Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 31-03 ... - FEP

Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 31-03-2012 

OCIDENTAL Compª Port. Seguros Vida, SA 

Avenida José Malhoa nº 27 1070-157 LISBOA 

Capital Social: 22375000 

NPC: 501 836 926 

Conservatória do Registo Comercial nº 65816 

Código Indice Designação Moeda Quantidade/Montante Preço Cotação (moeda) Preço Cotação (EUR) Juro Decorrido Valor Carteira 

1. VALORES MOBILIÁRIOS COTADOS 1,930,000 0.00 0.00 46,460.42 1,758,284.22 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 610,000 0.00 0.00 21,508.33 401,324.83 

1.1.1. Títulos de dívida pública 610,000 0.00 0.00 21,508.33 401,324.83 

PTOTENOE0018 1.1.1. PGB 4.45% 15/06/18 EUR 610,000 62.27 62.27 21,508.33 401,324.83 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 1,320,000 0.00 0.00 24,952.09 1,356,959.39 

1.2.1. Títulos de dívida pública 1,310,000 0.00 0.00 24,933.88 1,346,934.88 

FR0113087466 1.2.1. BTAN 3.75% 12/01/13 EUR 100,000 102.75 102.75 809.43 103,554.43 

DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 200,000 100.09 100.09 792.35 200,972.35 

DE0001137313 1.2.1. Bundesschatzanw BKO 0.75% 14/09/12 EUR 60,000 100.31 100.31 244.67 60,430.67 

FR0120350477 1.2.1. French Discount T-Bill BTF CPZ 12/07/12 EUR 200,000 99.97 99.97 0.00 199,930.00 


NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 650,000 101.38 101.38 23,087.43 682,057.43 

1.2.2. Outros fundos públicos e equiparados 10,000 0.00 0.00 18.21 10,024.51 

DE000A1K0UK8 1.2.2. KFW Float 01/02/16 EUR 10,000 100.06 100.06 18.21 10,024.51 

5. LIQUIDEZ 0 0.00 0.00 0.00 98,356.73 

5.1. À vista 0 0.00 0.00 0.00 98,356.73 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 98,606.72 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 98,606.72 

5.1.3. Comissões 0 0.00 0.00 0.00 -249.99 

VALOR LÍQUIDO GLOBAL DO FUNDO 46,460.42 1,856,640.95

Carteira: OC VIDA COBERTURA OSCILAÇÕES MERCADO 302 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 348,767,600 0.00 0.00 5,111,227.62 346,166,768.03 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 34,521,000 0.00 0.00 839,372.35 29,468,762.94 

1.1.1. Títulos de dívida pública 22,721,000 0.00 0.00 652,213.10 18,513,033.80 

PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 1,000,000 72.93 72.93 15,377.05 744,677.05 

PTOTEOOE0017 1.1.1. PGB 3.6% 15/10/14 EUR 4,000,000 81.00 81.00 66,098.36 3,306,098.36 

PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 2,000,000 58.26 58.26 73,844.26 1,238,944.26 

PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 5,000,000 65.26 65.26 99,241.80 3,362,241.80 

PTOTECOE0029 1.1.1. PGB 4.8% 15/06/20 EUR 2,800,000 59.80 59.80 106,491.80 1,780,751.80 

PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 5,921,000 99.67 99.67 234,575.13 6,136,035.83 

PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 2,000,000 94.39 94.39 56,584.70 1,944,284.70 

1.1.2. Outros fundos públicos e equiparados 950,000 0.00 0.00 24,256.15 869,756.15 

PTPETQOM0006 1.1.2. Parpublica 3.5% 08/07/13 EUR 950,000 89.00 89.00 24,256.15 869,756.15 

1.1.3. Obrigações diversas 10,850,000 0.00 0.00 162,903.10 10,085,972.99 

PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 3,000,000 92.20 92.20 75,471.30 2,841,321.30 

PTCMKROE0009 1.1.3. Montepio Geral 3.25% 27/07/12 EUR 2,500,000 99.20 99.20 55,054.64 2,535,079.64 

PTCMHXOM0006 1.1.3. Montepio Geral Float 29/05/13 EUR 1,150,000 85.00 85.00 1,234.88 978,734.88 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 4,200,000 88.09 88.09 31,142.28 3,730,837.17 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 314,246,600 0.00 0.00 4,271,855.27 316,698,005.09 

1.2.1. Títulos de dívida pública 228,201,600 0.00 0.00 3,646,423.96 233,555,043.68 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 988,000 102.24 102.24 24,969.95 1,035,101.15 

FR0113087466 1.2.1. BTAN 3.75% 12/01/13 EUR 6,000,000 102.75 102.75 48,565.57 6,213,265.57 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 795,000 100.15 100.15 4,914.15 801,114.60 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 1,430,000 101.54 101.54 27,896.72 1,479,847.22 

BE0000262684 1.2.1. Belgium Kingdom 8% 24/12/12 EUR 424,000 105.43 105.43 9,082.40 456,105.60 

DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 58,000,000 100.09 100.09 229,781.38 58,281,981.38 

DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 494,000 100.83 100.83 2,277.66 500,377.86 

NL0009979855 1.2.1. Dutch Treasury Cert. CPZ 28/02/12 EUR 50,000,000 99.96 99.96 0.00 49,977,500.00 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 565,000 105.51 105.51 9,756.28 605,859.53 

FR0000188690 1.2.1. FRTR 4.75% 25/10/12 EUR 11,800,000 102.49 102.49 241,964.48 12,335,784.48 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 6,000,000 100.20 100.20 279,508.19 6,291,508.19 

FR0120350477 1.2.1. French Discount T-Bill BTF CPZ 12/07/12 EUR 10,000,000 99.97 99.97 0.00 9,996,500.00 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 1,944,600 105.15 105.15 58,709.92 2,103,359.59 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 15,000,000 101.38 101.38 532,786.89 15,739,786.89 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 494,000 105.78 105.78 9,286.12 531,814.62 

DE0001141505 1.2.1. OBL 4 13/04/12 EUR 50,000,000 100.09 100.09 1,928,961.62 51,973,961.62 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 13,387,000 104.90 104.90 226,554.84 14,269,517.84 

AT0000385745 1.2.1. RAGB 4.65% 15/01/18 EUR 435,000 114.62 114.62 4,200.25 502,797.25 

ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 445,000 101.50 101.50 7,207.54 458,860.29 

1.2.2. Outros fundos públicos e equiparados 19,740,000 0.00 0.00 23,687.50 17,314,219.62 

XS0669743246 1.2.2. European Invt BK 2.5% 15/03/19 EUR 5,000,000 101.17 101.17 5,479.45 5,063,729.45 

XS0070560288 1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 4,740,000 91.85 46.96 0.00 2,225,982.12 

DE000A1K0UK8 1.2.2. KFW Float 01/02/16 EUR 10,000,000 100.06 100.06 18,208.05 10,024,508.05 

1.2.3. Obrigações diversas 66,305,000 0.00 0.00 601,743.81 65,828,741.79 

XS0241183804 1.2.3. ABN AMRO Bank 3.25% 18/01/13 EUR 2,500,000 102.01 102.01 16,205.60 2,566,330.60 

XS0408730157 1.2.3. BMW US Cap LLC 6.375% 23/07/12 EUR 3,515,000 101.62 101.62 154,285.44 3,726,228.44

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 1,500,000 100.23 100.23 48,437.50 1,551,812.50 

PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 2,500,000 94.13 94.13 4,235.56 2,357,535.56 

PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 1,000,000 94.58 94.58 1,846.17 947,606.17 

PTCPP7OE0020 1.2.3. Banco Santander Totta 3.25% 21/10/14 EUR 4,400,000 92.78 92.78 63,295.08 4,145,571.08 

XS0459903620 1.2.3. Barclays Bk Plc Float 28/01/13 EUR 2,300,000 100.37 100.37 7,568.40 2,316,078.40 

XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 1,500,000 98.44 98.44 3,241.87 1,479,886.87 

XS0743577768 1.2.3. Caisse Cent Immo Float 09/08/13 EUR 5,200,000 101.25 101.25 29,363.53 5,294,415.53 

FR0011201995 1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 1,200,000 101.53 101.53 2,877.05 1,221,249.05 

XS0307699453 1.2.3. Danske Bank Float 29/06/12 EUR 600,000 99.75 99.75 28.13 598,552.13 

DE000DB5DDK9 1.2.3. Deutsche Bank AG Float 15/03/13 EUR 7,900,000 100.27 100.27 4,480.18 7,926,047.18 

XS0256997007 1.2.3. EDP Finance BV 4.625% 13/06/16 EUR 2,000,000 87.28 87.28 73,797.81 1,819,337.81 


XS0537659632 1.2.3. European Invest Bk Float 15/01/16 EUR 4,690,000 99.51 99.51 12,653.23 4,679,625.33 

ES0302761004 1.2.3. Fund Ord Bnk 3% 19/11/14 EUR 1,250,000 99.20 99.20 13,627.05 1,253,627.05 

XS0294513030 1.2.3. GELDI 2007-TS CLASS A 08/09/14 EUR 3,000,000 99.11 99.11 9,587.17 2,982,959.05 

XS0441800579 1.2.3. Ge Capital Euro Fund 4.75% 30/07/14 EUR 700,000 106.96 106.96 22,257.51 771,005.51 

XS0292051835 1.2.3. Hypo Alpe-Adria Float 20/03/15 EUR 700,000 94.26 94.26 197.42 660,045.42 

XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 5,000,000 100.06 100.06 2,985.00 5,005,935.00 

XS0729869460 1.2.3. RaboBank Nederland Float 13/01/14 EUR 3,000,000 100.53 100.53 12,720.50 3,028,500.50 

XS0742398547 1.2.3. Sparebanken Vest 2.125% 07/04/17 EUR 8,000,000 100.22 100.22 24,617.48 8,042,137.48 

2. VALORES NÃO COTADOS 36,950,000 0.00 0.00 618,624.71 36,141,302.51 

2.1. Valores mobiliários nacionais 11,600,000 0.00 0.00 316,652.20 10,539,444.70 

2.1.3. Obrigações diversas 11,600,000 0.00 0.00 316,652.20 10,539,444.70 

PTBSSAOM0005 2.1.3. BRISA 4.797 26/09/13 EUR 1,500,000 94.73 94.73 36,763.89 1,457,668.89 

PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 3,000,000 98.80 98.80 63,442.62 3,027,442.62 

PTBB5JOE0000 2.1.3. Banco BPI 3.25% 15/01/15 EUR 950,000 86.31 86.31 6,411.20 826,327.70 

PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 2,800,000 89.00 89.00 147,602.45 2,639,602.45 

PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 900,000 87.72 87.72 3,568.65 793,039.65 

PTBLMGOM0002 2.1.3. Banco Espirito Santo 5.625% 05/06/14 EUR 1,000,000 91.00 91.00 46,106.56 956,106.56 

PTMTLDOM0005 2.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 1,450,000 57.00 57.00 12,756.83 839,256.83 

2.3. Outros instrumentos de dívida 25,350,000 0.00 0.00 301,972.51 25,601,857.81 

2.3.2. Papel comercial 25,350,000 0.00 0.00 301,972.51 25,601,857.81 

PTEC1AJM0028 2.3.2. Efacec Sistemas Gestao SA 13 EM PC 23/07/12 EUR 15,350,000 99.75 99.75 167,970.57 15,479,718.37 

PRT31000004 2.3.2. Espirito Santo Saude 3ª EM PC 26/04/12 EUR 5,000,000 99.32 99.32 70,977.08 5,036,749.58 

PTES3AJM0048 2.3.2. Estoril Sol III 1 EM PC 30/07/12 EUR 5,000,000 100.45 100.45 63,024.86 5,085,389.86 

4. IMOBILIÁRIO 674,569 0.00 0.00 0.00 6,295,415.19 

4.2. Unidades de participação de fundos de investimento imobiliário 674,569 0.00 0.00 0.00 6,295,415.19 

PTYAIRHM0000 4.2. AF Portfólio Imobiliário - FII EUR 674,569 9.33 9.33 0.00 6,295,415.19 

5. LIQUIDEZ 0 0.00 0.00 0.00 12,245,197.60 

5.1. À vista 0 0.00 0.00 0.00 12,245,197.60 

5.1.9 Outros 0 0.00 0.00 0.00 119,143.75 

5.1.9 Diferimento do juro das OPL's EUR 0 0.00 0.00 0.00 0.08 

5.1.9 IRS EUR 0 0.00 0.00 0.00 3,619.81 

5.1.9 Operações a Liquidar EUR 0 0.00 0.00 0.00 358.62 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 115,165.24 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 12,186,452.70 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 12,186,452.70 

5.1.3. Comissões 0 0.00 0.00 0.00 -60,398.85 

VALOR LÍQUIDO GLOBAL DO FUNDO 5,729,852.33 400,848,683.33

Carteira: OC Puro Capital - 362 Data: 31-03-2012 




NPC: 501 836 926 





1.1.1. Títulos de dívida pública 2,650,000 0.00 0.00 73,131.13 1,948,533.63 

PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 500,000 72.93 72.93 7,688.52 372,338.52 

PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 500,000 58.26 58.26 18,461.06 309,736.06 



PTOTECOE0029 1.1.1. PGB 4.8% 15/06/20 EUR 100,000 59.80 59.80 3,803.28 63,598.28 

PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 500,000 94.39 94.39 14,146.17 486,071.17 

1.1.2. Outros fundos públicos e equiparados 200,000 0.00 0.00 5,106.56 183,106.56 

PTPETQOM0006 1.1.2. Parpublica 3.5% 08/07/13 EUR 200,000 89.00 89.00 5,106.56 183,106.56 

1.1.3. Obrigações diversas 300,000 0.00 0.00 5,459.01 275,468.51 

PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 100,000 92.20 92.20 2,515.71 94,710.71 

PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 150,000 85.48 85.48 1,842.21 130,056.21 

PTCMKROE0009 1.1.3. Montepio Geral 3.25% 27/07/12 EUR 50,000 99.20 99.20 1,101.09 50,701.59 


1.2.1. Títulos de dívida pública 1,100,000 0.00 0.00 17,987.70 1,125,072.70 




NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 450,000 101.38 101.38 15,983.61 472,193.61 

1.2.3. Obrigações diversas 1,050,000 0.00 0.00 21,479.37 1,034,042.87 

FR0010957670 1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 200,000 102.91 102.91 2,811.48 208,623.48 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 100,000 100.23 100.23 3,229.17 103,454.17 

PTCPP4OM0023 1.2.3. Banco Santander Totta 3.75% 12/06/12 EUR 150,000 99.54 99.54 4,503.07 153,819.07 

XS0435879605 1.2.3. EDP Finance BV 4.75% 26/09/16 EUR 250,000 87.29 87.29 6,067.28 224,302.28 

XS0754809548 1.2.3. European Invest Bk Float 27/07/17 EUR 50,000 100.47 100.47 34.35 50,267.85 

XS0587805457 1.2.3. Portugal Tel Fin 5 .625% 08/02/16 EUR 100,000 92.02 92.02 799.18 92,821.18 

XS0544546780 1.2.3. Santander Intl 4.125% 04/10/17 EUR 200,000 98.36 98.36 4,034.84 200,754.84 

2. VALORES NÃO COTADOS 250,000 0.00 0.00 1,547.99 218,021.49 

2.1. Valores mobiliários nacionais 250,000 0.00 0.00 1,547.99 218,021.49 


PTBB5JOE0000 2.1.3. Banco BPI 3.25% 15/01/15 EUR 200,000 86.31 86.31 1,349.73 173,963.73 

PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 50,000 87.72 87.72 198.26 44,057.76 

5. LIQUIDEZ 0 0.00 0.00 0.00 248,995.33 

5.1. À vista 0 0.00 0.00 0.00 248,995.33 



5.1.3. Comissões 0 0.00 0.00 0.00 -902.76 

VALOR LÍQUIDO GLOBAL DO FUNDO 124,711.76 5,033,241.09

Carteira: OC ATLANTICO REFORMA-209 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 98,579,055 0.00 0.00 1,584,676.78 86,760,223.89 





PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 4,000,000 46.57 46.57 157,278.68 2,020,078.68 


PTOTEMOE0027 1.1.1. PGB 4.75% 14/06/19 EUR 1,500,000 60.74 60.74 56,649.59 967,674.59 


PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 1,000,000 85.48 85.48 12,281.42 867,041.42 


PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 1,000,000 88.09 88.09 7,414.83 888,294.56 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 80,679,055 0.00 0.00 1,066,758.56 74,310,676.94 

1.2.1. Títulos de dívida pública 57,996,600 0.00 0.00 549,928.83 51,301,833.31 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 1,208,000 102.24 102.24 30,530.05 1,265,589.25 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 970,000 100.15 100.15 5,995.88 977,460.58 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 4,150,000 101.54 101.54 80,959.02 4,294,661.52 

BE0000262684 1.2.1. Belgium Kingdom 8% 24/12/12 EUR 2,108,000 105.43 105.43 45,154.97 2,267,619.37 


DE0001137313 1.2.1. Bundesschatzanw BKO 0.75% 14/09/12 EUR 2,000,000 100.31 100.31 8,155.74 2,014,355.74 

FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 1,000,000 101.35 101.35 6,407.10 1,019,887.10 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,883,000 105.51 105.51 32,515.19 2,019,174.34 

FR0000571069 1.2.1. FRTRS Cpz 25/04/23 EUR 26,621,000 69.55 69.55 0.00 18,515,171.71 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 3,171,600 105.15 105.15 95,754.59 3,430,533.41 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 3,600,000 101.38 101.38 127,868.85 3,777,548.85 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 604,000 105.78 105.78 11,353.88 650,234.88 



1.2.2. Outros fundos públicos e equiparados 5,987,979 0.00 0.00 189,147.13 7,405,247.88 

XS0069971710 1.2.2. European Invt BK 8% 11/10/16 EUR 4,987,979 124.61 124.61 187,326.32 6,402,797.07 



ES0312342019 1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 6,000,000 61.27 61.27 169,057.38 3,844,957.38 

ES0312358007 1.2.3. AYT Cedulas Caja 3.75% 31/03/15 EUR 1,000,000 94.84 94.84 0.00 948,350.00 

PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 1,000,000 94.13 94.13 1,694.22 943,014.22 

ES0413900129 1.2.3. Banco Santander 3.875% 06/02/26 EUR 1,500,000 87.51 87.51 8,575.82 1,321,150.82 

ES0413900020 1.2.3. Banco Santander 4% 08/07/13 EUR 3,000,000 102.01 102.01 87,540.98 3,147,690.98 

ES0414950644 1.2.3. Caja Madrid 4.125% 24/03/36 EUR 1,000,000 68.93 68.93 791.10 690,041.10 

XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 166,001 98.70 98.70 238.12 164,089.29 

XS0756438452 1.2.3. Danske Bank Float 13/03/14 EUR 500,000 99.90 99.90 473.50 499,953.50 

XS0256997007 1.2.3. EDP Finance BV 4.625% 13/06/16 EUR 1,500,000 87.28 87.28 55,348.36 1,364,503.36 

XS0740795041 1.2.3. Lloyds TSB Bank 4.625% 02/02/17 EUR 500,000 102.41 102.41 3,664.62 515,709.62 

XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 500,000 100.06 100.06 298.50 500,593.50

1.2.6. Unidades de participação de fundos de investimento fechados 28,476 0.00 0.00 0.00 1,663,541.98 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 28,476 58.42 58.42 0.00 1,663,541.98 


2.1. Valores mobiliários nacionais 5,000,000 0.00 0.00 33,474.30 4,403,724.51 

2.1.3. Obrigações diversas 5,000,000 0.00 0.00 33,474.30 4,403,724.51 

PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 5,000,000 87.41 87.41 33,474.30 4,403,724.51 



PRT31000004 2.3.2. Espirito Santo Saude 3ª EM PC 26/04/12 EUR 2,000,000 99.32 99.32 28,390.83 2,014,699.83 

4. IMOBILIÁRIO 366,818 0.00 0.00 0.00 3,423,328.99 



5. LIQUIDEZ -55,332 0.00 0.00 0.00 3,922,974.22 

5.1. À vista -55,332 0.00 0.00 0.00 3,922,974.22 

5.1.9 Outros 906 0.00 0.00 0.00 148,111.93 

5.1.9 Diferimento do juro das OPL's EUR 24 0.00 0.00 0.00 0.03 

5.1.9 IRS EUR 882 0.00 0.00 0.00 0.00 

5.1.9 Operações a Liquidar EUR 0 0.00 0.00 0.00 44,308.33 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 103,803.57 



5.1.3. Comissões -56,238 0.00 0.00 0.00 -17,104.66 


Carteira: OC CAPITAL BPA-206 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 83,241 0.00 0.00 2,055.55 84,609.64 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 27,000 0.00 0.00 873.64 24,814.54 

1.1.1. Títulos de dívida pública 27,000 0.00 0.00 873.64 24,814.54 

PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 2,500 72.93 72.93 38.44 1,861.69 

PTOTEOOE0017 1.1.1. PGB 3.6% 15/10/14 EUR 3,000 81.00 81.00 49.57 2,479.57 

PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 2,000 58.26 58.26 73.84 1,238.94 

PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 2,500 65.26 65.26 49.62 1,681.12 

PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 16,000 99.67 99.67 633.88 16,581.08 

PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 1,000 94.39 94.39 28.29 972.14 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 56,241 0.00 0.00 1,181.91 59,795.10 


BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 3,000 102.24 102.24 75.82 3,143.02 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 3,000 100.15 100.15 18.54 3,023.07 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 1,000 101.54 101.54 19.51 1,034.86 

BE0000262684 1.2.1. Belgium Kingdom 8% 24/12/12 EUR 3,320 105.43 105.43 71.12 3,571.40 

DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 5,000 100.09 100.09 19.81 5,024.31 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 240 105.50 105.50 4.14 257.35 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 2,660 105.15 105.15 80.31 2,877.17 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 20,000 101.38 101.38 710.38 20,986.38 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 2,000 104.90 104.90 33.85 2,131.85 

AT0000385745 1.2.1. RAGB 4.65% 15/01/18 EUR 2,000 114.62 114.62 19.31 2,311.71 

AT0000385356 1.2.1. RAGB 5% 15/07/12 EUR 3,000 101.30 101.30 106.56 3,145.56 



1.2.3. Obrigações diversas 7,000 0.00 0.00 15.28 7,041.58 


XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 2,000 100.06 100.06 1.19 2,002.37 

XS0729869460 1.2.3. RaboBank Nederland Float 13/01/14 EUR 3,000 100.53 100.53 12.72 3,028.50 

1.2.6. Unidades de participação de fundos de investimento fechados 21 0.00 0.00 0.00 1,237.04 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 21 58.42 58.42 0.00 1,237.04 

5. LIQUIDEZ 15 0.00 0.00 0.00 6,245.16 

5.1. À vista 15 0.00 0.00 0.00 6,245.16 

5.1.9 Outros 15 0.00 0.00 0.00 86.75 

5.1.9 Diferimento do juro das OPL's EUR 10 0.00 0.00 0.00 -0.01 

5.1.9 IRS EUR 5 0.00 0.00 0.00 0.00 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 86.76 



5.1.3. Comissões 0 0.00 0.00 0.00 -12.96 

VALOR LÍQUIDO GLOBAL DO FUNDO 2,055.55 90,854.80

Carteira: OC COMP SEGUROS VIDA,007 Data: 31-03-2012 




NPC: 501 836 926 





1.1.1. Títulos de dívida pública 23,820,000 0.00 0.00 631,221.96 19,274,729.96 






PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 4,100,000 65.26 65.26 81,378.27 2,757,038.27 

PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 7,050,000 99.67 99.67 279,303.27 7,306,038.27 


1.1.3. Obrigações diversas 12,200,000 0.00 0.00 206,831.77 11,375,031.77 

PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 1,000,000 92.20 92.20 25,157.10 947,107.10 

PTCGFC1E0029 1.1.3. Caixa Geral Depo 4.625% 28/06/12 EUR 5,000,000 99.53 99.53 175,017.08 5,151,267.08 

PTCMHXOM0006 1.1.3. Montepio Geral Float 29/05/13 EUR 6,200,000 85.00 85.00 6,657.59 5,276,657.59 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 119,545,482 0.00 0.00 1,672,956.42 122,547,616.44 


BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 5,082,400 102.24 102.24 128,448.63 5,324,694.39 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 1,448,000 100.15 100.15 8,950.55 1,459,137.03 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 2,630,000 101.54 101.54 51,306.56 2,721,677.06 


BE0000322314 1.2.1. Belgium Kingdom Float 15/02/16 EUR 5,580,000 98.32 98.32 11,557.57 5,497,534.57 


FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,861,600 105.51 105.51 32,145.66 1,996,226.74 

FR0010670737 1.2.1. FRTR 4.25% 25/10/18 EUR 1,000,000 112.61 112.61 18,346.99 1,144,446.99 

FR0000188690 1.2.1. FRTR 4.75% 25/10/12 EUR 8,000,000 102.49 102.49 164,043.71 8,363,243.71 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 10,000,000 100.20 100.20 465,846.99 10,485,846.99 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 85,600 115.21 115.21 1,847.65 100,463.13 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 6,669,280 105.15 105.15 201,353.95 7,213,768.41 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 2,541,200 105.78 105.78 47,769.00 2,735,723.30 


AT0000386198 1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 1,000,000 107.99 107.99 24,863.39 1,104,713.39 

ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 2,285,000 101.50 101.50 37,009.51 2,356,170.26 

1.2.2. Outros fundos públicos e equiparados 5,000,000 0.00 0.00 9,104.03 5,012,254.03 

DE000A1K0UK8 1.2.2. KFW Float 01/02/16 EUR 5,000,000 100.06 100.06 9,104.03 5,012,254.03 



XS0688609113 1.2.3. ABN AMRO Bank NV Float 7/10/13 EUR 3,200,000 101.19 101.19 18,608.53 3,256,624.53 

XS0619548216 1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 1,468,000 100.55 100.55 86,681.19 1,562,769.87 

ES0312298013 1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 500,000 91.36 91.36 815.07 457,590.07 

ES0312298088 1.2.3. AYT Cedulas Caja 3.75% 25/10/13 EUR 300,000 98.35 98.35 4,856.56 299,891.56 

XS0680404000 1.2.3. BMW Finance NV Float 26/03/13 EUR 2,000,000 100.08 100.08 343.61 2,001,863.61 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 300,000 100.23 100.23 9,687.50 310,362.50 

PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 2,000,000 94.58 94.58 3,692.33 1,895,212.33


XS0731708268 1.2.3. Barclays Bk Plc Float 17/01/14 EUR 1,400,000 101.32 101.32 7,894.95 1,426,388.95 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 500,000 105.81 105.81 2,725.41 531,775.41 

DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 120,000 103.92 103.92 1,081.97 125,787.17 


XS0494840977 1.2.3. Caisse Cent Immo Float 18/03/13 EUR 3,500,000 99.54 99.54 2,055.67 3,485,920.67 

ES0414950644 1.2.3. Caja Madrid 4.125% 24/03/36 EUR 2,000,000 68.93 68.93 1,582.19 1,380,082.19 

FR0011201995 1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 2,700,000 101.53 101.53 6,473.36 2,747,810.36 

XS0756438452 1.2.3. Danske Bank Float 13/03/14 EUR 1,200,000 99.90 99.90 1,136.40 1,199,888.40 

DE000DB5DDD4 1.2.3. Deutsche Bank AG Float 07/10/13 EUR 1,500,000 100.96 100.96 7,356.08 1,521,711.08 

DE000DB5DDL7 1.2.3. Deutsche Bank AG Float 14/02/13 EUR 2,100,000 100.30 100.30 3,925.72 2,110,267.72 

XS0260783005 1.2.3. Erste Bank Float 19/07/17 EUR 1,600,000 90.00 90.00 5,161.60 1,445,161.60 

XS0537659632 1.2.3. European Invest Bk Float 15/01/16 EUR 1,700,000 99.51 99.51 4,586.46 1,696,239.46 

XS0294490312 1.2.3. GE Cap Eur Fund Float 03/04/14 EUR 2,600,000 99.34 99.34 9,507.91 2,592,399.91 

XS0609191860 1.2.3. Institut Credito Ofcl Float 25/03/14 EUR 1,500,000 97.54 97.54 534.79 1,463,649.79 

XS0498391894 1.2.3. Lloyds TSB Bank Float 25/03/13 EUR 2,400,000 100.46 100.46 672.33 2,411,640.33 

XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 3,300,000 100.06 100.06 1,970.10 3,303,917.10 


XS0616562277 1.2.3. Santander Intl Float 19/03/13 EUR 2,100,000 99.82 99.82 11,184.60 2,107,320.60 

1.2.6. Unidades de participação de fundos de investimento fechados 9,202 0.00 0.00 0.00 537,587.97 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 9,202 58.42 58.42 0.00 537,587.97 

2. VALORES NÃO COTADOS 11,503,000 0.00 0.00 110,399.13 10,762,206.84 

2.1. Valores mobiliários nacionais 6,503,000 0.00 0.00 39,422.05 5,725,457.26 


PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 1,500,000 87.72 87.72 5,947.75 1,321,732.75 


2.1.4. Acções 3,000 0.00 0.00 0.00 0.00 

92155021951N 2.1.4. Hoteis Bom Jesus SA EUR 3,000 0.00 0.00 0.00 0.00 

2.3. Outros instrumentos de dívida 5,000,000 0.00 0.00 70,977.08 5,036,749.58 

2.3.2. Papel comercial 5,000,000 0.00 0.00 70,977.08 5,036,749.58 

PRT31000004 2.3.2. Espirito Santo Saude 3ª EM PC 26/04/12 EUR 5,000,000 99.32 99.32 70,977.08 5,036,749.58 

4. IMOBILIÁRIO 612,547 0.00 0.00 0.00 5,716,594.88 



5. LIQUIDEZ 163 0.00 0.00 0.00 10,571,690.54 

5.1. À vista 163 0.00 0.00 0.00 10,571,690.54 

5.1.9 Outros 70 0.00 0.00 0.00 67,041.53 


5.1.9 IRS EUR 40 0.00 0.00 0.00 0.00 





5.1.3. Comissões 93 0.00 0.00 0.00 -30,724.37 


Carteira: OC CREDITOS -213 Data: 31-03-2012 




NPC: 501 836 926 





1.1.1. Títulos de dívida pública 3,415,000 0.00 0.00 86,736.45 2,311,815.95 


PTOTEOOE0017 1.1.1. PGB 3.6% 15/10/14 EUR 600,000 81.00 81.00 9,914.75 495,914.75 


PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 860,000 46.57 46.57 33,814.92 434,316.92 

PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 250,000 65.26 65.26 4,962.09 168,112.09 



PTCGFC1E0029 1.1.3. Caixa Geral Depo 4.625% 28/06/12 EUR 500,000 99.53 99.53 17,501.71 515,126.71 


1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 21,910,502 0.00 0.00 227,870.31 21,888,557.85 

1.2.1. Títulos de dívida pública 8,603,900 0.00 0.00 106,449.15 8,891,768.06 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 852,000 102.24 102.24 21,532.79 892,617.59 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 80,000 100.15 100.15 494.51 80,615.31 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 176,000 101.54 101.54 3,433.44 182,135.04 


BE0000322314 1.2.1. Belgium Kingdom Float 15/02/16 EUR 600,000 98.32 98.32 1,242.75 591,132.75 


DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 426,000 100.83 100.83 1,964.14 431,499.94 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 261,000 105.51 105.51 4,506.88 279,874.93 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 920,900 105.15 105.15 27,803.13 996,083.44 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 426,000 105.78 105.78 8,007.87 458,609.37 


ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 383,000 101.50 101.50 6,203.34 394,929.19 

1.2.2. Outros fundos públicos e equiparados 1,400,000 0.00 0.00 0.00 657,463.07 

XS0070560288 1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 1,400,000 91.85 46.96 0.00 657,463.07 


XS0688609113 1.2.3. ABN AMRO Bank NV Float 7/10/13 EUR 500,000 101.19 101.19 2,907.58 508,847.58 

ES0312360003 1.2.3. AYT Cedulas Caja 4% 07/04/14 EUR 1,000,000 97.90 97.90 39,234.97 1,018,184.97 

ES0413211113 1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 600,000 99.12 99.12 3,569.67 598,259.67 


PTBCPUOM0010 1.2.3. Banco Comercial Português Float 28/03/13 EUR 300,000 93.50 93.50 52.50 280,552.50 

PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 300,000 94.58 94.58 553.85 284,281.85 

ES0413900111 1.2.3. Banco Santander 3.5% 06/02/14 EUR 500,000 101.56 101.56 2,581.97 510,381.97 

ES0413900020 1.2.3. Banco Santander 4% 08/07/13 EUR 500,000 102.01 102.01 14,590.16 524,615.16 

XS0731708268 1.2.3. Barclays Bk Plc Float 17/01/14 EUR 500,000 101.32 101.32 2,819.63 509,424.63 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 250,000 105.81 105.81 1,362.70 265,887.70 

XS0494840977 1.2.3. Caisse Cent Immo Float 18/03/13 EUR 900,000 99.54 99.54 528.60 896,379.60 


DE000DB5DDD4 1.2.3. Deutsche Bank AG Float 07/10/13 EUR 300,000 100.96 100.96 1,471.22 304,342.22 

DE000DB5DDL7 1.2.3. Deutsche Bank AG Float 14/02/13 EUR 400,000 100.30 100.30 747.76 401,955.76 

DE0002539863 1.2.3. Deutsche Hyp Han 4.25% 11/02/13 EUR 450,000 102.92 102.92 2,560.45 465,677.95

XS0260783005 1.2.3. Erste Bank Float 19/07/17 EUR 700,000 90.00 90.00 2,258.20 632,258.20 

DE000EH0A2E9 1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 500,000 105.26 105.26 6,970.63 533,245.63 



XS0294490312 1.2.3. GE Cap Eur Fund Float 03/04/14 EUR 400,000 99.34 99.34 1,462.76 398,830.76 

XS0247263048 1.2.3. Haa-Bank Intl Ag 3.75% 17/03/14 EUR 300,000 101.00 101.00 431.51 303,431.51 

XS0609191860 1.2.3. Institut Credito Ofcl Float 25/03/14 EUR 1,000,000 97.54 97.54 356.53 975,766.53 

XS0498391894 1.2.3. Lloyds TSB Bank Float 25/03/13 EUR 500,000 100.46 100.46 140.07 502,425.07 




2.1. Valores mobiliários nacionais 1,500,000 0.00 0.00 10,042.29 1,321,117.41 


PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 1,500,000 87.41 87.41 10,042.29 1,321,117.41 

4. IMOBILIÁRIO 108,701 0.00 0.00 0.00 1,014,452.08 



5. LIQUIDEZ 87 0.00 0.00 0.00 3,239,000.18 

5.1. À vista 87 0.00 0.00 0.00 3,239,000.18 

5.1.9 Outros 87 0.00 0.00 0.00 15,031.19 


5.1.9 IRS EUR 68 0.00 0.00 0.00 0.00 





5.1.3. Comissões 0 0.00 0.00 0.00 -5,704.39 

VALOR LÍQUIDO GLOBAL DO FUNDO 344,298.37 31,992,217.79

Carteira: OC FUNDO INVESTIMENTO 009 Data: 31-03-2012 




NPC: 501 836 926 







1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 5,851,758 0.00 0.00 65,341.47 6,101,033.52 


BE0000322314 1.2.1. Belgium Kingdom Float 15/02/16 EUR 400,000 98.32 98.32 828.50 394,088.50 


DE0001137313 1.2.1. Bundesschatzanw BKO 0.75% 14/09/12 EUR 300,000 100.31 100.31 1,223.36 302,153.36 

FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 70,000 101.35 101.35 448.50 71,392.10 


NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 1,500,000 101.38 101.38 53,278.69 1,573,978.69 


DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 313,000 103.92 103.92 2,822.13 328,094.86 

XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 166,001 98.70 98.70 238.12 164,089.29 


XS0219927802 1.2.3. GE Cap EUR Fund Float 25/05/12 EUR 500,000 100.07 100.07 522.04 500,852.04 







PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 500,000 79.01 79.01 3,347.43 398,385.93 

5. LIQUIDEZ 2,201 0.00 0.00 0.00 355,667.16 

5.1. À vista 2,201 0.00 0.00 0.00 355,667.16 

5.1.9 Outros 2,057 0.00 0.00 0.00 14,032.38 


5.1.9 IRS EUR 2,047 0.00 0.00 0.00 0.00 


5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 9,631.39 



5.1.3. Comissões 145 0.00 0.00 0.00 -1,054.44 


Carteira: OC FUNDO POUPANCA 008 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 2,043,496 0.00 0.00 37,460.47 2,003,350.91 




PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 270,000 99.67 99.67 10,696.72 279,805.72 

1.1.3. Obrigações diversas 100,000 0.00 0.00 2,037.23 99,799.73 


PTCG1LOM0007 1.1.3. Caixa Geral Depositos 5.125% 19/02/14 EUR 50,000 96.00 96.00 287.06 48,287.06 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 64,000 102.24 102.24 1,617.49 67,051.09 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 16,000 105.51 105.51 276.28 17,157.08 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 60,800 105.15 105.15 1,835.63 65,763.79 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 250,000 101.38 101.38 8,879.78 262,329.78 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 32,000 105.78 105.78 601.53 34,449.53 


ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 29,000 101.50 101.50 469.70 29,903.25 


XS0070560288 1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 50,000 91.85 46.96 0.00 23,480.82 


DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 40,000 103.92 103.92 360.66 41,929.06 




5. LIQUIDEZ -2,070 0.00 0.00 0.00 99,649.49 

5.1. À vista -2,070 0.00 0.00 0.00 99,649.49 

5.1.9 Outros 172 0.00 0.00 0.00 3,065.33 


5.1.9 IRS EUR 162 0.00 0.00 0.00 0.00 





5.1.3. Comissões -2,242 0.00 0.00 0.00 -323.89 

VALOR LÍQUIDO GLOBAL DO FUNDO 37,460.47 2,103,000.40

Carteira: OC GARANTIA MAIS-013 Data: 31-03-2012 




NPC: 501 836 926 






PTOTEOOE0017 1.1.1. PGB 3.6% 15/10/14 EUR 1,000,000 81.00 81.00 16,524.59 826,524.59 


PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 2,000,000 99.67 99.67 79,234.97 2,072,634.97 





PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 150,000 81.25 81.25 1,112.22 122,992.31 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 17,277,614 0.00 0.00 318,883.77 18,929,804.42 


BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 500,000 102.24 102.24 12,636.61 523,836.61 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 530,000 100.15 100.15 3,276.10 534,076.40 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 530,000 101.54 101.54 10,339.34 548,474.84 




FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 300,000 101.35 101.35 1,922.13 305,966.13 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 1,000,000 100.20 100.20 46,584.70 1,048,584.70 

FR0120350428 1.2.1. French Discount T-Bill BTF CPZ 26/04/12 EUR 1,000,000 99.99 99.99 0.00 999,900.00 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 530,500 105.15 105.15 16,016.46 573,810.69 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 2,500,000 101.38 101.38 88,797.81 2,623,297.81 





FR0011201995 1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 400,000 101.53 101.53 959.02 407,083.02 

XS0169166096 1.2.3. Corsair (Jersey) Ltd Float 17/06/13 EUR 2,000,000 87.47 87.47 12,113.95 1,761,513.95 

XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 332,002 98.70 98.70 476.24 328,178.59 








4. IMOBILIÁRIO 106,879 0.00 0.00 0.00 997,448.27 

4.2. Unidades de participação de fundos de investimento imobiliário 106,879 0.00 0.00 0.00 997,448.27 

PTYAIRHM0000 4.2. AF Portfólio Imobiliário - FII EUR 106,879 9.33 9.33 0.00 997,448.27 

5. LIQUIDEZ 91,997 0.00 0.00 0.00 1,217,514.98 

5.1. À vista 91,997 0.00 0.00 0.00 1,217,514.98 

5.1.9 Outros 91,512 0.00 0.00 0.00 106,508.17 

5.1.9 Diferimento do juro das OPL's EUR 16 0.00 0.00 0.00 -0.01

5.1.9 IRS EUR 91,496 0.00 0.00 0.00 0.00 





5.1.3. Comissões 484 0.00 0.00 0.00 -4,979.92 

VALOR LÍQUIDO GLOBAL DO FUNDO 682,073.40 31,503,691.39

Carteira: OC GESTÃO CARTEIRA PPR 3% 010 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 117,972,000 0.00 0.00 2,992,428.82 93,937,083.58 




PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 11,500,000 66.22 66.22 424,604.48 8,040,034.08 




PTOTENOE0018 1.1.1. PGB 4.45% 15/06/18 EUR 15,000,000 72.87 72.87 528,893.40 11,459,886.36 

PTOTEMOE0027 1.1.1. PGB 4.75% 14/06/19 EUR 4,000,000 71.72 71.72 151,065.57 3,019,815.11 




PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 2,000,000 92.20 92.20 50,314.20 1,894,214.20 

PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 3,000,000 85.48 85.48 36,844.26 2,601,124.26 

PTCG16OM0004 1.1.3. Caixa Geral Depo 4.375% 13/05/13 EUR 5,000,000 97.00 97.00 193,049.85 5,043,049.85 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 12,000,000 88.09 88.09 88,977.95 10,659,534.77 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 4,688,000 102.24 102.24 118,480.87 4,911,492.07 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 4,693,000 100.15 100.15 29,008.93 4,729,095.36 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 13,088,000 101.54 101.54 255,323.28 13,544,224.08 

BE0000262684 1.2.1. Belgium Kingdom 8% 24/12/12 EUR 7,796,000 105.43 105.43 166,996.28 8,386,319.08 




FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 3,000,000 101.35 101.35 19,221.31 3,059,661.31 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 4,819,000 105.51 105.51 83,213.33 5,167,499.28 



NL0000102242 1.2.1. NETHER 3.25% 15/07/15 EUR 5,000,000 107.68 107.68 115,437.16 5,499,437.16 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 9,855,100 105.15 105.15 297,537.86 10,659,682.76 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 15,000,000 101.38 101.38 532,786.89 15,739,786.89 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 1,244,000 105.78 105.78 23,384.48 1,339,225.48 


AT0000385356 1.2.1. RAGB 5% 15/07/12 EUR 5,800,000 101.30 101.30 206,010.93 6,081,410.93 

ES0000012791 1.2.1. SPGB 5% 30/07/12 EUR 350,000 101.28 101.28 11,714.48 366,194.48 



XS0671138377 1.2.2. Council of Europe 2.875 31/08/21 EUR 2,500,000 100.48 100.48 41,828.89 2,553,753.89 


DE000A1K0UK8 1.2.2. KFW Float 01/02/16 EUR 4,000,000 100.06 100.06 7,283.22 4,009,803.22 


ES0312360003 1.2.3. AYT Cedulas Caja 4% 07/04/14 EUR 1,700,000 97.90 97.90 66,699.45 1,730,914.45

XS0746025336 1.2.3. BBVA Senior Fin 3% 22/08/13 EUR 2,000,000 99.91 99.91 6,229.51 2,004,389.51 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 260,000 100.23 100.23 8,395.83 268,980.83 

XS0748955142 1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 2,100,000 100.39 100.39 4,905.74 2,112,990.74 




XS0084064301 1.2.3. Dresdner Bank Ag Cpz 26/02/13 PTE 527,500,000 232.91 1.16 0.00 6,128,311.15 

XS0495010133 1.2.3. EDP Finance BV 3.25% 16/03/15 EUR 2,500,000 88.75 88.75 3,339.04 2,222,089.04 



XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 2,500,000 69.17 69.17 76,075.82 1,805,250.82 

XS0446860826 1.2.3. Societe Generale 3.75% 21/08/14 EUR 3,050,000 103.88 103.88 69,687.50 3,238,058.00 



1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europei 5,000,000 0.00 0.00 4,195.21 4,233,545.21 


XS0215828913 1.3.3. Portugal Tel Fin 4.375% 24/03/17 EUR 5,000,000 84.59 84.59 4,195.21 4,233,545.21 


2.1. Valores mobiliários nacionais 26,450,000 0.00 0.00 569,911.45 21,535,317.73 

2.1.3. Obrigações diversas 26,450,000 0.00 0.00 569,911.45 21,535,317.73 


PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 950,000 87.72 87.72 3,766.91 837,097.41 


PTMTLDOM0005 2.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 7,000,000 57.00 57.00 61,584.70 4,051,584.70 

XS0202475173 2.1.3. Parpublica 4.191% 15/10/14 EUR 1,000,000 71.86 71.86 19,237.38 737,837.38 

2.3. Outros instrumentos de dívida 2,500,000 0.00 0.00 31,512.43 2,542,694.93 

2.3.2. Papel comercial 2,500,000 0.00 0.00 31,512.43 2,542,694.93 

PTES3AJM0048 2.3.2. Estoril Sol III 1 EM PC 30/07/12 EUR 2,500,000 100.45 100.45 31,512.43 2,542,694.93 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 3,905 0.00 0.00 0.00 470,279.96 

3.2. Fundos não harmonizados 3,905 0.00 0.00 0.00 470,279.96 

KYG3347T1058 3.2. F&C Zircon Fund Limited EUR 3,905 120.43 120.43 0.00 470,279.96 

4. IMOBILIÁRIO 1,136,394 0.00 0.00 0.00 10,605,397.01 

4.2. Unidades de participação de fundos de investimento imobiliário 1,136,394 0.00 0.00 0.00 10,605,397.01 

PTYAIRHM0000 4.2. AF Portfólio Imobiliário - FII EUR 1,136,394 9.33 9.33 0.00 10,605,397.01 

5. LIQUIDEZ -159,201 0.00 0.00 0.00 5,434,201.12 

5.1. À vista -159,201 0.00 0.00 0.00 5,434,201.12 

5.1.9 Outros -9,478 0.00 0.00 0.00 419,600.85 


5.1.9 IRS EUR -9,494 -0.13 -0.13 0.00 1,195.33 





5.1.3. Comissões -149,722 0.00 0.00 0.00 -69,458.51 


Carteira: OC GEST.CART.POUP.INV.2.4% 011 Data: 31-03-2012 




NPC: 501 836 926 






PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 39,300,000 77.84 77.84 604,318.01 31,194,868.11 

PTOTE6OE0006 1.1.1. PGB 4.2% 15/10/16 EUR 19,000,000 78.12 78.12 366,295.06 15,209,745.03 

PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 31,000,000 74.24 74.24 615,299.13 23,630,275.57 

PTOTE1OE0019 1.1.1. PGB 4.375% 16/06/14 EUR 38,079,000 82.65 82.65 1,315,468.09 32,787,761.59 





PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 39,850,000 93.03 93.03 1,127,450.11 38,200,542.93 


PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 11,500,000 92.20 92.20 289,306.65 10,891,731.65 




PTCG1LOM0007 1.1.3. Caixa Geral Depositos 5.125% 19/02/14 EUR 4,000,000 96.00 96.00 22,964.48 3,862,964.48 

PTCG32OM0004 1.1.3. Caixa Geral Depositos 8% 28/09/15 EUR 650,000 98.99 98.99 26,284.15 669,706.15 



PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 8,500,000 88.09 88.09 63,026.04 7,550,503.79 


PTMXR0IM0008 1.1.6. Maxirent - Fundo Inv.Imob. EUR 287,420 11.81 11.81 0.00 3,395,493.65 


1.2.1. Títulos de dívida pública 274,435,600 0.00 0.00 5,752,130.46 289,871,312.21 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 8,412,000 102.24 102.24 212,598.36 8,813,027.16 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 23,588,000 100.15 100.15 145,804.95 23,769,422.83 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 39,036,000 101.54 101.54 761,521.97 40,396,724.57 



DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 3,000,000 100.83 100.83 13,831.97 3,038,731.97 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 9,231,000 105.51 105.51 159,398.68 9,898,565.23 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 25,000 115.21 115.21 539.62 29,340.87 

NL0000102242 1.2.1. NETHER 3.25% 15/07/15 EUR 5,000,000 107.68 107.68 115,437.16 5,499,437.16 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 34,444,600 105.15 105.15 1,039,925.77 37,256,700.44 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 40,000,000 101.38 101.38 1,420,765.03 41,972,765.03 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 3,000,000 105.78 105.78 56,393.44 3,229,643.44 


AT0000A011T9 1.2.1. RAGB 4% 15/09/16 EUR 12,705,000 110.67 110.67 274,927.85 14,335,551.35 

AT0000385745 1.2.1. RAGB 4.65% 15/01/18 EUR 2,800,000 114.62 114.62 27,036.07 3,236,396.07 



1.2.2. Outros fundos públicos e equiparados 14,000,000 0.00 0.00 25,491.28 14,034,311.28 

DE000A1K0UK8 1.2.2. KFW Float 01/02/16 EUR 14,000,000 100.06 100.06 25,491.28 14,034,311.28

1.2.3. Obrigações diversas 226,878,679 0.00 0.00 2,780,513.70 225,397,408.16 

XS0619548216 1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 3,024,000 100.55 100.55 178,558.52 3,219,220.76 

ES0312298013 1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 25,000,000 91.36 91.36 40,753.42 22,879,503.42 

ES0312298088 1.2.3. AYT Cedulas Caja 3.75% 25/10/13 EUR 5,000,000 98.35 98.35 80,942.62 4,998,192.62 

ES0312358007 1.2.3. AYT Cedulas Caja 3.75% 31/03/15 EUR 14,000,000 94.84 94.84 0.00 13,276,900.00 

ES0413211113 1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 21,300,000 99.12 99.12 126,723.36 21,238,218.36 


ES0413211410 1.2.3. Banco Bilbao Viz 4.125% 13/01/14 EUR 350,000 102.55 102.55 3,076.84 361,994.84 

ES0413211170 1.2.3. Banco Bilbao Viz 4.25% 18/01/17 EUR 2,000,000 102.06 102.06 16,953.55 2,058,053.55 

ES0413211345 1.2.3. Banco Bilbao Vizcaya Arg 3.625% 18/01/17 EUR 5,000,000 99.23 99.23 36,150.96 4,997,400.96 



PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 5,950,000 94.58 94.58 10,984.69 5,638,256.69 

ES0413900020 1.2.3. Banco Santander 4% 08/07/13 EUR 10,000,000 102.01 102.01 291,803.28 10,492,303.28 


PTCPP4OM0023 1.2.3. Banco Santander Totta 3.75% 12/06/12 EUR 350,000 99.54 99.54 10,507.17 358,911.17 

XS0456135184 1.2.3. Bank of Ireland 4.625% 08/04/13 EUR 600,000 94.75 94.75 27,143.44 595,643.44 

XS0368374624 1.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,500,000 123.38 123.38 144,375.00 3,228,875.00 

XS0097084726 1.2.3. Bayer Hypo-Verei 05/05/14 EUR 1,000,000 103.92 103.92 36,111.11 1,075,261.11 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 11,800,000 105.81 105.81 64,319.67 12,549,899.67 


XS0097995590 1.2.3. Bayer Hypo-Verei Float 02/06/14 EUR 1,500,000 98.10 98.10 49,666.67 1,521,211.67 

PTBRIHOM0001 1.2.3. Brisa 4.5% 05/12/16 EUR 5,000,000 79.23 79.23 71,926.22 4,033,476.22 


ES0214950166 1.2.3. Caja Ahorro Monte Madrid Float 17/10/16 EUR 4,550,000 54.38 54.38 18,714.91 2,493,004.91 

XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 498,003 98.70 98.70 714.36 492,267.88 

XS0256996538 1.2.3. EDP Finance BV 4.25% 12/06/12 EUR 4,000,000 99.88 99.88 136,092.89 4,131,212.89 

XS0260783005 1.2.3. Erste Bank Float 19/07/17 EUR 3,400,000 90.00 90.00 10,968.40 3,070,968.40 

DE000EH0A2E9 1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 15,000,000 105.26 105.26 209,118.84 15,997,368.84 


XS0302868475 1.2.3. HSBC Finance 4.875% 30/05/17 EUR 4,300,000 108.90 108.90 175,260.24 4,857,788.24 

XS0247263048 1.2.3. Haa-Bank Intl Ag 3.75% 17/03/14 EUR 1,000,000 101.00 101.00 1,438.36 1,011,438.36 


XS0247027070 1.2.3. Monte Dei Paschi Float 22/03/13 EUR 3,000,000 97.95 97.95 736.50 2,939,176.50 

XS0225152411 1.2.3. Morgan Stanley Float 20/07/12 EUR 7,450,000 99.90 99.90 22,098.35 7,464,275.85 

XS0293598495 1.2.3. OPERA GER3 A 25/01/22 EUR 433,676 90.00 90.00 1,055.86 391,364.17 

XS0587805457 1.2.3. Portugal Tel Fin 5 .625% 08/02/16 EUR 10,000,000 92.02 92.02 79,918.03 9,282,118.03 

DE000HV2AEH8 1.2.3. UNICREDIT BANK 2.125% 05/10/15 EUR 10,000,000 101.73 101.73 103,346.98 10,276,046.98 

XS0247757718 1.2.3. Unicredito Itali Float 15/03/16 EUR 3,100,000 90.84 90.84 1,516.93 2,817,525.93 

DE000WLB6AL0 1.2.3. Westlb 4.125% 08/06/16 EUR 20,000,000 109.17 109.17 669,467.17 22,502,467.17 

DE000A0AC9Z9 1.2.3. Westlb 4.5% 16/01/14 EUR 5,000,000 105.50 105.50 46,106.55 5,320,956.55 

1.2.6. Unidades de participação de fundos de investimento fechados 288,147 0.00 0.00 0.00 16,833,525.31 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 288,147 58.42 58.42 0.00 16,833,525.31 




PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 4,000,000 98.80 98.80 84,590.16 4,036,590.16 


PTBCU31E0002 2.1.3. Banco Comercial Português 4.75% 29/10/14 EUR 2,750,000 90.65 90.65 54,962.43 2,547,967.99 

PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 8,395,000 87.41 87.41 56,203.34 7,393,853.78 

XS0202475173 2.1.3. Parpublica 4.191% 15/10/14 EUR 5,000,000 71.86 71.86 96,186.88 3,689,186.88 

PTPAQAOE0001 2.1.3. Parque Fab.Malhas/94 EUR 74,700 0.00 0.00 0.00 0.00 

PRT31000008 2.1.3. Somec/91 PTE 5,000,000 0.00 0.00 0.00 0.00 

PRT31000008 2.1.3. T.Luís Correia /87-97 PTE 20,000,000 0.00 0.00 0.00 0.00 

2.1.4. Acções 9,090 0.00 0.00 0.00 100,211.99

PTCNB0AP0009 2.1.4. C.N.B./CAMAC-C.Nac.Borracha EUR 1,000 0.00 0.00 0.00 4.99 

PTPOI0AP0004 2.1.4. Prosica SA EUR 7,340 13.55 13.55 0.00 99,457.00 

92174992801N 2.1.4. Servibanca-Emp.Prestação de Serv ACE EUR 750 1.00 1.00 0.00 750.00 

2.3. Outros instrumentos de dívida 20,000,000 0.00 0.00 240,808.34 20,163,803.34 

2.3.2. Papel comercial 20,000,000 0.00 0.00 240,808.34 20,163,803.34 


PTSO1QJM0009 2.3.2. Sonae Industria SGPS SA 11ª EM PC 16/04/12 EUR 10,000,000 99.91 99.91 98,854.17 10,090,304.17 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 1,962,009 0.00 0.00 0.00 17,970,331.76 

3.1. Fundos harmonizados 729,571 0.00 0.00 0.00 2,410,940.33 

PTYMESHE0009 3.1. Caixagest Imobiliário Internacional - FEI Aberto EUR 729,571 3.30 3.30 0.00 2,410,940.33 

3.2. Fundos não harmonizados 1,232,438 0.00 0.00 0.00 15,559,391.43 

KYG334301028 3.2. F&C Sapphire (Hedge) Fund EUR 21,132 163.92 163.92 0.00 3,463,939.03 

KYG3347T1058 3.2. F&C Zircon Fund Limited EUR 33,206 120.43 120.43 0.00 3,998,959.41 

939930007601 3.2. New Energy Fund EUR 100 24,303.13 24,303.13 0.00 2,430,312.99 

939930007801 3.2. Transport Infrastructure Investment Company - Fundo Capital Risco EUR 1,178,000 4.81 4.81 0.00 5,666,180.00 

4. IMOBILIÁRIO 3,393,070 0.00 0.00 0.00 44,763,964.07 


PTYAIRHM0000 4.2. AF Portfólio Imobiliário - FII EUR 3,379,452 9.33 9.33 0.00 31,538,735.79 

913 4.2. Imopromoção Fechado - FII EUR 13,618 971.16 971.16 0.00 13,225,228.28 

5. LIQUIDEZ 2,490 0.00 0.00 0.00 40,193,835.53 

5.1. À vista 2,490 0.00 0.00 0.00 40,193,835.53 

5.1.9 Outros 614 0.00 0.00 0.00 1,019,177.49 


5.1.9 IRS EUR 581 -51.84 -51.84 0.00 -30,129.36 





5.1.3. Comissões 1,876 0.00 0.00 0.00 -179,093.73 

VALOR LÍQUIDO GLOBAL DO FUNDO 16,319,219.98 937,834,864.64

Carteira: OC INV.GARANTIDO FINANC-220 Data: 31-03-2012 




NPC: 501 836 926 










BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 8,000 102.24 102.24 202.19 8,381.39 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 23,000 100.15 100.15 142.17 23,176.90 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 23,000 101.54 101.54 448.69 23,801.74 



DE0001137313 1.2.1. Bundesschatzanw BKO 0.75% 14/09/12 EUR 50,000 100.31 100.31 203.89 50,358.89 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 2,000 105.51 105.51 34.54 2,144.64 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 31,100 105.15 105.15 938.95 33,639.05 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 350,000 101.38 101.38 12,431.69 367,261.69 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 4,000 105.78 105.78 75.19 4,306.19 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 41,000 104.90 104.90 693.86 43,702.86 

AT0000386198 1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 50,000 107.99 107.99 1,243.17 55,235.67 

ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 4,000 101.50 101.50 64.79 4,124.59 



5. LIQUIDEZ 673 0.00 0.00 0.00 50,609.02 

5.1. À vista 673 0.00 0.00 0.00 50,609.02 

5.1.9 Outros 547 0.00 0.00 0.00 708.97 


5.1.9 IRS EUR 538 0.00 0.00 0.00 0.00 




5.1.3. Comissões 126 0.00 0.00 0.00 -169.86 


Carteira: OC MISTO C/ F.AUTONOMO 006 Data: 31-03-2012 




NPC: 501 836 926 










PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 170,000 65.26 65.26 3,374.22 114,316.22 

PTOTE1OE0019 1.1.1. PGB 4.375% 16/06/14 EUR 30,000 82.65 82.65 1,036.37 25,831.37 







PTCMKROE0009 1.1.3. Montepio Geral 3.25% 27/07/12 EUR 100,000 99.20 99.20 2,202.19 101,403.19 

PTCMHXOM0006 1.1.3. Montepio Geral Float 29/05/13 EUR 150,000 85.00 85.00 161.07 127,661.07 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 150,000 81.25 81.25 1,112.22 122,992.31 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 158,000 102.24 102.24 3,993.17 165,532.37 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 55,000 100.15 100.15 339.97 55,423.02 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 92,000 101.54 101.54 1,794.75 95,206.95 






FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 20,000 105.51 105.51 345.36 21,446.36 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 74,600 105.15 105.15 2,252.27 80,690.44 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 700,000 101.38 101.38 24,863.39 734,523.39 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 4,000 105.78 105.78 75.19 4,306.19 


AT0000A011T9 1.2.1. RAGB 4% 15/09/16 EUR 50,000 110.67 110.67 1,081.97 56,416.97 







XS0267063435 1.2.3. ABN AMRO Bank NV Float 14/09/16 EUR 100,000 91.04 91.04 74.80 91,114.80 

XS0688609113 1.2.3. ABN AMRO Bank NV Float 7/10/13 EUR 100,000 101.19 101.19 581.52 101,769.52 

ES0312298013 1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 100,000 91.36 91.36 163.01 91,518.01 

ES0312298005 1.2.3. AYT Cedulas Caja Float 14/12/12 EUR 100,000 98.09 98.09 44.11 98,129.11 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 200,000 100.23 100.23 6,458.33 206,908.33

PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 100,000 94.13 94.13 169.42 94,301.42 


PTCPP7OE0020 1.2.3. Banco Santander Totta 3.25% 21/10/14 EUR 100,000 92.78 92.78 1,438.52 94,217.52 

XS0731708268 1.2.3. Barclays Bk Plc Float 17/01/14 EUR 200,000 101.32 101.32 1,127.85 203,769.85 

XS0459903620 1.2.3. Barclays Bk Plc Float 28/01/13 EUR 150,000 100.37 100.37 493.59 151,048.59 


XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 275,000 98.44 98.44 594.34 271,312.59 

XS0494840977 1.2.3. Caisse Cent Immo Float 18/03/13 EUR 200,000 99.54 99.54 117.47 199,195.47 

ES0414950644 1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 68.93 68.93 79.11 69,004.11 

FR0011201995 1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 100,000 101.53 101.53 239.75 101,770.75 



DE000DB5DDD4 1.2.3. Deutsche Bank AG Float 07/10/13 EUR 100,000 100.96 100.96 490.41 101,447.41 

DE000DB5DDL7 1.2.3. Deutsche Bank AG Float 14/02/13 EUR 100,000 100.30 100.30 186.94 100,488.94 

DE0002539863 1.2.3. Deutsche Hyp Han 4.25% 11/02/13 EUR 86,000 102.92 102.92 489.33 88,996.23 

DE000EH0A2E9 1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 50,000 105.26 105.26 697.06 53,324.56 


XS0609191860 1.2.3. Institut Credito Ofcl Float 25/03/14 EUR 300,000 97.54 97.54 106.96 292,729.96 

XS0498391894 1.2.3. Lloyds TSB Bank Float 25/03/13 EUR 100,000 100.46 100.46 28.01 100,485.01 

XS0587805457 1.2.3. Portugal Tel Fin 5 .625% 08/02/16 EUR 100,000 92.02 92.02 799.18 92,821.18 


XS0729869460 1.2.3. RaboBank Nederland Float 13/01/14 EUR 240,000 100.53 100.53 1,017.64 242,280.04 

XS0616562277 1.2.3. Santander Intl Float 19/03/13 EUR 100,000 99.82 99.82 532.60 100,348.60 

XS0731679907 1.2.3. Volkswagen Int Fin 2.125% 19/01/15 EUR 160,000 101.71 101.71 668.85 163,398.45 








5. LIQUIDEZ 28 0.00 0.00 0.00 403,311.48 

5.1. À vista 28 0.00 0.00 0.00 403,311.48 

5.1.9 Outros 21 0.00 0.00 0.00 4,866.62 

5.1.9 Diferimento do juro das OPL's EUR -2 0.02 0.02 0.00 -0.04 

5.1.9 IRS EUR 24 0.00 0.00 0.00 0.00 




5.1.3. Comissões 7 0.00 0.00 0.00 -1,616.22 


Carteira: OC PER ATLANTICO FIN.-215 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 5,654,955 0.00 0.00 90,619.84 5,640,754.31 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 700,000 0.00 0.00 11,036.28 563,346.78 





PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 300,000 85.48 85.48 3,684.43 260,112.43 




BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 256,000 102.24 102.24 6,469.95 268,204.35 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 108,000 101.54 101.54 2,106.89 111,764.69 


DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 800,000 100.09 100.09 3,169.40 803,889.40 



FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 68,000 105.51 105.51 1,174.21 72,917.61 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 475,000 115.21 115.21 10,252.73 557,476.48 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 89,200 105.15 105.15 2,693.06 96,482.40 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 800,000 101.38 101.38 28,415.30 839,455.30 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 28,000 105.78 105.78 526.34 30,143.34 














PTBCU31E0002 2.1.3. Banco Comercial Português 4.75% 29/10/14 EUR 150,000 90.39 90.39 2,997.95 138,579.95 


5. LIQUIDEZ 357 0.00 0.00 0.00 273,008.60 

5.1. À vista 357 0.00 0.00 0.00 273,008.60 

5.1.9 Outros 293 0.00 0.00 0.00 9,989.47 


5.1.9 IRS EUR 285 0.00 0.00 0.00 0.00 


5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 8,408.82



5.1.3. Comissões 64 0.00 0.00 0.00 -1,067.84 


Carteira: OC PLANO EMPRESA POUPANÇA-212 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 315,254 0.00 0.00 5,745.82 322,101.11 




PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 5,000 58.26 58.26 184.61 3,097.36 



PTOTE1OE0019 1.1.1. PGB 4.375% 16/06/14 EUR 9,000 82.65 82.65 310.91 7,749.41 


PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 5,000 94.39 94.39 141.46 4,860.71 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 13,000 102.24 102.24 328.55 13,619.75 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 2,000 100.15 100.15 12.36 2,015.38 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 1,000 101.54 101.54 19.51 1,034.86 






FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 2,600 105.51 105.51 44.90 2,788.03 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 9,300 105.15 105.15 280.78 10,059.27 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 50,000 101.38 101.38 1,775.96 52,465.96 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 4,000 105.78 105.78 75.19 4,306.19 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 20,000 104.90 104.90 338.47 21,318.47 







XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 17,000 98.44 98.44 36.74 16,772.05 

DE0002539863 1.2.3. Deutsche Hyp Han 4.25% 11/02/13 EUR 14,000 102.92 102.92 79.66 14,487.76 


XS0754809548 1.2.3. European Invest Bk Float 27/07/17 EUR 6,000 100.47 100.47 4.12 6,032.14 

XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 7,000 100.06 100.06 4.18 7,008.31 


XS0731679907 1.2.3. Volkswagen Int Fin 2.125% 19/01/15 EUR 8,000 101.71 101.71 33.44 8,169.92 



2. VALORES NÃO COTADOS 20,000 0.00 0.00 133.90 15,935.44 

2.1. Valores mobiliários nacionais 20,000 0.00 0.00 133.90 15,935.44 


PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 20,000 79.01 79.01 133.90 15,935.44 

5. LIQUIDEZ 16 0.00 0.00 0.00 14,020.34

5.1. À vista 16 0.00 0.00 0.00 14,020.34 

5.1.9 Outros 16 0.00 0.00 0.00 223.61 


5.1.9 IRS EUR 10 0.00 0.00 0.00 0.00 




5.1.3. Comissões 0 0.00 0.00 0.00 -53.32 

VALOR LÍQUIDO GLOBAL DO FUNDO 5,879.72 352,056.89 

Carteira: OC PLANO EMPRESA REFORMA-205 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 6,289,795 0.00 0.00 141,545.31 5,430,623.19 




PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 1,200,000 58.26 58.26 44,306.55 743,366.55 

PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 200,000 46.57 46.57 7,863.93 101,003.93 

1.1.2. Outros fundos públicos e equiparados 1,000,000 0.00 0.00 18,614.67 519,314.67 

XS0230315748 1.1.2. Parpublica 3.567% 22/09/20 EUR 1,000,000 50.07 50.07 18,614.67 519,314.67 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 236,000 102.24 102.24 5,964.48 247,250.88 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 282,000 100.15 100.15 1,743.13 284,168.95 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 492,000 101.54 101.54 9,598.03 509,150.23 





FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 114,000 105.51 105.51 1,968.52 122,244.22 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 386,000 105.15 105.15 11,653.83 417,513.53 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 400,000 101.38 101.38 14,207.65 419,727.65 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 18,000 105.78 105.78 338.36 19,377.86 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 486,000 104.90 104.90 8,224.82 518,038.82 

ES0000012791 1.2.1. SPGB 5% 30/07/12 EUR 70,000 101.28 101.28 2,342.90 73,238.90 




XS0729869460 1.2.3. RaboBank Nederland Float 13/01/14 EUR 170,000 100.53 100.53 720.83 171,615.03 






PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 100,000 87.72 87.72 396.52 88,115.52


5. LIQUIDEZ -10,598 0.00 0.00 0.00 250,671.08 

5.1. À vista -10,598 0.00 0.00 0.00 250,671.08 

5.1.9 Outros 29 0.00 0.00 0.00 9,905.55 


5.1.9 IRS EUR 25 0.00 0.00 0.00 0.00 





5.1.3. Comissões -10,627 0.00 0.00 0.00 -1,024.70 

VALOR LÍQUIDO GLOBAL DO FUNDO 143,280.80 5,928,764.16 

Carteira: OC POUP PROGR. ATLANTICO-210 Data: 31-03-2012 




NPC: 501 836 926 










BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 16,000 102.24 102.24 404.37 16,762.77 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 7,000 100.15 100.15 43.27 7,053.84 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 6,000 101.54 101.54 117.05 6,209.15 

DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 80,000 100.09 100.09 316.94 80,388.94 

DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 8,000 100.83 100.83 36.89 8,103.29 


FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 4,000 105.51 105.51 69.07 4,289.27 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 10,000 115.21 115.21 215.85 11,736.35 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 22,000 105.15 105.15 664.21 23,796.11 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 70,000 101.38 101.38 2,486.34 73,452.34 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 8,000 105.78 105.78 150.38 8,612.38 


ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 7,000 101.50 101.50 113.38 7,218.03 





5. LIQUIDEZ 60 0.00 0.00 0.00 23,751.22 

5.1. À vista 60 0.00 0.00 0.00 23,751.22 

5.1.9 Outros 44 0.00 0.00 0.00 605.60 

5.1.9 Diferimento do juro das OPL's EUR 2 0.03 0.03 0.00 0.06 

5.1.9 IRS EUR 42 0.00 0.00 0.00 0.00 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 605.54



5.1.3. Comissões 16 0.00 0.00 0.00 -72.51 


Carteira: OC POUP VALOR ATLANT FIN-214 Data: 31-03-2012 




NPC: 501 836 926 






PTCG16OM0004 1.1.3. Caixa Geral Depo 4.375% 13/05/13 EUR 250,000 97.00 97.00 9,652.49 252,152.49 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 30,000 102.24 102.24 758.20 31,430.20 





FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 50,000 100.20 100.20 2,329.23 52,429.23 




PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 150,000 89.00 89.00 7,907.27 141,407.27 

5. LIQUIDEZ 2,383 0.00 0.00 0.00 74,543.37 

5.1. À vista 2,383 0.00 0.00 0.00 74,543.37 

5.1.9 Outros 1,899 0.00 0.00 0.00 43,500.47 


5.1.9 IRS EUR 1,891 0.00 0.00 0.00 0.00 


5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 31,553.17 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 31,169.48 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 31,169.48 

5.1.3. Comissões 485 0.00 0.00 0.00 -126.58 


Carteira: OC POUP. VERSÁTIL JOVEM-203 Data: 31-03-2012 




NPC: 501 836 926 









1.2.1. Títulos de dívida pública 703,200 0.00 0.00 12,175.40 736,807.62 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 12,000 102.24 102.24 303.28 12,572.08 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 28,000 100.15 100.15 173.08 28,215.36 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 28,000 101.54 101.54 546.23 28,976.03 

DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 130,000 100.09 100.09 515.03 130,632.03 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 3,000 105.51 105.51 51.80 3,216.95 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 39,200 105.15 105.15 1,183.50 42,400.34 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 150,000 101.38 101.38 5,327.87 157,397.87 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 6,000 105.78 105.78 112.79 6,459.29 


AT0000A011T9 1.2.1. RAGB 4% 15/09/16 EUR 120,000 110.67 110.67 2,596.72 135,400.72 












5. LIQUIDEZ 67 0.00 0.00 0.00 67,332.90 

5.1. À vista 67 0.00 0.00 0.00 67,332.90 

5.1.9 Outros 67 0.00 0.00 0.00 1,902.01 

5.1.9 IRS EUR 66 0.00 0.00 0.00 0.00 




5.1.3. Comissões 0 0.00 0.00 0.00 -148.07 


Carteira: OC POUPANÇA VERSÁTIL-202 Data: 31-03-2012 




NPC: 501 836 926 








NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 230,000 101.38 101.38 8,169.40 241,343.40 

5. LIQUIDEZ 10,133 0.00 0.00 0.00 17,546.85 

5.1. À vista 10,133 0.00 0.00 0.00 17,546.85 

5.1.9 Outros 10,133 0.00 0.00 0.00 0.03 


5.1.9 IRS EUR 9,980 0.00 0.00 0.00 0.00 



PRT11200001 5.1.2. GBP - Banco Comercial Português GBP 0 0.00 0.00 0.00 0.06 

5.1.3. Comissões 0 0.00 0.00 0.00 -100.74 

VALOR LÍQUIDO GLOBAL DO FUNDO 8,961.75 599,813.60 

Carteira: OC POUPANÇA VIDA-201 Data: 31-03-2012 




NPC: 501 836 926 








PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 100,000 99.67 99.67 3,961.75 103,631.75 

1.1.3. Obrigações diversas 100,000 0.00 0.00 3,500.34 103,025.34 

PTCGFC1E0029 1.1.3. Caixa Geral Depo 4.625% 28/06/12 EUR 100,000 99.53 99.53 3,500.34 103,025.34 


1.2.1. Títulos de dívida pública 1,335,600 0.00 0.00 28,349.19 1,384,039.53 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 16,000 102.24 102.24 404.37 16,762.77 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 17,000 100.15 100.15 105.08 17,130.75 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 65,000 101.54 101.54 1,268.03 67,265.78 



DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 8,000 100.83 100.83 36.89 8,103.29 

FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 25,000 101.35 101.35 160.18 25,497.18

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 28,000 105.51 105.51 483.50 30,024.90 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 48,600 105.15 105.15 1,467.30 52,567.77 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 100,000 101.38 101.38 3,551.91 104,931.91 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 8,000 105.78 105.78 150.38 8,612.38 


AT0000385356 1.2.1. RAGB 5% 15/07/12 EUR 500,000 101.30 101.30 17,759.56 524,259.56 

ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 7,000 101.50 101.50 113.38 7,218.03 

1.2.3. Obrigações diversas 240,000 0.00 0.00 4,549.03 239,128.03 









5. LIQUIDEZ 4 0.00 0.00 0.00 87,266.22 

5.1. À vista 4 0.00 0.00 0.00 87,266.22 

5.1.9 Outros 4 0.00 0.00 0.00 3,446.45 






5.1.3. Comissões 0 0.00 0.00 0.00 -361.58 


Carteira: OC INVESTIMENTO CAPITAL GARANTIDO - 226 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 643,921,280 0.00 0.00 14,231,760.79 603,178,699.83 





PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 61.00 61.00 39,319.67 649,365.37 



PTOTENOE0018 1.1.1. PGB 4.45% 15/06/18 EUR 29,700,000 72.87 72.87 1,047,208.93 22,690,574.99 





PTPETQOM0006 1.1.2. Parpublica 3.5% 08/07/13 EUR 7,000,000 89.00 89.00 178,729.50 6,408,729.50 

PTPETROM0005 1.1.2. Parpublica 5.25% Conv Galp 28/09/17 EUR 10,000,000 60.32 60.32 265,368.85 6,297,368.85 

PTPETGCM0002 1.1.2. Parpública 3.25% 18/12/14 (Convertível) EUR 3,500,000 72.41 72.41 32,322.40 2,566,672.40 


PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 1,200,000 95.00 95.00 51,557.38 1,191,557.38 



PTCG2YOE0001 1.1.3. Caixa Geral Depo 4.25% 27/01/20 EUR 5,000,000 74.17 74.17 37,158.47 3,745,458.47 

PTCG16OM0004 1.1.3. Caixa Geral Depo 4.375% 13/05/13 EUR 27,700,000 97.00 97.00 1,069,496.16 27,938,496.16 





PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 8,000,000 88.09 88.09 59,318.63 7,106,356.51 





BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 800,000 102.24 102.24 20,218.58 838,138.58 

FR0113087466 1.2.1. BTAN 3.75% 12/01/13 EUR 8,900,000 102.75 102.75 72,038.93 9,216,343.93 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 705,000 100.15 100.15 4,357.83 710,422.38 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 13,540,000 101.54 101.54 264,140.98 14,011,979.98 

BE0000262684 1.2.1. Belgium Kingdom 8% 24/12/12 EUR 8,556,080 105.43 105.43 183,277.78 9,203,952.92 



FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 6,617,060 105.51 105.51 114,261.79 7,095,590.94 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 4,000,000 100.20 100.20 186,338.80 4,194,338.80 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 7,000,000 115.21 115.21 151,092.89 8,215,442.89 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 5,744,040 105.15 105.15 173,419.79 6,212,990.65 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 38,010,000 101.38 101.38 1,350,081.97 39,884,619.97 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 400,000 105.78 105.78 7,519.13 430,619.13 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 9,393,000 104.90 104.90 158,962.40 10,012,219.40

AT0000385356 1.2.1. RAGB 5% 15/07/12 EUR 6,900,000 101.30 101.30 245,081.96 7,234,781.96 





1.2.3. Obrigações diversas 221,915,680 0.00 0.00 4,811,366.19 214,003,770.62 


XS0619548216 1.2.3. ABN Amro Bank NV 6.375% 27/04/21 EUR 489,000 100.55 100.55 28,874.05 520,568.44 

ES0312298005 1.2.3. AYT Cedulas Caja Float 14/12/12 EUR 800,000 98.09 98.09 352.84 785,032.84 

PTBAFPOE0003 1.2.3. BANIF Banco Fun 3.25% 08/05/12 EUR 7,000,000 98.01 98.01 203,879.77 7,064,649.77 


XS0427109896 1.2.3. BBVA Senior Fin 3.625% 14/05/12 EUR 7,000,000 100.22 100.22 223,244.52 7,238,574.52 

XS0648571007 1.2.3. BMW Finance NV Float 23/01/13 EUR 2,500,000 100.01 100.01 6,776.39 2,507,101.39 



PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 5,000,000 94.58 94.58 9,230.83 4,738,030.83 

ES0213860036 1.2.3. Banco Sabadell Float 25/05/16 EUR 1,000,000 74.92 74.92 1,662.83 750,832.83 


PTCPPROE0027 1.2.3. Banco Santander Totta 2.625% 15/4/13 EUR 5,000,000 97.14 97.14 125,870.90 4,982,920.90 


PTCPP4OM0023 1.2.3. Banco Santander Totta 3.75% 12/06/12 EUR 3,200,000 99.54 99.54 96,065.57 3,281,473.57 

PTBCUB1E0005 1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 14,000,000 79.69 79.69 514,193.99 11,670,908.87 

XS0098457475 1.2.3. Bayer Hypo-Verei 16/06/14 EUR 5,000,000 96.99 96.99 140,486.08 4,990,136.08 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 1,000,000 105.81 105.81 5,450.82 1,063,550.82 


XS0149945130 1.2.3. Bayer Hypo-Verei 6% 23/07/12 EUR 2,500,000 100.27 100.27 103,278.68 2,609,953.68 

XS0147175284 1.2.3. Bayer Hypo-Verei 6.125% 04/06/12 EUR 3,000,000 100.21 100.21 151,116.80 3,157,446.80 

XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 50,000 98.44 98.44 108.06 49,329.56 

PTCFPAOM0002 1.2.3. CP Comboios de Portugal 4.17 % 16/10/19 EUR 5,000,000 44.50 44.50 95,135.24 2,320,135.24 

ES0214950166 1.2.3. Caja Ahorro Monte Madrid Float 17/10/16 EUR 500,000 54.38 54.38 2,056.58 273,956.58 

XS0304708349 1.2.3. Calyon Fin Prod Float 07/07/15 EUR 500,000 87.56 87.56 5,727.55 443,527.55 

XS0307699453 1.2.3. Danske Bank Float 29/06/12 EUR 1,600,000 99.75 99.75 75.02 1,596,139.02 

DE000DB5DDK9 1.2.3. Deutsche Bank AG Float 15/03/13 EUR 5,000,000 100.27 100.27 2,835.56 5,016,485.56 

DE0002539863 1.2.3. Deutsche Hyp Han 4.25% 11/02/13 EUR 1,000,000 102.92 102.92 5,689.89 1,034,839.89 

XS0366127545 1.2.3. Deutsche PostBank 4.5% 27/05/15 EUR 3,400,000 110.07 110.07 129,172.12 3,871,382.12 

XS0495010133 1.2.3. EDP Finance BV 3.25% 16/03/15 EUR 7,000,000 88.75 88.75 9,349.31 6,221,849.31 

XS0221295628 1.2.3. EDP Finance BV 3.75% 22/06/15 EUR 7,667,000 89.29 89.29 222,311.56 7,067,869.18 

XS0223447227 1.2.3. EDP Finance BV 4.125% 29/06/20 EUR 2,500,000 79.78 79.78 77,766.39 2,072,316.39 




XS0413462721 1.2.3. EDP Finance BV 5.5% 18/02/14 EUR 5,000,000 100.20 100.20 31,557.38 5,041,557.38 

XS0452187759 1.2.3. Enel Finance Intl SA 4% 14/09/16 EUR 1,500,000 102.86 102.86 32,622.95 1,575,522.95 


BE0933860414 1.2.3. Fortis Bank Float 05/12/17 EUR 2,000,000 87.82 87.82 31,944.44 1,788,364.44 

XS0483673132 1.2.3. Fortis Bank NED 4% 03/02/15 EUR 3,000,000 105.16 105.16 19,000.00 3,173,800.00 

XS0453908377 1.2.3. GE Cap Eur Fund 5.375% 23/01/20 EUR 2,500,000 114.42 114.42 24,965.85 2,885,340.85 


XS0302868475 1.2.3. HSBC Finance 4.875% 30/05/17 EUR 600,000 108.90 108.90 24,454.92 677,830.92 

XS0250338844 1.2.3. ING Groep Nv Float 11/04/16 EUR 500,000 93.80 93.80 1,640.00 470,640.00 

XS0222684655 1.2.3. MAGEL 3 A 15/05/58 EUR 3,967,680 58.22 58.22 5,887.04 2,315,937.11 

XS0225152411 1.2.3. Morgan Stanley Float 20/07/12 EUR 2,000,000 99.90 99.90 5,932.44 2,003,832.44 

XS0451161748 1.2.3. Nomura Bank Intl Plc Float 30/09/2019 EUR 7,000,000 103.39 103.39 201,249.99 7,438,549.99 

XS0432069747 1.2.3. Pfizer Inc 3.625% 03/06/13 EUR 2,500,000 103.01 103.01 74,778.00 2,649,903.00 

PTRELAOM0000 1.2.3. REN Redes Energeticas 7.875% 10/12/13 EUR 5,000,000 102.17 102.17 97,540.98 5,206,140.98

XS0412842428 1.2.3. RWE Finance 5% 10/02/15 EUR 5,000,000 109.63 109.63 34,153.01 5,515,553.01 

XS0503734872 1.2.3. RaboBank Nederland 3.375% 21/04/17 EUR 10,000,000 103.73 103.73 318,135.25 10,691,035.25 


XS0426090485 1.2.3. RaboBank Nederland 4.375% 05/05/16 EUR 5,000,000 107.84 107.84 197,831.28 5,589,731.28 

XS0491856265 1.2.3. Santander Intl 3.5% 10/03/15 EUR 4,000,000 99.32 99.32 8,054.79 3,980,654.79 

XS0544546780 1.2.3. Santander Intl 4.125% 04/10/17 EUR 4,800,000 98.36 98.36 96,836.06 4,818,116.06 

XS0477243843 1.2.3. Santander Intl Float 18/01/13 EUR 2,000,000 99.27 99.27 6,780.89 1,992,220.89 

XS0304458564 1.2.3. Vodafone Group Float 06/06/14 EUR 1,000,000 100.00 100.00 901.39 1,000,921.39 




2. VALORES NÃO COTADOS 123,640,002 0.00 0.00 3,113,007.63 113,171,421.13 

2.1. Valores mobiliários nacionais 99,340,000 0.00 0.00 2,878,715.18 86,837,406.18 


PTGALAOM0007 2.1.3. Galp Energia Var 20/05/13 EUR 10,000,000 98.96 98.96 211,601.42 10,107,601.42 

PTBSSAOM0005 2.1.3. BRISA 4.797 26/09/13 EUR 5,000,000 94.73 94.73 122,546.31 4,858,896.31 

PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 6,650,000 98.80 98.80 140,631.14 6,710,831.14 

PTBB5JOE0000 2.1.3. Banco BPI 3.25% 15/01/15 EUR 5,000,000 86.31 86.31 33,743.17 4,349,093.17 

PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 20,000,000 89.00 89.00 1,054,303.25 18,854,303.25 

PTBCSSOE0011 2.1.3. Banco Comercial Português 3.75% 08/10/16 EUR 4,500,000 79.65 79.65 80,686.47 3,664,827.62 


PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 1,000,000 87.72 87.72 3,965.16 881,155.16 

PTBLMXOM0019 2.1.3. Banco Espirito Santo 3.875% 21/01/15 EUR 2,500,000 85.45 85.45 18,528.00 2,154,878.00 

PTBLMGOM0002 2.1.3. Banco Espirito Santo 5.625% 05/06/14 EUR 19,000,000 91.00 91.00 876,024.56 18,166,024.56 

PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 440,000 88.74 88.74 1,440.17 391,908.42 


PTMTLDOM0005 2.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 10,000,000 57.00 57.00 87,978.14 5,787,978.14 

XS0202475173 2.1.3. Parpublica 4.191% 15/10/14 EUR 4,150,000 71.86 71.86 79,835.11 3,062,025.11 

PTCPEJOM0004 2.1.3. Refer 4.675% 16/02/14 EUR 5,000,000 46.00 46.00 106,656.42 2,406,656.42 

2.2. Valores mobiliários estrangeiros 9,300,002 0.00 0.00 337,951.62 11,750,551.62 


XS0174555598 2.2.3. Banco Espirito Santo 6.2% 02/09/13 EUR 9,300,000 95.00 95.00 337,951.62 9,172,951.62 

2.2.8. Opções 2 0.00 0.00 0.00 2,577,600.00 

2.2.8. Opções sobre acções (PARPUB 09/17) EUR 1 2,068,000.00 2,068,000.00 0.00 2,068,000.00 

2.2.8. Opções sobre acções (PARPUB 12/14) EUR 1 509,600.00 509,600.00 0.00 509,600.00 

2.3. Outros instrumentos de dívida 15,000,000 0.00 0.00 -103,659.17 14,583,463.33 

2.3.2. Papel comercial 15,000,000 0.00 0.00 -103,659.17 14,583,463.33 

PTEF9AJM0163 2.3.2. Efacec Capital SGPS SA 3ª EM PC 23/05/12 EUR 15,000,000 97.91 97.91 -103,659.17 14,583,463.33 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 50,640 0.00 0.00 0.00 6,572,216.09 

3.2. Fundos não harmonizados 50,640 0.00 0.00 0.00 6,572,216.09 

KYG334301028 3.2. F&C Sapphire (Hedge) Fund EUR 10,890 163.92 163.92 0.00 1,785,057.23 


4. IMOBILIÁRIO 2,734,646 0.00 0.00 0.00 25,521,083.80 



5. LIQUIDEZ 4 0.00 0.00 0.00 19,311,195.03 

5.1. À vista 4 0.00 0.00 0.00 19,311,195.03 

5.1.9 Outros 4 0.00 0.00 0.00 488,602.10 


5.1.9 IRS EUR 0 0.00 0.00 0.00 -22,113.46 




5.1.3. Comissões 0 0.00 0.00 0.00 -155,929.44 


Carteira: OC PPR CAPITAL GARANTIDO - 225 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 563,874,938 0.00 0.00 12,148,603.56 511,801,462.95 













PTPETQOM0006 1.1.2. Parpublica 3.5% 08/07/13 EUR 15,550,000 89.00 89.00 397,034.81 14,236,534.81 





PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 27,000,000 85.48 85.48 331,598.34 23,410,118.34 

PTCG2YOE0001 1.1.3. Caixa Geral Depo 4.25% 27/01/20 EUR 5,000,000 74.17 74.17 37,158.47 3,745,458.47 



PTCG32OM0004 1.1.3. Caixa Geral Depositos 8% 28/09/15 EUR 1,300,000 98.99 98.99 52,568.30 1,339,412.30 




PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 1,000,000 96.56 96.56 54.58 965,668.91 





FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 2,088,000 105.51 105.51 36,055.08 2,238,999.48 



ES0312298005 1.2.3. AYT Cedulas Caja Float 14/12/12 EUR 1,100,000 98.09 98.09 485.16 1,079,420.16 

FR0010957670 1.2.3. Axa Bank Europe 3.5% 05/11/20 EUR 2,000,000 102.91 102.91 28,114.75 2,086,234.75 

PTBAFPOE0003 1.2.3. BANIF Banco Fun 3.25% 08/05/12 EUR 11,700,000 98.01 98.01 340,770.48 11,808,057.48 

XS0478931354 1.2.3. BMW Finance NV 3,875% 18/01/2017 EUR 3,500,000 108.05 108.05 27,050.89 3,808,765.89 

XS0415007789 1.2.3. BMW Finance NV 6.125% 02/04/12 EUR 6,000,000 100.00 100.00 365,491.79 6,365,491.79 

XS0408730157 1.2.3. BMW US Cap LLC 6.375% 23/07/12 EUR 5,000,000 101.62 101.62 219,467.20 5,300,467.20 

FR0010709386 1.2.3. BNP Paribas 4.125% 15/01/14 EUR 3,000,000 104.81 104.81 25,696.72 3,169,996.72 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 3,000,000 100.23 100.23 96,875.00 3,103,625.00 


ES0413790116 1.2.3. Banco Popular Espanhol 4.25% 30/09/15 EUR 5,000,000 101.04 101.04 106,250.00 5,158,250.00


DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 5,000,000 103.92 103.92 45,081.97 5,241,131.97 

XS0495145657 1.2.3. Boligkreditt 3.25% 17/03/17 EUR 7,000,000 105.58 105.58 8,726.03 7,399,116.03 

PTBRIHOM0001 1.2.3. Brisa 4.5% 05/12/16 EUR 6,400,000 79.23 79.23 92,065.57 5,162,849.57 


XS0250907218 1.2.3. CEMG-Cayman Island Float 18/04/16 EUR 3,000,000 53.88 53.88 13,213.00 1,629,715.00 

PTCFPAOM0002 1.2.3. CP Comboios de Portugal 4.17 % 16/10/19 EUR 5,000,000 44.50 44.50 95,135.24 2,320,135.24 

XS0304708349 1.2.3. Calyon Fin Prod Float 07/07/15 EUR 500,000 87.56 87.56 5,727.55 443,527.55 

FR0010664599 1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 2,500,000 115.11 115.11 89,907.78 2,967,552.78 

FR0010749598 1.2.3. Cie Financiere Du Cred 5.375% 04/22/14 EUR 4,500,000 106.45 106.45 227,336.06 5,017,586.06 

XS0226062981 1.2.3. Citigroup Inc 3.5% 05/08/15 EUR 5,000,000 101.77 101.77 114,275.95 5,202,725.95 

DE000A0T5SE6 1.2.3. Daimler Intl Fin 7.875% 16/01/14 EUR 7,000,000 111.25 111.25 112,961.06 7,900,461.06 

XS0366127545 1.2.3. Deutsche PostBank 4.5% 27/05/15 EUR 1,500,000 110.07 110.07 56,987.70 1,707,962.70 

XS0525787874 1.2.3. Deutsche Tel Int Fin 4.25% 07/13/22 EUR 5,000,000 110.10 110.10 152,117.48 5,657,117.48 






XS0451457435 1.2.3. ENI SPA 4.125% 16/09/19 EUR 5,000,000 105.21 105.21 111,014.34 5,371,414.34 

XS0411044653 1.2.3. ENI SPA 5% 28/01/16 EUR 1,500,000 109.52 109.52 12,909.84 1,655,724.84 

XS0260783005 1.2.3. Erste Bank Float 19/07/17 EUR 1,000,000 90.00 90.00 3,226.00 903,226.00 


BE0933860414 1.2.3. Fortis Bank Float 05/12/17 EUR 500,000 87.82 87.82 7,986.11 447,091.11 

XS0483673132 1.2.3. Fortis Bank NED 4% 03/02/15 EUR 3,000,000 105.16 105.16 19,000.00 3,173,800.00 

XS0219927802 1.2.3. GE Cap EUR Fund Float 25/05/12 EUR 1,900,000 100.07 100.07 1,983.76 1,903,237.76 

XS0453908377 1.2.3. GE Cap Eur Fund 5.375% 23/01/20 EUR 2,500,000 114.42 114.42 24,965.85 2,885,340.85 


XS0272672113 1.2.3. Hsbc Bank Plc Float 28/10/13 EUR 1,000,000 98.70 98.70 2,341.72 989,371.72 

XS0218080082 1.2.3. Hypo Alpe-Adria Float 19/06/15 EUR 5,000,000 17.87 17.87 2,053.33 895,303.33 

XS0497141142 1.2.3. ING Bank NV 3.375% 23/03/17 EUR 8,000,000 106.54 106.54 5,917.81 8,529,197.81 

XS0250338844 1.2.3. ING Groep Nv Float 11/04/16 EUR 1,000,000 93.80 93.80 3,280.00 941,280.00 

XS0275896933 1.2.3. KION 2006-1 A 15/07/51 EUR 467,860 57.50 57.50 1,359.72 270,379.38 

XS0275897311 1.2.3. KION 2006-1 B 15/07/51 EUR 544,829 12.50 12.50 1,719.62 69,823.20 

XS0422705128 1.2.3. Lloyds TSB Bank Float 04/15/14 EUR 600,000 104.11 104.11 5,931.25 630,591.25 

XS0222684655 1.2.3. MAGEL 3 A 15/05/58 EUR 4,761,216 58.22 58.22 7,064.45 2,779,124.54 

XS0222691510 1.2.3. MAGEL 3 B 15/05/58 EUR 499,198 41.09 41.09 778.12 205,922.53 

XS0260784821 1.2.3. MAGEL 4 B 20/07/59 EUR 1,466,208 36.46 36.46 4,031.01 538,610.25 

XS0260787840 1.2.3. MAGEL 4 C 20/07/59 EUR 1,466,208 31.69 31.69 4,262.35 468,903.52 

XS0302633168 1.2.3. Merrill Lynch 4.875% 30/05/14 EUR 10,000,000 103.69 103.69 407,581.96 10,776,281.96 

XS0451161748 1.2.3. Nomura Bank Intl Plc Float 30/09/2019 EUR 5,000,000 103.39 103.39 143,750.00 5,313,250.00 

XS0296761785 1.2.3. PEARL 22 B1 12/30/14 EUR 1,000,000 0.00 0.00 46.86 46.86 

XS0173793216 1.2.3. Polo III - CP Fin 4.7% 29/07/15 EUR 1,000,000 66.50 66.50 31,590.16 696,638.16 

XS0462994343 1.2.3. Portugal Tel Fin 5 11/04/19 EUR 5,000,000 77.50 77.50 101,092.89 3,976,142.89 

XS0426126180 1.2.3. Portugal Tel Fin 6% 30/04/13 EUR 15,000,000 101.57 101.57 826,229.48 16,061,129.48 

PTRELAOM0000 1.2.3. REN Redes Energeticas 7.875% 10/12/13 EUR 8,600,000 102.17 102.17 167,770.48 8,954,562.48 

XS0503734872 1.2.3. RaboBank Nederland 3.375% 21/04/17 EUR 5,000,000 103.73 103.73 159,067.62 5,345,517.62 

XS0426090485 1.2.3. RaboBank Nederland 4.375% 05/05/16 EUR 15,000,000 107.84 107.84 593,493.85 16,769,193.85 

XS0429484891 1.2.3. RaboBank Nederland 5.875% 20/05/19 EUR 4,000,000 111.57 111.57 202,896.17 4,665,496.17 

XS0214446188 1.2.3. Refer 4% 16/03/15 EUR 5,500,000 59.50 59.50 9,041.10 3,281,541.10 


XS0477243843 1.2.3. Santander Intl Float 18/01/13 EUR 1,500,000 99.27 99.27 5,085.67 1,494,165.67 

XS0410258833 1.2.3. Telefonica 5.431% 03/02/14 EUR 1,500,000 104.86 104.86 12,687.17 1,585,617.17 

XS0500331557 1.2.3. UBS AG London 4% 08/04/22 EUR 10,000,000 109.79 109.79 391,256.80 11,369,756.80 

XS0497362748 1.2.3. Vale SA 4.375% 24/03/18 EUR 1,000,000 107.34 107.34 839.04 1,074,219.04

XS0408285913 1.2.3. Vodafone Group 6.25% 15/01/16 EUR 1,000,000 116.45 116.45 12,978.14 1,177,428.14 

XS0304458564 1.2.3. Vodafone Group Float 06/06/14 EUR 6,000,000 100.00 100.00 5,408.33 6,005,528.33 

XS0408223138 1.2.3. Volkswagen Fin 6.875% 15/01/14 EUR 3,000,000 109.52 109.52 42,827.87 3,328,517.87 





2.1. Valores mobiliários nacionais 127,698,000 0.00 0.00 3,286,315.63 109,341,795.00 

2.1.3. Obrigações diversas 127,698,000 0.00 0.00 3,286,315.63 109,341,795.00 

PTGALAOM0007 2.1.3. Galp Energia Var 20/05/13 EUR 13,850,000 98.96 98.96 293,067.96 13,999,027.96 


PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 8,000,000 98.80 98.80 169,180.32 8,073,180.32 


PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 20,000,000 89.00 89.00 1,054,303.25 18,854,303.25 






PTMTLDOM0005 2.1.3. Metro de Lisboa 5.75% 04/02/19 EUR 15,000,000 57.00 57.00 131,967.21 8,681,967.21 

XS0202475173 2.1.3. Parpublica 4.191% 15/10/14 EUR 850,000 71.86 71.86 16,351.77 627,161.77 

PTCPEJOM0004 2.1.3. Refer 4.675% 16/02/14 EUR 5,000,000 46.00 46.00 106,656.42 2,406,656.42 

PTCPEHOM0006 2.1.3. Refer 5.875% 18/02/19 EUR 11,000,000 55.00 55.00 74,159.83 6,124,159.83 



XS0174467463 2.2.3. Banco Espirito Santo 6% 27/08/13 EUR 8,000,000 96.00 96.00 286,666.72 7,966,666.72 

XS0174555598 2.2.3. Banco Espirito Santo 6.2% 02/09/13 EUR 10,000,000 95.00 95.00 363,388.84 9,863,388.84 

XS0335481254 2.2.3. Tagus ST Series 2007-Rose Class 1 Float 17/12/12 EUR 5,000,000 98.32 98.32 4,502.22 4,920,502.22 

2.2.8. Opções 1 0.00 0.00 0.00 2,824,640.00 

2.2.8. Opções sobre acções (PARPUB 12/14) EUR 1 2,824,640.00 2,824,640.00 0.00 2,824,640.00 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 457,037 0.00 0.00 0.00 6,405,064.70 






4. IMOBILIÁRIO 2,660,372 0.00 0.00 0.00 24,827,921.69 



5. LIQUIDEZ 22 0.00 0.00 0.00 2,315,230.01 

5.1. À vista 22 0.00 0.00 0.00 2,315,230.01 

5.1.9 Outros 22 0.00 0.00 0.00 467,934.28 


5.1.9 IRS EUR 0 0.00 0.00 0.00 -11,802.60 




5.1.3. Comissões 0 0.00 0.00 0.00 -159,759.46 


Carteira: OC PPR/E COLABORADORES-222 Data: 31-03-2012 




NPC: 501 836 926 












PTOTEMOE0027 1.1.1. PGB 4.75% 14/06/19 EUR 25,000 60.74 60.74 944.16 16,127.91 



PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 50,000 85.48 85.48 614.07 43,352.07 



PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 50,000 88.09 88.09 370.74 44,414.72 


1.2.1. Títulos de dívida pública 964,000 0.00 0.00 18,654.86 1,011,544.58 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 20,000 102.24 102.24 505.46 20,953.46 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 12,000 100.15 100.15 74.18 12,092.30 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 66,000 101.54 101.54 1,287.54 68,300.64 






FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 32,000 105.51 105.51 552.57 34,314.17 

FR0000188690 1.2.1. FRTR 4.75% 25/10/12 EUR 100,000 102.49 102.49 2,050.55 104,540.55 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 50,000 100.20 100.20 2,329.23 52,429.23 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 49,000 105.15 105.15 1,479.37 53,000.42 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 130,000 101.38 101.38 4,617.49 136,411.49 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 10,000 105.78 105.78 187.98 10,765.48 


AT0000A011T9 1.2.1. RAGB 4% 15/09/16 EUR 100,000 110.67 110.67 2,163.93 112,833.93 





PTCPP7OE0020 1.2.3. Banco Santander Totta 3.25% 21/10/14 EUR 50,000 92.78 92.78 719.26 47,108.76 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 50,000 105.81 105.81 272.54 53,177.54 

ES0414950644 1.2.3. Caja Madrid 4.125% 24/03/36 EUR 100,000 68.93 68.93 79.11 69,004.11 

XS0294513030 1.2.3. GELDI 2007-TS CLASS A 08/09/14 EUR 50,000 99.11 99.11 159.79 49,715.99 

PTRELAOM0000 1.2.3. REN Redes Energeticas 7.875% 10/12/13 EUR 50,000 102.17 102.17 975.41 52,061.41 

XS0756698790 1.2.3. RaboBank Float 13/03/13 EUR 50,000 100.06 100.06 29.85 50,059.35

XS0446860826 1.2.3. Societe Generale 3.75% 21/08/14 EUR 50,000 103.88 103.88 1,142.42 53,082.92 






PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 50,000 98.80 98.80 1,057.38 50,457.38 


PTBLMGOM0002 2.1.3. Banco Espirito Santo 5.625% 05/06/14 EUR 50,000 91.00 91.00 2,305.33 47,805.33 


5. LIQUIDEZ 50 0.00 0.00 0.00 147,852.57 

5.1. À vista 50 0.00 0.00 0.00 147,852.57 

5.1.9 Outros 40 0.00 0.00 0.00 3,270.78 


5.1.9 IRS EUR 25 0.00 0.00 0.00 0.00 




5.1.3. Comissões 9 0.00 0.00 0.00 -435.90 


Carteira: OC RENDAS VITALICIAS-005 Data: 31-03-2012 




NPC: 501 836 926 









PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 2,000,000 46.57 46.57 78,639.34 1,010,039.34 







PTCG1LOM0007 1.1.3. Caixa Geral Depositos 5.125% 19/02/14 EUR 2,000,000 96.00 96.00 11,482.24 1,931,482.24 





BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 3,124,000 102.24 102.24 78,953.55 3,272,931.15 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 1,005,000 100.15 100.15 6,212.23 1,012,729.78 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 3,170,000 101.54 101.54 61,840.98 3,280,500.48 


BE0000322314 1.2.1. Belgium Kingdom Float 15/02/16 EUR 1,500,000 98.32 98.32 3,106.87 1,477,831.87 




FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 500,000 101.35 101.35 3,203.55 509,943.55 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,489,000 105.51 105.51 25,711.69 1,596,681.14 

FR0010670737 1.2.1. FRTR 4.25% 25/10/18 EUR 4,000,000 112.61 112.61 73,387.97 4,577,787.97 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 5,000,000 100.20 100.20 232,923.49 5,242,923.49 

FR0120350477 1.2.1. French Discount T-Bill BTF CPZ 12/07/12 EUR 1,030,000 99.97 99.97 0.00 1,029,639.50 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 3,269,300 105.15 105.15 98,704.28 3,536,209.77 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 812,000 105.78 105.78 15,263.82 874,156.82 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 5,923,000 104.90 104.90 100,237.87 6,313,464.87 


ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 5,731,000 101.50 101.50 92,823.41 5,909,501.86 





ES0312298005 1.2.3. AYT Cedulas Caja Float 14/12/12 EUR 3,000,000 98.09 98.09 1,323.17 2,943,873.17 

ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 1,000,000 100.23 100.23 32,291.67 1,034,541.67 


PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 1,500,000 94.13 94.13 2,541.33 1,414,521.33

PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 1,500,000 94.58 94.58 2,769.25 1,421,409.25 

ES0413900020 1.2.3. Banco Santander 4% 08/07/13 EUR 2,000,000 102.01 102.01 58,360.66 2,098,460.66 


ES0214950166 1.2.3. Caja Ahorro Monte Madrid Float 17/10/16 EUR 1,500,000 54.38 54.38 6,169.75 821,869.75 

FR0011201995 1.2.3. Cie Fin Foncier 2.25% 21/08/15 EUR 1,500,000 101.53 101.53 3,596.31 1,526,561.31 

XS0756438452 1.2.3. Danske Bank Float 13/03/14 EUR 1,000,000 99.90 99.90 947.00 999,907.00 




XS0292051835 1.2.3. Hypo Alpe-Adria Float 20/03/15 EUR 2,050,000 94.26 94.26 578.16 1,932,990.16 

XS0247027070 1.2.3. Monte Dei Paschi Float 22/03/13 EUR 1,500,000 97.95 97.95 368.25 1,469,588.25 


1.2.6. Unidades de participação de fundos de investimento fechados 27,171 0.00 0.00 0.00 1,587,315.97 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 27,171 58.42 58.42 0.00 1,587,315.97 





4. IMOBILIÁRIO 401,102 0.00 0.00 0.00 3,743,284.42 



5. LIQUIDEZ 803 0.00 0.00 0.00 8,057,913.84 

5.1. À vista 803 0.00 0.00 0.00 8,057,913.84 

5.1.9 Outros 535 0.00 0.00 0.00 123,775.64 


5.1.9 IRS EUR 525 0.00 0.00 0.00 0.00 





5.1.3. Comissões 267 0.00 0.00 0.00 -19,661.93 

VALOR LÍQUIDO GLOBAL DO FUNDO 1,752,238.95 116,419,331.54

Carteira: OC RENDAS VITALICIAS-211 Data: 31-03-2012 




NPC: 501 836 926 















1.2.1. Títulos de dívida pública 2,250,000 0.00 0.00 40,302.69 2,331,732.29 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 60,000 102.24 102.24 1,516.39 62,860.39 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 60,000 100.15 100.15 370.88 60,461.48 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 144,000 101.54 101.54 2,809.18 149,019.58 






FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 57,000 105.51 105.51 984.26 61,122.11 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 144,000 105.15 105.15 4,347.54 155,756.34 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 600,000 101.38 101.38 21,311.48 629,591.48 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 30,000 105.78 105.78 563.93 32,296.43 


ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 27,000 101.50 101.50 437.31 27,840.96 



ES0312298005 1.2.3. AYT Cedulas Caja Float 14/12/12 EUR 100,000 98.09 98.09 44.11 98,129.11 




1.2.6. Unidades de participação de fundos de investimento fechados 1,867 0.00 0.00 0.00 109,096.31 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 1,867 58.42 58.42 0.00 109,096.31 





5. LIQUIDEZ 77 0.00 0.00 0.00 185,299.83 

5.1. À vista 77 0.00 0.00 0.00 185,299.83 

5.1.9 Outros 77 0.00 0.00 0.00 7,749.81 

5.1.9 Diferimento do juro das OPL's EUR 9 0.00 0.00 0.00 0.01

5.1.9 IRS EUR 68 0.00 0.00 0.00 0.00 





5.1.3. Comissões 0 0.00 0.00 0.00 -804.80 


Carteira: OC RENDIMENTO GARANTIDO-012 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 172,000 0.00 0.00 6,550.15 174,313.55 

1.1.1. Títulos de dívida pública 172,000 0.00 0.00 6,550.15 174,313.55 


PTOTELOE0010 1.1.1. PGB 4.35% 16/10/17 EUR 6,000 65.26 65.26 119.09 4,034.69 




IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 5,000 100.15 100.15 30.91 5,038.46 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 6,000 101.54 101.54 117.05 6,209.15 




NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 6,000 105.15 105.15 181.15 6,489.85 





5. LIQUIDEZ 160 0.00 0.00 0.00 25,223.67 

5.1. À vista 160 0.00 0.00 0.00 25,223.67 

5.1.9 Outros 132 0.00 0.00 0.00 390.55 


5.1.9 IRS EUR 121 0.00 0.00 0.00 0.00 




5.1.3. Comissões 28 0.00 0.00 0.00 -67.52 


Carteira: OC VERSÁTIL NOVE-204 Data: 31-03-2012 




NPC: 501 836 926 








PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 40,000 94.39 94.39 1,131.69 38,885.69 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 4,000 102.24 102.24 101.09 4,190.69 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 12,000 100.15 100.15 74.18 12,092.30 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 18,000 101.54 101.54 351.15 18,627.45 


BE0000322314 1.2.1. Belgium Kingdom Float 15/02/16 EUR 15,000 98.32 98.32 31.07 14,778.32 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 4,000 105.51 105.51 69.07 4,289.27 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 17,700 105.15 105.15 534.39 19,145.06 


DE0001141539 1.2.1. OBL 4 11/10/13 EUR 2,000 105.78 105.78 37.60 2,153.10 


AT0000385356 1.2.1. RAGB 5% 15/07/12 EUR 50,000 101.30 101.30 1,775.96 52,425.96 

AT0000386198 1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 10,000 107.99 107.99 248.63 11,047.13 




1.2.3. Obrigações diversas 20,000 0.00 0.00 43.22 19,731.82 

XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 20,000 98.44 98.44 43.22 19,731.82 







5. LIQUIDEZ 133 0.00 0.00 0.00 39,040.05 

5.1. À vista 133 0.00 0.00 0.00 39,040.05 

5.1.9 Outros 133 0.00 0.00 0.00 -0.02 


5.1.9 IRS EUR 122 0.00 0.00 0.00 0.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -101.77 


Carteira: OC VIDA AFORRO FINANCEIRA-217 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 255,310 0.00 0.00 5,930.82 291,875.59 




1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 215,310 0.00 0.00 4,346.12 250,422.89 


BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 4,000 102.24 102.24 101.09 4,190.69 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,000 105.51 105.51 17.27 1,072.32 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 3,800 105.15 105.15 114.73 4,110.24 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 10,000 101.38 101.38 355.19 10,493.19 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 2,000 105.78 105.78 37.60 2,153.10 



1.2.3. Obrigações diversas 100,000 0.00 0.00 3,229.17 103,454.17 








5. LIQUIDEZ 53 0.00 0.00 0.00 7,624.05 

5.1. À vista 53 0.00 0.00 0.00 7,624.05 

5.1.9 Outros 38 0.00 0.00 0.00 1,253.45 


5.1.9 IRS EUR 31 0.00 0.00 0.00 0.00 





5.1.3. Comissões 16 0.00 0.00 0.00 -51.22 


Carteira: OC VIDA ATL.PER 2.4% FIN-219 Data: 31-03-2012 




NPC: 501 836 926 






PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 180,000 99.67 99.67 7,131.15 186,537.15 

PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 25,000 94.39 94.39 707.31 24,303.56 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 969,943 0.00 0.00 19,155.15 1,116,031.93 


IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 48,000 101.54 101.54 936.39 49,673.19 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 24,000 105.51 105.51 414.43 25,735.63 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 16,000 105.15 105.15 483.06 17,306.26 




ES0413211113 1.2.3. BBV Intl Fin 3.25% 24/01/16 EUR 100,000 99.12 99.12 594.95 99,709.95 


DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 200,000 103.92 103.92 1,803.28 209,645.28 



5. LIQUIDEZ 231 0.00 0.00 0.00 82,119.04 

5.1. À vista 231 0.00 0.00 0.00 82,119.04 

5.1.9 Outros 197 0.00 0.00 0.00 3,072.49 


5.1.9 IRS EUR 189 0.00 0.00 0.00 0.00 





5.1.3. Comissões 34 0.00 0.00 0.00 -224.68 


Carteira: OC VIDA OCID REFORMA-003 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 8,100,000 0.00 0.00 235,068.09 6,032,708.09 


PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 300,000 72.93 72.93 4,613.11 223,403.11 



PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 1,000,000 46.57 46.57 39,319.67 505,019.67 







1.2.1. Títulos de dívida pública 19,161,700 0.00 0.00 381,396.29 20,085,610.31 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 1,176,000 102.24 102.24 29,721.31 1,232,063.71 

FR0113087466 1.2.1. BTAN 3.75% 12/01/13 EUR 1,000,000 102.75 102.75 8,094.26 1,035,544.26 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 1,130,000 100.15 100.15 6,984.89 1,138,691.19 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 2,372,000 101.54 101.54 46,273.44 2,454,683.64 





FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 665,000 105.51 105.51 11,483.06 713,091.31 

FR0000188690 1.2.1. FRTR 4.75% 25/10/12 EUR 1,000,000 102.49 102.49 20,505.46 1,045,405.46 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 1,710,700 105.15 105.15 51,648.18 1,850,363.70 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 3,000,000 101.38 101.38 106,557.38 3,147,957.38 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 88,000 105.78 105.78 1,654.21 94,736.21 


AT0000386198 1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 500,000 107.99 107.99 12,431.69 552,356.69 



XS0070560288 1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 2,000,000 91.85 46.96 0.00 939,232.96 






PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 700,000 94.58 94.58 1,292.32 663,324.32 


PTCPP4OM0023 1.2.3. Banco Santander Totta 3.75% 12/06/12 EUR 500,000 99.54 99.54 15,010.24 512,730.24 

XS0748955142 1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 400,000 100.39 100.39 934.43 402,474.43 

XS0459903620 1.2.3. Barclays Bk Plc Float 28/01/13 EUR 500,000 100.37 100.37 1,645.31 503,495.31 


1.2.6. Unidades de participação de fundos de investimento fechados 12,437 0.00 0.00 0.00 726,562.59






PTBLMVOE0011 2.1.3. Banco Espirito Santo 3.375% 17/02/15 EUR 800,000 87.72 87.72 3,172.13 704,924.13 





4. IMOBILIÁRIO 148,904 0.00 0.00 0.00 1,389,646.58 



5. LIQUIDEZ 388,580 0.00 0.00 0.00 850,517.53 

5.1. À vista 388,580 0.00 0.00 0.00 850,517.53 

5.1.9 Outros 433,473 0.00 0.00 0.00 7,411.65 

5.1.9 Diferimento do juro das OPL's EUR 2,047 0.00 0.00 0.00 0.03 

5.1.9 IRS EUR -84,959 0.00 0.00 0.00 0.00 



5.1.9 SEG-Rendas de Imóveis EUR 516,385 0.00 0.00 0.00 0.00 



5.1.3. Comissões -44,893 0.00 0.00 0.00 -6,292.44 


Carteira: OC VIDA POUP. PROGRAMADA-207 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 662,000 0.00 0.00 24,838.54 668,316.54 

1.1.1. Títulos de dívida pública 662,000 0.00 0.00 24,838.54 668,316.54 







IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 12,000 100.15 100.15 74.18 12,092.30 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 12,000 101.54 101.54 234.10 12,418.30 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 11,800 105.15 105.15 356.26 12,763.37 


AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 12,000 104.90 104.90 203.08 12,791.08 


DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 80,000 103.92 103.92 721.31 83,858.11 

XS0225152411 1.2.3. Morgan Stanley Float 20/07/12 EUR 50,000 99.90 99.90 148.31 50,095.81 





5. LIQUIDEZ 141 0.00 0.00 0.00 86,445.62 

5.1. À vista 141 0.00 0.00 0.00 86,445.62 

5.1.9 Outros 140 0.00 0.00 0.00 0.00 


5.1.9 IRS EUR 129 0.00 0.00 0.00 0.00 



5.1.3. Comissões 1 0.00 0.00 0.00 -211.31 

VALOR LÍQUIDO GLOBAL DO FUNDO 31,126.40 1,265,891.18

Carteira: OC VIDA POUPANÇA VALOR-208 Data: 31-03-2012 




NPC: 501 836 926 









1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 485,200 0.00 0.00 9,082.63 503,483.82 


BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 4,000 102.24 102.24 101.09 4,190.69 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 35,000 100.15 100.15 216.35 35,269.20 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 35,000 101.54 101.54 682.79 36,220.04 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,000 105.51 105.51 17.27 1,072.32 

FR0000188690 1.2.1. FRTR 4.75% 25/10/12 EUR 100,000 102.49 102.49 2,050.55 104,540.55 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 39,200 105.15 105.15 1,183.50 42,400.34 


DE0001141539 1.2.1. OBL 4 11/10/13 EUR 2,000 105.78 105.78 37.60 2,153.10 





5. LIQUIDEZ 297 0.00 0.00 0.00 45,403.18 

5.1. À vista 297 0.00 0.00 0.00 45,403.18 

5.1.9 Outros 297 0.00 0.00 0.00 0.00 


5.1.9 IRS EUR 280 0.00 0.00 0.00 0.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -136.16 


Carteira: OC VIDA PPR G FINANCEIRA-216 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 35,905,000 0.00 0.00 1,085,384.67 29,231,101.90 

1.1.1. Títulos de dívida pública 31,505,000 0.00 0.00 994,953.50 25,146,469.44 







PTOTEAOE0021 1.1.1. PGB 4.95% 25/10/23 EUR 2,000,000 66.79 66.79 42,737.70 1,378,616.65 

PTOTEKOE0003 1.1.1. PGB 5% 15/06/12 EUR 5,205,000 99.67 99.67 206,209.01 5,394,032.51 



PTCGGFOM0015 1.1.3. Caixa Geral Depo 3.625% 21/07/14 EUR 2,000,000 92.20 92.20 50,314.20 1,894,214.20 


PTCG16OM0004 1.1.3. Caixa Geral Depo 4.375% 13/05/13 EUR 250,000 97.00 97.00 9,652.49 252,152.49 


PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 800,000 88.09 88.09 5,931.86 710,635.65 


1.2.1. Títulos de dívida pública 29,645,500 0.00 0.00 592,261.73 31,539,690.60 

BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 2,776,000 102.24 102.24 70,158.47 2,908,340.87 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 795,000 100.15 100.15 4,914.15 801,114.60 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 2,734,000 101.54 101.54 53,335.41 2,829,302.31 




FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,665,100 105.51 105.51 28,752.54 1,785,516.30 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 1,000,000 100.20 100.20 46,584.70 1,048,584.70 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 1,505,000 115.21 115.21 32,484.97 1,766,320.22 

NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 3,077,600 105.15 105.15 92,916.61 3,328,859.13 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 1,388,000 105.78 105.78 26,091.36 1,494,248.36 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 8,173,000 104.90 104.90 138,315.73 8,711,792.73 




XS0254035768 1.2.3. ABN AMRO Bank 4.25% 11/05/16 EUR 2,000,000 103.11 103.11 75,478.14 2,137,618.14 


ES0413211071 1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 5,000,000 89.92 89.92 19,125.68 4,515,125.68 


ES0413900129 1.2.3. Banco Santander 3.875% 06/02/26 EUR 5,000,000 87.51 87.51 28,586.07 4,403,836.07 




BE0933860414 1.2.3. Fortis Bank Float 05/12/17 EUR 1,000,000 87.82 87.82 15,972.22 894,182.22 

XS0302868475 1.2.3. HSBC Finance 4.875% 30/05/17 EUR 1,000,000 108.90 108.90 40,758.20 1,129,718.20

XS0446860826 1.2.3. Societe Generale 3.75% 21/08/14 EUR 1,500,000 103.88 103.88 34,272.54 1,592,487.54 

1.2.6. Unidades de participação de fundos de investimento fechados 31,580 0.00 0.00 0.00 1,844,917.56 

LU0430253178 1.2.6. F&C Port FD-F&C Plus Fund I EUR EUR 31,580 58.42 58.42 0.00 1,844,917.56 







4. IMOBILIÁRIO 398,165 0.00 0.00 0.00 3,715,874.86 



5. LIQUIDEZ -18,651 0.00 0.00 0.00 762,572.36 

5.1. À vista -18,651 0.00 0.00 0.00 762,572.36 

5.1.9 Outros -19,297 0.00 0.00 0.00 190,319.38 


5.1.9 IRS EUR -19,323 -0.26 -0.26 0.00 4,936.75 





5.1.3. Comissões 646 0.00 0.00 0.00 -19,163.97 

VALOR LÍQUIDO GLOBAL DO FUNDO 2,276,644.26 104,323,927.93 

Carteira: OC VIDA PPR 2% - 223 Data: 31-03-2012 




NPC: 501 836 926 





1.1.1. Títulos de dívida pública 176,316,000 0.00 0.00 5,147,088.24 139,812,017.15 



PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 33,763,000 66.22 66.22 1,246,601.83 23,604,840.93 

PTOTE5OE0007 1.1.1. PGB 4.1% 15/04/37 EUR 26,125,000 61.00 61.00 1,027,226.36 16,964,670.15 









PTPETQOM0006 1.1.2. Parpublica 3.5% 08/07/13 EUR 5,000,000 89.00 89.00 127,663.93 4,577,663.93 


PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 2,400,000 95.00 95.00 103,114.75 2,383,114.75 


PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 6,500,000 85.48 85.48 79,829.23 5,635,769.23






PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 155,000 89.00 89.00 1,375.83 139,330.04 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 10,440,000 102.24 102.24 263,852.46 10,937,708.46 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 5,173,000 100.15 100.15 31,975.96 5,212,787.19 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 9,878,000 101.54 101.54 192,701.97 10,222,329.27 






DE0001135200 1.2.1. DBR 5% 04/07/12 EUR 7,000,000 101.21 101.21 259,153.00 7,343,853.00 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 3,413,000 105.51 105.51 58,934.86 3,659,820.51 

FR0000187361 1.2.1. FRTR 5% 25/10/16 EUR 170,000 115.21 115.21 3,669.40 199,517.90 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 23,902,000 105.15 105.15 721,631.42 25,853,389.32 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 5,000,000 101.38 101.38 177,595.63 5,246,595.63 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 4,120,000 105.78 105.78 77,446.99 4,435,376.99 




ES0000012791 1.2.1. SPGB 5% 30/07/12 EUR 24,429,000 101.28 101.28 817,637.28 25,559,328.48 




XS0069971710 1.2.2. European Invt BK 8% 11/10/16 EUR 8,429,685 124.61 124.61 316,581.48 10,820,727.05 




XS0254035768 1.2.3. ABN AMRO Bank 4.25% 11/05/16 EUR 7,000,000 103.11 103.11 264,173.50 7,481,663.50 

ES0312298013 1.2.3. AYT Cedulas Caja 3.5% 14/03/16 EUR 13,500,000 91.36 91.36 22,006.85 12,354,931.85 


XS0479528753 1.2.3. BBVA Senior Fin Float 22/01/13 EUR 2,500,000 99.34 99.34 7,626.39 2,491,076.39 

XS0478929457 1.2.3. BMW Finance NV 2.875 18/04/13 EUR 1,250,000 101.85 101.85 34,170.08 1,307,245.08 

XS0648571007 1.2.3. BMW Finance NV Float 23/01/13 EUR 2,500,000 100.01 100.01 6,776.39 2,507,101.39 



PTBLMWOM0002 1.2.3. Banco Espírito Santo Float 25/02/13 EUR 5,000,000 94.58 94.58 9,230.83 4,738,030.83 

ES0413860000 1.2.3. Banco Sabadell 4.5% 29/04/13 EUR 6,500,000 101.60 101.60 269,323.77 6,872,998.77 




XS0748955142 1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 5,000,000 100.39 100.39 11,680.33 5,030,930.33 

XS0368374624 1.2.3. Barclays Eur Tracker CLN Aspen Engy.31/05/18 EUR 2,500,000 123.38 123.38 144,375.00 3,228,875.00 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 5,000,000 105.81 105.81 27,254.10 5,317,754.10 


XS0494840977 1.2.3. Caisse Cent Immo Float 18/03/13 EUR 5,200,000 99.54 99.54 3,054.13 5,179,082.13 



XS0256997007 1.2.3. EDP Finance BV 4.625% 13/06/16 EUR 2,500,000 87.28 87.28 92,247.27 2,274,172.27

DE000EH0A2E9 1.2.3. Eurohypo AG 3.25% 26/10/15 EUR 400,000 105.26 105.26 5,576.50 426,596.50 

ES0302761004 1.2.3. Fund Ord Bnk 3% 19/11/14 EUR 2,000,000 99.20 99.20 21,803.28 2,005,803.28 

XS0294490312 1.2.3. GE Cap Eur Fund Float 03/04/14 EUR 5,000,000 99.34 99.34 18,284.44 4,985,384.44 

XS0247263048 1.2.3. Haa-Bank Intl Ag 3.75% 17/03/14 EUR 2,500,000 101.00 101.00 3,595.89 2,528,595.89 

XS0469192388 1.2.3. Lloyds TSB Bank 3.25% 26/11/12 EUR 2,500,000 101.09 101.09 27,971.31 2,555,221.31 

XS0422705128 1.2.3. Lloyds TSB Bank Float 04/15/14 EUR 1,275,000 104.11 104.11 12,603.91 1,340,006.41 

XS0587805457 1.2.3. Portugal Tel Fin 5 .625% 08/02/16 EUR 7,500,000 92.02 92.02 59,938.52 6,961,588.52 





2.1. Valores mobiliários nacionais 23,870,000 0.00 0.00 611,036.37 22,521,175.09 

2.1.3. Obrigações diversas 23,870,000 0.00 0.00 611,036.37 22,521,175.09 


PTBB24OE0000 2.1.3. Banco BPI 3% 17/07/12 EUR 4,000,000 98.80 98.80 84,590.16 4,036,590.16 






XS0174467463 2.2.3. Banco Espirito Santo 6% 27/08/13 EUR 2,000,000 96.00 96.00 71,666.68 1,991,666.68 

XS0174555598 2.2.3. Banco Espirito Santo 6.2% 02/09/13 EUR 5,000,000 95.00 95.00 181,694.42 4,931,694.42 




PTES3AJM0048 2.3.2. Estoril Sol III 1 EM PC 30/07/12 EUR 5,000,000 100.28 100.28 63,024.86 5,077,259.86 

PTS30AJM2676 2.3.2. Sonae Industria SGPS SA 13ª EM PC 29/06/12 EUR 5,000,000 99.64 99.64 699.58 4,982,509.58 







4. IMOBILIÁRIO 2,698,245 0.00 0.00 0.00 30,890,362.54 



PTSELAIE0007 4.2. ImoSocial - FII EUR 164,500 6.81 6.81 0.00 1,120,245.00 

913 4.2. Imopromoção Fechado - FII EUR 6,367 971.16 971.16 0.00 6,183,362.35 

5. LIQUIDEZ 3,237 0.00 0.00 0.00 31,921,902.43 

5.1. À vista 3,237 0.00 0.00 0.00 31,921,902.43 

5.1.9 Outros 61 0.00 0.00 0.00 1,093,694.40 


5.1.9 IRS EUR 0 0.00 0.00 0.00 -28,880.56 

5.1.9 IRS-Itália EUR 0 0.00 0.00 0.00 233,503.20 



5.1.9 SEG-Sector Público Estatal EUR 0 0.00 0.00 0.00 0.04 



PRT11200001 5.1.2. USD - Banco Comercial Português USD 0 0.00 0.00 0.00 0.09 

5.1.3. Comissões 3,176 0.00 0.00 0.00 -125,611.47 


Carteira: OC VIDA PPR 3% FIN-221 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 313,697,882 0.00 0.00 5,677,748.19 291,838,646.32 



PTOTEOOE0017 1.1.1. PGB 3.6% 15/10/14 EUR 2,500,000 84.74 84.74 41,311.47 2,159,697.96 

PTOTEYOE0007 1.1.1. PGB 3.85% 15/04/21 EUR 8,000,000 66.22 66.22 295,377.03 5,593,067.19 











PTCGF11E0000 1.1.3. Caixa Geral Depo 3.875% 06/12/16 EUR 5,300,000 85.48 85.48 65,091.53 4,595,319.53 



PTCG1LOM0007 1.1.3. Caixa Geral Depositos 5.125% 19/02/14 EUR 8,100,000 96.00 96.00 46,503.07 7,822,503.07 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 6,800,000 88.09 88.09 50,420.84 6,040,403.04 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 6,500,000 102.24 102.24 164,275.95 6,809,875.95 

FR0113087466 1.2.1. BTAN 3.75% 12/01/13 EUR 5,000,000 102.75 102.75 40,471.31 5,177,721.31 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 3,071,000 100.15 100.15 18,982.83 3,094,620.04 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 5,472,000 101.54 101.54 106,748.85 5,662,744.05 


DE0001137305 1.2.1. Bundesschatzanw BKO 0.5% 15/06/12 EUR 10,285,000 100.09 100.09 40,746.58 10,335,003.08 

DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 2,000,000 100.83 100.83 9,221.31 2,025,821.31 


FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 2,200,000 105.51 105.51 37,989.07 2,359,099.07 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 2,000,000 100.20 100.20 93,169.40 2,097,169.40 



NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 14,671,800 105.15 105.15 442,960.08 15,869,624.19 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 10,000,000 101.38 101.38 355,191.26 10,493,191.26 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 2,000,000 105.78 105.78 37,595.63 2,153,095.63 

AT0000385992 1.2.1. RAGB 3.8% 20/10/13 EUR 16,433,000 104.90 104.90 278,103.81 17,516,320.81 




XS0070560288 1.2.2. Int Bk Recon&Dev Cpz 08/11/16 DEM 5,000,000 91.85 46.96 0.00 2,348,082.40 



ES0312342019 1.2.3. AYT Cedulas Caja 3.75% 30/06/25 EUR 7,000,000 61.27 61.27 197,233.61 4,485,783.61

ES0312358007 1.2.3. AYT Cedulas Caja 3.75% 31/03/15 EUR 10,000,000 94.84 94.84 0.00 9,483,500.00 


ES0413211071 1.2.3. Banco Bilbao Viz 4% 25/02/25 EUR 10,000,000 89.92 89.92 38,251.37 9,030,251.37 





PTCPPROE0027 1.2.3. Banco Santander Totta 2.625% 15/4/13 EUR 1,150,000 97.14 97.14 28,950.31 1,146,071.81 


XS0748955142 1.2.3. Barclays Bk Plc 2.25% 22/02/17 EUR 2,500,000 100.39 100.39 5,840.16 2,515,465.16 

DE000HV0EBA5 1.2.3. Bayer Hypo-Verei 3.5% 03/02/15 EUR 1,000,000 105.81 105.81 5,450.82 1,063,550.82 

DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 976,000 103.92 103.92 8,800.00 1,023,068.96 



FR0010664599 1.2.3. Cie Fin Crd-Mutl 6.75% 18/09/18 EUR 1,500,000 115.11 115.11 53,944.67 1,780,531.67 

XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 166,001 98.70 98.70 238.12 164,089.29 






BE0933860414 1.2.3. Fortis Bank Float 05/12/17 EUR 1,500,000 87.82 87.82 23,958.33 1,341,273.33 

ES0302761004 1.2.3. Fund Ord Bnk 3% 19/11/14 EUR 2,000,000 99.20 99.20 21,803.28 2,005,803.28 

XS0219927802 1.2.3. GE Cap EUR Fund Float 25/05/12 EUR 1,500,000 100.07 100.07 1,566.12 1,502,556.12 

XS0294513030 1.2.3. GELDI 2007-TS CLASS A 08/09/14 EUR 950,000 99.11 99.11 3,035.94 944,603.70 


XS0740795041 1.2.3. Lloyds TSB Bank 4.625% 02/02/17 EUR 3,000,000 102.41 102.41 21,987.70 3,094,257.70 

PTRELAOM0000 1.2.3. REN Redes Energeticas 7.875% 10/12/13 EUR 1,400,000 102.17 102.17 27,311.47 1,457,719.47 



XS0740788699 1.2.3. Swedbank 3.375% 09/02/17 EUR 2,500,000 103.03 103.03 13,370.90 2,589,220.90 

XS0247757718 1.2.3. Unicredito Itali Float 15/03/16 EUR 1,500,000 90.84 90.84 734.00 1,363,319.00 






PTBSSAOM0005 2.1.3. BRISA 4.797 26/09/13 EUR 4,000,000 94.73 94.73 98,037.05 3,887,117.05 







2.2. Valores mobiliários estrangeiros 2 0.00 0.00 0.00 749,840.00 

2.2.8. Opções 2 0.00 0.00 0.00 749,840.00 






PTES3AJM0048 2.3.2. Estoril Sol III 1 EM PC 30/07/12 EUR 2,500,000 100.45 100.45 31,512.43 2,542,694.93 


3.2. Fundos não harmonizados 3,905 0.00 0.00 0.00 470,279.96 

KYG3347T1058 3.2. F&C Zircon Fund Limited EUR 3,905 120.43 120.43 0.00 470,279.96

4. IMOBILIÁRIO 1,139,666 0.00 0.00 0.00 10,635,932.95 



5. LIQUIDEZ 796 0.00 0.00 0.00 14,042,284.47 

5.1. À vista 796 0.00 0.00 0.00 14,042,284.47 

5.1.9 Outros 276 0.00 0.00 0.00 686,810.92 


5.1.9 IRS EUR 240 0.00 0.00 0.00 0.00 





5.1.3. Comissões 521 0.00 0.00 0.00 -66,875.49 


Carteira: OC VIDA PPR-002 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 84,431,607 0.00 0.00 1,922,855.10 88,338,565.58 






PTOTEGOE0009 1.1.1. PGB 5.45% 23/09/13 EUR 4,000,000 92.27 92.27 113,169.40 3,803,988.43 

1.1.2. Outros fundos públicos e equiparados 2,000,000 0.00 0.00 37,229.34 1,038,629.34 

XS0230315748 1.1.2. Parpublica 3.567% 22/09/20 EUR 2,000,000 50.07 50.07 37,229.34 1,038,629.34 



PTCG1LOM0007 1.1.3. Caixa Geral Depositos 5.125% 19/02/14 EUR 1,000,000 96.00 96.00 5,741.12 965,741.12 

1.1.5. Títulos de participação 134,975 0.00 0.00 1,092.84 136,068.31 

PTBFNDPE0001 1.1.5. Banco Fom Nacion 01/07/49 EUR 49,780 100.00 100.00 586.58 50,366.61 

PTBFNEPE0000 1.1.5. Banco Fom Nacion 01/10/49 EUR 85,195 100.00 100.00 506.26 85,701.70 



BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 4,832,000 102.24 102.24 122,120.22 5,062,357.02 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 1,105,000 100.15 100.15 6,830.36 1,113,498.91 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 4,026,000 101.54 101.54 78,540.00 4,166,339.10 




FR0011147701 1.2.1. Caisse Amort Dette Soc 1.75% 18/11/13 EUR 500,000 101.35 101.35 3,203.55 509,943.55 

FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 1,918,000 105.51 105.51 33,119.56 2,056,705.46 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 6,385,400 105.15 105.15 192,783.25 6,906,712.08 




XS0069971710 1.2.2. European Invt BK 8% 11/10/16 EUR 9,975,958 124.61 124.61 374,652.64 12,805,594.14 



ES0413860000 1.2.3. Banco Sabadell 4.5% 29/04/13 EUR 500,000 101.60 101.60 20,717.21 528,692.21 

PTCPP7OE0020 1.2.3. Banco Santander Totta 3.25% 21/10/14 EUR 500,000 92.78 92.78 7,192.62 471,087.62 


XS0170059017 1.2.3. DMPL II A 20/05/36 EUR 830,005 98.70 98.70 1,190.60 820,446.50 



XS0177618039 1.2.3. RESFER 5% 10/10/33 EUR 7,000,000 114.15 114.15 165,437.16 8,156,007.16 





2.1.3. Obrigações diversas 2,500,000 0.00 0.00 25,185.13 2,059,570.13



4. IMOBILIÁRIO 499,792 0.00 0.00 0.00 4,027,603.11 

4.2. Unidades de participação de fundos de investimento imobiliário 499,792 0.00 0.00 0.00 4,027,603.11 


PTNOFAIM0008 4.2. Vision Escritórios - F.I.Imob. EUR 124,700 4.23 4.23 0.00 527,057.02 

5. LIQUIDEZ -4,003 0.00 0.00 0.00 3,059,092.81 

5.1. À vista -4,003 0.00 0.00 0.00 3,059,092.81 

5.1.9 Outros -4,003 0.00 0.00 0.00 152,435.35 

5.1.9 Diferimento do juro das OPL's EUR -6,065 0.00 0.00 0.00 0.03 

5.1.9 IRS EUR 2,063 0.00 0.00 0.00 0.00 



5.1.9 SEG-Sector Público Estatal EUR 0 0.00 0.00 0.00 0.05 



PRT11200001 5.1.2. USD - Banco Comercial Português USD 0 0.00 0.00 0.00 0.90 

5.1.3. Comissões 0 0.00 0.00 0.00 -17,962.34 

VALOR LÍQUIDO GLOBAL DO FUNDO 1,948,040.23 97,484,831.63

Carteira: OC VIDA VALOR 2.4% FINAN-218 Data: 31-03-2012 




NPC: 501 836 926 










BE0000298076 1.2.1. BGB 5% 28/09/12 EUR 1,600 102.24 102.24 40.44 1,676.28 

IT0004508971 1.2.1. BTPS 2.5% 01/07/12 EUR 6,000 100.15 100.15 37.09 6,046.15 

IT0004284334 1.2.1. BTPS 4.25 15/10/12 EUR 6,000 101.54 101.54 117.05 6,209.15 


DE0001137354 1.2.1. Bundesschatzanw BKO 0.75% 13/09/13 EUR 800 100.83 100.83 3.69 810.33 


FR0010011130 1.2.1. FRTR 4% 25/10/13 EUR 400 105.51 105.51 6.91 428.93 


NL0000102689 1.2.1. NETHER 4.25% 15/07/13 EUR 7,420 105.15 105.15 224.02 8,025.78 

NL0000102671 1.2.1. NETHER 5% 15/07/12 EUR 60,000 101.38 101.38 2,131.15 62,959.15 

DE0001141539 1.2.1. OBL 4 11/10/13 EUR 800 105.78 105.78 15.04 861.24 


AT0000386198 1.2.1. Republic of Austria 3.5% 15/07/2015 EUR 10,000 107.99 107.99 248.63 11,047.13 

ES00000120L4 1.2.1. Spanish Govt 3.9% 31/10/12 EUR 1,000 101.50 101.50 16.20 1,031.15 



5. LIQUIDEZ 101 0.00 0.00 0.00 21,237.14 

5.1. À vista 101 0.00 0.00 0.00 21,237.14 

5.1.9 Outros 80 0.00 0.00 0.00 239.00 


5.1.9 IRS EUR 71 0.00 0.00 0.00 0.00 


5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 21,034.37 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 21,034.37 

5.1.3. Comissões 20 0.00 0.00 0.00 -36.23 


Carteira: OC (UL) RENDA CRESC TRIM. 2010 8A 3 SR(NN)-367 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 11,000 0.00 0.00 0.60 10,602.96 



PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 11,000 96.39 96.39 0.60 10,602.96 

2. VALORES NÃO COTADOS 1,108,400 0.00 0.00 38,798.97 747,581.14 

2.1. Valores mobiliários nacionais 1,108,400 0.00 0.00 38,798.97 747,581.14 

2.1.3. Obrigações diversas 1,108,400 0.00 0.00 38,798.97 747,581.14 

PTBITFOM0035 2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 1,100,000 63.84 63.84 38,785.52 741,025.21 

PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 8,400 77.89 77.89 13.45 6,555.93 

5. LIQUIDEZ 0 0.00 0.00 0.00 -4,196.79 

5.1. À vista 0 0.00 0.00 0.00 -4,196.79 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 271.83 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 271.83 

5.1.3. Comissões 0 0.00 0.00 0.00 -4,468.62 

VALOR LÍQUIDO GLOBAL DO FUNDO 38799.57 753,987.31 

NUMERO DE UNIDADES EM CIRCULAÇÃO 20,521.46 

VALOR DA UP 36.74

Carteira: OC (UL) RENDA PRIVATE 2008 8A 3SR - 290 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 8,065,000 0.00 0.00 35,931.33 7,107,747.63 


PTBAIPOM0067 1.1.3. Banco Comercial Portugues Floater - Abril 2016 1ªem EUR 7,950,000 87.71 87.71 35,408.61 7,008,642.99 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 38,000 84.83 84.83 135.79 32,369.67 


1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 54,000 0.00 0.00 24.63 32,154.63 


XS0278435226 1.2.3. BCP Finance Bank Float 21/12/16 EUR 54,000 59.50 59.50 24.63 32,154.63 




PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 30,000 84.51 84.51 98.19 25,450.08 

PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 51,000 78.70 78.70 206.45 40,345.25 


2.3. Outros instrumentos de dívida 50,000 0.00 0.00 621.78 50,621.78 

2.3.2. Papel comercial 50,000 0.00 0.00 621.78 50,621.78 

PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 50,000 100.00 100.00 621.78 50,621.78 

5. LIQUIDEZ 0 0.00 0.00 0.00 -95,128.23 

5.1. À vista 0 0.00 0.00 0.00 -95,128.23 

5.1.9 Outros 0 0.00 0.00 0.00 2,377.70 

5.1.9 IRS EUR 0 0.00 0.00 0.00 2,377.70 



5.1.3. Comissões 0 0.00 0.00 0.00 -115,083.36 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 25,896.78 -759,283.73 

7.2. Fora de mercado regulamentado 4 0.00 0.00 25,896.78 -759,283.73 

7.2.2. Swaps 4 0.00 0.00 25,896.78 -759,283.73 

7.2.2. CDS (Swap - se (CDS Deutsche Bank Subordinada 1950000 EUR (SWAP-2427-E EUR 1 -19,982.88 -19,982.88 9,425.00 -10,557.88 

7.2.2. CDS (Swap - serie (CDS Unicredito Subordinada 3000000 EUR (SWAP-2426-E EUR 1 -359,211.44 -359,211.44 14,500.00 -344,711.44 

7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 3000000 EUR (SWAP-2428-E EUR 1 -398,147.07 -398,147.07 15,080.00 -383,067.07 

7.2.2. Swap (IRS/FB DIJ87927PA-Float 17/04/16 & IRS/FB DIJ87927PP-Float 17/04 EUR 1 -7,839.12 -7,839.12 -13,108.22 -20,947.34 

VALOR LÍQUIDO GLOBAL DO FUNDO 62783.16 6,403,858.58 


VALOR DA UP 44.15

Carteira: OC (UL) RENDA CERTA ESP 2008 8A 4SR - 295 Data: 31-03-2012 




NPC: 501 836 926 






PTOTEPOE0016 1.1.1. Portuguese OTs 6.4% 15/02/16 EUR 4,700,000 77.09 77.09 36,983.61 3,660,213.61 


BCUUOM 1.1.3. Banco Comercial Portugues Floater 27/06/16 EUR 300,000 89.68 89.68 2,008.46 271,050.18 

PTBAIUOM0060 1.1.3. Banco Comercial Portugues Floater 2º Em - Maio 2016 EUR 21,000,000 87.41 87.41 35,956.70 18,392,136.50 

PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 466,000 85.82 85.82 76.81 399,991.93 





XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 21,850,000 63.00 63.00 871,985.13 14,637,485.13 


PTBCT3OM0000 1.2.3. Banco Comercial Português Float 09/05/14 EUR 100,000 80.23 80.23 175.10 80,403.10 

PTBCPUOM0010 1.2.3. Banco Comercial Português Float 28/03/13 EUR 3,350,000 93.50 93.50 586.25 3,132,836.25 





PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 261,000 78.70 78.70 1,056.54 206,472.78 

PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 108,000 98.01 98.01 770.53 106,617.23 




PTTD9AJM0448 2.3.2. Teixeira Duarte Eng Constr SA 13ª EM PC 14/08/12 EUR 250,000 100.00 100.00 715.56 250,715.56 

5. LIQUIDEZ 0 0.00 0.00 0.00 -135,746.52 

5.1. À vista 0 0.00 0.00 0.00 -135,746.52 



5.1.3. Comissões 0 0.00 0.00 0.00 -420,039.97 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 6 0.00 0.00 -759,106.82 -1,717,155.78 

7.2. Fora de mercado regulamentado 6 0.00 0.00 -759,106.82 -1,717,155.78 

7.2.2. Swaps 6 0.00 0.00 -759,106.82 -1,717,155.78 

7.2.2. CDS (Swap - (CDS Credit Agricole Subordinada 21000000 EUR (SWAP-2441-E EUR 1 -2,634,863.93 -2,634,863.93 21,000.00 -2,613,863.93 

7.2.2. Swap (IRS-36296PA-6.77% 20/05/16 & IRS-36296PP-5.70% 20/05/16) EUR 1 -184,204.14 -184,204.14 -161,943.53 -346,147.67 

7.2.2. Swap (IRS-36382PA-6.82% 20/05/16 & IRS-36382PP-5.125% 20/05/16) EUR 1 -128,967.51 -128,967.51 -129,320.03 -258,287.54 

7.2.2. Swap (IRS-36383PA-5.86%20/05/16 & IRS-36383PP-Float 20/05/16) EUR 1 241,359.70 241,359.70 7,597.78 248,957.48 

7.2.2. Swap (IRS/FB-DIM38947 PA-6.70% 20/05/16 & IRS/FB-DIM38947 PP-5.125% EUR 1 -408,110.54 -408,110.54 -564,862.15 -972,972.69 

7.2.2. Swap (IRS/FB-DIM46183 PA-5.682% 20/05/16 & IRS/FB-DIM46183 PP-Float EUR 1 2,156,737.46 2,156,737.46 68,421.11 2,225,158.57 

VALOR LÍQUIDO GLOBAL DO FUNDO 192171.01 39,620,271.66 


VALOR DA UP 50.64

Carteira: OC (UL) RENDA PRÉMIO 2008 8A 3SR - 293 Data: 31-03-2012 




NPC: 501 836 926 







PTBAIVOM0051 1.1.3. Banco Comercial Portugues Floater- Junho 2016 EUR 11,700,000 87.16 87.16 4,836.97 10,202,743.94 






5. LIQUIDEZ 0 0.00 0.00 0.00 -129,470.25 

5.1. À vista 0 0.00 0.00 0.00 -129,470.25 



5.1.3. Comissões 0 0.00 0.00 0.00 -130,795.06 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 6 0.00 0.00 109,146.85 4,607,170.56 

7.2. Fora de mercado regulamentado 6 0.00 0.00 109,146.85 4,607,170.56 

7.2.2. Swaps 6 0.00 0.00 109,146.85 4,607,170.56 

7.2.2. CDS (Swap - (CDS Credit Agricole Subordinada 3500000 EUR (SWAP-2446-E EUR 1 -442,866.63 -442,866.63 1,015.97 -441,850.66 

7.2.2. CDS (Swap - se (CDS Banco Popular Subordinada 4700000 EUR (SWAP-2445-E EUR 1 -968,210.73 -968,210.73 2,513.19 -965,697.54 

7.2.2. CDS (Swap - seri (CDS BNP Paribas Subordinada 3500000 EUR (SWAP-2447-E EUR 1 -265,923.67 -265,923.67 1,015.97 -264,907.70 

7.2.2. Swap (IRS/FB DIO37742PA-1.15% 19/06/16 & IRS/FB DIO37742PP-Float 19/06 EUR 1 563,868.50 563,868.50 2,498.49 566,366.99 

7.2.2. Swap (IRS/FB DIO37768PA-1.15% 20/06/16 & IRS/FB DIO37768PP-Float 20/06 EUR 1 4,625,158.63 4,625,158.63 95,646.51 4,720,805.14 

7.2.2. Swap (IRS/FB DLC42663PA-1.15% 19/06/16 & IRS/FB DLC42663PP-Float 19/06 EUR 1 1,334,412.79 1,334,412.79 6,456.72 992,454.33 



VALOR DA UP 57.07

Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 5SR - 294 Data: 31-03-2012 




NPC: 501 836 926 






PTBCSVOM0024 1.1.3. Banco Comercial Portugues Floater - Junho 2016 EUR 8,585,550 89.87 89.87 30,766.31 7,746,833.79 

PTBAIVOM0051 1.1.3. Banco Comercial Portugues Floater- Junho 2016 EUR 35,300,000 87.16 87.16 14,593.60 30,782,637.69 

PTBCPOOM0018 1.1.3. Banco Comercial Português - Floater Junho 2016 EUR 4,987,000 74.07 74.07 1,535.58 3,695,352.02 


2.1. Valores mobiliários nacionais 25,000 0.00 0.00 40.03 19,511.68 

2.1.3. Obrigações diversas 25,000 0.00 0.00 40.03 19,511.68 

PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 25,000 77.89 77.89 40.03 19,511.68 



PTS27AJM0048 2.3.2. Soc Francisco Manuel Santos SGPS-13ª EM PC 14/08/12 EUR 50,000 100.00 100.00 143.11 50,143.11 

5. LIQUIDEZ 0 0.00 0.00 0.00 -143,322.25 

5.1. À vista 0 0.00 0.00 0.00 -143,322.25 



5.1.3. Comissões 0 0.00 0.00 0.00 -380,748.21 



7.2.2. Swaps 6 0.00 0.00 30,115.54 2,349,918.44 


7.2.2. CDS (Swap - s (CDS Banco Popular Subordinada 16300000 EUR (SWAP-2442-E EUR 1 -3,357,837.14 -3,357,837.14 8,715.97 -3,349,121.17 

7.2.2. CDS (Swap - seri (CDS BNP Paribas Subordinada 9500000 EUR (SWAP-2444-E EUR 1 -721,792.77 -721,792.77 2,757.64 -719,035.13 

7.2.2. Swap (IRS-36699PA-5.6% 20/06/16 & IRS-36699PP-Float 20/06/16) EUR 1 6,016,082.94 6,016,082.94 34,051.75 6,050,134.69 

7.2.2. Swap (IRS-66104PA-5.62% 19/06/16 & IRS-66104PP-Float 19/06/16) EUR 1 1,198,007.44 1,198,007.44 -18,646.44 1,023,104.89 

7.2.2. Swap (IRS/FB DIO37695PA-5.617% 19/06/16 & IRS/FB DIO37695PP-Float 19/0 EUR 1 700,490.98 700,490.98 478.98 544,144.04 



VALOR DA UP 54.67

Carteira: OC (UL) RENDA CRESCENTE MAIS 2008 8A 10SR 312 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 10,694,000 0.00 0.00 117,383.28 9,656,040.03 

1.1.3. Obrigações diversas 10,694,000 0.00 0.00 117,383.28 9,656,040.03 

PTBAI2OM0073 1.1.3. Banco Comercial Portugues Floater-Novembro 2016 EUR 8,000,000 86.01 86.01 11,102.68 6,891,758.12 






XS0278435226 1.2.3. BCP Finance Bank Float 21/12/16 EUR 6,640,000 59.50 59.50 3,028.58 3,953,828.58 

PTBCT3OM0000 1.2.3. Banco Comercial Português Float 09/05/14 EUR 50,000 80.23 80.23 87.55 40,201.55 





PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 1,135,000 98.67 98.67 11,586.78 1,131,482.72 


5. LIQUIDEZ 0 0.00 0.00 0.00 -38,151.54 

5.1. À vista 0 0.00 0.00 0.00 -38,151.54 

5.1.9 Outros 0 0.00 0.00 0.00 -897.98 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -897.98 



5.1.3. Comissões 0 0.00 0.00 0.00 -61,423.27 



7.2.2. Swaps 5 0.00 0.00 59,527.73 1,553,018.46 

7.2.2. CDS (Swap - series OTC) (CDS Rabobank Senior 8000000 EUR (SWAP-2474-EU EUR 1 -163,626.00 -163,626.00 6,013.33 -157,612.67 

7.2.2. Swap (IRS-40324PA-4.87% 26/11/16 & IRS-40324PP-Float 26/11/16) EUR 1 412,469.95 412,469.95 29,518.49 441,988.44 

7.2.2. Swap (IRS/FB-DJD31304 PA-5.22% 26/11/16 & IRS/FB-DJD31304 PP-Float 26/ EUR 1 1,108,799.92 1,108,799.92 24,364.00 1,133,163.92 

7.2.2. Swap (IRS/FB-DJG96991 PA-5.22% 09/05/13 & IRS/FB-DJG96991 PP-Float 09/ EUR 1 -23,703.93 -23,703.93 -6,862.19 -30,566.12 

7.2.2. Swap (IRS/FB-DJG96999 PA-4.505% 26/11/16 & IRS/FB-DJG96999 PP-Float 26 EUR 1 159,550.79 159,550.79 6,494.10 166,044.89 

VALOR LÍQUIDO GLOBAL DO FUNDO 191698.95 16,319,189.13 


VALOR DA UP 52.85

Carteira: OC (UL) RENDA PREMIO 2008 5A 3SR 311 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 7,000,000 0.00 0.00 9,394.01 6,630,503.68 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 7,000,000 0.00 0.00 9,394.01 6,630,503.68 

1.1.3. Obrigações diversas 7,000,000 0.00 0.00 9,394.01 6,630,503.68 

PTBAIEOM0086 1.1.3. Banco Comercial Portugues Floater - Novembro 2013 EUR 7,000,000 94.59 94.59 9,394.01 6,630,503.68 




PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 1,739,000 98.67 98.67 17,752.78 1,733,610.97 

2.3. Outros instrumentos de dívida 900,000 0.00 0.00 8,032.97 908,032.97 

2.3.2. Papel comercial 900,000 0.00 0.00 8,032.97 908,032.97 


S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 50,000 100.00 100.00 334.74 50,334.74 


PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 550,000 100.00 100.00 6,839.57 556,839.57 

5. LIQUIDEZ 0 0.00 0.00 0.00 -29,080.98 

5.1. À vista 0 0.00 0.00 0.00 -29,080.98 

5.1.9 Outros 0 0.00 0.00 0.00 -1,205.36 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -1,205.36 



5.1.3. Comissões 0 0.00 0.00 0.00 -28,862.95 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -7.45 1,920,503.71 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -7.45 1,920,503.71 

7.2.2. Swaps 4 0.00 0.00 -7.45 1,920,503.71 

7.2.2. CDS (Swap - series OTC) (CDS Rabobank Senior 7000000 EUR (SWAP-2384-EU EUR 1 -5,912.37 -5,912.37 5,261.66 -650.71 


7.2.2. Swap (IRS-40317PA-0.76% 26/11/13 & IRS-40317PP-Float 26/11/13) EUR 1 267,301.63 267,301.63 -13,246.00 254,055.63 

7.2.2. Swap (IRS/FB-DJG94006 PA-0.76% 26/11/13 & IRS/FB-DJG94006 PP-Float 26/ EUR 1 171,852.51 171,852.51 691.45 119,666.66 

VALOR LÍQUIDO GLOBAL DO FUNDO 35172.31 11,163,570.35 

NUMERO DE UNIDADES EM CIRCULAÇÃO 190,131.00 

VALOR DA UP 58.72

Carteira: OC (UL) RENDA PREMIO 2009 5 A 2 SR - 321 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 25,900,000 0.00 0.00 113,949.16 24,316,465.16 



PTBAIJOM0040 1.1.3. Banco Comercial Portugues Floater - Abril 2014 EUR 25,000,000 93.42 93.42 112,424.36 23,467,752.36 



PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 900,000 94.13 94.13 1,524.80 848,712.80 

5. LIQUIDEZ 0 0.00 0.00 0.00 -236,583.23 

5.1. À vista 0 0.00 0.00 0.00 -236,583.23 



5.1.3. Comissões 0 0.00 0.00 0.00 -275,799.29 



7.2.2. Swaps 5 0.00 0.00 161,972.46 3,816,704.09 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 7500000 EUR (SWAP-2393-EU EUR 1 143,520.84 143,520.84 28,887.91 172,408.75 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 10000000 EUR (SWAP-2391-EUR/ EUR 1 -166,026.74 -166,026.74 37,825.00 -128,201.74 

7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 7500000 EUR (SWAP-2392-EUR/E EUR 1 -212,751.13 -212,751.13 21,953.33 -190,797.80 

7.2.2. Swap (IRS/FB DJM41851 PA 1.1% 01/04/14 & IRS/FB-DJM41851 PP Float 01/0 EUR 1 2,378,526.51 2,378,526.51 46,653.73 2,425,180.24 

7.2.2. Swap (IRS/FB-DJP31580 PA 1.1% 01/04/14 & IRS/FB-DJP31580 PP Float 01/0 EUR 1 1,511,462.15 1,511,462.15 26,652.49 1,538,114.64 



VALOR DA UP 54.34

Carteira: OC (UL) RENDA PRÉMIO 2009 5A 6SR-334 Data: 31-03-2012 




NPC: 501 836 926 






PTBAINOM0044 1.1.3. Banco Comercial Portugues Floater - Outubro 2014 EUR 10,450,000 91.63 91.63 28,189.44 9,603,283.67 


5. LIQUIDEZ 0 0.00 0.00 0.00 -10,665.00 

5.1. À vista 0 0.00 0.00 0.00 -10,665.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -45,051.18 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 16,753.62 917,166.19 

7.2. Fora de mercado regulamentado 4 0.00 0.00 16,753.62 917,166.19 

7.2.2. Swaps 4 0.00 0.00 16,753.62 917,166.19 

7.2.2. CDS (Swap - series (CDS Deutsche Bank Senior 2900000 EUR (SWAP-2406-E EUR 1 -14,448.34 -14,448.34 4,078.53 -10,369.81 

7.2.2. CDS (Swap - series (CDS Banco Sabadell Senior 4950000 EUR (SWAP-2407-E EUR 1 -378,225.30 -378,225.30 13,168.37 -365,056.93 

7.2.2. CDS (Swap - series OTC) (CDS UBS Senior 2700000 EUR (SWAP - 2883 - EUR EUR 1 -16,907.04 -16,907.04 4,405.55 -11,875.25 

7.2.2. Swap (IRS/BC-3417309PA Var 28/10/14 & IRS/BC-3417309PP Float 28/10/14) EUR 1 1,382,793.34 1,382,793.34 -4,898.83 1,304,468.18 



VALOR DA UP 50.17

Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-2S-333 Data: 31-03-2012 




NPC: 501 836 926 






PTBAINOM0044 1.1.3. Banco Comercial Portugues Floater - Outubro 2014 EUR 1,000,000 91.63 91.63 2,697.55 918,974.51 

PTBIPDOM0056 1.1.3. Banco Comercial Portugues Floater - Outubro 2017 EUR 49,250,000 83.70 83.70 137,027.15 41,357,734.15 







PTBITFOM0035 2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 100,000 63.84 63.84 3,525.96 67,365.93 





5. LIQUIDEZ 0 0.00 0.00 0.00 -154,404.20 

5.1. À vista 0 0.00 0.00 0.00 -154,404.20 



5.1.3. Comissões 0 0.00 0.00 0.00 -212,634.50 



7.2.2. Swaps 5 0.00 0.00 263,378.46 1,445,986.65 

7.2.2. CDS (Swap - series (CDS Deutsche Bank Senior 9750000 EUR (SWAP-2508-E EUR 1 -369,489.34 -369,489.34 12,886.25 -356,603.09 


7.2.2. CDS (Swap - series OTC) (CDS KBC Bank Senior 25000000 EUR (SWAP-2510-E EUR 1 -2,315,570.77 -2,315,570.77 46,597.21 -2,268,973.56 

7.2.2. CDS (Swap - series OTC) (CDS UBS Senior 14500000 EUR (SWAP-2509-EUR/EU EUR 1 -560,046.22 -560,046.22 22,112.50 -537,933.72 

7.2.2. Swap (IRS/BC-3438095PA-VAR 28/10/17 & IRS/BC-3438095PP Float 28/10/17) EUR 1 4,504,123.69 4,504,123.69 179,122.22 4,683,245.91 



VALOR DA UP 47.11

Carteira: OC (UL) RENDA CERTA 2010 8A-1S(NN)-359 Data: 31-03-2012 




NPC: 501 836 926 






PTBCV2OM0015 1.1.3. Banco Comercial Portugues Floater - Junho 2018 EUR 20,000,000 84.38 84.38 68,907.26 16,944,354.86 











PTBCQOOM0025 2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 25,100,000 64.94 64.94 938,712.21 17,239,086.44 




PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 30,000 79.01 79.01 200.85 23,903.16 


2.3. Outros instrumentos de dívida 250,000 0.00 0.00 3,108.90 253,108.90 

2.3.2. Papel comercial 250,000 0.00 0.00 3,108.90 253,108.90 


5. LIQUIDEZ 0 0.00 0.00 0.00 95,173.27 

5.1. À vista 0 0.00 0.00 0.00 95,173.27 

5.1.9 Outros 0 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -361,053.53 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -1,525,957.33 -5,017,156.42 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -1,525,957.33 -5,017,156.42 

7.2.2. Swaps 4 0.00 0.00 -1,525,957.33 -5,017,156.42 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 20000000 EUR (SWAP - 2887 - EU EUR 1 -4,381,653.07 -4,381,653.07 49,611.10 -4,332,041.97 

7.2.2. Swap (IRS-50695PA - 4.65% 15/06/18 & IRS-50695PP - 4.72% 15/06/18) EUR 1 -54,283.56 -54,283.56 -886,535.12 -940,818.68 

7.2.2. Swap (IRS/BC-7005155B PA 5,07% 15/06/18 & IRS/BC-7005155B PP Float 15/ EUR 1 960,534.88 960,534.88 13,130.00 973,664.88 

7.2.2. Swap (SWAP-55462-EUR/EUR-16-09-2010-15-06-2018) EUR 1 -15,797.34 -15,797.34 -702,163.31 -717,960.65 

VALOR LÍQUIDO GLOBAL DO FUNDO -484273.63 30,326,661.29 


VALOR DA UP 36.50

Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-1S(NN)-357 Data: 31-03-2012 




NPC: 501 836 926 












1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 150,000 0.00 0.00 68.42 89,318.42 

1.2.3. Obrigações diversas 150,000 0.00 0.00 68.42 89,318.42 

XS0278435226 1.2.3. BCP Finance Bank Float 21/12/16 EUR 150,000 59.50 59.50 68.42 89,318.42 

2. VALORES NÃO COTADOS 4,249,500 0.00 0.00 52,971.85 3,112,103.97 




PTBCTSOM0028 2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 4,000,000 71.25 71.25 48,087.42 2,898,219.78 



PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 31,000 98.67 98.67 316.47 30,903.94 





5. LIQUIDEZ 0 0.00 0.00 0.00 -187,560.36 

5.1. À vista 0 0.00 0.00 0.00 -187,560.36 



5.1.3. Comissões 0 0.00 0.00 0.00 -190,302.19 



7.2.2. Swaps 3 0.00 0.00 -777,592.10 -1,340,368.80 

7.2.2. Swap (IRS/BC-7027637B PA - 6.765% 15/06/18 & IRS/BC-7027637B PP - 6.87 EUR 1 -15,137.14 -15,137.14 -110,446.31 -125,583.45 

7.2.2. Swap (IRS/BC-7027710B PA 3.985% 15/06/12 & IRS/BC-7027710B PP Float 15 EUR 1 -339,155.74 -339,155.74 -1,079.59 -340,235.33 

7.2.2. Swap (IRS/BC-7027723B PA - 4.695% 15/06/18 & IRS/BC-7027723B PP - 4.45 EUR 1 -208,483.82 -208,483.82 -666,066.20 -874,550.02 



VALOR DA UP 40.34

Carteira: OC (UL) RENDA CRESCENTE MENSAL2010 8A-2S-358 Data: 31-03-2012 




NPC: 501 836 926 








PTBIP7OM0068 1.1.3. Banco Comercil Portugues Floater - Maio 2018 EUR 6,450,000 82.42 82.42 13,220.70 5,329,278.77 






BCUVOM 2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 50,000 100.61 100.61 729.58 51,036.79 



PTSGDAOE0015 2.1.3. SGHD-SG Hospital Desc.Float 18/10/14 EUR 50,000 87.33 87.33 607.75 44,271.50 


5. LIQUIDEZ 0 0.00 0.00 0.00 -43,174.86 

5.1. À vista 0 0.00 0.00 0.00 -43,174.86 

5.1.9 Operações de Compra-Fora Bolsa EUR 0 0.00 0.00 0.00 -1,500,000.00 

5.1.9 Operações de Venda-Fora Bolsa EUR 0 0.00 0.00 0.00 1,500,000.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -53,016.62 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 2 0.00 0.00 -7,324.58 -519,498.83 

7.2. Fora de mercado regulamentado 2 0.00 0.00 -7,324.58 -519,498.83 

7.2.2. Swaps 2 0.00 0.00 -7,324.58 -519,498.83 


7.2.2. Swap (IRS/BC-B7031653 PA - 3.81% 23/06/18 & IRS/BC-B7031653 PP Float 2 EUR 1 220,060.65 220,060.65 -14,903.33 205,157.32 



VALOR DA UP 35.89

Carteira: OC (UL) Renda Crescente Trimestral 2010 8A 1SR-363 Data: 31-03-2012 




NPC: 501 836 926 









PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 14,000 85.82 85.82 2.31 12,016.93 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 136,500 81.25 81.25 1,012.12 111,923.00 

PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 1,000 96.39 96.39 0.05 963.90 



XS0278435226 1.2.3. BCP Finance Bank Float 21/12/16 EUR 250,000 59.50 59.50 114.03 148,864.03 

PTBIVXOM0013 1.2.3. Millennium BCP Sub March 2021 EUR 50,000 97.25 97.25 18.96 48,644.51 

2. VALORES NÃO COTADOS 8,065,000 0.00 0.00 291,298.31 5,570,775.30 

2.1. Valores mobiliários nacionais 8,065,000 0.00 0.00 291,298.31 5,570,775.30 

2.1.3. Obrigações diversas 8,065,000 0.00 0.00 291,298.31 5,570,775.30 


PTBCQOOM0025 2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 7,600,000 64.94 64.94 284,231.59 5,219,803.07 



5. LIQUIDEZ 0 0.00 0.00 0.00 -184,539.91 

5.1. À vista 0 0.00 0.00 0.00 -184,539.91 



5.1.3. Comissões 0 0.00 0.00 0.00 -191,201.55 



7.2.2. Swaps 3 0.00 0.00 -194,912.49 -500,215.29 

7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 13500000 EUR (SWAP-2524-EUR/ EUR 1 -1,532,584.67 -1,532,584.67 15,862.50 -1,516,722.17 

7.2.2. Swap (SWAP-53675-EUR/EUR-04-08-2010-06-08-2018) EUR 1 576,879.40 576,879.40 38,576.25 557,767.71 

7.2.2. Swap (SWAP-54237-EUR/EUR-04-08-2010-06-08-2018) EUR 0 380,713.52 380,713.52 -248,169.02 -161,149.33 

7.2.2. Swap (SWAP-62487-EUR/EUR-04-08-2010-06-08-2018) EUR 1 653,758.65 653,758.65 -1,182.22 619,888.50 



VALOR DA UP 32.05





NPC: 501 836 926 






PTBAIXOM0067 1.1.3. Banco Comercial Portugues Floater 2º Em - Julho 2016 EUR 13,150,000 86.89 86.89 36,586.94 11,462,144.46 

PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 35,000 85.82 85.82 5.77 30,042.31 




5. LIQUIDEZ 0 0.00 0.00 0.00 -83,587.26 

5.1. À vista 0 0.00 0.00 0.00 -83,587.26 



5.1.3. Comissões 0 0.00 0.00 0.00 -88,150.75 



7.2.2. Swaps 6 0.00 0.00 96,819.90 282,300.92 


7.2.2. CDS (Swap - s (CDS Banco Santander Subordinada 800000 EUR (SWAP-2460-E EUR 1 -119,513.10 -119,513.10 1,450.44 -118,062.66 


7.2.2. CDS (Swap - series (CDS Soc. Gen. Subordinada 4800000 EUR (SWAP-2461-E EUR 1 -584,186.04 -584,186.04 9,109.33 -575,076.71 

7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 800000 EUR (SWAP-2458-EU EUR 1 -145,344.69 -145,344.69 1,450.44 -143,894.25 

7.2.2. Swap (IRS-65484PA VAR 30/07/16 & IRS-65484PP Float 30/07/16) EUR 1 2,117,639.27 2,117,639.27 72,945.20 2,142,450.53 



VALOR DA UP 52.89





NPC: 501 836 926 






PTBAIWOM0035 1.1.3. Banco Comercial Portugues Floater 1ªem- Julho 2016 EUR 40,000,000 87.01 87.01 164,273.22 34,969,508.82 

PTBCPVOM0019 1.1.3. Banco Comercial Português - Floater Julho 2016 EUR 1,513,000 73.26 73.26 465.88 1,108,837.50 

PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 14,000 85.82 85.82 2.31 12,016.93 




PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 1,905,000 77.89 77.89 3,050.22 1,486,790.10 




5. LIQUIDEZ 0 0.00 0.00 0.00 -182,629.00 

5.1. À vista 0 0.00 0.00 0.00 -182,629.00 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 131,079.93 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 131,079.93 

5.1.3. Comissões 0 0.00 0.00 0.00 -313,708.93 



7.2.2. Swaps 7 0.00 0.00 430,323.06 1,162,094.52 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 8000000 EUR (SWAP-2450-E EUR 1 -1,176,259.14 -1,176,259.14 19,497.78 -1,156,761.36 


7.2.2. CDS (Swap - serie (CDS Unicredito Subordinada 8000000 EUR (SWAP-2452-E EUR 1 -1,315,096.41 -1,315,096.41 18,222.22 -1,296,874.19 


7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 8000000 EUR (SWAP-2448-E EUR 1 -1,432,340.35 -1,432,340.35 19,497.78 -1,412,842.57 

7.2.2. Swap (IRS-37007PA 5.98% 08/07/08 & IRS-37007PP-Float 08/07/08) EUR 1 6,272,952.03 6,272,952.03 304,948.88 6,577,900.91 

7.2.2. Swap (IRS-63454PA 5.75% 08/07/08 & IRS-63454PP-Float 08/07/08) EUR 1 522,861.71 522,861.71 29,889.74 387,636.95 



VALOR DA UP 53.12





NPC: 501 836 926 








5. LIQUIDEZ 0 0.00 0.00 0.00 -139,051.19 

5.1. À vista 0 0.00 0.00 0.00 -139,051.19 



5.1.3. Comissões 0 0.00 0.00 0.00 -145,694.21 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 6 0.00 0.00 86,159.67 5,587,723.31 

7.2. Fora de mercado regulamentado 6 0.00 0.00 86,159.67 5,587,723.31 

7.2.2. Swaps 6 0.00 0.00 86,159.67 5,587,723.31 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 4750000 EUR (SWAP-2455-E EUR 1 -709,609.25 -709,609.25 8,612.01 -700,997.24 





7.2.2. Swap (IRS/FB-DIP82190 PA-1.02% 30/07/16 & IRS/FB-DIP82190 PP-Float 30/ EUR 1 9,072,478.22 9,072,478.22 47,146.78 8,766,887.05 



VALOR DA UP 56.47

Carteira: OC (UL) RENDA VALOR 2010 5A-1ªSR (NN)-366 Data: 31-03-2012 




NPC: 501 836 926 






PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 300,000 95.00 95.00 12,889.34 297,889.34 













5. LIQUIDEZ 0 0.00 0.00 0.00 10,471.57 

5.1. À vista 0 0.00 0.00 0.00 10,471.57 



5.1.3. Comissões 0 0.00 0.00 0.00 -71,378.27 



7.2.2. Swaps 1 0.00 0.00 -688,876.21 -572,441.90 

7.2.2. Swap (SWAP-55932-EUR/EUR-16-09-2010-15-09-2014) EUR 1 116,434.31 116,434.31 -688,876.21 -572,441.90 



VALOR DA UP 47.71

Carteira: OC (UL) RENDA PRÉMIO 2010 5A 2S (NN) - 376 Data: 31-03-2012 




NPC: 501 836 926 









PTBCT3OM0000 1.2.3. Banco Comercial Português Float 09/05/14 EUR 9,050,000 80.23 80.23 15,846.55 7,276,480.55 








5. LIQUIDEZ 0 0.00 0.00 0.00 25,131.02 

5.1. À vista 0 0.00 0.00 0.00 25,131.02 



5.1.3. Comissões 0 0.00 0.00 0.00 -52,224.75 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -259,999.19 207,172.48 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -259,999.19 207,172.48 

7.2.2. Swaps 1 0.00 0.00 -259,999.19 207,172.48 

7.2.2. Swap (SWAP - 57744 - EUR/EUR-22-12-2010-23-04-2014) EUR 1 467,171.67 467,171.67 -259,999.19 207,172.48 



VALOR DA UP 49.97

Carteira: OC (UL) RENDA PREMIO ESPECIAL 2010 8A 1S - 379 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 38,000 0.00 0.00 281.76 31,158.05 

1.1.3. Obrigações diversas 38,000 0.00 0.00 281.76 31,158.05 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 38,000 81.25 81.25 281.76 31,158.05 




PTBCUB1E0005 1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 2,400,000 88.22 88.22 88,147.54 2,205,307.54 








5. LIQUIDEZ 0 0.00 0.00 0.00 -6,652.59 

5.1. À vista 0 0.00 0.00 0.00 -6,652.59 



5.1.3. Comissões 0 0.00 0.00 0.00 -8,420.71 



7.2.2. Swaps 0 0.00 0.00 -79,654.21 44,863.89 




VALOR DA UP 54.40

Carteira: OC (UL) RENDA CRESC MAIS 2009 8A 1SR - 317 Data: 31-03-2012 




NPC: 501 836 926 






PTBAI4OM0030 1.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 91,650,000 85.41 85.41 156,925.33 78,434,638.60 







PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 159,000 98.67 98.67 1,623.17 158,507.27 




5. LIQUIDEZ 0 0.00 0.00 0.00 -67,661.91 

5.1. À vista 0 0.00 0.00 0.00 -67,661.91 



5.1.3. Comissões 0 0.00 0.00 0.00 -91,194.57 



7.2.2. Swaps 4 0.00 0.00 423,340.51 3,938,152.02 


7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 83800000 EUR (SWAP-2479-EUR/ EUR 1 -4,852,124.62 -4,852,124.62 140,495.33 -4,711,629.29 

7.2.2. Swap (IRS-41273PA-Var 18/02/17 & IRS-41273PP-Float 18/02/17) EUR 1 2,012,876.47 2,012,876.47 55,845.81 2,068,722.28 

7.2.2. Swap (IRS/FB DLN79208 PA Fx.Var 18/02/17 & IRS/FB DLN79208 PP Float 18 EUR 1 6,719,811.38 6,719,811.38 214,386.04 6,432,361.91 


NUMERO DE UNIDADES EM CIRCULAÇÃO 1,618,002.61 

VALOR DA UP 51.12

Carteira: OC (UL) RENDA CRESCENTE MAIS 09 8 A 3ª SR - 322 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 36,758,000 0.00 0.00 75,684.06 31,215,625.68 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 36,608,000 0.00 0.00 75,615.64 31,126,307.26 

1.1.3. Obrigações diversas 36,608,000 0.00 0.00 75,615.64 31,126,307.26 

PTBAI6OM0020 1.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 36,500,000 84.83 84.83 74,814.84 31,037,752.80 











5. LIQUIDEZ 0 0.00 0.00 0.00 -301,663.64 

5.1. À vista 0 0.00 0.00 0.00 -301,663.64 



5.1.3. Comissões 0 0.00 0.00 0.00 -328,155.02 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 6 0.00 0.00 132,734.50 3,431,093.93 

7.2. Fora de mercado regulamentado 6 0.00 0.00 132,734.50 3,431,093.93 

7.2.2. Swaps 6 0.00 0.00 132,734.50 3,431,093.93 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 12600000 EUR (SWAP-2487-E EUR 1 206,384.75 206,384.75 21,549.49 227,934.24 

7.2.2. CDS (Swap - series OTC) (CDS Belgium Senior 7850000 EUR (SWAP-2488-EUR EUR 1 -273,162.05 -273,162.05 8,096.40 -265,065.65 

7.2.2. CDS (Swap - series OTC) (CDS France Senior 3900000 EUR (SWAP-2490-EUR/ EUR 1 -100,922.16 -100,922.16 2,189.42 -98,732.74 

7.2.2. CDS (Swap - series OTC) (CDS Germany Senior 3150000 EUR (SWAP-2489-EUR EUR 1 9,041.10 9,041.10 1,603.87 10,644.97 

7.2.2. CDS (Swap - series OTC) (CDS UK Senior 9300000 EUR (SWAP-2896-EUR/EUR- EUR 1 163,721.84 163,721.84 11,632.50 170,072.67 

7.2.2. Swap (IRS/FB-DLT59468 PA 13/05/17 & IRS/FB-DLT59468 PP Float 13/05/17) EUR 1 3,540,728.01 3,540,728.01 87,662.82 3,386,240.44 



VALOR DA UP 51.67

Carteira: OC (UL) RENDA CERTA MAIS 2008 5A 1SR - 296 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 2,803,000 0.00 0.00 6,414.62 2,638,824.11 

1.1.3. Obrigações diversas 2,803,000 0.00 0.00 6,414.62 2,638,824.11 

PTBIWOOM0047 1.1.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 1,250,000 93.50 93.50 27.33 1,168,717.72 

BIPAOM 1.1.3. Banco Comercial Portugues Floater 17/06/13 EUR 1,050,000 93.23 93.23 6,359.83 985,261.78 

PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 503,000 96.39 96.39 27.46 484,844.61 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 28,099,725 0.00 0.00 51,841.12 18,498,103.54 



PTBCPUOM0010 1.2.3. Banco Comercial Português Float 28/03/13 EUR 7,500,000 93.50 93.50 1,312.50 7,013,812.50 

XS0230694233 1.2.3. LUSI 4 A 15/09/48 EUR 5,058,404 54.33 54.33 2,216.70 2,750,471.20 

XS0195231526 1.2.3. Royal Bk Scotland Float 03/07/49 EUR 9,495,000 53.04 53.04 45,700.49 5,081,639.60 

ES0316874017 1.2.3. SABA 1 A2 20/06/38 EUR 2,310,923 80.33 80.33 722.36 1,857,040.37 

ES0338147004 1.2.3. UCI 12 A 15/06/42 EUR 3,585,398 46.08 46.08 1,634.94 1,653,687.74 




PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 88,000 84.51 84.51 288.03 74,653.57 


PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 60,500 98.01 98.01 431.64 59,725.39 


PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 58,000 98.67 98.67 592.10 57,820.26 

PTSNCAOE0009 2.1.3. SonaeCom SGPS Float 21/06/13 EUR 373,000 96.16 96.16 2,661.18 361,343.75 




S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 400,000 100.00 100.00 2,677.94 402,677.94 



5. LIQUIDEZ 0 0.00 0.00 0.00 216,418.39 

5.1. À vista 0 0.00 0.00 0.00 216,418.39 



5.1.3. Comissões 0 0.00 0.00 0.00 -120,347.45 



7.2.2. Swaps 6 0.00 0.00 110,584.12 -495,172.67 

7.2.2. CDS (Swap - (CDS Portugal Telecom Senior 1250000 EUR (SWAP - 2838 - E EUR 1 -98,693.24 -98,693.24 34.72 -98,658.52 

7.2.2. Swap (IRS-36377PA-7.27% 29/05/13 & IRS-36377PP-Float 29/05/13) EUR 1 -276,589.41 -276,589.41 6,614.24 -269,975.17 

7.2.2. Swap (IRS-36850PA-5.475% 29/05/2013 & IRS-36850PP-Float 29/05/2013) EUR 1 25,882.69 25,882.69 23,805.48 49,688.17 

7.2.2. Swap (IRS/FB-DIM76741 PA-5.66% 29/05/13 & IRS/FB-DIM76741 PP-Float 29/ EUR 1 -23,115.24 -23,115.24 18,245.22 -4,870.02 

7.2.2. Swap (IRS/FB-DIM77073 PA-5.475% 29/05/13 & IRS/FB-DIM77073 PP-Float 29 EUR 1 29,963.88 29,963.88 53,887.95 83,851.83 

7.2.2. Swap (IRS/FB-DIO92419 PA-7.61% 29/05/13 & IRS/FB-DIO92419 PP-Float 29/ EUR 1 -263,205.47 -263,205.47 7,996.51 -255,208.96 



VALOR DA UP 50.19

Carteira: OC (UL) RENDA CRESCENTE MAIS 2008 8A 9SR 307 Data: 31-03-2012 




NPC: 501 836 926 






PTBAI1OM0074 1.1.3. Banco Comercial Portugues Floater - Outubro 2016 EUR 18,000,000 86.28 86.28 65,437.47 15,596,377.47 





5. LIQUIDEZ 0 0.00 0.00 0.00 -99,177.85 

5.1. À vista 0 0.00 0.00 0.00 -99,177.85 

5.1.9 Outros 0 0.00 0.00 0.00 -9,520.08 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -9,520.08 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 957.31 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 957.31 

5.1.3. Comissões 0 0.00 0.00 0.00 -90,615.08 



7.2.2. Swaps 3 0.00 0.00 179,437.48 539,129.07 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 9000000 EUR (SWAP-2473-E EUR 1 -1,220,666.46 -1,220,666.46 30,562.49 -1,190,103.97 


7.2.2. Swap (IRS/FB DIX85161 PA-6.35% 15/10/15 & IRS/FB DIX85161 PP-Float 15/ EUR 1 2,576,387.90 2,576,387.90 118,499.99 2,694,887.89 



VALOR DA UP 51.97





NPC: 501 836 926 






BCQXOM 1.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 325,000 63.28 63.28 792.45 206,451.83 

PTBAIDOM0053 1.1.3. Banco Comercial Portugues Floater - Outubro 2013 EUR 18,000,000 94.94 94.94 63,562.46 17,153,034.62 

PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 6,650,000 95.00 95.00 285,713.80 6,603,213.80 








5. LIQUIDEZ 1 0.00 0.00 1,551.91 123,677.92 

5.1. À vista 0 0.00 0.00 0.00 -122,873.99 

5.1.9 Outros 0 0.00 0.00 0.00 -5,132.81 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -5,132.81 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 9,375.03 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 9,375.03 

5.1.3. Comissões 0 0.00 0.00 0.00 -127,116.21 

5.2. A prazo 1 0.00 0.00 1,551.91 246,551.91 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 1,551.91 246,551.91 

PRT11200002 5.2.1. DP/BCP/EUR 30-01-2012 30-07-2012 3,678% EUR 1 245,000.00 245,000.00 1,551.91 246,551.91 



7.2.2. Swaps 4 0.00 0.00 56,522.48 6,052,946.79 



7.2.2. Swap (IRS-38763PA 1.05% 15/10/13 & IRS-38763PP Float 15/10/13) EUR 1 4,880,226.23 4,880,226.23 -37,875.02 4,842,351.21 

7.2.2. Swap (IRS/FB-DJD39545 PA-0.85% 15/10/13 & IRS/FB-DJD39545 PP-Float 15/ EUR 1 1,741,863.00 1,741,863.00 33,460.01 1,747,818.99 

VALOR LÍQUIDO GLOBAL DO FUNDO 411508.23 31,955,396.69 


VALOR DA UP 58.37

Carteira: ULA Capital Futuro (Estratégia Protecção)-355 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 1,860,000 0.00 0.00 31,925.43 1,878,325.03 






DE0001137370 1.2.1. BKO 0.25% 14/03/14 EUR 60,000 100.09 100.09 14.75 60,065.75 

IT0004653108 1.2.1. BTPS 2.25% 01/11/13 EUR 630,000 99.52 99.52 5,848.16 632,824.16 

IT0004220627 1.2.1. BTPS 4% 15/04/12 EUR 100,000 100.09 100.09 1,836.07 101,921.07 

FR0000188328 1.2.1. FRTR 5% 25/04/12 EUR 145,000 100.20 100.20 6,754.78 152,044.78 

NL0009690593 1.2.1. Netherlands Govt 1% 15/01/14 EUR 100,000 101.13 101.13 207.65 101,337.65 


ES00000121I8 1.2.1. Spanish Govt 2.75% 30/04/12 EUR 200,000 100.11 100.11 5,049.18 205,259.18 

ES00000121T5 1.2.1. Spanish Govt 2.3% 30/04/13 EUR 350,000 100.38 100.38 7,390.16 358,706.16 


XS0326116133 1.2.3. BMW Finance 4.875% 18/10/12 EUR 5,000 102.10 102.10 109.89 5,215.09 

XS0159590610 1.2.3. BNP Paribas 5.25% 17/12/12 EUR 40,000 102.24 102.24 602.46 41,497.26 







5. LIQUIDEZ 1 0.00 0.00 295.83 357,124.37 

5.1. À vista 0 0.00 0.00 0.00 1,828.54 



5.1.3. Comissões 0 0.00 0.00 0.00 -1,918.95 

5.2. A prazo 1 0.00 0.00 295.83 355,295.83 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 295.83 355,295.83 

PRT11200002 5.2.1. DP/BCP/EUR 22-03-2012 16-04-2012 3% EUR 1 355,000.00 355,000.00 295.83 355,295.83 



VALOR DA UP 51.68

Carteira: ULA Capital Futuro (Estratégia Apreciação)-356 Data: 31-03-2012 




NPC: 501 836 926 






LU0162658883 1.2.6. BGF-Euro Corporate Bond - €A2 EUR 11,733 12.98 12.98 0.00 152,300.44 

LU0229084990 1.2.6. BGF-European Focus FD- €A2 EUR 3,394 15.18 15.18 0.00 51,520.16 

IE00B4WX2B93 1.2.6. Celsius II - Barc Cap Radar - E GBP 370 134.99 161.88 0.00 59,894.83 

LU0110060430 1.2.6. Fidelity European High Yield - A (SICAV) EUR 10,370 9.34 9.34 0.00 96,853.00 

IE0033009238 1.2.6. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 17,782 1.90 1.90 0.00 33,785.29 

LU0111548326 1.2.6. Parvest Bond Euro Government - Classic C EUR 440 312.76 312.76 0.00 137,671.32 

LU0176901758 1.2.6. Pictet F- Japanese Equity Selection - R (SICAV) JPY 333 7,115.81 64.95 0.00 21,628.01 

LU0210245469 1.2.6. Robeco Euro Government BD - I € EUR 880 131.16 131.16 0.00 115,375.17 

IE00B02ZFR42 1.2.6. Veritas Asian Fund EUR - UCITS EUR 95 202.39 202.39 0.00 19,207.11 

1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europei 616 0.00 0.00 0.00 98,458.64 


IE00B1FZS806 1.3.6. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 511 171.02 171.02 0.00 87,388.67 

US78462F1030 1.3.6. SPDR S&P 500 ETF Trust USD 105 140.81 105.43 0.00 11,069.97 


3.1. Fundos harmonizados 1,110 0.00 0.00 0.00 157,642.20 

LU0217402501 3.1. Bluebay-Invest Grade Bond Fund -Sicav EUR 1,110 142.02 142.02 0.00 157,642.20 

5. LIQUIDEZ 1 0.00 0.00 85.83 102,314.17 

5.1. À vista 0 0.00 0.00 0.00 -771.66 

5.1.9 Outros 0 0.00 0.00 0.00 -1,063.45 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -1,145.02 

5.1.9 IRS-Irlanda EUR 0 0.00 0.00 0.00 40.55 

5.1.9 Operações a Liquidar USD 0 0.00 0.00 0.00 41.02 



5.1.3. Comissões 0 0.00 0.00 0.00 -1,020.81 

5.2. A prazo 1 0.00 0.00 85.83 103,085.83 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 85.83 103,085.83 

PRT11200002 5.2.1. DP/BCP/EUR 22-03-2012 16-04-2012 3% EUR 1 103,000.00 103,000.00 85.83 103,085.83 



VALOR DA UP 52.13

Carteira: OC (UL) Renda Private 2010 5 A 1ªserie (NN)-371 Data: 31-03-2012 




NPC: 501 836 926 











5. LIQUIDEZ 0 0.00 0.00 0.00 -14,148.70 

5.1. À vista 0 0.00 0.00 0.00 -14,148.70 



5.1.3. Comissões 0 0.00 0.00 0.00 -47,644.59 



VALOR DA UP 47.86





NPC: 501 836 926 










XS0207754754 1.2.3. BES Finance 29/12/49 - Var EUR 12,000,000 45.00 45.00 22,191.78 5,422,191.78 






PTSNCAOE0009 2.1.3. SonaeCom SGPS Float 21/06/13 EUR 98,000 96.16 96.16 699.18 94,937.50 




5. LIQUIDEZ 0 0.00 0.00 0.00 -9,490.05 

5.1. À vista 0 0.00 0.00 0.00 -9,490.05 



5.1.3. Comissões 0 0.00 0.00 0.00 -87,249.22 



7.2.2. Swaps 2 0.00 0.00 16,123.58 -760,080.14 

7.2.2. Swap (IRS-36701PA-6.23 13/06/13 & IRS-36701PP-4.5% 13/06/13) EUR 1 -831,350.02 -831,350.02 13,111.55 -818,238.47 

7.2.2. Swap (IRS-36760PA-6.47% 13/06/13 & IRS-36760PP-Float 13/06/13) EUR 1 55,146.30 55,146.30 3,012.03 58,158.33 



VALOR DA UP 37.05

Carteira: OC (UL) RENDA CERTA MAIS 2008 5A 3SR 309 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 703,000 0.00 0.00 23,638.81 693,608.04 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 703,000 0.00 0.00 23,638.81 693,608.04 

1.1.3. Obrigações diversas 703,000 0.00 0.00 23,638.81 693,608.04 







PTBIVAOM0077 2.1.3. MillenniumBCP Cupão Zero October 2013 EUR 351,190 73.70 73.70 0.00 258,811.60 






5. LIQUIDEZ 0 0.00 0.00 0.00 7,435.81 

5.1. À vista 0 0.00 0.00 0.00 7,435.81 



5.1.3. Comissões 0 0.00 0.00 0.00 -10,669.35 



7.2.1. Forwards 3 0.00 0.00 0.00 10,009.78 

7.2.1. FW Obrigações (PTBCQWOM0033 - 20111031 - 20131013) EUR 1 10,009.78 10,009.78 0.00 10,009.78 

7.2.2. Swaps 1 0.00 0.00 -17,535.70 -178,829.85 


VALOR LÍQUIDO GLOBAL DO FUNDO 8310.06 1,018,840.82 


VALOR DA UP 38.99

Carteira: OC (UL) RENDA PRÉMIO 2009-8 A -1ª S - 332 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 3,969,000 0.00 0.00 12,702.03 3,547,599.93 

1.1.3. Obrigações diversas 3,969,000 0.00 0.00 12,702.03 3,547,599.93 

PTBIWQOM0045 1.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 500,000 87.41 87.41 2,053.50 439,099.52 

PTBAI7OM0029 1.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 2,700,000 87.38 87.38 10,485.91 2,369,832.63 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 14,000 81.25 81.25 103.81 11,479.28 






XS0442099858 2.1.3. BCP Finance Bank CLN Brisa 28/07/17 EUR 1,000,000 66.39 66.39 6,171.17 670,029.44 


5. LIQUIDEZ 0 0.00 0.00 0.00 298,850.63 

5.1. À vista 0 0.00 0.00 0.00 298,850.63 



5.1.3. Comissões 0 0.00 0.00 0.00 -36,607.34 



7.2.2. Swaps 4 0.00 0.00 3,856.24 910,419.28 

7.2.2. CDS (Swap - serie (CDS Credit Agricole Senior 1350000 EUR (SWAP-2500-E EUR 1 -86,400.06 -86,400.06 2,447.62 -83,952.44 

7.2.2. CDS (Swap - series OTC (CDS Unicredito Senior 1350000 EUR (SWAP-2501-E EUR 1 -135,412.61 -135,412.61 2,630.62 -132,781.99 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 500000 EUR (SWAP - 2846 - EUR/ EUR 1 -121,020.32 -121,020.32 570.00 -120,450.32 

7.2.2. Swap (IRS-44953 PA-1.03% 16/09/17 & IRS-44953 PP-Float 16/09/17) EUR 1 1,249,396.03 1,249,396.03 -1,792.00 1,247,604.03 


NUMERO DE UNIDADES EM CIRCULAÇÃO 131,488.00 

VALOR DA UP 41.35

Carteira: OC (ULA) INVESTIM 75 FIN-352 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 100 0.00 0.00 0.00 9,920.63 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 100 0.00 0.00 0.00 9,920.63 


LU0174877950 1.2.6. MILLENNIUM SICAV North America Equities - I USD 100 132.50 99.21 0.00 9,920.63 

5. LIQUIDEZ 18,512 0.00 0.00 0.00 2,328.44 

5.1. À vista 18,512 0.00 0.00 0.00 2,328.44 

5.1.2. Depósitos à ordem -33 0.00 0.00 0.00 2,348.21 


5.1.2. Juros DO BCP (EUR) EUR -33 0.00 0.00 0.00 0.00 

5.1.3. Comissões 18,545 0.00 0.00 0.00 -19.77 

VALOR LÍQUIDO GLOBAL DO FUNDO 0 12,249.07 


VALOR DA UP 7.06 

Carteira: OC (UL) SEG VI POU 2007-272 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 741,048 0.00 0.00 0.00 98,426.13 

5.1. À vista 741,048 0.00 0.00 0.00 98,426.13 

5.1.9 Outros 0 0.00 0.00 0.00 -133,742.60 

5.1.9 SEG-Sinistro por Morte EUR 0 0.00 0.00 0.00 -133,742.60 



5.1.2. Juros DO BCP (EUR) EUR 7 0.00 0.00 0.00 0.00 

5.1.3. Comissões 741,042 0.00 0.00 0.00 0.00 



VALOR DA UP 11.33

Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 10A 1S - 368 Data: 31-03-2012 




NPC: 501 836 926 



2. VALORES NÃO COTADOS 36,565,000 0.00 0.00 1,371,957.41 24,032,325.47 

2.1. Valores mobiliários nacionais 36,565,000 0.00 0.00 1,371,957.41 24,032,325.47 

2.1.3. Obrigações diversas 36,565,000 0.00 0.00 1,371,957.41 24,032,325.47 

PTBITFOM0035 2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 6,550,000 63.84 63.84 230,950.14 4,412,468.31 

PTBITGOM0067 2.1.3. BCP CLN Portugal 4.80% June 2020 EUR 30,000,000 61.56 61.56 1,140,983.25 19,608,150.15 


5. LIQUIDEZ 0 0.00 0.00 0.00 -37,129.39 

5.1. À vista 0 0.00 0.00 0.00 -37,129.39 



5.1.3. Comissões 0 0.00 0.00 0.00 -133,767.83 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -1,034,097.46 -1,339,896.31 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -1,034,097.46 -1,339,896.31 

7.2.2. Swaps 1 0.00 0.00 -1,034,097.46 -1,339,896.31 

7.2.2. Swap (SWAP - 57106 - EUR/EUR-16-11-2010-03-11-2020) EUR 1 -305,798.85 -305,798.85 -1,034,097.46 -1,339,896.31 



VALOR DA UP 35.81

Carteira: OC (UL) RENDA CERTA ESP 2010 8A 2SR(NN)-370 Data: 31-03-2012 




NPC: 501 836 926 






PTBIWSOM0076 1.1.3. Banco Comercial Portugues Floater - Novembro 2018 EUR 30,000,000 81.25 81.25 77,175.02 24,453,052.52 


2.1. Valores mobiliários nacionais 6,005,000 0.00 0.00 210,531.99 4,063,211.86 


PTBITFOM0035 2.1.3. BCP CLN Portugal 4.45% June 2018 EUR 5,950,000 63.84 63.84 209,794.40 4,008,272.73 

BCUVOM 2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 50,000 100.61 100.61 729.58 51,036.79 





5. LIQUIDEZ 0 0.00 0.00 0.00 -133,280.81 

5.1. À vista 0 0.00 0.00 0.00 -133,280.81 



5.1.3. Comissões 0 0.00 0.00 0.00 -138,229.22 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 2 0.00 0.00 167,749.99 -5,076,825.86 

7.2. Fora de mercado regulamentado 2 0.00 0.00 167,749.99 -5,076,825.86 

7.2.2. Swaps 2 0.00 0.00 167,749.99 -5,076,825.86 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 30000000 EUR (SWAP - 2829 - EU EUR 1 -5,816,329.30 -5,816,329.30 114,074.99 -5,702,254.31 

7.2.2. Swap (SWAP - 56018 - EUR/EUR-03-11-2010-05-11-2018) EUR 1 571,753.45 571,753.45 53,675.00 625,428.45 



VALOR DA UP 34.84

Carteira: OC (UL) RENDA VALOR 2010 5 A 2ªSR(NN)-369 Data: 31-03-2012 




NPC: 501 836 926 












5. LIQUIDEZ 0 0.00 0.00 0.00 -27,704.09 

5.1. À vista 0 0.00 0.00 0.00 -27,704.09 



5.1.3. Comissões 0 0.00 0.00 0.00 -38,455.24 



VALOR DA UP 47.64

Carteira: OC (UL) RENDA PRÉMIO 2009-5A-3SR 323 Data: 31-03-2012 




NPC: 501 836 926 






PTBAILOM0061 1.1.3. Banco Comercial Portugues Floater - Maio 2014 2ªem EUR 4,950,000 93.07 93.07 9,822.99 4,616,577.37 












5. LIQUIDEZ 0 0.00 0.00 0.00 -98,765.99 

5.1. À vista 0 0.00 0.00 0.00 -98,765.99 



5.1.3. Comissões 0 0.00 0.00 0.00 -104,299.94 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 3 0.00 0.00 34,034.39 838,100.06 

7.2. Fora de mercado regulamentado 3 0.00 0.00 34,034.39 838,100.06 

7.2.2. Swaps 3 0.00 0.00 34,034.39 838,100.06 



7.2.2. Swap (IRS-41719PA 13/05/14 & IRS-41719PP 13/05/14) EUR 1 721,778.79 721,778.79 25,815.27 747,594.06 



VALOR DA UP 52.62

Carteira: OC (UL) RENDA PRESTIGE 2010 5A 1 SR(NN)-361 Data: 31-03-2012 




NPC: 501 836 926 













5. LIQUIDEZ 0 0.00 0.00 0.00 -20,642.13 

5.1. À vista 0 0.00 0.00 0.00 -20,642.13 



5.1.3. Comissões 0 0.00 0.00 0.00 -35,580.33 


NUMERO DE UNIDADES EM CIRCULAÇÃO 83,905.03 


Carteira: OC (UL) RENDA PRIVATE 2008 8A - 2SR(NN) - 283 Data: 31-03-2012 




NPC: 501 836 926 









1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 100,000 0.00 0.00 175.10 80,403.10 

1.2.3. Obrigações diversas 100,000 0.00 0.00 175.10 80,403.10 



2.1. Valores mobiliários nacionais 65,000 0.00 0.00 231.42 51,137.99 

2.1.3. Obrigações diversas 65,000 0.00 0.00 231.42 51,137.99 


PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 40,000 77.89 77.89 64.05 31,218.69 


2.3.2. Papel comercial 100,000 0.00 0.00 477.85 100,477.85



5. LIQUIDEZ 0 0.00 0.00 0.00 -36,951.91 

5.1. À vista 0 0.00 0.00 0.00 -36,951.91 



5.1.3. Comissões 0 0.00 0.00 0.00 -85,270.60 



7.2.2. Swaps 6 0.00 0.00 129,549.04 1,156,158.85 

7.2.2. CDS (Swap - se (CDS Credit Suisse Subordinada 4000000 EUR (SWAP-2418-E EUR 1 28,239.04 28,239.04 22,040.00 50,279.04 



7.2.2. Swap (IRS-35502PA 6.75% 04/04/16 & IRS-35502PP Float 04/04/16) EUR 1 394,514.00 394,514.00 24,644.34 419,158.34 

7.2.2. Swap (IRS-35503PA 6.75% 04/04/16 & IRS-35503PP Float 04/04/16) EUR 1 425,994.36 425,994.36 26,637.38 452,631.74 

7.2.2. Swap (IRS-35795PA 6.75% 04/04/16 & IRS-35795PP Float 04/04/16) EUR 1 285,285.38 285,285.38 17,778.15 303,063.53 




Carteira: OC (UL) RENDA PRÉMIO 2008 8A 2SR 286 Data: 31-03-2012 




NPC: 501 836 926 






PTBAITOM0063 1.1.3. Banco Comercial Portugues Floater - Maio 2016 EUR 17,350,000 87.48 87.48 40,919.98 15,219,194.80 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 303,000 81.25 81.25 2,246.69 248,444.46 





5. LIQUIDEZ 0 0.00 0.00 0.00 -165,000.10 

5.1. À vista 0 0.00 0.00 0.00 -165,000.10 



5.1.3. Comissões 0 0.00 0.00 0.00 -165,847.53 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 5 0.00 0.00 -16,620.28 5,131,157.12 

7.2. Fora de mercado regulamentado 5 0.00 0.00 -16,620.28 5,131,157.12 

7.2.2. Swaps 5 0.00 0.00 -16,620.28 5,131,157.12 




7.2.2. Swap (IRS-41344PA-1% 07/05/16 & IRS-41344PP-Float 07/05/16) EUR 1 6,515,967.57 6,515,967.57 -60,077.27 6,455,890.30 

7.2.2. Swap (IRS-61921PA-1% 07/05/16 & IRS-61921PP-Float 07/05/16) EUR 1 226,961.72 226,961.72 -77.37 194,460.60 

7.2.2. Swap (IRS-64012PA-1% 07/05/16 & IRS-64012PP- Float 07/05/16) EUR 0 339,568.54 339,568.54 -1,545.08 86,742.74 



VALOR DA UP 56.77

Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 4SR 288 Data: 31-03-2012 




NPC: 501 836 926 






PTBAITOM0063 1.1.3. Banco Comercial Portugues Floater - Maio 2016 EUR 21,750,000 87.48 87.48 51,297.38 19,078,817.69 

BCUFOM 1.1.3. Banco Comercial Portugues Floater-Março 2018 EUR 2,850,000 77.17 77.17 4,563.32 2,203,778.93 




PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 11,000 84.51 84.51 36.00 9,331.69 

PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 1,150,000 77.89 77.89 1,841.34 897,537.33 

5. LIQUIDEZ 3,511,280 0.00 0.00 59,004.13 3,309,420.82 

5.1. À vista 0 0.00 0.00 0.00 -260,863.55 



5.1.3. Comissões 0 0.00 0.00 0.00 -269,186.46 

5.2. A prazo 3,511,280 0.00 0.00 59,004.13 3,570,284.37 

5.2.1. Depósitos e outros equiparados 3,511,280 0.00 0.00 59,004.13 3,570,284.37 

PRT11200002 5.2.1. DP/BCP/EUR 20-12-2011 20-06-2012 5,8733% EUR 3,511,280 1.00 1.00 59,004.13 3,570,284.37 



7.2.2. Swaps 6 0.00 0.00 151,088.56 1,996,008.54 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 8750000 EUR (SWAP-2892-E EUR 1 -1,017,988.48 -1,017,988.48 21,649.03 -984,703.84 




7.2.2. Swap (IRS/FB-DIH90972 PA-5.255% 07/05/16 & IRS/FB-DIH90972 PP-Float 07 EUR 1 535,913.57 535,913.57 1,286.78 537,200.35 

7.2.2. Swap (IRS/FB-DIH91003 PA-5.51% 07/05/16 & IRS/FB-DIH91003 PP-Float 07/ EUR 1 3,036,839.36 3,036,839.36 69,724.44 3,106,563.80 



VALOR DA UP 54.35





NPC: 501 836 926 






PTBCSUOM0025 1.1.3. Banco Comercial Portugues Floater - Abril 2016 EUR 1,700,000 90.29 90.29 6,091.95 1,541,026.63 

PTBAIQOM0058 1.1.3. Banco Comercial Portugues Floater-Abril 2016 2ªem EUR 35,000,000 87.66 87.66 127,239.53 30,807,573.13 




2. VALORES NÃO COTADOS 2,105,000 0.00 0.00 13,550.08 1,676,038.63 





5. LIQUIDEZ 0 0.00 0.00 0.00 -367,469.56 

5.1. À vista 0 0.00 0.00 0.00 -367,469.56 



5.1.3. Comissões 0 0.00 0.00 0.00 -371,737.93 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 6 0.00 0.00 312,359.89 2,737,777.85 

7.2. Fora de mercado regulamentado 6 0.00 0.00 312,359.89 2,737,777.85 

7.2.2. Swaps 6 0.00 0.00 312,359.89 2,737,777.85 


7.2.2. CDS (Swap - ser (CDS BNP Paribas Subordinada 15000000 EUR (SWAP-2432-E EUR 1 -643,849.97 -643,849.97 53,749.99 -590,099.98 

7.2.2. CDS (Swap - series OTC (CDS BBVA Subordinada 10000000 EUR (SWAP-2434-E EUR 1 -1,496,737.07 -1,496,737.07 33,750.00 -1,462,987.07 

7.2.2. Swap (IRS-40843PA-5.17% 14/04/16 & IRS-40843PP-Float 14/04/16) EUR 1 241,814.28 241,814.28 8,017.21 249,831.49 

7.2.2. Swap (IRS/FB-DIH76024 PA-5.21% 14/04/16 & IRS/FB-DIH76024 PP-Float 14/ EUR 1 289,508.07 289,508.07 13,901.72 255,157.48 

7.2.2. Swap (IRS/FB-DIH76135 PA-5.4% 14/04/16 & IRS/FB-DIH76135 PP-Float 14/0 EUR 1 5,265,858.92 5,265,858.92 169,190.97 5,435,049.89 



VALOR DA UP 55.50

Carteira: OC (UL) RENDA PRIVATE 2008 5A - 291 Data: 31-03-2012 




NPC: 501 836 926 













2.1. Valores mobiliários nacionais 560,500 0.00 0.00 15,600.03 540,513.96 

2.1.3. Obrigações diversas 560,500 0.00 0.00 15,600.03 540,513.96 


PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 60,500 98.01 98.01 431.64 59,725.39 

PTMGTAOE0005 2.1.3. Mota Gestão Part. Float 21/06/13 EUR 105,000 97.15 97.15 749.13 102,754.91 








5. LIQUIDEZ 0 0.00 0.00 0.00 1,010,761.66 

5.1. À vista 0 0.00 0.00 0.00 1,010,761.66 



5.1.3. Comissões 0 0.00 0.00 0.00 -241,466.05 



7.2.2. Swaps 11 0.00 0.00 335,226.97 -1,053,842.88 

7.2.2. Swap (IRS-35576PA-6.65% 02/05/13 & IRS-35576PP-Float 02/05/13) EUR 1 -213,144.10 -213,144.10 48,017.87 -165,126.23 




7.2.2. Swap (IRS-36247PA-6.01% 02/05/13 & IRS-36247PP- 0.55% 02/05/13) EUR 1 -1,084,145.12 -1,084,145.12 21,022.51 -1,063,122.61 

7.2.2. Swap (IRS/FB-DII47561 PA-5.941% 02/05/13 & IRS/FB-DII47561 PP-Float 02 EUR 1 -234,705.89 -234,705.89 33,978.06 -200,727.83 

7.2.2. Swap (IRS/FB-DII47590 PA-6.35% 02/05/13 & IRS/FB-DII47590 PP-Float 02/ EUR 1 -266,442.42 -266,442.42 75,729.16 -190,713.26 

7.2.2. Swap (IRS/FB-DIK48372 PA-6.84% 02/05/13 & IRS/FB-DIK48372 PP-Float 02/ EUR 1 -221,541.21 -221,541.21 55,981.43 -165,559.78 

7.2.2. Swap (IRS/FB-DIL17982 PA-5.98% 02/05/13 & IRS/FB-DIL17982 PP-Float 02/ EUR 1 -44,827.29 -44,827.29 9,258.90 -35,568.39 

7.2.2. Swap (IRS/FB-DIM12468 PA-6.731% 02/05/13 & IRS/FB-DIM12468 PP-Float 02 EUR 1 -238,267.15 -238,267.15 63,240.67 -175,026.48 

7.2.2. Swap (IRS/FB-DIM70989 PA-6.7% 02/05/13 & IRS/FB-DIM70989 PP-Float 02/0 EUR 1 -27,900.86 -27,900.86 8,600.96 -19,299.90 



VALOR DA UP 61.81

Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 2SR - 320 Data: 31-03-2012 




NPC: 501 836 926 






PTBAI4OM0030 1.1.3. Banco Comercial Portugues Floater- Fevereiro 2017 EUR 1,600,000 85.41 85.41 2,739.56 1,369,289.93 

PTBAI5OM0021 1.1.3. Banco Comercial Portugues Floater-Abril 2017 EUR 90,000,000 85.09 85.09 415,852.77 76,999,922.67 

PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 31,000 85.82 85.82 5.11 26,608.91 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 8,500 81.25 81.25 63.03 6,969.57 






2.1. Valores mobiliários nacionais 21,207,550 0.00 0.00 4,142.12 5,311,272.29 


XS0417476412 2.1.3. BCP Finance Bank CLN Greece -01/04/17 EUR 20,000,000 21.50 21.50 0.00 4,300,000.00 










5. LIQUIDEZ 0 0.00 0.00 0.00 -1,011,348.94 

5.1. À vista 0 0.00 0.00 0.00 -1,011,348.94 

5.1.9 Outros 0 0.00 0.00 0.00 0.03 




5.1.3. Comissões 0 0.00 0.00 0.00 -1,288,426.96 



7.2.2. Swaps 9 0.00 0.00 798,080.39 8,811,727.02 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 20000000 EUR (SWAP-2482-E EUR 1 250,387.03 250,387.03 60,816.65 311,203.68 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 1600000 EUR (SWAP-2480-EUR/E EUR 1 -92,642.03 -92,642.03 2,682.49 -89,959.54 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 40000000 EUR (SWAP-2481-EUR/ EUR 1 -2,405,134.56 -2,405,134.56 147,344.41 -2,257,790.15 

7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 10000000 EUR (SWAP-2483-EUR/ EUR 1 -819,929.85 -819,929.85 30,655.55 -789,274.30 




7.2.2. Swap (IRS-40903PA 5.01% 01/04/17 & IRS-40903PP-Float 01/04/17) EUR 1 10,473,813.63 10,473,813.63 457,608.36 10,931,421.99 

7.2.2. Swap (IRS/FB-DJR09955 PA 4.543% 01/04/17 & IRS/FB-DJR09955 PP Float 01 EUR 1 890,885.11 890,885.11 52,322.11 943,207.22 



VALOR DA UP 45.88

Carteira: OC (UL) Renda Certa Especial 2009-8A-2ªs-331 Data: 31-03-2012 




NPC: 501 836 926 






PTBIWQOM0045 1.1.3. Banco Comercial Portugues Floater - Julho 2017 EUR 3,250,000 87.41 87.41 13,347.76 2,854,146.89 

PTBAI7OM0029 1.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 25,050,000 87.38 87.38 97,285.90 21,986,780.51 


2. VALORES NÃO COTADOS 13,015,000 0.00 0.00 82,603.52 8,759,132.04 

2.1. Valores mobiliários nacionais 13,015,000 0.00 0.00 82,603.52 8,759,132.04 



XS0442099858 2.1.3. BCP Finance Bank CLN Brisa 28/07/17 EUR 12,700,000 66.39 66.39 78,373.84 8,509,373.87 

PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 215,000 84.51 84.51 703.72 182,392.24 

5. LIQUIDEZ 0 0.00 0.00 0.00 4,552,396.34 

5.1. À vista 0 0.00 0.00 0.00 4,552,396.34 



5.1.3. Comissões 0 0.00 0.00 0.00 -429,287.15 



7.2.2. Swaps 6 0.00 0.00 291,564.73 3,068,929.18 

7.2.2. CDS (Swap - serie (CDS Credit Agricole Senior 7400000 EUR (SWAP-2496-E EUR 1 -473,600.68 -473,600.68 13,416.61 -460,184.07 

7.2.2. CDS (Swap - series OTC (CDS Unicredito Senior 7350000 EUR (SWAP-2499-E EUR 1 -737,246.75 -737,246.75 14,322.29 -722,924.46 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 3250000 EUR (SWAP - 2845 - EUR EUR 1 -786,632.35 -786,632.35 3,705.00 -782,927.35 

7.2.2. CDS (Swap - series OTC) (CDS La Caixa Senior 7400000 EUR (SWAP-2497-EU EUR 1 -209,234.59 -209,234.59 19,686.06 -189,548.53 

7.2.2. CDS (Swap - series OTC) (CDS Rabobank Senior 2900000 EUR (SWAP-2498-EU EUR 1 -59,182.41 -59,182.41 4,520.78 -54,661.63 

7.2.2. Swap (IRS-43565PA - 5.61% 28/07/17 & IRS-43565PP Float 28/07/17) EUR 1 5,043,261.23 5,043,261.23 235,913.99 5,279,175.22 



VALOR DA UP 37.34

Carteira: OC (UL) Renda Crescente Trimestral 2010 8A-2S-365 Data: 31-03-2012 




NPC: 501 836 926 







1.1.3. Obrigações diversas 1,000 0.00 0.00 7.41 819.94 

PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 1,000 81.25 81.25 7.41 819.94 







PTBCQOOM0025 2.1.3. BCP CLN Portugal 4.72% June 2018 EUR 26,900,000 64.94 64.94 1,006,030.22 18,475,355.59 


5. LIQUIDEZ 0 0.00 0.00 0.00 -57,703.23 

5.1. À vista 0 0.00 0.00 0.00 -57,703.23 



5.1.3. Comissões 0 0.00 0.00 0.00 -175,308.30 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -1,259,640.92 -1,068,431.79 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -1,259,640.92 -1,068,431.79 

7.2.2. Swaps 1 0.00 0.00 -1,259,640.92 -1,068,431.79 

7.2.2. Swap (SWAP-55466-EUR/EUR-16-09-2010-15-09-2018) EUR 1 191,209.13 191,209.13 -1,259,640.92 -1,068,431.79 



VALOR DA UP 35.42

Carteira: OC (UL) RENDA CERTA ESPECIAL 2009 8A 1SR 318 Data: 31-03-2012 




NPC: 501 836 926 















5. LIQUIDEZ 0 0.00 0.00 0.00 3,559.43 

5.1. À vista 0 0.00 0.00 0.00 3,559.43 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 13,603.51 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 13,603.51 

5.1.3. Comissões 0 0.00 0.00 0.00 -10,044.08 



7.2.2. Swaps 1 0.00 0.00 59,466.67 189,183.24 

7.2.2. Swap (IRS/FB DJI86446 PA 5.26% 07/01/17 & IRS/FB DJI86446 PP Float 07/ EUR 1 129,716.57 129,716.57 59,466.67 189,183.24 



VALOR DA UP 45.36

Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-5S-328 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 8,195,000 0.00 0.00 19,329.19 6,938,032.24 


PTBAI6OM0020 1.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 3,050,000 84.83 84.83 6,251.65 2,593,565.64 

PTBAI8OM0077 1.1.3. Banco comercial Floater - Agosto 2017 EUR 5,000,000 84.26 84.26 12,060.01 4,225,095.76 













PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 3,000 79.01 79.01 20.08 2,390.31 


5. LIQUIDEZ 0 0.00 0.00 0.00 3,597,742.73 

5.1. À vista 0 0.00 0.00 0.00 3,597,742.73 



5.1.3. Comissões 0 0.00 0.00 0.00 -169,954.97 



7.2.2. Swaps 5 0.00 0.00 72,309.07 1,932,296.25 

7.2.2. CDS (Swap - series OTC) (CDS Belgium Senior 2050000 EUR (SWAP-2494-EUR EUR 1 -71,335.35 -71,335.35 2,114.35 -69,221.00 

7.2.2. CDS (Swap - series OTC) (CDS France Senior 1000000 EUR (SWAP-2495-EUR/ EUR 1 -25,877.47 -25,877.47 561.39 -25,316.08 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 5000000 EUR (SWAP-2503-EUR/E EUR 1 -486,173.76 -486,173.76 5,700.00 -480,473.76 

7.2.2. Swap (IRS-3296592B PA-4.010% 05/08/17 & IRS-3296592B PP-Float 05/08/17 EUR 1 2,129,251.31 2,129,251.31 49,232.22 2,178,483.53 

7.2.2. Swap (IRS-43376PA-4,26% 05/08/17 & IRS-43376PP-Float 05/08/17) EUR 1 314,122.45 314,122.45 14,701.11 328,823.56 



VALOR DA UP 27.64

Carteira: OC (UL) Renda Prémio 2009-5A-5S (NN)-I 329 Data: 31-03-2012 




NPC: 501 836 926 







PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 113,000 84.83 84.83 403.80 96,257.19 










PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 100 78.70 78.70 0.40 79.10 


2.2. Valores mobiliários estrangeiros 10,000 0.00 0.00 49.13 10,079.52 


PTBCUCXE0006 2.2.3. BCP Renda Global VII 2007-01/08/12 EUR 10,000 100.30 100.30 49.13 10,079.52 

5. LIQUIDEZ 0 0.00 0.00 0.00 270,761.07 

5.1. À vista 0 0.00 0.00 0.00 270,761.07 



5.1.3. Comissões 0 0.00 0.00 0.00 -58,970.63 



VALOR DA UP 46.07

Carteira: OC (UL) RENDA CERTA ESPECIAL 2009-5A-2S-330 Data: 31-03-2012 




NPC: 501 836 926 






PTBAIMOM0060 1.1.3. Banco Comercial Portugues Floater - Setembro 2014 EUR 93,950,000 92.86 92.86 44,211.27 87,286,793.82 

5. LIQUIDEZ 0 0.00 0.00 0.00 -162,149.28 

5.1. À vista 0 0.00 0.00 0.00 -162,149.28 



5.1.3. Comissões 0 0.00 0.00 0.00 -220,184.45 



7.2.2. Swaps 9 0.00 0.00 72,701.33 909,384.58 

7.2.2. CDS (Swap - series (CDS Banco Popular Senior 26000000 EUR (SWAP-2403-E EUR 1 -2,131,273.93 -2,131,273.93 9,000.33 -2,122,273.60 

7.2.2. CDS (Swap - series (CDS Deutsche Bank Senior 14000000 EUR (SWAP-2399-E EUR 1 645.78 645.78 3,927.78 4,573.56 

7.2.2. CDS (Swap - series OT (CDS Commerzbank Senior 8000000 EUR (SWAP-2398-E EUR 1 -144,865.51 -144,865.51 2,022.22 -142,843.29 

7.2.2. CDS (Swap - series OT (CDS Erste Bank Senior 36000000 EUR (SWAP-2400-E EUR 1 -165,380.50 -165,380.50 17,861.00 -147,519.50 

7.2.2. CDS (Swap - series OTC (CDS Unicredito Senior 3500000 EUR (SWAP-2402-E EUR 1 -166,533.62 -166,533.62 845.83 -165,687.79 


7.2.2. Swap (IRS-3394388B PA-4.565% 21/09/14 & IRS-3394388B PP-Float 21/09/14 EUR 1 359,371.99 359,371.99 2,657.08 254,217.47 

7.2.2. Swap (IRS/BC-3363366B PA 4.949% 21/09/14 & IRS/BC-3363366B PP Float 21 EUR 1 2,622,591.45 2,622,591.45 27,301.81 2,649,893.26 

7.2.2. Swap (IRS/BC-3383292B PA 5.204% 21/09/14 & IRS/BC-3383292B PP Float 14 EUR 1 758,190.73 758,190.73 7,731.11 765,921.84 




Carteira: OC (UL) RENDA CRESC ESPECIAL 2009-8A-1S-336 Data: 31-03-2012 




NPC: 501 836 926 






PTBAI7OM0029 1.1.3. Banco Comercial Portugues Floater- Julho 2017 EUR 1,000,000 87.38 87.38 3,883.67 877,715.79 

PTBIPCOM0057 1.1.3. Banco Comercial Portugues Floater-Setembro 2017 EUR 14,500,000 83.92 83.92 4,266.22 12,172,669.99 


PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 24,000 96.39 96.39 1.31 23,133.74 


1.2.3. Obrigações diversas 50,000 0.00 0.00 22.81 29,772.81





XS0442099858 2.1.3. BCP Finance Bank CLN Brisa 28/07/17 EUR 1,300,000 66.39 66.39 8,022.52 871,038.27 


PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 267,500 78.70 78.70 1,082.85 211,614.82 


5. LIQUIDEZ 0 0.00 0.00 0.00 -15,758.75 

5.1. À vista 0 0.00 0.00 0.00 -15,758.75 

5.1.9 Outros 0 0.00 0.00 0.00 -113,565.22 


5.1.9 Resgates a pagar aos participantes EUR 0 0.00 0.00 0.00 -135,050.55 

5.1.9 Subscrições a receber dos participantes EUR 0 0.00 0.00 0.00 21,485.30 



5.1.3. Comissões 0 0.00 0.00 0.00 -89,980.26 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 8 0.00 0.00 627.90 497,522.57 

7.2. Fora de mercado regulamentado 8 0.00 0.00 627.90 497,522.57 

7.2.2. Swaps 8 0.00 0.00 627.90 497,522.57 

7.2.2. CDS (Swap - series (CDS Deutsche Bank Senior 3000000 EUR (SWAP-2505-E EUR 1 -73,193.59 -73,193.59 686.67 -72,506.92 



7.2.2. CDS (Swap - series OTC) (CDS UBS Senior 3000000 EUR (SWAP-2504-EUR/EUR EUR 1 -80,560.59 -80,560.59 746.67 -79,813.92 

7.2.2. CDS (Swap - series OTC) (CDS UBS Senior 4500000 EUR (SWAP-2507-EUR/EUR EUR 1 -192,995.47 -192,995.47 800.00 -192,195.47 

7.2.2. Swap (IRS-3400520B PA-4.26% 23/09/17 & IRS-3400520B PP-Float 23/09/17) EUR 1 948,979.57 948,979.57 2,880.00 951,859.57 

7.2.2. Swap (IRS-44457 PA-5.7% 23/09/17 & IRS-44457 PP-Float 23/09/17) EUR 1 152,376.94 152,376.94 -10,430.67 141,946.27 

7.2.2. Swap (IRS/BC-3441090 PA-4.475% 23/09/17 & IRS/BC-3441090 PP Float 23/0 EUR 1 347,769.56 347,769.56 1,791.62 349,561.18 


NUMERO DE UNIDADES EM CIRCULAÇÃO 315,115.72 

VALOR DA UP 46.85

Carteira: OC (UL) Renda Crescente 2010 8A-1SR (NN)-346 Data: 31-03-2012 




NPC: 501 836 926 






PTBIPFOM0054 1.1.3. Banco Comercil Portugues Floater - Fevereiro 2018 EUR 36,200,000 82.97 82.97 66,804.14 30,101,371.46 





5. LIQUIDEZ 0 0.00 0.00 0.00 -2,963.15 

5.1. À vista 0 0.00 0.00 0.00 -2,963.15 

5.1.9 Outros 0 0.00 0.00 0.00 217.44 

5.1.9 IRS EUR 0 0.00 0.00 0.00 217.44 



5.1.3. Comissões 0 0.00 0.00 0.00 -45,869.93 



7.2.2. Swaps 5 0.00 0.00 111,652.99 -642,615.80 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 850000 EUR (SWAP-2515-EUR/EU EUR 1 -88,764.35 -88,764.35 781.76 -87,982.59 


7.2.2. Swap (IRS-60010PA - VAR 17/02/18 & IRS-60010PP - Float 17/02/18) EUR 1 1,601,587.99 1,601,587.99 33,602.71 1,543,675.96 

7.2.2. Swap (IRS-66020 PA VAR 17/02/18 & IRS-66020 PP Float 17/02/18) EUR 1 2,634,636.49 2,634,636.49 56,906.32 2,647,623.42 

7.2.2. Swap (IRS/BC-3687649PA Float 17/02/18 & IRS/BC-3687649PP Var 17/02/18) EUR 1 -876,780.73 -876,780.73 -19,260.42 -896,041.15 



VALOR DA UP 43.35

Carteira: OC (UL) RENDA PRÉMIO 2010 8A 1SR (NN) - 347 Data: 31-03-2012 




NPC: 501 836 926 















5. LIQUIDEZ 0 0.00 0.00 0.00 19,981.70 

5.1. À vista 0 0.00 0.00 0.00 19,981.70 



5.1.3. Comissões 0 0.00 0.00 0.00 -8,322.21 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 2 0.00 0.00 -4,433.99 503,698.32 

7.2. Fora de mercado regulamentado 2 0.00 0.00 -4,433.99 503,698.32 

7.2.2. Swaps 2 0.00 0.00 -4,433.99 503,698.32 


7.2.2. Swap (IRS/BC-3641791 PA VAR 17/02/18 & IRS/BC-3641791 PP Float 17/02/1 EUR 1 1,295,016.03 1,295,016.03 -11,915.18 1,230,600.90 



VALOR DA UP 45.10

Carteira: OC (UL) RENDA PRESTIGE 2010 5A-2SR(NN)-364 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 316,000 0.00 0.00 11,799.02 321,189.87 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 316,000 0.00 0.00 11,799.02 321,189.87 

1.1.3. Obrigações diversas 316,000 0.00 0.00 11,799.02 321,189.87 



PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 20,000 84.83 84.83 71.47 17,036.67 


2. VALORES NÃO COTADOS 10,311,000 0.00 0.00 76,371.38 8,887,429.07 

2.1. Valores mobiliários nacionais 10,311,000 0.00 0.00 76,371.38 8,887,429.07 

2.1.3. Obrigações diversas 10,311,000 0.00 0.00 76,371.38 8,887,429.07 


PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 11,000 84.51 84.51 36.00 9,331.69 

5. LIQUIDEZ 0 0.00 0.00 0.00 -57,975.49 

5.1. À vista 0 0.00 0.00 0.00 -57,975.49 



5.1.3. Comissões 0 0.00 0.00 0.00 -92,814.32 




Carteira: OC (UL) RENDA CERTA ESP 2008 8A 3SR- 285 Data: 31-03-2012 




NPC: 501 836 926 















2.1.3. Obrigações diversas 72,000 0.00 0.00 268.10 56,682.79



2.2. Valores mobiliários estrangeiros 18,000 0.00 0.00 88.43 18,143.13 



2.3. Outros instrumentos de dívida 400,000 0.00 0.00 3,634.46 403,634.46 

2.3.2. Papel comercial 400,000 0.00 0.00 3,634.46 403,634.46 




5. LIQUIDEZ 0 0.00 0.00 0.00 -978,037.59 

5.1. À vista 0 0.00 0.00 0.00 -978,037.59 

5.1.9 Outros 0 0.00 0.00 0.00 -7,011.17 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -7,011.17 



5.1.3. Comissões 0 0.00 0.00 0.00 -1,052,583.75 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 14 0.00 0.00 1,247,556.21 5,212,868.04 

7.2. Fora de mercado regulamentado 14 0.00 0.00 1,247,556.21 5,212,868.04 

7.2.2. Swaps 14 0.00 0.00 1,247,556.21 5,212,868.04 



7.2.2. CDS (Swap - s (CDS Credit Suisse Subordinada 15900000 EUR (SWAP-2424-E EUR 1 112,250.26 112,250.26 87,609.00 199,859.26 

7.2.2. CDS (Swap - s (CDS Deutsche Bank Subordinada 10100000 EUR (SWAP-2420-E EUR 1 -103,500.98 -103,500.98 48,816.66 -54,684.32 


7.2.2. CDS (Swap - seri (CDS Unicredito Subordinada 13000000 EUR (SWAP-2419-E EUR 1 -1,556,583.01 -1,556,583.01 62,833.33 -1,493,749.68 

7.2.2. CDS (Swap - series OTC (CDS BBVA Subordinada 13000000 EUR (SWAP-2421-E EUR 1 -1,725,303.89 -1,725,303.89 65,346.66 -1,659,957.23 

7.2.2. Swap (IRS-35146PA-6.75% 04/04/16 & IRS-35146PP-Float 04/04/16) EUR 1 2,131,093.50 2,131,093.50 132,888.34 2,263,981.84 


7.2.2. Swap (IRS-35495PA-6.75% 04/04/16 & IRS-35495PP-Float 04/04/16) EUR 1 1,467,313.92 1,467,313.92 91,750.97 1,559,064.89 

7.2.2. Swap (IRS-35832PA-6.75% 04/04/16 & IRS-35832PP-Float 04/04/16) EUR 1 1,385,213.31 1,385,213.31 86,377.42 1,471,590.73 


7.2.2. Swap (IRS-35849PA-6.75% 04/04/16 & IRS-35849PP-Float 04/04/16) EUR 1 1,426,426.88 1,426,426.88 88,890.75 1,515,317.63 

7.2.2. Swap (IRS-63440PA-6.75% 04/04/16 & IRS-63440PP Float 04/04/16) EUR 1 1,578,047.46 1,578,047.46 90,875.99 1,545,646.38 

VALOR LÍQUIDO GLOBAL DO FUNDO 1731356.92 100,162,583.74 

NUMERO DE UNIDADES EM CIRCULAÇÃO 1,751,131.79 

VALOR DA UP 57.20

Carteira: OC (UL) RENDA EMPRESAS 2008 8A (NN) - 292 Data: 31-03-2012 




NPC: 501 836 926 


















5. LIQUIDEZ 0 0.00 0.00 0.00 -35,466.95 

5.1. À vista 0 0.00 0.00 0.00 -35,466.95 

5.1.9 Outros 0 0.00 0.00 0.00 4,633.47 

5.1.9 IRS EUR 0 0.00 0.00 0.00 4,633.47 



5.1.3. Comissões 0 0.00 0.00 0.00 -72,534.91 



7.2.2. Swaps 4 0.00 0.00 88,567.49 275,801.21 


7.2.2. CDS (Swap - serie (CDS Unicredito Subordinada 4000000 EUR (SWAP-2429-E EUR 1 -478,948.64 -478,948.64 19,333.33 -459,615.31 

7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 4000000 EUR (SWAP-2431-E EUR 1 -530,862.75 -530,862.75 20,106.66 -510,756.09 

7.2.2. Swap (IRS/FB-DIL16305 PA-6.735% 23/04/16 & IRS/FB-DIL16305 PP-Float 23 EUR 1 1,224,201.33 1,224,201.33 36,319.17 1,260,520.50 



VALOR DA UP 56.74

Carteira: OC (UL) RENDA CERTA 2002-083 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 2,528,327 0.00 0.00 0.00 57,317.16 

5.1. À vista 2,528,327 0.00 0.00 0.00 57,317.16 

5.1.9 Outros -2,551 0.00 0.00 0.00 -6,395,924.92 


5.1.9 IRS EUR -2,556 0.00 0.00 0.00 0.00 

5.1.9 SEG-Sinistro por Morte EUR 0 0.00 0.00 0.00 -6,395,924.92 




5.1.3. Comissões 2,530,668 0.00 0.00 0.00 -1,921,773.32 

VALOR LÍQUIDO GLOBAL DO FUNDO 0 57,317.16 


VALOR DA UP 10.03 

Carteira: OC (UL) RENDA CERTA 2002-2SERIE -086 Data: 31-03-2012 




NPC: 501 836 926 






PTGRPAOE0004 1.1.3. Grupo Pestana Float 01/09/12 EUR 317,000 99.11 99.11 570.60 314,742.45 





PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 1,510,000 98.67 98.67 15,415.01 1,505,320.62 



PTS27AJM0048 2.3.2. Soc Francisco Manuel Santos SGPS-13ª EM PC 14/08/12 EUR 900,000 100.00 100.00 2,576.00 902,576.00 

S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 1,100,000 100.00 100.00 7,364.35 1,107,364.35 

PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 3,850,000 100.00 100.00 47,877.00 3,897,877.00 

5. LIQUIDEZ 158,205,467 0.00 0.00 2,169,451.27 160,528,392.68 

5.1. À vista 1,604,522 0.00 0.00 0.00 -592,002.43 

5.1.9 Outros 10 0.00 0.00 0.00 6,488.38 


5.1.9 IRS EUR 0 0.00 0.00 0.00 6,488.38 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 52,276.92


5.1.3. Comissões 1,604,512 0.00 0.00 0.00 -650,767.73 

5.2. A prazo 156,600,945 0.00 0.00 2,169,451.27 161,120,395.11 

5.2.1. Depósitos e outros equiparados 156,600,945 0.00 0.00 2,169,451.27 161,120,395.11 

PRT11200002 5.2.1. DP/BCP/EUR 02-12-2011 20-11-2012 5% EUR 3,550,000 1.00 1.00 59,659.72 3,609,659.72 







PRT11200002 5.2.1. DP/BCP/EUR 19-12-2011 19-12-2012 5% EUR 1 2,350,000.00 2,350,000.00 33,944.44 2,383,944.44 




PRT11200002 5.2.1. DP/BCP/EUR 30-12-2011 31-12-2012 4,95% EUR 101,320,944 1.00 1.00 1,295,641.57 102,616,585.41 

PRT11200002 5.2.1. DP/BCP/EUR 31-10-2011 20-11-2012 5% EUR 5,200,000 1.00 1.00 110,500.00 5,310,500.00 




Carteira: OC (UL) RENDA CERTA 2003 3SR-089 Data: 31-03-2012 




NPC: 501 836 926 






BIPAOM 1.1.3. Banco Comercial Portugues Floater 17/06/13 EUR 68,150,000 93.23 93.23 412,782.97 63,948,180.87 

5. LIQUIDEZ 551,147 0.00 0.00 0.00 -435,116.28 

5.1. À vista 551,147 0.00 0.00 0.00 -435,116.28 

5.1.9 Outros 0 0.00 0.00 0.00 0.02 




5.1.3. Comissões 551,147 0.00 0.00 0.00 -448,273.99 



7.2.2. Swaps 1 0.00 0.00 2,079,154.73 4,243,398.01 

7.2.2. Swap (IRS-43077PA-4.66% 17/06/13 & IRS-43077PP-Float 17/06/13) EUR 1 2,164,243.28 2,164,243.28 2,079,154.73 4,243,398.01 



VALOR DA UP 66.77

Carteira: OC (UL) RENDA CERTA 2003-087 Data: 31-03-2012 




NPC: 501 836 926 



2. VALORES NÃO COTADOS 28,080,000 0.00 0.00 0.00 24,771,506.57 

2.1. Valores mobiliários nacionais 28,080,000 0.00 0.00 0.00 24,771,506.57 

2.1.3. Obrigações diversas 28,080,000 0.00 0.00 0.00 24,771,506.57 

PTBCQEOM0027 2.1.3. Banco Comercial Português - Cupão Zero Março 2013 EUR 28,080,000 88.22 88.22 0.00 24,771,506.57 

5. LIQUIDEZ 1,688,902 0.00 0.00 27,578.59 73,509,176.30 

5.1. À vista 1,688,901 0.00 0.00 0.00 -578,070.58 

5.1.9 Outros 2 0.00 0.00 0.00 -1,333,681.19 


5.1.9 Resgates a pagar aos participantes EUR 0 0.00 0.00 0.00 -1,333,681.19 



5.1.3. Comissões 1,688,899 0.00 0.00 0.00 -839,476.31 

5.2. A prazo 1 0.00 0.00 27,578.59 74,087,246.88 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 27,578.59 74,087,246.88 

PRT11200002 5.2.1. DP/BCP/EUR 26-03-2012 26-09-2012 2,2343% EUR 1 74,059,668.29 74,059,668.29 27,578.59 74,087,246.88 



7.2.2. Swaps 1 0.00 0.00 28,888.89 2,622,242.14 

7.2.2. Swap (IRS-60201PA-4,625% 26/03/13 & IRS-60201PP-Float 26/03/13) EUR 1 2,645,226.13 2,645,226.13 28,888.89 2,622,242.14 




Carteira: OC (UL) RENDA CERTA 2003 2 SR.-088 Data: 31-03-2012 




NPC: 501 836 926 













2. VALORES NÃO COTADOS 10,662,000 0.00 0.00 12,307.75 9,535,357.90



PTBCQEOM0027 2.1.3. Banco Comercial Português - Cupão Zero Março 2013 EUR 9,660,000 88.22 88.22 0.00 8,521,821.71 






5. LIQUIDEZ 328,471 0.00 0.00 9,612.97 27,662,173.29 

5.1. À vista 328,470 0.00 0.00 0.00 1,707,800.36 

5.1.9 Outros 11 0.00 0.00 0.00 0.02 


5.1.9 IRS EUR 11 0.00 0.00 0.00 0.00 



5.1.3. Comissões 328,459 0.00 0.00 0.00 -316,205.96 

5.2. A prazo 1 0.00 0.00 9,612.97 25,954,372.93 


PRT11200002 5.2.1. DP/BCP/EUR 26-03-2012 26-09-2012 2,2231% EUR 1 25,944,759.96 25,944,759.96 9,612.97 25,954,372.93 



7.2.2. Swaps 2 0.00 0.00 121,823.56 1,171,699.00 

7.2.2. Swap (IRS-42115PA-5,105% 07/05/12 & IRS-42115PP-5,15% 21/11/11) EUR 1 12,534.14 12,534.14 110,268.00 122,802.14 

7.2.2. Swap (IRS-4371PA-4.625% 26/03/13 & IRS-4371PP-Float 26/03/13) EUR 1 1,037,341.30 1,037,341.30 11,555.56 1,048,896.86 



VALOR DA UP 69.26

Carteira: OC (UL) RENDA CERTA 2003 4SR-091 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 820,702 0.00 0.00 0.00 94,626.95 

5.1. À vista 820,702 0.00 0.00 0.00 94,626.95 

5.1.9 Outros 4 0.00 0.00 0.00 -236,011.85 


5.1.9 IRS EUR 0 0.00 0.00 0.00 36.72 




5.1.3. Comissões 820,698 0.00 0.00 0.00 0.00 




Carteira: OC (UL) RENDA CERTA 2003-5 A-090 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ -72,599 0.00 0.00 0.00 81,405.90 

5.1. À vista -72,599 0.00 0.00 0.00 81,405.90 

5.1.9 Outros 3 0.00 0.00 0.00 -57,684.49 





5.1.3. Comissões -72,602 0.00 0.00 0.00 0.00 


NUMERO DE UNIDADES EM CIRCULAÇÃO 360.04 

VALOR DA UP 226.10

Carteira: OC (UL) RENDA CRESC MAIS 2002-084 Data: 31-03-2012 




NPC: 501 836 926 






BE0119806116 1.2.3. Fortis Bank Var 27/10/49 EUR 200,000 77.35 77.35 3,942.62 158,648.62 




PTS27AJM0048 2.3.2. Soc Francisco Manuel Santos SGPS-13ª EM PC 14/08/12 EUR 2,950,000 100.00 100.00 8,443.56 2,958,443.56 

S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 1,300,000 100.00 100.00 8,703.32 1,308,703.32 

PTTD9AJM0448 2.3.2. Teixeira Duarte Eng Constr SA 13ª EM PC 14/08/12 EUR 1,650,000 100.00 100.00 4,722.67 1,654,722.67 


5. LIQUIDEZ 162,229,090 0.00 0.00 2,317,314.93 165,340,600.68 

5.1. À vista 1,703,483 0.00 0.00 0.00 -1,502,321.10 

5.1.9 Outros 3 0.00 0.00 0.00 4,746.16 





5.1.3. Comissões 1,703,479 0.00 0.00 0.00 -1,537,312.17 

5.2. A prazo 160,525,608 0.00 0.00 2,317,314.93 166,842,921.78 

5.2.1. Depósitos e outros equiparados 160,525,608 0.00 0.00 2,317,314.93 166,842,921.78 






PRT11200002 5.2.1. DP/BCP/EUR 18-11-2011 20-11-2012 5% EUR 2,850,000 1.00 1.00 53,437.50 2,903,437.50 

PRT11200002 5.2.1. DP/BCP/EUR 19-12-2011 19-12-2012 5% EUR 1 4,000,000.00 4,000,000.00 57,777.78 4,057,777.78 



PRT11200002 5.2.1. DP/BCP/EUR 30-12-2011 31-12-2012 4,95% EUR 106,450,607 1.00 1.00 1,361,237.14 107,811,843.99 

PRT11200002 5.2.1. DP/BCP/EUR 31-10-2011 19-06-2012 5% EUR 19,300,000 1.00 1.00 410,125.00 19,710,125.00 



VALOR DA UP 81.33

Carteira: OC (UL) REND.CRESCENTE +-072 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 750,377 0.00 0.00 0.00 63,036.73 

5.1. À vista 750,377 0.00 0.00 0.00 63,036.73 

5.1.9 Outros -897 0.00 0.00 0.00 -169,706.89 


5.1.9 IRS EUR -902 0.00 0.00 0.00 0.00 





5.1.3. Comissões 751,148 0.00 0.00 0.00 0.00 




Carteira: OC (UL) REND.CRESCENTE +-275 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 509,414 0.00 0.00 0.00 44,935.11 

5.1. À vista 509,414 0.00 0.00 0.00 44,935.11 

5.1.9 Outros -142 0.00 0.00 0.00 -69,744.52 


5.1.9 IRS EUR -144 0.00 0.00 0.00 0.00 





5.1.3. Comissões 509,474 0.00 0.00 0.00 0.00 



VALOR DA UP 14.10

Carteira: OC (UL) RENDIMENTO VARIAVEL-074 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ -340,383 0.00 0.00 0.00 18,767.87 

5.1. À vista -340,383 0.00 0.00 0.00 18,767.87 

5.1.9 Outros 117 0.00 0.00 0.00 -86,042.66 

5.1.9 IRS EUR 117 0.00 0.00 0.00 0.00 




5.1.3. Comissões -340,501 0.00 0.00 0.00 0.00 




Carteira: OC (UL) SUPER INV 99 2ª S-070 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 77,171 0.00 0.00 0.00 5,255.02 

5.1. À vista 77,171 0.00 0.00 0.00 5,255.02 

5.1.9 Outros 0 0.00 0.00 0.00 -16,717.83 




5.1.3. Comissões 77,171 0.00 0.00 0.00 0.00 



VALOR DA UP 3.50

Carteira: OC (ULA) FORTUNA 2000 CAPIT157 Data: 31-03-2012 




NPC: 501 836 926 






DE000A0BVD94 1.2.3. Berlin-Hann Hypo 4% 20/07/12 EUR 20,000 100.96 100.96 557.38 20,748.38 

DE000A0EUMQ9 1.2.3. Deut Genos-Hypbk 3.25% 15/06/15 EUR 20,000 106.12 106.12 515.03 21,739.03 


LU0091766914 1.2.6. MILLENNIUM SICAV Euro Zone Equities - I EUR 100 63.61 63.61 0.00 6,361.00 







PTYAIALM0003 3.1. Millennium Euro Taxa Fixa - FIM EUR 3,778 11.69 11.69 0.00 44,146.69 

PTYAFGLM0000 3.1. Millennium Mercados Emergentes - FIM EUR 1,199 8.49 8.49 0.00 10,177.08 

5. LIQUIDEZ 745,994 0.00 0.00 0.00 -92,893.16 

5.1. À vista 745,994 0.00 0.00 0.00 -92,893.16 

5.1.9 Outros -5,313 0.00 0.00 0.00 -123,274.37 


5.1.9 IRS EUR -5,321 0.00 0.00 0.00 0.00 


5.1.9 SEG-Sinistro por Morte EUR 0 0.00 0.00 0.00 -129,503.00 

5.1.2. Depósitos à ordem -1,258 0.00 0.00 0.00 30,463.00 


5.1.2. Juros DO BCP (EUR) EUR -1,258 0.00 0.00 0.00 0.00 

5.1.3. Comissões 752,565 0.00 0.00 0.00 -81.79 

VALOR LÍQUIDO GLOBAL DO FUNDO 2093.27 109,969.13 


VALOR DA UP 7.87

Carteira: OC (ULA) INVESTIM 20 FIN-350 Data: 31-03-2012 




NPC: 501 836 926 












PTYAGALM0005 3.1. Millennium Acções América - FIM EUR 601 2.94 2.94 0.00 1,767.05 

PTAFIALM0006 3.1. Millennium Acções Portugal - FIM EUR 101 9.69 9.69 0.00 974.21 


PTYAFDLM0003 3.1. Millennium Eurocarteira - FIM EUR 118 9.82 9.82 0.00 1,163.33 

5. LIQUIDEZ 91,009 0.00 0.00 0.00 15,798.53 

5.1. À vista 91,009 0.00 0.00 0.00 15,798.53 

5.1.9 Outros 3 0.00 0.00 0.00 -1,744.25 

5.1.9 Diferimento do juro das OPL's EUR 3 -0.01 -0.01 0.00 -0.04 

5.1.9 Operações a Liquidar EUR 0 0.00 0.00 0.00 -2,032.50 

5.1.9 Operações a Liquidar USD 0 0.00 0.00 0.00 1,521.79 





5.1.3. Comissões 91,068 0.00 0.00 0.00 -90.21 



VALOR DA UP 6.67

Carteira: OC (ULA) NOVA POUP POUP-155 Data: 31-03-2012 




NPC: 501 836 926 










LU0174878099 1.2.6. MILLENNIUM SICAV Pacific Equities - I USD 175 117.74 88.16 0.00 15,427.15 



PTYAGALM0005 3.1. Millennium Acções América - FIM EUR 250 2.94 2.94 0.00 736.60 

PTAFIALM0006 3.1. Millennium Acções Portugal - FIM EUR 250 9.69 9.69 0.00 2,426.26 


PTYAFDLM0003 3.1. Millennium Eurocarteira - FIM EUR 250 9.82 9.82 0.00 2,457.59 

5. LIQUIDEZ 252,890 0.00 0.00 0.00 -5,853.23 

5.1. À vista 252,890 0.00 0.00 0.00 -5,853.23 

5.1.9 Outros 3 0.00 0.00 0.00 -13,650.38 







5.1.3. Comissões 253,124 0.00 0.00 0.00 -80.92 



VALOR DA UP 7.43

Carteira: OC (ULA) NOVA POUP RENDIM-156 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 150 0.00 0.00 0.00 11,996.01 




LU0174878099 1.2.6. MILLENNIUM SICAV Pacific Equities - I USD 100 117.74 88.16 0.00 8,815.51 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 667 0.00 0.00 0.00 3,295.89 

3.1. Fundos harmonizados 667 0.00 0.00 0.00 3,295.89 


PTYAIALM0003 3.1. Millennium Euro Taxa Fixa - FIM EUR 101 11.69 11.69 0.00 1,176.26 

PTAFICHE0000 3.1. Millennium Euro Taxa Variável - FIM EUR 0 10.00 10.00 0.00 -0.01 

PTYAFDLM0003 3.1. Millennium Eurocarteira - FIM EUR 66 9.82 9.82 0.00 647.29 

5. LIQUIDEZ 150,972 0.00 0.00 0.00 2,430.34 

5.1. À vista 150,972 0.00 0.00 0.00 2,430.34 

5.1.9 Outros 0 0.00 0.00 0.00 -11,010.94 






5.1.3. Comissões 151,184 0.00 0.00 0.00 -27.83 




Carteira: OC (ULA) SOL CAPITAL GARANT152 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 731,190 0.00 0.00 20,176.21 734,131.42 








DE0001134922 1.2.1. DBR 6.25% 04/01/24 EUR 50,000 143.40 143.40 742.83 72,442.83 

FR0000189151 1.2.1. FRTR 4.25% 25/04/19 EUR 150,000 112.20 112.20 5,939.55 174,239.55


XS0158792381 1.2.3. Allianz Finance 5.625% 29/11/12 EUR 9,000 103.00 103.00 170.13 9,440.49 



DE000A0BVD94 1.2.3. Berlin-Hann Hypo 4% 20/07/12 EUR 93,000 100.96 100.96 2,591.80 96,479.95 

FR0000488793 1.2.3. Caisse Cent Immo 5.875% 25/04/12 EUR 4,000 100.21 100.21 218.95 4,227.31 

DE000A0EUMQ9 1.2.3. Deut Genos-Hypbk 3.25% 15/06/15 EUR 15,000 106.12 106.12 386.27 16,304.27 

DE0009279042 1.2.3. Deutsche Post Fin 5.125% 04/10/12 EUR 5,000 101.96 101.96 125.32 5,223.27 

XS0158876564 1.2.3. Sanpaolo Imi 5.375% 13/12/12 EUR 10,000 100.77 100.77 160.08 10,237.08 

XS0428956287 1.2.3. UBS AG London 5.625% 19/05/14 EUR 10,000 107.77 107.77 487.19 11,264.09 







PTBLMXOM0019 2.1.3. Banco Espirito Santo 3.875% 21/01/15 EUR 100,000 85.45 85.45 741.12 86,195.12 



PTAFIALM0006 3.1. Millennium Acções Portugal - FIM EUR 500 9.69 9.69 0.00 4,844.55 


PTYAFDLM0003 3.1. Millennium Eurocarteira - FIM EUR 1,000 9.82 9.82 0.00 9,825.97 

PTYAFGLM0000 3.1. Millennium Mercados Emergentes - FIM EUR 763 8.49 8.49 0.00 6,476.52 

3.2. Fundos não harmonizados 465 0.00 0.00 0.00 8,915.63 

LU0153359129 3.2. F&C Port FD-Japanese Equity-A EUR 465 19.18 19.18 0.00 8,915.63 

5. LIQUIDEZ 13,363 0.00 0.00 0.00 4,591.09 

5.1. À vista 13,363 0.00 0.00 0.00 4,591.09 

5.1.9 Outros 1 0.00 0.00 0.00 -3,842.39 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 3,597.31 

5.1.9 SEG-PRÉMIO-PV EUR 0 0.00 0.00 0.00 587.66 




5.1.2. Juros DO BCP (EUR) EUR -24 -0.01 -0.01 0.00 0.14 

5.1.3. Comissões 13,385 0.00 0.00 0.00 -893.45 



VALOR DA UP 6.27

Carteira: OC (ULA) SOLUÇÃO INVESTIM-153 Data: 31-03-2012 




NPC: 501 836 926 











FR0000189151 1.2.1. FRTR 4.25% 25/04/19 EUR 120,000 112.20 112.20 4,751.64 139,391.64 



XS0156924051 1.2.3. Bank Of Scotland 5.5% 29/10/12 EUR 9,000 100.99 100.99 208.28 9,297.56 

DE000A0BVD94 1.2.3. Berlin-Hann Hypo 4% 20/07/12 EUR 17,000 100.96 100.96 473.77 17,636.12 

DE000A0EUMQ9 1.2.3. Deut Genos-Hypbk 3.25% 15/06/15 EUR 65,000 106.12 106.12 1,673.84 70,651.84 

XS0149298860 1.2.3. SNS Bank 5.625% 14/06/12 EUR 26,000 100.56 100.56 1,162.81 27,308.67 




3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 18,131 0.00 0.00 0.00 196,714.67 



PTAFIALM0006 3.1. Millennium Acções Portugal - FIM EUR 1,000 9.69 9.69 0.00 9,691.88 


PTYAFDLM0003 3.1. Millennium Eurocarteira - FIM EUR 2,975 9.82 9.82 0.00 29,215.54 

PTYAFGLM0000 3.1. Millennium Mercados Emergentes - FIM EUR 1,557 8.49 8.49 0.00 13,212.15 

3.2. Fundos não harmonizados 698 0.00 0.00 0.00 13,392.67 

LU0153359129 3.2. F&C Port FD-Japanese Equity-A EUR 698 19.18 19.18 0.00 13,392.67 

5. LIQUIDEZ 13,058 0.00 0.00 0.00 15,626.24 

5.1. À vista 13,058 0.00 0.00 0.00 15,626.24 

5.1.9 Outros 1 0.00 0.00 0.00 -3,516.96 


5.1.9 SEG-PRÉMIO-PV EUR 0 0.00 0.00 0.00 -73.95 


5.1.2. Depósitos à ordem -33 0.00 0.00 0.00 20,038.46 


5.1.2. Juros DO BCP (EUR) EUR -33 -0.01 -0.01 0.00 0.28 

5.1.3. Comissões 13,090 0.00 0.00 0.00 -895.26 



VALOR DA UP 5.49

Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A-1S-382 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 107,591,000 0.00 0.00 40,852.02 104,646,036.47 





1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 107,350,000 0.00 0.00 40,703.55 104,439,749.74 


PTBIVXOM0013 1.2.3. Millennium BCP Sub March 2021 EUR 107,350,000 97.25 97.25 40,703.55 104,439,749.74 




PTE12AJM0066 2.3.2. Europa&C Kraft Viana SA 15 EM PC 10/05/12 EUR 12,000,000 100.50 100.50 86,283.33 12,145,815.33 

PTM07AJM0147 2.3.2. Mota Engil SGPS SA - 50ª EM PC 05/04/12 EUR 17,525,000 100.00 100.00 25,934.08 17,550,934.08 

PTP08AJM0119 2.3.2. PROCME Gest Glob Projectos 34º EM PC 20/06/12 EUR 5,400,000 101.47 101.47 113,840.10 5,592,993.30 

5. LIQUIDEZ 1 0.00 0.00 1,267.82 -941,256.26 

5.1. À vista 0 0.00 0.00 0.00 -1,767,524.08 

5.1.9 Outros 0 0.00 0.00 0.00 -1,332,583.75 

5.1.9 Resgates a pagar aos participantes EUR 0 0.00 0.00 0.00 -1,332,583.75 



5.1.3. Comissões 0 0.00 0.00 0.00 -1,443,800.30 

5.2. A prazo 1 0.00 0.00 1,267.82 826,267.82 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 1,267.82 826,267.82 

PRT11200002 5.2.1. DP/BCP/EUR 05-03-2012 05-04-2012 2,049% EUR 1 825,000.00 825,000.00 1,267.82 826,267.82 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -48,594.35 11,762,475.89 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -48,594.35 11,762,475.89 

7.2.2. Swaps 4 0.00 0.00 -48,594.35 11,762,475.89 

7.2.2. Swap (SWAP - 59579 - EUR/EUR-28-03-2011-28-03-2021) EUR 1 886,389.89 886,389.89 -12,941.67 873,448.22 

7.2.2. Swap (SWAP - 60889 - EUR/EUR-28-03-2011-28-03-2013) EUR 1 34,392.51 34,392.51 -37,076.41 -11,855.35 

7.2.2. Swap (SWAP - 64958 - EUR/EUR-28-03-2011-28-03-2021) EUR 1 10,311,003.12 10,311,003.12 1,639.56 9,534,780.60 

7.2.2. Swap (SWAP - 66459 - EUR/EUR-28-03-2011-28-03-2021) EUR 1 1,366,318.25 1,366,318.25 -215.83 1,366,102.42 

VALOR LÍQUIDO GLOBAL DO FUNDO 219583 150,756,998.81 


VALOR DA UP 56.40

Carteira: OC (UL) RENDA CERTA PRIVATE 2011 3A 1S(NN)-386 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 410,000 0.00 0.00 1,431.03 349,316.94 

1.1.3. Obrigações diversas 410,000 0.00 0.00 1,431.03 349,316.94 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 400,000 84.83 84.83 1,429.38 340,733.42 








PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 49,500,000 89.00 89.00 2,609,400.54 46,664,400.54 




PTM07AJM0147 2.3.2. Mota Engil SGPS SA - 50ª EM PC 05/04/12 EUR 50,000 100.00 100.00 73.99 50,073.99 



5. LIQUIDEZ 0 0.00 0.00 0.00 545,801.99 

5.1. À vista 0 0.00 0.00 0.00 545,801.99 

5.1.9 Outros 0 0.00 0.00 0.00 -0.11 




5.1.3. Comissões 0 0.00 0.00 0.00 -641,667.47 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -2,296,668.67 -4,347,577.40 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -2,296,668.67 -4,347,577.40 

7.2.2. Swaps 1 0.00 0.00 -2,296,668.67 -4,347,577.40 

7.2.2. Swap (SWAP - 60583 - EUR/EUR-29-04-2011-26-04-2014) EUR 1 -2,050,908.73 -2,050,908.73 -2,296,668.67 -4,347,577.40 



VALOR DA UP 53.35

Carteira: OC (UL) RENDA CERTA ESPECIAL 2011-10A 2S-385 Data: 31-03-2012 




NPC: 501 836 926 









PTBIVSOM0077 1.2.3. Millennium BCP Sub April 2021 EUR 64,100,000 97.29 97.29 800,053.28 63,163,101.61 

PTBIVXOM0013 1.2.3. Millennium BCP Sub March 2021 EUR 1,400,000 97.25 97.25 530.83 1,362,046.10 

2. VALORES NÃO COTADOS 21,430,000 0.00 0.00 61,263.31 21,414,710.83 









5. LIQUIDEZ 0 0.00 0.00 0.00 -782,186.75 

5.1. À vista 0 0.00 0.00 0.00 -782,186.75 



5.1.3. Comissões 0 0.00 0.00 0.00 -830,530.45 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 3 0.00 0.00 503,364.90 9,179,154.26 

7.2. Fora de mercado regulamentado 3 0.00 0.00 503,364.90 9,179,154.26 

7.2.2. Swaps 3 0.00 0.00 503,364.90 9,179,154.26 

7.2.2. Swap (SWAP - 59636 - EUR/EUR-01-04-2011-01-04-2021) EUR 1 10,949,080.95 10,949,080.95 574,821.37 11,523,902.32 

7.2.2. Swap (SWAP - 7166580B - EUR/EUR-31-03-2011-01-04-2021) EUR 1 2,077,012.90 2,077,012.90 156,932.38 2,233,945.28 

7.2.2. Swap (SWAP - 7170706B - EUR/EUR-01-04-2011-01-04-2021) EUR 1 -4,350,304.49 -4,350,304.49 -228,388.85 -4,578,693.34 



VALOR DA UP 56.69

Carteira: OC (UL) RENDA CERTA ESPECIAL 2011 10A-3S-388 Data: 31-03-2012 




NPC: 501 836 926 







PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 22,000 81.25 81.25 163.13 18,038.88 




PTBIVXOM0013 1.2.3. Millennium BCP Sub March 2021 EUR 5,200,000 97.25 97.25 1,971.67 5,059,028.40 

PTBIUGOM0072 1.2.3. MillenniumBCP Subordinadas 3º S 2021 EUR 35,000,000 97.39 97.39 326,919.42 34,412,724.32 





2.3. Outros instrumentos de dívida 10,000,000 0.00 0.00 35,802.24 10,035,802.24 

2.3.2. Papel comercial 10,000,000 0.00 0.00 35,802.24 10,035,802.24 




5. LIQUIDEZ 0 0.00 0.00 0.00 -400,114.00 

5.1. À vista 0 0.00 0.00 0.00 -400,114.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -457,510.44 



7.2.2. Swaps 4 0.00 0.00 146,702.48 4,496,757.32 


7.2.2. Swap (SWAP - 60552 - EUR/EUR-04-05-2011-04-05-2021) EUR 1 1,094,033.40 1,094,033.40 40,211.11 1,134,244.51 

7.2.2. Swap (SWAP-EUR/EUR-08-09-2011-04-05-2021) EUR 1 85,381.58 85,381.58 46,271.94 131,653.52 

7.2.2. Swap (SWAP-EUR/EUR-08-09-2011-04-05-2021) EUR 1 82,221.10 82,221.10 1,636.11 83,857.21 



VALOR DA UP 55.81

Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2011 8A 4S-405 Data: 31-03-2012 




NPC: 501 836 926 






PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 12,700,000 85.82 85.82 2,093.38 10,901,067.77 

PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 10,650,000 78.75 78.75 94,532.95 8,481,265.99 





2.1. Valores mobiliários nacionais 62,500,000 0.00 0.00 431,308.50 54,561,025.44 

2.1.3. Obrigações diversas 62,500,000 0.00 0.00 431,308.50 54,561,025.44 

PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 6,650,000 78.70 78.70 26,919.38 5,260,704.72 


BCTZOM 2.1.3. MillenniumBCP Subordinadas December 2019 EUR 26,600,000 86.86 86.86 110,944.16 23,216,708.84 

PTBCL2OM0016 2.1.3. MillenniumBCP Subordinadas November 2019 EUR 17,400,000 94.41 94.41 214,110.88 16,641,865.35 





PTTD9AJM0448 2.3.2. Teixeira Duarte Eng Constr SA 13ª EM PC 14/08/12 EUR 450,000 100.00 100.00 1,288.00 451,288.00 

PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 300,000 100.00 100.00 3,730.67 303,730.67 

5. LIQUIDEZ 0 0.00 0.00 0.00 -229,368.97 

5.1. À vista 0 0.00 0.00 0.00 -229,368.97 



5.1.3. Comissões 0 0.00 0.00 0.00 -273,716.64 



7.2.2. Swaps 5 0.00 0.00 -204,373.57 -235,525.36 


7.2.2. Swap (SWAP - 64550 - EUR/EUR-30-12-2011-09-12-2019) EUR 1 135,116.68 135,116.68 31,021.87 166,138.55 

7.2.2. Swap (SWAP - 64553 - EUR/EUR-30-12-2011-09-12-2019) EUR 1 -1,262.46 -1,262.46 -51,569.67 -52,832.13 

7.2.2. Swap (SWAP - 64554 - EUR/EUR-30-12-2011-09-12-2019) EUR 1 9,592.36 9,592.36 -43,051.71 -33,459.35 




VALOR DA UP 48.05

Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2011 8A-3S-404 Data: 31-03-2012 




NPC: 501 836 926 






PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 4,900,000 85.82 85.82 807.68 4,205,923.78 












PTBCL2OM0016 2.1.3. MillenniumBCP Subordinadas November 2019 EUR 22,600,000 94.41 94.41 278,098.04 21,615,296.37 





5. LIQUIDEZ 0 0.00 0.00 0.00 9,301.31 

5.1. À vista 0 0.00 0.00 0.00 9,301.31 



5.1.3. Comissões 0 0.00 0.00 0.00 -180,217.37 



7.2.2. Swaps 5 0.00 0.00 21,847.55 468,093.41 


7.2.2. Swap (SWAP - 63953 - EUR/EUR-08-11-2011-08-11-2019) EUR 1 160,358.09 160,358.09 -271.59 160,086.50 


7.2.2. Swap (SWAP - 63956 - EUR/EUR-08-11-2011-08-11-2019) EUR 1 138,938.76 138,938.76 37,142.86 176,081.62 




VALOR DA UP 48.95

Carteira: OC (UL) RENDA VALOR 2010 5A-3SR (NN)-373 Data: 31-03-2012 




NPC: 501 836 926 






PTBCT3OM0000 1.2.3. Banco Comercial Português Float 09/05/14 EUR 934,000 80.23 80.23 1,635.43 750,964.95 





PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 1,000 84.51 84.51 3.27 848.33 

5. LIQUIDEZ 0 0.00 0.00 0.00 -80,712.99 

5.1. À vista 0 0.00 0.00 0.00 -80,712.99 

5.1.9 Outros 0 0.00 0.00 0.00 -32,946.19 


5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 -33,755.59 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 -33,755.59 

5.1.3. Comissões 0 0.00 0.00 0.00 -14,011.21 




Carteira: OC (UL) RENDA CERTA ESPECIAL 2010 8A-3S(NN)-372 Data: 31-03-2012 




NPC: 501 836 926 









PTBIP8OM0067 1.1.3. Banco Comercil Portugues Floater - Janeiro 2019 EUR 50,000,000 82.62 82.62 255,969.54 41,565,356.04 





XS0278435226 1.2.3. BCP Finance Bank Float 21/12/16 EUR 1,200,000 59.50 59.50 547.33 714,547.33 

PTBIP6OM0051 1.2.3. Banco Comercil Portugues Floater - Março 2018 EUR 1,000,000 82.70 82.70 35.75 827,018.54 

PTBCUB1E0005 1.2.3. Banco comercial Português 4.75% 22/06/17 EUR 3,400,000 88.22 88.22 124,875.68 3,124,185.68

XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 100,000 69.17 69.17 3,043.03 72,210.03 


2.1. Valores mobiliários nacionais 314,000 0.00 0.00 13,484.68 286,395.36 

2.1.3. Obrigações diversas 314,000 0.00 0.00 13,484.68 286,395.36 








5. LIQUIDEZ 0 0.00 0.00 0.00 -45,798.30 

5.1. À vista 0 0.00 0.00 0.00 -45,798.30 

5.1.9 Outros 0 0.00 0.00 0.00 -27,004.75 


5.1.9 Operações de Compra-Bolsa EUR 0 0.00 0.00 0.00 -27,009.53 



5.1.3. Comissões 0 0.00 0.00 0.00 -83,237.38 



7.2.2. Swaps 7 0.00 0.00 365,133.34 -4,668,457.08 

7.2.2. CDS (Swap - (CDS Portugal Telecom Senior 2500000 EUR (SWAP - 2839 - E EUR 1 -197,386.46 -197,386.46 69.44 -197,317.02 


7.2.2. CDS (Swap - series OTC (CDS BBVA Subordinada 15000000 EUR (SWAP-2525-E EUR 1 -3,112,602.55 -3,112,602.55 78,833.33 -3,033,769.22 

7.2.2. CDS (Swap - series OTC) (CDS LA Caixa Senior 15000000 EUR (SWAP-2526-E EUR 1 -381,365.84 -381,365.84 62,708.33 -318,657.51 

7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 1000000 EUR (SWAP-2521-EUR/E EUR 1 -101,827.47 -101,827.47 61.11 -101,766.36 





VALOR DA UP 40.63





NPC: 501 836 926 






PTBCSTOM0028 1.1.3. Banco Comercial Portugues Floater - Março 2016 EUR 8,000,000 90.37 90.37 28,668.00 7,258,633.52 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 332,500 84.83 84.83 1,188.17 283,234.65 






FR0010248641 1.2.3. Credit Agricole Var 09/11/49 EUR 5,500,000 75.79 75.79 88,749.86 4,257,364.86 

XS0336744650 1.2.3. UBS Capital Var 29/12/49 EUR 5,800,000 94.86 94.86 332,079.47 5,833,843.47 








PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 190,000 90.33 90.33 1,355.56 172,974.87 






5. LIQUIDEZ 7,028,824 0.00 0.00 119,647.93 6,799,718.36 

5.1. À vista 0 0.00 0.00 0.00 -348,753.91 

5.1.9 Outros 0 0.00 0.00 0.00 -133,658.14 






5.1.3. Comissões 0 0.00 0.00 0.00 -439,934.25 

5.2. A prazo 7,028,824 0.00 0.00 119,647.93 7,148,472.27 





7.2.1. Forwards 2 0.00 0.00 0.00 4,549.90 


7.2.2. Swaps 4 0.00 0.00 -369,748.75 1,988,228.63 

7.2.2. Swap (IRS-34821PA-5.29% 26/03/16 & IRS-34821PP-Float 26/03/16) EUR 1 728,108.85 728,108.85 -54,429.77 673,679.08 

7.2.2. Swap (IRS-34823PA-5.29% 26-03-2016 & IRS-34823PP-Float 26/03/2016) EUR 1 699,352.53 699,352.53 -48,670.00 650,682.53

7.2.2. Swap (IRS-34835PA-5.29% 26/03/16 & IRS-34835PP-Float 26/03/16) EUR 1 718,287.83 718,287.83 -27,495.33 690,792.50 

7.2.2. Swap (IRS-34879PA-5.29% 26/06/16 & IRS-34879PP-5.38% 26/03/16) EUR 1 212,228.17 212,228.17 -239,153.65 -26,925.48 




Carteira: OC (UL) RENDA PRIV 2008 8A 1SR - 282 Data: 31-03-2012 




NPC: 501 836 926 






PTBAIOOM0068 1.1.3. Banco Comercial Portugues Floater-Março 2016 EUR 30,000,000 87.78 87.78 5,487.50 26,339,678.30 













5. LIQUIDEZ 0 0.00 0.00 0.00 -49,992.15 

5.1. À vista 0 0.00 0.00 0.00 -49,992.15 

5.1.9 Outros 0 0.00 0.00 0.00 0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -287,878.87 



7.2.2. Swaps 9 0.00 0.00 23,394.85 -158,534.12 

7.2.2. CDS (Swap - s (CDS Banco Popular Subordinadas 9000000 EUR (SWAP-2410-E EUR 1 -1,596,237.35 -1,596,237.35 2,875.00 -1,593,362.35 

7.2.2. CDS (Swap - s (CDS Banco Sabadell Subordinada 9000000 EUR (SWAP-2411-E EUR 1 -1,480,358.41 -1,480,358.41 2,875.00 -1,477,483.41 


7.2.2. Swap (IRS-35021PA-6.9275% 29/03/16 & IRS-35021PP-Float 29/03/16) EUR 1 746,155.77 746,155.77 3,267.15 749,422.92 





7.2.2. Swap (IRS-35122PA-6.93% 29/03/16 & IRS-35122PP-Float 29/03/16) EUR 1 507,797.31 507,797.31 2,245.14 510,042.45 



VALOR DA UP 55.91

Carteira: OC (UL) RENDA CERTA ESP 2008 8A 2SR- 284 Data: 31-03-2012 




NPC: 501 836 926 






PTBAIOOM0068 1.1.3. Banco Comercial Portugues Floater-Março 2016 EUR 92,500,000 87.78 87.78 16,919.78 81,214,008.08 







2. VALORES NÃO COTADOS 7,479,000 0.00 0.00 381,526.52 7,038,140.45 

2.1. Valores mobiliários nacionais 7,479,000 0.00 0.00 381,526.52 7,038,140.45 





5. LIQUIDEZ 0 0.00 0.00 0.00 -988,863.37 

5.1. À vista 0 0.00 0.00 0.00 -988,863.37 

5.1.9 Outros 0 0.00 0.00 0.00 -237,418.64 



5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 315,169.00 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 315,169.00 

5.1.3. Comissões 0 0.00 0.00 0.00 -1,066,613.73 



7.2.2. Swaps 9 0.00 0.00 75,633.74 8,124,391.89 

7.2.2. CDS (Swap - ser (CDS BNP Paribas Subordinada 45000000 EUR (SWAP-2412-E EUR 1 -1,181,856.13 -1,181,856.13 13,437.50 -1,168,418.63 

7.2.2. CDS (Swap - series OTC) (CDS AXA Subordinada 7500000 EUR (SWAP-2413-EU EUR 1 -226,323.14 -226,323.14 1,822.92 -224,500.22 

7.2.2. CDS (Swap - series OTC) (CDS RBS Subordinada 15000000 EUR (SWAP-2414-E EUR 1 -1,653,016.72 -1,653,016.72 3,854.17 -1,649,162.55 

7.2.2. CDS (Swap - series OTC) (CDS UBS Subordinada 25000000 EUR (SWAP-2415-E EUR 1 -395,014.58 -395,014.58 6,388.89 -388,625.69 

7.2.2. Swap (IRS-34788PA 6.698% 29/03/16 & IRS-34788PP-Float 29/03/16) EUR 1 4,571,670.83 4,571,670.83 20,193.75 4,591,864.58 

7.2.2. Swap (IRS-34789PA-6.698% 29/03/16 & IRS-34789PP-Float 29/03/16) EUR 1 2,845,736.42 2,845,736.42 12,295.14 2,858,031.56 

7.2.2. Swap (IRS-34791PA 6.698% 29/03/16 & IRS-34791PP-Float 29/03/16) EUR 1 1,701,520.83 1,701,520.83 7,356.25 1,708,877.08 

7.2.2. Swap (IRS-35526PA 6.698% 29/03/16 & IRS-35526PP-Float 29/03/16) EUR 1 880,365.51 880,365.51 3,782.29 884,147.80 

7.2.2. Swap (IRS-64941PA-6.698% 29/03/16 & IRS-64941PP Float 29/03/16) EUR 1 1,710,994.47 1,710,994.47 6,502.83 1,512,177.96 



VALOR DA UP 56.25

Carteira: OC (UL) RENDA PRÉMIO 2008 8A 1SR 278 Data: 31-03-2012 




NPC: 501 836 926 






BCQXOM 1.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 1,850,000 63.28 63.28 4,510.86 1,175,187.31 


1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 10,750,000 0.00 0.00 310,726.74 8,677,036.74 

1.2.3. Obrigações diversas 10,750,000 0.00 0.00 310,726.74 8,677,036.74 


FR0010306738 1.2.3. BNP Paribas Var 12/04/16 EUR 1,550,000 77.18 77.18 70,911.23 1,267,247.73 








5. LIQUIDEZ 521,500 0.00 0.00 15,401.56 1,492,615.99 

5.1. À vista 0 0.00 0.00 0.00 -74,284.65 

5.1.9 Outros 0 0.00 0.00 0.00 -107,367.14 




5.1.3. Comissões 0 0.00 0.00 0.00 -193,276.59 

5.2. A prazo 521,500 0.00 0.00 15,401.56 1,566,900.64 

5.2.1. Depósitos e outros equiparados 521,500 0.00 0.00 15,401.56 1,566,900.64 

PRT11200002 5.2.1. DP/BCP/EUR 20-12-2011 20-06-2012 5,9496% EUR 521,499 1.00 1.00 8,877.20 530,376.28 

PRT11200002 5.2.1. DP/BCP/EUR 30-01-2012 30-07-2012 3,678% EUR 1 1,030,000.00 1,030,000.00 6,524.36 1,036,524.36 



7.2.2. Swaps 4 0.00 0.00 -197,838.54 4,941,776.55 

7.2.2. Swap (IRS-34868PA-1% 26/03/16 & IRS-34868PP-5.35% 26/03/16) EUR 1 2,275,202.07 2,275,202.07 -142,129.73 2,133,072.34 

7.2.2. Swap (IRS/FB-DIF47471 PA-1% 26/03/16 & IRS/FB-DIF47471 PP-Float 26/03/ EUR 1 1,117,726.79 1,117,726.79 -10,826.52 842,993.80 

7.2.2. Swap (IRS/FB-DIF47529 PA-1% 26/03/16 & IRS/FB-DIF47529 PP-Float 26/03/ EUR 1 1,120,057.07 1,120,057.07 -21,180.79 881,092.38 

7.2.2. Swap (IRS/FB-DIF47557 PA-1% 26/03/16 & IRS/FB-DIF47557 PP-Float 26/03/ EUR 1 1,108,319.53 1,108,319.53 -23,701.50 1,084,618.03 



VALOR DA UP 56.61

Carteira: OC (UL) RENDA CERTA ESPECIAL 2009-5A-1ªS - 325 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 103,270,000 0.00 0.00 379,933.31 98,613,152.56 



PTBAIKOM0070 1.1.3. Banco Comercial Portugues Floater - Maio 2014 1ªEM EUR 101,000,000 95.22 95.22 378,436.01 96,547,256.55 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 51,500 84.83 84.83 184.03 43,869.43 

PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 1,476,000 96.39 96.39 80.56 1,422,724.92 



PTBCT3OM0000 1.2.3. Banco Comercial Português Float 09/05/14 EUR 700,000 80.23 80.23 1,225.70 562,821.70 




PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 33,000,000 89.00 89.00 1,739,600.36 31,109,600.36 










5. LIQUIDEZ 0 0.00 0.00 0.00 12,084,069.37 

5.1. À vista 0 0.00 0.00 0.00 12,084,069.37 

5.1.9 Outros 0 0.00 0.00 0.00 0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -1,716,631.52 



7.2.2. Swaps 4 0.00 0.00 627,814.76 2,797,716.13 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 44000000 EUR (SWAP-2394-E EUR 1 490,625.69 490,625.69 73,088.88 563,714.57 

7.2.2. CDS (Swap - series OTC) (CDS Ireland Senior 57000000 EUR (SWAP-2395-EU EUR 1 -3,424,958.78 -3,424,958.78 180,556.98 -3,244,401.80 

7.2.2. Swap (IRS/41991 PA 5.76% 08/05/14 & IRS/41991 PP Float 08/05/14) EUR 1 3,884,318.41 3,884,318.41 284,555.57 4,168,873.98 

7.2.2. Swap (IRS/42053 PA 5.945% 08/05/14 & IRS/42053 PP Float 08/05/14) EUR 1 1,219,916.05 1,219,916.05 89,613.33 1,309,529.38 



VALOR DA UP 41.82

Carteira: OC (UL) RENDA CRESCENTE MAIS 2009-8A-6S-338 Data: 31-03-2012 




NPC: 501 836 926 








PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 74,000 84.83 84.83 264.43 63,035.68 




PTBIPEOM0055 1.2.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 60,000,000 83.29 83.29 4,313.33 49,977,549.53 


XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 100,000 69.17 69.17 3,043.03 72,210.03 





XS0470965889 2.1.3. BCP Finance Bank CLN Cimpor March 2015 - 20/03/15 EUR 5,000,000 88.26 88.26 4,740.69 4,417,982.34 

BCTLOM 2.1.3. Banco Comercial Portugues Fixa - Outubro 2019 EUR 9,500,000 71.02 71.02 164,173.47 6,911,410.82 

BCQVOM 2.1.3. Banco Comercial Portugues Fixa-Outubro 2019 EUR 5,400,000 72.14 72.14 146,065.55 4,041,546.49 






5. LIQUIDEZ 0 0.00 0.00 0.00 64,968.64 

5.1. À vista 0 0.00 0.00 0.00 64,968.64 

5.1.9 Outros 0 0.00 0.00 0.00 -44,908.77 


5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 314,679.44 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 314,679.44 

5.1.3. Comissões 0 0.00 0.00 0.00 -204,802.03 



7.2.2. Swaps 7 0.00 0.00 -296,424.59 -698,760.82 

7.2.2. CDS (Swap - series OTC (CDS Soc. Gen. Senior 52000000 EUR (SWAP-2511-E EUR 1 -4,850,784.77 -4,850,784.77 2,302.16 -4,848,482.61 

7.2.2. CDS (Swap - series OTC) (CDS Soc. Gen. Senior 8000000 EUR (SWAP-2512-E EUR 1 -760,915.20 -760,915.20 337.78 -760,577.42 

7.2.2. Swap (IRS-46083PA-4.39% 29/12/17 & IRS-46083PP-Float 30/12/13) EUR 1 882,591.52 882,591.52 67.33 882,658.85 

7.2.2. Swap (IRS-46657PA - 4.58% 20/12/17 & IRS-46657PP - Var 20/12/17) EUR 1 362,654.36 362,654.36 2,766.25 365,420.61 

7.2.2. Swap (IRS/3589509 PA 4.295% 29/12/17 & IRS/3589509 PP Float 29/12/17) EUR 1 564,409.72 564,409.72 41.56 564,451.28 

7.2.2. Swap (IRS/BC-3497830PA-6.765% 29/12/17 & IRS/BC-3497830PP-6.875% 29/12 EUR 1 -36,195.43 -36,195.43 -302,424.11 -338,619.54 

7.2.2. Swap (IRS/BC-3497855PA - 4.604% 29/12/17 & IRS/BC-3497855PP Float 29/1 EUR 1 3,435,903.57 3,435,903.57 484.44 3,436,388.01 



VALOR DA UP 44.47

Carteira: OC (UL) PPR 55 - 2009 - 339 Data: 31-03-2012 




NPC: 501 836 926 










XS0250907218 1.2.3. CEMG-Cayman Island Float 18/04/16 EUR 1,000,000 53.88 53.88 4,404.33 543,238.33 






5. LIQUIDEZ 0 0.00 0.00 0.00 -29,119.68 

5.1. À vista 0 0.00 0.00 0.00 -29,119.68 

5.1.9 Outros 0 0.00 0.00 0.00 -7,433.61 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -7,433.61 



5.1.3. Comissões 0 0.00 0.00 0.00 -42,543.36 



7.2.2. Swaps 2 0.00 0.00 -171,533.20 1,389,375.22 

7.2.2. Swap (IRS-45721 PA Var 29/12/14 & IRS-45721PP-4.6% 29/12/14) EUR 1 891,975.43 891,975.43 -91,000.00 800,975.43 

7.2.2. Swap (IRS-60839PA Var 29/12/14 & IRS-60839PP-4.65% 29/12/14) EUR 1 916,346.56 916,346.56 -80,533.20 588,399.79 



VALOR DA UP 46.57

Carteira: OC (UL) RENDA CERTA ESPECIAL 2009 5A-3S-341 Data: 31-03-2012 




NPC: 501 836 926 













5. LIQUIDEZ 0 0.00 0.00 0.00 19,526.97 

5.1. À vista 0 0.00 0.00 0.00 19,526.97 

5.1.9 Outros 0 0.00 0.00 0.00 -0.03 

5.1.9 Diferimento do juro das OPL's EUR 0 0.00 0.00 0.00 -0.03 



5.1.3. Comissões 0 0.00 0.00 0.00 -8,749.51 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 2 0.00 0.00 0.00 194.21 

7.2. Fora de mercado regulamentado 2 0.00 0.00 0.00 194.21 

7.2.2. Swaps 2 0.00 0.00 0.00 194.21 

7.2.2. Swap (IRS-45684PA-4,35% 15/12/14 & IRS-45684PP-Float 15/12/14) EUR 1 28,664.33 28,664.33 3,313.88 31,978.21 

7.2.2. Swap (IRS/BC-B7019678 PA Float 15/12/14 & IRS/BC-B7019678 PP - 4.35% 1 EUR 1 -28,470.12 -28,470.12 -3,313.88 -31,784.00 

VALOR LÍQUIDO GLOBAL DO FUNDO 173911.33 3,265,546.03 


VALOR DA UP 59.00

Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A-7S-343 Data: 31-03-2012 




NPC: 501 836 926 









PTBIPEOM0055 1.2.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 2,900,000 83.29 83.29 208.48 2,415,581.56 


XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 1,000,000 69.17 69.17 30,430.33 722,100.33 





5. LIQUIDEZ 0 0.00 0.00 0.00 -5,365.28 

5.1. À vista 0 0.00 0.00 0.00 -5,365.28 

5.1.9 Outros 0 0.00 0.00 0.00 -9,004.07 


5.1.9 Operações de Venda-Bolsa EUR 0 0.00 0.00 0.00 27,009.53 







7.2.2. Swaps 4 0.00 0.00 -34,214.27 -348,004.39 

7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 2900000 EUR (SWAP-2513-E EUR 1 -667,931.27 -667,931.27 186.89 -667,744.38 

7.2.2. Swap (IRS-46153PA Var 29/12/17 & IRS-46153PP Float 29/12/17) EUR 1 45,565.12 45,565.12 -4,074.61 41,490.51 

7.2.2. Swap (IRS-66468PA Var 29/12/17 & IRS-66468PP Float 29/12/17) EUR 1 228,434.91 228,434.91 -23.17 228,411.74 

7.2.2. Swap (IRS/BC-3589448PA Var 29/12/17 & IRS/BC-3589448PP Var 29/12/17) EUR 1 80,141.12 80,141.12 -30,303.38 49,837.74 



VALOR DA UP 38.82

Carteira: OC (UL) RENDA CRESC PRIVATE 2009- 5A-1SR-344 Data: 31-03-2012 




NPC: 501 836 926 










PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 4,800,000 89.00 89.00 253,032.78 4,525,032.78 


5. LIQUIDEZ 0 0.00 0.00 0.00 -6,291.67 

5.1. À vista 0 0.00 0.00 0.00 -6,291.67 

5.1.9 Outros 0 0.00 0.00 0.00 0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -12,992.51 



VALOR DA UP 59.92

Carteira: OC (UL) RENDA CERTA 2009 8A - 1S - 345 Data: 31-03-2012 




NPC: 501 836 926 






PTBIPEOM0055 1.2.3. Banco Comercial Portugues Floater - Dezembro 2017 EUR 3,000,000 83.29 83.29 215.67 2,498,877.48 


XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 1,000,000 69.17 69.17 30,430.33 722,100.33 










5. LIQUIDEZ 0 0.00 0.00 0.00 6,022.59 

5.1. À vista 0 0.00 0.00 0.00 6,022.59 

5.1.9 Outros 0 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -11,964.73 



7.2.2. Swaps 4 0.00 0.00 -34,111.86 -486,322.20 

7.2.2. CDS (Swap - series OTC) (CDS BBVA Subordinada 3000000 EUR (SWAP-2514-E EUR 1 -690,963.33 -690,963.33 193.33 -690,770.00 

7.2.2. Swap (IRS-46157PA-4.675% 29/12/17 & IRS-46157PP-Float 29/12/17) EUR 1 212,420.85 212,420.85 -14.42 212,406.43 

7.2.2. Swap (IRS/BC-3592456PA 6.58% 29/12/17 & IRS/BC-3592456PP Var 29/12/17) EUR 1 16,056.65 16,056.65 -30,247.55 -14,190.90 

7.2.2. Swap (IRS/BC-3592458PA 5.7% 29/12/17 & IRS/BC-3592458PP Float 29/12/17 EUR 1 10,275.49 10,275.49 -4,043.22 6,232.27 



VALOR DA UP 38.77

Carteira: OC (UL) RENDA PRÉMIO 2009-5A-7SR (NN)-337 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 2,738,000 0.00 0.00 8,703.25 2,140,440.87 



PTBAINOM0044 1.1.3. Banco Comercial Portugues Floater - Outubro 2014 EUR 1,550,000 91.63 91.63 4,181.21 1,424,410.50 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 29,000 84.83 84.83 103.63 24,703.17 


1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 1,000,000 0.00 0.00 4,404.33 543,238.33 








PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 1,400,000 90.33 90.33 9,988.34 1,274,551.65 

5. LIQUIDEZ 0 0.00 0.00 0.00 -8,887.32 

5.1. À vista 0 0.00 0.00 0.00 -8,887.32 

5.1.9 Outros 0 0.00 0.00 0.00 -106.96 


5.1.9 IRS EUR 0 0.00 0.00 0.00 -106.95 



5.1.3. Comissões 0 0.00 0.00 0.00 -19,118.62 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -31,077.60 462,259.15 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -31,077.60 462,259.15 

7.2.2. Swaps 4 0.00 0.00 -31,077.60 462,259.15 

7.2.2. CDS (Swap - series (CDS Deutsche Bank Senior 1550000 EUR (SWAP-2408-E EUR 1 -7,722.35 -7,722.35 2,179.90 -5,542.45 

7.2.2. Swap (IRS-45655PA-1% 14/12/14 & IRS-45655PP-Float 14/12/14) EUR 1 295,658.35 295,658.35 -2,724.71 292,933.64 

7.2.2. Swap (IRS-45656PA-1% 14/12/14 & IRS-45656PP-3,5% 14/12/14) EUR 1 58,350.51 58,350.51 -24,666.67 33,683.84 

7.2.2. Swap (IRS/BC-3538468PA-VAR 14/12/14 & IRS/BC-3538468PP Float 14/12/14) EUR 1 147,050.24 147,050.24 -5,866.12 141,184.12 



VALOR DA UP 53.58

Carteira: OC (UL) RENDA PREMIO 2010 5A-1S(NN)-354 Data: 31-03-2012 




NPC: 501 836 926 












PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 1,000 84.51 84.51 3.27 848.33 

5. LIQUIDEZ 0 0.00 0.00 0.00 -36,233.40 

5.1. À vista 0 0.00 0.00 0.00 -36,233.40 

5.1.9 Outros 0 0.00 0.00 0.00 1,198.86 

5.1.9 Diferimento do juro das OPL's EUR 0 0.00 0.00 0.00 1,198.86 





5.1.3. Comissões 0 0.00 0.00 0.00 -38,622.65 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 2 0.00 0.00 -232,319.52 243,044.80 

7.2. Fora de mercado regulamentado 2 0.00 0.00 -232,319.52 243,044.80 

7.2.2. Swaps 2 0.00 0.00 -232,319.52 243,044.80 

7.2.2. Swap (IRS-50032PA - VAR 12/05/15 & IRS-50032PP - VAR 12/05/15) EUR 1 380,654.89 380,654.89 -232,319.52 148,335.37 

7.2.2. Swap (IRS-50040PA - 3.4% 12/05/15 & IRS-50040PP - Float 12/05/15) EUR 1 94,709.43 94,709.43 0.00 94,709.43 



VALOR DA UP 46.37





NPC: 501 836 926 






PTBAIBOM0055 1.1.3. Banco Comercial Portugues Floater - Agosto 2013 EUR 25,000,000 95.51 95.51 48,331.97 23,925,123.22 


2. VALORES NÃO COTADOS 999,500 0.00 0.00 8,777.61 987,314.01 













5. LIQUIDEZ 0 0.00 0.00 0.00 -10,821.84 

5.1. À vista 0 0.00 0.00 0.00 -10,821.84 



5.1.3. Comissões 0 0.00 0.00 0.00 -88,015.99 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 3 0.00 0.00 38,339.33 -731,160.33 

7.2. Fora de mercado regulamentado 3 0.00 0.00 38,339.33 -731,160.33 

7.2.2. Swaps 3 0.00 0.00 38,339.33 -731,160.33 

7.2.2. CDS (Swap - se (CDS Banco Popular Subordinada 7000000 EUR (SWAP-2377-E EUR 1 -392,230.36 -392,230.36 22,335.17 -369,895.19 

7.2.2. CDS (Swap - serie (CDS Barclays Subordinada 18000000 EUR (SWAP-2378-E EUR 1 -135,746.01 -135,746.01 38,409.99 -97,336.02 

7.2.2. Swap (IRS-62513PA-Var 14/08/13 & IRS-62513PP-Float 14/08/13) EUR 1 -289,249.45 -289,249.45 -22,405.83 -263,929.12 



VALOR DA UP 58.51

Carteira: OC (UL) RENDA PRÉMIO 2008 5A 1SR - 304 Data: 31-03-2012 




NPC: 501 836 926 






PTBAICOM0070 1.1.3. Banco Comercial Portugues Floater - Setembro 2013 EUR 37,400,000 95.34 95.34 38,274.73 35,693,939.10 





5. LIQUIDEZ 0 0.00 0.00 0.00 -149,099.36 

5.1. À vista 0 0.00 0.00 0.00 -149,099.36 

5.1.9 Outros 0 0.00 0.00 0.00 -18,841.98 




5.1.3. Comissões 0 0.00 0.00 0.00 -196,790.69 



7.2.2. Swaps 7 0.00 0.00 163,302.56 8,925,660.92 

7.2.2. CDS (Swap - (CDS Credit Agricole Subordinada 9900000 EUR (SWAP-2898-E EUR 1 -293,803.44 -293,803.44 9,534.42 -279,817.90 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 25500000 EUR (SWAP-2380-E EUR 1 -930,703.46 -930,703.46 26,632.34 -904,071.12 


7.2.2. Swap (IRS-65937PA-0.970% 03/09/13 & IRS-65937PP-Float 03/09/13) EUR 1 1,592,185.26 1,592,185.26 19,577.60 1,532,153.60 

7.2.2. Swap (IRS/FB DIU73477 PA-0.830% 03/09/13 & IRS/FB DIU73477 PP-Float 03 EUR 1 3,038,663.74 3,038,663.74 28,035.61 2,811,117.34 

7.2.2. Swap (IRS/FB DIV84895 PA-0.97% 03/09/13 & IRS/FB DIV84895 PP-Float 03/ EUR 1 3,189,376.52 3,189,376.52 42,775.99 3,232,152.51 

7.2.2. Swap (IRS/FB DIW86486 PA-0.970% 03/09/13 & IRS/FB DIW86486 PP-Float 03 EUR 1 2,610,641.49 2,610,641.49 34,852.21 2,645,493.70 



VALOR DA UP 59.30

Carteira: OC (UL) RENDA PREMIO 2009 5A 1SR - 316 Data: 31-03-2012 




NPC: 501 836 926 







PTBAIGOM0035 1.1.3. Banco Comercial Portugues Floater - Fevereiro 2014 EUR 9,950,000 93.82 93.82 16,483.85 9,351,797.82 

5. LIQUIDEZ 0 0.00 0.00 0.00 2,144,548.33 

5.1. À vista 0 0.00 0.00 0.00 2,144,548.33 

5.1.9 Outros 0 0.00 0.00 0.00 0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -29,324.10 



7.2.2. Swaps 3 0.00 0.00 -32,951.39 3,306,532.98 


7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 9950000 EUR (SWAP-2389-EUR/E EUR 1 -156,727.44 -156,727.44 16,583.33 -140,144.11 

7.2.2. Swap (IRS/FB-DJL71025 PA-Var 18/02/14 & IRS/FB-DJL71025 PP-Float 18/02 EUR 1 3,618,591.40 3,618,591.40 -49,577.78 3,569,013.62 



VALOR DA UP 38.35

Carteira: OC (UL) RENDA CERTA MAIS 2008 5A 2SR 301 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 37,704,000 0.00 0.00 134,578.41 36,231,830.99 


PTBAIAOM0056 1.1.3. Banco Comercial Portugues Floater - Julho 2013 EUR 37,500,000 95.74 95.74 132,421.78 36,033,741.28 










PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 215,000 98.01 98.01 1,533.92 212,247.25 





5. LIQUIDEZ 0 0.00 0.00 0.00 -303,060.82 

5.1. À vista 0 0.00 0.00 0.00 -303,060.82 



5.1.3. Comissões 0 0.00 0.00 0.00 -306,553.66 



7.2.1. Forwards 1 0.00 0.00 0.00 909.98 

7.2.1. FW Obrigações (PTBCQWOM0033 - 20111031 - 20131013) EUR 1 909.98 909.98 0.00 909.98 

7.2.2. Swaps 6 0.00 0.00 408,088.55 1,697,617.36 


7.2.2. CDS (Swap - se (CDS Credit Suisse Subordinada 7500000 EUR (SWAP-2374-E EUR 1 4,984.03 4,984.03 25,000.00 29,984.03 

7.2.2. CDS (Swap - series (CDS Barclays Subordinada 7500000 EUR (SWAP-2372-E EUR 1 -56,849.09 -56,849.09 25,156.25 -31,692.84 

7.2.2. CDS (Swap - series O (CDS Natixis Subordinada 7500000 EUR (SWAP-2375-E EUR 1 -139,756.55 -139,756.55 28,906.25 -110,850.30 

7.2.2. CDS (Swap - series OTC) (CDS AXA Subordinada 7500000 EUR (SWAP-2371-EU EUR 1 -54,439.23 -54,439.23 21,875.00 -32,564.23 

7.2.2. Swap (IRS/FB DIR30213 PA-7.01% 16/07/13 & IRS/FB DIR30213 PP-Float 16/ EUR 1 1,711,252.60 1,711,252.60 282,151.05 1,993,403.65 



VALOR DA UP 61.04

Carteira: OC (UL) RENDA CERTA 8A 1SR -147 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 9,400,900 0.00 0.00 1,549.58 7,929,131.96 



BCTMOM 1.1.3. Banco Comercial Portugues Floater-Setembro 2015 EUR 8,900,000 84.24 84.24 1,467.02 7,499,183.55 


2. VALORES NÃO COTADOS 9,567,950 0.00 0.00 31,542.02 8,120,101.72 

2.1. Valores mobiliários nacionais 9,567,950 0.00 0.00 31,542.02 8,120,101.72 

2.1.3. Obrigações diversas 9,567,950 0.00 0.00 31,542.02 8,120,101.72 

PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 9,507,950 84.51 84.51 31,120.55 8,065,936.35 



PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 25,000 90.33 90.33 178.36 22,759.85 


5. LIQUIDEZ 0 0.00 0.00 0.00 -39,684.22 

5.1. À vista 0 0.00 0.00 0.00 -39,684.22 

5.1.9 Outros 0 0.00 0.00 0.00 0.02 




5.1.3. Comissões 0 0.00 0.00 0.00 -43,029.68 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 5 0.00 0.00 695,503.28 2,583,962.19 

7.2. Fora de mercado regulamentado 5 0.00 0.00 695,503.28 2,583,962.19 

7.2.2. Swaps 5 0.00 0.00 695,503.28 2,583,962.19 


7.2.2. Swap (IRS-29183PA-Var 20/06/15 & IRS-29183PP Float 20/06/15) EUR 1 998,016.80 998,016.80 -17,039.01 980,977.79 

7.2.2. Swap (IRS/FB-DHI80159 PA 5.275% 29/06/15 & IRS/FB-DHI80159 PP-Var 29/0 EUR 1 -382,354.09 -382,354.09 666,404.40 284,050.31 

7.2.2. Swap (IRS/FB-DHI80279 PA-5.55% 29/06/15 & IRS/FB-DHI80279 PP-Float 29/ EUR 1 56,698.03 56,698.03 18,726.45 75,424.48 

7.2.2. Swap (IRS/FB-DHI86293 PA-Var 22/06/15 & IRS/FB-DHI86293 PP-Float 22/06 EUR 1 1,169,833.39 1,169,833.39 10,151.47 1,179,984.86 



VALOR DA UP 59.04

Carteira: OC (UL) RENDA PRIVATE 2007 8A 1SR - 148 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 62,013,500 0.00 0.00 2,128,178.81 55,033,604.24 


1.1.1. Títulos de dívida pública 18,850,000 0.00 0.00 289,857.36 14,037,162.36 

PTOTE3OE0017 1.1.1. PGB 3.35% 15/10/15 EUR 18,850,000 72.93 72.93 289,857.36 14,037,162.36 


PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 33,000,000 95.00 95.00 1,417,827.87 32,767,827.87 

PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 37,500 78.75 78.75 332.86 29,863.61 






XS0256975458 1.2.3. Generali Finance Assgen Var 29/06/49 EUR 10,000,000 76.66 76.66 419,839.61 8,085,739.61 






PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 7,500 98.01 98.01 53.51 7,403.97 







PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 1,450,000 100.00 100.00 18,031.60 1,468,031.60 

5. LIQUIDEZ 0 0.00 0.00 0.00 183,932.59 

5.1. À vista 0 0.00 0.00 0.00 183,932.59 



5.1.3. Comissões 0 0.00 0.00 0.00 -374,313.98 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -1,013,312.95 -8,719,426.28 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -1,013,312.95 -8,719,426.28 

7.2.2. Swaps 4 0.00 0.00 -1,013,312.95 -8,719,426.28 

7.2.2. Swap (IRS-27674PA-Float 18/06/15 & IRS-27674PP-5.169% 18/06/15) EUR 1 -2,025,691.43 -2,025,691.43 -385,968.62 -2,411,660.05 

7.2.2. Swap (IRS-27675PA-Float 18/06/15 & IRS-27675PP-5.317% 18/06/15) EUR 1 -1,952,419.83 -1,952,419.83 -321,048.99 -2,273,468.82 

7.2.2. Swap (IRS-27676PA-Float 18/06/15 & IRS-27676PP-5% 18/06/15) EUR 1 -2,389,167.42 -2,389,167.42 -269,082.26 -2,658,249.68 

7.2.2. Swap (IRS/FB-DHF39050 PA-Float 18/06/15 & IRS/FB-DHF39050 PP-5.234% 18 EUR 1 -1,338,834.65 -1,338,834.65 -37,213.08 -1,376,047.73 



VALOR DA UP 47.75

Carteira: OC (UL) RENDA CRESCENTE MENSAL 2010 1S-349 Data: 31-03-2012 




NPC: 501 836 926 





1.1.1. Títulos de dívida pública 590,000 0.00 0.00 20,803.14 388,166.64 

PTOTENOE0018 1.1.1. PGB 4.45% 15/06/18 EUR 590,000 62.27 62.27 20,803.14 388,166.64 




1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 2,035,000 0.00 0.00 87.46 1,674,878.04 

1.2.3. Obrigações diversas 2,035,000 0.00 0.00 87.46 1,674,878.04 


PTBIP6OM0051 1.2.3. Banco Comercil Portugues Floater - Março 2018 EUR 2,000,000 82.70 82.70 71.50 1,654,037.08 


2.1. Valores mobiliários nacionais 174,000 0.00 0.00 472.27 143,036.83 







5. LIQUIDEZ 0 0.00 0.00 0.00 -169,657.34 

5.1. À vista 0 0.00 0.00 0.00 -169,657.34 

5.1.9 Outros 0 0.00 0.00 0.00 5,438.89 






5.1.3. Comissões 0 0.00 0.00 0.00 -229,854.46 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 5 0.00 0.00 -72,016.47 -1,023,460.03 

7.2. Fora de mercado regulamentado 5 0.00 0.00 -72,016.47 -1,023,460.03 

7.2.2. Swaps 5 0.00 0.00 -72,016.47 -1,023,460.03 


7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 2000000 EUR (SWAP-2519-EUR/E EUR 1 -203,655.02 -203,655.02 0.00 -203,655.02 

7.2.2. Swap (IRS-50028PA-2.050% 12/05/12 & IRS-50028PP-Float 12/05/12) EUR 1 3,210.51 3,210.51 -62,758.21 -59,547.70 


7.2.2. Swap (IRS/BC-3843467PA-4.335% 12/05/18 & IRS/BC-3843467PP Float 12/05/ EUR 1 1,294,224.07 1,294,224.07 -21,144.45 1,273,079.62 



VALOR DA UP 44.23

Carteira: OC (UL) RENDA CRESCENTE MAIS 2009 8A 4SR-326 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 5,985,000 0.00 0.00 12,107.37 5,090,021.31 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 5,985,000 0.00 0.00 12,107.37 5,090,021.31 


PTBAI6OM0020 1.1.3. Banco Comercial Portugues Floater- Maio 2017 EUR 5,900,000 84.83 84.83 12,093.36 5,017,061.41 


2. VALORES NÃO COTADOS 260,000 0.00 0.00 848.31 214,407.23 

2.1. Valores mobiliários nacionais 260,000 0.00 0.00 848.31 214,407.23 

2.1.3. Obrigações diversas 260,000 0.00 0.00 848.31 214,407.23 





5. LIQUIDEZ 0 0.00 0.00 0.00 -20,458.87 

5.1. À vista 0 0.00 0.00 0.00 -20,458.87 



5.1.3. Comissões 0 0.00 0.00 0.00 -45,962.58 



7.2.2. Swaps 3 0.00 0.00 8,876.22 677,115.10 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 3500000 EUR (SWAP-2492-EU EUR 1 57,329.07 57,329.07 5,985.97 63,315.04 


7.2.2. Swap (IRS/FB-DJT87166 PA 02/06/17 & IRS/FB-DJT87166 PP Float 02/06/17) EUR 1 612,271.03 612,271.03 -211.75 567,038.99 

VALOR LÍQUIDO GLOBAL DO FUNDO 21831.9 5,961,084.77 


VALOR DA UP 51.52

Carteira: OC (UL) RENDA PREMIO 2009-5A-4SR (NN)-327 Data: 31-03-2012 




NPC: 501 836 926 












5. LIQUIDEZ 0 0.00 0.00 0.00 -35,331.79 

5.1. À vista 0 0.00 0.00 0.00 -35,331.79 

5.1.9 Outros 0 0.00 0.00 0.00 -16,343.51 




5.1.3. Comissões 0 0.00 0.00 0.00 -74,955.36 



VALOR DA UP 49.57

Carteira: OC (UL) RENDA CRESCENTE MAIS 2008 8A 8SR 303 Data: 31-03-2012 




NPC: 501 836 926 







PTBAIZOM0073 1.1.3. Banco Comercial Portugues Floater-Setembro 2016 EUR 13,600,000 86.61 86.61 14,409.20 11,793,276.58 

PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 28,000 85.82 85.82 4.62 24,033.85 










5. LIQUIDEZ 0 0.00 0.00 0.00 -91,953.01 

5.1. À vista 0 0.00 0.00 0.00 -91,953.01 



5.1.3. Comissões 0 0.00 0.00 0.00 -141,780.04 



7.2.2. Swaps 8 0.00 0.00 70,711.12 121,239.14 

7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 4000000 EUR (SWAP-2465-E EUR 1 -597,565.65 -597,565.65 7,252.22 -590,313.43 

7.2.2. CDS (Swap - (CDS Credit Agricole Subordinada 3100000 EUR (SWAP-2464-E EUR 1 -383,676.57 -383,676.57 5,883.11 -377,793.46 


7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 10300000 EUR (SWAP-2471-E EUR 1 -1,464,603.52 -1,464,603.52 10,080.44 -1,454,523.08 


7.2.2. Swap (IRS-38626PA-7.05% 03/09/16 & IRS-38626PP-Float 03/09/16) EUR 1 718,487.74 718,487.74 22,518.22 741,005.96 

7.2.2. Swap (IRS/FB DIV00823 PA-5.72% 03/09/16 & IRS/FB DIV00823 PP-Float 03/ EUR 1 1,125,219.72 1,125,219.72 16,356.63 1,141,576.35 

7.2.2. Swap (IRS/FB DIV00960 PA-5.72% 03/09/16 & IRS/FB DIV00960 PP-Float 03/ EUR 1 1,855,613.78 1,855,613.78 -1,730.05 1,773,201.64 

VALOR LÍQUIDO GLOBAL DO FUNDO 116367.02 21,623,310.20 


VALOR DA UP 52.07

Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 11SR - 314 Data: 31-03-2012 




NPC: 501 836 926 






PTCG32OM0004 1.1.3. Caixa Geral Depositos 8% 28/09/15 EUR 34,000 98.99 98.99 1,374.86 35,030.78 




PTBAI3OM0056 1.2.3. Banco Comercial Portugues Floater- -Dezembro 2016 EUR 19,500,000 85.76 85.76 1,401.83 16,725,271.66 

PTBAIFOM0051 1.2.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 600,000 94.25 94.25 41.47 565,569.39 













5. LIQUIDEZ 0 0.00 0.00 0.00 2,517,686.62 

5.1. À vista 0 0.00 0.00 0.00 2,517,686.62 

5.1.9 Outros 0 0.00 0.00 0.00 -24,174.57 





5.1.3. Comissões 0 0.00 0.00 0.00 -79,971.09 



7.2.2. Swaps 6 0.00 0.00 1,238.32 1,956,939.12 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 5000000 EUR (SWAP-2475-EU EUR 1 12,387.90 12,387.90 277.78 12,665.68 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 10500000 EUR (SWAP-2477-EUR/ EUR 1 -614,909.02 -614,909.02 846.65 -614,062.37 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 600000 EUR (SWAP-2385-EUR/EU EUR 1 -11,449.86 -11,449.86 40.00 -11,409.86 


7.2.2. Swap (IRS/FB-DJG46737 PA-5.20% 29/12/16 & IRS/FB-DJG46737 PP-Float 29/ EUR 1 2,188,167.01 2,188,167.01 212.22 2,188,379.23 

7.2.2. Swap (IRS/FB-DJH60772 PA-5.20% 29/12/16 & IRS/FB-DJH60772 PP-Float 29/ EUR 1 757,667.60 757,667.60 -327.22 757,340.38 



VALOR DA UP 41.16

Carteira: OC (UL) RENDA PRÉMIO 2008 5A 4SR - 315 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 6,000,000 0.00 0.00 414.67 5,655,693.91 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 6,000,000 0.00 0.00 414.67 5,655,693.91 


PTBAIFOM0051 1.2.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 6,000,000 94.25 94.25 414.67 5,655,693.91 







5. LIQUIDEZ 0 0.00 0.00 0.00 393,093.00 

5.1. À vista 0 0.00 0.00 0.00 393,093.00 

5.1.9 Outros 0 0.00 0.00 0.00 -28,084.20 





5.1.3. Comissões 0 0.00 0.00 0.00 -18,123.70 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 17,474.39 1,449,492.03 

7.2. Fora de mercado regulamentado 4 0.00 0.00 17,474.39 1,449,492.03 

7.2.2. Swaps 4 0.00 0.00 17,474.39 1,449,492.03 

7.2.2. CDS (Swap - series OTC) (CDS Austria Senior 1900000 EUR (SWAP-2386-EU EUR 1 12,729.27 12,729.27 100.28 12,829.55 

7.2.2. CDS (Swap - series OTC) (CDS Italy Senior 2900000 EUR (SWAP-2388-EUR/E EUR 1 -55,341.00 -55,341.00 193.33 -55,147.67 


7.2.2. Swap (IRS-61872PA-0.89% 29/12/13 & IRS-61872PP-Float 29/12/13) EUR 1 1,529,851.60 1,529,851.60 17,127.45 1,528,314.86 




Carteira: OC (UL) Renda Certa 2010 5A 1S (NN) - 348 Data: 31-03-2012 




NPC: 501 836 926 














PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 1,000 77.89 77.89 1.60 780.47 

5. LIQUIDEZ 0 0.00 0.00 0.00 -97,802.22 

5.1. À vista 0 0.00 0.00 0.00 -97,802.22 



5.1.3. Comissões 0 0.00 0.00 0.00 -104,488.20 




Carteira: OC (UL) RENDA CERTA ESP 2008 8A 1SR 281 Data: 31-03-2012 




NPC: 501 836 926 






PTOTEAOE0021 1.1.1. PGB 4.95% 25/10/23 EUR 4,500,000 58.36 58.36 96,159.83 2,722,134.83 


BCQXOM 1.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 3,100,000 63.28 63.28 7,558.74 1,969,232.79 











XS0288613119 1.2.3. Popular Capital 29/03/49 - Var EUR 9,500,000 52.61 52.61 31,929.11 5,029,879.11 

XS0237530497 1.2.3. Royal Bk Scotland Var 4.243% 29/12/49 EUR 15,000,000 54.00 54.00 137,375.82 8,237,975.82 


2. VALORES NÃO COTADOS 2,031,000 0.00 0.00 76,331.92 1,848,088.53 

2.1. Valores mobiliários nacionais 2,031,000 0.00 0.00 76,331.92 1,848,088.53 

2.1.3. Obrigações diversas 2,031,000 0.00 0.00 76,331.92 1,848,088.53 

PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 1,400,000 89.00 89.00 73,801.23 1,319,801.23 



5. LIQUIDEZ 1 0.00 0.00 10,451.65 1,542,098.89 

5.1. À vista 0 0.00 0.00 0.00 -118,352.76 

5.1.9 Outros 0 0.00 0.00 0.00 -2,761,920.28 

5.1.9 Diferimento do juro das OPL's EUR 0 0.00 0.00 0.00 2,430.01 

5.1.9 Operações de Compra-Bolsa EUR 0 0.00 0.00 0.00 -2,798,594.26

5.1.9 Operações de Venda-Bolsa EUR 0 0.00 0.00 0.00 34,243.97 



5.1.3. Comissões 0 0.00 0.00 0.00 -130,063.03 

5.2. A prazo 1 0.00 0.00 10,451.65 1,660,451.65 


PRT11200002 5.2.1. DP/BCP/EUR 30-01-2012 30-07-2012 3,678% EUR 1 1,650,000.00 1,650,000.00 10,451.65 1,660,451.65 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 11 0.00 0.00 -1,035,228.91 -4,749,127.15 

7.2. Fora de mercado regulamentado 11 0.00 0.00 -1,035,228.91 -4,749,127.15 

7.2.2. Swaps 11 0.00 0.00 -1,035,228.91 -4,749,127.15 

7.2.2. Swap (IRS-33878PA-6.121% 13/02/16 & IRS-33878PP-5.57% 13/02/16) EUR 1 -965,602.77 -965,602.77 -301,081.95 -1,266,684.72 




7.2.2. Swap (IRS/FB DIB84983 PA-6.385% 13/02/16 & IRS/FB-DIB84983 PP 5.12% 13 EUR 1 -312,201.42 -312,201.42 -315,328.80 -627,530.22 

7.2.2. Swap (IRS/FB DIC59353 PA 5.15% 13/02/16 & IRS/FB DIC59353 PP-Float 13/ EUR 1 312,851.91 312,851.91 8,026.75 320,878.66 

7.2.2. Swap (IRS/FB DID13504 PA-6.6075% 13/02/16 & IRS/FB DID13504 PP-6.11% 1 EUR 1 -67,529.35 -67,529.35 -84,576.73 -152,106.08 

7.2.2. Swap (IRS/FB-DIB84931 PA-5.7525 13/02/16 & IRS/FB-DIB84931 PP-4.23% 13 EUR 1 -869,099.12 -869,099.12 -16,201.20 -885,300.32 

7.2.2. Swap (IRS/FB-DIB95828 PA-6.7425% 13/02/16 & IRS/FB-DIB95828 PP-4.89% 1 EUR 1 -318,382.04 -318,382.04 35,447.05 -282,934.99 

7.2.2. Swap (IRS/FB-DIB95841 PA-6.174% 13/02/16 & IRS/FB-DIB95841 PP-5.050% 1 EUR 1 -924,967.71 -924,967.71 -218,235.99 -1,143,203.70 

7.2.2. Swap (IRS/FB-DIC59482 PA-6.703% 13/02/16 & IRS/FB-DIC59482 PP-4.9% 13/ EUR 1 -139,833.54 -139,833.54 16,182.96 -123,650.58 

VALOR LÍQUIDO GLOBAL DO FUNDO 1479431.66 68,047,401.23 



Carteira: OC (UL) RENDA EURIBOR 2007 8A 3S- 144 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 2,908,500 0.00 0.00 479.42 2,496,516.19 



2. VALORES NÃO COTADOS 3,039,400 0.00 0.00 9,948.29 2,578,432.47 



PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 3,039,400 84.51 84.51 9,948.29 2,578,432.47 

5. LIQUIDEZ 0 0.00 0.00 0.00 -40,841.86 

5.1. À vista 0 0.00 0.00 0.00 -40,841.86 



5.1.3. Comissões 0 0.00 0.00 0.00 -45,938.57 



7.2.2. Swaps 2 0.00 0.00 125,891.89 106,451.65 

7.2.2. Swap (IRS/FB-DHE76501 PA-Float 22/06/15 & IRS/FB-DHE76501 PP-Float 22/ EUR 1 -25,476.17 -25,476.17 61,178.10 38,424.82 

7.2.2. Swap (IRS/FB-DHE76581 PA-Float 22/06/15 & IRS/FB-DHE76581 PP-Float 22/ EUR 1 4,026.54 4,026.54 64,713.79 68,026.83 



VALOR DA UP 49.27

Carteira: OC (UL) RENDA CRESC MAIS 2008 8A 1SR - 248 Data: 31-03-2012 




NPC: 501 836 926 






PTBCT1OM0010 1.1.3. Banco Comercial Portugues Floater - Novembro 2015 EUR 1,900,000 75.86 75.86 8,704.53 1,450,061.42 

BCQXOM 1.1.3. Banco Comercial Portugues Floater - Janeiro 2018 EUR 3,475,000 63.28 63.28 8,473.11 2,207,446.44 

BCUGOM 1.1.3. Banco Comercial Portugues Floater-Dezembro 2017 EUR 2,450,000 88.52 88.52 18,166.33 2,186,979.07 

BCUHOM 1.1.3. Banco Comercial Portugues Floater-Janeiro 2018 EUR 2,800,000 78.40 78.40 11,334.48 2,206,606.30 

BCUEOM 1.1.3. Banco Comercial Portugues Floater-Junho 2017 EUR 900,000 89.68 89.68 6,025.37 813,102.03 


PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 69,500 78.75 78.75 616.91 55,347.23 





XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 7,400,000 63.00 63.00 295,317.62 4,957,317.62 

XS0457228137 1.2.3. BBVA Intl Pref Var 21/10/49 EUR 550,000 96.02 96.02 20,692.62 548,808.12 


PTBCPUOM0010 1.2.3. Banco Comercial Português Float 28/03/13 EUR 7,300,000 93.50 93.50 1,277.50 6,826,777.50 







5. LIQUIDEZ 3,644,018 0.00 0.00 78,993.45 6,263,499.12 

5.1. À vista 0 0.00 0.00 0.00 -4,511.24 

5.1.9 Outros 0 0.00 0.00 0.00 0.02 





5.2. A prazo 3,644,018 0.00 0.00 78,993.45 6,268,010.36 


PRT11200002 5.2.1. DP/BCP/EUR 20-12-2011 20-06-2012 6,0304% EUR 3,644,017 1.00 1.00 62,872.57 3,706,889.48 

PRT11200002 5.2.1. DP/BCP/EUR 30-01-2012 30-07-2012 3,678% EUR 1 2,545,000.00 2,545,000.00 16,120.88 2,561,120.88 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 13 0.00 0.00 -397,315.58 2,574,457.50 

7.2. Fora de mercado regulamentado 13 0.00 0.00 -397,315.58 2,574,457.50 

7.2.2. Swaps 13 0.00 0.00 -397,315.58 2,574,457.50 

7.2.2. Swap (IRS-33508PA-5.21% 13/02/16 & IRS-33508PP-5.08% 13/02/16) EUR 1 126,563.59 126,563.59 -168,495.24 -41,931.65 

7.2.2. Swap (IRS-33704PA-5.21% 13/02/16 & IRS-33704PP-Float 13/02/16) EUR 1 181,921.25 181,921.25 919.17 182,840.42 

7.2.2. Swap (IRS-33708PA-5% 13/02/16 & IRS-33708PP-5% 13/02/16) EUR 1 41,107.82 41,107.82 -69,915.96 -28,808.14 

7.2.2. Swap (IRS-38395PA-Float 13/02/16 & IRS-38395PP-Float 13/02/16) EUR 1 -351.64 -351.64 -6,114.83 -6,466.47 

7.2.2. Swap (IRS/FB-DIA39748 PA-5.21% 13/02/16 & IRS/FB-DIA39748 PP-Float 13/ EUR 1 333,253.19 333,253.19 -781.17 332,472.02

7.2.2. Swap (IRS/FB-DIA39934 PA-5.21% 13/02/16 & IRS/FB-DIA39934 PP-Float 13/ EUR 1 646,079.60 646,079.60 2,757.50 648,837.10 

7.2.2. Swap (IRS/FB-DIA40218 PA-5.21% 13/02/16 & IRS/FB-DIA40218 PP-Float 13/ EUR 1 666,761.77 666,761.77 24,753.33 691,515.10 

7.2.2. Swap (IRS/FB-DIB51321 PA-5.21% 13/02/16 & IRS/FB-DIB51321 PP-Float 13/ EUR 1 190,831.47 190,831.47 -520.78 190,310.69 

7.2.2. Swap (IRS/FB-DIB51338 PA-5.21% 13/02/16 & IRS/FB-DIB51338 PP-4.77% 13/ EUR 1 -74,217.16 -74,217.16 -56,257.16 -130,474.32 

7.2.2. Swap (IRS/FB-DID74594 PA 4.8% 13/02/16 & IRS/FB-DID74594 PP-Float 13/0 EUR 1 188,221.11 188,221.11 -1,419.29 186,801.82 

7.2.2. Swap (IRS/FB-DID74656 PA-4.8% 13/02/16 & IRS/FB-DID74656 PP-Float 13/0 EUR 1 169,201.38 169,201.38 -250.63 168,950.75 

7.2.2. Swap (IRS/FB-DID74740 PA-4.8% 13/02/16 & IRS/FB-DID74740 PP-Float 13/0 EUR 1 324,889.68 324,889.68 6,943.30 331,832.98 

7.2.2. Swap (IRS/FB-DID85061 PA-5.21% 13/02/16 & IRS/FB-DID85061 PP-5.45% 13/ EUR 1 177,511.02 177,511.02 -128,933.82 48,577.20 




Carteira: OC (UL) RENDA EURIBOR TOTAL 2008 8A 1SR - 277 Data: 31-03-2012 




NPC: 501 836 926 







PTCG32OM0004 1.1.3. Caixa Geral Depositos 8% 28/09/15 EUR 19,000 98.99 98.99 768.31 19,576.03 


PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 2,000 84.83 84.83 7.15 1,703.67 



XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 100,000 63.00 63.00 3,990.78 66,990.78 

XS0181137240 1.2.3. BCP 10/12/2023 EUR 100,000 56.63 56.63 1,622.50 58,247.50 






5. LIQUIDEZ 0 0.00 0.00 0.00 -304.38 

5.1. À vista 0 0.00 0.00 0.00 -304.38 



5.1.3. Comissões 0 0.00 0.00 0.00 -548.59 



VALOR DA UP 47.18

Carteira: OC (UL) RENDA GLOBAL 2008 5A 1 SR - 249 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 1,311,000 0.00 0.00 12,911.80 1,243,466.47 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 1,311,000 0.00 0.00 12,911.80 1,243,466.47 


PTBIWOOM0047 1.1.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 1,000,000 93.50 93.50 21.86 934,974.17 



2. VALORES NÃO COTADOS 312,981 0.00 0.00 1,286.37 259,591.22 








5. LIQUIDEZ 0 0.00 0.00 0.00 54,256.26 

5.1. À vista 0 0.00 0.00 0.00 54,256.26 



5.1.3. Comissões 0 0.00 0.00 0.00 -2,769.21 



7.2.1. Forwards 3 0.00 0.00 0.00 5,459.88 


7.2.2. Swaps 3 0.00 0.00 -5,481.72 -239,381.40 


7.2.2. Swap (IRS-34115PA 8% 13/02/13 & IRS-34115PP Float 13/02/13) EUR 1 -65,285.40 -65,285.40 4,497.56 -60,787.84 

7.2.2. Swap (IRS/FB-DID92731 PA 5.5% 13/02/13 & IRS/FB-DID92731 PP 4.59% 13/0 EUR 1 -89,659.71 -89,659.71 -10,007.06 -99,666.77 



VALOR DA UP 50.73

Carteira: OC (UL) RENDA MENSAL ESPECIAL 2010-8A 1S-353 Data: 31-03-2012 




NPC: 501 836 926 












PTBIP6OM0051 1.2.3. Banco Comercil Portugues Floater - Março 2018 EUR 46,300,000 82.70 82.70 1,655.23 38,290,958.41 














5. LIQUIDEZ 0 0.00 0.00 0.00 -104,377.16 

5.1. À vista 0 0.00 0.00 0.00 -104,377.16 

5.1.9 Outros 0 0.00 0.00 0.00 125,910.28 




5.1.3. Comissões 0 0.00 0.00 0.00 -668,795.49 



7.2.2. Swaps 5 0.00 0.00 -365,547.01 -1,815,839.36 


7.2.2. CDS (Swap - series OTC) (CDS Spain Senior 46300000 EUR (SWAP-2520-EUR/ EUR 1 -4,714,613.26 -4,714,613.26 0.00 -4,714,613.26 

7.2.2. Swap (IRS-49259PA-4.2% 03/04/18 & IRS-49259PP-Float 03/04/18) EUR 1 801,964.10 801,964.10 -41,220.28 760,743.82 

7.2.2. Swap (IRS-58330PA - 4.635% 04/03/18 & IRS-58330PP - Float 04/03/18) EUR 1 2,125,796.83 2,125,796.83 -212,126.80 1,835,717.06 

7.2.2. Swap (IRS-60119PA-Var 03/04/18 & IRS-60119PP-Float 03/04/18) EUR 1 2,004,488.93 2,004,488.93 -127,716.48 1,809,962.83 



VALOR DA UP 42.62

Carteira: OC (UL) RENDA CERTA ESP 2008 8A 5SR - 305 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 36,741,000 0.00 0.00 59,569.78 31,916,762.53 

1.1.3. Obrigações diversas 36,741,000 0.00 0.00 59,569.78 31,916,762.53 

PTBAIYOM0074 1.1.3. Banco Comercial Portugues Floater-Agosto 2016 EUR 36,700,000 86.71 86.71 59,309.27 31,882,914.21 













5. LIQUIDEZ 0 0.00 0.00 0.00 -221,134.44 

5.1. À vista 0 0.00 0.00 0.00 -221,134.44 



5.1.3. Comissões 0 0.00 0.00 0.00 -222,804.02 



7.2.2. Swaps 7 0.00 0.00 201,090.51 2,500,089.49 


7.2.2. CDS (Swap - se (CDS Credit Suisse Subordinada 9700000 EUR (SWAP-2813-E EUR 1 -292,507.59 -292,507.59 14,641.61 -277,865.98 

7.2.2. CDS (Swap - serie (CDS Barclays Subordinada 12500000 EUR (SWAP-2466-E EUR 1 -660,755.62 -660,755.62 24,225.00 -636,530.62 

7.2.2. CDS (Swap - series OTC) (CDS ING Subordinada 4500000 EUR (SWAP-2467-EU EUR 1 -242,544.16 -242,544.16 6,887.50 -235,656.66 

7.2.2. Swap (IRS-55467 PA-6.8% 22/08/12 & IRS-55467 PP Float 22/08/12) EUR 1 34,842.18 34,842.18 8,589.90 39,251.02 

7.2.2. Swap (IRS/FB DIV34160 PA-6.785% 22/08/16 & IRS/FB DIV34160 PP-Float 22 EUR 1 2,383,448.96 2,383,448.96 68,051.67 2,451,500.63 

7.2.2. Swap (IRS/FB DIV73437 PA-6.6350% 22/08/16 & IRS/FB DIV73437 PP-Float 2 EUR 1 2,228,513.90 2,228,513.90 63,864.28 2,292,378.18 



VALOR DA UP 56.37

Carteira: OC (UL) RENDA PRIVATE 2009 5A 1SR - 319 Data: 31-03-2012 




NPC: 501 836 926 






PTBAIHOM0034 1.1.3. Banco Comercial Portugues Floater 2ºEm - Fevereiro 2014 EUR 1,000,000 93.74 93.74 1,342.00 938,777.26 

PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 4,350,000 95.00 95.00 186,895.49 4,319,395.49 











5. LIQUIDEZ 0 0.00 0.00 0.00 -3,881.94 

5.1. À vista 0 0.00 0.00 0.00 -3,881.94 



5.1.3. Comissões 0 0.00 0.00 0.00 -5,515.96 



7.2.2. Swaps 2 0.00 0.00 20,018.24 -627,667.56 


7.2.2. Swap (IRS-40965PA-Var 27/02/14 & IRS-40965PP-Float 27/02/14) EUR 1 -666,814.96 -666,814.96 18,964.07 -647,850.89 




Carteira: OC (UL) PPR 55 2006 - 117 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 14 0.00 0.00 0.00 57,195.06 

5.1. À vista 14 0.00 0.00 0.00 57,195.06 

5.1.9 Outros 10 0.00 0.00 0.00 -11,700.69 


5.1.9 SEG-Sinistro por Morte EUR 0 0.00 0.00 0.00 -11,700.69



5.1.3. Comissões 4 0.00 0.00 0.00 0.00 




Carteira: OC (UL) PPR 55 2007 - 246 Data: 31-03-2012 




NPC: 501 836 926 









XS0160850227 1.2.3. BNP Paribas Vi Var 16/01/49 EUR 810,000 93.01 93.01 9,739.92 763,080.42 



XS0243132809 1.2.3. Banco Popolare Float 08/02/13 EUR 850,000 98.03 98.03 1,558.05 834,779.05 

ES0214950059 1.2.3. Caja Madrid 6.25% 10/04/12 EUR 400,000 99.55 99.55 24,316.94 422,528.94 

DE0003933263 1.2.3. Deutsche Bank AG 5.125% 31/01/13 EUR 731,000 102.28 102.28 6,141.60 753,830.33 

5. LIQUIDEZ 0 0.00 0.00 0.00 23,016.80 

5.1. À vista 0 0.00 0.00 0.00 23,016.80 

5.1.9 Outros 0 0.00 0.00 0.00 -14,915.34 




5.1.3. Comissões 0 0.00 0.00 0.00 -15,959.40 



7.2.2. Swaps 3 0.00 0.00 424,738.68 1,609,011.02 

7.2.2. Swap (IRS-33446PA-0.83% 27/12/12 & IRS-33446PP-5.507% 27/12/12) EUR 1 890,367.03 890,367.03 315,259.53 1,205,626.56 


7.2.2. Swap (IRS/FB-DHZ81861 PA-0.79% 27/12/12 & IRS/FB-DHZ81861 PP-Float 27/ EUR 1 119,836.75 119,836.75 44,310.60 164,147.35 

7.2.2. Swap (IRS/FB-DHZ84018 PA-0.8% 27/12/12 & IRS/FB-DHZ84018 PP-Float 27/1 EUR 1 131,382.82 131,382.82 49,207.49 180,590.31 



VALOR DA UP 62.05

Carteira: OC (UL) PPR 55 2006 4SR - 124 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 6 0.00 0.00 0.00 27,032.23 

5.1. À vista 6 0.00 0.00 0.00 27,032.23 

5.1.9 Outros 6 0.00 0.00 0.00 -27,252.97 


5.1.9 IRS EUR 0 0.00 0.00 0.00 -1,845.61 







Carteira: OC (UL) PPR 55 2006 2SR - 119 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 567 0.00 0.00 0.00 18,191.99 

5.1. À vista 567 0.00 0.00 0.00 18,191.99 

5.1.9 Outros 13 0.00 0.00 0.00 -21,027.25 








VALOR DA UP 181.01

Carteira: OC (UL) RENDA CERTA 2004 - 8A 099 Data: 31-03-2012 




NPC: 501 836 926 






PTGRPAOE0004 1.1.3. Grupo Pestana Float 01/09/12 EUR 28,193,500 99.11 99.11 50,748.30 27,992,716.61 





5. LIQUIDEZ 332,027 0.00 0.00 0.00 -172,137.78 

5.1. À vista 332,027 0.00 0.00 0.00 -172,137.78 

5.1.9 Outros 2 0.00 0.00 0.00 0.01 




5.1.3. Comissões 332,025 0.00 0.00 0.00 -179,504.54 



7.2.2. Swaps 1 0.00 0.00 60,543.92 383,185.91 

7.2.2. Swap (IRS-8023PA-4.9675% 03/09/12 & IRS-8023PP-Float 03/09/12) EUR 1 322,641.99 322,641.99 60,543.92 383,185.91 




Carteira: OC (UL) RENDA CERTA 2004-2SR-8A - 103 Data: 31-03-2012 




NPC: 501 836 926 






S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 38,300,000 100.00 100.00 256,413.18 38,556,413.18 

5. LIQUIDEZ 230,927 0.00 0.00 0.00 -60,650.42 

5.1. À vista 230,927 0.00 0.00 0.00 -60,650.42 

5.1.9 Outros -137,781 0.00 0.00 0.00 -57,602.02 

5.1.9 IRS EUR -137,782 0.00 0.00 0.00 0.00 



PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 132,076.83

5.1.3. Comissões 368,708 0.00 0.00 0.00 -135,125.23 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -239,664.85 317,768.28 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -239,664.85 317,768.28 

7.2.2. Swaps 1 0.00 0.00 -239,664.85 317,768.28 

7.2.2. Swap (IRS-61862PA-4.455% 27/12/12 & IRS-61862PP-Float 27/12/12) EUR 1 579,494.49 579,494.49 -239,664.85 317,768.28 

VALOR LÍQUIDO GLOBAL DO FUNDO 16748.33 38,813,531.04 



Carteira: OC (UL) RENDA CERTA 2005 5 A 1SR - 107 Data: 31-03-2012 




NPC: 501 836 926 



5. LIQUIDEZ 1,798 0.00 0.00 0.00 28,541.02 

5.1. À vista 1,798 0.00 0.00 0.00 28,541.02 

5.1.9 Outros 2 0.00 0.00 0.00 0.02 




5.1.3. Comissões 1,795 0.00 0.00 0.00 0.00 



VALOR DA UP 64.91

Carteira: OC (UL) RENDA CERTA 2005 8A 104 Data: 31-03-2012 




NPC: 501 836 926 






PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 36,241,000 96.39 96.39 1,978.15 34,932,909.13 






PTSONEOE0001 2.1.3. Sonae SGPS Float 31/03/13 EUR 100,000,000 98.11 98.11 5,458.33 98,112,978.33 




5. LIQUIDEZ 1,262,041 0.00 0.00 0.00 -3,924.54 

5.1. À vista 1,262,041 0.00 0.00 0.00 -3,924.54 

5.1.9 Outros 0 0.00 0.00 0.00 -5,061.58 

5.1.9 Diferimento do juro das OPL's EUR 0 -1.00 -1.00 0.00 0.01 





5.1.3. Comissões 1,261,937 0.00 0.00 0.00 -1,557,816.82 



7.2.2. Swaps 1 0.00 0.00 -7,205.00 2,723,945.06 

7.2.2. Swap (IRS/FB-DFD43290 PA-4.41% 31/03/13 & IRS/FB-DFD43290PP Float 31/0 EUR 1 2,865,634.28 2,865,634.28 -7,205.00 2,723,945.06 



VALOR DA UP 64.06

Carteira: OC (UL) RENDA CERTA 2005 8 A 2SR-105 Data: 31-03-2012 




NPC: 501 836 926 






PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 174,775,500 98.67 98.67 1,784,215.39 174,233,883.43 

5. LIQUIDEZ 55,781 0.00 0.00 0.00 -1,702,391.35 

5.1. À vista 55,781 0.00 0.00 0.00 -1,702,391.35 

5.1.9 Outros 4 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 55,777 0.00 0.00 0.00 -1,706,754.79 



7.2.2. Swaps 1 0.00 0.00 -659,073.79 3,166,493.23 

7.2.2. Swap (IRS/FB-DFE73912 PA-4.4565% 09/05/13 & IRS/FB-DFE73912 PP-Float 0 EUR 1 3,956,691.79 3,956,691.79 -659,073.79 3,166,493.23 



VALOR DA UP 64.67

Carteira: OC (UL) RENDA CERTA 2005 8 A 3SR - 106 Data: 31-03-2012 




NPC: 501 836 926 






PTMGTAOE0005 2.1.3. Mota Gestão Part. Float 21/06/13 EUR 18,705,000 97.15 97.15 133,451.36 18,305,052.47 

PTSNCAOE0009 2.1.3. SonaeCom SGPS Float 21/06/13 EUR 139,701,000 96.16 96.16 996,700.82 135,335,344.99 

5. LIQUIDEZ -648 0.00 0.00 0.00 -792,164.43 

5.1. À vista -648 0.00 0.00 0.00 -792,164.43 

5.1.9 Outros 2 0.00 0.00 0.00 5,841.09 


5.1.9 IRS EUR 0 0.00 0.00 0.00 5,841.11 



5.1.3. Comissões -651 0.00 0.00 0.00 -954,050.57 



7.2.2. Swaps 2 0.00 0.00 -949,786.37 2,256,124.85 

7.2.2. Swap (IRS/FB-DFH28831 PA-4.113% 21/06/13 & IRS/FB-DFH28831 PP-Float 21 EUR 1 2,831,961.63 2,831,961.63 -827,705.83 1,964,098.58 

7.2.2. Swap (IRS/FB-DFH42968 PA-4.122% 21/06/13 & IRS/FB-DFH42968 PP-Float 21 EUR 1 414,106.81 414,106.81 -122,080.54 292,026.27 




Carteira: OC (UL) RENDA CERTA 2005 8 A 4SR -108 Data: 31-03-2012 




NPC: 501 836 926 












PTSNCAOE0009 2.1.3. SonaeCom SGPS Float 21/06/13 EUR 15,000 96.16 96.16 107.02 14,531.25 

2.3. Outros instrumentos de dívida 118,400,000 0.00 0.00 1,472,373.07 119,872,373.07 

2.3.2. Papel comercial 118,400,000 0.00 0.00 1,472,373.07 119,872,373.07

PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 118,400,000 100.00 100.00 1,472,373.07 119,872,373.07 

5. LIQUIDEZ 10 0.00 0.00 0.00 -646,992.83 

5.1. À vista 10 0.00 0.00 0.00 -646,992.83 





5.1.3. Comissões 5 0.00 0.00 0.00 -648,419.29 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 1 0.00 0.00 -485,991.60 2,572,103.48 

7.2. Fora de mercado regulamentado 1 0.00 0.00 -485,991.60 2,572,103.48 

7.2.2. Swaps 1 0.00 0.00 -485,991.60 2,572,103.48 

7.2.2. Swap (IRS-65072PA-3.906% 14/10/13 & IRS-65072PP-Float 14/10/13) EUR 1 3,321,741.72 3,321,741.72 -485,991.60 2,572,103.48 




Carteira: OC (UL) RENDA CERTA 2005 8A 5SR - 109 Data: 31-03-2012 




NPC: 501 836 926 






BIPAOM 1.1.3. Banco Comercial Portugues Floater 17/06/13 EUR 100,000 93.23 93.23 605.70 93,834.46 








PTBIVAOM0077 2.1.3. MillenniumBCP Cupão Zero October 2013 EUR 17,991,480 73.70 73.70 0.00 13,258,930.03 




5. LIQUIDEZ 6 0.00 0.00 0.00 -126,929.08 

5.1. À vista 6 0.00 0.00 0.00 -126,929.08 



5.1.3. Comissões 5 0.00 0.00 0.00 -153,157.17 



7.2.1. Forwards 3 0.00 0.00 0.00 525,058.66 


7.2.2. Swaps 1 0.00 0.00 -509,300.67 -538,876.59 




VALOR DA UP 55.77





NPC: 501 836 926 






PTBIWOOM0047 1.1.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 156,700,000 93.50 93.50 3,425.63 146,510,452.61 

5. LIQUIDEZ -308,245 0.00 0.00 0.00 -710,609.59 

5.1. À vista -308,245 0.00 0.00 0.00 -710,609.59 

5.1.9 Outros 3 0.00 0.00 0.00 -407,983.50 





5.1.3. Comissões -308,248 0.00 0.00 0.00 -349,902.35 



7.2.2. Swaps 2 0.00 0.00 9,886.27 -6,492,533.00 

7.2.2. CDS (Swap (CDS Portugal Telecom Senior 157350000 EUR (SWAP - 2894 - E EUR 1 -12,372,171.26 -12,372,171.26 4,352.77 -12,316,721.42 

7.2.2. Swap (IRS/FB-DFS32724 PA-3.89% 30/12/13 & IRS/FB-DFS32724 PP-Float 30/ EUR 1 6,084,867.89 6,084,867.89 5,533.50 5,824,188.42 

VALOR LÍQUIDO GLOBAL DO FUNDO 13311.9 139,307,310.02 



Carteira: OC (UL) RENDA CERTA 2006 8A 1SR - 111 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 31,267,000 0.00 0.00 12,226.22 29,431,609.90 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 31,267,000 0.00 0.00 12,226.22 29,431,609.90 

1.1.3. Obrigações diversas 31,267,000 0.00 0.00 12,226.22 29,431,609.90 


PTBAIBOM0055 1.1.3. Banco Comercial Portugues Floater - Agosto 2013 EUR 6,000,000 95.51 95.51 11,599.67 5,742,029.57 

PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 2,267,000 96.39 96.39 123.74 2,185,174.39 


2.1. Valores mobiliários nacionais 31,000 0.00 0.00 221.17 28,222.21 

2.1.3. Obrigações diversas 31,000 0.00 0.00 221.17 28,222.21 

PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 31,000 90.33 90.33 221.17 28,222.21 


2.3.2. Papel comercial 16,950,000 0.00 0.00 48,993.34 16,998,993.34

PTS27AJM0048 2.3.2. Soc Francisco Manuel Santos SGPS-13ª EM PC 14/08/12 EUR 7,000,000 100.00 100.00 20,035.56 7,020,035.56 



5. LIQUIDEZ 19,700,010 0.00 0.00 57,611.56 19,799,619.07 

5.1. À vista 10 0.00 0.00 0.00 42,007.51 

5.1.9 Outros 5 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 4 0.00 0.00 0.00 -58,938.37 

5.2. A prazo 19,700,000 0.00 0.00 57,611.56 19,757,611.56 



7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 228,045.31 828,293.88 

7.2. Fora de mercado regulamentado 4 0.00 0.00 228,045.31 828,293.88 

7.2.2. Swaps 4 0.00 0.00 228,045.31 828,293.88 

7.2.2. CDS (Swap - (CDS Portugal Telecom Senior 23000000 EUR (SWAP - 2836 - E EUR 1 -1,815,955.35 -1,815,955.35 638.89 -1,815,316.46 

7.2.2. CDS (Swap - series (CDS Barclays Subordinada 6000000 EUR (SWAP-2376-E EUR 1 -45,248.65 -45,248.65 12,803.33 -32,445.32 

7.2.2. Swap (IRS/FB-DFV15707 PA-4.1675% 14/02/14 & IRS/FB-DFV15707 PP Float 1 EUR 1 1,791,915.97 1,791,915.97 105,166.53 1,733,140.11 

7.2.2. Swap (IRS/FB-DFV15735 PA-3.78% 30/12/13 & IRS/FB-DFV15735 PP-Float 30/ EUR 1 833,478.99 833,478.99 109,436.56 942,915.55 




Carteira: OC (UL) RENDA CERTA 2007 8A 3SR- 244 Data: 31-03-2012 




NPC: 501 836 926 








PTSCOFOE0003 1.1.3. Soares da Costa Float 20/12/17 EUR 38,000 81.25 81.25 281.76 31,158.05 





XS0457228137 1.2.3. BBVA Intl Pref Var 21/10/49 EUR 4,000,000 96.02 96.02 150,491.80 3,991,331.80 

XS0181137240 1.2.3. BCP 10/12/2023 EUR 2,500,000 56.63 56.63 40,562.50 1,456,187.50 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 1,300,000 54.25 54.25 0.00 705,250.00 






PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 2,550,000 89.00 89.00 134,423.66 2,403,923.66 

PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 28,000 90.33 90.33 199.77 25,491.04


5. LIQUIDEZ 0 0.00 0.00 0.00 13,313.55 

5.1. À vista 0 0.00 0.00 0.00 13,313.55 

5.1.9 Outros 0 0.00 0.00 0.00 65,130.00 




5.1.3. Comissões 0 0.00 0.00 0.00 -71,107.18 



7.2.2. Swaps 4 0.00 0.00 -437,288.23 -891,418.53 

7.2.2. Swap (IRS/FB DHW68061PA-6.75% 28/11/15 & IRS/FB DHW68061PP-5.753% 28/1 EUR 1 -40,956.46 -40,956.46 -51,248.19 -92,204.65 

7.2.2. Swap (IRS/FB DHW68085PA-5.90% 28/11/15 & IRS/FB DHW68085PP-5.44% 28/11 EUR 1 -60,466.90 -60,466.90 -34,993.08 -95,459.98 

7.2.2. Swap (IRS/FB-DHU32029PA-6.66% 28/11/15 & IRS/FB-DHU32029PP-5.753% 28/1 EUR 1 -83,560.63 -83,560.63 -143,774.93 -227,335.56 

7.2.2. Swap (IRS/FB-DHU32065 PA-5.8225% 28/11/15 & IRS/FB-DHU32065 PP-5.44% 2 EUR 1 -269,146.31 -269,146.31 -207,272.03 -476,418.34 



VALOR DA UP 53.31 





NPC: 501 836 926 












XS0181137240 1.2.3. BCP 10/12/2023 EUR 500,000 56.63 56.63 8,112.50 291,237.50 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 200,000 54.25 54.25 0.00 108,500.00 


DE0003933263 1.2.3. Deutsche Bank AG 5.125% 31/01/13 EUR 30,000 102.28 102.28 252.05 30,936.95 




PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 1,000,000 89.00 89.00 52,715.16 942,715.16 


PTCLJAOE0002 2.1.3. Controljornal Float 21/06/13 EUR 21,000 98.01 98.01 149.83 20,731.13 

PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 30,000 90.33 90.33 214.04 27,311.83 





5. LIQUIDEZ 0 0.00 0.00 0.00 21,502.02

5.1. À vista 0 0.00 0.00 0.00 21,502.02 

5.1.9 Outros 0 0.00 0.00 0.00 10,020.01 





5.1.3. Comissões 0 0.00 0.00 0.00 -26,488.70 



7.2.2. Swaps 1 0.00 0.00 69,357.20 -48,113.02 

7.2.2. Swap (IRS-29738PA-5.675% 01/08/15 & IRS-29738PP-4.95% 01/08/15) EUR 1 -117,470.22 -117,470.22 69,357.20 -48,113.02 




Carteira: OC (UL) RENDA CORP 2007 8 A 1SR 233 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 4,386,100 0.00 0.00 73,704.80 3,002,312.30 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 906,100 0.00 0.00 38,668.69 899,231.19 

1.1.3. Obrigações diversas 906,100 0.00 0.00 38,668.69 899,231.19 

PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 900,000 95.00 95.00 38,668.03 893,668.03 



1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 3,480,000 0.00 0.00 35,036.11 2,103,081.11 

1.2.3. Obrigações diversas 3,480,000 0.00 0.00 35,036.11 2,103,081.11 

XS0181137240 1.2.3. BCP 10/12/2023 EUR 2,000,000 56.63 56.63 32,450.00 1,164,950.00 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 1,000,000 54.25 54.25 0.00 542,500.00 


XS0422704238 1.2.3. Lloyds TSB Bank 6.25% 04/15/14 EUR 30,000 106.73 106.73 1,798.16 33,817.16 




PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 3,400,000 89.00 89.00 179,231.55 3,205,231.55 








5. LIQUIDEZ 0 0.00 0.00 0.00 8,260.16 

5.1. À vista 0 0.00 0.00 0.00 8,260.16 

5.1.9 Outros 0 0.00 0.00 0.00 50,099.98 



5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 983.31

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 983.31 

5.1.3. Comissões 0 0.00 0.00 0.00 -42,823.13 



7.2.2. Swaps 2 0.00 0.00 -170,534.97 -1,254,702.70 

7.2.2. Swap (IRS-29017 PA Float 18/07/15 & IRS-29017 PP-5.60% 18/07/15) EUR 1 -85,660.05 -85,660.05 -13,931.40 -99,591.45 

7.2.2. Swap (IRS/FB-DHJ95246 PA-Float 18/07/15 & IRS/FB-DHJ95246 PP-5.61% 18/ EUR 1 -998,507.68 -998,507.68 -156,603.57 -1,155,111.25 




Carteira: OC (UL) RENDA CRESC 2006 8A 2SR-116 Data: 31-03-2012 




NPC: 501 836 926 







PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 121,000 84.83 84.83 432.39 103,071.86 










PTMGTAOE0005 2.1.3. Mota Gestão Part. Float 21/06/13 EUR 70,000 97.15 97.15 499.42 68,503.27 





5. LIQUIDEZ 8 0.00 0.00 0.00 -132,164.81 

5.1. À vista 8 0.00 0.00 0.00 -132,164.81 

5.1.9 Outros 3 0.00 0.00 0.00 -0.06 




5.1.3. Comissões 4 0.00 0.00 0.00 -204,272.18 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 3 0.00 0.00 -1,110,859.68 1,537,290.13 

7.2. Fora de mercado regulamentado 3 0.00 0.00 -1,110,859.68 1,537,290.13 

7.2.2. Swaps 3 0.00 0.00 -1,110,859.68 1,537,290.13 

7.2.2. Swap (IRS-21868PA-4.40% 08/09/14 & IRS-21868PP-4.625% 08/09/14) EUR 1 510,540.02 510,540.02 -159,485.90 351,054.12 

7.2.2. Swap (IRS-28034PA-4.44% 08/09/14 & IRS-28034PP-4.625% 08/09/14) EUR 1 400,549.52 400,549.52 -132,531.58 268,017.94 

7.2.2. Swap (IRS-30286PA-4.44% 08/09/14 & IRS-30286PP-5.543% 06/09/14) EUR 1 1,737,060.27 1,737,060.27 -818,842.20 918,218.07 



VALOR DA UP 52.10

Carteira: OC (UL) RENDA CRESC 2006 8A 3SR-118 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 2,249,500 0.00 0.00 8,038.46 1,916,199.55 

1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 2,249,500 0.00 0.00 8,038.46 1,916,199.55 

1.1.3. Obrigações diversas 2,249,500 0.00 0.00 8,038.46 1,916,199.55 

PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 2,249,500 84.83 84.83 8,038.46 1,916,199.55 




PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 1,400,000 89.00 89.00 73,801.23 1,319,801.23 

PTISUAOE0012 2.1.3. ISU-Estab. Saude/Assist. Float 18/10/14 EUR 20,000,000 86.33 86.33 243,100.11 17,508,576.11 

PTSGDAOE0015 2.1.3. SGHD-SG Hospital Desc.Float 18/10/14 EUR 19,950,000 87.33 87.33 242,492.36 17,664,329.01 

5. LIQUIDEZ 0 0.00 0.00 0.00 -183,942.78 

5.1. À vista 0 0.00 0.00 0.00 -183,942.78 

5.1.9 Outros 0 0.00 0.00 0.00 178.00 

5.1.9 IRS EUR 0 0.00 0.00 0.00 178.00 



5.1.3. Comissões 0 0.00 0.00 0.00 -198,493.75 



7.2.2. Swaps 3 0.00 0.00 -122,068.85 3,677,839.15 

7.2.2. Swap (IRS/BC-1347497PA-4.34% 18/10/14 & IRS/BC-1347497PP Float 02/08/1 EUR 1 220,098.66 220,098.66 8,669.83 119,808.65 

7.2.2. Swap (IRS/FB-DGL00343 PA-4.34% 20/10/14 & IRS/FB-DGL00343 PP-4.625% 20 EUR 1 85,922.10 85,922.10 -14,138.71 71,783.39 

7.2.2. Swap (IRS/FB-DGL00782 PA-4.34% 20/10/14 & IRS/FB-DGL00782 PP Float 20/ EUR 1 3,602,847.08 3,602,847.08 -116,599.97 3,486,247.11 


NUMERO DE UNIDADES EM CIRCULAÇÃO 724,039.43 

VALOR DA UP 57.87





NPC: 501 836 926 






BCQYOM 1.1.3. Banco Comercial Portugues Floater - Junho 2017 EUR 4,575,000 63.71 63.71 20,065.20 2,934,980.93 

BCQGOM 1.1.3. Banco Comercial Portugues Floater-Setembro 2015 EUR 2,550,000 72.46 72.46 234.39 1,847,849.31 







XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 37,800,000 63.00 63.00 1,508,514.32 25,322,514.32 





PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 5,670,000 84.51 84.51 18,558.53 4,810,065.17 






5. LIQUIDEZ 8,825,001 0.00 0.00 71,587.96 14,725,360.15 

5.1. À vista 0 0.00 0.00 0.00 -321,227.81 

5.1.9 Outros 0 0.00 0.00 0.00 0.04 




5.1.3. Comissões 0 0.00 0.00 0.00 -347,645.79 

5.2. A prazo 8,825,001 0.00 0.00 71,587.96 15,046,587.96 



PRT11200002 5.2.1. DP/BCP/EUR 29-03-2012 28-09-2012 2,341% EUR 1 6,150,000.00 6,150,000.00 1,199.76 6,151,199.76 



7.2.2. Swaps 8 0.00 0.00 -550,813.67 2,633,530.05 

7.2.2. Swap (IRS-30672 PA-5.26% 17/09/15 & IRS-30672PP-Float 17/10/15) EUR 1 1,073,054.79 1,073,054.79 42,348.61 1,115,403.40 

7.2.2. Swap (IRS-57202-PA-5.26% 17/10/15 & IRS-57202-PP-Float 17/10/15) EUR 1 270,711.33 270,711.33 22,969.83 255,007.34 

7.2.2. Swap (IRS/FB DHQ84113 PA-5.86% 17/10/15 & IRS/FB DHQ84113 PP-5.125% 17 EUR 1 -265,517.27 -265,517.27 -155,354.74 -420,872.01 

7.2.2. Swap (IRS/FB-DHP12655 PA - 5.26 17/10/15 & IRS/FB-DHP12655 PP Float 17 EUR 1 991,014.86 991,014.86 107,648.89 1,098,663.75 

7.2.2. Swap (IRS/FB-DHP12719 PA-5.26% 17/10/15 & IRS/FB-DHP12719 PP Float 17/ EUR 1 101,606.89 101,606.89 -743,287.35 -641,680.46 

7.2.2. Swap (IRS/FB-DHQ04666 PA -5.26 17/10/15 & IRS/FB-DHQ04666 PP Float 17/ EUR 1 420,658.10 420,658.10 82,415.62 503,073.72 

7.2.2. Swap (IRS/FB-DHQ04816 PA-5.26% 17/10/15 & IRS/FB-DHQ04816 PP Float 17/ EUR 1 205,628.11 205,628.11 30,460.96 236,089.07 

7.2.2. Swap (IRS/FB-DHQ84055 PA 5.26% 17/10/15 & IRS/FB-DHQ84055 PP-Float 17/ EUR 1 425,860.73 425,860.73 61,984.51 487,845.24 



VALOR DA UP 51.31





NPC: 501 836 926 






PTBCT1OM0010 1.1.3. Banco Comercial Portugues Floater - Novembro 2015 EUR 1,000,000 75.86 75.86 4,581.33 763,190.22 

PTBCTUOM0016 1.1.3. Banco Comercial Portugues Floater - Setembro 2015 EUR 5,000,000 82.48 82.48 824.17 4,124,780.12 

BCTPOM 1.1.3. Banco Comercial Portugues Floater- Junho 2017 EUR 6,000,000 74.03 74.03 38,900.65 4,480,939.33 

BCTQOM 1.1.3. Banco Comercial Portugues Floater-Novembro 2015 EUR 8,500,000 77.02 77.02 55,978.14 6,602,549.03 

BCUTOM 1.1.3. Banco Comercial Portugues Floater 28/11/15 EUR 1,300,000 88.72 88.72 11,539.23 1,164,942.62 




PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 14,000 84.83 84.83 50.03 11,925.67 











PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 4,777,000 79.01 79.01 31,981.34 3,806,179.17 






5. LIQUIDEZ 0 0.00 0.00 0.00 -164,114.28 

5.1. À vista 0 0.00 0.00 0.00 -164,114.28 



5.1.3. Comissões 0 0.00 0.00 0.00 -165,677.60 



7.2.2. Swaps 8 0.00 0.00 -669,906.23 3,236,433.89 

7.2.2. Swap (IRS-31870PA Var 28/11/15 & IRS-31870PP 5.125% 28/11/15) EUR 1 115,316.83 115,316.83 -312,696.63 -197,379.80 

7.2.2. Swap (IRS-31871PA Var 28/11/15 & IRS-31871PP 6.11% 28/11/15) EUR 1 512,271.04 512,271.04 -249,221.64 263,049.40 

7.2.2. Swap (IRS-32398PA Var 28/11/15 & IRS-32398PP Var 28/11/05) EUR 1 416,323.46 416,323.46 -6,725.35 409,598.11 

7.2.2. Swap (IRS-32401PA-Var 28/11/15 & IRS-32401PP-Float 28/11/15) EUR 1 218,197.94 218,197.94 -8,206.00 209,991.94 

7.2.2. Swap (IRS-32420PA Var 28/11/15 & IRS-32420PP 6.11% 28/11/15) EUR 1 46,779.76 46,779.76 -78,144.83 -31,365.07 

7.2.2. Swap (IRS/BC-2021502PA Var 28/11/15 & IRS/BC-2021502PP Float 28/11/15) EUR 1 979,300.96 979,300.96 -36,927.00 942,373.96 

7.2.2. Swap (IRS/BC-2021517PA Var 28/11/15 & IRS/BC-2021517PP Float 28/11/15) EUR 1 834,133.97 834,133.97 35,946.30 870,080.27 

7.2.2. Swap (IRS/BC-2021526PA-5.24% 28/11/15 & IRS/BC-2021526PP Float 28/11/1 EUR 1 784,016.16 784,016.16 -13,931.08 770,085.08 



VALOR DA UP 52.76





NPC: 501 836 926 






PTBCT9OM0020 1.1.3. Banco Comercial Portugues Floater - Junho 2017 EUR 6,000,000 74.03 74.03 27,061.32 4,469,123.40 

BCQZOM 1.1.3. Banco Comercial Portugues Floater-Novembro 2015 EUR 2,075,000 71.80 71.80 12,164.58 1,502,024.69 



PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 1,302,000 78.75 78.75 11,556.99 1,036,864.63 




XS0457228137 1.2.3. BBVA Intl Pref Var 21/10/49 EUR 3,550,000 96.02 96.02 133,561.47 3,542,306.97 

FR0010306738 1.2.3. BNP Paribas Var 12/04/16 EUR 4,400,000 77.18 77.18 201,296.39 3,597,348.39 







5. LIQUIDEZ 2,825,000 0.00 0.00 29,237.15 2,784,960.50 

5.1. À vista 0 0.00 0.00 0.00 140,723.35 

5.1.9 Outros 0 0.00 0.00 0.00 -57,262.21 




5.1.3. Comissões 0 0.00 0.00 0.00 -75,744.99 

5.2. A prazo 2,825,000 0.00 0.00 29,237.15 2,644,237.15 





7.2.2. Swaps 4 0.00 0.00 -538,775.87 614,098.56 

7.2.2. Swap (IRS-32696PA-Float 27/12/15 & IRS-32696PP-Float 27/12/15) EUR 1 769,582.40 769,582.40 -50,603.00 718,979.40 

7.2.2. Swap (IRS-32700PA-Float 27/12/15 & IRS-32700PP-Float 27/12/15) EUR 1 769,688.29 769,688.29 -37,514.17 732,174.12 

7.2.2. Swap (IRS-32702PA-5.06% 27/12/15 & IRS-32702PP-4.58% 27/12/15) EUR 1 -433,997.91 -433,997.91 -251,309.31 -685,307.22 

7.2.2. Swap (IRS-32707PA-5.06% 27/12/15 & IRS-32707PP-4.73% 27/12/15) EUR 1 47,601.65 47,601.65 -199,349.39 -151,747.74 



VALOR DA UP 56.03

Carteira: OC (UL) RENDA CRESCENTE MAIS 8A 1SR - 232 Data: 31-03-2012 




NPC: 501 836 926 







BIPAOM 1.1.3. Banco Comercial Portugues Floater 17/06/13 EUR 500,000 93.23 93.23 3,028.49 469,172.28 







XS0457228137 1.2.3. BBVA Intl Pref Var 21/10/49 EUR 9,000,000 96.02 96.02 338,606.55 8,980,496.55 



















5. LIQUIDEZ 15,061,920 0.00 0.00 264,579.69 14,964,457.21 

5.1. À vista 0 0.00 0.00 0.00 -362,042.10 

5.1.9 Outros 0 0.00 0.00 0.00 0.05 




5.1.3. Comissões 0 0.00 0.00 0.00 -614,642.30 

5.2. A prazo 15,061,920 0.00 0.00 264,579.69 15,326,499.31 

5.2.1. Depósitos e outros equiparados 15,061,920 0.00 0.00 264,579.69 15,326,499.31 

PRT11200002 5.2.1. DP/BCP/EUR 27-12-2011 27-06-2012 6,5873% EUR 15,061,920 1.00 1.00 264,579.69 15,326,499.31 



7.2.2. Swaps 6 0.00 0.00 1,812,134.17 5,538,805.37 


7.2.2. Swap (IRS-29094 PA Var 05/09/15 & IRS-29094 PP 4.39% Float 05/09/15) EUR 1 -648,684.92 -648,684.92 821,057.17 172,372.25

7.2.2. Swap (IRS-29111 PA Var 05/09/15 & IRS-29111 PP Float 05/09/15) EUR 1 1,388,195.49 1,388,195.49 274,876.09 1,663,071.58 

7.2.2. Swap (IRS-31621 PA-5.060% 07/09/15 & IRS-31621-PP-Float 07/09/15) EUR 1 577,263.22 577,263.22 137,020.97 714,284.19 

7.2.2. Swap (IRS/FB-DHO65004 PA-5.060% 07/09/15 & IRS/FB-DHO65004 PP-Float 07 EUR 1 -134,228.28 -134,228.28 150,919.61 16,691.33 

7.2.2. Swap (IRS/FB-DIZ08147 PA Var 07/09/15 & IRS/FB-DIZ08147 PP Float 5..07 EUR 1 2,816,518.99 2,816,518.99 428,164.50 3,244,683.49 




Carteira: OC (UL) RENDA CRESCENTE 2006 8A - 115 Data: 31-03-2012 




NPC: 501 836 926 






PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 9,550,000 95.00 95.00 410,310.79 9,482,810.79 

PTSOILOE0009 1.1.3. Sonae Industria Float 02/08/14 EUR 40,030,500 84.83 84.83 143,046.74 34,099,322.67 













5. LIQUIDEZ 1,072 0.00 0.00 0.00 -370,458.94 

5.1. À vista 1,072 0.00 0.00 0.00 -370,458.94 

5.1.9 Outros 5 0.00 0.00 0.00 -0.02 




5.1.3. Comissões 1,067 0.00 0.00 0.00 -394,785.46 



7.2.2. Swaps 4 0.00 0.00 -216,670.95 3,559,141.61 

7.2.2. Swap (IRS/FB-DGF96948 PA-4.3% 04/08/14 & IRS/FB-DGF96948 PP Float 04/0 EUR 1 2,353,438.13 2,353,438.13 113,976.57 2,393,963.90 

7.2.2. Swap (IRS/FB-DGF97051 PA-4.3% 04/08/14 & IRS/FB-DGF97051 PP-4.625% 04/ EUR 1 248,350.00 248,350.00 -62,713.75 185,636.25 

7.2.2. Swap (IRS/FB-DGF97099 PA-4.3% 04/08/14 & IRS/FB-DGF97099 PP-4.95% 04/0 EUR 1 289,858.47 289,858.47 -313,459.13 -23,600.66 

7.2.2. Swap (IRS/FB-DGG33012 PA-4.3% 04/08/14 & IRS/FB-DGG33012 PP Float 04/0 EUR 1 957,616.76 957,616.76 45,525.36 1,003,142.12 



VALOR DA UP 59.23

Carteira: OC (UL) RENDA CRESCENTE 2006 8A 4SR-120 Data: 31-03-2012 




NPC: 501 836 926 























5. LIQUIDEZ 4 0.00 0.00 0.00 -126,829.93 

5.1. À vista 4 0.00 0.00 0.00 -126,829.93 

5.1.9 Outros 4 0.00 0.00 0.00 -0.02 




5.1.3. Comissões 0 0.00 0.00 0.00 -127,900.23 



7.2.2. Swaps 2 0.00 0.00 -528,895.17 365,796.58 

7.2.2. Swap (IRS-23969PA-4.35% 28/11/14 & IRS-23969PP-4.781% 28/11/14) EUR 1 445,437.08 445,437.08 -316,473.62 128,963.46 

7.2.2. Swap (IRS/FB-DGO20623 PA-4.35% 29/11/14 & IRS/FB-DGO20623 PP-5.543% 29 EUR 1 518,368.78 518,368.78 -212,421.55 236,833.12 

VALOR LÍQUIDO GLOBAL DO FUNDO -26331.31 12,939,918.81 


VALOR DA UP 24.74

Carteira: OC (UL) RENDA CRESCENTE 2006 8A 5SR-123 Data: 31-03-2012 




NPC: 501 836 926 







PTGRPAOE0004 1.1.3. Grupo Pestana Float 01/09/12 EUR 5,000 99.11 99.11 9.00 4,964.39 










PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 3,800,000 89.00 89.00 200,317.62 3,582,317.62 




5. LIQUIDEZ 1 0.00 0.00 0.00 24,574.83 

5.1. À vista 1 0.00 0.00 0.00 24,574.83 

5.1.9 Outros 1 0.00 0.00 0.00 -7,665.87 

5.1.9 Diferimento do juro das OPL's EUR 1 0.03 0.03 0.00 0.03 




5.1.3. Comissões 0 0.00 0.00 0.00 -79,738.94 



7.2.2. Swaps 2 0.00 0.00 -495,834.93 150,915.12 

7.2.2. Swap (IRS/FB-DGQ91028 PA-Var 29/12/14 & IRS/FB-DGQ91028 PP-4.781% 29/1 EUR 1 471,815.02 471,815.02 -264,094.39 207,720.63 

7.2.2. Swap (IRS/FB-DGQ91041 PA-Var 29/12/14 & IRS/FB-DGQ91041 PP-4.625% 29/1 EUR 1 174,935.03 174,935.03 -231,740.54 -56,805.51 



VALOR DA UP 39.93

Carteira: OC (UL) RENDA CRESCENTE 2007 8A 1SR - 131 Data: 31-03-2012 




NPC: 501 836 926 























5. LIQUIDEZ 1 0.00 0.00 0.00 -36,988.93 

5.1. À vista 1 0.00 0.00 0.00 -36,988.93 

5.1.9 Outros 1 0.00 0.00 0.00 -0.02 




5.1.3. Comissões 0 0.00 0.00 0.00 -61,585.26 



7.2.2. Swaps 5 0.00 0.00 -591,276.06 -484,402.44 

7.2.2. Swap (IRS-25196PA-4.38% 14/02/15 & IRS-25196PP-4.781% 14/02/15) EUR 1 27,855.63 27,855.63 -19,467.74 8,387.89 

7.2.2. Swap (IRS-25297PA-4.38% 14/02/07 & IRS-25297PP-4.781% 14-02-15) EUR 1 27,565.14 27,565.14 -19,467.74 8,097.40 

7.2.2. Swap (IRS-25303PA-4.38% 14/02/15 & IRS-25303PP-4.781% 14/02/15) EUR 1 27,565.14 27,565.14 -19,467.74 8,097.40 

7.2.2. Swap (IRS/FB-DGT45053 PA VAR 16/02/15 & IRS/FB-DGT45053 PP 4.239% 16/0 EUR 1 -95,690.80 -95,690.80 -447,214.80 -542,905.60 

7.2.2. Swap (IRS/FB-DGT45069 PA VAR 16/02/15 & IRS/FB-DGT45069 PP 4.781% 16/0 EUR 1 119,578.51 119,578.51 -85,658.04 33,920.47 



VALOR DA UP 34.86

Carteira: OC (UL) RENDA CRESCENTE 2007 8A 2SR - 134 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 1,821,000 0.00 0.00 7,951.20 1,603,543.64 


BCUSOM 1.1.3. Banco Comercial Portugues Floater 08/02/15 EUR 1,750,000 87.44 87.44 5,727.94 1,536,006.92 







5. LIQUIDEZ 0 0.00 0.00 0.00 -1,217,201.22 

5.1. À vista 0 0.00 0.00 0.00 -1,217,201.22 

5.1.9 Outros 0 0.00 0.00 0.00 -966,196.94 





5.1.3. Comissões 0 0.00 0.00 0.00 -415,145.88 



7.2.2. Swaps 3 0.00 0.00 -134,429.55 4,289,452.34 

7.2.2. Swap (FRA - DGW90937 - EUR/EUR-12-05-2011-30-03-2015) EUR 1 128,386.08 128,386.08 0.00 128,386.08 

7.2.2. Swap (IRS-55990PA- Var 28/03/15 & IRS-55990PP-Float 28/03/15) EUR 1 1,083,470.52 1,083,470.52 -35,363.56 963,325.39 

7.2.2. Swap (IRS/FB-DGW89408 PA VAR 30/03/15 & IRS/FB-DGW89408 PP Float 30/03 EUR 1 3,296,806.86 3,296,806.86 -99,065.99 3,197,740.87 



VALOR DA UP 57.44

Carteira: OC (UL) RENDA CRESCENTE 2007 8A 3SR - 136 Data: 31-03-2012 




NPC: 501 836 926 



2. VALORES NÃO COTADOS 31,415,600 0.00 0.00 102,826.68 26,650,984.72 

2.1. Valores mobiliários nacionais 31,415,600 0.00 0.00 102,826.68 26,650,984.72 

2.1.3. Obrigações diversas 31,415,600 0.00 0.00 102,826.68 26,650,984.72 

PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 31,415,600 84.51 84.51 102,826.68 26,650,984.72 

5. LIQUIDEZ 2 0.00 0.00 0.00 -246,260.22 

5.1. À vista 2 0.00 0.00 0.00 -246,260.22 

5.1.9 Outros 0 0.00 0.00 0.00 0.02 




5.1.3. Comissões 2 0.00 0.00 0.00 -266,190.93 



7.2.2. Swaps 1 0.00 0.00 109,201.06 3,482,160.64 

7.2.2. Swap (IRS/BC-1653090PA Var 09/05/15 & IRS/BC-1653090PP Float 09/05/15) EUR 1 3,503,754.74 3,503,754.74 109,201.06 3,482,160.64 



VALOR DA UP 56.69

Carteira: OC (UL) RENDA CRESCENTE 2007 8A 4S - 145 Data: 31-03-2012 




NPC: 501 836 926 






PTCFNCOE0002 1.1.3. Cofina Float 28/09/15 EUR 13,702,600 85.82 85.82 2,258.64 11,761,651.28 







5. LIQUIDEZ 0 0.00 0.00 0.00 -208,855.71 

5.1. À vista 0 0.00 0.00 0.00 -208,855.71 

5.1.9 Outros 0 0.00 0.00 0.00 -15,520.48 





5.1.3. Comissões 0 0.00 0.00 0.00 -223,512.11 



7.2.2. Swaps 2 0.00 0.00 -8,706.71 3,305,741.25 

7.2.2. Swap (IRS-50490PA-Var 20/06/15 & IRS-50490PP Float 20/06/15) EUR 1 1,455,052.95 1,455,052.95 -24,841.92 1,430,211.03 

7.2.2. Swap (IRS/FB-DHC38410 PA-Var 22/06/15 & IRS/FB-DHC38410 PP-Float 22/06 EUR 1 2,157,946.97 2,157,946.97 16,135.21 1,875,530.22 



VALOR DA UP 58.02

Carteira: OC (UL) RENDA CRESCENTE 2007 8A 5SR- 149 Data: 31-03-2012 




NPC: 501 836 926 











XS0181137240 1.2.3. BCP 10/12/2023 EUR 4,900,000 56.63 56.63 79,502.50 2,854,127.50 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 2,400,000 54.25 54.25 0.00 1,302,000.00 






PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 319,000 84.51 84.51 1,044.12 270,619.19 







5. LIQUIDEZ 0 0.00 0.00 0.00 -17,614.31 

5.1. À vista 0 0.00 0.00 0.00 -17,614.31 

5.1.9 Outros 0 0.00 0.00 0.00 120,240.02 





5.1.3. Comissões 0 0.00 0.00 0.00 -179,902.25 



7.2.2. Swaps 2 0.00 0.00 -656,556.73 138,919.44 

7.2.2. Swap (IRS-29705PA-Float 01/08/15 & IRS-29705PP-5.234% 01/08/15) EUR 1 572,517.22 572,517.22 -170,813.73 401,703.49 

7.2.2. Swap (IRS-42252PA-Float 01/08/15 & IRS-42252PP-5.3765% 01/08/15) EUR 1 222,958.95 222,958.95 -485,743.00 -262,784.05 



VALOR DA UP 50.18

Carteira: OC (UL) RENDA EURIBOR MAIS 8 A 1SR - 239 Data: 31-03-2012 




NPC: 501 836 926 















2.1. Valores mobiliários nacionais 325,500 0.00 0.00 5,161.77 316,607.19 

2.1.3. Obrigações diversas 325,500 0.00 0.00 5,161.77 316,607.19 



PTPTIBOE0009 2.1.3. Portucel Float 09/05/13 EUR 220,000 98.67 98.67 2,245.89 219,318.23 

PTSNCAOE0009 2.1.3. SonaeCom SGPS Float 21/06/13 EUR 25,500 96.16 96.16 181.93 24,703.12 




5. LIQUIDEZ 418 0.00 0.00 0.00 -50,187.08 

5.1. À vista 418 0.00 0.00 0.00 -50,187.08 




5.1.3. Comissões 0 0.00 0.00 0.00 -88,641.46 



7.2.2. Swaps 2 0.00 0.00 -429,843.65 -2,558,737.69 

7.2.2. Swap (IRS-31326-PA Float 10/10/15 & IRS-31326-PP Var 10/10/15) EUR 1 -1,208,357.73 -1,208,357.73 -309,338.56 -1,517,696.29 

7.2.2. Swap (IRS-31356 PA Float 10/10/15 & IRS-31356PP Var 10/10/15) EUR 1 -920,536.31 -920,536.31 -120,505.09 -1,041,041.40 



VALOR DA UP 36.08

Carteira: OC (UL) RENDA EURIBOR TOTAL 2007 8 A 1 SR - 241 Data: 31-03-2012 




NPC: 501 836 926 












XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 620,000 63.00 63.00 24,742.83 415,342.83 


2. VALORES NÃO COTADOS 556,000 0.00 0.00 6,030.39 453,053.97 

2.1. Valores mobiliários nacionais 556,000 0.00 0.00 6,030.39 453,053.97 

2.1.3. Obrigações diversas 556,000 0.00 0.00 6,030.39 453,053.97 




5. LIQUIDEZ 0 0.00 0.00 0.00 -2,259.58 

5.1. À vista 0 0.00 0.00 0.00 -2,259.58 



5.1.3. Comissões 0 0.00 0.00 0.00 -10,189.88 



7.2.2. Swaps 2 0.00 0.00 -40,250.88 -356,696.60 

7.2.2. Swap (IRS-32480PA-Float 28/11/15 & IRS-32480PP-Float 28/11/15) EUR 1 -2,342.44 -2,342.44 -2,926.48 -5,268.92 

7.2.2. Swap (IRS-32484PA-Float 28/11/15 & IRS-32484PP-Float 28/11/15) EUR 1 -314,103.28 -314,103.28 -37,324.40 -351,427.68 



VALOR DA UP 40.72

Carteira: OC (UL) RENDA EURIBOR 2007 8A 1SR - 133 Data: 31-03-2012 




NPC: 501 836 926 







5. LIQUIDEZ 0 0.00 0.00 0.00 -67,824.46 

5.1. À vista 0 0.00 0.00 0.00 -67,824.46 

5.1.9 Outros 0 0.00 0.00 0.00 -88,756.25 






5.1.3. Comissões 0 0.00 0.00 0.00 -58,397.64 



7.2.2. Swaps 2 0.00 0.00 -18,511.52 -27,865.50 

7.2.2. Swap (FRA - DGX14725 - EUR/EUR-12-05-2011-30-03-2015) EUR 1 17,734.80 17,734.80 0.00 17,734.80 

7.2.2. Swap (IRS/FB-DGX12608 PA-Float 28/03/15 & IRS/FB-DGX12608 PP-Float 28/ EUR 1 -29,346.08 -29,346.08 -18,511.52 -45,600.30 

VALOR LÍQUIDO GLOBAL DO FUNDO 604.74 4,858,931.66 



Carteira: OC (UL) RENDA EURIBOR 2007 8A 2SR - 138 Data: 31-03-2012 




NPC: 501 836 926 











5. LIQUIDEZ 2 0.00 0.00 0.00 -39,073.28 

5.1. À vista 2 0.00 0.00 0.00 -39,073.28 

5.1.9 Outros 0 0.00 0.00 0.00 13.39 

5.1.9 SEG-Imp. FIM's EUR 0 0.00 0.00 0.00 13.39



5.1.3. Comissões 2 0.00 0.00 0.00 -39,634.53 



7.2.2. Swaps 1 0.00 0.00 111,720.66 80,185.96 

7.2.2. Swap (IRS/FB-DHA04315 PA VAR 09/05/15 & IRS/FB-DHA04315 PP VAR 09/05/1 EUR 1 -33,425.59 -33,425.59 111,720.66 80,185.96 




Carteira: OC (UL) RENDA EURIBOR 2007 8 A 4SR - 228 Data: 31-03-2012 




NPC: 501 836 926 










XS0181137240 1.2.3. BCP 10/12/2023 EUR 1,100,000 56.63 56.63 17,847.50 640,722.50 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 500,000 54.25 54.25 0.00 271,250.00 








5. LIQUIDEZ 0 0.00 0.00 0.00 -8,805.77 

5.1. À vista 0 0.00 0.00 0.00 -8,805.77 

5.1.9 Outros 0 0.00 0.00 0.00 25,049.98 





5.1.3. Comissões 0 0.00 0.00 0.00 -39,012.15 



7.2.2. Swaps 2 0.00 0.00 -73,748.40 -727,167.11 

7.2.2. Swap (IRS-27898 PA Float 01/08/15 & IRS-27898 PP 5.3765% 01/08/15) EUR 1 -485,807.43 -485,807.43 -62,244.73 -548,052.16 

7.2.2. Swap (IRS-27986 PA Float 01/08/15 & IRS-27986 PP 5.18% 01/08/15) EUR 1 -170,100.92 -170,100.92 -14,144.70 -184,245.62 

7.2.2. Swap (IRS-55312 PA 5% 01/08/15 & IRS-55312 PP 3.050847% 01/08/15) EUR 0 10,150.20 10,150.20 2,641.03 5,130.67 



VALOR DA UP 43.37

Carteira: OC (UL) RENDA EURIBOR 8 A 5SR 231 Data: 31-03-2012 




NPC: 501 836 926 





















5. LIQUIDEZ 0 0.00 0.00 0.00 -15,150.04 

5.1. À vista 0 0.00 0.00 0.00 -15,150.04 

5.1.9 Outros 0 0.00 0.00 0.00 0.05 




5.1.3. Comissões 0 0.00 0.00 0.00 -20,941.38 



7.2.2. Swaps 2 0.00 0.00 3,616.85 -386,222.88 

7.2.2. Swap (IRS/FB DHO47018 PA-Float 05/09/15 & IRS/FB DHO47018 PP-Float 05/ EUR 1 5,736.62 5,736.62 8,009.11 13,745.73 

7.2.2. Swap (IRS/FB-DHO45548 PA-Float 05-09-15 & IRS/FB DHO45548 PP-Float 05/ EUR 1 -395,576.35 -395,576.35 -4,392.26 -399,968.61 



VALOR DA UP 44.83

Carteira: OC (UL) RENDA EURIBOR 8A 6SR - 236 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 1,359,000 0.00 0.00 54,089.34 911,132.38 






XS0257650019 1.2.3. Ageas Hybrid Var 29/06/49 EUR 1,355,000 63.00 63.00 54,075.05 907,725.05 

2. VALORES NÃO COTADOS 364,000 0.00 0.00 2,347.61 292,621.03 

2.1. Valores mobiliários nacionais 364,000 0.00 0.00 2,347.61 292,621.03 

2.1.3. Obrigações diversas 364,000 0.00 0.00 2,347.61 292,621.03 




5. LIQUIDEZ 0 0.00 0.00 0.00 -1,795.33 

5.1. À vista 0 0.00 0.00 0.00 -1,795.33 

5.1.9 Outros 0 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -6,714.19 



7.2.2. Swaps 2 0.00 0.00 -33,278.21 -182,233.44 

7.2.2. Swap (IRS-31661 PA-Float 17/10/15 & IRS-31661 PP-Float 17/10/15) EUR 1 -149,629.19 -149,629.19 -35,574.56 -185,203.75 

7.2.2. Swap (IRS-31667 PA-5.28% 17/10/15 & IRS-31667 PP-Float 17/10/15) EUR 1 673.96 673.96 2,296.35 2,970.31 




Carteira: OC (UL) RENDA GLOBAL 2007 5A 3SR - 137 Data: 31-03-2012 




NPC: 501 836 926 







2.2. Valores mobiliários estrangeiros 12,808,800 0.00 0.00 76,560.68 12,959,378.89


PTBCT4XE0008 2.2.3. BCP Renda Global V - 2ªEmi. 2007-09/05/12 EUR 4,960,000 100.66 100.66 33,169.95 5,025,779.77 

PTBCT2XE0000 2.2.3. BCP Renda Global V 2007-09/05/12 EUR 7,848,800 100.53 100.53 43,390.73 7,933,599.12 






5. LIQUIDEZ 2 0.00 0.00 0.00 284,484.65 

5.1. À vista 2 0.00 0.00 0.00 284,484.65 

5.1.9 Outros 0 0.00 0.00 0.00 -34,108.30 


5.1.9 IRS EUR 0 0.00 0.00 0.00 131.26 

5.1.9 Operações de Compra-Bolsa EUR 0 0.00 0.00 0.00 -34,243.97 



5.1.3. Comissões 2 0.00 0.00 0.00 -90,214.04 




Carteira: OC (UL) RENDA GLOBAL 2007 5A 4SR- 146 Data: 31-03-2012 




NPC: 501 836 926 






PTBCT8XE0004 2.2.3. BCP Renda Global VI 2007-20/06/12 EUR 10,773,000 100.52 100.52 64,518.33 10,893,748.11 





5. LIQUIDEZ 3 0.00 0.00 0.00 649,544.52 

5.1. À vista 3 0.00 0.00 0.00 649,544.52 

5.1.9 Outros 0 0.00 0.00 0.00 -4,735.60 


5.1.9 IRS EUR 0 0.00 0.00 0.00 112.00 





5.1.3. Comissões 0 0.00 0.00 0.00 -80,113.59 



VALOR DA UP 55.47

Carteira: OC (UL) RENDA GLOBAL 2007 5A 5SR - 227 Data: 31-03-2012 




NPC: 501 836 926 










PTBCUCXE0006 2.2.3. BCP Renda Global VII 2007-01/08/12 EUR 8,810,500 100.30 100.30 43,284.12 8,880,560.11 







5. LIQUIDEZ 0 0.00 0.00 0.00 -9,016.97 

5.1. À vista 0 0.00 0.00 0.00 -9,016.97 

5.1.9 Outros 0 0.00 0.00 0.00 13.30 


5.1.9 IRS EUR 0 0.00 0.00 0.00 13.32 



5.1.3. Comissões 0 0.00 0.00 0.00 -55,495.43 


NUMERO DE UNIDADES EM CIRCULAÇÃO 203,645.30 


Carteira: OC (UL) RENDA GLOBAL 5 A 7SR - 235 Data: 31-03-2012 




NPC: 501 836 926 






PTBCU4XE0006 2.2.3. BCP Renda Global IX Outubro 2007-17/10/12 EUR 3,217,000 105.10 105.10 86,231.42 3,467,409.47 


5. LIQUIDEZ 0 0.00 0.00 0.00 1,126.18 

5.1. À vista 0 0.00 0.00 0.00 1,126.18 

5.1.9 Outros 0 0.00 0.00 0.00 5.26


5.1.9 IRS EUR 0 0.00 0.00 0.00 5.25 



5.1.3. Comissões 0 0.00 0.00 0.00 -12,122.54 




Carteira: OC (UL) RENDA GLOBAL 2007 5 A 8SR - 240 Data: 31-03-2012 




NPC: 501 836 926 






PTBCU8XE0002 2.2.3. BCP Renda Global X 2007-28/11/2012 EUR 2,309,500 104.71 104.71 43,633.51 2,461,997.52 

5. LIQUIDEZ 0 0.00 0.00 0.00 5,827.90 

5.1. À vista 0 0.00 0.00 0.00 5,827.90 

5.1.9 Outros 0 0.00 0.00 0.00 5.60 

5.1.9 IRS EUR 0 0.00 0.00 0.00 5.60 



5.1.3. Comissões 0 0.00 0.00 0.00 -3,677.80 



VALOR DA UP 55.64

Carteira: OC (UL) RENDA GLOBAL 2007 5A 6SR 230 Data: 31-03-2012 




NPC: 501 836 926 








2.2. Valores mobiliários estrangeiros 4,010,000 0.00 0.00 13,244.13 4,038,694.26 


PTBCUKXE0006 2.2.3. BCP Renda Global VIII 2007-05/09/12 EUR 4,010,000 100.39 100.39 13,244.13 4,038,694.26 




PTTD9AJM0448 2.3.2. Teixeira Duarte Eng Constr SA 13ª EM PC 14/08/12 EUR 700,000 100.00 100.00 2,003.56 702,003.56 

5. LIQUIDEZ 0 0.00 0.00 0.00 27,708.09 

5.1. À vista 0 0.00 0.00 0.00 27,708.09 

5.1.9 Outros 0 0.00 0.00 0.00 3.16 

5.1.9 IRS EUR 0 0.00 0.00 0.00 3.16 



5.1.3. Comissões 0 0.00 0.00 0.00 -13,694.81 




Carteira: OC (UL) RENDA PRIVATE 2007 8A 2SR 238 Data: 31-03-2012 




NPC: 501 836 926 




1.1. Mercado de cotações oficiais de bolsa de valores portuguesa e outros mercado 11,336,000 0.00 0.00 310,616.81 9,696,137.56 















PTBINAOE0002 2.1.3. Celbi Float 08/02/15 EUR 122,000 84.51 84.51 399.32 103,496.99 







5. LIQUIDEZ 1,217 0.00 0.00 0.00 -82,331.69 

5.1. À vista 1,217 0.00 0.00 0.00 -82,331.69 


5.1.9 Diferimento do juro das OPL's EUR 0 0.00 0.00 0.00 -0.03 

5.1.2. Depósitos à ordem 1,217 0.00 0.00 0.00 6,871.02 


5.1.2. Juros DO BCP (EUR) EUR 1,217 0.00 0.00 0.00 0.00 

5.1.3. Comissões 0 0.00 0.00 0.00 -89,202.68 



7.2.2. Swaps 3 0.00 0.00 -604,574.88 -3,021,076.65 

7.2.2. Swap (IRS/FB DHN69149 PA- Float17/09/15 & IRS/FB DHN69149 PP- Float17/ EUR 1 -723,607.94 -723,607.94 -220,895.94 -944,503.88 

7.2.2. Swap (IRS/FB DHN69162 PA- Float17/09/15 & IRS/FB DHN69162 PP- Float17/ EUR 1 -1,547,264.96 -1,547,264.96 -480,962.80 -2,028,227.76 

7.2.2. Swap (IRS/FB-DHP51872 PA Float 15/10/15 & IRS/FB-DHP51872 PP Float 15/ EUR 1 -145,628.87 -145,628.87 97,283.86 -48,345.01 



VALOR DA UP 31.46

Carteira: OC (UL) RENDA PRIVATE 2007 8 A 3SR 243 Data: 31-03-2012 




NPC: 501 836 926 











PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 1,000 78.75 78.75 8.88 796.37 






XS0181137240 1.2.3. BCP 10/12/2023 EUR 8,900,000 56.63 56.63 144,402.50 5,184,027.50 

XS0188950488 1.2.3. BCP 31/03/2024 EUR 4,300,000 54.25 54.25 0.00 2,332,750.00 

















5. LIQUIDEZ 0 0.00 0.00 0.00 106,287.83 

5.1. À vista 0 0.00 0.00 0.00 106,287.83 

5.1.9 Outros 0 0.00 0.00 0.00 215,430.00 




5.1.3. Comissões 0 0.00 0.00 0.00 -114,141.88 



7.2.2. Swaps 6 0.00 0.00 -753,408.91 -4,978,470.10 

7.2.2. Swap (IRS-32255PA Float 22/11/15 & IRS-32255PP-4.65% 22/11/15) EUR 1 -254,905.31 -254,905.31 -12,651.04 -267,556.35 

7.2.2. Swap (IRS/BC-2012977PA Float 22/11/15 & IRS/BC-2012977PP-4.65% 22/11/1 EUR 1 -1,094,798.02 -1,094,798.02 -69,313.97 -1,164,111.99 

7.2.2. Swap (IRS/BC-2012978PA Float 22/11/15 & IRS/BC-2012978PP-5.80% 22/11/1 EUR 1 -1,623,005.54 -1,623,005.54 -436,447.21 -2,059,452.75

7.2.2. Swap (IRS/FB-DHU18248PA Float 22/11/15 & IRS/FB-DHU18248PP-4.65% 22/11 EUR 1 -262,742.57 -262,742.57 -13,657.51 -276,400.08 

7.2.2. Swap (IRS/FB-DHU18261 PA Float 22/11/15 & IRS/FB-DHU18261 PP-5.80% 22/ EUR 1 -459,175.42 -459,175.42 -106,175.75 -565,351.17 

7.2.2. Swap (IRS/FB-DHV96783 PA Fltt 22/11/15 & IRS/FB-DHV96783 PP 22/11/15) EUR 1 -530,434.33 -530,434.33 -115,163.43 -645,597.76 








NPC: 501 836 926 






PTBCQWOM0033 1.1.3. Banco Comercial Português 9.25% 13/10/14 EUR 2,050,000 95.00 95.00 88,077.19 2,035,577.19 


PTGRPAOE0004 1.1.3. Grupo Pestana Float 01/09/12 EUR 23,000 99.11 99.11 41.40 22,836.20 











5. LIQUIDEZ 0 0.00 0.00 0.00 20,427.69 

5.1. À vista 0 0.00 0.00 0.00 20,427.69 



5.1.3. Comissões 0 0.00 0.00 0.00 -12,549.18 



7.2.2. Swaps 2 0.00 0.00 -122,502.39 -863,259.18 

7.2.2. Swap (IRS/FB DHY87666PA-Float 27/12/15 & IRS/FB DHY87666PP-5.41% 27/12 EUR 1 -357,499.50 -357,499.50 -76,608.13 -434,107.63 

7.2.2. Swap (IRS/FB DHY87703PA-Float 27/12/15 & IRS/FB DHY87703PP-6.28% 27/12 EUR 1 -383,257.29 -383,257.29 -45,894.26 -429,151.55 



VALOR DA UP 37.32

Carteira: OC (UL) RENDA TRIMESTRAL 2006 8 A - 112 Data: 31-03-2012 




NPC: 501 836 926 








PTSOIJOE0003 1.1.3. Sonae Industria Float 28/03/14 EUR 42,000,000 88.42 88.42 6,922.99 37,141,405.27 

PTSOIGOE0006 1.1.3. Sonae Industria Float 31/03/13 EUR 1,000 96.39 96.39 0.05 963.90 






5. LIQUIDEZ 5 0.00 0.00 0.00 -822,232.97 

5.1. À vista 5 0.00 0.00 0.00 -822,232.97 

5.1.9 Outros 2 0.00 0.00 0.00 -475,596.97 





5.1.3. Comissões 2 0.00 0.00 0.00 -901,168.18 



7.2.2. Swaps 5 0.00 0.00 -51,209.99 2,205,653.18 

7.2.2. CDS (Swap - (CDS Portugal Telecom Senior 22450000 EUR (SWAP - 2847 - E EUR 1 -1,772,530.31 -1,772,530.31 623.61 -1,771,906.70 

7.2.2. Swap (IRS-41043PA-4.4% 28/03/14 & IRS-41043PP-Float 28/03/14) EUR 1 95,356.89 95,356.89 159.22 95,516.11 

7.2.2. Swap (IRS-55965PA-3.9375% 28/03/14 & IRS-55965PP-Float 30/12/13) EUR 1 962,710.45 962,710.45 2,907.85 960,775.87 

7.2.2. Swap (IRS-61866PA-4.36% 28/03/14 & IRS-61866PP-Float 14/03/14) EUR 1 1,313,082.89 1,313,082.89 -58,164.00 982,926.90 

7.2.2. Swap (IRS/FB-DFX09470 PA-4.4355% 28/03/14 & IRS/FB-DFX09470 PP Float 2 EUR 1 1,935,077.67 1,935,077.67 3,263.33 1,938,341.00 



VALOR DA UP 59.81

Carteira: OC (UL) RENDA TRIMESTRAL 2006-8A-2SR-113 Data: 31-03-2012 




NPC: 501 836 926 






PTBIWOOM0047 1.1.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 700,000 93.50 93.50 15.30 654,481.92 

PTBCS6OM0033 1.1.3. Banco Comercial Portugues Floater - Maio 2014 EUR 18,050,000 92.90 92.90 41,050.72 16,808,658.87 


PTSOIJOE0003 1.1.3. Sonae Industria Float 28/03/14 EUR 5,000,000 88.42 88.42 824.17 4,421,595.87 











5. LIQUIDEZ 696 0.00 0.00 0.00 -41,799.98 

5.1. À vista 696 0.00 0.00 0.00 -41,799.98 



5.1.2. Depósitos à ordem -7 0.00 0.00 0.00 203,125.74 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 203,125.74 


5.1.3. Comissões 699 0.00 0.00 0.00 -244,925.75 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 8 0.00 0.00 34,576.45 -331,975.26 

7.2. Fora de mercado regulamentado 8 0.00 0.00 34,576.45 -331,975.26 

7.2.2. Swaps 8 0.00 0.00 34,576.45 -331,975.26 

7.2.2. CDS (Swap - s (CDS Portugal Telecom Senior 700000 EUR (SWAP - 2879 - E EUR 1 -55,268.22 -55,268.22 19.44 -55,248.78 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 12700000 EUR (SWAP - 2890 - EU EUR 1 -1,425,199.60 -1,425,199.60 5,305.77 -1,419,893.83 

7.2.2. CDS (Swap - series OTC) (CDS EDP Senior 5350000 EUR (SWAP - 2891 - EUR EUR 1 -605,398.09 -605,398.09 1,885.88 -603,512.21 

7.2.2. Swap (IRS/BC-1145969PA-4.7325% 10/05/14 & IRS/BC-1145969PP Float 10/05 EUR 1 298,045.83 298,045.83 32,040.42 330,086.25 

7.2.2. Swap (IRS/BC-1145974PA-4.7125% 10/05/14 & IRS/BC-1145974PP Float 10/05 EUR 1 503,177.07 503,177.07 27,990.16 477,890.84 

7.2.2. Swap (IRS/BC-1145978PA-4.23% 10/05/14 & IRS/BC-1145978PP Float 10/05/1 EUR 1 32,450.28 32,450.28 3,211.59 35,661.87 

7.2.2. Swap (IRS/FB-DGA82135 PA-4.23% 12/05/14 & IRS/FB-DGA82135 PP Float 12/ EUR 1 673,930.72 673,930.72 -27,101.32 646,829.40 

7.2.2. Swap (IRS/FB-DGC18441 PA-4.31% 14/05/14 & IRS/FB-DGC18441 PP Float 12/ EUR 1 264,986.69 264,986.69 -8,775.49 256,211.20 



VALOR DA UP 57.77

Carteira: OC (UL) RENDA TRIMESTRAL 2006 8A-3SR-114 Data: 31-03-2012 




NPC: 501 836 926 








PTBIWOOM0047 1.1.3. Banco Comercial Portugues Floater - Dezembro 2013 EUR 650,000 93.50 93.50 14.21 607,733.21 






ES0214950059 1.2.3. Caja Madrid 6.25% 10/04/12 EUR 100,000 99.55 99.55 6,079.23 105,632.23 




XS0256105478 2.1.3. BCP Finance Bank CLN Brisa-21/06/14 EUR 11,000,000 80.30 80.30 62,277.77 8,895,188.67 



PTMGTBOE0004 2.1.3. Mota Gestão Part. Float 21/06/14 EUR 8,250,000 90.33 90.33 58,859.86 7,510,750.82 








5. LIQUIDEZ 2,377 0.00 0.00 0.00 -450,821.87 

5.1. À vista 2,377 0.00 0.00 0.00 -450,821.87 


5.1.9 Diferimento do juro das OPL's EUR 3 -0.01 -0.01 0.00 -0.03 



5.1.3. Comissões 2,374 0.00 0.00 0.00 -453,664.37 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -1,498,163.41 -395,005.55 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -1,498,163.41 -395,005.55 

7.2.2. Swaps 4 0.00 0.00 -1,498,163.41 -395,005.55 

7.2.2. CDS (Swap - s (CDS Portugal Telecom Senior 650000 EUR (SWAP - 2843 - E EUR 1 -51,320.46 -51,320.46 18.06 -51,302.40 


7.2.2. Swap (IRS/FB-DGD21453 PA-4.425% 23/06/14 & IRS/FB-DGD21453 PP Float 23 EUR 1 689,384.75 689,384.75 -50,108.97 639,275.78 

7.2.2. Swap (IRS/FB-DGD36732 PA-5.45% 09/06/14 & IRS/FB-DGD36732 PP-5.543% 09 EUR 1 -49,776.30 -49,776.30 -1,399,422.03 -1,449,198.33 



VALOR DA UP 57.12

Carteira: OC (ULA) GD Perfil Crescimento - 129 Data: 31-03-2012 




NPC: 501 836 926 





1.2.6. Unidades de participação de fundos de investimento fechados 2,800,060 0.00 0.00 0.00 17,338,466.08 

LU0272942433 1.2.6. Amundi Funds Absolute Volatility Euro Equities EUR 2,807 151.57 151.57 0.00 425,428.04 

FR0010750877 1.2.6. Amundi Inflation Monde PC EUR 0 120.00 120.00 0.00 -0.36 

LU0159663946 1.2.6. BNPP L1-EQUITY USA SMALL CAP N CAP USD 5,593 101.87 76.27 0.00 426,613.51 

IE00B240WN62 1.2.6. Comgest Growth Emerging Mk-EUR EUR 37,029 22.52 22.52 0.00 833,891.82 


LU0140363002 1.2.6. Franklin Temp Inv Mu EURPN-AAC(eur) EUR 25,472 16.73 16.73 0.00 426,154.81 

LU0256048223 1.2.6. JB ABSO RET BND PLUS-B€ EUR 3,283 130.81 130.81 0.00 429,442.17 

IE0005060367 1.2.6. Lazard Global Active European Equity EUR 1,692,166 1.77 1.77 0.00 2,993,779.21 

LU0583240519 1.2.6. MFS Meridian Emerging Markets Dbt EUR 75,573 11.19 11.19 0.00 845,662.79 

IE0003795394 1.2.6. Mellon Global- Asian Eq Po-$A USD 89,449 3.22 2.41 0.00 215,934.63 

LU0078113650 1.2.6. Morgan Stanley European Property Fund - A (SICAV) EUR 43,860 19.46 19.46 0.00 853,520.06 

LU0266114312 1.2.6. Morgan Stanley Invest. Funds - Global Prop - SICAV USD 13,451 21.18 15.86 0.00 213,310.81 

IE00B12VWB25 1.2.6. Neuberger Berman High Yield Bond Fund €ADV EUR 27,065 15.76 15.76 0.00 426,545.86 

LU0204987902 1.2.6. Oyster Japan Opportunities - Y JPY 1,987 11,778.00 107.50 0.00 213,657.62 

LU0204988207 1.2.6. Oyster Japan Opportunities - € EUR 5,328 122.21 122.21 0.00 651,088.16 

IE00B0105X63 1.2.6. PIMCO Total Return Bond Fund € Hedged Inv Ac EUR 0 20.00 20.00 0.00 -0.04 

LU0111548326 1.2.6. Parvest Bond Euro Government - Classic C EUR 4,074 312.76 312.76 0.00 1,274,204.29 

LU0107048042 1.2.6. Parvest Equity USA - N USD 17,345 81.16 60.77 0.00 1,054,012.55 

LU0111523170 1.2.6. Parvest US SM CAP-L (Sicav) USD 0 467.45 350.00 0.00 -0.14 

LU0176901758 1.2.6. Pictet F- Japanese Equity Selection - R (SICAV) JPY 0 6,086.67 55.56 0.00 0.01 

LU0106245920 1.2.6. Schroder Intl UK Equity-B AC (SICAV) GBP 253,209 2.80 3.36 0.00 850,204.71 

IE00B0Z1BJ36 1.2.6. Skandia Global Technology A USD 51,084 11.10 8.31 0.00 424,694.27 

GB0002769643 1.2.6. Threadneedle Amer SM-$-1-ACC USD 269,094 2.14 1.60 0.00 431,465.39 

LU0108066076 1.2.6. UBS (Lux) Bond FD-Conv Euro-B EUR 3,438 125.08 125.08 0.00 430,085.33 

LU0415415636 1.2.6. VONTOBEL-BELVISTA COMM-H€HG EUR 15,279 66.42 66.42 0.00 1,014,849.11 

LU0456910800 1.2.6. Wellington US Research Equity B HDG EUR 73,051 11.90 11.90 0.00 869,312.83 

LU0050381978 1.2.6. Wellington-US Eq Research -B USD 56,035 40.84 30.58 0.00 1,713,450.97 

3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 22,131 0.00 0.00 0.00 2,792,206.02 

3.1. Fundos harmonizados 22,131 0.00 0.00 0.00 2,792,206.02 

LU0356219625 3.1. BlueBay Inv GR Libor-Base R€ EUR 3,943 109.46 109.46 0.00 431,581.41 

LU0217402501 3.1. Bluebay-Invest Grade Bond Fund -Sicav EUR 10,583 142.02 142.02 0.00 1,502,999.02 

LU0196152788 3.1. Partners Group Invest - Private Listed Equity P € EUR 7,451 85.53 85.53 0.00 637,284.03 

VGG7011E1381 3.1. Permal Macro Holdings A€ EUR 154 1,428.35 1,428.35 0.00 220,341.56 

5. LIQUIDEZ -5 0.00 0.00 0.00 2,533,329.57 

5.1. À vista -5 0.00 0.00 0.00 2,533,329.57 

5.1.9 Outros 0 0.00 0.00 0.00 -1,082,271.62 


5.1.9 SEG-PRÉMIO-PV EUR 0 0.00 0.00 0.00 -633,586.65 

5.1.2. Depósitos à ordem -5 0.00 0.00 0.00 3,623,038.07 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 3,623,038.07 


5.1.3. Comissões 0 0.00 0.00 0.00 -7,436.88




Carteira: OC (ULA) GD Perfil Crescimento Agressivo - 130 Data: 31-03-2012 




NPC: 501 836 926 






LU0272942433 1.2.6. Amundi Funds Absolute Volatility Euro Equities EUR 2,104 151.57 151.57 0.00 318,924.05 


IE00B240WN62 1.2.6. Comgest Growth Emerging Mk-EUR EUR 34,526 22.52 22.52 0.00 777,523.99 

LU0140363002 1.2.6. Franklin Temp Inv Mu EURPN-AAC(eur) EUR 77,872 16.73 16.73 0.00 1,302,799.50 


IE0005060367 1.2.6. Lazard Global Active European Equity EUR 1,531,875 1.77 1.77 0.00 2,710,193.57 

LU0125948108 1.2.6. MFS Meridian Emerging Market Debt USD 0 31.16 23.33 0.00 0.07 

LU0583240519 1.2.6. MFS Meridian Emerging Markets Dbt EUR 14,192 11.19 11.19 0.00 158,803.10 


LU0078113650 1.2.6. Morgan Stanley European Property Fund - A (SICAV) EUR 40,967 19.46 19.46 0.00 797,221.38 

LU0266114312 1.2.6. Morgan Stanley Invest. Funds - Global Prop - SICAV USD 10,154 21.18 15.86 0.00 161,025.39 


LU0204987902 1.2.6. Oyster Japan Opportunities - Y JPY 2,970 11,778.00 107.50 0.00 319,299.80 

LU0204988207 1.2.6. Oyster Japan Opportunities - € EUR 4,044 122.21 122.21 0.00 494,232.27 



LU0106245920 1.2.6. Schroder Intl UK Equity-B AC (SICAV) GBP 286,779 2.80 3.36 0.00 962,922.64 


GB0002769643 1.2.6. Threadneedle Amer SM-$-1-ACC USD 199,592 2.14 1.60 0.00 320,025.54 

LU0415415636 1.2.6. VONTOBEL-BELVISTA COMM-H€HG EUR 11,413 66.42 66.42 0.00 758,031.27 

LU0456910800 1.2.6. Wellington US Research Equity B HDG EUR 41,781 11.90 11.90 0.00 497,189.03 

LU0050381978 1.2.6. Wellington-US Eq Research -B USD 66,959 40.84 30.58 0.00 2,047,458.23 




LU0196152788 3.1. Partners Group Invest - Private Listed Equity P € EUR 5,692 85.53 85.53 0.00 486,836.76 


5. LIQUIDEZ 0 0.00 0.00 0.00 1,234,318.11 

5.1. À vista 0 0.00 0.00 0.00 1,234,318.11 



PRT11200001 5.1.2. USD - Banco Comercial Português USD 0 0.00 0.00 0.00 -0.05 

5.1.3. Comissões 0 0.00 0.00 0.00 -5,145.59 



VALOR DA UP 45.97

Carteira: OC (ULA) GD Perfil Preservação - 126 Data: 31-03-2012 




NPC: 501 836 926 



1. VALORES MOBILIÁRIOS COTADOS 572,849 0.00 0.00 0.00 7,281,976.25 

1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 572,849 0.00 0.00 0.00 7,281,976.25 


LU0272942433 1.2.6. Amundi Funds Absolute Volatility Euro Equities EUR 1,374 151.57 151.57 0.00 208,307.65 

FR0010750877 1.2.6. Amundi Inflation Monde PC EUR 2,628 120.59 120.59 0.00 316,910.40 

LU0159663946 1.2.6. BNPP L1-EQUITY USA SMALL CAP N CAP USD 0 133.60 100.00 0.00 -0.01 

IE00B240WN62 1.2.6. Comgest Growth Emerging Mk-EUR EUR 9,048 22.52 22.52 0.00 203,759.32 


LU0140363002 1.2.6. Franklin Temp Inv Mu EURPN-AAC(eur) EUR 0 17.50 17.50 0.00 -0.07 

LU0285691738 1.2.6. ING International II - Senior Bank Loans Euro (SICAV) EUR 10 59,942.41 59,942.41 0.00 594,925.42 


IE0005060367 1.2.6. Lazard Global Active European Equity EUR 228,951 1.77 1.77 0.00 405,060.21 

LU0125948108 1.2.6. MFS Meridian Emerging Market Debt USD 0 30.12 22.55 0.00 -0.53 

LU0583240519 1.2.6. MFS Meridian Emerging Markets Dbt EUR 73,704 11.19 11.19 0.00 824,743.03 

LU0074390328 1.2.6. MILLENNIUM SICAV Emerging M.Debt Securities - R USD 0 351.21 262.96 0.00 0.71 

IE0003795394 1.2.6. Mellon Global- Asian Eq Po-$A USD 43,040 3.22 2.41 0.00 103,900.50 

LU0078113650 1.2.6. Morgan Stanley European Property Fund - A (SICAV) EUR 15,608 19.46 19.46 0.00 303,738.80 


LU0204987902 1.2.6. Oyster Japan Opportunities - Y JPY 0 11,532.63 105.26 0.00 0.20 

LU0204988207 1.2.6. Oyster Japan Opportunities - € EUR 2,588 122.21 122.21 0.00 316,276.31 



LU0107048042 1.2.6. Parvest Equity USA - N USD 1,690 81.16 60.77 0.00 102,699.63 

LU0106245920 1.2.6. Schroder Intl UK Equity-B AC (SICAV) GBP 31,160 2.80 3.36 0.00 104,625.54 

LU0214705203 1.2.6. T.ROWE PRICE-US AGGREGATE BOND (IH) EUR 39,505 10.69 10.69 0.00 422,308.73 

GB0002769643 1.2.6. Threadneedle Amer SM-$-1-ACC USD 64,974 2.14 1.60 0.00 104,179.65 

LU0108066076 1.2.6. UBS (Lux) Bond FD-Conv Euro-B EUR 3,323 125.08 125.08 0.00 415,691.93 

LU0415415636 1.2.6. VONTOBEL-BELVISTA COMM-H€HG EUR 5,951 66.42 66.42 0.00 395,268.10 

LU0050381978 1.2.6. Wellington-US Eq Research -B USD 3,405 40.84 30.58 0.00 104,108.30 



LU0356219625 3.1. BlueBay Inv GR Libor-Base R€ EUR 3,360 109.46 109.46 0.00 367,806.18 


LU0196152788 3.1. Partners Group Invest - Private Listed Equity P € EUR 1,202 85.53 85.53 0.00 102,807.06 


5. LIQUIDEZ 3 0.00 0.00 0.00 798,329.96 

5.1. À vista 3 0.00 0.00 0.00 798,329.96 




PRT11200001 5.1.2. USD - Banco Comercial Português USD 0 0.00 0.00 0.00 -0.03 

5.1.3. Comissões 0 0.00 0.00 0.00 -3,511.63 



VALOR DA UP 55.70

Carteira: OC (ULA) GD Perfil Rend & Crescimento - 128 Data: 31-03-2012 




NPC: 501 836 926 






LU0272942433 1.2.6. Amundi Funds Absolute Volatility Euro Equities EUR 12,334 151.57 151.57 0.00 1,869,531.37 

FR0010750877 1.2.6. Amundi Inflation Monde PC EUR 7,753 120.59 120.59 0.00 934,922.09 


IE00B240WN62 1.2.6. Comgest Growth Emerging Mk-EUR EUR 141,113 22.52 22.52 0.00 3,177,874.95 

LU0110060430 1.2.6. Fidelity European High Yield - A (SICAV) EUR 198,458 9.34 9.34 0.00 1,853,595.39 

LU0140363002 1.2.6. Franklin Temp Inv Mu EURPN-AAC(eur) EUR 0 16.74 16.74 0.00 1.99 

LU0285691738 1.2.6. ING International II - Senior Bank Loans Euro (SICAV) EUR 43 59,942.41 59,942.41 0.00 2,584,716.72 

LU0256048223 1.2.6. JB ABSO RET BND PLUS-B€ EUR 21,332 130.81 130.81 0.00 2,790,384.90 

IE0005060367 1.2.6. Lazard Global Active European Equity EUR 5,655,342 1.77 1.77 0.00 10,005,431.69 


LU0583240519 1.2.6. MFS Meridian Emerging Markets Dbt EUR 370,342 11.19 11.19 0.00 4,144,128.56 


LU0078113650 1.2.6. Morgan Stanley European Property Fund - A (SICAV) EUR 186,930 19.46 19.46 0.00 3,637,663.13 


IE00B12VWB25 1.2.6. Neuberger Berman High Yield Bond Fund €ADV EUR 90,965 15.76 15.76 0.00 1,433,603.11 


LU0204988207 1.2.6. Oyster Japan Opportunities - € EUR 23,153 122.21 122.21 0.00 2,829,549.47 


LU0111548326 1.2.6. Parvest Bond Euro Government - Classic C EUR 19,833 312.76 312.76 0.00 6,203,052.46 


LU0111523170 1.2.6. Parvest US SM CAP-L (Sicav) USD 0 489.73 366.67 0.00 -0.11 

LU0248320581 1.2.6. Pictet F- Japanese Equity Selection - HR€ (SICAV) EUR 0 45.45 45.45 0.00 0.01 

LU0205193559 1.2.6. Schroder Intl Selec Fund - US Sm & Mid-Cap Eq - B AC USD 0 157.12 117.65 0.00 -0.04 

LU0106245920 1.2.6. Schroder Intl UK Equity-B AC (SICAV) GBP 819,751 2.80 3.36 0.00 2,752,490.86 

IE00B0Z1BJ36 1.2.6. Skandia Global Technology A USD 166,374 11.10 8.31 0.00 1,383,183.85 

LU0214705203 1.2.6. T.ROWE PRICE-US AGGREGATE BOND (IH) EUR 88,357 10.69 10.69 0.00 944,540.64 

GB0002769643 1.2.6. Threadneedle Amer SM-$-1-ACC USD 1,146,262 2.14 1.60 0.00 1,837,916.21 

LU0108066076 1.2.6. UBS (Lux) Bond FD-Conv Euro-B EUR 22,183 125.08 125.08 0.00 2,774,618.67 


LU0456910800 1.2.6. Wellington US Research Equity B HDG EUR 197,946 11.90 11.90 0.00 2,355,556.90 




LU0356219625 3.1. BlueBay Inv GR Libor-Base R€ EUR 25,482 109.46 109.46 0.00 2,789,283.14 


VGG372142965 3.1. GAM Multi-Arbitrage € SI EUR 0 28.00 28.00 0.00 -0.28 

LU0196152788 3.1. Partners Group Invest - Private Listed Equity P € EUR 21,502 85.53 85.53 0.00 1,839,066.06 

VGG7011E1381 3.1. Permal Macro Holdings A€ EUR 1,609 1,428.35 1,428.35 0.00 2,298,248.89 

5. LIQUIDEZ 740 0.00 0.00 0.00 8,110,783.35 

5.1. À vista 740 0.00 0.00 0.00 8,110,783.35 

5.1.9 Outros 0 0.00 0.00 0.00 -246,106.64

5.1.9 SEG-PRÉMIO-PV EUR 0 0.00 0.00 0.00 -246,106.64 



PRT11200001 5.1.2. JPY - Banco Comercial Português JPY 0 0.00 0.00 0.00 0.01 


PRT11200001 5.1.2. USD - Banco Comercial Português USD 0 0.00 0.00 0.00 -0.07 

5.1.3. Comissões 0 0.00 0.00 0.00 -30,676.37 




Carteira: OC (ULA) GD Perfil Rendimento - 127 Data: 31-03-2012 




NPC: 501 836 926 






LU0272942433 1.2.6. Amundi Funds Absolute Volatility Euro Equities EUR 9,703 151.57 151.57 0.00 1,470,703.26 

FR0010750877 1.2.6. Amundi Inflation Monde PC EUR 12,402 120.59 120.59 0.00 1,495,608.79 

LU0159663946 1.2.6. BNPP L1-EQUITY USA SMALL CAP N CAP USD 0 101.82 76.24 0.00 -0.77 

IE00B240WN62 1.2.6. Comgest Growth Emerging Mk-EUR EUR 79,546 22.52 22.52 0.00 1,791,381.51 

LU0110060430 1.2.6. Fidelity European High Yield - A (SICAV) EUR 157,878 9.34 9.34 0.00 1,474,579.49 

LU0140363002 1.2.6. Franklin Temp Inv Mu EURPN-AAC(eur) EUR 0 20.00 20.00 0.00 0.02 

IE00B01D9F54 1.2.6. GLG European Equity Fund EUR 0 120.00 120.00 0.00 0.12 

LU0285691738 1.2.6. ING International II - Senior Bank Loans Euro (SICAV) EUR 46 59,942.41 59,942.41 0.00 2,735,891.48 

LU0256048223 1.2.6. JB ABSO RET BND PLUS-B€ EUR 16,976 130.81 130.81 0.00 2,220,614.47 

IE0005060367 1.2.6. Lazard Global Active European Equity EUR 2,387,727 1.77 1.77 0.00 4,224,367.01 


LU0583240519 1.2.6. MFS Meridian Emerging Markets Dbt EUR 358,288 11.19 11.19 0.00 4,009,237.70 


LU0078113650 1.2.6. Morgan Stanley European Property Fund - A (SICAV) EUR 110,754 19.46 19.46 0.00 2,155,265.46 


IE00B12VWB25 1.2.6. Neuberger Berman High Yield Bond Fund €ADV EUR 140,846 15.76 15.76 0.00 2,219,733.90 


LU0204988207 1.2.6. Oyster Japan Opportunities - € EUR 18,320 122.21 122.21 0.00 2,238,924.90 

IE00B0105X63 1.2.6. PIMCO Total Return Bond Fund € Hedged Inv Ac EUR 0 18.89 18.89 0.00 0.51 



LU0176901758 1.2.6. Pictet F- Japanese Equity Selection - R (SICAV) JPY 0 6,847.50 62.50 0.00 0.01 

LU0205193559 1.2.6. Schroder Intl Selec Fund - US Sm & Mid-Cap Eq - B AC USD 0 157.62 118.01 0.00 0.38 

LU0106245920 1.2.6. Schroder Intl UK Equity-B AC (SICAV) GBP 427,839 2.80 3.36 0.00 1,436,562.85 


LU0214705203 1.2.6. T.ROWE PRICE-US AGGREGATE BOND (IH) EUR 279,657 10.69 10.69 0.00 2,989,529.71 

GB0002769643 1.2.6. Threadneedle Amer SM-$-1-ACC USD 674,943 2.14 1.60 0.00 1,082,203.26 

LU0108066076 1.2.6. UBS (Lux) Bond FD-Conv Euro-B EUR 17,645 125.08 125.08 0.00 2,207,017.12 


LU0456910800 1.2.6. Wellington US Research Equity B HDG EUR 0 8.40 8.40 0.00 0.01




LU0356219625 3.1. BlueBay Inv GR Libor-Base R€ EUR 20,299 109.46 109.46 0.00 2,221,916.94 


LU0196152788 3.1. Partners Group Invest - Private Listed Equity P € EUR 8,507 85.53 85.53 0.00 727,603.71 

VGG7011E1381 3.1. Permal Macro Holdings A€ EUR 2,045 1,428.35 1,428.35 0.00 2,921,616.46 

5. LIQUIDEZ 32 0.00 0.00 0.00 6,005,265.84 

5.1. À vista 32 0.00 0.00 0.00 6,005,265.84 

5.1.9 Outros 0 0.00 0.00 0.00 35,275.38 

5.1.9 IRS EUR 0 0.00 0.00 0.00 0.22 

5.1.9 SEG-PRÉMIO-PV EUR 0 0.00 0.00 0.00 74,250.00 





5.1.3. Comissões 0 0.00 0.00 0.00 -24,138.00 




Carteira: OC ULA SIG - Agressiva - 143 Data: 31-03-2012 




NPC: 501 836 926 







LU0229084990 1.2.6. BGF-European Focus FD- €A2 EUR 8,453 15.18 15.18 0.00 128,312.74 




GB0032310012 1.2.6. Neptune European OPP - B Acc GBP 19,181 3.42 4.10 0.00 78,598.35 


IE00B02ZFR42 1.2.6. Veritas Asian Fund EUR - UCITS EUR 209 202.39 202.39 0.00 42,252.03 

1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europei 1,155 0.00 0.00 0.00 121,769.65 


US78462F1030 1.3.6. SPDR S&P 500 ETF Trust USD 1,155 140.81 105.43 0.00 121,769.65 



LU0217402501 3.1. Bluebay-Invest Grade Bond Fund -Sicav EUR 577 142.02 142.02 0.00 81,996.38 

5. LIQUIDEZ 0 0.00 0.00 0.00 15,962.89 

5.1. À vista 0 0.00 0.00 0.00 15,962.89 

5.1.9 Outros 0 0.00 0.00 0.00 -65.89 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -567.07 


5.1.9 Operações a Liquidar USD 0 0.00 0.00 0.00 490.32




5.1.3. Comissões 0 0.00 0.00 0.00 -1,100.12 




Carteira: OC ULA SIG - Conservadora - 139 Data: 31-03-2012 




NPC: 501 836 926 








IE00B4WX2B93 1.2.6. Celsius II - Barc Cap Radar - E GBP 1,058 134.99 161.88 0.00 171,266.84 



LU0111548326 1.2.6. Parvest Bond Euro Government - Classic C EUR 1,243 312.76 312.76 0.00 388,872.02 


LU0210245469 1.2.6. Robeco Euro Government BD - I € EUR 2,479 131.16 131.16 0.00 325,198.32 


1.3. Mercado de cotações oficiais de bolsas de Estado não membro da União Europei 1,763 0.00 0.00 0.00 280,314.93 

1.3.6. Unidades de participação de fundos de investimento fechados 1,763 0.00 0.00 0.00 280,314.93 

IE00B1FZS806 1.3.6. Ishares Euro Govt Bond -UCITS 7-10 - ETF EUR 1,440 171.02 171.02 0.00 246,261.60 


3. UNIDADES DE PARTICIPAÇÃO DE INSTITUIÇÕES DE INVESTIMENTO COLECTIVO 3,131 0.00 0.00 0.00 444,603.55 

3.1. Fundos harmonizados 3,131 0.00 0.00 0.00 444,603.55 

LU0217402501 3.1. Bluebay-Invest Grade Bond Fund -Sicav EUR 3,131 142.02 142.02 0.00 444,603.55 

5. LIQUIDEZ 1 0.00 0.00 83.33 104,521.20 

5.1. À vista 0 0.00 0.00 0.00 4,437.87 

5.1.9 Outros 0 0.00 0.00 0.00 -4,794.83 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -4,234.57 






5.1.3. Comissões 0 0.00 0.00 0.00 -2,461.02 

5.2. A prazo 1 0.00 0.00 83.33 100,083.33 





VALOR DA UP 54.81

Carteira: OC ULA SIG - Dinâmica - 142 Data: 31-03-2012 




NPC: 501 836 926 








IE00B4WX2B93 1.2.6. Celsius II - Barc Cap Radar - E GBP 331 134.99 161.88 0.00 53,581.59 











US78462F1030 1.3.6. SPDR S&P 500 ETF Trust USD 1,222 140.81 105.43 0.00 128,833.35 



LU0217402501 3.1. Bluebay-Invest Grade Bond Fund -Sicav EUR 978 142.02 142.02 0.00 138,863.32 

5. LIQUIDEZ 1 0.00 0.00 16.67 26,987.27 

5.1. À vista 0 0.00 0.00 0.00 6,970.60 

5.1.9 Outros 0 0.00 0.00 0.00 -837.36 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -1,350.41 






5.1.3. Comissões 0 0.00 0.00 0.00 -1,429.92 

5.2. A prazo 1 0.00 0.00 16.67 20,016.67 





VALOR DA UP 49.14

Carteira: OC ULA SIG - Equilibrada - 141 Data: 31-03-2012 




NPC: 501 836 926 








IE00B4WX2B93 1.2.6. Celsius II - Barc Cap Radar - E GBP 445 134.99 161.88 0.00 72,035.68 


IE0033009238 1.2.6. JO Hambro Cap.Man.Umb Fd-Contin.European FD (OEF) EUR 54,677 1.90 1.90 0.00 103,886.17 









US78462F1030 1.3.6. SPDR S&P 500 ETF Trust USD 1,250 140.81 105.43 0.00 131,785.34 




5. LIQUIDEZ 1 0.00 0.00 33.33 45,487.89 

5.1. À vista 0 0.00 0.00 0.00 5,454.56 

5.1.9 Outros 0 0.00 0.00 0.00 -1,381.92 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -2,003.42 






5.1.3. Comissões 0 0.00 0.00 0.00 -1,807.52 

5.2. A prazo 1 0.00 0.00 33.33 40,033.33 

5.2.1. Depósitos e outros equiparados 1 0.00 0.00 33.33 40,033.33 

PRT11200002 5.2.1. DP/BCP/EUR 22-03-2012 16-04-2012 3% EUR 1 40,000.00 40,000.00 33.33 40,033.33 



VALOR DA UP 53.37

Carteira: OC ULA SIG - Moderada - 140 Data: 31-03-2012 




NPC: 501 836 926 




1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 83,814 0.00 0.00 0.00 984,331.18 

1.2.6. Unidades de participação de fundos de investimento fechados 83,814 0.00 0.00 0.00 984,331.18 


















5. LIQUIDEZ 1 0.00 0.00 75.00 49,406.26 

5.1. À vista 0 0.00 0.00 0.00 -40,668.74 

5.1.9 Outros 0 0.00 0.00 0.00 -48,144.67 

5.1.9 IRS EUR 0 0.00 0.00 0.00 -2,125.01 







5.1.3. Comissões 0 0.00 0.00 0.00 -1,591.30 

5.2. A prazo 1 0.00 0.00 75.00 90,075.00 





VALOR DA UP 53.75

Carteira: OC (UL) SEGURO MILLENNIUM PREMIO 2011 5A 1S-383 Data: 31-03-2012 




NPC: 501 836 926 











BCUVOM 2.1.3. Banco Comercial Português 6.18% 05/07/16 EUR 1,650,000 100.61 100.61 24,076.25 1,684,214.16 





5. LIQUIDEZ 0 0.00 0.00 0.00 -42,565.14 

5.1. À vista 0 0.00 0.00 0.00 -42,565.14 

5.1.9 Outros 0 0.00 0.00 0.00 -0.01 




5.1.3. Comissões 0 0.00 0.00 0.00 -43,532.10 



7.2.2. Swaps 4 0.00 0.00 -15,751.33 357,021.67 



7.2.2. Swap (SWAP - 62020 - EUR/EUR-08-08-2011-05-07-2016) EUR 1 85,835.35 85,835.35 -333.06 85,502.29 




VALOR DA UP 50.30

Carteira: OC (UL) SEG MILLENNIUM TRIM 2011 8A 1SR(NN)-391 Data: 31-03-2012 




NPC: 501 836 926 







BCUTOM 1.1.3. Banco Comercial Portugues Floater 28/11/15 EUR 300,000 88.72 88.72 2,662.90 268,832.91 



PTSCOEOE0004 1.1.3. Soares da Costa Float 28/11/15 EUR 160,000 78.75 78.75 1,420.21 127,418.08 


2.1. Valores mobiliários nacionais 14,438,000 0.00 0.00 71,087.36 13,268,956.31 



PTBINBOE0001 2.1.3. Celbi Float 28/01/18 EUR 2,800,000 78.70 78.70 11,334.48 2,215,033.57 


BCUWOM 2.1.3. MillenniumBCP Subordinadas August 2011-2019 EUR 7,500,000 102.55 102.55 46,542.72 7,737,743.29 

PTMGTAOE0005 2.1.3. Mota Gestão Part. Float 21/06/13 EUR 350,000 97.15 97.15 2,497.09 342,516.36 

PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 2,850,000 77.89 77.89 4,563.32 2,224,331.65 






5. LIQUIDEZ 0 0.00 0.00 0.00 -74,464.08 

5.1. À vista 0 0.00 0.00 0.00 -74,464.08 



5.1.3. Comissões 0 0.00 0.00 0.00 -100,811.75 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 5 0.00 0.00 12,032.50 449,687.89 

7.2. Fora de mercado regulamentado 5 0.00 0.00 12,032.50 449,687.89 

7.2.2. Swaps 5 0.00 0.00 12,032.50 449,687.89 




7.2.2. Swap (SWAP - 62378 - EUR/EUR-25-08-2011-25-08-2019) EUR 1 51,926.53 51,926.53 -2,131.62 49,794.91 

7.2.2. Swap (SWAP - 62525 - EUR/EUR-25-08-2011-25-08-2019) EUR 1 -22.26 -22.26 4,166.67 4,144.41 



VALOR DA UP 52.47





NPC: 501 836 926 






PTCG32OM0004 1.1.3. Caixa Geral Depositos 8% 28/09/15 EUR 100,000 98.99 98.99 4,043.72 103,031.72 








PTBIU6OM0028 2.1.3. MillenniumBCP Subordinadas September 2019 EUR 50,000,000 98.76 98.76 25,861.11 49,405,194.11 

PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 6,500,000 77.89 77.89 10,407.58 5,073,037.10 





5. LIQUIDEZ 0 0.00 0.00 0.00 -188,922.15 

5.1. À vista 0 0.00 0.00 0.00 -188,922.15 

5.1.9 Outros 0 0.00 0.00 0.00 -80,577.75 




5.1.3. Comissões 0 0.00 0.00 0.00 -503,563.77 

7. OPERAÇÕES COM PRODUTOS DERIVADOS 4 0.00 0.00 -310,768.86 -371,077.56 

7.2. Fora de mercado regulamentado 4 0.00 0.00 -310,768.86 -371,077.56 

7.2.2. Swaps 4 0.00 0.00 -310,768.86 -371,077.56 


7.2.2. Swap (SWAP - 63417 - EUR/EUR-14-10-2011-28-09-2019) EUR 1 41,883.43 41,883.43 -120,243.59 -78,360.16 





VALOR DA UP 50.46

Carteira: OC (UL) RENDA CRESCENTE 2011 8 A-1S (NN)-377 Data: 31-03-2012 




NPC: 501 836 926 






PTBIP9OM0066 1.1.3. Banco Comercil Portugues Floater - Fevereiro 2019 EUR 10,850,000 83.51 83.51 27,198.53 9,087,587.81 







5. LIQUIDEZ 3,200,000 0.00 0.00 32,290.65 3,168,925.49 

5.1. À vista 0 0.00 0.00 0.00 -13,365.16 



5.1.3. Comissões 0 0.00 0.00 0.00 -15,428.26 

5.2. A prazo 3,200,000 0.00 0.00 32,290.65 3,182,290.65 



7. OPERAÇÕES COM PRODUTOS DERIVADOS 3 0.00 0.00 39,058.17 -340,317.85 

7.2. Fora de mercado regulamentado 3 0.00 0.00 39,058.17 -340,317.85 

7.2.2. Swaps 3 0.00 0.00 39,058.17 -340,317.85 



7.2.2. Swap (SWAP - 7130863B - EUR/EUR-16-02-2011-16-02-2019) EUR 1 487,502.16 487,502.16 -11,453.40 234,247.69 



VALOR DA UP 44.40





NPC: 501 836 926 








5. LIQUIDEZ 0 0.00 0.00 0.00 43,981,921.82 

5.1. À vista 0 0.00 0.00 0.00 43,981,921.82 

5.1.9 Outros 0 0.00 0.00 0.00 -9,993.62 




5.1.3. Comissões 0 0.00 0.00 0.00 -37,885.08 



VALOR DA UP 49.96

Carteira: OC (UL) SEGURO MILLENNIUM TRIM 2011 8A 5S-406 Data: 31-03-2012 




NPC: 501 836 926 






PTBAIMOM0060 1.1.3. Banco Comercial Portugues Floater - Setembro 2014 EUR 50,000 92.86 92.86 23.53 46,453.86 




1.2. Mercado de cotações oficiais de bolsa valores de outros Estados-membro da Un 4,000,000 0.00 0.00 121,721.31 2,888,401.31 

1.2.3. Obrigações diversas 4,000,000 0.00 0.00 121,721.31 2,888,401.31 

XS0458566071 1.2.3. Espirito Santo Fin. 6.875% 21/10/19 EUR 4,000,000 69.17 69.17 121,721.31 2,888,401.31 




PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 6,000,000 79.01 79.01 40,169.15 4,780,631.15 

PTBCU9OM0028 2.1.3. Millennium BCP Subordinadas January 2020 EUR 14,000,000 85.93 85.93 171,744.98 12,201,625.50 

5. LIQUIDEZ 0 0.00 0.00 0.00 -94,908.40 

5.1. À vista 0 0.00 0.00 0.00 -94,908.40 

5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 -33,351.71 

PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 -33,351.71 

5.1.3. Comissões 0 0.00 0.00 0.00 -61,556.69 



7.2.2. Swaps 4 0.00 0.00 104,957.65 -55,388.80 

7.2.2. Swap (SWAP - 65022 - EUR/EUR-27-01-2012-13-01-2020) EUR 1 -25,064.26 -25,064.26 40,300.83 15,236.57 

7.2.2. Swap (SWAP - 65023 - EUR/EUR-27-01-2012-13-01-2020) EUR 1 -33,956.16 -33,956.16 11,887.58 -22,068.58 

7.2.2. Swap (SWAP - 65025 - EUR/EUR-27-01-2012-13-01-2020) EUR 1 -77,840.71 -77,840.71 31,486.67 -46,354.04 

7.2.2. Swap (SWAP - 65027 - EUR/EUR-27-01-2012-13-01-2020) EUR 1 -23,485.32 -23,485.32 21,282.57 -2,202.75 



VALOR DA UP 47.48

Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 31-03 ... - FEP

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