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

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
ES0413211139 1.2.3. Banco Bilbao Viz 3.875% 31/05/12 EUR 400,000 100.23 100.23 12,916.67 413,816.67
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
PTBCP7OM0061 1.2.3. Banco Comercial Português Float 28/02/13 EUR 10,000,000 94.13 94.13 16,942.22 9,430,142.22
PTBCPUOM0010 1.2.3. Banco Comercial Português Float 28/03/13 EUR 500,000 93.50 93.50 87.50 467,587.50
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
PTCPP7OE0020 1.2.3. Banco Santander Totta 3.25% 21/10/14 EUR 5,000,000 92.78 92.78 71,926.23 4,710,876.23
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
DE0005934426 1.2.3. Bayer Hypo-Verei 6% 05/02/14 EUR 250,000 103.92 103.92 2,254.10 262,056.60
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
XS0217992030 1.2.3. CEMG-Cayman Isl Float 03/05/12 EUR 3,373,000 98.44 98.44 7,289.89 3,327,772.28
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
XS0294490312 1.2.3. GE Cap Eur Fund Float 03/04/14 EUR 650,000 99.34 99.34 2,376.98 648,099.98
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
XS0292051835 1.2.3. Hypo Alpe-Adria Float 20/03/15 EUR 600,000 94.26 94.26 169.22 565,753.22
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
2. VALORES NÃO COTADOS 68,228,790 0.00 0.00 690,896.64 40,759,759.63
2.1. Valores mobiliários nacionais 48,228,790 0.00 0.00 450,088.30 20,595,956.29
2.1.3. Obrigações diversas 48,219,700 0.00 0.00 450,088.30 20,495,744.30
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
PTBCLQOM0010 2.1.3. Banco Com Portug 5.625% 23/04/14 EUR 3,000,000 89.00 89.00 158,145.49 2,828,145.49
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