Sol III 15 EM PC 2012 24/05/16 - 18/11/16 EUR 50,000 1.01 1.01 180 50,522


5.1. À vista 0 90,957


5.1.3. Comissões 0 -57,472



7.2.2. Swaps 37,720 -1,272,137

7.2.2. IRS. 65022 27/01/2012 - 13/01/2020 EUR 39,711 -23,324

7.2.2. IRS. 65023 27/01/2012 - 13/01/2020 EUR 31,296 -130,211

7.2.2. IRS. 65025 27/01/2012 - 13/01/2020 EUR 72,023 -350,718

7.2.2. IRS. 65027 27/01/2012 - 13/01/2020 EUR -105,310 -767,885








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.8% 15/06/20 EUR 1,720,000 112.23% 112.23% 3,393 1,933,749


1.1.2. Parpublica 3.567% 22/09/20 EUR 3,645,000 102.72% 102.72% 100,177 3,844,321












2.1.3. Celbi Float 26/08/19 EUR 95,000 97.87% 97.87% 587 93,564

2.1.3. Cofina Float 28/09/19 EUR 8,200,000 103.31% 103.31% 77,658 8,549,185


2.1.3. Millennium BCP Subordinadas fevereiro 2020 EUR 23,000,000 102.41% 102.41% 184,000 23,739,096


5. LIQUIDEZ 0 228,908

5.1. À vista 0 228,908


5.1.3. Comissões 0 -18,913



7.2.2. Swaps -15,992 -855,914

7.2.2. IRS. 66006 04/04/2012 - 28/02/2020 EUR 17,787 -114,785

7.2.2. IRS. 66008 04/04/2012 - 28/02/2020 EUR 43,828 -339,885

7.2.2. IRS. 66012 04/04/2012 - 28/02/2020 EUR -77,608 -401,245








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.8% 15/06/20 EUR 4,295,000 112.23% 112.23% 8,472 4,828,751


1.1.2. Parpublica 3.567% 22/09/20 EUR 9,006,000 102.72% 102.72% 247,516 9,498,479










1.2.3. SAUDACOR SA Float 15/07/20 EUR 1,870,000 99.61% 99.61% 25,556 1,888,225

2. VALORES NÃO COTADOS 1,304,947 90,946,438

2.1. Valores mobiliários nacionais 1,303,868 90,643,304


2.1.3. BCP 4.75% September 2020 EUR 350,000 114.07% 114.07% 1,062 400,321

2.1.3. Celbi Float 26/08/19 EUR 1,511,900 97.87% 97.87% 9,343 1,489,039

2.1.3. Cofina Float 28/09/19 EUR 15,700,000 103.31% 103.31% 148,687 16,368,561



2.1.3. Millennium BCP Subordinadas abril 2020 EUR 51,000,000 103.00% 103.00% 1,127,688 53,659,932



2.3.2. Papel comercial 1,079 303,134


5. LIQUIDEZ 182 611,309

5.1. À vista 0 491,127


5.1.3. Comissões 0 -30,396

5.2. A prazo 182 120,182


5.2.1. Depósito a Prazo 4.195% 12/12/13 - 23/11/20 (C) EUR 182 120,182



7.2.2. Swaps 348,105 -1,726,644

7.2.2. IRS. 66078 12/04/2012 - 03/04/2020 EUR 153,823 -122,342

7.2.2. IRS. 66080 12/04/2012 - 03/04/2020 EUR -116,937 -893,253

7.2.2. IRS. 66085 12/04/2012 - 03/04/2020 EUR 7,053 83,847

7.2.2. IRS. 66087 12/04/2012 - 03/04/2020 EUR 35,772 -158,810

7.2.2. IRS. 66482 12/04/2012 - 03/04/2020 EUR 268,395 -636,086








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.35% 16/10/17 EUR 1,770,000 105.20% 105.20% 54,275 1,916,227

1.1.1. PGB 4.8% 15/06/20 EUR 33,475,000 112.23% 112.23% 66,033 37,635,025




2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 900,000 104.21% 104.21% 1,646 939,577

2.1.3. Celbi Float 26/08/19 EUR 105,000 97.87% 97.87% 649 103,412

2.1.3. Millennium BCP Subordinadas julho 2020 EUR 23,200,000 102.75% 102.75% 510,400 24,348,525

5. LIQUIDEZ 0 560,567

5.1. À vista 0 560,567


5.1.3. Comissões 0 -62,151



7.2.2. Swaps 571,875 -4,273,386

7.2.2. IRS. 67810 02/07/2012 - 02/07/2020 EUR 571,875 -4,273,386








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.8% 15/06/20 EUR 56,450,000 112.23% 112.23% 111,353 63,465,188





1.2.3. SAUDACOR SA Float 15/07/20 EUR 100,000 99.61% 99.61% 1,367 100,975




2.1.3. Banco Comercial Portugues Fixa-Outubro 2019 EUR 100,000 94.98% 94.98% 4,752 99,728

2.1.3. BCP 4.75% September 2020 EUR 21,450,000 114.07% 114.07% 65,095 24,533,940


2.1.3. Cofina Float 28/09/19 EUR 200,000 103.31% 103.31% 1,894 208,517


2.1.3. Millennium BCP Subordinadas julho 2020 EUR 1,500,000 102.75% 102.75% 33,000 1,574,258

5. LIQUIDEZ 7,231 1,080,678

5.1. À vista 0 -76,553

5.1.2. Depósitos à ordem 0 225

5.1.3. Comissões 0 -76,779

5.1.9 Outros 0 0

5.2. A prazo 7,231 1,157,231


5.2.1. Depósito a Prazo 2.95% 30/11/15 - 24/09/20 EUR 4,486 754,486




7.2.2. Swaps 135,784 -4,238,542

7.2.2. IRS. 68798 20/09/2012 - 07/09/2020 EUR 135,784 -4,238,542








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.8% 15/06/20 EUR 38,740,000 112.23% 112.23% 76,419 43,554,321









5. LIQUIDEZ 16,000 9,770,306

5.1. À vista 0 104,306


5.1.3. Comissões 0 -29,138

5.2. A prazo 16,000 9,666,000


5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21 (F) EUR 665 250,665

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (A) EUR 13,214 8,113,214

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (D) EUR 816 500,816

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (E) EUR 816 500,816

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (F) EUR 489 300,489



7.2.2. Swaps 494,240 -205,259

7.2.2. IRS. 70175 03/01/2013 - 03/01/2021 EUR 494,240 -205,259








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.8% 15/06/20 EUR 41,400,000 112.23% 112.23% 81,666 46,544,886




1.2.3. BCP 5.01% 31/03/24 EUR 100,000 93.27% 93.27% 1,253 94,525


2. VALORES NÃO COTADOS 29,603 847,327

2.1. Valores mobiliários nacionais 29,603 847,327



2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 50,000 99.61% 99.61% 10 49,813



2.1.3. Celbi Float 26/08/19 EUR 150,000 97.87% 97.87% 927 147,732

5. LIQUIDEZ 83,653 9,990,363

5.1. À vista 0 6,711


5.1.3. Comissões 0 -40,773

5.2. A prazo 83,653 9,983,653


5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (A) EUR 59,993 7,159,993

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (B) EUR 8,450 1,008,450

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (C) EUR 4,225 504,225

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (D) EUR 4,225 504,225

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (E) EUR 4,225 504,225

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (F) EUR 2,535 302,535



7.2.2. Swaps 316,880 -1,494,021

7.2.2. IRS. 69339 07/11/2012 - 05/11/2020 EUR 316,880 -1,494,021








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 12,475,000 109.21% 109.21% 100,005 13,723,329

1.1.1. PGB 4.35% 16/10/17 EUR 100,000 105.20% 105.20% 3,066 108,261

1.1.1. PGB 4.75% 14/06/19 EUR 40,000 110.39% 110.39% 83 44,237

1.1.1. PGB 4.8% 15/06/20 EUR 170,000 112.23% 112.23% 335 191,126

5. LIQUIDEZ 12,760 4,970,357

5.1. À vista 0 157,597


5.1.3. Comissões 0 -5,753

5.1.9 Outros 0 -7,386

5.2. A prazo 12,760 4,812,760



5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21 (D) EUR 798 300,798

5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21(C) EUR 1,329 501,329



7.2.2. Swaps -92,942 -316,312

7.2.2. IRS. 72158 26/03/2013 - 26/03/2021 EUR -92,942 -316,312








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 33,755,000 109.21% 109.21% 270,595 37,132,743

1.1.1. PGB 4.35% 16/10/17 EUR 170,000 105.20% 105.20% 5,213 184,044

1.1.1. PGB 4.75% 14/06/19 EUR 240,000 110.39% 110.39% 500 265,424

5. LIQUIDEZ 134,741 14,936,660

5.1. À vista 0 51,919


5.1.3. Comissões 0 -10,545

5.2. A prazo 134,741 14,884,741


5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (A) EUR 45,675 5,045,675

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (B) EUR 45,675 5,045,675

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (C) EUR 22,838 2,522,838

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (E) EUR 9,135 1,009,135

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (F) EUR 9,135 1,009,135

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (I) EUR 2,284 252,284



7.2.2. Swaps 43,458 -1,778,211

7.2.2. IRS. 72688 29/04/2013 - 26/04/2021 EUR 43,458 -1,778,211








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 136,865,000 109.21% 109.21% 1,097,170 150,560,593

1.1.1. PGB 4.8% 15/06/20 EUR 265,000 112.23% 112.23% 523 297,932

5. LIQUIDEZ 48,971 9,547,537

5.1. À vista 0 -1,434


5.1.3. Comissões 0 -189,575

5.2. A prazo 48,971 9,548,971



5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (A) EUR 27,330 5,327,330

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (E) EUR 5,157 1,005,157

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (F) EUR 5,157 1,005,157

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (H) EUR 2,578 502,578

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (I) EUR 2,578 502,578

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (J) EUR 1,289 251,289

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (K) EUR 1,289 251,289

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (L) EUR 1,289 251,289

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (M) EUR 774 150,774

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (N) EUR 516 100,516



7.2.2. Swaps -619,959 -4,586,347

7.2.2. IRS. 73158 04/06/2013 - 04/06/2021 EUR -619,959 -4,586,347








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 86,000,000 109.21% 109.21% 689,414 94,605,714

1.1.1. PGB 4.8% 15/06/20 EUR 95,000 112.23% 112.23% 187 106,806

5. LIQUIDEZ 8,834 12,952,520

5.1. À vista 0 393,687


5.1.3. Comissões 0 -114,564

5.2. A prazo 8,834 12,558,834




5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (F) EUR 560 1,000,560

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (H) EUR 280 500,280

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (I) EUR 280 500,280

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (K) EUR 140 250,140

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (L) EUR 140 250,140

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (M) EUR 84 150,084

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (N) EUR 56 100,056

5.2.1. DP/BCP/EUR EUR 2,007 952,007

5.2.1. DP/BCP/EUR EUR 1,062 1,301,062



7.2.2. Swaps 267,408 -2,960,408

7.2.2. IRS. 73720 11/07/2013 - 11/07/2021 EUR 267,408 -2,960,408








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 91,000,000 109.21% 109.21% 729,496 100,106,046

5. LIQUIDEZ 157,176 33,421,350

5.1. À vista 0 814,174


5.1.3. Comissões 0 -124,258

5.2. A prazo 157,176 32,607,176


5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (A) EUR 4,123 804,123



5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (D) EUR 25,766 5,025,766

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (E) EUR 20,613 4,020,613

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (F) EUR 20,613 4,020,613

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (H) EUR 10,307 2,010,307

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (I) EUR 5,153 1,005,153

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (K) EUR 3,865 753,865

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (L) EUR 3,865 753,865

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (M) EUR 2,577 502,577

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (N) EUR 1,804 351,804

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (O) EUR 1,804 351,804

5.2.1. DP/BCP/EUR EUR 1,056 501,056

5.2.1. DP/BCP/EUR EUR 2,709 752,709

5.2.1. DP/BCP/EUR EUR 1,388 1,701,388



7.2.2. Swaps -316,141 -3,714,723

7.2.2. IRS. 74142 29/08/2013 - 29/08/2021 EUR -316,141 -3,714,723








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 37,200,000 109.21% 109.21% 298,212 40,922,472

5. LIQUIDEZ 19,845 17,060,600

5.1. À vista 0 190,755


5.1.3. Comissões 0 -47,010

5.2. A prazo 19,845 16,869,845





5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (D) EUR 1,042 1,001,042

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (E) EUR 1,042 1,001,042

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (F) EUR 729 700,729

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (G) EUR 521 500,521

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (H) EUR 521 500,521

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (I) EUR 104 100,104

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (J) EUR 104 100,104

5.2.1. DP/BCP/EUR EUR 327 400,327

5.2.1. DP/BCP/EUR EUR 4,623 2,154,623



7.2.2. Swaps 210,106 -1,129,433

7.2.2. IRS. 74929 04/10/2013 - 04/10/2021 EUR 210,106 -1,129,433








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 47,215,000 109.21% 109.21% 378,496 51,939,637

5. LIQUIDEZ 220,642 29,763,248

5.1. À vista 0 542,606


5.1.3. Comissões 0 -52,128

5.2. A prazo 220,642 29,220,642


5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/16 (F) EUR 15,217 2,015,217






5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (G) EUR 11,413 1,511,413

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (H) EUR 11,413 1,511,413

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (I) EUR 7,608 1,007,608

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (J) EUR 3,804 503,804

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (L) EUR 3,804 503,804



7.2.2. Swaps -15,174 -566,960

7.2.2. IRS. 75358 07/11/2013 - 07/11/2021 EUR -15,174 -566,960








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 43,550,000 109.21% 109.21% 349,116 47,907,893

5. LIQUIDEZ 25,034 6,264,684

5.1. À vista 0 439,650


5.1.3. Comissões 0 -27,355

5.2. A prazo 25,034 5,825,034


5.2.1. Depósito a Prazo 4,15% 12/12/13 - 26/09/21 (D) EUR 3,043 403,043

5.2.1. Depósito a Prazo 4,35% 12/12/13 - 14/02/21 (E) EUR 604 250,604

5.2.1. Depósito a Prazo 4,42% 12/12/13 - 25/04/21(A) EUR 19,644 4,019,644




7.2.2. Swaps -223,643 -77,776

7.2.2. IRS. 76025 12/12/2013 - 12/12/2021 EUR -223,643 -77,776








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 44,540,000 109.21% 109.21% 357,052 48,996,959

5. LIQUIDEZ 62,980 14,163,573

5.1. À vista 0 150,592


5.1.3. Comissões 0 -31,507

5.2. A prazo 62,980 14,012,980









7.2.2. Swaps 88,188 1,047,781

7.2.2. IRS. 76500 16/01/2014 - 16/01/2022 EUR 88,188 1,047,781








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 42,889,000 109.21% 109.21% 343,817 47,180,749

5. LIQUIDEZ 59,702 15,327,696

5.1. À vista 0 37,993


5.1.3. Comissões 0 -19,929

5.2. A prazo 59,702 15,289,702





5.2.1. Depósito a Prazo 4.195% 13/03/14 - 24/11/20 (D) EUR 671 480,671



7.2.2. Swaps -279,565 2,196,217

7.2.2. IRS. 77517 13/03/2014 - 13/03/2022 EUR -279,565 2,196,217








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA AGRESSIVA AÇÕES - 429 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.2% 17/10/22 EUR 45,000 99.45% 99.45% 798 45,550

1.1.1. PGB 2.875% 15/10/25 EUR 10,000 100.49% 100.49% 203 10,252

1.1.1. PGB 2.875% 21/07/26 EUR 26,000 98.88% 98.88% 329 26,036

1.1.1. PGB 4.35% 16/10/17 EUR 22,000 105.20% 105.20% 675 23,818

1.1.1. PGB 4.75% 14/06/19 EUR 7,000 110.39% 110.39% 15 7,742


1.1.2. Parpublica 3.567% 22/09/20 EUR 6,000 102.72% 102.72% 165 6,328





1.2.3. Mota Engil 3.9% 03/02/20 EUR 6,000 89.00% 89.00% 96 5,436

1.2.3. SAUDACOR SA Float 29/06/21 EUR 10,000 99.86% 99.86% 1 9,987

1.2.3. Semapa Soc Inv e Gestão Float 17/04/19 EUR 6,000 101.25% 101.25% 38 6,113

1.2.3. Telecom Italia 4.5% 25/01/21 EUR 10,000 113.31% 113.31% 193 11,524

1.2.6. Unidades de participação de fundos de investimento fechados 0 82,870

1.2.6. iShares FTSE 100 - ETF GBP 1,300 6.43 7.78 0 10,114

1.2.6. iShares Euro Stoxx 50-ETF (DE) EUR 2,193 29.49 29.49 0 64,672

1.2.6. Ishares GL Corp BD EU Hedged ETF EUR 75 107.79 107.79 0 8,084



1.3.6. iShares MSCI Japan EUR Hedged UCITS - ETF EUR 70 35.81 35.81 0 2,507



3.1. SPDR S&P 500 ETF Trust USD 224 209.48 188.68 42,265

5. LIQUIDEZ 0 3,084

5.1. À vista 0 3,084


5.1.3. Comissões 0 -347

5.1.9 Outros 0 -35,034








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA MODERADA - 430 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.2% 17/10/22 EUR 375,000 99.45% 99.45% 6,650 379,587

1.1.1. PGB 2.875% 15/10/25 EUR 7,000 100.49% 100.49% 142 7,176

1.1.1. PGB 2.875% 21/07/26 EUR 80,000 98.88% 98.88% 1,012 80,112

1.1.1. PGB 3.85% 15/04/21 EUR 41,000 109.21% 109.21% 329 45,103

1.1.1. PGB 4.45% 15/06/18 EUR 140,000 107.48% 107.48% 256 150,721


1.1.2. Parpublica 3.567% 22/09/20 EUR 3,000 102.72% 102.72% 82 3,164


1.1.3. CP Comboios de Portugal 4.17 % 16/10/19 EUR 50,000 105.95% 105.95% 1,470 54,447



1.2.1. BTPS 0.95% 15/03/23 EUR 55,000 101.83% 101.83% 152 56,156

1.2.1. BTPS 1.5% 01/08/19 EUR 8,000 104.66% 104.66% 49 8,422

1.2.1. CCTS EU Float 15/12/20 EUR 90,000 102.05% 102.05% 24 91,865

1.2.1. SPGB 5.4% 31/01/23 EUR 25,000 131.64% 131.64% 557 33,467


1.2.3. AP Moeller - Maersk A/S Float 18/03/19 EUR 50,000 102.21% 102.21% 19 51,125


1.2.3. BCP Finance Bank LTD 13% 13/10/21 EUR 50,000 120.00% 120.00% 4,635 64,635


1.2.3. Hsbc Hldgs 6.00% 10/06/19 EUR 50,000 113.98% 113.98% 164 57,156

1.2.3. Mota Engil 3.9% 03/02/20 EUR 3,000 89.00% 89.00% 48 2,718



1.2.3. Volkswagen Intl Fin 0.875% 16/01/23 EUR 45,000 99.73% 99.73% 179 45,058




1.2.6. Ishares GL Corp BD EU Hedged ETF EUR 840 107.79 107.79 0 90,544







5. LIQUIDEZ 0 145,431

5.1. À vista 0 145,431


5.1.3. Comissões 0 -1,876

5.1.9 Outros 0 -35,371








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA PROTEÇÃO- 431 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.2% 17/10/22 EUR 340,000 99.45% 99.45% 6,029 344,159

1.1.1. PGB 2.875% 15/10/25 EUR 35,000 100.49% 100.49% 712 35,882

1.1.1. PGB 2.875% 21/07/26 EUR 65,000 98.88% 98.88% 822 65,091

1.1.1. PGB 3.85% 15/04/21 EUR 255,000 109.21% 109.21% 2,044 280,517

1.1.1. PGB 4.45% 15/06/18 EUR 195,000 107.48% 107.48% 357 209,933

1.1.1. PGB 4.75% 14/06/19 EUR 175,000 110.39% 110.39% 364 193,538

1.1.1. PGB 4.8% 15/06/20 EUR 330,000 112.23% 112.23% 651 371,010


1.1.2. Parpublica 3.567% 22/09/20 EUR 32,000 102.72% 102.72% 879 33,750





1.2.1. BTPS 0.95% 15/03/23 EUR 70,000 101.83% 101.83% 194 71,471

1.2.1. BTPS 1.5% 01/08/19 EUR 2,000 104.66% 104.66% 12 2,106

1.2.1. CCTS EU Float 15/12/20 EUR 110,000 102.05% 102.05% 29 112,279

1.2.1. SPGB 1.15% 30/07/20 EUR 40,000 104.65% 104.65% 422 42,280



1.2.3. BCP Finance Bank Float 21/12/16 EUR 1,000 95.56% 95.56% 0 956

1.2.3. Brisa 4.5% 05/12/16 EUR 50,000 101.60% 101.60% 1,279 52,079

1.2.3. Casino Guichard Perracho 3.994% 09/03/20 EUR 100,000 110.64% 110.64% 1,237 111,875


1.2.3. FCA Capital Ireland 2.625% 17/04/19 EUR 35,000 104.76% 104.76% 186 36,852

1.2.3. FCA Capital Ireland Plc 1.25.% 21/01/21 EUR 100,000 100.52% 100.52% 31 100,552

1.2.3. Galp Energia SGPS SA 4.125% 25/01/19 EUR 100,000 106.05% 106.05% 1,769 107,817

1.2.3. Goldman Sachs Float 29/05/20 EUR 20,000 99.52% 99.52% 7 19,912

1.2.3. Hsbc Hldgs 6.00% 10/06/19 EUR 50,000 113.98% 113.98% 164 57,156

1.2.3. Intesa SanPaolo SPA Float 15/06/20 EUR 45,000 99.72% 99.72% 15 44,887

1.2.3. Mota Engil 3.9% 03/02/20 EUR 7,000 89.00% 89.00% 111 6,341

1.2.3. Santander Consumer Finance 1% 26/05/21 EUR 100,000 99.68% 99.68% 96 99,780




1.2.3. Telecom Italia 4.5% 25/01/21 EUR 70,000 113.31% 113.31% 1,351 80,668

1.2.3. Volkswagen Int Fin 3.25% 21/01/19 EUR 61,000 107.63% 107.63% 872 66,528




1.2.6. Ishares GL Corp BD EU Hedged ETF EUR 1,845 107.79 107.79 0 198,873







5. LIQUIDEZ 283 598,598

5.1. À vista 0 498,315


5.1.3. Comissões 0 -3,556

5.1.9 Outros 0 -283,445

5.2. A prazo 283 100,283


5.2.1. DP/BCP/EUR EUR 109 35,109

5.2.1. DP/BCP/EUR EUR 61 25,061

5.2.1. DP/BCP/EUR EUR 55 20,055

5.2.1. DP/BCP/EUR EUR 58 20,058








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA PRESERVAÇÃO -432 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.2% 17/10/22 EUR 200,000 99.45% 99.45% 3,546 202,446

1.1.1. PGB 3.85% 15/04/21 EUR 260,000 109.21% 109.21% 2,084 286,017

1.1.1. PGB 4.45% 15/06/18 EUR 451,000 107.48% 107.48% 825 485,537

1.1.1. PGB 4.75% 14/06/19 EUR 3,011,000 110.39% 110.39% 6,269 3,329,962

1.1.1. PGB 4.8% 15/06/20 EUR 970,000 112.23% 112.23% 1,913 1,090,544


1.1.2. Parpublica 3.567% 22/09/20 EUR 135,000 102.72% 102.72% 3,710 142,382





1.2.1. BTPS 0.95% 15/03/23 EUR 55,000 101.83% 101.83% 152 56,156

1.2.1. BTPS 3.75% 01/03/21 EUR 320,000 116.24% 116.24% 3,967 375,935

1.2.1. CCTS EU Float 15/12/20 EUR 220,000 102.05% 102.05% 59 224,558

1.2.1. SPGB 0.75% 30/07/21 EUR 200,000 102.87% 102.87% 468 206,198

1.2.1. SPGB 1.15% 30/07/20 EUR 230,000 104.65% 104.65% 2,428 243,112





1.2.3. Brisa 4.5% 05/12/16 EUR 50,000 101.60% 101.60% 1,279 52,079

1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 111.32% 111.32% 1,676 112,993

1.2.3. BRISA Concessão Rodoviária SA 2% 22/03/23 EUR 300,000 101.76% 101.76% 1,644 306,915

1.2.3. Casino Guichard Perracho 3.157% 06/08/19 EUR 300,000 107.57% 107.57% 8,514 331,215



1.2.3. FCA Capital Ireland 2.625% 17/04/19 EUR 65,000 104.76% 104.76% 346 68,440

1.2.3. FCA Capital Ireland Plc 1.25.% 21/01/21 EUR 100,000 100.52% 100.52% 31 100,552

1.2.3. Galp Energia SGPS SA 4.125% 25/01/19 EUR 300,000 106.05% 106.05% 5,308 323,452

1.2.3. Hsbc Hldgs 6.00% 10/06/19 EUR 85,000 113.98% 113.98% 279 97,166

1.2.3. Intesa SanPaolo SPA Float 15/06/20 EUR 145,000 99.72% 99.72% 48 144,634

1.2.3. Mota Engil 3.9% 03/02/20 EUR 58,000 89.00% 89.00% 924 52,544

1.2.3. Repsol Intl Fin 4.875% 19/02/19 EUR 200,000 111.63% 111.63% 3,516 226,766

1.2.3. Santander Consumer Finance 1% 26/05/21 EUR 200,000 99.68% 99.68% 192 199,560

1.2.3. SAUDACOR SA Float 03/07/17 EUR 150,000 100.11% 100.11% 2,207 152,370



1.2.3. Telecom Italia 4.5% 25/01/21 EUR 370,000 113.31% 113.31% 7,142 426,386

1.2.3. Volkswagen Financial Services AG Float 16/10/17 EUR 40,000 99.46% 99.46% 0 39,784

1.2.3. Volkswagen Int Fin 3.25% 21/01/19 EUR 144,000 107.63% 107.63% 2,059 157,049

5. LIQUIDEZ 811 1,480,313

5.1. À vista 0 1,194,501


5.1.3. Comissões 0 -6,466

5.1.9 Outros 0 -905,946

5.2. A prazo 811 285,811


5.2.1. DP/BCP/EUR EUR 60 20,060

5.2.1. DP/BCP/EUR EUR 147 60,147

5.2.1. DP/BCP/EUR EUR 403 130,403

5.2.1. DP/BCP/EUR EUR 73 25,073

5.2.1. DP/BCP/EUR EUR 83 30,083

5.2.1. DP/BCP/EUR EUR 46 20,046








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 22,215,000 118.95% 118.95% 466,394 26,891,136

5. LIQUIDEZ 6,800 4,295,296

5.1. À vista 0 38,496


5.1.3. Comissões 0 -7,826

5.1.9 Outros 0 -73,247

5.2. A prazo 6,800 4,256,800





7.2.2. Swaps -467,666 -462,058

7.2.2. IRS. 77906 27/03/2014 - 27/03/2024 EUR -467,666 -462,058








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 14,285,000 118.95% 118.95% 299,907 17,291,914

5. LIQUIDEZ 32,708 3,878,886

5.1. À vista 0 -3,823


5.1.3. Comissões 0 -4,292

5.2. A prazo 32,708 3,882,708






7.2.2. Swaps -179,400 59,071

7.2.2. IRS. 78105 17/04/2014 - 17/04/2024 EUR -179,400 59,071








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 14,285,000 118.95% 118.95% 299,907 17,291,914

5. LIQUIDEZ 14,490 4,544,146

5.1. À vista 0 -70,344


5.1.3. Comissões 0 -134,383

5.2. A prazo 14,490 4,614,490





7.2.2. Swaps -276,533 299,975

7.2.2. IRS. 78828 05/06/2014 - 05/06/2024 EUR -276,533 299,975








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 3,388,000 118.95% 118.95% 71,129 4,101,155

5. LIQUIDEZ 604 847,220

5.1. À vista 0 -3,385


5.1.3. Comissões 0 -29,877

5.2. A prazo 604 850,604


5.2.1. Depósito a Prazo 3,2% 03/07/14 - 11/05/24 EUR 604 850,604



7.2.2. Swaps -43,738 112,292

7.2.2. IRS. 78937 03/07/2014 - 03/07/2024 EUR -43,738 112,292








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 7,197,000 118.95% 118.95% 151,098 8,711,929

5. LIQUIDEZ 4,083 966,027

5.1. À vista 0 -38,057


5.1.3. Comissões 0 -41,237

5.2. A prazo 4,083 1,004,083


5.2.1. Depósito a Prazo 3% 21/08/14 - 29/06/24 EUR 4,083 1,004,083



7.2.2. Swaps -127,559 242,255

7.2.2. IRS. 79512 21/08/2014 - 21/08/2024 EUR -127,559 242,255








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 5.65% 15/02/24 EUR 4,241,000 118.95% 118.95% 89,038 5,133,707

5. LIQUIDEZ 744 432,776

5.1. À vista 0 7,032


5.1.3. Comissões 0 -23,788

5.2. A prazo 744 425,744


5.2.1. Depósito a Prazo 3% 18/09/14 - 27/07/24 EUR 744 425,744



7.2.2. Swaps -88,940 159,403

7.2.2. IRS. 79936 18/09/2014 - 18/09/2024 EUR -88,940 159,403








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM CORP 2014 8A-441 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 3.85% 15/04/21 EUR 165,000 109.21% 109.21% 1,323 181,511




2.1.3. BCP CLN Brisa Concessão Rodoviária 2.65% 06/02/23 EUR 2,000,000 104.02% 104.02% 7,950 2,088,391

2.1.3. Credit Agricole CLN Galp Energia SA 6.1% 06/02/23 EUR 750,000 104.63% 104.63% 6,863 791,588

2.1.3. Nomura CLN EDP Energias de Portugal 3.45% 06/02/23 EUR 2,000,000 90.91% 90.91% 10,350 1,828,550


5.1. À vista 0 22,203


5.1.3. Comissões 0 -19,748








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 7,324,000 100.49% 100.49% 149,006 7,508,528

5. LIQUIDEZ 0 -22,887

5.1. À vista 0 -22,887


5.1.3. Comissões 0 -23,263








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 4.95% 25/10/23 EUR 23,560,000 115.56% 115.56% 793,412 28,019,348

5. LIQUIDEZ 0 -109,495

5.1. À vista 0 -109,495


5.1.3. Comissões 0 -114,512








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 20,526,000 100.49% 100.49% 417,600 21,043,151

5. LIQUIDEZ 0 -77,363

5.1. À vista 0 -77,363


5.1.3. Comissões 0 -88,442

5.1.9 Outros 0 -5,421








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 22,745,000 100.49% 100.49% 462,746 23,318,059

5. LIQUIDEZ 0 -68,099

5.1. À vista 0 -68,099


5.1.3. Comissões 0 -72,303

5.1.9 Outros 0 0








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 21,745,000 100.49% 100.49% 442,401 22,292,864

5. LIQUIDEZ 0 327,054

5.1. À vista 0 327,054


5.1.3. Comissões 0 -48,581








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 10,300,000 100.49% 100.49% 209,553 10,559,508

5. LIQUIDEZ 0 -37,954

5.1. À vista 0 -37,954


5.1.3. Comissões 0 -52,201








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2016 -1S-452 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 15/10/25 EUR 13,525,000 100.49% 100.49% 275,165 13,865,762


5.1. À vista 0 -5,802


5.1.3. Comissões 0 -51,347








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2016 2ªSR-454 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 21/07/26 EUR 49,870,000 98.88% 98.88% 630,699 49,939,661

5. LIQUIDEZ 0 -169,190

5.1. À vista 0 -169,190


5.1.3. Comissões 0 -172,897








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2016 3SR-466 Data: 30/06/2016


/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 21/07/26 EUR 45,500,000 98.88% 98.88% 575,432 45,563,557

5. LIQUIDEZ 0 353,081

5.1. À vista 0 353,081


5.1.3. Comissões 0 -104,860








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 21/07/26 EUR 54,950,000 98.88% 98.88% 694,945 55,026,757

5. LIQUIDEZ 0 817,538

5.1. À vista 0 817,538


5.1.3. Comissões 0 80,858








NPC: 501 836 926




/Montante

Preço

Cotação

(moeda)

Preço

Cotação

(EUR)

Juro

Decorrid

o

Valor Carteira




1.1.1. PGB 2.875% 21/07/26 EUR 40,250,000 98.88% 98.88% 509,036 40,306,224

5. LIQUIDEZ 0 1,612,102

5.1. À vista 0 1,612,102


5.1.3. Comissões 0 27,088




ocidental compª port. seguros vida, sa 2744-002 porto ...€¦ · ocidental compª port. seguros...

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