ocidental compª port. seguros vida, sa av.dr.mário soares … · 2015. 7. 15. · ocidental...

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: 30/06/2015

Indice Designação MoedaQuantidade/

Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro

DecorridoValor Carteira

1. VALORES MOBILIÁRIOS COTADOS 1,167,986 68,915,515

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 602,774 41,589,200

1.1.1. Títulos de dívida pública 436,970 32,687,174

1.1.1. PGB 3.85% 15/04/21 EUR 6,700,000 109.69% 109.69% 53,563 7,402,793

1.1.1. PGB 4.1% 15/04/37 EUR 4,000,000 62.58% 62.58% 34,055 2,537,308

1.1.1. PGB 4.2% 15/10/16 EUR 2,000,000 92.47% 92.47% 59,375 1,908,856

1.1.1. PGB 4.35% 16/10/17 EUR 2,400,000 108.19% 108.19% 73,509 2,669,949

1.1.1. PGB 4.45% 15/06/18 EUR 4,000,000 109.99% 109.99% 7,295 4,406,895

1.1.1. PGB 4.8% 15/06/20 EUR 4,000,000 114.73% 114.73% 7,869 4,596,869

1.1.1. PGB 4.95% 25/10/23 EUR 3,500,000 116.96% 116.96% 117,715 4,211,315

1.1.1. PGB 5.65% 15/02/24 EUR 4,000,000 121.74% 121.74% 83,589 4,953,189

1.1.2. Outros fundos públicos e equiparados 54,922 2,122,442

1.1.2. Parpublica 3.567% 22/09/20 EUR 2,000,000 103.38% 103.38% 54,922 2,122,442

1.1.3. Obrigações diversas 110,881 6,779,584

1.1.3. Caixa Geral Depósitos 3% 15/01/19 EUR 1,000,000 108.48% 108.48% 13,644 1,098,474

1.1.3. CP Comboios de Portugal 4.17 % 16/10/19 EUR 1,000,000 107.70% 107.70% 29,361 1,106,391

1.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 1,500,000 112.01% 112.01% 34,500 1,714,575

1.1.3. Refer 5.875% 18/02/19 EUR 1,500,000 113.15% 113.15% 31,870 1,729,165

1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 473,511 102.35% 102.35% 768 485,407

1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 636,874 101.25% 101.25% 738 645,573

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 565,213 27,326,315


1.2.1. Belgium Kingdom 3.75% 28/02/20 EUR 1,000,000 117.74% 117.74% 28,253 1,205,653

1.2.1. Bonos y Oblig del Estado 3.8% 30/04/24 EUR 3,000,000 112.62% 112.62% 19,000 3,397,600


1.2.2. EFSF 0.5% 07/03/16 EUR 2,000,000 100.40% 100.40% 3,142 2,011,042

1.2.2. European Invt BK 8% 11/10/16 EUR 7,531,848 109.70% 109.70% 433,500 8,695,787


1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 1,000,000 107.94% 107.94% 1,038 1,080,388

1.2.3. Bayer AG 1.125% 24/01/18 EUR 1,000,000 101.90% 101.90% 4,839 1,023,859

1.2.3. BRISA 6.875% 02/04/18 EUR 1,000,000 113.92% 113.92% 16,718 1,155,898

1.2.3. BRISA Concessão Rodoviária SA 1.875% 30/04/25 EUR 1,000,000 89.60% 89.60% 3,125 899,115

1.2.3. E.ON Intl Fin BV 5.25% 08/09/15 EUR 511,000 100.84% 100.84% 21,683 536,960

1.2.3. EDP Finance BV 4.625% 13/06/16 EUR 2,870,000 103.12% 103.12% 6,165 2,965,796

1.2.3. Ge Capital Euro Fund 1% 02/05/17 EUR 800,000 101.28% 101.28% 1,290 811,514

1.2.3. Ge Capital Euro Fund 1.25% 15/10/15 EUR 1,000,000 100.28% 100.28% 8,836 1,011,606

1.2.3. Morgan Stanley Float 16/01/17 EUR 500,000 100.13% 100.13% 446 501,076

1.2.3. REN Finance BV 4.75% 16/10/20 EUR 500,000 113.36% 113.36% 16,723 583,538

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 482,940 97.25% 97.25% 456 470,115

1.2.6. Unidades de participação de fundos de investimento fechados 0 976,370

1.2.6. iShares Euro Stoxx 50-ETF (DE) EUR 20,760 35.05 35.05 0 727,638

1.2.6. Ishares Euro STOXX UCITS - ETF (DE) EUR 6,892 36.09 36.09 0 248,732

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 3,198,508

3.1. Fundos harmonizados 6,397,015

3.1. F&C Port FD-F&C Plus Fund I EUR EUR 43,463 73.59 73.59 3,198,508

4. IMOBILIÁRIO 6,066,834

4.2. Unidades de participação de fundos de investimento imobiliário 12,133,668

4.2. AF Portfólio Imobiliário - FII EUR 531,424 8.70 8.70 4,624,239

4.2. Imopromoção Fechado - FII EUR 1,004 586.52 586.52 588,870

4.2. Maxirent - Fundo Inv.Imob. EUR 29,405 9.58 9.58 281,656

4.2. Renda Predial Fechado - FII EUR 114,742 4.99 4.99 572,069

5. LIQUIDEZ 0 1,612,413

5.1. À vista 0 1,612,413

5.1.2. Depósitos à ordem 0 1,672,613

5.1.3. Comissões 0 -5,034

5.1.9 Outros 0 -55,166

9. VALOR LÍQUIDO GLOBAL DO FUNDO 79,793,270





NPC: 501 836 926


Carteira: OC VIDA OCID REFORMA-003 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


1. VALORES MOBILIÁRIOS COTADOS 611,581 37,226,812



1.1.1. PGB 3.85% 15/04/21 EUR 3,000,000 109.69% 109.69% 23,984 3,314,684

1.1.1. PGB 4.1% 15/02/45 EUR 400,000 103.67% 103.67% 7,234 421,914

1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 105.14% 105.14% 8,514 1,059,914

1.1.1. PGB 4.35% 16/10/17 EUR 500,000 108.19% 108.19% 15,314 556,239

1.1.1. PGB 4.95% 25/10/23 EUR 2,000,000 116.96% 116.96% 67,266 2,406,466

1.1.1. PGB 5.65% 15/02/24 EUR 1,000,000 121.74% 121.74% 20,897 1,238,297


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 500,000 102.02% 102.02% 1,721 511,831

1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 500,000 105.05% 105.05% 10,935 536,175




1.2.1. Belgium Kingdom 3.75% 28/02/20 EUR 500,000 117.74% 117.74% 14,127 602,827

1.2.1. BGB 4% 28/03/17 EUR 500,000 107.28% 107.28% 5,137 541,512

1.2.1. European Union 2.5% 04/12/15 EUR 325,000 101.11% 101.11% 4,630 333,221

1.2.1. FRTR 1% 25/11/18 EUR 650,000 103.34% 103.34% 3,864 675,574

1.2.1. KFW Float 01/02/16 EUR 1,000,000 99.97% 99.97% 0 999,730

1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 1,000,000 116.33% 116.33% 33,562 1,196,862

1.2.1. RAGB 3.9% 15/07/20 EUR 1,000,000 118.22% 118.22% 37,397 1,219,597

1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 2,000,000 100.12% 100.12% 67,123 2,069,523


1.2.2. KFW 3.5% 04/07/15 EUR 1,000,000 100.02% 100.02% 34,616 1,034,816

1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 2,000,000 100.01% 51.13% 0 1,022,655


1.2.3. Banco Bilbao Viz 4.25% 18/01/17 EUR 1,500,000 106.32% 106.32% 28,469 1,623,194

1.2.3. Banco Comercial Português 3.375% 27/02/17 EUR 500,000 100.99% 100.99% 5,687 510,617

1.2.3. Banco Santander 2.875% 30/01/18 EUR 500,000 106.67% 106.67% 5,947 539,272

1.2.3. Banco Santander 3.125% 28/09/15 EUR 1,100,000 100.70% 100.70% 25,899 1,133,544

1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 400,000 103.56% 103.56% 3,156 417,412

1.2.3. Bayer AG Float 24/01/16 EUR 400,000 100.05% 100.05% 160 400,376

1.2.3. BBVA Senior Fin 3.875% 06/08/15 EUR 1,000,000 100.33% 100.33% 34,822 1,038,072

1.2.3. BMW Finance NV Float 04/04/17 EUR 500,000 100.24% 100.24% 429 501,639


1.2.3. CIF EUROMORTGAGE 3.25%10/20/15 EUR 1,000,000 100.96% 100.96% 22,527 1,032,127

1.2.3. Credit Agricole London 1.875% 18/10/17 EUR 500,000 103.28% 103.28% 6,550 522,970

1.2.3. Credit Suisse London Float 02/12/15 EUR 1,000,000 99.99% 99.99% 138 1,000,078

1.2.3. EDP Finance BV 5.875% 01/02/16 EUR 500,000 102.90% 102.90% 11,991 526,506

1.2.3. GDF Suez 1.5% 01/02/16 EUR 1,200,000 100.75% 100.75% 7,348 1,216,372

1.2.3. GE Cap Eur Fund 2.875% 17/09/15 EUR 400,000 100.53% 100.53% 9,011 411,143

1.2.3. Ge Capital Euro Fund 1.25% 15/10/15 EUR 500,000 100.28% 100.28% 4,418 505,803


1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 400,000 100.66% 100.66% 689 403,313

1.2.3. Lloyds TSB Bank 3.75% 07/09/15 EUR 500,000 100.65% 100.65% 15,205 518,445

1.2.3. NORD/LB LUX SA COV BOND BK 0.25% 10/03/20 EUR 500,000 99.03% 99.03% 383 495,523

1.2.3. RaboBank Float 07/03/16 EUR 400,000 100.02% 100.02% 29 400,089

1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 456,000 106.11% 106.11% 8,761 492,622

1.2.3. Royal Bk Scotland 3% 08/09/15 EUR 250,000 100.55% 100.55% 6,062 257,432

1.2.3. RTE EDF Transport 4.125% 27/09/16 EUR 200,000 104.87% 104.87% 6,238 215,970

1.2.3. Santander Consumer finance 3.875% 23/03/16 EUR 500,000 102.57% 102.57% 5,241 518,066

1.2.3. UBS AG London 3.125% 18/01/16 EUR 500,000 101.60% 101.60% 6,978 514,963

1.2.3. Volvo Treasury AB Float 11/09/17 EUR 400,000 100.12% 100.12% 92 400,588

1.2.3. Bayer Hypo-VereinsBank 5.43% 21/12/18 DEM 800,000 107.51% 54.97% 11,622 451,362

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 915,243


3.1. F&C Port FD-F&C Plus Fund I EUR EUR 12,437 73.59 73.59 915,243




5. LIQUIDEZ 0 -2,343,430

5.1. À vista 0 -2,343,430


5.1.3. Comissões 0 -2,368

5.1.9 Outros 0 -3,904,018






NPC: 501 836 926


Carteira: OC RENDAS VITALICIAS-005 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro



1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 1,894,368 138,538,633

1.1.1. Títulos de dívida pública 1,807,507 134,574,617

1.1.1. PGB 3.85% 15/04/21 EUR 17,500,000 109.69% 109.69% 139,904 19,335,654

1.1.1. PGB 3.875% 15/02/30 EUR 12,500,000 105.29% 105.29% 179,152 13,339,777

1.1.1. PGB 4.1% 15/02/45 EUR 16,000,000 103.67% 103.67% 289,359 16,876,559

1.1.1. PGB 4.1% 15/04/37 EUR 20,500,000 105.14% 105.14% 174,530 21,728,230

1.1.1. PGB 4.35% 16/10/17 EUR 3,500,000 108.19% 108.19% 107,201 3,893,676

1.1.1. PGB 4.45% 15/06/18 EUR 7,000,000 109.99% 109.99% 12,766 7,712,066

1.1.1. PGB 4.8% 15/06/20 EUR 10,000,000 114.73% 114.73% 19,672 11,492,172

1.1.1. PGB 4.95% 25/10/23 EUR 15,500,000 116.96% 116.96% 521,310 18,650,110

1.1.1. PGB 5.65% 15/02/24 EUR 17,400,000 121.74% 121.74% 363,612 21,546,372








1.2.3. BMW Finance NV 3,25% 28/01/16 EUR 1,500,000 101.76% 101.76% 20,435 1,546,895


1.2.3. BNP Paribas Float 13/11/15 EUR 2,000,000 100.07% 100.07% 776 2,002,136



1.2.3. Credit Suisse London Float 02/12/15 EUR 500,000 99.99% 99.99% 69 500,039


1.2.3. Enel Float 26/02/16 EUR 1,000,000 100.30% 100.30% 2,924 1,005,874

1.2.3. Nomura Bank Intl Plc Float 30/09/2019 EUR 650,000 117.81% 117.81% 27,954 793,732

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 1,034,871 97.25% 97.25% 976 1,007,388

1.2.6. Unidades de participação de fundos de investimento fechados 0 2,361,667

1.2.6. iShares Euro Stoxx 50-ETF (DE) EUR 33,443 35.05 35.05 0 1,172,177

1.2.6. Ishares Euro STOXX UCITS - ETF (DE) EUR 32,959 36.09 36.09 0 1,189,490

2. VALORES NÃO COTADOS 77 2,846,537

2.1. Valores mobiliários nacionais 77 2,846,537

2.1.3. Obrigações diversas 77 2,846,537

2.1.3. Jose de Mello 27/06/2017 EUR 3,000,000 94.88% 94.88% 77 2,846,537










5. LIQUIDEZ 0 2,722,150

5.1. À vista 0 2,722,150


5.1.3. Comissões 0 -10,975

5.1.9 Outros 0 181,720






NPC: 501 836 926


Carteira: OC MISTO C/ F.AUTONOMO 006 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro



1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 9,349 500,827

1.1.1. Títulos de dívida pública 9,005 398,460

1.1.1. PGB 3.85% 15/04/21 EUR 60,000 109.69% 109.69% 480 66,294

1.1.1. PGB 4.1% 15/04/37 EUR 30,000 105.14% 105.14% 255 31,797

1.1.1. PGB 4.35% 16/10/17 EUR 270,000 108.19% 108.19% 8,270 300,369

1.1.3. Obrigações diversas 344 102,366

1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 100,000 102.02% 102.02% 344 102,366




1.2.1. Belgium Kingdom Float 15/02/16 EUR 300,000 100.42% 100.42% 227 301,475

1.2.1. BGB 4% 28/03/17 EUR 200,000 107.28% 107.28% 2,055 216,605

1.2.1. France (Govt of) Cpz 25/05/20 EUR 300,000 98.43% 98.43% 0 295,275

1.2.1. KFW Float 01/02/16 EUR 250,000 99.97% 99.97% 0 249,933

1.2.1. RAGB 3.9% 15/07/20 EUR 300,000 118.22% 118.22% 11,219 365,879

1.2.1. RAGB 4% 15/09/16 EUR 50,000 105.02% 105.02% 1,578 54,088

1.2.1. Republic of Austria 0.25% 18/10/19 EUR 50,000 100.42% 100.42% 91 50,299

1.2.2. Outros fundos públicos e equiparados 5,801 743,878

1.2.2. EFSF 0.5% 07/03/16 EUR 250,000 100.40% 100.40% 393 251,380

1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.33% 102.33% 179 102,504

1.2.2. EFSF 2.75% 18/07/16 EUR 200,000 102.90% 102.90% 5,229 211,029

1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 350,000 100.01% 51.13% 0 178,965


1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 100,000 102.20% 102.20% 1,033 103,228


1.2.3. BBVA Senior Fin 3.875% 06/08/15 EUR 50,000 100.33% 100.33% 1,741 51,904

1.2.3. BNP Paribas 2.625% 16/09/16 EUR 100,000 102.87% 102.87% 2,064 104,931

1.2.3. Caixa Geral Depositos 8% 28/09/15 EUR 100,000 101.26% 101.26% 6,027 107,291

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 123.26% 123.26% 1,105 124,365

1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 100,000 100.30% 100.30% 1,929 102,224

1.2.3. Deutsche Bank AG Float 11/03/16 EUR 100,000 99.97% 99.97% 13 99,984

1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 50,000 101.01% 101.01% 1,100 51,602

1.2.3. European Invest Bk Float 15/01/16 EUR 200,000 100.01% 100.01% 26 200,042

1.2.3. GDF Suez 1.5% 01/02/16 EUR 100,000 100.75% 100.75% 612 101,364

1.2.3. Ge Capital Euro Fund Float 03/05/16 EUR 100,000 100.27% 100.27% 69 100,342

1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 100,000 100.66% 100.66% 172 100,828






1.2.3. RWE Finance Bv 6.25% 20/04/16 EUR 100,000 104.84% 104.84% 1,212 106,049



3.1. Fundos harmonizados 101,809

3.1. F&C Port FD-F&C Plus Fund I EUR EUR 692 73.59 73.59 50,905

5. LIQUIDEZ 0 283,920

5.1. À vista 0 283,920

5.1.2. Depósitos à ordem 0 392,414

5.1.3. Comissões 0 -393

5.1.9 Outros 0 -108,101






NPC: 501 836 926


Carteira: OC COMP SEGUROS VIDA,007 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 700,000 109.69% 109.69% 5,596 773,426

1.1.1. PGB 4.1% 15/04/37 EUR 1,630,000 105.14% 105.14% 13,877 1,727,659

1.1.1. PGB 4.2% 15/10/16 EUR 3,000,000 105.30% 105.30% 89,063 3,248,063

1.1.1. PGB 4.35% 16/10/17 EUR 6,100,000 108.19% 108.19% 186,835 6,786,120

1.1.1. PGB 4.45% 15/06/18 EUR 8,000,000 109.99% 109.99% 14,590 8,813,790

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 114.73% 114.73% 3,934 2,298,434

1.1.1. PGB 5.65% 15/02/24 EUR 1,000,000 121.74% 121.74% 20,897 1,238,297


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 1,400,000 102.02% 102.02% 4,820 1,433,128

1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 3,000,000 105.05% 105.05% 65,610 3,217,050

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 958,088 99.80% 99.80% 953 957,125

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 2,173,147 154,534,460



1.2.1. Belgium Kingdom Float 15/02/16 EUR 5,580,000 100.42% 100.42% 4,214 5,607,427

1.2.1. BGB 3.75% 28/09/15 EUR 10,000,000 100.95% 100.95% 282,534 10,377,034

1.2.1. BGB 4% 28/03/17 EUR 5,000,000 107.28% 107.28% 51,366 5,415,116

1.2.1. Bundesrepub Deutschland 1.5% 04/09/22 EUR 5,000,000 107.67% 107.67% 61,438 5,444,688

1.2.1. FRTR 1% 25/11/18 EUR 5,000,000 103.34% 103.34% 29,726 5,196,726

1.2.1. FRTR 4.25% 25/10/18 EUR 1,000,000 114.09% 114.09% 28,877 1,169,727

1.2.1. FRTR 5% 25/10/16 EUR 85,600 106.81% 106.81% 2,908 94,337

1.2.1. KFW Float 01/02/16 EUR 5,000,000 99.97% 99.97% 0 4,998,650

1.2.1. Nether Gov 0.5% 15/04/17 EUR 7,000,000 101.24% 101.24% 7,268 7,094,068


1.2.1. RAGB 3.9% 15/07/20 EUR 4,500,000 118.22% 118.22% 168,288 5,488,188



1.2.2. EFSF 0.5% 07/03/16 EUR 3,000,000 100.40% 100.40% 4,713 3,016,563

1.2.2. EFSF 0.875% 16/04/18 EUR 4,000,000 102.33% 102.33% 7,172 4,100,172

1.2.2. KFW 3.5% 04/07/15 EUR 1,500,000 100.02% 100.02% 51,925 1,552,225

1.2.3. Obrigações diversas 1,270,492 86,204,763

1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 1,468,000 121.60% 121.60% 16,365 1,801,467

1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 500,000 102.20% 102.20% 5,164 516,139


1.2.3. Banco Comercial Português 3.375% 27/02/17 EUR 2,500,000 100.99% 100.99% 28,433 2,553,083



1.2.3. Barclays Bk Plc 4.125% 15/03/16 EUR 1,100,000 102.77% 102.77% 13,265 1,143,680


1.2.3. BMW Finance NV Float 04/04/17 EUR 1,000,000 100.24% 100.24% 859 1,003,279


1.2.3. BPCE SA Float 18/01/16 EUR 2,000,000 100.30% 100.30% 2,769 2,008,769


1.2.3. Caixa Geral Depositos 8% 28/09/15 EUR 1,000,000 101.26% 101.26% 60,274 1,072,914

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 2,000,000 123.26% 123.26% 22,090 2,487,290

1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 2,700,000 100.30% 100.30% 52,095 2,760,060


1.2.3. Credit Agricole Home Loan 4.5% 29/01/16 EUR 1,500,000 102.55% 102.55% 28,110 1,566,360

1.2.3. Credit Agricole London 1.875% 18/10/17 EUR 1,500,000 103.28% 103.28% 19,649 1,568,909

1.2.3. Credit Agricole London Float 28/08/15 EUR 1,300,000 100.04% 100.04% 437 1,300,970


1.2.3. Credit Suisse London Float 19/02/16 EUR 2,600,000 100.05% 100.05% 1,031 2,602,383



1.2.3. Deutsche Post AG 1.5% 09/10/18 EUR 1,500,000 103.29% 103.29% 16,274 1,565,594




1.2.3. European Invest Bk Float 15/01/16 EUR 1,700,000 100.01% 100.01% 219 1,700,355

1.2.3. GDF Suez 1.5% 01/02/16 EUR 2,875,000 100.75% 100.75% 17,604 2,914,224

1.2.3. GE Cap Eur Fund 3.75% 04/04/16 EUR 2,500,000 102.59% 102.59% 22,285 2,586,910

1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 2,000,000 100.66% 100.66% 3,444 2,016,564

1.2.3. ING Bank NV 3.25% 03/03/16 EUR 2,000,000 102.15% 102.15% 21,134 2,064,054

1.2.3. Nomura Bank Intl Plc Float 30/09/2019 EUR 2,000,000 117.81% 117.81% 86,014 2,442,254

1.2.3. RaboBank Float 07/03/16 EUR 3,000,000 100.02% 100.02% 215 3,000,665

1.2.3. REN Finance BV 4.75% 16/10/20 EUR 2,000,000 113.36% 113.36% 66,890 2,334,150

1.2.3. REN Redes Energeticas 6.25% 21/09/16 EUR 1,150,000 106.71% 106.71% 19,766 1,246,919

1.2.3. Santander Consumer Finance 1.15% 02/10/15 EUR 2,000,000 100.18% 100.18% 17,077 2,020,657

1.2.3. Santander Consumer finance 3.875% 23/03/16 EUR 2,000,000 102.57% 102.57% 20,963 2,072,263

1.2.3. Santander Intl 4.125% 04/10/17 EUR 2,300,000 107.68% 107.68% 69,922 2,546,608

1.2.3. UBS AG LONDON 3.875% 02/12/19 EUR 1,000,000 115.16% 115.16% 22,295 1,173,895

1.2.3. Unicredit Bank Float 24/08/15 EUR 1,000,000 100.01% 100.01% 188 1,000,308

1.2.3. Volvo Treasury AB Float 11/09/17 EUR 1,000,000 100.12% 100.12% 231 1,001,471







2.1.3. Jose de Mello 27/06/2017 EUR 5,000,000 94.88% 94.88% 128 4,744,229







5. LIQUIDEZ 0 2,581,657

5.1. À vista 0 2,581,657


5.1.3. Comissões 0 -12,931

5.1.9 Outros 0 158,764






NPC: 501 836 926


Carteira: OC FUNDO POUPANCA 008 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 350,000 105.30% 105.30% 10,391 378,941




1.2.1. BGB 4% 28/03/17 EUR 50,000 107.28% 107.28% 514 54,151


1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 50,000 116.93% 116.93% 1,558 60,023

1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 90,000 116.33% 116.33% 3,021 107,718

1.2.1. RAGB 3.9% 15/07/20 EUR 100,000 118.22% 118.22% 3,740 121,960


1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 100,000 100.12% 100.12% 3,356 103,476


1.2.2. EFSF 0.5% 07/03/16 EUR 100,000 100.40% 100.40% 157 100,552

1.2.2. EFSF 0.875% 16/04/18 EUR 90,000 102.33% 102.33% 161 92,254

1.2.2. EFSF 2.75% 18/07/16 EUR 75,000 102.90% 102.90% 1,961 79,136


1.2.3. Obrigações diversas 7,406 332,327


1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 30,000 103.40% 103.40% 209 31,230

1.2.3. Daimler AG Float 07/10/16 EUR 40,000 100.21% 100.21% 30 40,112


1.2.3. GE Cap Eur Fund 2.875% 17/09/15 EUR 26,000 100.53% 100.53% 586 26,724

1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 40,000 100.66% 100.66% 69 40,331

1.2.3. RWE Finance Bv 6.25% 20/04/16 EUR 30,000 104.84% 104.84% 364 31,815

1.2.3. Siemens Finan 5.125% 20/02/17 EUR 40,000 108.02% 108.02% 730 43,939




5. LIQUIDEZ 0 -343,863

5.1. À vista 0 -343,863


5.1.3. Comissões 0 -90

5.1.9 Outros 0 -420,944






NPC: 501 836 926


Carteira: OC FUNDO INVESTIMENTO 009 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro



1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercados regulamentados 344 102,366


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 100,000 102.02% 102.02% 344 102,366





1.2.1. BGB 4% 28/03/17 EUR 300,000 107.28% 107.28% 3,082 324,907


1.2.1. Nether Gov 0.5% 15/04/17 EUR 300,000 101.24% 101.24% 311 304,031


1.2.1. RAGB 3.9% 15/07/20 EUR 350,000 118.22% 118.22% 13,089 426,859




1.2.2. EFSF 0.5% 07/03/16 EUR 300,000 100.40% 100.40% 471 301,656

1.2.2. EFSF 0.875% 16/04/18 EUR 250,000 102.33% 102.33% 448 256,261

1.2.2. EFSF 2.75% 18/07/16 EUR 500,000 102.90% 102.90% 13,072 527,572






1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 150,000 108.72% 108.72% 3,970 167,054


1.2.3. GDF Suez 1.5% 01/02/16 EUR 200,000 100.75% 100.75% 1,225 202,729







1.2.3. Siemens Finan 5.125% 20/02/17 EUR 100,000 108.02% 108.02% 1,825 109,847





5. LIQUIDEZ 0 -309,020

5.1. À vista 0 -309,020


5.1.3. Comissões 0 -384

5.1.9 Outros 0 -1,198,658






NPC: 501 836 926


Carteira: OC GESTÃO CARTEIRA PPR 3% 010 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 6,800,000 98.05% 98.05% 161,020 6,828,528

1.1.1. PGB 3.85% 15/04/21 EUR 11,500,000 75.27% 75.27% 91,937 8,747,508

1.1.1. PGB 3.875% 15/02/30 EUR 4,500,000 105.29% 105.29% 64,495 4,802,320

1.1.1. PGB 4.1% 15/02/45 EUR 4,000,000 103.67% 103.67% 72,340 4,219,140

1.1.1. PGB 4.1% 15/04/37 EUR 8,000,000 105.14% 105.14% 68,109 8,479,309

1.1.1. PGB 4.1% 15/04/37 EUR 12,158,000 62.96% 62.96% 103,509 7,758,135

1.1.1. PGB 4.2% 15/10/16 EUR 2,500,000 92.69% 92.69% 74,219 2,391,517

1.1.1. PGB 4.35% 16/10/17 EUR 27,500,000 87.52% 87.52% 842,291 24,910,103

1.1.1. PGB 4.35% 16/10/17 EUR 1,000,000 108.19% 108.19% 30,629 1,112,479

1.1.1. PGB 4.45% 15/06/18 EUR 1,500,000 109.99% 109.99% 2,736 1,652,586

1.1.1. PGB 4.45% 15/06/18 EUR 15,000,000 84.96% 84.96% 27,357 12,770,863

1.1.1. PGB 4.75% 14/06/19 EUR 4,000,000 82.01% 82.01% 8,306 3,288,590

1.1.1. PGB 4.8% 15/06/20 EUR 7,500,000 114.73% 114.73% 14,754 8,619,129

1.1.1. PGB 4.95% 25/10/23 EUR 7,000,000 116.96% 116.96% 235,430 8,422,630

1.1.1. PGB 5.65% 15/02/24 EUR 6,000,000 121.74% 121.74% 125,384 7,429,784





1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 1,061,456 101.25% 101.25% 1,230 1,075,954

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 479,044 99.80% 99.80% 477 478,563



1.2.2. Council of Europe 2.875 31/08/21 EUR 2,500,000 114.64% 114.64% 59,666 2,925,616








1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 1,500,000 0.17% 0.17% 0 2,490


1.2.3. Morgan Stanley Float 16/01/17 EUR 1,000,000 100.13% 100.13% 892 1,002,152

1.2.3. RaboBank Nederland 3% 25/09/15 EUR 2,000,000 100.65% 100.65% 45,833 2,058,773


1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 482,940 97.25% 97.25% 456 470,115







2.1.3. Jose de Mello 27/06/2017 EUR 9,500,000 94.88% 94.88% 244 9,014,035






4.2. AF Portfólio Imobiliário - FII EUR 1,522,807 8.70 8.70 13,250,857

4.2. Imopromoção Fechado - FII EUR 3,329 586.52 586.52 1,952,538


4.2. Renda Predial Fechado - FII EUR 511,511 4.99 4.99 2,550,240

5. LIQUIDEZ 0 5,049,476

5.1. À vista 0 5,049,476


5.1.3. Comissões 0 -12,032

5.1.9 Outros 0 170,871






NPC: 501 836 926


Carteira: OC GEST.CART.POUP.INV.2.4% 011 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 26,780,000 98.05% 98.05% 634,136 26,892,349

1.1.1. PGB 3.85% 15/04/21 EUR 41,000,000 109.69% 109.69% 327,776 45,300,676

1.1.1. PGB 4.1% 15/02/45 EUR 500,000 103.67% 103.67% 9,042 527,392

1.1.1. PGB 4.2% 15/10/16 EUR 19,000,000 92.69% 92.69% 564,066 18,175,527

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 108.19% 108.19% 61,258 2,224,958

1.1.1. PGB 4.35% 16/10/17 EUR 31,000,000 87.52% 87.52% 949,492 28,080,480

1.1.1. PGB 4.45% 15/06/18 EUR 5,000,000 84.96% 84.96% 9,119 4,256,954

1.1.1. PGB 4.45% 15/06/18 EUR 50,900,000 109.99% 109.99% 92,830 56,077,740

1.1.1. PGB 4.75% 14/06/19 EUR 20,000,000 82.01% 82.01% 41,530 16,442,949

1.1.1. PGB 4.8% 15/06/20 EUR 5,500,000 79.86% 79.86% 10,820 4,403,294

1.1.1. PGB 4.8% 15/06/20 EUR 10,000,000 114.73% 114.73% 19,672 11,492,172

1.1.1. PGB 4.95% 25/10/23 EUR 5,000,000 116.96% 116.96% 168,164 6,016,164




1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 2,830,549 101.25% 101.25% 3,280 2,869,211




1.2.1. Belgium Kingdom Float 15/02/16 EUR 1,500,000 100.42% 100.42% 1,133 1,507,373

1.2.1. BGB 3.75% 28/09/15 EUR 10,000,000 100.95% 100.95% 282,534 10,377,034

1.2.1. European Union 2.5% 04/12/15 EUR 6,000,000 101.11% 101.11% 85,479 6,151,779

1.2.1. France O.A.T. 3.25% 25/10/21 EUR 2,500,000 116.74% 116.74% 55,205 2,973,705

1.2.1. FRTR 5% 25/10/16 EUR 25,000 106.81% 106.81% 849 27,552

1.2.1. Nether Gov 0.5% 15/04/17 EUR 5,000,000 101.24% 101.24% 5,191 5,067,191

1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 1,230,000 116.93% 116.93% 38,332 1,476,571

1.2.1. RAGB 3.9% 15/07/20 EUR 3,000,000 118.22% 118.22% 112,192 3,658,792



1.2.2. EFSF 0.875% 16/04/18 EUR 5,000,000 102.33% 102.33% 8,965 5,125,215



1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 3,024,000 121.60% 121.60% 33,710 3,710,924


1.2.3. Banco Bilbao Vizcaya Arg 3.625% 18/01/17 EUR 2,500,000 105.34% 105.34% 40,471 2,673,846


1.2.3. Banque Fed Cred Mutuel Float 23/03/17 EUR 2,500,000 99.93% 99.93% 76 2,498,226


1.2.3. Barclays Bk Plc 4% 20/01/17 EUR 2,500,000 105.68% 105.68% 44,110 2,686,085

1.2.3. Barclays Bk Plc Float 31/07/15 EUR 2,300,000 100.01% 100.01% 760 2,301,013

1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 2,300,000 101.67% 101.67% 32,153 2,370,448



1.2.3. BMW Finance NV Float 04/04/17 EUR 2,500,000 100.24% 100.24% 2,147 2,508,197


1.2.3. BPCE, SA 1.625% 08/02/17 EUR 2,500,000 102.00% 102.00% 15,805 2,565,780

1.2.3. Brisa 4.5% 05/12/16 EUR 5,000,000 105.36% 105.36% 127,603 5,395,553

1.2.3. BRISA 6.875% 02/04/18 EUR 2,500,000 113.92% 113.92% 41,795 2,889,745

1.2.3. BRISA Concessão Rodoviária SA 3.875% 01/04/21 EUR 5,700,000 106.90% 106.90% 54,314 6,147,728

1.2.3. British Telecom PLC 6.5% 07/07/15 EUR 2,500,000 100.07% 100.07% 159,384 2,661,234



1.2.3. Credit Agricole London 3% 20/07/15 EUR 4,000,000 100.13% 100.13% 113,425 4,118,665

1.2.3. Deutsche Bank AG Float 11/03/16 EUR 4,500,000 99.97% 99.97% 563 4,499,258

1.2.3. Deutsche Post AG 1.5% 09/10/18 EUR 500,000 103.29% 103.29% 5,425 521,865

1.2.3. Deutsche PostBank 3.375% 31/03/20 EUR 2,350,000 114.63% 114.63% 19,720 2,713,525

1.2.3. E. ON Intl Fin 5.5% 19/01/16 EUR 6,054,000 102.91% 102.91% 147,784 6,378,076


1.2.3. Enel Float 26/02/16 EUR 2,489,000 100.30% 100.30% 7,279 2,503,621




1.2.3. Glaxo Smithkline 3.875% 06/07/15 EUR 5,000,000 100.03% 100.03% 190,565 5,191,915

1.2.3. Metro Finance BV 4.25% 22/02/17 EUR 1,390,000 106.18% 106.18% 20,717 1,496,633

1.2.3. Morgan Stanley Float 16/01/17 EUR 1,500,000 100.13% 100.13% 1,338 1,503,228

1.2.3. REN Finance BV 4.75% 16/10/20 EUR 500,000 113.36% 113.36% 16,723 583,538

1.2.3. Siemens Finan 5.125% 20/02/17 EUR 2,605,000 108.02% 108.02% 47,550 2,861,523

1.2.3. UBS AG LONDON 3.875% 02/12/19 EUR 2,500,000 115.16% 115.16% 55,736 2,934,736

1.2.3. UNICREDIT BANK 2.125% 05/10/15 EUR 14,000,000 100.54% 100.54% 218,438 14,293,618

1.2.3. Unicredit Bank Float 24/08/15 EUR 2,000,000 100.01% 100.01% 376 2,000,616

1.2.3. Volkswagen Int Fin 7% 09/02/16 EUR 2,500,000 104.12% 104.12% 67,603 2,670,603

1.2.3. Volkswagen Leas 3.375% 03/06/16 EUR 2,500,000 102.89% 102.89% 6,224 2,578,374




2. VALORES NÃO COTADOS 5,897 10,266,903



2.1.3. Jose de Mello 27/06/2017 EUR 8,395,000 94.88% 94.88% 215 7,965,560

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 5,681 2,300,592


2.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,247,511 102.11% 102.11% 5,681 2,300,592


3.2. Fundos não harmonizados 21,603,096

3.2. New Energy Fund EUR 100 7,926.68 7,926.68 792,668

3.2. Transport Infrastructure Investment Company - Fundo Capital Risco EUR 1,708,000 5.86 5.86 10,008,880



4.2. Caixagest Imobiliário Internacional - FEI Aberto EUR 729,571 3.46 3.46 2,526,358

5. LIQUIDEZ 0 -803,740

5.1. À vista 0 -803,740


5.1.3. Comissões 0 -30,246

5.1.9 Outros 0 -15,273,050






NPC: 501 836 926


Carteira: OC RENDIMENTO GARANTIDO-012 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


1. VALORES MOBILIÁRIOS COTADOS 8,086 386,993



1.1.1. PGB 4.2% 15/10/16 EUR 70,000 105.30% 105.30% 2,078 75,788

1.1.1. PGB 4.35% 16/10/17 EUR 6,000 108.19% 108.19% 184 6,675

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 5,824 304,530


1.2.1. Belgium Kingdom 3.75% 28/02/20 EUR 30,000 117.74% 117.74% 848 36,170

1.2.1. BGB 4% 28/03/17 EUR 20,000 107.28% 107.28% 205 21,660



1.2.1. RAGB 3.9% 15/07/20 EUR 30,000 118.22% 118.22% 1,122 36,588


1.2.2. Outros fundos públicos e equiparados 590 61,714

1.2.2. EFSF 0.5% 07/03/16 EUR 20,000 100.40% 100.40% 31 20,110

1.2.2. EFSF 0.875% 16/04/18 EUR 20,000 102.33% 102.33% 36 20,501

1.2.2. EFSF 2.75% 18/07/16 EUR 20,000 102.90% 102.90% 523 21,103


1.2.3. Caixa Geral Depositos 8% 28/09/15 EUR 10,000 101.26% 101.26% 603 10,729



1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 10,000 100.66% 100.66% 17 10,083

1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 10,000 106.11% 106.11% 192 10,803




5. LIQUIDEZ 44 35,963

5.1. À vista 0 -34,081



5.1.9 Outros 0 -62,297

5.2. A prazo 44 70,044

5.2.1. Depósitos e outros equiparados 44 70,044

5.2.1. DP/BCP/EUR EUR 44 70,044

9. VALOR LÍQUIDO GLOBAL DO FUNDO 440,320





NPC: 501 836 926


Carteira: OC GARANTIA MAIS-013 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 5,000,000 109.69% 109.69% 39,973 5,524,473

1.1.1. PGB 4.1% 15/02/45 EUR 1,000,000 103.67% 103.67% 18,085 1,054,785

1.1.1. PGB 4.1% 15/04/37 EUR 5,700,000 105.14% 105.14% 48,528 6,041,508

1.1.1. PGB 4.35% 16/10/17 EUR 150,000 108.19% 108.19% 4,594 166,872

1.1.1. PGB 4.45% 15/06/18 EUR 3,000,000 109.99% 109.99% 5,471 3,305,171

1.1.1. PGB 4.75% 14/06/19 EUR 500,000 113.07% 113.07% 1,038 566,388

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 114.73% 114.73% 3,934 2,298,434

1.1.1. PGB 4.95% 25/10/23 EUR 3,900,000 116.96% 116.96% 131,168 4,692,608

1.1.1. PGB 5.65% 15/02/24 EUR 1,500,000 121.74% 121.74% 31,346 1,857,446




1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 236,755 102.35% 102.35% 384 242,703






1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 750,000 107.94% 107.94% 779 810,291




1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 400,000 100.30% 100.30% 7,718 408,898



1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 500,000 0.17% 0.17% 0 830



1.2.3. RaboBank Nederland 4.25% 16/01/17 EUR 1,000,000 106.11% 106.11% 19,212 1,080,312






4. IMOBILIÁRIO 930,018


4.2. AF Portfólio Imobiliário - FII EUR 106,879 8.70 8.70 930,018

5. LIQUIDEZ 0 1,009,616

5.1. À vista 0 1,009,616


5.1.3. Comissões 0 -2,559

5.1.9 Outros 0 -2,246,499






NPC: 501 836 926


Carteira: OC POUPANÇA VIDA-201 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 132,000 105.30% 105.30% 3,919 142,915

1.1.1. PGB 4.35% 16/10/17 EUR 90,000 108.19% 108.19% 2,757 100,123




1.2.1. BGB 4% 28/03/17 EUR 50,000 107.28% 107.28% 514 54,151

1.2.1. European Union 2.5% 04/12/15 EUR 30,000 101.11% 101.11% 427 30,759




1.2.1. RAGB 3.9% 15/07/20 EUR 90,000 118.22% 118.22% 3,366 109,764




1.2.2. EFSF 0.875% 16/04/18 EUR 30,000 102.33% 102.33% 54 30,751

1.2.2. EFSF 2.75% 18/07/16 EUR 80,000 102.90% 102.90% 2,092 84,412

1.2.2. European Invest Bank 2.5% 15/07/15 EUR 100,000 100.09% 100.09% 2,397 102,487




1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 30,000 108.72% 108.72% 794 33,411


1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 30,000 100.66% 100.66% 52 30,248







5. LIQUIDEZ 0 139,312

5.1. À vista 0 139,312


5.1.3. Comissões 0 -110

5.1.9 Outros 0 -87,500






NPC: 501 836 926


Carteira: OC POUPANÇA VERSÁTIL-202 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 110,000 105.30% 105.30% 3,266 119,096




1.2.1. BGB 4% 28/03/17 EUR 10,000 107.28% 107.28% 103 10,830



1.2.1. RAGB 3.9% 15/07/20 EUR 30,000 118.22% 118.22% 1,122 36,588



1.2.2. EFSF 0.875% 16/04/18 EUR 15,000 102.33% 102.33% 27 15,376

1.2.2. EFSF 2.75% 18/07/16 EUR 45,000 102.90% 102.90% 1,176 47,481




1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 10,000 100.66% 100.66% 17 10,083

5. LIQUIDEZ 72 10,343

5.1. À vista 0 -104,728



5.1.9 Outros 0 -116,653

5.2. A prazo 72 115,072


5.2.1. DP/BCP/EUR EUR 72 115,072






NPC: 501 836 926


Carteira: OC POUP. VERSÁTIL JOVEM-203 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro




1.2.1. Títulos de dívida pública 962 55,577

1.2.1. KFW Float 01/02/16 EUR 10,000 99.97% 99.97% 0 9,997

1.2.1. RAGB 3.9% 15/07/20 EUR 25,000 118.22% 118.22% 935 30,490



1.2.2. EFSF 0.875% 16/04/18 EUR 50,000 102.33% 102.33% 90 51,252




1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 3,000 108.72% 108.72% 79 3,341





5. LIQUIDEZ 218 18,847

5.1. À vista 0 -331,371



5.1.9 Outros 0 -357,406

5.2. A prazo 218 350,218


5.2.1. DP/BCP/EUR EUR 218 350,218






NPC: 501 836 926


Carteira: OC VERSÁTIL NOVE-204 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







1.2.1. BGB 4% 28/03/17 EUR 30,000 107.28% 107.28% 308 32,491



1.2.1. KFW Float 01/02/16 EUR 10,000 99.97% 99.97% 0 9,997


1.2.1. RAGB 3.9% 15/07/20 EUR 30,000 118.22% 118.22% 1,122 36,588




1.2.2. EFSF 0.5% 07/03/16 EUR 30,000 100.40% 100.40% 47 30,166

1.2.2. EFSF 0.875% 16/04/18 EUR 40,000 102.33% 102.33% 72 41,002

1.2.2. EFSF 2.75% 18/07/16 EUR 30,000 102.90% 102.90% 784 31,654




1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 10,000 100.66% 100.66% 17 10,083




5. LIQUIDEZ 113 13,378

5.1. À vista 0 -168,235



5.1.9 Outros 0 -181,770

5.2. A prazo 113 181,613


5.2.1. DP/BCP/EUR EUR 113 181,613






NPC: 501 836 926


Carteira: OC PLANO EMPRESA REFORMA-205 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 1,200,000 109.69% 109.69% 9,593 1,325,873

1.1.1. PGB 4.1% 15/04/37 EUR 200,000 105.14% 105.14% 1,703 211,983


1.1.2. Parpublica 3.567% 22/09/20 EUR 1,000,000 103.38% 103.38% 27,461 1,061,221




1.2.1. BGB 4% 28/03/17 EUR 250,000 107.28% 107.28% 2,568 270,756

1.2.1. European Union 2.5% 04/12/15 EUR 400,000 101.11% 101.11% 5,699 410,119



1.2.1. RAGB 3.9% 15/07/20 EUR 350,000 118.22% 118.22% 13,089 426,859


1.2.2. EFSF 0.5% 07/03/16 EUR 200,000 100.40% 100.40% 314 201,104

1.2.2. EFSF 2.75% 18/07/16 EUR 200,000 102.90% 102.90% 5,229 211,029











1.2.3. UBS AG London 3.125% 18/01/16 EUR 100,000 101.60% 101.60% 1,396 102,993




5. LIQUIDEZ 0 392,588

5.1. À vista 0 392,588


5.1.3. Comissões 0 -436






NPC: 501 836 926


Carteira: OC CAPITAL BPA-206 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


1. VALORES MOBILIÁRIOS COTADOS 172 15,384



1.1.1. PGB 3.85% 15/04/21 EUR 2,000 109.69% 109.69% 16 2,210

1.1.1. PGB 4.2% 15/10/16 EUR 1,000 105.30% 105.30% 30 1,083

1.1.1. PGB 4.35% 16/10/17 EUR 2,500 108.19% 108.19% 77 2,781

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 49 9,310


1.2.1. BGB 4% 28/03/17 EUR 1,000 107.28% 107.28% 10 1,083

1.2.1. France (Govt of) Cpz 25/05/20 EUR 1,000 98.43% 98.43% 0 984

1.2.1. KFW Float 01/02/16 EUR 4,000 99.97% 99.97% 0 3,999

1.2.1. RAGB 3.9% 15/07/20 EUR 1,000 118.22% 118.22% 37 1,220






5. LIQUIDEZ 1 1,659

5.1. À vista 0 158

5.1.2. Depósitos à ordem 0 552


5.1.9 Outros 0 -393

5.2. A prazo 1 1,501


5.2.1. DP/BCP/EUR EUR 1 1,501






NPC: 501 836 926


Carteira: OC VIDA POUP. PROGRAMADA-207 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 20,000 108.19% 108.19% 613 22,250



1.2.1. BGB 4% 28/03/17 EUR 25,000 107.28% 107.28% 257 27,076



1.2.1. RAGB 3.9% 15/07/20 EUR 30,000 118.22% 118.22% 1,122 36,588




1.2.2. EFSF 0.875% 16/04/18 EUR 20,000 102.33% 102.33% 36 20,501

1.2.2. EFSF 2.75% 18/07/16 EUR 10,000 102.90% 102.90% 261 10,551



1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 10,000 100.66% 100.66% 17 10,083

5. LIQUIDEZ 162 7,913

5.1. À vista 0 -252,249



5.1.9 Outros 0 -261,766

5.2. A prazo 162 260,162


5.2.1. DP/BCP/EUR EUR 162 260,162






NPC: 501 836 926


Carteira: OC VIDA POUPANÇA VALOR-208 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 80,000 105.30% 105.30% 2,375 86,615




1.2.1. BGB 4% 28/03/17 EUR 30,000 107.28% 107.28% 308 32,491



1.2.1. KFW Float 01/02/16 EUR 20,000 99.97% 99.97% 0 19,995


1.2.1. RAGB 3.9% 15/07/20 EUR 40,000 118.22% 118.22% 1,496 48,784




1.2.2. EFSF 0.5% 07/03/16 EUR 30,000 100.40% 100.40% 47 30,166

1.2.2. EFSF 0.875% 16/04/18 EUR 40,000 102.33% 102.33% 72 41,002

1.2.2. EFSF 2.75% 18/07/16 EUR 105,000 102.90% 102.90% 2,745 110,790



5. LIQUIDEZ 109 16,227

5.1. À vista 0 -158,881



5.1.9 Outros 0 -175,198

5.2. A prazo 109 175,109


5.2.1. DP/BCP/EUR EUR 109 175,109






NPC: 501 836 926


Carteira: OC ATLANTICO REFORMA-209 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 109.69% 109.69% 63,956 8,839,156

1.1.1. PGB 3.875% 15/02/30 EUR 5,500,000 105.29% 105.29% 78,827 5,869,502

1.1.1. PGB 4.1% 15/02/45 EUR 5,000,000 103.67% 103.67% 90,425 5,273,925

1.1.1. PGB 4.1% 15/04/37 EUR 5,000,000 105.14% 105.14% 42,568 5,299,568

1.1.1. PGB 4.2% 15/10/16 EUR 1,000,000 105.30% 105.30% 29,688 1,082,688

1.1.1. PGB 4.35% 16/10/17 EUR 7,000,000 108.19% 108.19% 214,401 7,787,351

1.1.1. PGB 4.45% 15/06/18 EUR 8,500,000 109.99% 109.99% 15,502 9,364,652

1.1.1. PGB 4.75% 14/06/19 EUR 1,500,000 113.07% 113.07% 3,115 1,699,165

1.1.1. PGB 4.8% 15/06/20 EUR 8,600,000 114.73% 114.73% 16,918 9,883,268

1.1.1. PGB 4.95% 25/10/23 EUR 3,000,000 116.96% 116.96% 100,899 3,609,699

1.1.1. PGB 5.65% 15/02/24 EUR 2,900,000 121.74% 121.74% 60,602 3,591,062





1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 473,511 102.35% 102.35% 768 485,407




1.2.1. FRTRS Cpz 25/04/23 EUR 6,621,000 99.60% 99.60% 0 6,594,648




1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 6,000,000 116.25% 116.25% 0 6,975,000


1.2.3. Caja Madrid 4.125% 24/03/36 EUR 1,000,000 123.26% 123.26% 11,045 1,243,645








2.1.3. Jose de Mello 27/06/2017 EUR 5,000,000 94.88% 94.88% 128 4,744,229










5. LIQUIDEZ 0 2,153,144

5.1. À vista 0 2,153,144


5.1.3. Comissões 0 -6,843

5.1.9 Outros 0 105,906






NPC: 501 836 926


Carteira: OC POUP PROGR. ATLANTICO-210 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 40,000 105.30% 105.30% 1,188 43,308




1.2.1. BGB 4% 28/03/17 EUR 15,000 107.28% 107.28% 154 16,245


1.2.1. FRTR 5% 25/10/16 EUR 10,000 106.81% 106.81% 340 11,021

1.2.1. KFW Float 01/02/16 EUR 10,000 99.97% 99.97% 0 9,997


1.2.1. RAGB 3.9% 15/07/20 EUR 20,000 118.22% 118.22% 748 24,392



1.2.2. EFSF 0.5% 07/03/16 EUR 15,000 100.40% 100.40% 24 15,083

1.2.2. EFSF 0.875% 16/04/18 EUR 10,000 102.33% 102.33% 18 10,250

1.2.2. EFSF 2.75% 18/07/16 EUR 30,000 102.90% 102.90% 784 31,654







5. LIQUIDEZ 84 5,594

5.1. À vista 0 -129,490



5.1.9 Outros 0 -136,211

5.2. A prazo 84 135,084


5.2.1. DP/BCP/EUR EUR 84 135,084






NPC: 501 836 926


Carteira: OC RENDAS VITALICIAS-211 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.1% 15/02/45 EUR 100,000 103.67% 103.67% 1,808 105,478

1.1.1. PGB 4.1% 15/04/37 EUR 225,000 105.14% 105.14% 1,916 238,481

1.1.1. PGB 4.35% 16/10/17 EUR 100,000 108.19% 108.19% 3,063 111,248




1.2.1. BGB 4% 28/03/17 EUR 200,000 107.28% 107.28% 2,055 216,605




1.2.1. RAGB 3.9% 15/07/20 EUR 250,000 118.22% 118.22% 9,349 304,899




1.2.2. EFSF 0.5% 07/03/16 EUR 200,000 100.40% 100.40% 314 201,104

1.2.2. EFSF 0.875% 16/04/18 EUR 200,000 102.33% 102.33% 359 205,009

1.2.2. EFSF 2.75% 18/07/16 EUR 300,000 102.90% 102.90% 7,843 316,543



1.2.3. Barclays Bk Plc Float 31/07/15 EUR 100,000 100.01% 100.01% 33 100,044



1.2.3. GDF Suez 1.5% 01/02/16 EUR 100,000 100.75% 100.75% 612 101,364






1.2.3. UBS AG London 3.125% 18/01/16 EUR 100,000 101.60% 101.60% 1,396 102,993

2. VALORES NÃO COTADOS 5 189,769

2.1. Valores mobiliários nacionais 5 189,769


2.1.3. Jose de Mello 27/06/2017 EUR 200,000 94.88% 94.88% 5 189,769




5. LIQUIDEZ 0 239,541

5.1. À vista 0 239,541


5.1.3. Comissões 0 -292

5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC PLANO EMPRESA POUPANÇA-212 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 5,000 109.69% 109.69% 40 5,524

1.1.1. PGB 4.1% 15/04/37 EUR 2,000 105.14% 105.14% 17 2,120

1.1.1. PGB 4.2% 15/10/16 EUR 35,000 105.30% 105.30% 1,039 37,894

1.1.1. PGB 4.35% 16/10/17 EUR 2,500 108.19% 108.19% 77 2,781





1.2.1. BGB 4% 28/03/17 EUR 10,000 107.28% 107.28% 103 10,830



1.2.1. KFW Float 01/02/16 EUR 10,000 99.97% 99.97% 0 9,997

1.2.1. Netherlands Govt 3.5% 15/07/20 EUR 25,000 116.33% 116.33% 839 29,922

1.2.1. RAGB 3.9% 15/07/20 EUR 20,000 118.22% 118.22% 748 24,392




1.2.2. EFSF 0.875% 16/04/18 EUR 30,000 102.33% 102.33% 54 30,751

1.2.2. EFSF 2.75% 18/07/16 EUR 30,000 102.90% 102.90% 784 31,654










5. LIQUIDEZ 28 54,701

5.1. À vista 0 9,673



5.2. A prazo 28 45,028


5.2.1. DP/BCP/EUR EUR 28 45,028






NPC: 501 836 926


Carteira: OC CREDITOS -213 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 500,000 109.69% 109.69% 3,997 552,447

1.1.1. PGB 4.1% 15/04/37 EUR 860,000 105.14% 105.14% 7,322 911,526

1.1.1. PGB 4.35% 16/10/17 EUR 250,000 108.19% 108.19% 7,657 278,120


1.1.3. Banco Santander Totta 1.5% 03/04/17 EUR 500,000 102.02% 102.02% 1,721 511,831






1.2.1. BGB 4% 28/03/17 EUR 800,000 107.28% 107.28% 8,219 866,419


1.2.1. FRTR 1% 25/11/18 EUR 700,000 103.34% 103.34% 4,162 727,542

1.2.1. Nether Gov 0.5% 15/04/17 EUR 2,500,000 101.24% 101.24% 2,596 2,533,596


1.2.1. RAGB 3.9% 15/07/20 EUR 3,280,000 118.22% 118.22% 122,663 4,000,279




1.2.2. EFSF 0.875% 16/04/18 EUR 1,500,000 102.33% 102.33% 2,690 1,537,565

1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 1,400,000 100.01% 51.13% 0 715,859





1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 600,000 101.67% 101.67% 8,388 618,378


1.2.3. BPCE SA Float 10/03/17 EUR 300,000 99.92% 99.92% 31 299,803


1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 360,000 103.40% 103.40% 2,508 374,759





1.2.3. ENI SPA 5% 28/01/16 EUR 300,000 102.64% 102.64% 6,288 314,205

1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 500,000 101.01% 101.01% 10,997 516,022



1.2.3. GDF Suez 1.5% 01/02/16 EUR 500,000 100.75% 100.75% 3,062 506,822



1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 700,000 100.66% 100.66% 1,206 705,798




1.2.3. Santander Consumer Finance 1.15% 02/10/15 EUR 500,000 100.18% 100.18% 4,269 505,164

1.2.3. Total Capital Canada 1.875% 09/07/20 EUR 300,000 105.16% 105.16% 5,486 320,957

1.2.3. UBS AG London 3.125% 18/01/16 EUR 500,000 101.60% 101.60% 6,978 514,963





2.1.3. Jose de Mello 27/06/2017 EUR 1,500,000 94.88% 94.88% 39 1,423,269






4.2. AF Portfólio Imobiliário - FII EUR 108,701 8.70 8.70 945,873

5. LIQUIDEZ 0 930,129

5.1. À vista 0 930,129


5.1.3. Comissões 0 -2,291

5.1.9 Outros 0 36,339






NPC: 501 836 926


Carteira: OC POUP VALOR ATLANT FIN-214 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


5. LIQUIDEZ 339 4,525

5.1. À vista 0 -540,814


5.1.3. Comissões 0 0

5.1.9 Outros 0 -546,303

5.2. A prazo 339 545,339


5.2.1. DP/BCP/EUR EUR 339 545,339






NPC: 501 836 926


Carteira: OC PER ATLANTICO FIN.-215 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 150,000 109.69% 109.69% 1,199 165,734

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 114.73% 114.73% 3,934 2,298,434






1.2.1. BGB 4% 28/03/17 EUR 100,000 107.28% 107.28% 1,027 108,302


1.2.1. FRTR 5% 25/10/16 EUR 475,000 106.81% 106.81% 16,137 523,484



1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.33% 102.33% 179 102,504

1.2.2. EFSF 2.75% 18/07/16 EUR 250,000 102.90% 102.90% 6,536 263,786






1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 100,000 108.72% 108.72% 2,647 111,370











5. LIQUIDEZ 0 315,001

5.1. À vista 0 315,001


5.1.3. Comissões 0 -417

5.1.9 Outros 0 -474,407






NPC: 501 836 926


Carteira: OC VIDA PPR G FINANCEIRA-216 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 5,000,000 75.27% 75.27% 39,973 3,803,264

1.1.1. PGB 3.875% 15/02/30 EUR 1,000,000 105.29% 105.29% 14,332 1,067,182

1.1.1. PGB 4.1% 15/04/37 EUR 6,000,000 62.96% 62.96% 51,082 3,828,657

1.1.1. PGB 4.2% 15/10/16 EUR 3,000,000 92.69% 92.69% 89,063 2,869,820

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 87.52% 87.52% 61,258 1,811,644

1.1.1. PGB 4.35% 16/10/17 EUR 2,000,000 108.19% 108.19% 61,258 2,224,958

1.1.1. PGB 4.75% 14/06/19 EUR 3,000,000 82.01% 82.01% 6,230 2,466,442

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 114.73% 114.73% 3,934 2,298,434

1.1.1. PGB 4.95% 25/10/23 EUR 3,450,000 116.96% 116.96% 116,033 4,151,153

1.1.1. PGB 4.95% 25/10/23 EUR 2,000,000 72.81% 72.81% 67,266 1,523,399

1.1.1. PGB 5.65% 15/02/24 EUR 4,000,000 121.74% 121.74% 83,589 4,953,189



1.1.3. Banco Santander Totta 1.625% 11/06/19 EUR 1,000,000 103.99% 103.99% 844 1,040,734


1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 479,044 99.80% 99.80% 477 478,563




1.2.1. BGB 4% 28/03/17 EUR 1,000,000 107.28% 107.28% 10,273 1,083,023

1.2.1. FRTR 5% 25/10/16 EUR 1,505,000 106.81% 106.81% 51,129 1,658,619

1.2.1. Nether Gov 0.5% 15/04/17 EUR 1,000,000 101.24% 101.24% 1,038 1,013,438




1.2.2. KFW 3.5% 04/07/15 EUR 1,000,000 100.02% 100.02% 34,616 1,034,816


1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 5,000,000 124.13% 124.13% 68,493 6,274,993









1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 4,000,000 101.01% 101.01% 87,973 4,128,173

1.2.3. Fortis Bank Float 05/12/17 EUR 1,000,000 108.15% 108.15% 28,472 1,109,992

1.2.3. HSBC Finance 4.875% 30/05/17 EUR 1,000,000 108.45% 108.45% 4,129 1,088,649





1.2.3. REN Redes Energeticas 4.125% 31/01/18 EUR 700,000 106.99% 106.99% 11,866 760,810

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 482,940 97.25% 97.25% 456 470,115

1.2.3. Bayer Hypo-VereinsBank 5.43% 21/12/18 DEM 1,000,000 107.51% 54.97% 14,528 564,203







2.1.3. Jose de Mello 27/06/2017 EUR 7,000,000 94.88% 94.88% 180 6,641,920








5. LIQUIDEZ 0 1,949,108

5.1. À vista 0 1,949,108


5.1.3. Comissões 0 -5,776

5.1.9 Outros 0 -452,404






NPC: 501 836 926


Carteira: OC VIDA AFORRO FINANCEIRA-217 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 2,000 105.30% 105.30% 59 2,165




1.2.1. RAGB 3.9% 15/07/20 EUR 15,000 118.22% 118.22% 561 18,294





3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 16

3.1. Fundos harmonizados 33

3.1. F&C Port FD-F&C Plus Fund I EUR EUR 0 73.57 73.57 16

5. LIQUIDEZ 126 2,686

5.1. À vista 0 -199,440



5.1.9 Outros 0 -202,445

5.2. A prazo 126 202,126


5.2.1. DP/BCP/EUR EUR 126 202,126






NPC: 501 836 926


Carteira: OC VIDA VALOR 2.4% FINAN-218 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 30,000 105.30% 105.30% 891 32,481







1.2.1. RAGB 3.9% 15/07/20 EUR 15,000 118.22% 118.22% 561 18,294




1.2.2. EFSF 0.875% 16/04/18 EUR 10,000 102.33% 102.33% 18 10,250

1.2.2. EFSF 2.75% 18/07/16 EUR 20,000 102.90% 102.90% 523 21,103




1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 5,000 100.66% 100.66% 9 5,041




5. LIQUIDEZ 25 25,369

5.1. À vista 0 -14,656



5.1.9 Outros 0 -21,177

5.2. A prazo 25 40,025


5.2.1. DP/BCP/EUR EUR 25 40,025






NPC: 501 836 926


Carteira: OC VIDA ATL.PER 2.4% FIN-219 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro









1.2.1. BGB 4% 28/03/17 EUR 70,000 107.28% 107.28% 719 75,812



1.2.1. FRTR 1% 25/11/18 EUR 50,000 103.34% 103.34% 297 51,967

1.2.1. Netherlands Govt 3,25% 15/07/21 EUR 20,000 116.93% 116.93% 623 24,009


1.2.1. RAGB 3.9% 15/07/20 EUR 70,000 118.22% 118.22% 2,618 85,372



1.2.2. EFSF 0.5% 07/03/16 EUR 70,000 100.40% 100.40% 110 70,386

1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.33% 102.33% 179 102,504

1.2.2. EFSF 2.75% 18/07/16 EUR 45,000 102.90% 102.90% 1,176 47,481


1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 100,000 101.67% 101.67% 1,398 103,063










5.1. À vista 0 54,517



5.1.9 Outros 0 -16,215






NPC: 501 836 926


Carteira: OC INV.GARANTIDO FINANC-220 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










1.2.1. RAGB 3.9% 15/07/20 EUR 70,000 118.22% 118.22% 2,618 85,372




1.2.2. EFSF 2.75% 18/07/16 EUR 75,000 102.90% 102.90% 1,961 79,136






1.2.3. Hsbc Bank Plc 2% 30/11/15 EUR 20,000 100.66% 100.66% 34 20,166







5. LIQUIDEZ 0 -19,696

5.1. À vista 0 -19,696



5.1.9 Outros 0 -82,507






NPC: 501 836 926


Carteira: OC VIDA PPR 3% FIN-221 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 75.27% 75.27% 63,956 6,085,223

1.1.1. PGB 3.85% 15/04/21 EUR 43,700,000 109.69% 109.69% 349,361 48,283,891

1.1.1. PGB 3.875% 15/02/30 EUR 18,500,000 105.29% 105.29% 265,146 19,742,871

1.1.1. PGB 4.1% 15/02/45 EUR 15,000,000 103.67% 103.67% 271,274 15,821,774

1.1.1. PGB 4.1% 15/04/37 EUR 16,495,000 62.96% 62.96% 140,433 10,525,616

1.1.1. PGB 4.1% 15/04/37 EUR 18,495,000 105.14% 105.14% 157,460 19,603,103

1.1.1. PGB 4.2% 15/10/16 EUR 14,900,000 92.69% 92.69% 442,346 14,253,440

1.1.1. PGB 4.35% 16/10/17 EUR 10,000,000 108.19% 108.19% 306,288 11,124,788

1.1.1. PGB 4.35% 16/10/17 EUR 10,000,000 87.52% 87.52% 306,288 9,058,219

1.1.1. PGB 4.45% 15/06/18 EUR 15,500,000 109.99% 109.99% 28,268 17,076,718

1.1.1. PGB 4.75% 14/06/19 EUR 1,600,000 113.07% 113.07% 3,322 1,812,442

1.1.1. PGB 4.75% 14/06/19 EUR 6,000,000 82.01% 82.01% 12,459 4,932,885

1.1.1. PGB 4.8% 15/06/20 EUR 2,000,000 79.86% 79.86% 3,934 1,601,198

1.1.1. PGB 4.8% 15/06/20 EUR 32,900,000 114.73% 114.73% 64,721 37,809,246

1.1.1. PGB 4.95% 25/10/23 EUR 67,000,000 116.96% 116.96% 2,253,403 80,616,603

1.1.1. PGB 5.65% 15/02/24 EUR 39,000,000 121.74% 121.74% 814,993 48,293,593






1.1.3. Refer 4.675% 16/10/24 EUR 1,500,000 108.20% 108.20% 49,376 1,672,376

1.1.3. Refer 5.875% 18/02/19 EUR 6,000,000 113.15% 113.15% 127,479 6,916,659

1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 710,266 102.35% 102.35% 1,152 728,110



1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 489,000 121.60% 121.60% 5,451 600,080

1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 7,000,000 116.25% 116.25% 0 8,137,500

1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 10,000,000 124.13% 124.13% 136,986 12,549,986



1.2.3. Caja Madrid 4.125% 24/03/36 EUR 4,300,000 123.26% 123.26% 47,494 5,347,674

1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 1,500,000 117.60% 117.60% 79,058 1,843,028











2.1.3. Jose de Mello 27/06/2017 EUR 8,000,000 94.88% 94.88% 205 7,590,766








4.2. Maxirent - Fundo Inv.Imob. EUR 130,270 9.58 9.58 1,247,791

4.2. Renda Predial Fechado - FII EUR 1,022,261 4.99 4.99 5,096,687

4.2. Vision Escritórios - F.I.Imob. EUR 124,700 3.45 3.45 429,666

5. LIQUIDEZ 0 5,521,853

5.1. À vista 0 5,521,853


5.1.3. Comissões 0 -30,116

5.1.9 Outros 0 420,725






NPC: 501 836 926


Carteira: OC PPR/E COLABORADORES-222 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 50,000 109.69% 109.69% 400 55,245

1.1.1. PGB 3.875% 15/02/30 EUR 125,000 105.29% 105.29% 1,792 133,398

1.1.1. PGB 4.1% 15/04/37 EUR 75,000 105.14% 105.14% 639 79,494

1.1.1. PGB 4.2% 15/10/16 EUR 100,000 105.30% 105.30% 2,969 108,269

1.1.1. PGB 4.35% 16/10/17 EUR 160,000 108.19% 108.19% 4,901 177,997

1.1.1. PGB 4.45% 15/06/18 EUR 100,000 109.99% 109.99% 182 110,172

1.1.1. PGB 4.75% 14/06/19 EUR 25,000 113.07% 113.07% 52 28,319

1.1.1. PGB 4.8% 15/06/20 EUR 100,000 114.73% 114.73% 197 114,922

1.1.1. PGB 4.95% 25/10/23 EUR 50,000 116.96% 116.96% 1,682 60,162

1.1.1. PGB 5.65% 15/02/24 EUR 200,000 121.74% 121.74% 4,179 247,659






1.2.1. BGB 4% 28/03/17 EUR 75,000 107.28% 107.28% 770 81,227



1.2.1. RAGB 4% 15/09/16 EUR 100,000 105.02% 105.02% 3,156 108,176





1.2.3. BNP Paribas 2.625% 16/09/16 EUR 50,000 102.87% 102.87% 1,032 52,466

1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 123.26% 123.26% 1,105 124,365

1.2.3. Daimler AG 4.125% 19/01/17 EUR 30,000 105.93% 105.93% 549 32,328


1.2.3. GDF Suez 1.5% 01/02/16 EUR 25,000 100.75% 100.75% 153 25,341

1.2.3. RaboBank Nederland 3,375% 18/01/16 EUR 50,000 101.77% 101.77% 754 51,640





2.1.3. Jose de Mello 27/06/2017 EUR 100,000 94.88% 94.88% 3 94,885





4.2. Unidades de participação de fundos de investimento imobiliário 138,054



5.1. À vista 0 73,298


5.1.3. Comissões 0 -167

5.1.9 Outros 0 0






NPC: 501 836 926


Carteira: OC VIDA PPR 2% - 223 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 32,899,000 98.05% 98.05% 779,030 33,037,019

1.1.1. PGB 3.85% 15/04/21 EUR 33,763,000 75.27% 75.27% 269,919 25,681,922

1.1.1. PGB 3.85% 15/04/21 EUR 29,950,000 109.69% 109.69% 239,436 33,091,591

1.1.1. PGB 3.875% 15/02/30 EUR 3,000,000 105.29% 105.29% 42,997 3,201,547

1.1.1. PGB 4.1% 15/04/37 EUR 26,125,000 62.96% 62.96% 222,419 16,670,611

1.1.1. PGB 4.2% 15/10/16 EUR 13,150,000 92.69% 92.69% 390,393 12,579,378

1.1.1. PGB 4.35% 16/10/17 EUR 7,899,000 87.52% 87.52% 241,937 7,155,087

1.1.1. PGB 4.35% 16/10/17 EUR 27,000,000 108.19% 108.19% 826,977 30,036,927

1.1.1. PGB 4.45% 15/06/18 EUR 15,000,000 109.99% 109.99% 27,357 16,525,857

1.1.1. PGB 4.45% 15/06/18 EUR 5,000,000 84.96% 84.96% 9,119 4,256,954

1.1.1. PGB 4.75% 14/06/19 EUR 10,000,000 82.01% 82.01% 20,765 8,221,475

1.1.1. PGB 4.75% 14/06/19 EUR 17,500,000 113.07% 113.07% 36,339 19,823,589

1.1.1. PGB 4.8% 15/06/20 EUR 55,400,000 114.73% 114.73% 108,984 63,666,634

1.1.1. PGB 4.95% 25/10/23 EUR 33,000,000 116.96% 116.96% 1,109,885 39,706,685

1.1.1. PGB 5.65% 15/02/24 EUR 38,950,000 121.74% 121.74% 813,948 48,231,678


1.1.2. Parpublica 3.75% 05/07/21 EUR 1,000,000 102.25% 102.25% 37,192 1,059,662







1.1.3. VERSE 1 SNR 4.172% 16/02/17 EUR 2,841,065 102.35% 102.35% 4,609 2,912,440

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 958,088 99.80% 99.80% 953 957,125





1.2.1. FRTR 0.25% 25/11/16 EUR 5,000,000 100.59% 100.59% 7,432 5,036,932

1.2.1. KFW Float 01/02/16 EUR 1,000,000 99.97% 99.97% 0 999,730


1.2.1. RAGB 3.9% 15/07/20 EUR 2,000,000 118.22% 118.22% 74,795 2,439,195




1.2.2. Council of Europe 2.875 31/08/21 EUR 2,500,000 114.64% 114.64% 59,666 2,925,616

1.2.2. EFSF 0.875% 16/04/18 EUR 4,000,000 102.33% 102.33% 7,172 4,100,172



1.2.3. Achmea Hypobk 2.375% 08/02/16 EUR 3,000,000 101.23% 101.23% 27,719 3,064,469

1.2.3. Alstom 2.875% 05/10/15 EUR 1,900,000 100.64% 100.64% 40,108 1,952,211

1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 10,000,000 102.20% 102.20% 103,279 10,322,779




1.2.3. Barclays Bk Plc 4% 20/01/17 EUR 2,500,000 105.68% 105.68% 44,110 2,686,085

1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 9,000,000 101.67% 101.67% 125,815 9,275,665



1.2.3. Caisse Fr Fin 2.75% 20/07/15 EUR 5,000,000 100.12% 100.12% 129,966 5,136,166


1.2.3. Credit Suisse Guernsey 2.875% 18/10/18 EUR 5,000,000 108.37% 108.37% 100,428 5,519,028




1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 2,500,000 109.03% 109.03% 282 2,726,032



1.2.3. ENEL SPA 3.5% 26/02/16 EUR 3,000,000 102.01% 102.01% 35,671 3,096,031

1.2.3. ENI SPA 5% 28/01/16 EUR 1,100,000 102.64% 102.64% 23,055 1,152,084


1.2.3. Ge Capital Euro Fund 1% 02/05/17 EUR 1,200,000 101.28% 101.28% 1,934 1,217,270



1.2.3. Intesa SanPaolo SPA 4.375% 16/08/16 EUR 2,500,000 104.67% 104.67% 95,291 2,711,966

1.2.3. Man SE 1% 21/09/15 EUR 3,000,000 100.17% 100.17% 23,178 3,028,368

1.2.3. Orange 3.625% 14/10/15 EUR 5,000,000 100.85% 100.85% 128,613 5,171,263

1.2.3. RaboBank Float 07/03/16 EUR 2,150,000 100.02% 100.02% 154 2,150,476





1.2.3. TAGUS 2009 - ENG2 A 12/05/25 EUR 3,276,476 95.50% 95.50% 2,518 3,131,553

1.2.3. Telefonica 5.496% 01/04/16 EUR 2,000,000 103.80% 103.80% 27,030 2,103,010

1.2.3. Unicredit SPA 4% 31/01/18 EUR 1,000,000 109.73% 109.73% 16,438 1,113,738

1.2.3. Unilever NV 1.75% 05/08/20 EUR 3,700,000 104.79% 104.79% 58,364 3,935,594








2.1.3. Jose de Mello 27/06/2017 EUR 5,370,000 94.88% 94.88% 138 5,095,302

2.2. Valores mobiliários estrangeiros 5,681 2,300,592


2.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,247,511 102.11% 102.11% 5,681 2,300,592









4.2. ImoSocial - FII EUR 164,500 6.67 6.67 1,096,804


4.2. Renda Predial Fechado - FII EUR 1,097,156 4.99 4.99 5,470,091

5. LIQUIDEZ 0 6,799,985

5.1. À vista 0 6,799,985


5.1.3. Comissões 0 -42,461

5.1.9 Outros 0 -3,071,224






NPC: 501 836 926


Carteira: OC PPR CAPITAL GARANTIDO - 225 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 14,000,000 109.69% 109.69% 111,923 15,468,523

1.1.1. PGB 3.875% 15/02/30 EUR 5,450,000 105.29% 105.29% 78,110 5,816,143

1.1.1. PGB 4.1% 15/02/45 EUR 10,000,000 103.67% 103.67% 180,849 10,547,849

1.1.1. PGB 4.1% 15/04/37 EUR 8,500,000 105.14% 105.14% 72,366 9,009,266

1.1.1. PGB 4.2% 15/10/16 EUR 9,000,000 105.30% 105.30% 267,189 9,744,189

1.1.1. PGB 4.45% 15/06/18 EUR 41,700,000 109.99% 109.99% 76,051 45,941,881

1.1.1. PGB 4.8% 15/06/20 EUR 17,300,000 114.73% 114.73% 34,033 19,881,458

1.1.1. PGB 4.95% 25/10/23 EUR 19,960,000 116.96% 116.96% 671,312 24,016,528

1.1.1. PGB 5.65% 15/02/24 EUR 29,450,000 121.74% 121.74% 615,424 36,467,854


1.1.2. Parpublica 3.75% 05/07/21 EUR 1,000,000 102.25% 102.25% 37,192 1,059,662












1.1.3. Refer 4.675% 16/10/24 EUR 5,000,000 108.20% 108.20% 164,586 5,574,586

1.1.3. Refer 5.875% 18/02/19 EUR 5,000,000 113.15% 113.15% 106,233 5,763,883

1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 2,193,676 101.25% 101.25% 2,542 2,223,639



1.2.1. Belgium Kingdom 3% 28/09/19 EUR 15,000,000 111.91% 111.91% 339,041 17,124,791


1.2.1. BGB 3.75% 28/09/15 EUR 10,000,000 100.95% 100.95% 282,534 10,377,034

1.2.1. BGB 4% 28/03/17 EUR 3,664,000 107.28% 107.28% 37,641 3,968,197



1.2.1. FRTR 0.25% 25/11/16 EUR 5,000,000 100.59% 100.59% 7,432 5,036,932

1.2.1. FRTR 1% 25/11/18 EUR 20,000,000 103.34% 103.34% 118,904 20,786,904

1.2.1. Nether Gov 0.5% 15/04/17 EUR 5,000,000 101.24% 101.24% 5,191 5,067,191

1.2.1. Netherlands Government 0.25% 15/01/20 EUR 5,000,000 100.45% 100.45% 5,685 5,028,185


1.2.1. RAGB 3.9% 15/07/20 EUR 13,834,000 118.22% 118.22% 517,354 16,871,908



1.2.2. EFSF 0.875% 16/04/18 EUR 15,500,000 102.33% 102.33% 27,792 15,888,167

1.2.2. European Invest Bank 2.1% 06/08/18 EUR 1,900,000 103.66% 103.66% 35,910 2,005,450


1.2.3. Allianz Finance 1.375% 13/03/18 EUR 1,000,000 102.64% 102.64% 4,095 1,030,445

1.2.3. Allianz Finance 4% 23/11/16 EUR 2,500,000 105.20% 105.20% 60,000 2,689,900

1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 2,000,000 115.77% 115.77% 45,452 2,360,912


1.2.3. Banco Popular Espanhol 4.25% 30/09/15 EUR 5,000,000 100.91% 100.91% 158,938 5,204,538

1.2.3. Banque Fed Cred Mutuel 3% 29/10/15 EUR 2,000,000 100.91% 100.91% 40,110 2,058,350


1.2.3. BASF SE 1.5% 01/10/18 EUR 2,000,000 103.49% 103.49% 22,356 2,092,196

1.2.3. Bayer AG 1.125% 24/01/18 EUR 5,000,000 101.90% 101.90% 24,195 5,119,295

1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 1,000,000 101.67% 101.67% 13,979 1,030,629


1.2.3. BMW Finance NV 0.5% 21/01/20 EUR 7,000,000 99.05% 99.05% 15,342 6,949,122

1.2.3. BMW US Cap LLC 1% 18/07/17 EUR 5,000,000 101.36% 101.36% 47,534 5,115,434


1.2.3. Boligkreditt 3.25% 17/03/17 EUR 3,500,000 105.42% 105.42% 32,633 3,722,333

1.2.3. BPCE 0.75% 22/01/20 EUR 2,500,000 98.61% 98.61% 8,168 2,473,393

1.2.3. BPCE 4.9% 02/11/19 EUR 1,000,000 115.04% 115.04% 7,921 1,158,351

1.2.3. BPCE SA Float 13/01/16 EUR 3,000,000 100.18% 100.18% 3,198 3,008,598

1.2.3. BPCE SA Float 18/01/16 EUR 7,400,000 100.30% 100.30% 10,245 7,432,445

1.2.3. BPCE SA Float 28/05/18 EUR 2,500,000 100.93% 100.93% 1,483 2,524,783

1.2.3. BPCE SFH 3.625% 12/05/16 EUR 2,000,000 103.03% 103.03% 9,706 2,070,226

1.2.3. BPCE, SA 1.625% 08/02/17 EUR 2,500,000 102.00% 102.00% 15,805 2,565,780

1.2.3. Brisa 4.5% 05/12/16 EUR 6,400,000 105.36% 105.36% 163,332 6,906,308

1.2.3. BRISA 6.875% 02/04/18 EUR 4,700,000 113.92% 113.92% 78,574 5,432,720



1.2.3. Caisse Refinance L'Habit 4.1% 25/10/15 EUR 5,000,000 101.27% 101.27% 139,288 5,202,788



1.2.3. Carrefour SA 1.75% 22/05/19 EUR 1,500,000 103.60% 103.60% 2,797 1,556,782

1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 2,500,000 117.60% 117.60% 131,764 3,071,714



1.2.3. Citigroup Inc 3.5% 05/08/15 EUR 5,000,000 100.24% 100.24% 157,740 5,169,890

1.2.3. Colgate-Palmolive Co Float 14/05/19 EUR 2,000,000 100.09% 100.09% 577 2,002,297

1.2.3. Continental - Gummi Finance BV 2.5% 20/03/17 EUR 2,560,000 103.40% 103.40% 17,836 2,664,953




1.2.3. Daimler AG 1.5% 19/11/18 EUR 2,000,000 103.43% 103.43% 18,329 2,087,009

1.2.3. Daimler AG 4.125% 19/01/17 EUR 970,000 105.93% 105.93% 17,759 1,045,270

1.2.3. Deut PfandbriefBank AG 4% 22/10/19 EUR 2,500,000 116.14% 116.14% 68,767 2,972,142

1.2.3. Deutsche Bank AG Float 11/03/16 EUR 1,000,000 99.97% 99.97% 125 999,835

1.2.3. Deutsche Bank AG Float 15/04/19 EUR 3,500,000 99.74% 99.74% 4,145 3,495,045


1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 2,217,000 108.72% 108.72% 58,675 2,469,063

1.2.3. Deutsche Tel Int Fin 4.75% 31/05/16 EUR 3,069,000 104.15% 104.15% 11,949 3,208,190




1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 2,500,000 109.03% 109.03% 282 2,726,032





1.2.3. ENBW Intl Finance BV 4.125% 07/07/15 EUR 3,700,000 100.04% 100.04% 149,698 3,851,252

1.2.3. Enel SPA Float 20/02/18 EUR 3,500,000 106.94% 106.94% 40,773 3,783,568

1.2.3. ENI SPA 5% 28/01/16 EUR 1,500,000 102.64% 102.64% 31,438 1,571,023

1.2.3. ENI SPA Float 11/10/17 EUR 2,500,000 105.74% 105.74% 15,605 2,658,980

1.2.3. Fortis Bank Float 05/12/17 EUR 500,000 108.15% 108.15% 14,236 554,996

1.2.3. GDF Suez 1.5% 01/02/16 EUR 1,000,000 100.75% 100.75% 6,123 1,013,643





1.2.3. Goldman Sachs GP Float 23/05/16 EUR 1,500,000 100.09% 100.09% 493 1,501,783

1.2.3. HSBC Finance 4.875% 30/05/17 EUR 1,000,000 108.45% 108.45% 4,129 1,088,649

1.2.3. ING Bank NV 3.25% 03/03/16 EUR 2,000,000 102.15% 102.15% 21,134 2,064,054

1.2.3. ING Bank NV 3.375% 23/03/17 EUR 4,000,000 105.73% 105.73% 36,516 4,265,756

1.2.3. ING Bank NV 4.75% 31/05/17 EUR 2,000,000 108.23% 108.23% 7,787 2,172,327

1.2.3. MAGEL 3 A 15/05/58 EUR 3,577,212 87.51% 87.51% 1,147 3,131,537

1.2.3. MAGEL 3 B 15/05/58 EUR 375,058 84.14% 84.14% 178 315,753

1.2.3. MAGEL 4 B 20/07/59 EUR 1,089,343 74.16% 74.16% 413 808,235

1.2.3. MAGEL 4 C 20/07/59 EUR 1,089,343 56.11% 56.11% 584 611,799


1.2.3. Polo III - CP Fin 4.7% 29/07/15 EUR 1,000,000 99.90% 99.90% 43,266 1,042,216

1.2.3. RaboBank Nederland 3,375% 18/01/16 EUR 5,000,000 101.77% 101.77% 75,360 5,164,010



1.2.3. RaboBank Nederland Float 13/01/17 EUR 2,000,000 100.03% 100.03% 875 2,001,375

1.2.3. RCI Banque SA Float 12/01/17 EUR 4,000,000 100.00% 100.00% 4,004 4,004,004



1.2.3. Royal Bk Scotland 3% 08/09/15 EUR 2,500,000 100.55% 100.55% 60,616 2,574,316

1.2.3. RWE Finance Bv 6.25% 20/04/16 EUR 2,006,000 104.84% 104.84% 24,321 2,127,352

1.2.3. Shell International Fin 4.625% 22/05/17 EUR 2,000,000 108.36% 108.36% 9,857 2,176,957

1.2.3. Societe Generale 3.75% 01/03/17 EUR 2,500,000 105.59% 105.59% 30,994 2,670,744

1.2.3. Swedbank 3% 21/01/16 EUR 2,500,000 101.64% 101.64% 32,877 2,573,752

1.2.3. TAGUS 2009 - ENG2 A 12/05/25 EUR 3,276,476 95.50% 95.50% 2,518 3,131,553

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 9,865,770 97.25% 97.25% 9,308 9,603,769

1.2.3. Telefonica 4.375% 02/02/16 EUR 1,500,000 102.38% 102.38% 26,610 1,562,295

1.2.3. UBS AG London 4% 08/04/22 EUR 10,000,000 121.05% 121.05% 90,710 12,195,710

1.2.3. UNEDIC 0.375% 29/04/16 EUR 10,000,000 100.33% 100.33% 6,352 10,039,252

1.2.3. Unicredit SPA 2.625% 31/10/15 EUR 2,500,000 100.80% 100.80% 43,510 2,563,385

1.2.3. Vodafone Group 1% 11/09/20 EUR 2,000,000 98.36% 98.36% 16,000 1,983,260

1.2.3. Vodafone Group 6.25% 15/01/16 EUR 1,000,000 103.22% 103.22% 28,425 1,060,665

1.2.3. Volkswagen Bank 1.125% 08/02/18 EUR 2,500,000 101.73% 101.73% 10,942 2,554,192


1.2.3. Volkswagen Intl Fin NV Float 21/01/16 EUR 1,500,000 100.07% 100.07% 878 1,501,868






1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europeia 0 10,042,200


1.3.6. iShares MSCI Japan EUR Hedged UCITS - ETF EUR 210,000 47.82 47.82 0 10,042,200




2.1.3. Jose de Mello 27/06/2017 EUR 878,000 94.88% 94.88% 23 833,087

2.2. Valores mobiliários estrangeiros 0 497,500


2.2.3. Calyon Fin Prod Float 07/07/15 EUR 500,000 99.50% 99.50% 0 497,500






4.2. Renda Predial Fechado - FII EUR 542,110 4.99 4.99 2,702,798

5. LIQUIDEZ 0 8,657,215

5.1. À vista 0 8,657,215


5.1.3. Comissões 0 -56,309

5.1.9 Outros 0 -5,357,626






NPC: 501 836 926


Carteira: OC INVESTIMENTO CAPITAL GARANTIDO - 226 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 25,000,000 98.05% 98.05% 591,986 25,104,881

1.1.1. PGB 3.85% 15/04/21 EUR 11,000,000 109.69% 109.69% 87,940 12,153,840

1.1.1. PGB 4.1% 15/02/45 EUR 2,000,000 103.67% 103.67% 36,170 2,109,570

1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 62.96% 62.96% 8,514 638,110

1.1.1. PGB 4.2% 15/10/16 EUR 40,000,000 92.69% 92.69% 1,187,507 38,264,268

1.1.1. PGB 4.35% 16/10/17 EUR 17,000,000 108.19% 108.19% 520,689 18,912,139

1.1.1. PGB 4.35% 16/10/17 EUR 10,000,000 87.52% 87.52% 306,288 9,058,219

1.1.1. PGB 4.45% 15/06/18 EUR 22,000,000 109.99% 109.99% 40,123 24,237,923

1.1.1. PGB 4.45% 15/06/18 EUR 29,700,000 84.96% 84.96% 54,166 25,286,308

1.1.1. PGB 4.75% 14/06/19 EUR 22,875,000 82.01% 82.01% 47,500 18,806,623

1.1.1. PGB 4.8% 15/06/20 EUR 11,000,000 79.86% 79.86% 21,639 8,806,587


1.1.2. Parpublica 3.75% 05/07/21 EUR 500,000 102.25% 102.25% 18,596 529,831





1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 2,830,549 101.25% 101.25% 3,280 2,869,211

1.1.3. VERSE 3 SNR 1.99% 12/02/19 EUR 479,044 99.80% 99.80% 477 478,563




1.2.1. European Union 2.5% 04/12/15 EUR 10,000,000 101.11% 101.11% 142,466 10,252,966

1.2.1. Nether Gov 0.5% 15/04/17 EUR 21,000,000 101.24% 101.24% 21,803 21,282,203



1.2.2. EFSF 0.875% 16/04/18 EUR 5,000,000 102.33% 102.33% 8,965 5,125,215


1.2.3. Banco Bilbao Vizcaya Argentaria 4.75% 10/02/16 EUR 5,000,000 102.77% 102.77% 91,096 5,229,746




1.2.3. Bertelsmann AG 3.625% 06/10/15 EUR 4,000,000 100.86% 100.86% 106,068 4,140,388



1.2.3. BMW US Cap LLC 1% 18/07/17 EUR 2,500,000 101.36% 101.36% 23,767 2,557,717



1.2.3. Caisse Refinance L'Habit 4.1% 25/10/15 EUR 10,000,000 101.27% 101.27% 278,575 10,405,575



1.2.3. Credit Agricole London 3% 20/07/15 EUR 4,400,000 100.13% 100.13% 124,767 4,530,531

1.2.3. Credit Agricole London Float 28/08/15 EUR 2,000,000 100.04% 100.04% 673 2,001,493

1.2.3. E.ON Intl Fin BV 5.25% 08/09/15 EUR 2,615,000 100.84% 100.84% 110,958 2,747,846





1.2.3. Elec de France 5.5% 25/10/16 EUR 10,000,000 106.98% 106.98% 373,699 11,071,799

1.2.3. ENI SPA 5% 28/01/16 EUR 2,000,000 102.64% 102.64% 41,918 2,094,698



1.2.3. Linde Finance 6.75% 08/12/15 EUR 4,800,000 102.68% 102.68% 181,085 5,109,725

1.2.3. MAGEL 3 A 15/05/58 EUR 2,981,010 87.51% 87.51% 956 2,609,614

1.2.3. Man SE 1% 21/09/15 EUR 2,000,000 100.17% 100.17% 15,452 2,018,912


1.2.3. Orange 1.875% 02/10/19 EUR 2,000,000 104.51% 104.51% 27,842 2,117,982

1.2.3. Orange 3.625% 14/10/15 EUR 3,700,000 100.85% 100.85% 95,174 3,826,735


1.2.3. Santander Consumer Finance 1.15% 02/10/15 EUR 1,500,000 100.18% 100.18% 12,808 1,515,493

1.2.3. UNICREDIT BANK 2.125% 05/10/15 EUR 4,000,000 100.54% 100.54% 62,411 4,083,891







2.1.3. Jose de Mello 27/06/2017 EUR 4,600,000 94.88% 94.88% 118 4,364,691

2.2. Valores mobiliários estrangeiros 0 497,500


2.2.3. Calyon Fin Prod Float 07/07/15 EUR 500,000 99.50% 99.50% 0 497,500

5. LIQUIDEZ 0 6,728,228

5.1. À vista 0 6,728,228


5.1.3. Comissões 0 -25,082

5.1.9 Outros 0 -7,306,478






NPC: 501 836 926


Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.45% 15/06/18 EUR 1,610,000 109.99% 109.99% 2,936 1,773,775

1.1.1. PGB 4.95% 25/10/23 EUR 40,000 116.96% 116.96% 1,345 48,129



1.2.1. KFW Float 01/02/16 EUR 10,000 99.97% 99.97% 0 9,997

1.2.1. RAGB 3.9% 15/07/20 EUR 20,000 118.22% 118.22% 748 24,392



1.2.2. EFSF 0.875% 16/04/18 EUR 100,000 102.33% 102.33% 179 102,504

5. LIQUIDEZ 0 119,379

5.1. À vista 0 119,379


5.1.3. Comissões 0 -139






NPC: 501 836 926


Carteira: OC Puro Capital - 362 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 2.875% 15/10/25 EUR 18,000,000 98.90% 98.90% 228,267 18,030,267

1.1.1. PGB 3.85% 15/04/21 EUR 26,500,000 109.69% 109.69% 211,855 29,279,705

1.1.1. PGB 3.875% 15/02/30 EUR 5,000,000 105.29% 105.29% 71,661 5,335,911

1.1.1. PGB 4.1% 15/02/45 EUR 15,000,000 103.67% 103.67% 271,274 15,821,774

1.1.1. PGB 4.1% 15/04/37 EUR 15,000,000 105.14% 105.14% 127,705 15,898,705

1.1.1. PGB 4.8% 15/06/20 EUR 8,900,000 114.73% 114.73% 17,508 10,228,033

1.1.1. PGB 4.95% 25/10/23 EUR 37,000,000 116.96% 116.96% 1,244,416 44,519,616

1.1.1. PGB 5.65% 15/02/24 EUR 55,400,000 121.74% 121.74% 1,157,708 68,601,668


1.1.2. Parpublica 3.75% 05/07/21 EUR 5,500,000 102.25% 102.25% 204,555 5,828,140










1.1.3. VERSE 2 SNR 2.98% 16/02/18 EUR 1,981,385 101.25% 101.25% 2,296 2,008,448






1.2.1. FRTR 1% 25/11/18 EUR 20,000,000 103.34% 103.34% 118,904 20,786,904

1.2.1. Netherlands Government 0.25% 15/01/20 EUR 7,000,000 100.45% 100.45% 7,959 7,039,459



1.2.1. RAGB 3.9% 15/07/20 EUR 8,000,000 118.22% 118.22% 299,178 9,756,778



1.2.2. EFSF 0.875% 16/04/18 EUR 15,500,000 102.33% 102.33% 27,792 15,888,167


1.2.2. European Invt Bk Floatt 14/10/15 EUR 5,000,000 100.10% 100.10% 10,556 5,015,556

1.2.2. KFW 3.5% 04/07/15 EUR 6,000,000 100.02% 100.02% 207,699 6,208,899



1.2.3. Allianz Finance 4% 23/11/16 EUR 2,500,000 105.20% 105.20% 60,000 2,689,900

1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 200,000 115.77% 115.77% 4,545 236,091





1.2.3. Banque Fed Cred Mutuel 3% 29/10/15 EUR 2,000,000 100.91% 100.91% 40,110 2,058,350



1.2.3. BASF SE 1.5% 01/10/18 EUR 2,000,000 103.49% 103.49% 22,356 2,092,196

1.2.3. Bayer AG 1.125% 24/01/18 EUR 2,000,000 101.90% 101.90% 9,678 2,047,718

1.2.3. Bayer Nordic SE Float 28/03/17 EUR 1,500,000 100.09% 100.09% 9 1,501,284

1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 11,500,000 101.67% 101.67% 160,764 11,852,239



1.2.3. BMW Finance NV 3,25% 28/01/16 EUR 900,000 101.76% 101.76% 12,261 928,137


1.2.3. BMW Finance NV 1% 24/10/16 EUR 2,500,000 101.03% 101.03% 17,055 2,542,780


1.2.3. BNP Paribas 2.625% 16/09/16 EUR 3,650,000 102.87% 102.87% 75,337 3,829,983

1.2.3. BNP Paribas Float 13/11/15 EUR 3,500,000 100.07% 100.07% 1,358 3,503,738

1.2.3. BPCE 4.9% 02/11/19 EUR 1,400,000 115.04% 115.04% 11,089 1,621,691

1.2.3. BPCE SA Float 18/01/16 EUR 5,000,000 100.30% 100.30% 6,923 5,021,923

1.2.3. BPCE SFH 3.625% 12/05/16 EUR 2,000,000 103.03% 103.03% 9,706 2,070,226

1.2.3. BRISA 6.875% 02/04/18 EUR 1,500,000 113.92% 113.92% 25,077 1,733,847





1.2.3. Carrefour SA 1.75% 22/05/19 EUR 1,500,000 103.60% 103.60% 2,797 1,556,782


1.2.3. Colgate-Palmolive Co Float 14/05/19 EUR 2,000,000 100.09% 100.09% 577 2,002,297

1.2.3. Credit Agricole 4.15% 14/04/19 EUR 2,400,000 111.54% 111.54% 21,012 2,698,020



1.2.3. Credit Suisse London Float 22/07/16 EUR 5,600,000 99.98% 99.98% 3,231 5,601,831


1.2.3. Daimler AG 1% 08/07/16 EUR 5,000,000 100.81% 100.81% 48,904 5,089,304

1.2.3. Daimler AG Float 07/10/16 EUR 2,480,000 100.21% 100.21% 1,840 2,486,949

1.2.3. Daimler AG Float 27/01/17 EUR 2,300,000 100.17% 100.17% 1,137 2,305,093

1.2.3. Daimler Intl Fin 6.125% 08/09/15 EUR 3,000,000 101.06% 101.06% 148,510 3,180,220

1.2.3. Danske Bank A/S 3.5% 16/04/18 EUR 2,500,000 109.31% 109.31% 17,930 2,750,555

1.2.3. Deut PfandbriefBank AG 4% 22/10/19 EUR 2,500,000 116.14% 116.14% 68,767 2,972,142

1.2.3. Deutsche Bank AG 1.25% 08/09/21 EUR 5,000,000 97.94% 97.94% 50,514 4,947,664




1.2.3. Deutsche PostBank 3.375% 31/03/20 EUR 2,350,000 114.63% 114.63% 19,720 2,713,525

1.2.3. Deutsche Tel Fin 6% 20/01/17 EUR 2,200,000 108.72% 108.72% 58,225 2,450,131










1.2.3. Elec de France 5.5% 25/10/16 EUR 2,800,000 106.98% 106.98% 104,636 3,100,104

1.2.3. ENBW Intl Finance BV 4.125% 07/07/15 EUR 3,868,000 100.04% 100.04% 156,495 4,026,120

1.2.3. ENI SPA 5% 28/01/16 EUR 3,500,000 102.64% 102.64% 73,356 3,665,721

1.2.3. ENI SPA Float 11/10/17 EUR 2,500,000 105.74% 105.74% 15,605 2,658,980

1.2.3. Fortis Bank Float 05/12/17 EUR 1,500,000 108.15% 108.15% 42,708 1,664,988

1.2.3. GDF Suez 1.5 % 20/07/17 EUR 5,000,000 102.45% 102.45% 70,890 5,193,440

1.2.3. GDF Suez 1.5% 01/02/16 EUR 3,500,000 100.75% 100.75% 21,432 3,547,752

1.2.3. GDF Suez 5.625% 18/01/16 EUR 6,000,000 102.98% 102.98% 150,719 6,329,759






1.2.3. Ge Capital Euro Fund Float 03/05/16 EUR 4,900,000 100.27% 100.27% 3,392 4,916,769


1.2.3. Goldman Sachs GP Float 23/05/16 EUR 1,000,000 100.09% 100.09% 329 1,001,189

1.2.3. ING Bank NV 4.75% 31/05/17 EUR 2,000,000 108.23% 108.23% 7,787 2,172,327

1.2.3. Intesa Sanpaolo 3% 04/11/15 EUR 2,700,000 100.92% 100.92% 52,816 2,777,521

1.2.3. Intesa SanPaolo SPA 4.375% 16/08/16 EUR 2,500,000 104.67% 104.67% 95,291 2,711,966

1.2.3. JP Morgan Chase Float 19/02/17 EUR 2,000,000 100.16% 100.16% 905 2,004,065

1.2.3. Lloyds Bank Plc 1.875% 10/10/18 EUR 3,000,000 104.05% 104.05% 40,531 3,162,031

1.2.3. MAGEL 4 A 20/07/59 EUR 2,701,360 84.75% 84.75% 757 2,290,159

1.2.3. NORD/LB LUX SA COV BOND BK 0.25% 10/03/20 EUR 10,400,000 99.03% 99.03% 7,956 10,306,868

1.2.3. Orange 1.875% 02/10/19 EUR 3,000,000 104.51% 104.51% 41,764 3,176,974

1.2.3. RaboBank Nederland 3,375% 18/01/16 EUR 4,950,000 101.77% 101.77% 74,606 5,112,369


1.2.3. RaboBank Nederland 3% 25/09/15 EUR 2,700,000 100.65% 100.65% 61,875 2,779,344

1.2.3. RaboBank Nederland Float 13/01/17 EUR 2,000,000 100.03% 100.03% 875 2,001,375

1.2.3. RCI Banque SA Float 12/01/17 EUR 3,000,000 100.00% 100.00% 3,003 3,003,003





1.2.3. Royal Bk Scotland 3% 08/09/15 EUR 2,500,000 100.55% 100.55% 60,616 2,574,316

1.2.3. RTE EDF Transport 4.125% 27/09/16 EUR 3,650,000 104.87% 104.87% 113,850 3,941,459

1.2.3. RWE Finance Bv 6.25% 20/04/16 EUR 7,000,000 104.84% 104.84% 84,870 7,423,460

1.2.3. SABA 1 A2 20/06/38 EUR 1,457,254 96.68% 96.68% 51 1,408,891


1.2.3. Santander Intl Debt, SA Float 06/11/16 EUR 2,500,000 99.95% 99.95% 1,386 2,500,086

1.2.3. SAUDACOR SA Float 15/07/20 EUR 2,000,000 100.00% 100.00% 0 2,000,000

1.2.3. Shell International Fin 4.625% 22/05/17 EUR 1,100,000 108.36% 108.36% 5,421 1,197,326

1.2.3. Siemens Finan 1.5% 10/03/20 EUR 2,500,000 103.78% 103.78% 11,475 2,605,875

1.2.3. Swedbank 3% 21/01/16 EUR 2,500,000 101.64% 101.64% 32,877 2,573,752

1.2.3. TAGUS 2009 - ENG2 A 12/05/25 EUR 551,828 95.50% 95.50% 424 527,419

1.2.3. TAGUS 2009 - ENGY A1 12/05/25 EUR 8,623,924 97.25% 97.25% 8,137 8,394,903

1.2.3. Telefonica 4.375% 02/02/16 EUR 1,500,000 102.38% 102.38% 26,610 1,562,295

1.2.3. Total Capital Canada 1.875% 09/07/20 EUR 2,200,000 105.16% 105.16% 40,233 2,353,687

1.2.3. UBS AG London 3.125% 18/01/16 EUR 2,200,000 101.60% 101.60% 30,702 2,265,836

1.2.3. UBS AG LONDON 3.5% 15/07/15 EUR 3,000,000 100.12% 100.12% 100,685 3,104,195


1.2.3. Unicredit SPA 4% 30/01/16 EUR 1,000,000 101.67% 101.67% 16,667 1,033,347


1.2.3. Unicredit SPA Float 05/02/16 EUR 500,000 99.55% 99.55% 187 497,937









1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europeia 0 10,998,600


1.3.6. iShares MSCI Japan EUR Hedged UCITS - ETF EUR 230,000 47.82 47.82 0 10,998,600




5. LIQUIDEZ 0 3,817,345

5.1. À vista 0 3,817,345


5.1.3. Comissões 0 -52,783

5.1.9 Outros 0 -9,182,732






NPC: 501 836 926


Carteira: OC (ULA) SOL CAPITAL GARANT152 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 2.875% 15/10/25 EUR 48,000 98.90% 98.90% 609 48,081

1.1.1. PGB 3.85% 15/04/21 EUR 150,000 109.69% 109.69% 1,199 165,734

1.1.1. PGB 4.35% 16/10/17 EUR 10,000 108.19% 108.19% 306 11,125

1.1.1. PGB 4.95% 25/10/23 EUR 85,000 116.96% 116.96% 2,859 102,275



1.2.1. DBR 6.25% 04/01/24 EUR 50,000 147.13% 147.13% 1,515 75,080

1.2.1. FRTR 4.25% 25/04/19 EUR 48,000 115.83% 115.83% 368 55,966


1.2.3. BCP Finance Bank Float 21/12/16 EUR 100,000 91.25% 91.25% 17 91,267

1.2.3. Mota Engil 5.5% 22/04/19 EUR 20,000 102.24% 102.24% 211 20,659



3.1. MILLENNIUM SICAV North America Equities - I USD 140 203.65 182.01 25,481

3.1. Millennium Acções Portugal - FIM EUR 500 14.22 14.22 7,110

3.1. Millennium Eurocarteira - FIM EUR 1,000 13.81 13.81 13,814

3.1. Millennium Global Bond Selection. EUR 30,048 5.01 5.01 150,620

3.1. Millennium Mercados Emergentes - FIM EUR 763 8.86 8.86 6,760

3.1. MILLENNIUM SICAV Euro Zone Equities - I EUR 50 106.78 106.78 5,339

5. LIQUIDEZ 0 -12,380

5.1. À vista 0 -12,380


5.1.3. Comissões 0 -636

5.1.9 Outros 0 -21,309


NUMERO DE UNIDADES EM CIRCULAÇÃO 96,388.52363

VALOR DA UP 7.95668





NPC: 501 836 926


Carteira: OC (ULA) SOLUÇÃO INVESTIM-153 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 20,000 100.90% 100.90% 474 20,653

1.1.1. PGB 3.85% 15/04/21 EUR 120,000 109.69% 109.69% 959 132,587



1.2.1. FRTR 4.25% 25/04/19 EUR 120,000 115.83% 115.83% 920 139,916




1.2.3. Mota Engil 5.5% 22/04/19 EUR 10,000 102.24% 102.24% 105 10,330




3.1. Millennium Acções América - FIM EUR 901 4.46 4.46 4,014

3.1. Millennium Acções Portugal - FIM EUR 1,000 14.22 14.22 14,223

3.1. Millennium Eurocarteira - FIM EUR 2,975 13.81 13.81 41,073


3.1. Millennium Mercados Emergentes - FIM EUR 1,557 8.86 8.86 13,791


5. LIQUIDEZ 0 302

5.1. À vista 0 302


5.1.3. Comissões 0 -917

5.1.9 Outros 0 -11,530



VALOR DA UP 6.81672





NPC: 501 836 926


Carteira: OC (ULA) NOVA POUP POUP-155 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 30,000 100.90% 100.90% 710 30,979






3.1. Millennium Eurocarteira - FIM EUR 250 13.81 13.81 3,455



5.1. À vista 0 21,684



5.1.9 Outros 0 -7,505



VALOR DA UP 8.33091





NPC: 501 836 926


Carteira: OC (ULA) NOVA POUP RENDIM-156 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





3.1. Millennium Eurocarteira - FIM EUR 66 13.81 13.81 910

3.1. Millennium Global Bond Selection. EUR 249 5.01 5.01 1,249


5.1. À vista 0 13,119



5.1.9 Outros 0 -12,509



VALOR DA UP 3.95012





NPC: 501 836 926


Carteira: OC (ULA) FORTUNA 2000 CAPIT157 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 100,000 100.90% 100.90% 2,368 103,263




5. LIQUIDEZ 9 -26,416

5.1. À vista 0 -106,425



5.1.9 Outros 0 -112,929

5.2. A prazo 9 80,009


5.2.1. DP/BCP/EUR EUR 9 80,009



VALOR DA UP 8.85693





NPC: 501 836 926


Carteira: OC (ULA) INVESTIM 20 FIN-350 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 25,000 100.90% 100.90% 592 25,816





3.1. Millennium Eurocarteira - FIM EUR 118 13.81 13.81 1,635



5. LIQUIDEZ 0 1,681

5.1. À vista 0 1,681



5.1.9 Outros 0 -216



VALOR DA UP 7.85257





NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Preservação - 126 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


1. VALORES MOBILIÁRIOS COTADOS 0 17,851,686

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da União Europeia 0 17,851,686


1.2.6. Vontobel-Belvista Comm-B USD USD 36,317 62.98 56.29 0 2,044,208

1.2.6. Pictet - Japan Index - R JPY - SICAV JPY 5,275 16,604.86 121.19 0 639,274

1.2.6. BNP Paribas Smallcap Euroland - C EUR 3,353 368.88 368.88 0 1,236,965

1.2.6. GLG INV VI-EUR ALPH AL-DN€ EUR 21,978 117.49 117.49 0 2,582,244

1.2.6. Henderson Hor - Pan Eu Al - A2 EUR 83,021 15.34 15.34 0 1,273,535

1.2.6. ING L Invest Alternative Beta - PH€ EUR 2,291 277.87 277.87 0 636,528

1.2.6. JPM US Aggregate BD-A Hdg. EUR 82,972 81.25 81.25 0 6,741,436

1.2.6. Morgan St Sicav Euro CRP B-A€ EUR 57,824 46.65 46.65 0 2,697,495



3.1. Morgan Stanley Inv Fund - Glob Prop - SICAV USD 48,318 28.03 25.05 1,210,426

3.1. Wellington-US Eq Research -B USD 21,658 65.34 58.40 1,264,725

3.1. Amundi Funds Absolute Vol Euro Equ EUR 15,405 129.31 129.31 1,992,069

3.1. Bluebay-Invest Grade Bond -Sicav EUR 40,703 165.52 165.52 6,737,085

3.1. Comgest Growth Emerging Mk-EUR EUR 19,765 30.82 30.82 609,156

3.1. Fidelity Funds - Europe HY Fund - A AC EUR 187,239 17.89 17.89 3,349,697

3.1. Invesco Japanese VL EQ - A€HA€ EUR 18,496 34.62 34.62 640,326

3.1. MFS Meridian Emerging Markets Dbt EUR 218,031 12.43 12.43 2,710,131

3.1. Morgan Stanley Europ Prop Fund - A (SICAV) EUR 18,075 33.98 33.98 614,197

3.1. Neuberger Berman HY Bond Fund €ADV EUR 67,990 18.56 18.56 1,261,891

3.1. Parvest Bond Euro Govern. - Classic C EUR 49,456 374.66 374.66 18,529,014

3.1. Schroder Intl Select Fund - EURO Equity EUR 127,926 31.29 31.29 4,002,794

3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 282,275 11.41 11.41 3,220,760

3.1. Vontobel-Belvista Comm-H€HG EUR 37,113 42.34 42.34 1,571,344

3.2. Fundos não harmonizados 7

3.2. ING Int II - Senior Bank Loans € (SICAV) EUR 0 67,000.00 67,000.00 3

5. LIQUIDEZ 0 1,640,345

5.1. À vista 0 1,640,345


5.1.3. Comissões 0 -21,640

5.1.9 Outros 0 -303,615


NUMERO DE UNIDADES EM CIRCULAÇÃO 1,030,220.42350

VALOR DA UP 65.23430





NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Rendimento - 127 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






1.2.6. Pictet - Japan Index - R JPY - SICAV JPY 26,034 16,604.86 121.19 0 3,155,187

1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 164,924 19.39 19.39 0 3,197,876




1.2.6. ING L Invest Alternative Beta - PH€ EUR 11,532 277.87 277.87 0 3,204,482





3.1. Janus Capital Global Technology - I$AC USD 0 7.95 7.11 0


3.1. Threadneedle Amer SM-$-1-ACC USD 1,014,004 3.53 3.15 3,198,159




3.1. Comgest Growth Emerging Mk-EUR EUR 99,503 30.82 30.82 3,066,681


3.1. Invesco Japanese VL EQ - A€HA€ EUR 93,262 34.62 34.62 3,228,725


3.1. Morgan Stanley Europ Prop Fund - A (SICAV) EUR 95,265 33.98 33.98 3,237,099


3.1. Partners Group Inv - Priv List Eq P € EUR 19,956 161.15 161.15 3,215,909


3.1. Schroder Intl Select Fund - EURO Equity EUR 1,136,647 31.29 31.29 35,565,669

3.1. T.Rowe Price-US Aggreg. Bond (IH) EUR 1,280,988 11.41 11.41 14,616,076



3.2. FRM SIGMA FUND LTD-I EUR EUR 27,792 112.45 112.45 3,125,362


5. LIQUIDEZ 0 5,433,660

5.1. À vista 0 5,433,660


5.1.3. Comissões 0 -106,838

5.1.9 Outros 0 -118,785








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Rend & Crescimento - 128 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 143,090 19.39 19.39 0 2,774,515




1.2.6. ING L Invest Alternative Beta - PH€ EUR 11,030 277.87 277.87 0 3,065,035







3.1. Threadneedle Amer SM-$-1-ACC USD 969,846 3.53 3.15 3,058,886


3.1. Threadneedle UK Fund-1-INC GBP 1,793,410 1.21 1.70 3,040,528






3.1. JPM Asia Pac - Strat Eqy - A A EUR 201,218 15.10 15.10 3,038,397


3.1. Morgan Stanley Europ Prop Fund - A (SICAV) EUR 85,700 33.98 33.98 2,912,087




3.1. Schroder Intl Select Fund - EURO Equity EUR 1,822,336 31.29 31.29 57,020,900




3.2. FRM SIGMA FUND LTD-I EUR EUR 26,583 112.45 112.45 2,989,406


5. LIQUIDEZ 0 9,290,838

5.1. À vista 0 9,290,838


5.1.3. Comissões 0 -101,541

5.1.9 Outros 0 -176,938








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Crescimento - 129 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 40,898 19.39 19.39 0 793,012



1.2.6. ING L Invest Alternative Beta - PH€ EUR 3,153 277.87 277.87 0 876,043






3.1. Threadneedle Amer SM-$-1-ACC USD 849,373 3.53 3.15 2,678,913


3.1. Threadneedle UK Fund-1-INC GBP 1,042,474 1.21 1.70 1,767,399





3.1. JPM Asia Pac - Strat Eqy - A A EUR 58,807 15.10 15.10 887,990



3.1. Neuberger Berman HY Bond Fund €ADV EUR 46,787 18.56 18.56 868,359







3.2. FRM SIGMA FUND LTD-I EUR EUR 7,767 112.45 112.45 873,492

5. LIQUIDEZ 0 1,574,340

5.1. À vista 0 1,574,340


5.1.3. Comissões 0 -29,548








NPC: 501 836 926


Carteira: OC (ULA) GD Perfil Crescimento Agressivo - 130 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.6. Vontobel-Belvista Comm-B USD USD 8,431 62.98 56.29 0 474,561

1.2.6. Pictet - Japan Index - R JPY - SICAV JPY 3,186 16,604.86 121.19 0 386,152

1.2.6. BlackRock G. F. - Worl Gold Fund - € E (MLIIF) EUR 6,126 19.39 19.39 0 118,783

1.2.6. BNP Paribas Smallcap Euroland - C EUR 2,568 368.88 368.88 0 947,099

1.2.6. GLG INV VI-EUR ALPH AL-DN€ EUR 5,478 117.49 117.49 0 643,647

1.2.6. ING L Invest Alternative Beta - PH€ EUR 471 277.87 277.87 0 130,743

1.2.6. JPM US Aggregate BD-A Hdg. EUR 5,524 81.25 81.25 0 448,845




3.1. Morgan Stanley Inv Fund - Glob Prop - SICAV USD 9,806 28.03 25.05 245,650

3.1. Threadneedle Amer SM-$-1-ACC USD 165,683 3.53 3.15 522,564


3.1. Threadneedle UK Fund-1-INC GBP 224,073 1.21 1.70 379,891

3.1. Amundi Funds Absolute Vol Euro Equ EUR 3,033 129.31 129.31 392,236

3.1. Comgest Growth Emerging Mk-EUR EUR 11,931 30.82 30.82 367,711

3.1. Invesco Japanese VL EQ - A€HA€ EUR 16,891 34.62 34.62 584,779

3.1. JPM Asia Pac - Strat Eqy - A A EUR 8,467 15.10 15.10 127,858


3.1. Partners Group Inv - Priv List Eq P € EUR 1,604 161.15 161.15 258,485

3.1. Parvest Bond Euro Govern. - Classic C EUR 1,789 374.66 374.66 670,366


3.1. Vontobel-Belvista Comm-H€HG EUR 7,895 42.34 42.34 334,270

3.2. Fundos não harmonizados 230,250

3.2. FRM SIGMA FUND LTD-I EUR EUR 1,024 112.45 112.45 115,125

5. LIQUIDEZ 0 272,116

5.1. À vista 0 272,116


5.1.3. Comissões 0 -4,367

5.1.9 Outros 0 -12,530








NPC: 501 836 926


Carteira: OC ULA SIG - Conservadora - 139 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.6. BlackRock Global Funds - Asian Growth Leaders - A2 USD 89,839 16.06 14.35 0 1,289,497

1.2.6. F&C Euro Small Cap Ex UK - CA GBP 2,800,119 0.50 0.70 0 1,968,821

1.2.6. Legg Mason Western Asset Macro Opport Bd - AAHEUR EUR 72,057 106.89 106.89 0 7,702,173

1.2.6. Verrazzano Advan Euro-Ei Eur EUR 22,817 126.22 126.22 0 2,879,870



3.1. Iridian-US Equity FD-Ipusd USD 9,395 113.14 101.12 949,996

3.1. SPDR S&P 500 ETF Trust USD 5,158 205.85 183.98 948,945

3.1. Standard Life Invest Global SICAV - Gl Emerg Mk Eq Uncon - D USD 93,366 11.67 10.43 973,980

3.1. Ashmore - Emerg Mkt total return - SICAV GBP 43,556 95.83 134.71 5,867,234

3.1. Majedie Asset UK Income - XI GBP 481,554 1.59 2.23 1,073,580

3.1. Odey-Odyssey Fund-GBP I GBP 33,322 166.90 234.61 7,817,658

3.1. BGF-Euro Corporate Bond - €A2 EUR 488,701 15.22 15.22 7,438,022


3.1. Fidelity European HY - A (SICAV) EUR 961,796 10.16 10.16 9,771,852

3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 86,226 196.61 196.61 16,952,463

3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 1,083,783 3.38 3.38 3,662,103

3.1. Nomura Funds Ireland - Japan Strategic Value - I€H EUR 8,104 199.03 199.03 1,612,910


3.1. Robeco Euro Government BD - I € EUR 109,706 157.20 157.20 17,245,751

5. LIQUIDEZ 40,125 16,685,148

5.1. À vista 0 -304,977


5.1.3. Comissões 0 -123,073

5.1.9 Outros 0 -456,718

5.2. A prazo 40,125 16,990,125

5.2.1. Depósitos e outros equiparados 40,125 16,990,125

5.2.1. DP/BCP/EUR EUR 4,253 1,204,253

5.2.1. DP/BCP/EUR EUR 1,956 1,001,956

5.2.1. DP/BCP/EUR EUR 10,175 3,010,175

5.2.1. DP/BCP/EUR EUR 2,842 1,202,842

5.2.1. DP/BCP/EUR EUR 1,455 1,201,455

5.2.1. DP/BCP/EUR EUR 7,547 2,007,547

5.2.1. DP/BCP/EUR EUR 3,286 903,286

5.2.1. DP/BCP/EUR EUR 1,650 3,001,650

5.2.1. DP/BCP/EUR EUR 2,078 802,078

5.2.1. DP/BCP/EUR EUR 3,075 1,103,075

5.2.1. DP/BCP/EUR EUR 84 750,084

5.2.1. DP/BCP/EUR EUR 1,723 801,723








NPC: 501 836 926


Carteira: OC ULA SIG - Moderada - 140 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.6. BlackRock Global Funds - Asian Growth Leaders - A2 USD 27,448 16.06 14.35 0 393,972

1.2.6. F&C Euro Small Cap Ex UK - CA GBP 1,428,771 0.50 0.70 0 1,004,598


1.2.6. Verrazzano Advan Euro-Ei Eur EUR 12,715 126.22 126.22 0 1,604,836






3.1. Ashmore - Emerg Mkt total return - SICAV GBP 11,850 95.83 134.71 1,596,274

3.1. Majedie Asset UK Income - XI GBP 208,944 1.59 2.23 465,821


3.1. BGF-Euro Corporate Bond - €A2 EUR 136,812 15.22 15.22 2,082,278




3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 593,677 3.38 3.38 2,006,033

3.1. Nomura Funds Ireland - Japan Strategic Value - I€H EUR 2,480 199.03 199.03 493,585



5. LIQUIDEZ 11,470 5,168,709

5.1. À vista 0 117,238


5.1.3. Comissões 0 -41,790

5.1.9 Outros 0 -102,330

5.2. A prazo 11,470 5,051,470


5.2.1. DP/BCP/EUR EUR 519 200,519

5.2.1. DP/BCP/EUR EUR 587 300,587

5.2.1. DP/BCP/EUR EUR 660 1,200,660

5.2.1. DP/BCP/EUR EUR 485 400,485

5.2.1. DP/BCP/EUR EUR 1,278 351,278

5.2.1. DP/BCP/EUR EUR 2,035 602,035

5.2.1. DP/BCP/EUR EUR 539 250,539

5.2.1. DP/BCP/EUR EUR 1,063 301,063

5.2.1. DP/BCP/EUR EUR 16 140,016

5.2.1. DP/BCP/EUR EUR 710 300,710

5.2.1. DP/BCP/EUR EUR 559 200,559

5.2.1. DP/BCP/EUR EUR 3,019 803,019








NPC: 501 836 926


Carteira: OC ULA SIG - Equilibrada - 141 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






1.2.6. F&C Euro Small Cap Ex UK - CA GBP 1,104,889 0.50 0.70 0 776,870


1.2.6. Verrazzano Advan Euro-Ei Eur EUR 6,725 126.22 126.22 0 848,803






3.1. Ashmore - Emerg Mkt total return - SICAV GBP 5,109 95.83 134.71 688,150



3.1. BGF-Euro Corporate Bond - €A2 EUR 57,933 15.22 15.22 881,747

3.1. Bluebay-Invest Grade Bond -Sicav EUR 5,314 165.52 165.52 879,508

3.1. Edinburgh Part-Eu Op-Inc-€I EUR 283,700 2.80 2.80 794,076



3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 391,993 3.38 3.38 1,324,543

3.1. Nomura Funds Ireland - Japan Strategic Value - I€H EUR 2,424 199.03 199.03 482,440



5. LIQUIDEZ 3,272 1,733,668

5.1. À vista 0 170,396


5.1.3. Comissões 0 -22,225

5.1.9 Outros 0 -113,389

5.2. A prazo 3,272 1,563,272


5.2.1. DP/BCP/EUR EUR 792 210,792

5.2.1. DP/BCP/EUR EUR 1,018 301,018

5.2.1. DP/BCP/EUR EUR 121 100,121

5.2.1. DP/BCP/EUR EUR 8 70,008

5.2.1. DP/BCP/EUR EUR 196 100,196

5.2.1. DP/BCP/EUR EUR 354 100,354

5.2.1. DP/BCP/EUR EUR 292 80,292

5.2.1. DP/BCP/EUR EUR 275 500,275

5.2.1. DP/BCP/EUR EUR 215 100,215








NPC: 501 836 926


Carteira: OC ULA SIG - Dinâmica - 142 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






1.2.6. F&C Euro Small Cap Ex UK - CA GBP 392,500 0.50 0.70 0 275,975

1.2.6. Legg Mason Western Asset Macro Opport Bd - AAHEUR EUR 2,845 106.89 106.89 0 304,102









3.1. Odey-Odyssey Fund-GBP I GBP 1,288 166.90 234.61 302,254




3.1. Fidelity European HY - A (SICAV) EUR 23,176 10.16 10.16 235,463

3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 2,168 196.61 196.61 426,240

3.1. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 134,489 3.38 3.38 454,439

3.1. Nomura Funds Ireland - Japan Strategic Value - I€H EUR 925 199.03 199.03 184,099


3.1. Robeco Euro Government BD - I € EUR 2,737 157.20 157.20 430,203

5. LIQUIDEZ 441 176,632

5.1. À vista 0 16,191


5.1.3. Comissões 0 -6,281

5.1.9 Outros 0 -23,854

5.2. A prazo 441 160,441


5.2.1. DP/BCP/EUR EUR 17 30,017

5.2.1. DP/BCP/EUR EUR 264 70,264

5.2.1. DP/BCP/EUR EUR 136 40,136

5.2.1. DP/BCP/EUR EUR 24 20,024








NPC: 501 836 926


Carteira: OC ULA SIG - Agressiva - 143 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro














3.1. Ashmore - Emerg Mkt total return - SICAV GBP 460 95.83 134.71 61,925


3.1. Odey-Odyssey Fund-GBP I GBP 803 166.90 234.61 188,391


3.1. Bluebay-Invest Grade Bond -Sicav EUR 336 165.52 165.52 55,674



3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 648 196.61 196.61 127,400



3.1. Parvest Bond Euro Govern. - Classic C EUR 362 374.66 374.66 135,627

3.1. Robeco Euro Government BD - I € EUR 881 157.20 157.20 138,419

5. LIQUIDEZ 47 65,577

5.1. À vista 0 15,530


5.1.3. Comissões 0 -4,378

5.1.9 Outros 0 7,673

5.2. A prazo 47 50,047


5.2.1. DP/BCP/EUR EUR 36 30,036

5.2.1. DP/BCP/EUR EUR 11 20,011








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE 2007 8A 5SR- 149 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BCP 31/03/2024 EUR 2,400,000 105.25% 105.25% 30,060 2,556,108


2. VALORES NÃO COTADOS 6,190 630,067



2.1.3. Banco Comercial Portugues Floater junho 2017 EUR 125,000 98.04% 98.04% 3 122,552

2.1.3. Banco Comercial Portugues Floater - junho 2017 EUR 100,000 98.04% 98.04% 3 98,042

2.3. Outros instrumentos de dívida 6,184 409,473

2.3.2. Papel comercial 6,184 409,473

2.3.2. Mota Engil SGPS SA 89 EM PC 18/06/15 - 17/07/15 EUR 50,000 1.00 1.00 24 50,024

2.3.2. Mota Gestão e Part PC 5 EM 19/01/15 - 20/07/15 EUR 350,000 1.01 1.01 6,160 359,449

5. LIQUIDEZ 51,406 22,565,590

5.1. À vista 0 -85,817


5.1.3. Comissões 0 -242,294

5.1.9 Outros 0 0

5.2. A prazo 51,406 22,651,406


5.2.1. DP/BCP/EUR EUR 4,360 6,604,360

5.2.1. DP/BCP/EUR EUR 2,558 3,002,558

5.2.1. DP/BCP/EUR EUR 44,489 13,044,489

7. OPERAÇÕES COM PRODUTOS DERIVADOS -567,514 -356,678

7.2. Fora de mercado regulamentado -567,514 -356,678

7.2.2. Swaps -567,514 -356,678

7.2.2. IRS. 29705 01/08/2007 - 01/08/2015 EUR 42,861 214,323

7.2.2. IRS. 68398 01/08/2007 - 01/08/2015 EUR -610,374 -571,001








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR 2007 8 A 4SR - 228 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


5. LIQUIDEZ 9,277 5,875,869

5.1. À vista 0 -23,408


5.1.3. Comissões 0 -48,323

5.1.9 Outros 0 0

5.2. A prazo 9,277 5,899,277


5.2.1. DP/BCP/EUR EUR 9,277 5,899,277



7.2.2. Swaps -258,884 -284,834

7.2.2. IRS. 27898 01/08/2007 - 01/08/2015 EUR -221,499 -242,511

7.2.2. IRS. 27986 01/08/2007 - 01/08/2015 EUR -37,385 -42,324








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR 8 A 5SR 231 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










2.1.3. Banco Comercial Portugues Floater - setembro 2015 EUR 50,000 97.42% 97.42% 123 48,831

5. LIQUIDEZ 0 173,253

5.1. À vista 0 173,253


5.1.3. Comissões 0 -27,578

5.1.9 Outros 0 0



7.2.2. Swaps -207,598 -267,484

7.2.2. IRS. DHO45548 05/09/2007 - 05/09/2015 EUR -216,094 -276,804

7.2.2. IRS. DHO47018 05/09/2007 - 05/09/2015 EUR 8,496 9,320








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 8A 1SR - 232 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







2.1. Valores mobiliários nacionais 5,215 10,708,244



2.1.3. BCP CLN Grupo Pestana 27/12/15 EUR 10,000,000 97.80% 97.80% 257 9,779,994

2.1.3. Celbi Float 28/01/18 EUR 140,000 100.42% 100.42% 647 141,238

2.1.3. Cofina Float 28/09/19 EUR 300,000 104.77% 104.77% 2,982 317,301

2.1.3. Sonae Capital Float 03/03/18 EUR 151,000 100.52% 100.52% 529 152,307

5. LIQUIDEZ 403,824 105,092,976

5.1. À vista 0 10,349,152


5.1.3. Comissões 0 -112,005

5.1.9 Outros 0 0

5.2. A prazo 403,824 94,743,824


5.2.1. DP/BCP/EUR EUR 145,571 41,145,571

5.2.1. DP/BCP/EUR EUR 292 5,690,292

5.2.1. DP/BCP/EUR EUR 4,993 6,854,993

5.2.1. DP/BCP/EUR EUR 212,333 15,212,333

5.2.1. DP/BCP/EUR EUR 40,635 25,840,635

7. OPERAÇÕES COM PRODUTOS DERIVADOS 539,586 233,351

7.2. Fora de mercado regulamentado 539,586 233,351

7.2.2. Swaps 539,586 233,351

7.2.2. IRS. 29094 05/09/2007 - 05/09/2015 EUR -1,517,521 -2,133,197

7.2.2. IRS. 29111 05/09/2007 - 05/09/2015 EUR 597,410 698,294

7.2.2. IRS. 31621 07/09/2007 - 07/09/2015 EUR 202,345 230,524

7.2.2. IRS. DHO65004 07/09/2007 - 07/09/2015 EUR -294,529 -423,549

7.2.2. IRS. DIZ08147 05/09/2007 - 07/09/2015 EUR 1,551,881 1,861,279








NPC: 501 836 926


Carteira: OC (UL) RENDA CORP 2007 8 A 1SR 233 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







5. LIQUIDEZ 11,908 7,460,515

5.1. À vista 0 978,606


5.1.3. Comissões 0 -57,730

5.1.9 Outros 0 0

5.2. A prazo 11,908 6,481,908


5.2.1. Deposito a Prazo 4,06% 21/07/14 - 16/03/21 EUR 3,338 403,338

5.2.1. DP/BCP/EUR EUR 2,522 4,102,522

5.2.1. DP/BCP/EUR EUR 5,569 1,655,569

5.2.1. DP/BCP/EUR EUR 480 320,480



7.2.2. Swaps -96,433 -266,478

7.2.2. IRS. 29017 18/07/2007 - 18/07/2015 EUR -6,868 -18,733

7.2.2. IRS. DHJ95246 18/07/2007 - 20/07/2015 EUR -89,564 -247,745








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2007 8A 2SR - 234 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BCP 31/03/2024 EUR 200,000 105.25% 105.25% 2,505 213,009


2.1. Valores mobiliários nacionais 2,642 882,071



2.1.3. Sonae Capital Float 03/03/18 EUR 753,000 100.52% 100.52% 2,638 759,519

2.3. Outros instrumentos de dívida 173 50,458

2.3.2. Papel comercial 173 50,458

2.3.2. Estoril Sol III 12 EM PC 2012 26/05/15 - 26/11/15 EUR 50,000 1.01 1.01 173 50,458

5. LIQUIDEZ 1,841 2,866,019

5.1. À vista 0 84,178


5.1.3. Comissões 0 -36,337

5.1.9 Outros 0 0

5.2. A prazo 1,841 2,781,841


5.2.1. Depósito a Prazo 4.195% 10/04/15 - 24/11/20 EUR 84 120,084

5.2.1. DP/BCP/EUR EUR 1,757 2,661,757



7.2.2. Swaps -120,869 -144,496

7.2.2. IRS. 29738 01/08/2007 - 01/08/2015 EUR -120,869 -144,496








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR 8A 6SR - 236 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 24,000 100.90% 100.90% 568 24,783




5. LIQUIDEZ 1,356 1,550,734

5.1. À vista 0 -622


5.1.3. Comissões 0 -9,494

5.1.9 Outros 0 0

5.2. A prazo 1,356 1,551,356


5.2.1. DP/BCP/EUR EUR 1,356 1,551,356

7. OPERAÇÕES COM PRODUTOS DERIVADOS 7,864 -26,320

7.2. Fora de mercado regulamentado 7,864 -26,320

7.2.2. Swaps 7,864 -26,320

7.2.2. IRS. 31661 17/10/2007 - 17/10/2015 EUR 7,864 -26,320








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC MAIS 2007 8A 2SR - 237 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 7,090,000 100.90% 100.90% 167,887 7,321,343



1.2.3. BCP 31/03/2024 EUR 500,000 105.25% 105.25% 6,263 532,522







2.1.3. Banco Comercial Portugues Floater-Setembro 2015 EUR 8,750,000 97.55% 97.55% 21,556 8,557,417

2.1.3. Banco Comercial Portugues Floater - Junho 2017 EUR 4,575,000 85.69% 85.69% 6 3,920,321

2.1.3. Banco Comercial Portugues Floater - setembro 2015 EUR 9,250,000 97.42% 97.42% 22,788 9,033,823

2.1.3. Banco Comercial Portugues Floater-Setembro 2015 EUR 1,650,000 96.67% 96.67% 375 1,595,383

5. LIQUIDEZ 43,005 35,568,805

5.1. À vista 0 2,075,799


5.1.3. Comissões 0 -59,223

5.1.9 Outros 0 0

5.2. A prazo 43,005 33,493,005


5.2.1. DP/BCP/EUR EUR 12,421 14,207,421

5.2.1. DP/BCP/EUR EUR 6,552 3,906,552

5.2.1. DP/BCP/EUR EUR 12,970 3,512,970

5.2.1. DP/BCP/EUR EUR 10,387 3,040,387

5.2.1. DP/BCP/EUR EUR 676 8,825,676

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1,259,247 104,859

7.2. Fora de mercado regulamentado 1,259,247 104,859

7.2.2. Swaps 1,259,247 104,859

7.2.2. IRS. 30672 17/10/2007 - 17/10/2015 EUR 86,956 188,728

7.2.2. IRS. 57202 17/10/2007 - 17/10/2015 EUR -21,204 -27,499

7.2.2. IRS. DHP12655 17/10/2007 - 17/10/2015 EUR 57,562 138,899

7.2.2. IRS. DHP12719 17/10/2007 - 17/10/2015 EUR 380,118 -589,652

7.2.2. IRS. DHQ04666 17/10/2007 - 17/10/2015 EUR 149,145 207,649

7.2.2. IRS. DHQ04816 17/10/2007 - 17/10/2015 EUR 78,771 107,625

7.2.2. IRS. DHQ84055 17/10/2007 - 17/10/2015 EUR 165,948 227,054

7.2.2. IRS. DHQ84113 17/10/2007 - 17/10/2015 EUR 361,951 -147,944








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIVATE 2007 8A 2SR 238 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 15,400,000 100.90% 100.90% 364,664 15,902,494




5. LIQUIDEZ 4,156 4,619,812

5.1. À vista 0 -134,344


5.1.3. Comissões 0 -135,698

5.1.9 Outros 0 0

5.2. A prazo 4,156 4,754,156


5.2.1. DP/BCP/EUR EUR 4,156 4,754,156

7. OPERAÇÕES COM PRODUTOS DERIVADOS -403,449 -1,288,403

7.2. Fora de mercado regulamentado -403,449 -1,288,403

7.2.2. Swaps -403,449 -1,288,403

7.2.2. IRS. DHN69149 17/09/2007 - 17/09/2015 EUR -341,242 -413,526

7.2.2. IRS. DHN69162 17/09/2007 - 17/09/2015 EUR -72,741 -658,618

7.2.2. IRS. DHP51872 15/10/2007 - 15/10/2015 EUR 10,535 -216,259








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR MAIS 8 A 1SR - 239 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. Caixa Geral Depositos 8% 28/09/15 EUR 970,000 101.26% 101.26% 58,466 1,040,727




2.1.3. Banco Comercial Portugues Floater setembro 2015 EUR 8,200,000 97.46% 97.46% 20,201 8,011,819


5. LIQUIDEZ 18,394 4,967,645

5.1. À vista 0 -50,749


5.1.3. Comissões 0 -126,125

5.2. A prazo 18,394 5,018,394


5.2.1. DP/BCP/EUR EUR 18,394 5,018,394



7.2.2. Swaps -240,126 -1,279,771

7.2.2. IRS. 31326 10/10/2007 - 10/10/2015 EUR -25,738 -544,836

7.2.2. IRS. 31356 10/10/2007 - 10/10/2015 EUR -214,389 -734,935








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR TOTAL 2007 8 A 1 SR - 241 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro



2.3. Outros instrumentos de dívida 3,455 1,010,533

2.3.2. Papel comercial 3,455 1,010,533

2.3.2. Estoril Sol III 12 EM PC 2012 26/05/15 - 26/11/15 EUR 1,000,000 1.01 1.01 3,455 1,010,533

5. LIQUIDEZ 5,077 1,486,866

5.1. À vista 0 -4,211


5.1.3. Comissões 0 -17,214

5.1.9 Outros 0 0

5.2. A prazo 5,077 1,491,077


5.2.1. Depósito a Prazo 4.167% 11/05/15 - 24/09/20 EUR 4,341 754,341

5.2.1. DP/BCP/EUR EUR 662 716,662

5.2.1. DP/BCP/EUR EUR 74 20,074



7.2.2. Swaps -63,322 -263,472

7.2.2. IRS. 32480 03/12/2007 - 28/11/2015 EUR 400 192

7.2.2. IRS. 32484 03/12/2007 - 28/11/2015 EUR -63,722 -263,665








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










2.1.3. Banco Comercial Portugues Floater - Novembro 2015 EUR 1,000,000 96.21% 96.21% 850 962,954

2.1.3. Banco Comercial Portugues Floater - Setembro 2015 EUR 5,000,000 97.57% 97.57% 12,318 4,890,997

2.1.3. Banco Comercial Portugues Floater - junho 2017 EUR 4,700,000 98.04% 98.04% 121 4,607,960

2.1.3. Banco Comercial Portugues Floater- Junho 2017 EUR 6,000,000 98.04% 98.04% 154 5,882,502

2.1.3. Banco Comercial Portugues Floater-Novembro 2015 EUR 8,500,000 96.08% 96.08% 7,223 8,173,690


2.1.3. Banco Comercial Portugues Floater 28/11/15 EUR 1,300,000 98.08% 98.08% 1,105 1,276,142

2.1.3. Cofina Float 28/09/19 EUR 300,000 104.77% 104.77% 2,982 317,301

5. LIQUIDEZ 47,152 21,701,068

5.1. À vista 0 -186,084


5.1.3. Comissões 0 -280,452

5.2. A prazo 47,152 21,887,152


5.2.1. DP/BCP/EUR EUR 11,452 12,391,452

5.2.1. DP/BCP/EUR EUR 34,898 9,434,898

5.2.1. DP/BCP/EUR EUR 803 60,803

7. OPERAÇÕES COM PRODUTOS DERIVADOS -368,063 158,671

7.2. Fora de mercado regulamentado -368,063 158,671

7.2.2. Swaps -368,063 158,671

7.2.2. IRS. 2021502B 28/11/2007 - 28/11/2015 EUR 29,232 164,808

7.2.2. IRS. 2021517B 28/11/2007 - 28/11/2015 EUR 10,390 88,865

7.2.2. IRS. 20516128B 28/11/2007 - 28/11/2015 EUR 29,329 137,740

7.2.2. IRS. 31870 28/11/2007 - 28/11/2015 EUR 37,020 -137,319

7.2.2. IRS. 31871 28/11/2007 - 28/11/2015 EUR -373,464 -6,462

7.2.2. IRS. 32398 28/11/2007 - 28/11/2015 EUR 14,035 65,795

7.2.2. IRS. 32401 28/11/2007 - 28/11/2015 EUR 6,549 36,924

7.2.2. IRS. 32420 28/11/2007 - 28/11/2015 EUR -121,154 -191,681








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIVATE 2007 8 A 3SR 243 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BCP 31/03/2024 EUR 4,300,000 105.25% 105.25% 53,858 4,579,693






2.1.3. Cofina Float 28/09/19 EUR 100,000 104.77% 104.77% 994 105,767

5. LIQUIDEZ 59,074 19,899,139

5.1. À vista 0 275,065


5.1.3. Comissões 0 -191,025

5.2. A prazo 59,074 19,624,074


5.2.1. DP/BCP/EUR EUR 54,574 14,754,574

5.2.1. DP/BCP/EUR EUR 4,500 4,869,500



7.2.2. Swaps -318,445 -2,549,744

7.2.2. IRS. 2012977B 22/11/2007 - 22/11/2015 EUR -194,294 -949,825

7.2.2. IRS. 2012978B 22/11/2007 - 22/11/2015 EUR -20,301 -587,417

7.2.2. IRS. 32255 22/11/2007 - 22/11/2015 EUR -39,518 -241,199

7.2.2. IRS. DHU18248 22/11/2007 - 22/11/2015 EUR -41,327 -244,028

7.2.2. IRS. DHU18261 22/11/2007 - 22/11/2015 EUR -9,755 -227,923

7.2.2. IRS. DHV96783 22/11/2007 - 22/11/2015 EUR -13,250 -299,353








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2007 8A 3SR- 244 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BCP 31/03/2024 EUR 1,300,000 105.25% 105.25% 16,283 1,384,558







5. LIQUIDEZ 1,472 -1,078

5.1. À vista 0 -112,550


5.1.3. Comissões 0 -121,501

5.2. A prazo 1,472 111,472

5.2.1. Depósitos e outros equiparados 1,472 111,472

5.2.1. DP/BCP/EUR EUR 1,472 111,472



7.2.2. Swaps -459,055 -1,244,586

7.2.2. IRS. DHU32029 28/11/2007 - 28/11/2015 EUR -21,320 -189,958

7.2.2. IRS. DHU32065 28/11/2007 - 28/11/2015 EUR -366,289 -813,015

7.2.2. IRS. DHW68061 29/11/2007 - 30/11/2015 EUR -9,501 -83,182

7.2.2. IRS. DHW68085 29/11/2007 - 29/11/2015 EUR -61,945 -158,431








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BCP 31/03/2024 EUR 1,000,000 105.25% 105.25% 12,525 1,065,045






2.1.3. Banco Comercial Portugues Floater - Junho 2017 EUR 6,000,000 98.04% 98.04% 154 5,882,502



2.1.3. Banco Comercial Portugues Floater-Novembro 2015 EUR 2,075,000 95.63% 95.63% 99 1,984,500



2.3.2. Estoril Sol III 12 EM PC 2012 26/05/15 - 26/11/15 EUR 50,000 1.01 1.01 173 50,486

5. LIQUIDEZ 12,699 4,161,670

5.1. À vista 0 878,971


5.1.3. Comissões 0 -145,017

5.1.9 Outros 0 -26,417

5.2. A prazo 12,699 3,282,699


5.2.1. DP/BCP/EUR EUR 3,870 2,613,870

5.2.1. DP/BCP/EUR EUR 8,829 668,829



7.2.2. Swaps -519,440 -1,497,746

7.2.2. IRS. 32696 27/12/2007 - 27/12/2015 EUR -2,059 148,993

7.2.2. IRS. 32700 27/12/2007 - 27/12/2015 EUR 2,906 155,715

7.2.2. IRS. 32702 27/12/2007 - 27/12/2015 EUR -411,079 -1,611,284

7.2.2. IRS. 32707 27/12/2007 - 27/12/2015 EUR -109,209 -191,170








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIVATE 2007 8A 4SR - 247 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







5. LIQUIDEZ 2,640 2,647,457

5.1. À vista 0 4,817


5.1.3. Comissões 0 -24,452

5.2. A prazo 2,640 2,642,640


5.2.1. DP/BCP/EUR EUR 2,640 2,642,640



7.2.2. Swaps -124,747 -484,987

7.2.2. IRS. DHY87666 27/12/2007 - 27/12/2015 EUR -12,288 -219,505

7.2.2. IRS. DHY87703 27/12/2007 - 27/12/2015 EUR -112,459 -265,482








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 880,000 108.19% 108.19% 26,953 978,981

1.1.1. Portuguese OTs 6.4% 15/02/16 EUR 6,725,000 104.03% 104.03% 159,189 7,155,207







1.2.3. Mota Engil 6.85% 18/03/16 EUR 50,000 101.75% 101.75% 970 51,845




2.1.3. Banco Comercial Portug Floater 2º Em - Julho 2016 EUR 350,000 98.63% 98.63% 294 345,502

2.1.3. Banco Comercial Portugues Floater - Abril 2016 EUR 50,000 99.75% 99.75% 231 50,106

2.1.3. Banco Comercial Portugues Floater - Novembro 2015 EUR 1,900,000 96.21% 96.21% 1,615 1,829,612


2.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 3,500,000 82.62% 82.62% 2,053 2,893,628

2.1.3. Banco Comercial Portugues Floater - Maio 2016 EUR 4,250,000 99.14% 99.14% 3,137 4,216,428

2.1.3. Banco Comercial Portugues Floater - setembro 2015 EUR 425,000 97.42% 97.42% 1,047 415,068

2.1.3. Banco Comercial Portugues Floater-Dezembro 2017 EUR 2,450,000 98.16% 98.16% 544 2,405,372

2.1.3. Banco Comercial Portugues Floater-Janeiro 2018 EUR 2,800,000 92.64% 92.64% 12,947 2,606,735

2.1.3. Banco Comercial Portugues Floater-Junho 2017 EUR 900,000 98.36% 98.36% 23 885,228

2.1.3. BCP 5.625% Fevereiro 2016 EUR 1,550,000 100.30% 100.30% 16,243 1,570,947


2.1.3. Celbi Float 28/01/18 EUR 302,500 100.42% 100.42% 1,399 305,175

2.1.3. Cofina Float 28/09/19 EUR 400,000 104.77% 104.77% 3,975 423,068


5. LIQUIDEZ 25,878 2,585,564

5.1. À vista 0 14,686


5.1.3. Comissões 0 -160,289

5.1.9 Outros 0 0

5.2. A prazo 25,878 2,570,878


5.2.1. DP/BCP/EUR EUR 25,878 2,570,878



7.2.2. Swaps -87,797 -379,814

7.2.2. IRS. 33508 13/02/2008 - 13/02/2016 EUR 65,544 -72,570

7.2.2. IRS. 33704 13/02/2008 - 13/02/2016 EUR 3,735 9,665

7.2.2. IRS. 33708 13/02/2008 - 13/02/2016 EUR 27,128 -50,203

7.2.2. IRS. 38395 28/07/2008 - 15/02/2016 EUR -3,107 -2,370

7.2.2. IRS. DIA39748 13/02/2008 - 13/02/2016 EUR 14,413 66,405

7.2.2. IRS. DIA39934 13/02/2008 - 13/02/2016 EUR 24,605 107,403

7.2.2. IRS. DIA40218 13/02/2008 - 13/02/2016 EUR 5,130 106,094

7.2.2. IRS. DIB51321 13/02/2008 - 13/02/2016 EUR 5,327 19,674

7.2.2. IRS. DIB51338 13/02/2008 - 13/02/2016 EUR -89,522 -380,064

7.2.2. IRS. DID74656 13/02/2008 - 13/02/2016 EUR 9,949 48,305

7.2.2. IRS. DID74740 13/02/2008 - 13/02/2016 EUR 7,889 88,120

7.2.2. IRS. DID85061 13/02/2008 - 13/02/2016 EUR -158,888 -320,273








NPC: 501 836 926


Carteira: OC (UL) RENDA EURIBOR TOTAL 2008 8A 1SR - 277 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. Portuguese OTs 6.4% 15/02/16 EUR 115,000 104.03% 104.03% 2,722 122,357




2.1.3. Celbi Float 28/01/18 EUR 65,700 100.42% 100.42% 304 66,281

5. LIQUIDEZ 481 259,574

5.1. À vista 0 -907


5.1.3. Comissões 0 -2,280

5.2. A prazo 481 260,481


5.2.1. DP/BCP/EUR EUR 481 260,481








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2008 8A 1SR 278 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro









1.2.3. BCP Finance Bank Float 24/01/17 EUR 5,000,000 95.55% 95.55% 1,610 4,779,260

1.2.3. BCP Finance Bank Float 21/12/16 EUR 2,550,000 91.25% 91.25% 445 2,327,320

1.2.3. BNP Paribas Var 12/04/16 EUR 1,550,000 101.39% 101.39% 15,825 1,587,370


1.2.3. Credit Agricole Var 09/11/49 EUR 1,150,000 100.33% 100.33% 30,319 1,184,102







2.1.3. Banco Comercial Portugues Floater - Abril 2016 EUR 700,000 99.75% 99.75% 3,237 701,488

2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 50,000 98.55% 98.55% 26 49,300


2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 213,000 92.99% 92.99% 746 198,816

2.1.3. Banco Comercial Portugues Floater - Abril 2016 1ªem EUR 600,000 99.36% 99.36% 725 596,890


2.1.3. BCP CLN Grupo Pestana 20/12/15 EUR 400,000 97.84% 97.84% 89 391,441

2.1.3. Celbi Float 28/01/18 EUR 2,000 100.42% 100.42% 9 2,018


5. LIQUIDEZ 10,473 2,859,810

5.1. À vista 0 1,819,336


5.1.3. Comissões 0 -70,210

5.1.9 Outros 0 -32,125

5.2. A prazo 10,473 1,040,473


5.2.1. DP/BCP/EUR EUR 10,473 1,040,473








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 720,000 100.90% 100.90% 17,049 743,493












2.1.3. Banco Comercial Portugues Floater - Março 2016 EUR 8,000,000 99.81% 99.81% 36,992 8,021,619

2.1.3. Banco Comercial Portugues Floater junho 2017 EUR 8,000,000 98.04% 98.04% 205 7,843,337

2.1.3. BCP CLN Grupo Pestana 20/12/15 EUR 4,700,000 97.84% 97.84% 1,043 4,599,436

2.1.3. Celbi Float 28/01/18 EUR 74,000 100.42% 100.42% 342 74,654


5. LIQUIDEZ 0 9,628,209

5.1. À vista 0 9,628,209


5.1.3. Comissões 0 -13,072

5.1.9 Outros 0 -88,695



7.2.2. Swaps -481,182 -550,143

7.2.2. IRS. 34821 26/03/2008 - 26/03/2016 EUR 295 74,940

7.2.2. IRS. 34823 26/03/2008 - 26/03/2016 EUR 1,261 40,408

7.2.2. IRS. 34835 26/03/2008 - 26/03/2016 EUR -35,063 29,048

7.2.2. IRS. 34879 26/03/2008 - 26/03/2016 EUR -447,675 -694,539








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 1SR 281 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.95% 25/10/23 EUR 4,500,000 116.96% 116.96% 151,348 5,414,548








1.2.3. CEMG-Cayman Island Float 18/04/16 EUR 750,000 94.61% 94.61% 1,408 710,971



1.2.3. MB Finance AB Float 20/12/17 EUR 20,000,000 82.66% 82.66% 9,107 16,541,107

1.2.3. Mota Engil 6.85% 18/03/16 EUR 2,833,000 101.75% 101.75% 54,984 2,937,561

1.2.3. Royal Bk Scotland Var 4.243% 29/12/49 EUR 15,000,000 99.47% 99.47% 294,685 15,214,735




2.1.3. Banco Comercial Portug Floater 2º Em - Julho 2016 EUR 1,000,000 98.63% 98.63% 839 987,149

2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 50,000 98.34% 98.34% 54 49,226


2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 200,000 92.99% 92.99% 701 186,681

2.1.3. Banco Comercial Português - Floater Junho 2016 EUR 4,100,000 93.33% 93.33% 14,366 3,840,758

2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 50,000 101.95% 101.95% 730 51,706





2.1.3. Banco Comercial Portugues Floater-Setembro 2015 EUR 900,000 96.67% 96.67% 205 870,209


2.1.3. Celbi Float 28/01/18 EUR 1,118,500 100.42% 100.42% 5,172 1,128,390




2.3.2. José de Mello 1 EM PC 29/06/15 - 15/02/16 EUR 850,000 1.00 1.00 61 850,061

5. LIQUIDEZ 18,150 2,493,426

5.1. À vista 0 -374,724


5.1.3. Comissões 0 -377,663

5.1.9 Outros 0 0

5.2. A prazo 18,150 2,868,150


5.2.1. Depósito a Prazo 4.195% 05/12/14 - 21/11/20 EUR 367 350,367

5.2.1. DP/BCP/EUR EUR 16,778 1,666,778

5.2.1. DP/BCP/EUR EUR 1,005 851,005

7. OPERAÇÕES COM PRODUTOS DERIVADOS -2,062,316 -9,616,232

7.2. Fora de mercado regulamentado -2,062,316 -9,616,232

7.2.2. Swaps -2,062,316 -9,616,232

7.2.2. IRS. 33878 13/02/2008 - 13/02/2016 EUR -863,157 -2,684,494

7.2.2. IRS. 33879 13/02/2008 - 13/02/2016 EUR -60,559 -758,761

7.2.2. IRS. 33967 13/02/2008 - 13/02/2016 EUR 14,090 -439,892

7.2.2. IRS. 33970 13/02/2008 - 13/02/2016 EUR 3,938 53,194

7.2.2. IRS. DIB84931 13/02/2008 - 13/02/2016 EUR -120,753 -1,557,066

7.2.2. IRS. DIB84983 13/02/2008 - 13/02/2016 EUR 34,038 -694,500

7.2.2. IRS. DIB95828 13/02/2008 - 13/02/2016 EUR -320,309 -790,391

7.2.2. IRS. DIB95841 13/02/2008 - 13/02/2016 EUR -452,100 -2,152,493

7.2.2. IRS. DIC59353 13/02/2008 - 13/02/2016 EUR 6,299 82,041

7.2.2. IRS. DIC59482 13/02/2008 - 13/02/2016 EUR -143,548 -352,523

7.2.2. IRS. DID13504 13/02/2008 - 13/02/2016 EUR -160,255 -321,347








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIV 2008 8A 1SR - 282 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 80,000 100.90% 100.90% 1,894 82,610

1.1.1. Portuguese OTs 6.4% 15/02/16 EUR 2,000 104.03% 104.03% 47 2,128





1.2.3. Mota Engil 6.85% 18/03/16 EUR 135,000 101.75% 101.75% 2,620 139,983





2.1.3. Banco Comercial Portugues Floater-Março 2016 EUR 30,000,000 99.40% 99.40% 2,025 29,823,141

2.1.3. Celbi Float 28/01/18 EUR 13,000 100.42% 100.42% 60 13,115


5. LIQUIDEZ 0 102,771

5.1. À vista 0 102,771


5.1.3. Comissões 0 -9,880

5.1.9 Outros 0 0

7. OPERAÇÕES COM PRODUTOS DERIVADOS 26,857 1,265,358

7.2. Fora de mercado regulamentado 26,857 1,265,358

7.2.2. Swaps 26,857 1,265,358

7.2.2. CDS. 2409 30/12/2011 - 29/03/2016 SENIOR EUR 3,840 169,893

7.2.2. CDS. 2410 30/12/2011 - 29/03/2016 SENIOR EUR 2,875 90,708

7.2.2. CDS. 2411 30/12/2011 - 29/03/2016 SENIOR EUR 2,875 94,076

7.2.2. IRS. 35021 25/03/2008 - 29/03/2016 EUR 4,075 215,055

7.2.2. IRS. 35026 25/03/2008 - 29/03/2016 EUR 2,301 121,345

7.2.2. IRS. 35027 25/03/2008 - 29/03/2016 EUR 2,315 122,117

7.2.2. IRS. 35089 25/03/2008 - 29/03/2016 EUR 2,301 121,345

7.2.2. IRS. 35121 25/03/2008 - 29/03/2016 EUR 3,453 182,131

7.2.2. IRS. 35122 25/03/2008 - 29/03/2016 EUR 2,822 148,688








NPC: 501 836 926


Carteira: OC (UL) RENDA PRIVATE 2008 8A - 2SR(NN) - 283 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 80,000 100.90% 100.90% 1,894 82,610








2.1.3. Banco Comercial Portugues Floater - Abril 2016 1ªem EUR 11,100,000 99.36% 99.36% 13,416 11,042,472


5. LIQUIDEZ 0 -1,176

5.1. À vista 0 -1,176


5.1.3. Comissões 0 -3,300



7.2.2. Swaps 165,869 638,478

7.2.2. CDS. 2416 30/12/2011 - 04/04/2016 SENIOR EUR 12,133 39,985

7.2.2. CDS. 2417 30/12/2011 - 04/04/2016 SENIOR EUR 25,288 91,522

7.2.2. CDS. 2418 30/12/2011 - 04/04/2016 SENIOR EUR 21,280 75,748

7.2.2. IRS. 35502 04/04/2008 - 04/04/2016 EUR 38,385 154,386

7.2.2. IRS. 35503 04/04/2008 - 04/04/2016 EUR 42,134 169,148

7.2.2. IRS. 35795 04/04/2008 - 04/04/2016 EUR 26,649 107,690








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 2SR- 284 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro









1.2.3. Mota Engil 6.85% 18/03/16 EUR 217,000 101.75% 101.75% 4,212 225,009







2.1.3. Celbi Float 28/01/18 EUR 28,000 100.42% 100.42% 129 28,248

5. LIQUIDEZ 0 -130,300

5.1. À vista 0 -130,300


5.1.3. Comissões 0 -273,700

5.1.9 Outros 0 -63,860



7.2.2. Swaps 86,032 4,276,355

7.2.2. CDS. 2412 30/12/2011 - 29/03/2016 SENIOR EUR 13,438 583,637

7.2.2. CDS. 2413 30/12/2011 - 29/03/2016 SENIOR EUR 1,823 80,677

7.2.2. CDS. 2414 30/12/2011 - 29/03/2016 SENIOR EUR 3,854 144,816

7.2.2. CDS. 2986 30/12/2011 - 29/03/2016 SENIOR EUR 6,108 253,406

7.2.2. IRS. 34788 25/03/2008 - 29/03/2016 EUR 25,388 1,338,658

7.2.2. IRS. 34789 25/03/2008 - 29/03/2016 EUR 15,181 803,527

7.2.2. IRS. 34791 25/03/2008 - 29/03/2016 EUR 9,088 480,958

7.2.2. IRS. 35526 25/03/2008 - 29/03/2016 EUR 4,648 246,269

7.2.2. IRS. 67817 25/03/2008 - 29/03/2016 EUR 6,506 344,405








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 3SR- 285 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 50,000 100.90% 100.90% 1,184 51,631










2.1.3. Celbi Float 28/01/18 EUR 35,000 100.42% 100.42% 162 35,309



5.1. À vista 0 48,116


5.1.3. Comissões 0 -31,204

5.1.9 Outros 0 0

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1,592,470 5,980,923

7.2. Fora de mercado regulamentado 1,592,470 5,980,923

7.2.2. Swaps 1,592,470 5,980,923

7.2.2. CDS. 2419 30/12/2011 - 04/04/2016 SENIOR EUR 60,667 159,799

7.2.2. CDS. 2420 30/12/2011 - 04/04/2016 SENIOR EUR 47,133 155,325

7.2.2. CDS. 2421 30/12/2011 - 04/04/2016 SENIOR EUR 63,093 194,993

7.2.2. CDS. 2422 30/12/2011 - 04/04/2016 SENIOR EUR 91,000 317,738

7.2.2. CDS. 2423 30/12/2011 - 04/04/2016 SENIOR EUR 86,077 314,217

7.2.2. CDS. 2424 30/12/2011 - 04/04/2016 SENIOR EUR 84,588 301,099

7.2.2. CDS. 2425 30/12/2011 - 04/04/2016 SENIOR EUR 97,067 250,371

7.2.2. IRS. 35146 04/04/2008 - 04/04/2016 EUR 201,260 812,253

7.2.2. IRS. 35147 04/04/2008 - 04/04/2016 EUR 207,327 838,463

7.2.2. IRS. 35495 04/04/2008 - 04/04/2016 EUR 145,127 582,621

7.2.2. IRS. 35832 04/04/2008 - 04/04/2016 EUR 130,819 527,964

7.2.2. IRS. 35847 04/04/2008 - 04/04/2016 EUR 103,522 418,333

7.2.2. IRS. 35849 04/04/2008 - 04/04/2016 EUR 133,246 538,448

7.2.2. IRS. 63440 04/04/2008 - 04/04/2016 EUR 141,546 569,298








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2008 8A 2SR 286 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 241,000 100.90% 100.90% 5,707 248,864








2.1.3. Banco Comercial Portugues Floater - março 2018 EUR 700,000 97.92% 97.92% 2,453 687,926


5. LIQUIDEZ 0 1,047

5.1. À vista 0 1,047


5.1.3. Comissões 0 -3,227



7.2.2. Swaps 45,930 202,640

7.2.2. CDS. 2435 30/12/2011 - 07/05/2016 SENIOR EUR 20,813 109,495

7.2.2. CDS. 2436 30/12/2011 - 07/05/2016 SENIOR EUR 15,938 65,390

7.2.2. CDS. 2437 30/12/2011 - 07/05/2016 SENIOR EUR 9,180 27,755








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 61,000 100.90% 100.90% 1,444 62,990







2.1.3. Banco Comercial Portugues Floater-Abril 2016 2ªem EUR 35,000,000 99.30% 99.30% 38,329 34,793,413

2.1.3. Celbi Float 28/01/18 EUR 220,000 100.42% 100.42% 1,017 221,945


2.3. Outros instrumentos de dívida 75 1,050,075

2.3.2. Papel comercial 75 1,050,075

2.3.2. José de Mello 1 EM PC 29/06/15 - 15/02/16 EUR 1,050,000 1.00 1.00 75 1,050,075


5.1. À vista 0 -2,150


5.1.3. Comissões 0 -9,688



7.2.2. Swaps 723,288 3,220,115

7.2.2. CDS. 2432 30/12/2011 - 14/04/2016 SENIOR EUR 55,183 204,329

7.2.2. CDS. 2433 30/12/2011 - 14/04/2016 SENIOR EUR 34,650 76,888

7.2.2. CDS. 2434 30/12/2011 - 14/04/2016 SENIOR EUR 34,650 102,461

7.2.2. IRS. 40843 14/04/2008 - 14/04/2016 EUR 20,689 115,706

7.2.2. IRS. DIH76024 14/04/2008 - 14/04/2016 EUR 4,781 37,525

7.2.2. IRS. DIH76135 14/04/2008 - 14/04/2016 EUR 573,335 2,683,206








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 4SR 288 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. Mota Engil 6.85% 18/03/16 EUR 150,000 101.75% 101.75% 2,911 155,536




2.1.3. Banco Comercial Portug Floater 2º Em - Julho 2016 EUR 1,300,000 98.63% 98.63% 1,090 1,283,293







5. LIQUIDEZ 0 141,266

5.1. À vista 0 141,266


5.1.3. Comissões 0 -43,701



7.2.2. Swaps 326,691 2,164,245

7.2.2. CDS. 2438 30/12/2011 - 07/05/2016 SENIOR EUR 19,009 100,005

7.2.2. CDS. 2439 30/12/2011 - 07/05/2016 SENIOR EUR 15,938 65,390

7.2.2. CDS. 2892 30/12/2011 - 07/05/2016 SENIOR EUR 22,058 66,179

7.2.2. IRS. 35453 07/05/2008 - 07/05/2016 EUR 16,518 193,879

7.2.2. IRS. DIH90972 07/05/2008 - 07/05/2016 EUR 18,035 157,044

7.2.2. IRS. DIH91003 07/05/2008 - 09/05/2016 EUR 235,134 1,581,748








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 16,000 100.90% 100.90% 379 16,522







5.1. À vista 0 21,910


5.1.3. Comissões 0 -2,022



7.2.2. Swaps 31,670 92,659

7.2.2. CDS. 2426 30/12/2011 - 04/04/2016 SENIOR EUR 14,000 36,877

7.2.2. CDS. 2427 30/12/2011 - 04/04/2016 SENIOR EUR 9,100 29,989

7.2.2. CDS. 2428 30/12/2011 - 04/04/2016 SENIOR EUR 14,560 44,998

7.2.2. IRS. DIJ87927 17/04/2008 - 17/04/2016 EUR -5,990 -19,204








NPC: 501 836 926


Carteira: OC (UL) RENDA EMPRESAS 2008 8A (NN) - 292 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro












5.1. À vista 0 20,397


5.1.3. Comissões 0 -2,488



7.2.2. Swaps 123,112 586,732

7.2.2. CDS. 2429 30/12/2011 - 04/04/2016 SENIOR EUR 18,667 49,169

7.2.2. CDS. 2430 30/12/2011 - 04/04/2016 SENIOR EUR 12,367 40,754

7.2.2. CDS. 2431 30/12/2011 - 04/04/2016 SENIOR EUR 19,413 59,998

7.2.2. IRS. DIL16305 23/04/2008 - 26/04/2016 EUR 72,665 436,811








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2008 8A 3SR - 293 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










2.1.3. Banco Comercial Portugues Floater - Junho 2016 EUR 326,000 99.34% 99.34% 1,507 325,348



2.1.3. Banco Comercial Portugues Floater 27/06/16 EUR 980,000 97.79% 97.79% 25 958,394

2.1.3. Banco Comercial Portugues Floater- Junho 2016 EUR 11,700,000 98.82% 98.82% 1,264 11,563,518


5.1. À vista 0 10,261


5.1.3. Comissões 0 -159,328



7.2.2. Swaps 236,336 7,592,375

7.2.2. CDS. 2445 30/12/2011 - 20/06/2016 SENIOR EUR 1,828 33,452

7.2.2. CDS. 2446 30/12/2011 - 20/06/2016 SENIOR EUR 739 16,213

7.2.2. CDS. 2447 30/12/2011 - 20/06/2016 SENIOR EUR 739 16,693

7.2.2. IRS. DIO37742 19/06/2008 - 19/06/2016 EUR 21,303 689,870

7.2.2. IRS. DIO37768 18/06/2008 - 20/06/2016 EUR 181,978 5,884,957

7.2.2. IRS. DLC42663 19/06/2008 - 19/06/2016 EUR 29,750 951,190








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro













2.1.3. Banco Comercial Portugues Floater - Junho 2016 EUR 8,259,550 99.34% 99.34% 38,192 8,243,043


2.1.3. Banco Comercial Português - Floater Junho 2016 EUR 887,000 93.33% 93.33% 3,108 830,915

2.1.3. Banco Comercial Portugues Floater- Junho 2016 EUR 35,300,000 98.82% 98.82% 3,812 34,888,222

2.1.3. BCP 5.625% Fevereiro 2016 EUR 150,000 100.30% 100.30% 1,572 152,027

5. LIQUIDEZ 0 150,382

5.1. À vista 0 150,382


5.1.3. Comissões 0 -59,210

5.1.9 Outros 0 -21,368



7.2.2. Swaps 73,971 3,546,187

7.2.2. CDS. 2442 30/12/2011 - 20/06/2016 SENIOR EUR 6,339 116,014

7.2.2. CDS. 2443 02/01/2012 - 20/06/2016 SENIOR EUR 2,006 44,007

7.2.2. CDS. 2444 30/12/2011 - 20/06/2016 SENIOR EUR 2,006 45,310

7.2.2. IRS. 36699 18/06/2008 - 20/06/2016 EUR 94,312 2,844,671

7.2.2. IRS. 66104 19/06/2008 - 19/06/2016 EUR -23,254 323,832

7.2.2. IRS. DIO37695 19/06/2008 - 20/06/2016 EUR -7,436 172,354








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 4SR - 295 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. Ageas Hybrid Var 29/06/49 EUR 21,850,000 101.33% 101.33% 24,477 22,165,737


1.2.3. Caixa Geral Depositos Float 28/06/16 EUR 6,394,000 87.81% 87.81% 48 5,614,299

1.2.3. CEMG-Cayman Island Float 18/04/16 EUR 1,000,000 94.61% 94.61% 1,878 947,962




2.1.3. Banco Comercial Portug Floater 2º Em - Maio 2016 EUR 21,000,000 99.06% 99.06% 11,695 20,814,075



5. LIQUIDEZ 1,351 2,425,158

5.1. À vista 0 343,806


5.1.3. Comissões 0 -50,805

5.2. A prazo 1,351 2,081,351


5.2.1. DP/BCP/EUR EUR 1,188 1,761,188

5.2.1. DP/BCP/EUR EUR 163 320,163



7.2.2. Swaps -114,936 -1,510,264

7.2.2. CDS. 2441 30/12/2011 - 20/05/2016 SENIOR EUR 21,525 97,987

7.2.2. IRS. 36296 20/05/2008 - 20/05/2016 EUR -304,702 -860,477

7.2.2. IRS. 36382 20/05/2008 - 20/05/2016 EUR 11,832 -345,602

7.2.2. IRS. 36383 20/05/2008 - 20/05/2016 EUR 9,858 86,177

7.2.2. IRS. DIM38947 20/05/2008 - 20/05/2016 EUR 56,653 -1,273,229

7.2.2. IRS. DIM46183 20/05/2008 - 20/05/2016 EUR 89,897 784,879








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro













2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 700,000 92.99% 92.99% 2,453 653,385

2.1.3. Banco Comercial Portugues Floater 1ªem- Julho 2016 EUR 40,000,000 98.70% 98.70% 47,771 39,528,243

5. LIQUIDEZ 0 -45,147

5.1. À vista 0 -45,147


5.1.3. Comissões 0 -50,164



7.2.2. Swaps 561,020 3,490,613

7.2.2. CDS. 2448 30/12/2011 - 08/07/2016 SENIOR EUR 19,736 41,342

7.2.2. CDS. 2449 30/12/2011 - 08/07/2016 SENIOR EUR 19,367 64,209

7.2.2. CDS. 2450 30/12/2011 - 08/07/2016 SENIOR EUR 19,736 15,051

7.2.2. CDS. 2451 30/12/2011 - 08/07/2016 SENIOR EUR 19,367 63,657

7.2.2. CDS. 2452 30/12/2011 - 08/07/2016 SENIOR EUR 18,444 13,868

7.2.2. IRS. 37007 08/07/2008 - 08/07/2016 EUR 439,429 3,145,532

7.2.2. IRS. 63454 08/07/2008 - 08/07/2016 EUR 24,943 146,954








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2008 8A 4SR - 299 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro














5. LIQUIDEZ 7,468 4,025,925

5.1. À vista 0 -21,543


5.1.3. Comissões 0 -23,504

5.2. A prazo 7,468 4,047,468


5.2.1. DP/BCP/EUR EUR 7,468 4,047,468



7.2.2. Swaps 156,382 9,340,063

7.2.2. CDS. 2453 30/12/2011 - 30/07/2016 SENIOR EUR 8,068 20,146

7.2.2. CDS. 2455 30/12/2011 - 30/07/2016 SENIOR EUR 8,612 4,668

7.2.2. CDS. 2456 30/12/2011 - 30/07/2016 SENIOR EUR 8,445 37,026

7.2.2. CDS. 2457 30/12/2011 - 30/07/2016 SENIOR EUR 7,625 4,035

7.2.2. CDS. 2967 30/12/2011 - 30/07/2016 SENIOR EUR 5,409 21,546

7.2.2. IRS. DIP82190 30/07/2008 - 30/07/2016 EUR 118,223 9,252,642








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






5. LIQUIDEZ 0 134,071

5.1. À vista 0 134,071


5.1.3. Comissões 0 -14,162



7.2.2. Swaps 125,717 1,146,045

7.2.2. CDS. 2458 30/12/2011 - 30/07/2016 SENIOR EUR 1,450 3,622

7.2.2. CDS. 2460 30/12/2011 - 30/07/2016 SENIOR EUR 1,450 786

7.2.2. CDS. 2461 30/12/2011 - 30/07/2016 SENIOR EUR 9,109 39,938

7.2.2. CDS. 2462 30/12/2011 - 30/07/2016 SENIOR EUR 7,879 4,169

7.2.2. CDS. 2945 30/12/2011 - 30/07/2016 SENIOR EUR 3,511 14,196

7.2.2. IRS. 65484 30/07/2008 - 01/08/2016 EUR 102,317 1,083,335








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2008 8A 8SR 303 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






1.2.3. Mota Engil 6.85% 18/03/16 EUR 50,000 101.75% 101.75% 970 51,845






2.1.3. Celbi Float 28/01/18 EUR 119,000 100.42% 100.42% 550 120,052


5. LIQUIDEZ 0 -20,248

5.1. À vista 0 -20,248


5.1.3. Comissões 0 -24,517



7.2.2. Swaps 104,433 1,750,647

7.2.2. CDS. 2463 30/12/2011 - 30/07/2016 SENIOR EUR 7,252 18,109

7.2.2. CDS. 2464 30/12/2011 - 30/07/2016 SENIOR EUR 5,883 26,207

7.2.2. CDS. 2465 30/12/2011 - 30/07/2016 SENIOR EUR 7,252 3,931

7.2.2. CDS. 2470 30/12/2011 - 03/09/2016 SENIOR EUR 3,218 33,114

7.2.2. CDS. 2471 30/12/2011 - 03/09/2016 SENIOR EUR 10,468 32,712

7.2.2. IRS. 38626 03/09/2008 - 03/09/2016 EUR 27,893 20,535

7.2.2. IRS. DIV00823 03/09/2008 - 05/09/2016 EUR 21,498 707,992

7.2.2. IRS. DIV00960 03/09/2008 - 05/09/2016 EUR 20,969 908,046








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2008 8A 5SR - 305 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 42,000 100.90% 100.90% 995 43,370





1.2.3. Mota Engil 6.85% 18/03/16 EUR 15,000 101.75% 101.75% 291 15,554





2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 33,950,000 98.55% 98.55% 17,948 33,474,393

5. LIQUIDEZ 0 -270,668

5.1. À vista 0 -270,668


5.1.3. Comissões 0 -310,728



7.2.2. Swaps 230,209 2,422,186

7.2.2. CDS. 2466 30/12/2011 - 22/08/2016 SENIOR EUR 24,863 217,250

7.2.2. CDS. 2467 30/12/2011 - 22/08/2016 SENIOR EUR 7,069 51,228

7.2.2. CDS. 2469 30/12/2011 - 22/08/2016 SENIOR EUR 15,221 116,167

7.2.2. CDS. 2813 30/12/2011 - 22/08/2016 SENIOR EUR 15,027 111,478

7.2.2. IRS. DIV34160 22/08/2008 - 22/08/2016 EUR 86,318 989,856

7.2.2. IRS. DIV73437 22/08/2008 - 22/08/2016 EUR 81,712 936,206








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 3,000 100.90% 100.90% 71 3,098





2.1.3. BBVA 3Y CLN BESES Fin Ltd 5.85% 14/08/16 EUR 4,500,000 98.80% 98.80% 33,638 4,479,638

2.1.3. BBVA 3Y CLN PT Intl BV 4.1% 14/08/16 EUR 4,500,000 96.96% 96.96% 23,575 4,386,775

5. LIQUIDEZ 23,909 6,137,200

5.1. À vista 0 -131,709


5.1.3. Comissões 0 -244,542

5.2. A prazo 23,909 6,268,909


5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (A) EUR 8,311 2,008,311

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (B) EUR 8,311 2,008,311

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (C) EUR 4,156 1,004,156

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (D) EUR 1,226 296,226

5.2.1. Depósito a Prazo 2,72% 14/08/13 - 29/07/16 (E) EUR 1,039 251,039

5.2.1. DP/BCP/EUR EUR 866 700,866

7. OPERAÇÕES COM PRODUTOS DERIVADOS -2,984,266 381,589

7.2. Fora de mercado regulamentado -2,984,266 381,589

7.2.2. Swaps -2,984,266 381,589

7.2.2. IRS. 74100 14/08/2013 - 14/08/2016 EUR -2,984,266 381,589








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 52,000 100.90% 100.90% 1,231 53,697

1.1.1. PGB 4.2% 15/10/16 EUR 1,000 105.30% 105.30% 30 1,083




2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 17,900,000 98.34% 98.34% 19,310 17,622,764



5.1. À vista 0 80,983


5.1.3. Comissões 0 -15,745



7.2.2. Swaps 231,082 1,666,818

7.2.2. CDS. 2472 30/12/2011 - 15/10/2016 SENIOR EUR 30,780 155,708

7.2.2. CDS. 2473 30/12/2011 - 15/10/2016 SENIOR EUR 30,970 81,281

7.2.2. IRS. DIX85161 15/10/2008 - 15/10/2016 EUR 169,332 1,429,828








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro












2.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 2,400,000 98.55% 98.55% 1,269 2,366,378

2.1.3. Banco Comercial Portugues Floater-Novembro 2016 EUR 8,000,000 98.20% 98.20% 3,796 7,859,721

5. LIQUIDEZ 0 138,756

5.1. À vista 0 138,756


5.1.3. Comissões 0 -11,986



7.2.2. Swaps 92,002 549,430

7.2.2. CDS. 2474 30/12/2011 - 26/11/2016 SENIOR EUR 6,378 58,958

7.2.2. IRS. 40324 26/11/2008 - 28/11/2016 EUR 36,592 -87,174

7.2.2. IRS. DJD31304 26/11/2008 - 26/11/2016 EUR 38,031 605,152

7.2.2. IRS. DJG96999 26/11/2008 - 28/11/2016 EUR 11,001 -27,506








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro









1.2.3. CEMG-Cayman Island Float 18/04/16 EUR 250,000 94.61% 94.61% 469 236,990

1.2.3. Mota Engil 6.85% 18/03/16 EUR 1,441,000 101.75% 101.75% 27,967 1,494,185





2.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 50,000 98.34% 98.34% 54 49,226

2.1.3. Banco Comercial Portugues Floater- -Dezembro 2016 EUR 19,500,000 98.09% 98.09% 263 19,128,103


2.1.3. Banco Comercial Português - Floater Julho 2016 EUR 400,000 92.99% 92.99% 1,402 373,363


2.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 25,000 82.62% 82.62% 15 20,669

2.1.3. BCP 5.625% Fevereiro 2016 EUR 150,000 100.30% 100.30% 1,572 152,027

2.1.3. Celbi Float 28/01/18 EUR 66,000 100.42% 100.42% 305 66,584


5. LIQUIDEZ 0 -134,850

5.1. À vista 0 -134,850


5.1.3. Comissões 0 -155,431

5.1.9 Outros 0 -46,770



7.2.2. Swaps 4,119 1,979,676

7.2.2. CDS. 2475 30/12/2011 - 29/12/2016 SENIOR EUR 139 71,003

7.2.2. CDS. 2476 30/12/2011 - 29/12/2016 SENIOR EUR 94 30,549

7.2.2. CDS. 2477 30/12/2011 - 29/12/2016 SENIOR EUR 423 164,172

7.2.2. IRS. DJG46737 29/12/2008 - 29/12/2016 EUR 2,453 1,202,544

7.2.2. IRS. DJH60772 29/12/2008 - 29/12/2016 EUR 1,010 511,408








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 35,000 108.19% 108.19% 1,072 38,937







2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 89,500,000 97.91% 97.91% 52,489 87,678,404


5. LIQUIDEZ 0 -298

5.1. À vista 0 -298


5.1.3. Comissões 0 -39,988



7.2.2. Swaps 601,797 7,138,161

7.2.2. CDS. 2479 30/12/2011 - 18/02/2017 SENIOR EUR 151,032 1,628,983

7.2.2. CDS. 2954 30/12/2011 - 18/02/2017 SENIOR EUR 12,789 171,510

7.2.2. IRS. 41273 18/02/2009 - 20/02/2017 EUR 89,884 1,416,368

7.2.2. IRS. DLN79208 18/02/2009 - 20/02/2017 EUR 348,092 3,921,299








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2009 8A 1SR 318 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 14,000 108.19% 108.19% 429 15,575




5. LIQUIDEZ 0 262,082

5.1. À vista 0 262,082


5.1.3. Comissões 0 -12,657



7.2.2. Swaps 60,652 -247,611

7.2.2. IRS. DJI86446 07/01/2009 - 09/01/2017 EUR 60,652 -247,611








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 2SR - 320 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 8,000 108.19% 108.19% 245 8,900









2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 3,600,000 97.91% 97.91% 2,111 3,526,729

2.1.3. Banco Comercial Portugues Floater-Abril 2017 EUR 90,000,000 97.76% 97.76% 116,550 88,102,944


2.1.3. Celbi Float 28/01/18 EUR 6,000 100.42% 100.42% 28 6,053

5. LIQUIDEZ 0 -1,772,671

5.1. À vista 0 -1,772,671


5.1.3. Comissões 0 -316,680

5.1.9 Outros 0 -1,529,360

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1,275,044 10,646,608

7.2. Fora de mercado regulamentado 1,275,044 10,646,608

7.2.2. Swaps 1,275,044 10,646,608

7.2.2. CDS. 2480 30/12/2011 - 18/02/2017 SENIOR EUR 2,884 31,102

7.2.2. CDS. 2481 30/12/2011 - 01/04/2017 SENIOR EUR 149,000 879,910

7.2.2. CDS. 2483 30/12/2011 - 01/04/2017 SENIOR EUR 31,000 183,751

7.2.2. CDS. 2485 30/12/2011 - 01/04/2017 SENIOR EUR 9,625 40,966

7.2.2. CDS. 2974 26/02/2013 - 20/03/2017 SENIOR EUR 7,667 382,765

7.2.2. IRS. 40903 01/04/2009 - 01/04/2017 EUR 986,194 8,435,907

7.2.2. IRS. DJR09955 20/04/2009 - 01/04/2017 EUR 88,674 692,207








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 09 8 A 3ª SR - 322 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 12,000 108.19% 108.19% 368 13,350




2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 34,000,000 97.62% 97.62% 22,259 33,212,518

5. LIQUIDEZ 0 1,465

5.1. À vista 0 1,465


5.1.3. Comissões 0 -5,651



7.2.2. Swaps 197,864 3,516,094

7.2.2. CDS. 2487 30/12/2011 - 13/05/2017 SENIOR EUR 22,008 317,271

7.2.2. CDS. 2488 30/12/2011 - 13/05/2017 SENIOR EUR 8,269 114,019

7.2.2. CDS. 2490 30/12/2011 - 13/05/2017 SENIOR EUR 2,236 30,127

7.2.2. CDS. 2957 30/12/2011 - 13/05/2017 SENIOR EUR 11,550 157,166

7.2.2. CDS. 2965 30/12/2011 - 13/05/2017 SENIOR EUR 1,248 14,284

7.2.2. IRS. DLT59468 13/05/2009 - 13/05/2017 EUR 152,553 2,883,226








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 4SR-326 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 40,000 108.19% 108.19% 1,225 44,499





2.1.3. Celbi Float 28/01/18 EUR 36,000 100.42% 100.42% 166 36,318


5.1. À vista 0 25,605


5.1.3. Comissões 0 -8,068



7.2.2. Swaps 21,957 649,434

7.2.2. CDS. 2492 30/12/2011 - 13/05/2017 SENIOR EUR 6,113 88,131

7.2.2. CDS. 2493 30/12/2011 - 13/05/2017 SENIOR EUR 3,168 45,619

7.2.2. IRS. DJT87166 02/06/2009 - 02/06/2017 EUR 12,676 515,684








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-5S-328 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro











2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 250,000 98.71% 98.71% 503 247,266


2.1.3. Banco comercial Português Floater - Agosto 2017 EUR 5,000,000 97.33% 97.33% 3,850 4,870,298

2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 100,000 96.83% 96.83% 1 96,828

2.1.3. BCP 5.625% Fevereiro 2016 EUR 50,000 100.30% 100.30% 524 50,676

2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 50,000 101.24% 101.24% 91 50,709

5. LIQUIDEZ 0 -232,749

5.1. À vista 0 -232,749


5.1.3. Comissões 0 -231,557

5.1.9 Outros 0 -9,351



7.2.2. Swaps 121,931 2,525,311

7.2.2. CDS. 2494 30/12/2011 - 13/05/2017 SENIOR EUR 2,159 29,776

7.2.2. CDS. 2495 30/12/2011 - 13/05/2017 SENIOR EUR 573 7,725

7.2.2. CDS. 2503 30/12/2011 - 05/08/2017 SENIOR EUR 5,911 32,775

7.2.2. IRS. 3296592B 05/08/2009 - 05/08/2017 EUR 93,072 2,193,303

7.2.2. IRS. 43376 05/08/2009 - 05/08/2017 EUR 20,215 261,733








NPC: 501 836 926


Carteira: OC (UL) Renda Certa Especial 2009-8A-2ªs-331 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 27,000 108.19% 108.19% 827 30,037









2.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 3,250,000 98.71% 98.71% 6,535 3,214,452

2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 100,000 97.91% 97.91% 59 97,965


2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 24,100,000 98.71% 98.71% 48,459 23,836,395


2.1.3. BCP Finance Bank CLN Brisa 28/07/17 EUR 12,700,000 99.79% 99.79% 55,540 12,728,398

5. LIQUIDEZ 0 -530,339

5.1. À vista 0 -530,339


5.1.3. Comissões 0 -578,546



7.2.2. Swaps 407,679 4,763,014

7.2.2. CDS. 2496 30/12/2011 - 28/07/2017 SENIOR EUR 13,857 113,973

7.2.2. CDS. 2497 30/12/2011 - 28/07/2017 SENIOR EUR 20,332 149,189

7.2.2. CDS. 2498 30/12/2011 - 28/07/2017 SENIOR EUR 4,669 36,392

7.2.2. CDS. 2499 30/12/2011 - 28/07/2017 SENIOR EUR 14,792 64,843

7.2.2. CDS. 2845 06/02/2012 - 28/07/2017 SENIOR EUR 4,323 8,234

7.2.2. IRS. 43565 28/07/2009 - 28/07/2017 EUR 349,708 4,390,383








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2009-8 A -1ª S - 332 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










2.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 500,000 98.71% 98.71% 1,005 494,531

2.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 50,000 97.91% 97.91% 29 48,982


2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 2,700,000 98.71% 98.71% 5,429 2,670,468



5. LIQUIDEZ 0 -48,676

5.1. À vista 0 -48,676


5.1.3. Comissões 0 -50,852



7.2.2. Swaps 5,910 33,969

7.2.2. CDS. 2500 30/12/2011 - 28/07/2017 SENIOR EUR 2,528 20,792

7.2.2. CDS. 2501 30/12/2011 - 28/07/2017 SENIOR EUR 2,717 11,910

7.2.2. CDS. 2846 06/02/2012 - 28/07/2017 SENIOR EUR 665 1,267








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-2S-333 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 7,000 108.19% 108.19% 214 7,787







2.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 50,000 97.62% 97.62% 33 48,842

2.1.3. Banco Comercial Portugues Floater - Outubro 2017 EUR 48,350,000 97.03% 97.03% 42,222 46,956,531


5. LIQUIDEZ 0 -39,318

5.1. À vista 0 -39,318


5.1.3. Comissões 0 -40,708

5.1.9 Outros 0 0



7.2.2. Swaps 374,234 4,932,485

7.2.2. CDS. 2508 30/12/2011 - 28/10/2017 SENIOR EUR 13,309 59,943

7.2.2. CDS. 2509 30/12/2011 - 28/10/2017 SENIOR EUR 22,838 198,421

7.2.2. CDS. 2510 30/12/2011 - 28/10/2017 SENIOR EUR 48,125 426,489

7.2.2. IRS. 3438095B 28/10/2009 - 28/10/2017 EUR 289,963 4,247,631








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-1S-336 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 14,000 108.19% 108.19% 429 15,575








2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 750,000 98.71% 98.71% 1,508 741,797




5. LIQUIDEZ 0 -951

5.1. À vista 0 -951


5.1.3. Comissões 0 -16,063

5.1.9 Outros 0 -33,333



7.2.2. Swaps 7,814 1,615,775

7.2.2. CDS. 2502 30/12/2011 - 28/07/2017 SENIOR EUR 2,748 20,161

7.2.2. CDS. 2504 30/12/2011 - 25/09/2017 SENIOR EUR 653 51,014

7.2.2. CDS. 2505 30/12/2011 - 25/09/2017 SENIOR EUR 601 32,065

7.2.2. CDS. 2506 30/12/2011 - 25/09/2017 SENIOR EUR 1,307 56,197

7.2.2. CDS. 2507 30/12/2011 - 25/09/2017 SENIOR EUR 700 43,704

7.2.2. IRS. 3400520B 23/09/2009 - 23/09/2017 EUR 5,861 977,635

7.2.2. IRS. 3441090B 15/10/2009 - 23/09/2017 EUR 2,790 303,672

7.2.2. IRS. 44457 25/09/2009 - 23/09/2017 EUR -6,845 131,328








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-6S-338 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 71,000 108.19% 108.19% 2,175 78,986







2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 350,000 87.48% 87.48% 16,613 322,803

2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 9,100,000 88.73% 88.73% 431,938 8,506,263

2.1.3. Banco Comercial Portugues Fixa-Outubro 2019 EUR 5,400,000 89.75% 89.75% 256,315 5,102,934

2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 60,000,000 96.83% 96.83% 808 58,096,750

5. LIQUIDEZ 0 -45,255

5.1. À vista 0 -45,255


5.1.3. Comissões 0 -48,601

5.1.9 Outros 0 -163,325

7. OPERAÇÕES COM PRODUTOS DERIVADOS -461,337 4,757,472

7.2. Fora de mercado regulamentado -461,337 4,757,472

7.2.2. Swaps -461,337 4,757,472

7.2.2. CDS. 2511 30/12/2011 - 29/12/2017 SENIOR EUR 1,151 306,421

7.2.2. CDS. 2512 30/12/2011 - 29/12/2017 SENIOR EUR 169 39,734

7.2.2. IRS. 3497830B 29/12/2009 - 29/12/2017 EUR -472,778 -500,079

7.2.2. IRS. 3497855B 29/12/2009 - 29/12/2017 EUR 3,699 3,115,596

7.2.2. IRS. 3589509B 29/12/2009 - 29/12/2017 EUR 678 567,519

7.2.2. IRS. 46083 29/12/2009 - 29/12/2017 EUR 1,035 867,561

7.2.2. IRS. 46657 08/01/2010 - 20/12/2017 EUR 4,710 360,720








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A-7S-343 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 50,000 108.19% 108.19% 1,531 55,624








2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 1,000,000 88.15% 88.15% 47,466 928,948



5.1. À vista 0 13,090


5.1.3. Comissões 0 -2,940

5.1.9 Outros 0 0



7.2.2. Swaps -48,469 325,073

7.2.2. CDS. 2513 30/12/2011 - 29/12/2017 SENIOR EUR 93 11,318

7.2.2. IRS. 3589448B 29/12/2009 - 29/12/2017 EUR -47,317 109,600

7.2.2. IRS. 46153 29/12/2009 - 29/12/2017 EUR -1,531 7,523

7.2.2. IRS. 66468 29/12/2009 - 29/12/2017 EUR 286 196,631








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2009 8A - 1S - 345 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 16,000 108.19% 108.19% 490 17,800








2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 1,000,000 88.15% 88.15% 47,466 928,948


5. LIQUIDEZ 0 9,762

5.1. À vista 0 9,762


5.1.3. Comissões 0 -3,095

5.1.9 Outros 0 0



7.2.2. Swaps -48,453 141,516

7.2.2. CDS. 2514 30/12/2011 - 29/12/2017 SENIOR EUR 97 11,708

7.2.2. IRS. 3592456B 29/12/2009 - 29/12/2017 EUR -47,283 -21,766

7.2.2. IRS. 3592458B 29/12/2009 - 29/12/2017 EUR -1,522 -61,563

7.2.2. IRS. 46157 29/12/2009 - 29/12/2017 EUR 255 213,137








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente 2010 8A-1SR (NN)-346 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 40,000 100.90% 100.90% 947 41,305

1.1.1. PGB 4.35% 16/10/17 EUR 51,000 108.19% 108.19% 1,562 56,736







2.1.3. Banco Comercial Portugues Floater - Fevereiro 2018 EUR 34,400,000 96.65% 96.65% 20,175 33,266,478


2.1.3. Celbi Float 28/01/18 EUR 152,000 100.42% 100.42% 703 153,344


5. LIQUIDEZ 0 -11,887

5.1. À vista 0 -11,887


5.1.3. Comissões 0 -15,981



7.2.2. Swaps 189,888 4,201,502

7.2.2. CDS. 2515 30/12/2011 - 17/02/2018 SENIOR EUR 782 4,654

7.2.2. CDS. 2516 30/12/2011 - 17/02/2018 SENIOR EUR 39,623 466,867

7.2.2. IRS. 3687649B 17/02/2010 - 17/02/2018 EUR -41,047 -1,030,388

7.2.2. IRS. 60010 17/02/2010 - 17/02/2018 EUR 69,354 1,718,669

7.2.2. IRS. 66020 17/02/2010 - 17/02/2018 EUR 121,177 3,041,701








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2010 8A 1SR (NN) - 347 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 34,000 100.90% 100.90% 805 35,109









5. LIQUIDEZ 0 -497

5.1. À vista 0 -497


5.1.3. Comissões 0 -3,046



7.2.2. Swaps 21,409 2,218,470

7.2.2. CDS. 2517 30/12/2011 - 17/02/2018 SENIOR EUR 7,481 88,150

7.2.2. IRS. 3641791B 17/02/2010 - 17/02/2018 EUR 13,928 2,130,320








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MENSAL 2010 1S-349 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 137,000 100.90% 100.90% 3,244 141,470

1.1.1. PGB 4.35% 16/10/17 EUR 158,000 108.19% 108.19% 4,839 175,772



1.2.3. BRISA 6.875% 02/04/18 EUR 500,000 113.92% 113.92% 8,359 577,949






2.1.3. Banco Comercial Portugues Floater - Fevereiro 2018 EUR 100,000 96.65% 96.65% 59 96,705


2.1.3. Banco Comercial Portugues Floater - Março 2018 EUR 2,000,000 96.52% 96.52% 0 1,930,305

2.1.3. Celbi Float 28/01/18 EUR 101,000 100.42% 100.42% 467 101,893

2.1.3. Cofina Float 28/09/19 EUR 400,000 104.77% 104.77% 3,975 423,068

5. LIQUIDEZ 0 584,697

5.1. À vista 0 584,697


5.1.3. Comissões 0 -3,925



7.2.2. Swaps 32,998 1,979,126

7.2.2. CDS. 2519 30/12/2011 - 31/03/2018 SENIOR EUR 0 33,898

7.2.2. CDS. 2522 30/12/2011 - 12/05/2018 SENIOR EUR 23,214 243,302

7.2.2. IRS. 3843467B 12/05/2010 - 12/05/2018 EUR 5,484 1,552,852

7.2.2. IRS. 50030 12/05/2010 - 12/05/2018 EUR 4,300 149,074








NPC: 501 836 926


Carteira: OC (UL) RENDA MENSAL ESPECIAL 2010-8A 1S-353 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





2.1.3. Banco Comercial Portugues Fixa outubro 2019 EUR 2,850,000 87.48% 87.48% 135,277 2,628,535


2.1.3. Banco Comercial Portugues Floater - Março 2018 EUR 46,300,000 96.52% 96.52% 0 44,686,561

5. LIQUIDEZ 0 -36,688

5.1. À vista 0 -36,688


5.1.3. Comissões 0 -160,448

5.1.9 Outros 0 -209,554



7.2.2. Swaps -7,236 7,265,888

7.2.2. CDS. 2518 30/12/2011 - 17/02/2018 SENIOR EUR 15,517 182,829

7.2.2. CDS. 2520 30/12/2011 - 31/03/2018 SENIOR EUR 0 784,738

7.2.2. IRS. 58330 30/03/2010 - 03/04/2018 EUR 0 2,238,038

7.2.2. IRS. 60119 31/03/2010 - 03/04/2018 EUR 0 3,109,345

7.2.2. IRS. 72342 31/03/2010 - 03/04/2018 EUR -22,752 950,938








NPC: 501 836 926


Carteira: ULA Capital Futuro (Estratégia Protecção)-355 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. Portugal T-BIL Cpz 20/11/15 EUR 89,500 99.97% 99.97% 0 89,469




1.2.1. BUNDESOBLIGATION 1.25% 14/10/16 EUR 51,000 101.95% 101.95% 452 52,444

1.2.1. Finnish Government 1.125% 15/09/18 EUR 50,000 103.83% 103.83% 444 52,356

1.2.1. FRTR 1% 25/11/18 EUR 80,000 103.34% 103.34% 476 83,148

1.2.1. Nether Gov 0.5% 15/04/17 EUR 65,000 101.24% 101.24% 67 65,873




1.2.2. EUROPEAN INVT BK CPZ 06/12/16 EUR 50,000 99.90% 99.90% 0 49,951



1.2.3. BNP Paribas 1.5% 12/03/18 EUR 30,000 102.66% 102.66% 135 30,934


1.2.3. Credit Agricole 4% 22/12/16 EUR 30,000 105.01% 105.01% 26 31,528

1.2.3. Daimler AG 4.125% 19/01/17 EUR 25,000 105.93% 105.93% 458 26,940

1.2.3. ENI SPA Float 11/10/17 EUR 20,000 105.74% 105.74% 125 21,272

1.2.3. Goldman Sachs 4.5% 09/05/16 EUR 25,000 103.62% 103.62% 160 26,065

1.2.3. ING Bank NV 4.125% 11/04/16 EUR 25,000 103.00% 103.00% 225 25,974

1.2.3. Mota Engil 6.85% 18/03/16 EUR 30,000 101.75% 101.75% 582 31,107

1.2.3. Portugal Telecom 6.25% 26/07/16 EUR 30,000 103.09% 103.09% 802 31,728


1.2.3. REN Redes Energeticas 6.25% 21/09/16 EUR 30,000 106.71% 106.71% 516 32,528

1.2.3. Volkswagen Int Fin 1% 26/10/16 EUR 30,000 100.97% 100.97% 203 30,495

5. LIQUIDEZ 47 94,437

5.1. À vista 0 1,390


5.1.3. Comissões 0 -871

5.2. A prazo 47 93,047


5.2.1. DP/BCP/EUR EUR 7 60,007

5.2.1. DP/BCP/EUR EUR 40 33,040








NPC: 501 836 926


Carteira: ULA Capital Futuro (Estratégia Apreciação)-356 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro








1.2.6. Verrazzano Advan Euro-Ei Eur EUR 640 126.22 126.22 0 80,778



3.1. Iridian-US Equity FD-Ipusd USD 266 113.14 101.12 26,897

3.1. SPDR S&P 500 ETF Trust USD 150 205.85 183.98 27,596




3.1. Odey-Odyssey Fund-GBP I GBP 984 166.90 234.61 230,856




3.1. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 2,343 196.61 196.61 460,646




3.1. Robeco Euro Government BD - I € EUR 2,977 157.20 157.20 467,939

5. LIQUIDEZ 1,585 479,670

5.1. À vista 0 58,085


5.1.3. Comissões 0 -3,593

5.1.9 Outros 0 1,341

5.2. A prazo 1,585 421,585

5.2.1. Depósitos e outros equiparados 1,585 421,585

5.2.1. DP/BCP/EUR EUR 1,585 421,585








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-1S(NN)-357 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 110,000 108.19% 108.19% 3,369 122,373









2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 4,000,000 90.57% 90.57% 189,863 3,812,613



2.1.3. BCP CLN Portugal 4.45% 3rd Issue June 2018 EUR 20,650,000 101.24% 101.24% 37,661 20,942,996


2.1.3. Celbi Float 28/01/18 EUR 185,700 100.42% 100.42% 859 187,342


5. LIQUIDEZ 0 9,032

5.1. À vista 0 9,032


5.1.3. Comissões 0 -37,089

5.1.9 Outros 0 0



7.2.2. Swaps -175,938 -638,112

7.2.2. IRS. 7027637B 17/06/2010 - 15/06/2018 EUR -178,588 -191,120

7.2.2. IRS. 7027723B 17/06/2010 - 15/06/2018 EUR 2,650 -446,991








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE MENSAL2010 8A-2S-358 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro










2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 400,000 88.73% 88.73% 18,986 373,902




5. LIQUIDEZ 0 -40,963

5.1. À vista 0 -40,963


5.1.3. Comissões 0 -68,578

5.1.9 Outros 0 -119,796

7. OPERAÇÕES COM PRODUTOS DERIVADOS 986 468,631

7.2. Fora de mercado regulamentado 986 468,631

7.2.2. Swaps 986 468,631

7.2.2. CDS. 2523 30/12/2011 - 12/05/2018 SENIOR EUR 7,901 82,812

7.2.2. IRS. 7031653B 29/06/2010 - 23/06/2018 EUR -6,915 385,818








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA 2010 8A-1S(NN)-359 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 30,000 100.90% 100.90% 710 30,979

1.1.1. PGB 4.35% 16/10/17 EUR 120,000 108.19% 108.19% 3,675 133,497



1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 113.92% 113.92% 1,672 115,590




2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 18,400,000 96.77% 96.77% 5,068 17,810,957

2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 25,100,000 101.99% 101.99% 48,554 25,647,369


5.1. À vista 0 27,110


5.1.3. Comissões 0 -57,054

5.1.9 Outros 0 0



7.2.2. Swaps 36,819 2,057,232

7.2.2. CDS. 2887 13/02/2012 - 15/06/2018 SENIOR EUR 15,833 659,059

7.2.2. IRS. 50695 15/06/2010 - 15/06/2018 EUR 77 -49,010

7.2.2. IRS. 55462 16/09/2010 - 15/06/2018 EUR -1,458 -868

7.2.2. IRS. 7005155B 15/06/2010 - 15/06/2018 EUR 22,367 1,448,051








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente Trimestral 2010 8A 1SR-363 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro











2.1.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 100,000 96.83% 96.83% 1 96,828







2.1.3. Celbi Float 28/01/18 EUR 27,000 100.42% 100.42% 125 27,239

2.1.3. Cofina Float 28/09/19 EUR 100,000 104.77% 104.77% 994 105,767

5. LIQUIDEZ 0 -205,292

5.1. À vista 0 -205,292


5.1.3. Comissões 0 -260,770

5.1.9 Outros 0 0



7.2.2. Swaps 103,421 2,237,838

7.2.2. CDS. 2524 30/12/2011 - 12/05/2018 SENIOR EUR 16,538 173,328

7.2.2. IRS. 53675 04/08/2010 - 06/08/2018 EUR 56,550 996,757

7.2.2. IRS. 54237 04/08/2010 - 06/08/2018 EUR 39,280 245,407

7.2.2. IRS. 68793 04/08/2010 - 06/08/2018 EUR -8,947 822,345








NPC: 501 836 926


Carteira: OC (UL) RENDA PRESTIGE 2010 5A-2SR(NN)-364 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


5. LIQUIDEZ 20,000 10,156,786

5.1. À vista 0 136,786


5.1.3. Comissões 0 -11,098

5.2. A prazo 20,000 10,020,000


5.2.1. DP/BCP/EUR EUR 20,000 10,020,000








NPC: 501 836 926


Carteira: OC (UL) Renda Crescente Trimestral 2010 8A-2S-365 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 113.92% 113.92% 1,672 115,590




2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 50,000 96.77% 96.77% 14 48,399



2.1.3. Celbi Float 28/01/18 EUR 18,000 100.42% 100.42% 83 18,159



5.1. À vista 0 22,269


5.1.3. Comissões 0 -34,890



7.2.2. Swaps -2,009 508,250

7.2.2. IRS. 55466 16/09/2010 - 15/09/2018 EUR -2,009 508,250








NPC: 501 836 926


Carteira: OC (UL) RENDA VALOR 2010 5A-1ªSR (NN)-366 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






5. LIQUIDEZ 14,356 13,802,339

5.1. À vista 0 -12,017


5.1.3. Comissões 0 -13,315

5.2. A prazo 14,356 13,814,356


5.2.1. DP/BCP/EUR EUR 14,356 13,814,356








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESC TRIM. 2010 8A 3 SR(NN)-367 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro











5.1. À vista 0 46,718


5.1.3. Comissões 0 -7,015








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 10A 1S - 368 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 20,000 108.19% 108.19% 613 22,250




2.1.3. BCP 4.75% September 2020 EUR 50,000 110.18% 110.18% 152 55,243




5.1. À vista 0 42,669


5.1.3. Comissões 0 -27,459



7.2.2. Swaps 209,789 -653,738

7.2.2. IRS. 57106 16/11/2010 - 03/11/2020 EUR 209,789 -653,738








NPC: 501 836 926


Carteira: OC (UL) RENDA VALOR 2010 5 A 2ªSR(NN)-369 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro


5. LIQUIDEZ 31,037 9,025,027

5.1. À vista 0 -35,010


5.1.3. Comissões 0 -35,779

5.2. A prazo 31,037 9,060,037


5.2.1. DP/BCP/EUR EUR 31,037 9,060,037








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESP 2010 8A 2SR(NN)-370 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 12,000 108.19% 108.19% 368 13,350

1.1.1. PGB 4.45% 15/06/18 EUR 5,000 109.99% 109.99% 9 5,509







2.1.3. Banco Comercial Portugues Floater - Novembro 2018 EUR 30,000,000 96.08% 96.08% 28,263 28,851,135



2.1.3. Celbi Float 28/01/18 EUR 66,500 100.42% 100.42% 308 67,088


5. LIQUIDEZ 0 183,030

5.1. À vista 0 183,030


5.1.3. Comissões 0 -28,718



7.2.2. Swaps 225,175 3,745,311

7.2.2. CDS. 2829 06/02/2012 - 03/11/2018 SENIOR EUR 118,300 1,708,076

7.2.2. IRS. 56018 03/11/2010 - 05/11/2018 EUR 106,875 2,037,235








NPC: 501 836 926


Carteira: OC (UL) Renda Private 2010 5 A 1ªserie (NN)-371 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






5. LIQUIDEZ 0 -30,914

5.1. À vista 0 -30,914


5.1.3. Comissões 0 -32,522

5.1.9 Outros 0 0








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-3S(NN)-372 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 1,345,000 100.90% 100.90% 31,849 1,388,887





1.2.3. BRISA 6.875% 02/04/18 EUR 100,000 113.92% 113.92% 1,672 115,590






2.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 50,000 96.77% 96.77% 14 48,399



2.1.3. Banco Comercial Portugues Floater - Maio 2018 EUR 50,000 96.36% 96.36% 33 48,215

2.1.3. Banco Comercial Portugues Floater - Março 2018 EUR 1,000,000 96.52% 96.52% 0 965,153

2.1.3. Millennium BCP Subordinadas julho 2020 EUR 150,000 101.17% 101.17% 3,300 155,061


5. LIQUIDEZ 0 128,164

5.1. À vista 0 128,164


5.1.3. Comissões 0 -34,064



7.2.2. Swaps 524,372 5,674,036

7.2.2. CDS. 2521 30/12/2011 - 31/03/2018 SENIOR EUR 0 16,949

7.2.2. CDS. 2525 30/12/2011 - 05/01/2019 SENIOR EUR 77,000 628,228

7.2.2. CDS. 2526 30/12/2011 - 05/01/2019 SENIOR EUR 61,250 443,368

7.2.2. CDS. 2527 30/12/2011 - 05/01/2019 SENIOR EUR 66,500 221,965

7.2.2. CDS. 2528 30/12/2011 - 05/01/2019 SENIOR EUR 15,750 155,014

7.2.2. IRS. 56868 05/01/2011 - 05/01/2019 EUR 303,872 4,208,511








NPC: 501 836 926


Carteira: OC (UL) RENDA VALOR 2010 5A-3SR (NN)-373 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 938,000 100.90% 100.90% 22,211 968,606




5. LIQUIDEZ 0 -23,605

5.1. À vista 0 -23,605


5.1.3. Comissões 0 -23,692








NPC: 501 836 926


Carteira: OC (UL) RENDA PRÉMIO 2010 5A 2S (NN) - 376 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro






5. LIQUIDEZ 3,111 1,039,712

5.1. À vista 0 36,601


5.1.3. Comissões 0 -47,920

5.2. A prazo 3,111 1,003,111


5.2.1. Depósito a Prazo 4.167% 05/11/12 - 24/09/20 EUR 1,551 201,551

5.2.1. DP/BCP/EUR EUR 1,560 801,560








NPC: 501 836 926


Carteira: OC (UL) RENDA CRESCENTE 2011 8 A-1S (NN)-377 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 150,000 100.90% 100.90% 3,552 154,894



1.2.3. EDP Finance BV 2.625% 15/04/19 EUR 100,000 102.67% 102.67% 545 103,212





2.1.3. Celbi Float 28/01/18 EUR 112,000 100.42% 100.42% 518 112,990


2.3.2. Papel comercial 7,774 2,273,699



5.1. À vista 0 -5,814


5.1.3. Comissões 0 -6,202



7.2.2. Swaps 83,338 1,953,193

7.2.2. CDS. 2529 30/12/2011 - 16/02/2019 SENIOR EUR 23,716 520,998

7.2.2. IRS. 59049 16/02/2011 - 16/02/2019 EUR 41,151 1,092,894

7.2.2. IRS. 7130863B 16/02/2011 - 16/02/2019 EUR 18,471 339,300








NPC: 501 836 926


Carteira: OC (UL) RENDA PREMIO ESPECIAL 2010 8A 1S - 379 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro







2.1. Valores mobiliários nacionais 2,433 59,230



2.1.3. Celbi Float 28/01/18 EUR 13,000 100.42% 100.42% 60 13,115


5.1. À vista 0 19,962


5.1.3. Comissões 0 -2,449



7.2.2. Swaps 13,802 457,624

7.2.2. IRS. 58335 22/12/2010 - 22/12/2018 EUR 13,802 457,624








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A-1S-382 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 525,000 100.90% 100.90% 12,432 542,130

1.1.1. PGB 3.85% 15/04/21 EUR 6,760,000 109.69% 109.69% 54,043 7,469,087

1.1.1. PGB 4.35% 16/10/17 EUR 193,000 108.19% 108.19% 5,911 214,708


1.1.2. Parpublica 3.75% 05/07/21 EUR 3,500,000 102.25% 102.25% 130,171 3,708,816








2.1.3. Celbi Float 28/01/18 EUR 85,000 100.42% 100.42% 393 85,752

2.1.3. Millennium BCP Sub March 2021 EUR 105,400,000 98.39% 98.39% 10,935 103,709,379


2.3.2. Papel comercial 30,081 17,042,570


2.3.2. Mota Engil SGPS SA 89 EM PC 18/06/15 - 17/07/15 EUR 11,975,000 1.00 1.00 5,732 11,980,732

2.3.2. Mota Gestão e Part PC 5 EM 19/01/15 - 20/07/15 EUR 500,000 1.01 1.01 8,800 514,440

5. LIQUIDEZ 0 124,248

5.1. À vista 0 124,248


5.1.3. Comissões 0 -44,190

5.1.9 Outros 0 -184,278



7.2.2. Swaps 23,833 19,738,691

7.2.2. IRS. 64958 28/03/2011 - 28/03/2021 EUR 30,668 16,119,321

7.2.2. IRS. 66459 28/03/2011 - 28/03/2021 EUR 309 2,422,204

7.2.2. IRS. 81220 28/03/2011 - 28/03/2021 EUR -7,145 1,197,166








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM PREMIO 2011 5A-1S-383 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.2% 15/10/16 EUR 189,000 105.30% 105.30% 5,611 204,628












2.1.3. Celbi Float 28/01/18 EUR 210,000 100.42% 100.42% 971 211,857

2.3. Outros instrumentos de dívida 100 1,350,100

2.3.2. Papel comercial 100 1,350,100

2.3.2. José de Mello 2 EM PC 29/06/15 - 28/06/16 EUR 1,350,000 1.00 1.00 100 1,350,100

5. LIQUIDEZ 0 -52,289

5.1. À vista 0 -52,289


5.1.3. Comissões 0 -55,991

5.1.9 Outros 0 0



7.2.2. Swaps 32,270 990,954

7.2.2. IRS. 62018 08/08/2011 - 05/07/2016 EUR 16,352 232,909

7.2.2. IRS. 62019 08/08/2011 - 05/07/2016 EUR 14,418 213,560

7.2.2. IRS. 62020 08/08/2011 - 05/07/2016 EUR 13,013 184,812

7.2.2. IRS. 72330 08/08/2011 - 05/07/2016 EUR -11,513 359,674








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A 2S-385 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 550,000 100.90% 100.90% 13,024 567,946

1.1.1. PGB 3.85% 15/04/21 EUR 5,500,000 109.69% 109.69% 43,970 6,076,920

1.1.1. PGB 4.35% 16/10/17 EUR 190,000 108.19% 108.19% 5,819 211,371




1.2.3. Teixeira Duarte GPII 4.57% 02/04/21 EUR 8,400,000 100.33% 100.33% 93,837 8,521,353




2.1.3. Millennium BCP Sub April 2021 EUR 64,100,000 98.44% 98.44% 603,822 63,701,478

2.1.3. Millennium BCP Sub March 2021 EUR 1,400,000 98.39% 98.39% 145 1,377,544


5.1. À vista 0 -7,908


5.1.3. Comissões 0 -25,844



7.2.2. Swaps 687,851 14,242,196

7.2.2. IRS. 66489 01/04/2011 - 01/04/2021 EUR 920,440 18,274,727

7.2.2. IRS. 7166580B 01/04/2011 - 01/04/2021 EUR 139,770 3,360,427

7.2.2. IRS. 7170706B 01/04/2011 - 01/04/2021 EUR -372,360 -7,392,958








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA PRIVATE 2011 3A 1S(NN)-386 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 540,000 108.19% 108.19% 16,540 600,739

1.1.1. PGB 4.45% 15/06/18 EUR 1,030,500 109.99% 109.99% 1,879 1,135,326




1.2.3. EDP Finance BV 2.625% 15/04/19 EUR 100,000 102.67% 102.67% 545 103,212




2.1.3. BBVA 5Y CLN PT Intl BV 4.15% 26/04/19 EUR 17,000,000 90.17% 90.17% 125,422 15,454,322

2.1.3. BNP Paribas 5Y CLN BRISA 3.75% 26/04/19 EUR 9,000,000 106.82% 106.82% 60,000 9,673,530


5. LIQUIDEZ 107,572 16,907,807

5.1. À vista 0 -199,765


5.1.3. Comissões 0 -93,764

5.1.9 Outros 0 -152,170

5.2. A prazo 107,572 17,107,572


5.2.1. Depósito a Prazo 3.35% 28/04/14 - 26/04/19 EUR 107,572 17,107,572








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM PRIVATE 2013 5A-1S-387 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





2.1.3. BNP Paribas 5Y CLN EDP 5.15% 06/08/18 EUR 10,800,000 109.53% 109.53% 83,430 11,912,346

2.1.3. Soc Gen 5Y CLN PT 6.55% 06/08/18 EUR 10,800,000 101.17% 101.17% 106,110 11,032,470

5. LIQUIDEZ 27,615 5,454,213

5.1. À vista 0 138,598


5.1.3. Comissões 0 -277,466

5.2. A prazo 27,615 5,315,615


5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (A) EUR 10,444 2,010,444

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (B) EUR 5,222 1,005,222

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (C) EUR 2,611 502,611

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (D) EUR 1,514 291,514

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (E) EUR 1,306 251,306

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (F) EUR 1,295 249,295

5.2.1. Depósito a Prazo 4% 22/08/13 - 27/07/18 (G) EUR 5,222 1,005,222








NPC: 501 836 926


Carteira: OC (UL) RENDA CERTA ESPECIAL 2011 10A-3S-388 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 245,000 100.90% 100.90% 5,801 252,994

1.1.1. PGB 4.35% 16/10/17 EUR 110,000 108.19% 108.19% 3,369 122,373




1.2.3. Teixeira Duarte GPII 4.57% 02/04/21 EUR 6,900,000 100.33% 100.33% 77,081 6,999,683




2.1.3. Celbi Float 28/01/18 EUR 15,000 100.42% 100.42% 69 15,133

2.1.3. Millennium BCP Sub March 2021 EUR 5,000,000 98.39% 98.39% 519 4,919,800

2.1.3. MillenniumBCP Subordinadas 3º S 2021 EUR 35,000,000 98.53% 98.53% 255,276 34,741,102


5.1. À vista 0 -8,229


5.1.3. Comissões 0 -9,565



7.2.2. Swaps 209,436 7,745,346

7.2.2. IRS. 60551 04/05/2011 - 04/05/2021 EUR 119,992 5,014,767

7.2.2. IRS. 68423 04/05/2011 - 04/05/2021 EUR 29,924 1,624,310

7.2.2. IRS. 7261177B 08/09/2011 - 04/05/2021 EUR 47,649 573,991

7.2.2. IRS. 7261178B 08/09/2011 - 04/05/2021 EUR 11,871 532,278








NPC: 501 836 926


Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2011 8A-1S-391 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.45% 15/06/18 EUR 44,500 109.99% 109.99% 81 49,027

1.1.1. PGB 4.75% 14/06/19 EUR 1,165,000 113.07% 113.07% 2,419 1,319,685











2.1.3. Celbi Float 28/01/18 EUR 2,800,000 100.42% 100.42% 12,947 2,824,758

2.1.3. Cofina Float 28/09/19 EUR 100,000 104.77% 104.77% 994 105,767

2.1.3. José de Mello Float 26/08/19 EUR 900,000 100.00% 100.00% 86 900,086

2.1.3. MillenniumBCP Subordinadas August 2011-2019 EUR 7,500,000 106.54% 106.54% 46,543 8,037,285

2.1.3. Sonae Capital Float 03/03/18 EUR 2,853,000 100.52% 100.52% 9,997 2,877,700

5. LIQUIDEZ 0 -27,167

5.1. À vista 0 -27,167


5.1.3. Comissões 0 -139,302



7.2.2. Swaps 28,440 279,092

7.2.2. IRS. 62373 25/08/2011 - 25/08/2019 EUR 3,223 36,356

7.2.2. IRS. 62375 25/08/2011 - 25/08/2019 EUR 6,639 3,088

7.2.2. IRS. 62376 25/08/2011 - 25/08/2019 EUR 10,587 163,616

7.2.2. IRS. 62378 25/08/2011 - 25/08/2019 EUR 3,824 71,871

7.2.2. IRS. 62525 25/08/2011 - 25/08/2019 EUR 4,167 4,161








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.75% 14/06/19 EUR 7,388,000 113.07% 113.07% 15,341 8,368,953









2.1.3. Celbi Float 28/01/18 EUR 18,383,000 100.42% 100.42% 85,003 18,545,544

2.1.3. Cofina Float 28/09/19 EUR 900,000 104.77% 104.77% 8,945 951,902

2.1.3. José de Mello Float 26/08/19 EUR 17,500,000 100.00% 100.00% 1,677 17,501,677

2.1.3. MillenniumBCP Subordinadas September 2019 EUR 50,000,000 102.18% 102.18% 25,861 51,116,721


5. LIQUIDEZ 0 -291,526

5.1. À vista 0 -291,526


5.1.3. Comissões 0 -746,299

5.1.9 Outros 0 -89,088



7.2.2. Swaps -99,037 -141,733

7.2.2. IRS. 63412 14/10/2011 - 28/09/2019 EUR -81,302 -562,600

7.2.2. IRS. 63417 14/10/2011 - 28/09/2019 EUR -693 415,699

7.2.2. IRS. 63420 14/10/2011 - 28/09/2019 EUR 3,631 326,552

7.2.2. IRS. 63428 14/10/2011 - 28/09/2019 EUR -20,674 -321,384








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 400,000 108.19% 108.19% 12,252 444,992

1.1.1. PGB 4.75% 14/06/19 EUR 600,000 113.07% 113.07% 1,246 679,666

1.1.1. PGB 4.8% 15/06/20 EUR 32,230,000 114.73% 114.73% 63,403 37,039,271





2.1.3. Millennium BCP Subordinadas 2a Série abril 2020 EUR 23,900,000 101.13% 101.13% 466,050 24,636,187

5. LIQUIDEZ 0 -82,818

5.1. À vista 0 -82,818


5.1.3. Comissões 0 -125,186

7. OPERAÇÕES COM PRODUTOS DERIVADOS 606,220 -3,493,968

7.2. Fora de mercado regulamentado 606,220 -3,493,968

7.2.2. Swaps 606,220 -3,493,968

7.2.2. IRS. 66464 12/04/2012 - 12/04/2020 EUR 606,220 -3,493,968








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.75% 14/06/19 EUR 710,000 113.07% 113.07% 1,474 804,271

1.1.1. PGB 4.8% 15/06/20 EUR 505,000 114.73% 114.73% 993 580,355









2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 200,000 98.71% 98.71% 402 197,812


2.1.3. Celbi Float 28/01/18 EUR 8,128,000 100.42% 100.42% 37,584 8,199,869

2.1.3. Cofina Float 28/09/19 EUR 5,200,000 104.77% 104.77% 51,681 5,499,879

2.1.3. José de Mello Float 11/11/19 EUR 7,550,000 100.00% 100.00% 723 7,550,723

2.1.3. MillenniumBCP Subordinadas November 2019 EUR 22,600,000 99.36% 99.36% 278,098 22,732,762


5. LIQUIDEZ 0 -85,282

5.1. À vista 0 -85,282


5.1.3. Comissões 0 -291,668



7.2.2. Swaps 14,793 -23,483

7.2.2. IRS. 63951 08/11/2011 - 08/11/2019 EUR 16,333 119,102

7.2.2. IRS. 63953 08/11/2011 - 08/11/2019 EUR 50,081 292,050

7.2.2. IRS. 63955 08/11/2011 - 08/11/2019 EUR -101,918 -570,745

7.2.2. IRS. 63956 08/11/2011 - 08/11/2019 EUR 32,218 -119,643

7.2.2. IRS. 63957 08/11/2011 - 08/11/2019 EUR 18,080 255,754








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.75% 14/06/19 EUR 3,611,000 113.07% 113.07% 7,498 4,090,456

1.1.1. PGB 4.8% 15/06/20 EUR 1,960,000 114.73% 114.73% 3,856 2,252,466










2.1.3. Banco Comercial Portugues Floater - Abril 2016 EUR 300,000 99.75% 99.75% 1,387 300,638

2.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 750,000 98.71% 98.71% 1,508 741,797


2.1.3. Celbi Float 28/01/18 EUR 5,768,000 100.42% 100.42% 26,671 5,819,001

2.1.3. Cofina Float 28/09/19 EUR 13,300,000 104.77% 104.77% 132,183 14,066,998



2.1.3. MillenniumBCP Subordinadas December 2019 EUR 26,600,000 94.28% 94.28% 110,944 25,189,233

2.1.3. MillenniumBCP Subordinadas November 2019 EUR 17,400,000 99.36% 99.36% 214,111 17,502,215


5. LIQUIDEZ 0 -108,446

5.1. À vista 0 -108,446


5.1.3. Comissões 0 -487,900



7.2.2. Swaps -442,392 -2,063,017

7.2.2. IRS. 64548 30/12/2011 - 09/12/2019 EUR -9,104 -101,585

7.2.2. IRS. 64550 30/12/2011 - 09/12/2019 EUR 1,828 311,029

7.2.2. IRS. 64553 30/12/2011 - 09/12/2019 EUR 23,752 -151,344

7.2.2. IRS. 64554 30/12/2011 - 09/12/2019 EUR 32,807 69,074

7.2.2. IRS. 64555 30/12/2011 - 09/12/2019 EUR -491,676 -2,190,191








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.75% 14/06/19 EUR 746,000 113.07% 113.07% 1,549 845,051

1.1.1. PGB 4.8% 15/06/20 EUR 535,000 114.73% 114.73% 1,052 614,831



1.2.3. BRISA 6.875% 02/04/18 EUR 1,000,000 113.92% 113.92% 16,718 1,155,898








2.1.3. Celbi Float 28/01/18 EUR 7,000 100.42% 100.42% 32 7,062

2.1.3. Cofina Float 28/09/19 EUR 5,000,000 104.77% 104.77% 49,693 5,288,345


2.1.3. Millennium BCP Subordinadas January 2020 EUR 14,000,000 93.64% 93.64% 209,911 13,319,000

5. LIQUIDEZ 0 5,783

5.1. À vista 0 5,783


5.1.3. Comissões 0 -57,367



7.2.2. Swaps 36,063 -828,831

7.2.2. IRS. 65022 27/01/2012 - 13/01/2020 EUR 37,946 47,567

7.2.2. IRS. 65023 27/01/2012 - 13/01/2020 EUR 30,969 -63,662

7.2.2. IRS. 65025 27/01/2012 - 13/01/2020 EUR 72,226 -191,864

7.2.2. IRS. 65027 27/01/2012 - 13/01/2020 EUR -105,077 -620,872








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.8% 15/06/20 EUR 1,760,000 114.73% 114.73% 3,462 2,022,622


1.1.2. Parpublica 3.567% 22/09/20 EUR 3,645,000 103.38% 103.38% 100,095 3,868,151










2.1.3. Cofina Float 28/09/19 EUR 8,200,000 104.77% 104.77% 81,496 8,672,886


2.1.3. Millennium BCP Subordinadas fevereiro 2020 EUR 23,000,000 101.14% 101.14% 184,000 23,446,159


5. LIQUIDEZ 0 227,395

5.1. À vista 0 227,395


5.1.3. Comissões 0 -18,912



7.2.2. Swaps -17,414 -436,910

7.2.2. IRS. 66006 04/04/2012 - 28/02/2020 EUR 15,952 12,497

7.2.2. IRS. 66008 04/04/2012 - 28/02/2020 EUR 44,126 -120,148

7.2.2. IRS. 66012 04/04/2012 - 28/02/2020 EUR -77,492 -329,259








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.8% 15/06/20 EUR 4,530,000 114.73% 114.73% 8,911 5,205,954


1.1.2. Parpublica 3.567% 22/09/20 EUR 9,006,000 103.38% 103.38% 247,314 9,557,356






2. VALORES NÃO COTADOS 1,323,875 94,126,831

2.1. Valores mobiliários nacionais 1,306,276 93,097,951


2.1.3. BCP 4.75% September 2020 EUR 500,000 110.18% 110.18% 1,517 552,426

2.1.3. Cofina Float 28/09/19 EUR 15,700,000 104.77% 104.77% 156,035 16,605,404


2.1.3. Millennium BCP Subordinadas 2a Série abril 2020 EUR 400,000 101.13% 101.13% 7,800 412,321

2.1.3. Millennium BCP Subordinadas abril 2020 EUR 51,000,000 101.75% 101.75% 1,127,688 53,018,878




2.3.2. Papel comercial 17,600 1,028,880

2.3.2. Mota Gestão e Part PC 5 EM 19/01/15 - 20/07/15 EUR 1,000,000 1.01 1.01 17,600 1,028,880

5. LIQUIDEZ 0 142,364

5.1. À vista 0 142,364


5.1.3. Comissões 0 -30,662



7.2.2. Swaps 342,780 -763,945

7.2.2. IRS. 66078 12/04/2012 - 03/04/2020 EUR 150,265 106,827

7.2.2. IRS. 66080 12/04/2012 - 03/04/2020 EUR -116,652 -716,834

7.2.2. IRS. 66085 12/04/2012 - 03/04/2020 EUR 6,816 79,392

7.2.2. IRS. 66087 12/04/2012 - 03/04/2020 EUR 33,298 -79,137

7.2.2. IRS. 66482 12/04/2012 - 03/04/2020 EUR 269,054 -154,194








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 405,000 100.90% 100.90% 9,590 418,215

1.1.1. PGB 4.35% 16/10/17 EUR 1,770,000 108.19% 108.19% 54,213 1,969,087

1.1.1. PGB 4.8% 15/06/20 EUR 33,125,000 114.73% 114.73% 65,164 38,067,820




2.1.3. Millennium BCP Subordinadas julho 2020 EUR 23,200,000 101.17% 101.17% 510,400 23,982,742

5. LIQUIDEZ 0 -59,496

5.1. À vista 0 -59,496


5.1.3. Comissões 0 -62,317



7.2.2. Swaps 572,063 -3,091,131

7.2.2. IRS. 67810 02/07/2012 - 02/07/2020 EUR 572,063 -3,091,131








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 250,000 100.90% 100.90% 5,920 258,157

1.1.1. PGB 4.8% 15/06/20 EUR 57,200,000 114.73% 114.73% 112,525 65,735,225







2.1.3. BCP 4.75% September 2020 EUR 21,450,000 110.18% 110.18% 65,095 23,699,082


2.1.3. Millennium BCP Subordinadas julho 2020 EUR 1,500,000 101.17% 101.17% 33,000 1,550,608


5.1. À vista 0 -1,978


5.1.3. Comissões 0 -76,690

5.1.9 Outros 0 0



7.2.2. Swaps 136,088 -2,964,661

7.2.2. IRS. 68798 20/09/2012 - 07/09/2020 EUR 136,088 -2,964,661








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 135,000 100.90% 100.90% 3,197 139,405

1.1.1. PGB 4.35% 16/10/17 EUR 510,000 108.19% 108.19% 15,621 567,364

1.1.1. PGB 4.8% 15/06/20 EUR 38,475,000 114.73% 114.73% 75,689 44,216,132

5. LIQUIDEZ 9,246 9,889,253

5.1. À vista 0 230,007


5.1.3. Comissões 0 -29,104

5.2. A prazo 9,246 9,659,246


5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21 (F) EUR 483 250,483

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (A) EUR 7,551 8,107,551

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (D) EUR 466 500,466

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (E) EUR 466 500,466

5.2.1. Depósito a Prazo 4.195% 03/01/13 22/11/20 (F) EUR 280 300,280



7.2.2. Swaps 494,446 168,017

7.2.2. IRS. 70175 03/01/2013 - 03/01/2021 EUR 494,446 168,017








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.35% 15/10/15 EUR 200,000 100.90% 100.90% 4,736 206,526

1.1.1. PGB 4.35% 16/10/17 EUR 400,000 108.19% 108.19% 12,252 444,992

1.1.1. PGB 4.8% 15/06/20 EUR 42,360,000 114.73% 114.73% 83,331 48,680,841




2.1.3. Celbi Float 28/01/18 EUR 10,000 100.42% 100.42% 46 10,088

5. LIQUIDEZ 76,777 10,011,108

5.1. À vista 0 34,331


5.1.3. Comissões 0 -40,758

5.2. A prazo 76,777 9,976,777


5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (A) EUR 55,062 7,155,062

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (B) EUR 7,755 1,007,755

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (C) EUR 3,878 503,878

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (D) EUR 3,878 503,878

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (E) EUR 3,878 503,878

5.2.1. Depósito a Prazo 4.167% 05/11/12 05/11/20 (F) EUR 2,327 302,327



7.2.2. Swaps 317,101 -904,532

7.2.2. IRS. 69339 07/11/2012 - 05/11/2020 EUR 317,101 -904,532








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 12,475,000 109.69% 109.69% 99,732 13,783,559

1.1.1. PGB 4.35% 16/10/17 EUR 100,000 108.19% 108.19% 3,063 111,248

1.1.1. PGB 4.8% 15/06/20 EUR 90,000 114.73% 114.73% 177 103,430

5. LIQUIDEZ 9,280 4,902,426

5.1. À vista 0 93,146


5.1.3. Comissões 0 -5,802

5.1.9 Outros 0 -23,712

5.2. A prazo 9,280 4,809,280



5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21 (D) EUR 580 300,580

5.2.1. Depósito a Prazo 4,35% 26/03/13 - 12/02/21(C) EUR 967 500,967



7.2.2. Swaps -92,668 -109,272

7.2.2. IRS. 72158 26/03/2013 - 26/03/2021 EUR -92,668 -109,272








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 33,250,000 109.69% 109.69% 265,818 36,737,743

1.1.1. PGB 4.35% 16/10/17 EUR 170,000 108.19% 108.19% 5,207 189,121


5. LIQUIDEZ 124,760 14,888,463

5.1. À vista 0 13,702


5.1.3. Comissões 0 -10,638

5.2. A prazo 124,760 14,874,760


5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (A) EUR 42,292 5,042,292

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (B) EUR 42,292 5,042,292

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (C) EUR 21,146 2,521,146

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (E) EUR 8,458 1,008,458

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (F) EUR 8,458 1,008,458

5.2.1. Depósito a Prazo 4.06% 26/04/13 - 15/03/21 (I) EUR 2,115 252,115



7.2.2. Swaps 44,180 -1,172,564

7.2.2. IRS. 72688 29/04/2013 - 26/04/2021 EUR 44,180 -1,172,564








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 135,185,000 109.69% 109.69% 1,080,741 149,365,168

1.1.1. PGB 4.35% 16/10/17 EUR 875,000 108.19% 108.19% 26,800 973,419

5. LIQUIDEZ 41,106 9,501,627

5.1. À vista 0 160,521


5.1.3. Comissões 0 -190,187

5.2. A prazo 41,106 9,341,106


5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (A) EUR 23,426 5,323,426

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (E) EUR 4,420 1,004,420

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (F) EUR 4,420 1,004,420

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (H) EUR 2,210 502,210

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (I) EUR 2,210 502,210

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (J) EUR 1,105 251,105

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (K) EUR 1,105 251,105

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (L) EUR 1,105 251,105

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (M) EUR 663 150,663

5.2.1. Depósito a prazo 4,42% 04/06/13 - 23/04/21 (N) EUR 442 100,442



7.2.2. Swaps -617,005 -3,022,914

7.2.2. IRS. 73158 04/06/2013 - 04/06/2021 EUR -617,005 -3,022,914








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 86,000,000 109.69% 109.69% 687,530 95,020,930

5. LIQUIDEZ 104,228 11,717,273

5.1. À vista 0 13,045


5.1.3. Comissões 0 -114,773

5.2. A prazo 104,228 11,704,228




5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (F) EUR 9,963 1,009,963

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (H) EUR 4,982 504,982

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (I) EUR 4,982 504,982

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (K) EUR 2,491 252,491

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (L) EUR 2,491 252,491

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (M) EUR 1,494 151,494

5.2.1. Depósito a Prazo 4,03% 11/07/13 - 30/05/21 (N) EUR 996 100,996

5.2.1. DP/BCP/EUR EUR 1,609 1,301,609



7.2.2. Swaps 269,292 -1,617,610

7.2.2. IRS. 73720 11/07/2013 - 11/07/2021 EUR 269,292 -1,617,610








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 91,000,000 109.69% 109.69% 727,503 100,545,403

5. LIQUIDEZ 134,297 31,697,552

5.1. À vista 0 363,255


5.1.3. Comissões 0 -124,241

5.2. A prazo 134,297 31,334,297


5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (A) EUR 3,585 803,585



5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (D) EUR 22,406 5,022,406

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (E) EUR 17,924 4,017,924

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (F) EUR 17,924 4,017,924

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (H) EUR 8,962 2,008,962

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (I) EUR 4,481 1,004,481

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (K) EUR 3,361 753,361

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (L) EUR 3,361 753,361

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (M) EUR 2,241 502,241

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (N) EUR 1,568 351,568

5.2.1. Depósito a Prazo 4.033% 29/08/13 - 18/07/21 (O) EUR 1,568 351,568

5.2.1. DP/BCP/EUR EUR 2,104 1,702,104



7.2.2. Swaps -314,148 -2,091,111

7.2.2. IRS. 74142 29/08/2013 - 29/08/2021 EUR -314,148 -2,091,111








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 37,200,000 109.69% 109.69% 297,397 41,102,077

5. LIQUIDEZ 7,708 16,309,914

5.1. À vista 0 502,206


5.1.3. Comissões 0 -47,162

5.2. A prazo 7,708 15,807,708




5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (C) EUR 417 1,000,417

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (D) EUR 417 1,000,417

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (E) EUR 417 1,000,417

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (F) EUR 292 700,292

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (G) EUR 208 500,208

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (H) EUR 208 500,208

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (I) EUR 42 100,042

5.2.1. Depósito a Prazo 3,75% 04/10/13 - 23/08/21 (J) EUR 42 100,042

5.2.1. DP/BCP/EUR EUR 1,750 1,501,750



7.2.2. Swaps 210,921 -464,057

7.2.2. IRS. 74929 04/10/2013 - 04/10/2021 EUR 210,921 -464,057








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 51,730,000 109.69% 109.69% 413,557 57,156,194

1.1.1. PGB 4.35% 16/10/17 EUR 320,000 108.19% 108.19% 9,801 355,993

5. LIQUIDEZ 200,793 28,799,419

5.1. À vista 0 -801,375


5.1.3. Comissões 0 -851,106

5.2. A prazo 200,793 29,600,793


5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/16 (F) EUR 13,833 2,013,833




5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (D) EUR 27,667 4,027,667

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (E) EUR 20,750 3,020,750

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (G) EUR 10,375 1,510,375

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (H) EUR 10,375 1,510,375

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (I) EUR 6,917 1,006,917

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (J) EUR 3,458 503,458

5.2.1. Depósito a Prazo 4,15% 07/11/13 - 26/09/21 (L) EUR 3,458 503,458

5.2.1. DP/BCP/EUR EUR 210 400,210



7.2.2. Swaps -14,046 -33,948

7.2.2. IRS. 75358 07/11/2013 - 07/11/2021 EUR -14,046 -33,948








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 43,655,000 109.69% 109.69% 349,001 48,234,171

1.1.1. PGB 4.35% 16/10/17 EUR 70,000 108.19% 108.19% 2,144 77,874

5. LIQUIDEZ 45,733 8,127,792

5.1. À vista 0 -217,941


5.1.3. Comissões 0 -341,853

5.2. A prazo 45,733 8,345,733


5.2.1. Depósito a Prazo 4,03% 12/12/13 - 30/05/21(B) EUR 24,908 2,524,908

5.2.1. Depósito a Prazo 4,15% 12/12/13 - 26/09/21 (D) EUR 2,767 402,767

5.2.1. Depósito a Prazo 4,35% 12/12/13 - 14/02/21 (E) EUR 423 250,423

5.2.1. Depósito a Prazo 4,42% 12/12/13 - 25/04/21(A) EUR 16,698 4,016,698

5.2.1. Depósito a Prazo 4.195% 12/12/13 - 23/11/20 (C) EUR 938 1,150,938



7.2.2. Swaps -222,749 193,568

7.2.2. IRS. 76025 12/12/2013 - 12/12/2021 EUR -222,749 193,568








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 47,480,000 109.69% 109.69% 379,581 52,460,393

1.1.1. PGB 4.35% 16/10/17 EUR 625,000 108.19% 108.19% 19,143 695,299

5. LIQUIDEZ 53,031 13,807,104

5.1. À vista 0 -195,927


5.1.3. Comissões 0 -443,295

5.2. A prazo 53,031 14,003,031


5.2.1. Depósito a Prazo 4,033% 16/01/14 - 18/07/21 (E) EUR 8,514 1,908,514



5.2.1. Depósito a Prazo 4,42% 16/01/14 - 25/04/21 (D) EUR 25,047 6,025,047




7.2.2. Swaps 89,226 1,130,128

7.2.2. IRS. 76500 16/01/2014 - 16/01/2022 EUR 89,226 1,130,128








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 45,000,000 109.69% 109.69% 359,754 49,720,254

5. LIQUIDEZ 102,844 15,212,196

5.1. À vista 0 -120,648


5.1.3. Comissões 0 -162,146

5.2. A prazo 102,844 15,332,844





5.2.1. Depósito a Prazo 4.195% 13/03/14 - 24/11/20 (D) EUR 336 480,336



7.2.2. Swaps -278,579 1,601,125

7.2.2. IRS. 77517 13/03/2014 - 13/03/2022 EUR -278,579 1,601,125








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA AGRESSIVA AÇÕES - 429 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 2.875% 15/10/25 EUR 2,000 98.90% 98.90% 25 2,003


1.1.2. Parpublica 3.567% 22/09/20 EUR 6,000 103.38% 103.38% 165 6,367



1.2.1. BTPS 4.75% 01/05/17 EUR 15,000 107.86% 107.86% 117 16,295

1.2.1. Cert Di Credito Del Tes Cpz 27/02/17 EUR 1,000 99.27% 99.27% 0 993



1.2.3. Mota Engil 6.85% 18/03/16 EUR 6,000 101.75% 101.75% 116 6,221

1.2.3. Semapa Soc Inv e Gestão Float 17/04/19 EUR 6,000 103.25% 103.25% 41 6,236


1.2.6. iShares Euro Stoxx 50-ETF (DE) EUR 513 35.05 35.05 0 17,981




5. LIQUIDEZ 0 688

5.1. À vista 0 688


5.1.9 Outros 0 38








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA MODERADA - 430 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 2.875% 15/10/25 EUR 7,000 98.90% 98.90% 89 7,012


1.1.2. Parpublica 3.567% 22/09/20 EUR 3,000 103.38% 103.38% 82 3,184



1.2.1. BTPS 4.75% 01/05/17 EUR 7,000 107.86% 107.86% 54 7,604

1.2.1. Cert Di Credito Del Tes Cpz 27/02/17 EUR 1,000 99.27% 99.27% 0 993



1.2.3. Mota Engil 6.85% 18/03/16 EUR 3,000 101.75% 101.75% 58 3,111







5. LIQUIDEZ 0 721

5.1. À vista 0 721


5.1.9 Outros 0 -4


NUMERO DE UNIDADES EM CIRCULAÇÃO 769.32390






NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA PROTEÇÃO- 431 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 2.875% 15/10/25 EUR 35,000 98.90% 98.90% 444 35,059


1.1.2. Parpublica 3.567% 22/09/20 EUR 7,000 103.38% 103.38% 192 7,429



1.2.1. BTPS 4.75% 01/05/17 EUR 2,000 107.86% 107.86% 16 2,173


1.2.3. BCP Finance Bank Float 21/12/16 EUR 1,000 91.25% 91.25% 0 913

1.2.3. Mota Engil 6.85% 18/03/16 EUR 7,000 101.75% 101.75% 136 7,258




3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 920


3.1. SPDR S&P 500 ETF Trust USD 5 205.85 183.98 920

5. LIQUIDEZ 0 7,716

5.1. À vista 0 7,716


5.1.9 Outros 0 -12








NPC: 501 836 926


Carteira: OC (ULA) RA ESTRATEGIA PRESERVAÇÃO -432 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. BPortugal T-BIL Cpz 22/01/16 EUR 43,000 99.94% 99.94% 0 42,974

1.1.1. Portugal T-BIL Cpz 20/11/15 EUR 500 99.96% 99.96% 0 500



1.2.1. BTPS 3.75% 15/04/16 EUR 110,000 102.81% 102.81% 857 113,948

1.2.1. Buoni Ordinary Del Tes Cpz 14/03/16 EUR 21,000 99.95% 99.95% 0 20,990

1.2.1. Letras del Tesoro Cpz 17/06/16 EUR 60,000 99.85% 99.85% 0 59,910



1.2.3. Mota Engil 6.85% 18/03/16 EUR 28,000 101.75% 101.75% 543 29,033


5.1. À vista 0 2,659


5.1.9 Outros 0 -24

5.2. A prazo 3 30,003


5.2.1. DP/BCP/EUR EUR 3 30,003








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 70,000 108.19% 108.19% 2,144 77,874

1.1.1. PGB 5.65% 15/02/24 EUR 22,700,000 121.74% 121.74% 474,368 28,109,348

5. LIQUIDEZ 7,250 5,661,077

5.1. À vista 0 -96,173


5.1.3. Comissões 0 -102,735

5.1.9 Outros 0 -121,411

5.2. A prazo 7,250 5,757,250



5.2.1. DP/BCP/EUR EUR 3,000 1,503,000



7.2.2. Swaps -465,458 -730,814

7.2.2. IRS. 77906 27/03/2014 - 27/03/2024 EUR -465,458 -730,814








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 180,000 108.19% 108.19% 5,513 200,246

1.1.1. PGB 5.65% 15/02/24 EUR 14,522,000 121.74% 121.74% 303,470 17,982,553

5. LIQUIDEZ 29,136 4,744,358

5.1. À vista 0 -34,778


5.1.3. Comissões 0 -47,885

5.2. A prazo 29,136 4,779,136



5.2.1. DP/BCP/EUR EUR 2,177 1,252,177



7.2.2. Swaps -177,990 -226,543

7.2.2. IRS. 78105 17/04/2014 - 17/04/2024 EUR -177,990 -226,543








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 210,000 108.19% 108.19% 6,432 233,621

1.1.1. PGB 5.65% 15/02/24 EUR 15,000,000 121.74% 121.74% 313,459 18,574,459

5. LIQUIDEZ 12,075 4,515,876

5.1. À vista 0 -96,199


5.1.3. Comissões 0 -193,175

5.2. A prazo 12,075 4,612,075


5.2.1. Deposito a Prazo 3,15% 05/06/14 - 13/04/24 (A) EUR 12,075 4,612,075



7.2.2. Swaps -275,073 -156,256

7.2.2. IRS. 78828 05/06/2014 - 05/06/2024 EUR -275,073 -156,256








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 4.35% 16/10/17 EUR 5,000 108.19% 108.19% 153 5,562

1.1.1. PGB 5.65% 15/02/24 EUR 3,600,000 121.74% 121.74% 75,230 4,457,870

5. LIQUIDEZ 151 818,077

5.1. À vista 0 -32,074


5.1.3. Comissões 0 -41,077

5.2. A prazo 151 850,151


5.2.1. Depósito a Prazo 3,2% 03/07/14 - 11/05/24 EUR 151 850,151



7.2.2. Swaps -43,388 -3,057

7.2.2. IRS. 78937 03/07/2014 - 03/07/2024 EUR -43,388 -3,057








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 5.65% 15/02/24 EUR 7,500,000 121.74% 121.74% 156,729 9,287,229

5. LIQUIDEZ 3,743 1,055,167

5.1. À vista 0 -28,577


5.1.3. Comissões 0 -69,058

5.2. A prazo 3,743 1,083,743


5.2.1. Depósito a Prazo 3% 21/08/14 - 29/06/24 EUR 3,583 1,003,583

5.2.1. DP/BCP/EUR EUR 160 80,160



7.2.2. Swaps -126,829 -10,555

7.2.2. IRS. 79512 21/08/2014 - 21/08/2024 EUR -126,829 -10,555








NPC: 501 836 926




Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 5.65% 15/02/24 EUR 4,478,000 121.74% 121.74% 93,578 5,545,095

5. LIQUIDEZ 531 406,925

5.1. À vista 0 -18,606


5.1.3. Comissões 0 -36,415

5.2. A prazo 531 425,531


5.2.1. Depósito a Prazo 3% 18/09/14 - 27/07/24 EUR 531 425,531



7.2.2. Swaps -88,503 2,479

7.2.2. IRS. 79936 18/09/2014 - 18/09/2024 EUR -88,503 2,479








NPC: 501 836 926


Carteira: OC (UL)SEGURO MILLENNIUM TRIM CORP 2014 8A-441 Data: 30/06/2015


Montante

Preço Cotação

(moeda)

Preço Cotação

(EUR)

Juro





1.1.1. PGB 3.85% 15/04/21 EUR 165,000 109.69% 109.69% 1,319 182,308




2.1.3. BCP CLN Brisa Concessão Rodoviária 2.65% 06/02/23 EUR 2,000,000 95.18% 95.18% 7,950 1,911,471

2.1.3. Credit Agricole CLN Galp Energia SA 6.1% 06/02/23 EUR 750,000 100.96% 100.96% 6,863 764,063

2.1.3. Nomura CLN EDP Energias de Portugal 3.45% 06/02/23 EUR 2,000,000 90.70% 90.70% 10,350 1,824,350

5. LIQUIDEZ 0 4,250

5.1. À vista 0 4,250


5.1.3. Comissões 0 -19,578




ocidental compª port. seguros vida, sa av.dr.mário soares … · 2015. 7. 15. · ocidental...

Documents