Dossier: , FP Banc Popular Port Data: Valores em EUR

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Valores em EUR

Grupo

Activo Mda Qtd./Mnt. Cotação Valias Valor Juro Total Peso %

-1 262 726 163 695 095 1 147 126 164 842 220.78 98.10% MERCADO DE CAPITAIS 991 789 134 150 160 1 147 126 135 297 285.60 80.52% OBRIGAÇÕES Dívida Pública 645 504 103 641 574 860 889 104 502 462.73 62.19% Espanha 363 270 29 952 710 276 723 30 229 432.64 17.99% EUR 7 500 000 113.4880% 41 850 8 511 600 85 325 8 596 925.34 5.12% SPGB 2.75% 31/10/24 - ES00000126B2 EUR 3 000 000 102.0180% 34 140 3 060 540 5 585 3 066 124.93 1.82% SPGB 0.45 31/10/22 - ES0000012A97 EUR 5 000 000 119.6250% -12 350 5 981 250 91 014 6 072 263.70 3.61% SPGB 4.4% 31/10/23 - ES00000123X3 EUR 7 200 000 110.5810% 56 218 7 961 832 64 041 8 025 872.55 4.78% SPGB 2.15% 31/10/25 - ES00000127G9 EUR 700 000 110.6780% 74 746 774 746 7 959 782 704.90 0.47% CORES 2 1/2 10/16/24 - ES0224261034 EUR 700 000 102.2500% 15 750 715 750 4 799 720 549.22 0.43% MADRID 0.747 30/4/22 - ES0000101842 EUR 800 000 105.9290% 49 768 847 432 7 808 855 240.22 0.51% ADIFAL 1 7/8 22/9/22 - ES0200002014 EUR 2 000 000 104.9780% 103 148 2 099 560 10 192 2 109 751.78 1.26% CORES 1 1/2 27/11/22 - ES0224261042 Itália -172 333 43 008 239 168 923 43 177 162.41 25.70% EUR 11 700 000 103.6930% -13 104 12 132 081 84 356 12 216 437.35 7.27% BTPS 4.5 1/2/20 - IT0003644769 EUR 11 700 000 103.8290% -12 168 12 147 993 40 537 12 188 529.68 7.25% BTPS 4.25 01/03/20 - IT0004536949 EUR 7 000 000 99.3410% -142 030 6 953 870 10 094 6 963 963.92 4.14% BTPS 0.9 01/08/22 - IT0005277444 EUR 11 700 000 100.6350% -5 031 11 774 295 33 936 11 808 231.46 7.03% BTPS 0.7% 1/5/20 - IT0005107708 Portugal 454 567 30 680 625 415 243 31 095 867.68 18.51% EUR 681 000 105.3000% 14 343 717 093 6 110 723 203.08 0.43% PGB Float 12/4/22 - PTOTVJOE0005 EUR 2 373 000 104.4500% -48 081 2 478 599 19 142 2 497 740.70 1.49% PGB Float 19/5/21 - PTOTVGOE0008 EUR 4 000 000 114.9610% 39 840 4 598 440 52 616 4 651 056.44 2.77% PGB 2.875% 15/10/25 - PTOTEKOE0011 EUR 5 000 000 122.3470% 362 350 6 117 350 106 459 6 223 808.90 3.70% PGB 4.95% 25/10/2023 - PTOTEAOE0021 EUR 4 000 000 124.6420% 64 480 4 985 680 158 671 5 144 351.23 3.06% PGB 4.125 14/4/27 - PTOTEUOE0019 EUR 2 071 000 104.6000% -39 108 2 166 266 5 543 2 171 808.80 1.29% PGB 2,05% 12/8/21 - PTOTVHOE0007 EUR 4 585 000 105.0000% -34 236 4 814 250 30 821 4 845 071.39 2.88% PGB float 30/11/21 - PTOTVIOE0006 EUR 1 342 000 103.4000% 15 821 1 387 628 4 757 1 392 384.64 0.83% PGB Float 5/12/22 - PTOTVLOE0001 EUR 594 000 104.7700% 28 334 622 334 1 505 623 838.60 0.37% PGB 1,6 2/8/22 - PTOTVKOE0002 EUR 1 320 000 103.7500% 49 500 1 369 500 12 962 1 382 461.67 0.82% SAUDA FLOAT 20/06/22 - PTSDREOM0000

EUR 700 000 101.5600% 10 920 710 920 4 031 714 950.83 0.43% SAUDCR 0 15/07/20 - PTSDRBOE0003 EUR 680 000 104.7890% -9 595 712 565 12 626 725 191.40 0.43% PARPUB 3.567 22/9/20 - XS0230315748 Obrigações Diversas 346 286 30 508 586 286 237 30 794 822.87 18.33% Austria 21 600 929 250 9 801 939 051.37 0.56% EUR 900 000 103.2500% 21 600 929 250 9 801 939 051.37 0.56% ORGAU 2 1/2 10/23/20 - XS0920705737 Republica Checa 22 670 520 045 8 425 528 469.66 0.31% EUR 500 000 104.0090% 22 670 520 045 8 425 528 469.66 0.31% NETGAS 2 1/2 07/28/2 - XS1090450047 Alemanha 15 256 1 009 178 5 511 1 014 688.96 0.60% EUR 800 000 101.0950% 14 136 808 760 4 833 813 592.88 0.48% TKAGR 1.75 25/11/20 - DE000A14J579 EUR 200 000 100.2090% 1 120 200 418 678 201 096.08 0.12% SCBGER 0.75 17/10/22 - XS1692396069 Espanha -14 270 1 023 830 5 712 1 029 542.33 0.61% EUR 1 000 000 102.3830% -14 270 1 023 830 5 712 1 029 542.33 0.61% SANTAN 1.5% 12/11/20 - XS1316037545 Reino Unido 61 885 10 589 107 119 114 10 708 221.38 6.37% EUR 2 100 000 103.9400% -9 660 2 182 740 54 974 2 237 713.97 1.33% LEED 2 5/8 04/01/21 - XS1050840724 EUR 2 200 000 102.4530% 45 621 2 253 966 32 910 2 286 875.59 1.36% BACR 1.5% 01/04/22 - XS1116480697 EUR 2 000 000 102.1480% 34 360 2 042 960 7 233 2 050 192.88 1.22% LLOYDS 1% 19/11/21 - XS1139091372

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EUR 200 000 105.1030% 12 016 210 206 2 416 212 622.44 0.13% SMDSLN 2 1/4 09/16/2 - XS1291448824 EUR 900 000 101.1050% 9 258 909 945 2 718 912 663.49 0.54% SNTUK 0.875 25/11/20 - XS1325080890 EUR 3 000 000 99.6430% -29 710 2 989 290 18 863 3 008 153.01 1.79% SANUK 1 1/8 09/08/23 - XS1487315860 Holanda 118 495 4 583 392 28 813 4 612 205.08 2.74% EUR 650 000 108.4060% 73 603 704 639 2 092 706 731.47 0.42% REN 2.5% 12/2/25 - XS1189286286 EUR 750 000 107.0040% 50 076 802 530 3 884 806 413.56 0.48% EDP 2.625% 18/1/22 - XS1111324700 EUR 500 000 106.1620% 31 215 530 810 9 397 540 207.26 0.32% ELEPOR 2% 22/4/25 - XS1222590488 EUR 1 000 000 100.3300% 700 1 003 300 14 1 003 313.66 0.60% VW 0 1/2 03/30/21 - XS1586555606 EUR 1 485 000 103.8460% -37 099 1 542 113 13 426 1 555 539.13 0.93% ACHMEA 2 1/2 11/19/2 - XS0995111761 Portugal 104 450 9 765 584 87 696 9 853 279.71 5.86% EUR 1 100 000 102.2000% -67 825 1 124 200 20 861 1 145 061.42 0.68% CAMFER 4.17 10/16/19 - PTCFPAOM0002 EUR 3 000 000 102.1650% 77 120 3 064 950 21 812 3 086 761.64 1.84% GALP 1.375 19/9/23 - PTGGDAOE0001 EUR 1 000 000 103.3100% 40 240 1 033 100 6 247 1 039 346.58 0.62% GALP 3% 14/1/21 - PTGALJOE0008 EUR 500 000 100.2000% 1 000 501 000 6 830 507 830.00 0.30% HOVION 0 10/02/23 - PTHOVBOE0007 EUR 800 000 105.3380% 83 372 842 704 13 767 856 471.12 0.51% BRC 1.875% 30/4/25 - PTBSSIOM0015 EUR 700 000 99.5900% -707 697 130 844 697 973.84 0.42% GALPPL 1% 15/2/23 - PTGALLOM0004 EUR 1 000 000 98.5000% -15 000 985 000 4 780 989 779.56 0.59%

CEL.BEIRA FLOAT 27 - PTBINJOM0003

EUR 1 000 000 102.2500% 22 500 1 022 500 333 1 022 833.33 0.61% JOSEML 4 09/28/23 - PTJLLCOM0009 EUR 500 000 99.0000% -36 250 495 000 12 222 507 222.22 0.30% EGLPL 5 1/2 04/22/19 - PTMENNOE0008 Estados U. America 16 200 2 088 200 21 164 2 109 364.38 1.26% EUR 2 000 000 104.4100% 16 200 2 088 200 21 164 2 109 364.38 1.26% IBM 1 1/4 05/26/23 - XS1143163183 -2 254 515 29 544 935 29 544 935.18 17.58% UNIDADES DE PARTICIPAÇÃO

Unidades de Participação Estrangeiras 0 0.00 0.00%

Unid. de Participação Estrangeiras FIM 0 0.00 0.00%

EUR 187.9600 0.00 0.00%

Schroder GAIA Egerto - LU0463469048

EUR 0 9.3550 0 0.00 0.00%

M&G LUX CONSVT - LU1582982283

F.I.Imobiliario -2 531 850 3 192 306 3 192 306.39 1.90%

Nacionais -428 249 2 786 117 2 786 116.78 1.66%

EUR 166 663 0.0821 -577 797 13 683 13 683.03 0.01%

FII - Imosocial - PTSELAIE0007

EUR 15 000 59.9236 148 854 898 854 898 853.94 0.53%

Fundo Lusimovest - PTYSIAIE0008

EUR 217 480 4.0255 -374 540 875 466 875 465.74 0.52%

Vision Escritórios - PTNOFAIM0008

EUR 93 300 10.6979 375 234 998 114 998 114.07 0.59%

F.I.Imob. Maxirent - PTMXR0IM0008

Estrangeiros -2 103 602 406 190 406 189.61 0.24%

EUR 43 912 9.2500 -2 103 602 406 190 406 189.61 0.24%

KanAm Grundinvest Fo - DE0006791809

Exchange Trade Fund 277 335 26 352 629 26 352 628.79 15.68%

EUR 198 582 34.0150 112 851 6 754 767 6 754 766.73 4.02%

ISHARES ETF.EUR.DIS - IE0008471009

EUR 14 828 453.8700 106 714 6 729 984 6 729 984.36 4.01%

INVESC SP 500 AC EUR - IE00B3YCGJ38

EUR 140 000 48.1850 37 948 6 745 900 6 745 900.00 4.01%

db xtrackersES50 ETF - LU0380865021

EUR 130 688 25.7520 56 764 3 365 477 3 365 477.38 2.00%

Lyxor ETF S&P 500 - LU0496786574

EUR 55 200 49.9366 -36 942 2 756 500 2 756 500.32 1.64%

AMUNDI FLOAT RATE US - LU1681041031

3 185 274 3 185 273.94 1.90% MERCADO MONETÁRIO

3 185 274 3 185 273.94 1.90%

MERCADO MONETÁRIO SEM JURO

DO 2 248 524 2 248 523.94 1.34%

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Valores em EUR

Grupo

EUR 46 651 46 650.95 0.03%

Depósito à Ordem - Best FP BAPOP EUR

EUR 1 851 816 1 851 816.15 1.10%

Depósito à Ordem - BST EUR Investimento

EUR 350 057 350 056.84 0.21%

Depósito à Ordem - BST EUR - Gestão

Pendentes 936 750 936 750.00 0.56%

Euro 936 750 936 750.00 0.56%

EUR 936 750 936 750.00 0.56%

Pendente a Liquidar - Best FP BAPOP EUR

0 0.02 0.00% OUTROS EUR 0 0.02 0.00% Valores Regularizar TOTAL -1 262 726 166 880 369 1 147 126 168 027 494.74 100.00% EUR / EUR 1.0000 Câmbios

141201804065 – FP Banc Popular Port

Número de Unidades de Participação: 3 382 616.289799 Valor da Unidade de Participação líquida em EUR: 49.673827 49.673827 Valor da Unidade de Participação bruta em EUR:

Imposto Retido Global: 0.000000

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1 133 899 163 008 374 855 628 163 864 001.92 95.96% MERCADO DE CAPITAIS 2 297 509 103 582 995 855 628 104 438 623.12 61.16% OBRIGAÇÕES Dívida Pública 1 740 915 66 711 301 605 990 67 317 291.17 39.42% Espanha 1 095 566 22 878 798 257 631 23 136 428.27 13.55% EUR 1 358 000 115.3660% 33 081 1 566 670 24 760 1 591 430.53 0.93% SPGB 2.75% 31/10/24 - ES00000126B2 EUR 880 000 110.0880% 59 594 968 774 2 127 970 901.07 0.57% SPAIN 1.45 30/04/29 - ES0000012E51 EUR 1 773 000 114.4040% 209 433 2 028 383 10 514 2 038 897.05 1.19% SPGB 1.85 30/07/35 - ES0000012E69 EUR 1 228 000 109.6280% 51 582 1 346 232 15 779 1 362 010.80 0.80% SPGB 1.4 30/07/28 - ES0000012B88 EUR 1 000 000 102.6390% 17 590 1 026 390 2 984 1 029 373.56 0.60% SPGB 0.45 31/10/22 - ES0000012A97 EUR 3 307 000 120.1480% 9 127 3 973 294 96 474 4 069 768.16 2.38% SPGB 4.4% 31/10/23 - ES00000123X3 EUR 627 000 184.9900% 148 156 1 159 887 21 409 1 181 296.34 0.69% SPGB 5.15% 31/10/44 - ES00000124H4 EUR 1 716 000 113.5260% 63 935 1 948 106 24 461 1 972 567.39 1.16% SPGB 2.15% 31/10/25 - ES00000127G9 EUR 1 000 000 112.7900% 34 850 1 127 900 3 250 1 131 150.00 0.66% SPGB 1.95 30/4/26 - ES00000127Z9 EUR 375 000 135.5100% 76 946 508 163 7 210 515 372.77 0.30% SPGB 2,9 31/10/2046 - ES00000128C6 EUR 2 500 000 110.1530% 114 175 2 753 825 6 250 2 760 075.00 1.62% SPGB 1.5 30/4/27 - ES00000128P8 EUR 700 000 112.6010% 88 207 788 207 12 322 800 528.92 0.47% CORES 2 1/2 10/16/24 - ES0224261034 EUR 700 000 102.6700% 18 690 718 690 872 719 561.50 0.42% MADRID 0.747 30/4/22 - ES0000101842 EUR 800 000 106.3820% 53 392 851 056 11 548 862 603.95 0.51% ADIFAL 1 7/8 22/9/22 - ES0200002014 EUR 2 000 000 105.6610% 116 808 2 113 220 17 671 2 130 891.23 1.25% CORES 1 1/2 27/11/22 - ES0224261042 Itália 195 245 25 281 912 169 434 25 451 345.37 14.90% EUR 1 700 000 102.6740% -19 227 1 745 458 31 488 1 776 945.57 1.04% BTPS 4.5 1/2/20 - IT0003644769 EUR 1 000 000 105.9700% 570 1 059 700 12 330 1 072 030.16 0.63% BTPS 3,75 1/3/21 - IT0004634132 EUR 3 500 000 109.2540% 6 930 3 823 890 54 664 3 878 553.72 2.27% BTPS 4,75% 1/9/21 - IT0004695075 EUR 2 500 000 114.5130% 40 175 2 862 825 36 990 2 899 815.49 1.70% BTPS 4.5% 1/3/24 - IT0004953417 EUR 3 500 000 100.2920% -37 730 3 510 220 12 965 3 523 185.47 2.06% BTPS 0.9 01/08/22 - IT0005277444 EUR 1 245 000 107.1300% 57 996 1 333 769 2 770 1 336 538.20 0.78% BTPS 2.8 01/12/28 - IT0005340929 EUR 3 000 000 105.5130% 87 750 3 165 390 9 375 3 174 765.00 1.86% BTPS 2.5 15/11/25 - IT0005345183 EUR 700 000 110.4840% 53 466 773 388 7 710 781 098.46 0.46% BTPS 3.35 01/03/35 - IT0005358806 EUR 2 000 000 100.0376% 1 604 2 000 752 2 000 752.00 1.17% BOTS 0 13/03/20 - IT0005365454 EUR 4 000 000 100.0300% 5 171 4 001 200 4 001 200.00 2.34% BOTS 0 14/05/20 - IT0005371890 EUR 1 000 000 100.5320% -1 460 1 005 320 1 141 1 006 461.30 0.59% BTPS 0.7% 1/5/20 - IT0005107708 Portugal 450 105 18 550 592 178 926 18 729 517.53 10.97% EUR 681 000 105.1000% 12 981 715 731 2 839 718 570.39 0.42% PGB Float 12/4/22 - PTOTVJOE0005 EUR 2 373 000 104.0000% -58 760 2 467 920 6 091 2 474 010.70 1.45% PGB Float 19/5/21 - PTOTVGOE0008 EUR 280 000 117.8270% 10 814 329 916 5 690 335 605.74 0.20% PGB 2.875% 15/10/25 - PTOTEKOE0011 EUR 850 000 114.3100% 60 155 971 635 679 972 314.30 0.57% PGB 1.95 15/6/29 - PTOTEXOE0024 EUR 2 500 000 127.0660% 15 650 3 176 650 52 243 3 228 893.15 1.89% PGB5 5.65% 15/2/24 - PTOTEQOE0015 EUR 4 000 000 130.0480% 280 720 5 201 920 34 713 5 236 633.11 3.07% PGB 4.125 14/4/27 - PTOTEUOE0019 EUR 594 000 104.6700% 27 740 621 740 3 907 625 647.00 0.37% PGB 1,6 2/8/22 - PTOTVKOE0002 EUR 600 000 119.5850% 66 270 717 510 2 693 720 202.62 0.42% PGB 2.25 18/4/34 - PTOTEWOE0017 EUR 1 320 000 103.7500% 49 500 1 369 500 1 283 1 370 783.33 0.80% SAUDA FLOAT 20/06/22 - PTSDREOM0000

EUR 700 000 101.5000% 10 500 710 500 8 922 719 421.58 0.42% SAUDCR 0 15/07/20 - PTSDRBOE0003 EUR 2 180 000 104.0170% -25 464 2 267 571 59 865 2 327 435.61 1.36% PARPUB 3.567 22/9/20 - XS0230315748 Obrigações Diversas 556 593 36 871 694 249 638 37 121 331.95 21.74% Austria 21 600 929 250 15 411 944 660.96 0.55%

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Valores em EUR

Grupo

EUR 900 000 103.2500% 21 600 929 250 15 411 944 660.96 0.55% ORGAU 2 1/2 10/23/20 - XS0920705737 Republica Checa 24 625 522 000 11 541 533 541.10 0.31% EUR 500 000 104.4000% 24 625 522 000 11 541 533 541.10 0.31% NETGAS 2 1/2 07/28/2 - XS1090450047 Alemanha 19 716 1 013 638 9 375 1 023 013.34 0.60% EUR 800 000 101.3350% 16 056 810 680 8 323 819 003.29 0.48% TKAGR 1.75 25/11/20 - DE000A14J579 EUR 200 000 101.4790% 3 660 202 958 1 052 204 010.05 0.12% SCBGER 0.75 17/10/22 - XS1692396069 Espanha -9 400 3 416 300 10 050 3 426 349.88 2.01% EUR 1 000 000 102.2300% -15 800 1 022 300 9 452 1 031 752.05 0.60% SANTAN 1.5% 12/11/20 - XS1316037545 EUR 2 000 000 99.7500% 9 200 1 995 000 598 1 995 597.83 1.17% IAGLN 0.25 17/11/20 - XS1322536332 EUR 400 000 99.7500% -2 800 399 000 399 000.00 0.23% IDRSM 1.25 07/10/23 - XS1500463358 França -2 400 1 992 000 41 1 992 040.98 1.17% EUR 2 000 000 99.6000% -2 400 1 992 000 41 1 992 040.98 1.17% BAYNGR 0.05 15/06/20 - DE000A2E4GF6 Reino Unido 150 553 9 633 775 62 932 9 696 706.95 5.68% EUR 1 100 000 104.2950% -1 155 1 147 245 7 100 1 154 345.41 0.68% LEED 2 5/8 04/01/21 - XS1050840724 EUR 2 200 000 103.0010% 57 677 2 266 022 8 115 2 274 136.75 1.33% BACR 1.5% 01/04/22 - XS1116480697 EUR 2 000 000 102.5210% 41 820 2 050 420 12 219 2 062 639.18 1.21% LLOYDS 1% 19/11/21 - XS1139091372 EUR 200 000 105.5030% 12 816 211 006 3 538 214 544.36 0.13% SMDSLN 2 1/4 09/16/2 - XS1291448824 EUR 900 000 101.2280% 10 365 911 052 4 682 915 733.85 0.54% SNTUK 0.875 25/11/20 - XS1325080890 EUR 3 000 000 101.6010% 29 030 3 048 030 27 277 3 075 307.40 1.80% SANUK 1 1/8 09/08/23 - XS1487315860 Itália -3 500 965 500 965 500.00 0.57% EUR 1 000 000 96.5500% -3 500 965 500 965 500.00 0.57% PRYIM 0 17/01/22 - XS1551933010 México 680 1 689 630 1 689 630.00 0.99% EUR 1 700 000 99.3900% 680 1 689 630 1 689 630.00 0.99% AMX 0 28/5/20 - XS1238034695 Holanda 144 899 4 609 796 40 760 4 650 555.62 2.72% EUR 650 000 110.6280% 88 046 719 082 6 144 725 225.84 0.42% REN 2.5% 12/2/25 - XS1189286286 EUR 750 000 106.9080% 49 356 801 810 8 792 810 601.95 0.47% EDP 2.625% 18/1/22 - XS1111324700 EUR 500 000 108.6630% 43 720 543 315 1 885 545 200.25 0.32% ELEPOR 2% 22/4/25 - XS1222590488 EUR 1 000 000 100.6030% 3 430 1 006 030 1 257 1 007 286.83 0.59% VW 0 1/2 03/30/21 - XS1586555606 EUR 1 485 000 103.6740% -39 653 1 539 559 22 682 1 562 240.75 0.91% ACHMEA 2 1/2 11/19/2 - XS0995111761 Portugal 187 570 8 317 454 97 137 8 414 591.41 4.93% EUR 1 100 000 101.2260% -78 539 1 113 486 32 298 1 145 783.51 0.67% CAMFER 4.17 10/16/19 - PTCFPAOM0002 EUR 3 000 000 103.7050% 123 320 3 111 150 32 096 3 143 245.89 1.84% GALP 1.375 19/9/23 - PTGGDAOE0001 EUR 1 000 000 103.9850% 46 990 1 039 850 13 726 1 053 576.03 0.62% GALP 3% 14/1/21 - PTGALJOE0008 EUR 500 000 100.2000% 1 000 501 000 3 427 504 426.50 0.30% HOVION 0 10/02/23 - PTHOVBOE0007 EUR 800 000 107.2110% 98 356 857 688 2 500 860 188.00 0.50% BRC 1.875% 30/4/25 - PTBSSIOM0015 EUR 700 000 101.3400% 11 543 709 380 2 589 711 969.04 0.42% GALPPL 1% 15/2/23 - PTGALLOM0004 EUR 1 000 000 98.4900% -15 100 984 900 10 502 995 402.44 0.58%

Estados U. America 22 251 3 782 351 2 391 3 784 741.71 2.22% EUR 2 000 000 104.6760% 21 520 2 093 520 2 391 2 095 910.71 1.23% IBM 1 1/4 05/26/23 - XS1143163183 EUR 1 700 000 99.3430% 731 1 688 831 1 688 831.00 0.99% MS 0 17/12/21 - XS1792361336 -1 052 350 59 495 689 59 495 688.55 34.84% UNIDADES DE PARTICIPAÇÃO

Unidades de Participação Estrangeiras 60 420 23 760 420 23 760 420.41 13.91%

Unid. de Participação Estrangeiras FIM 60 420 23 760 420 23 760 420.41 13.91%

EUR 1 170 754 7.2657 6 351 8 506 351 8 506 351.34 4.98%

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EUR 20 489 158.8600 54 911 3 254 911 3 254 911.01 1.91% ROBECO EUR CRED BOND - LU0210246277

EUR 0 9.3797 0 0.00 0.00%

EUR 12 023 998.0100 -842 11 999 158 11 999 158.06 7.03%

ALLIANZ ENHNCD S/T E - LU1846562301

F.I.Imobiliario -2 516 235 3 207 922 3 207 921.75 1.88%

Nacionais -411 316 2 803 050 2 803 049.51 1.64%

EUR 166 663 0.0824 -577 747 13 733 13 733.03 0.01%

FII - Imosocial - PTSELAIE0007

EUR 15 000 59.9391 149 087 899 087 899 086.91 0.53%

EUR 217 480 4.1157 -354 923 895 082 895 082.44 0.52%

EUR 93 300 10.6661 372 267 995 147 995 147.13 0.58%

F.I.Imob. Maxirent - PTMXR0IM0008

Estrangeiros -2 104 919 404 872 404 872.24 0.24%

EUR 43 912 9.2200 -2 104 919 404 872 404 872.24 0.24%

Exchange Trade Fund 1 403 465 32 527 346 32 527 346.39 19.05%

EUR 198 582 35.7550 458 384 7 100 299 7 100 299.41 4.16%

EUR 22 128 466.6800 336 807 10 326 695 10 326 695.04 6.05%

EUR 174 100 50.9800 485 695 8 875 618 8 875 618.00 5.20%

EUR 130 688 26.4720 150 859 3 459 573 3 459 572.74 2.03%

Lyxor ETF S&P 500 - LU0496786574

EUR 55 200 50.0935 -28 281 2 765 161 2 765 161.20 1.62%

-111 260 -70 310 -70 309.75 -0.04% DERIVADOS Opções -111 260 -70 310 -70 309.75 -0.04% USD -37 27.5000 43 990 -44 706 -44 705.62 -0.03% S&P500 P2500 dez19 - BBG00MXG1NW2 USD 37 65.2500 -83 006 106 074 106 074.25 0.06% S&P500 P2750 dez19 - BBG00MXG1K03 USD -37 81.0000 -72 244 -131 678 -131 678.38 -0.08% S&P500 C3000 dez19 - BBG00MXG1NK5 6 820 150 51 6 820 201.05 3.99% MERCADO MONETÁRIO 4 827 229 4 827 229.42 2.83%

DO 6 198 029 6 198 029.42 3.63%

Euro 6 151 496 6 151 496.47 3.60%

EUR 0 0.02 0.00%

EUR 6 135 280 6 135 280.40 3.59%

EUR 16 216 16 216.05 0.01%

Dolar Americano 46 533 46 532.95 0.03%

USD 11 384 11 383.57 0.01%

Depósito à Ordem - BST - FUT USD

USD 35 149 35 149.38 0.02%

Depósito à Ordem - BST USD

Pendentes -1 370 800 -1 370 800.00 -0.80%

Euro -1 370 800 -1 370 800.00 -0.80%

EUR -1 370 800 -1 370 800.00 -0.80%

Pendente a Liquidar - BST EUR Investimento

1 992 921 51 1 992 971.63 1.17% MERCADO MONETÁRIO COM JURO

Papel Comercial 1 992 921 51 1 992 971.63 1.17% EUR 2 000 000 1 992 921 51 1 992 971.63 1.17% PC ACC 0.46% 1/4/20 - Sub 2019-06-28 a 2020-04-01 80 637 80 636.58 0.05% OUTROS EUR 0 0.02 0.00% Valores Regularizar EUR 80 637 80 636.56 0.05%

Pendente Seg. Vida

(7)

Valores em EUR

EUR / EUR 1.0000 USD / EUR 0.8787 Câmbios

(8)

3 420 134 164 018 822 873 432 164 892 254.14 96.02% MERCADO DE CAPITAIS 3 270 492 101 848 906 873 432 102 722 337.50 59.82% OBRIGAÇÕES Dívida Pública 2 683 055 63 480 018 614 689 64 094 707.36 37.32% Espanha 1 280 679 24 468 286 320 575 24 788 860.76 14.43% EUR 858 000 115.5380% 22 377 991 316 21 591 1 012 907.08 0.59% SPGB 2.75% 31/10/24 - ES00000126B2 EUR 1 000 000 140.8790% -6 150 1 408 790 24 707 1 433 496.85 0.83% SPGB 2,7 31/10/2048 - ES0000012B47 EUR 1 759 000 112.5130% 100 388 1 979 104 10 662 1 989 765.81 1.16% SPAIN 1.45 30/04/29 - ES0000012E51 EUR 1 923 000 119.1580% 293 924 2 291 408 6 043 2 297 451.30 1.34% SPGB 1.85 30/07/35 - ES0000012E69 EUR 1 428 000 111.7740% 80 255 1 596 133 3 396 1 599 528.62 0.93% SPGB 1.4 30/07/28 - ES0000012B88 EUR 2 607 000 119.4750% -10 350 3 114 713 104 966 3 219 678.93 1.87% SPGB 4.4% 31/10/23 - ES00000123X3 EUR 627 000 194.6860% 208 950 1 220 681 29 548 1 250 229.24 0.73% SPGB 5.15% 31/10/44 - ES00000124H4 EUR 1 716 000 114.1680% 74 952 1 959 123 33 761 1 992 883.42 1.16% SPGB 2.15% 31/10/25 - ES00000127G9 EUR 1 000 000 113.7010% 43 960 1 137 010 8 152 1 145 161.64 0.67% SPGB 1.95 30/4/26 - ES00000127Z9 EUR 525 000 144.5640% 108 338 758 961 13 932 772 892.92 0.45% SPGB 2,9 31/10/2046 - ES00000128C6 EUR 400 000 103.8550% -860 415 420 1 884 417 304.21 0.24% MADRID 1.189 8/5/22 - ES0000101693 EUR 1 500 000 111.5010% 88 725 1 672 515 9 406 1 681 920.74 0.98% SPGB 1.5 30/4/27 - ES00000128P8 EUR 850 000 111.3970% -2 066 946 875 8 044 954 918.69 0.56% BALEA 1.549 21/11/28 - ES0001348244 EUR 700 000 112.9660% 90 762 790 762 16 733 807 494.88 0.47% CORES 2 1/2 10/16/24 - ES0224261034 EUR 700 000 102.6000% 18 200 718 200 2 186 720 385.89 0.42% MADRID 0.747 30/4/22 - ES0000101842 EUR 800 000 106.2250% 52 136 849 800 328 850 127.87 0.50% ADIFAL 1 7/8 22/9/22 - ES0200002014 EUR 500 000 101.1230% 1 690 505 615 5 505 619.79 0.29% FADE 0.05 17/09/24 - ES0378641346 EUR 2 000 000 105.5930% 115 448 2 111 860 25 233 2 137 092.88 1.24% CORES 1 1/2 27/11/22 - ES0224261042 Itália 935 838 20 452 424 79 541 20 531 965.58 11.96% EUR 3 500 000 109.5300% 16 590 3 833 550 13 245 3 846 795.19 2.24% BTPS 4,75% 1/9/21 - IT0004695075 EUR 170 000 158.9160% 27 586 270 157 643 270 800.54 0.16% BTPS 4.75% 1/9/2044 - IT0004923998 EUR 2 700 000 118.9270% 154 249 3 211 029 9 680 3 220 708.95 1.88% BTPS 4.5% 1/3/24 - IT0004953417 EUR 160 000 100.4210% -94 160 674 164 160 837.32 0.09% BTPS 0.35 15/6/20 - IT0005250946 EUR 3 500 000 102.7350% 47 775 3 595 725 5 136 3 600 860.87 2.10% BTPS 0.9 01/08/22 - IT0005277444 EUR 1 245 000 118.3210% 197 324 1 473 096 11 556 1 484 652.78 0.86% BTPS 2.8 01/12/28 - IT0005340929 EUR 150 000 109.3920% 716 164 088 1 827 165 915.46 0.10% BTPS 2.45 01/10/23 - IT0005344335 EUR 3 700 000 112.6180% 304 106 4 166 866 34 688 4 201 553.50 2.45% BTPS 2.5 15/11/25 - IT0005345183 EUR 700 000 127.5690% 173 061 892 983 1 868 894 851.27 0.52% BTPS 3.35 01/03/35 - IT0005358806 EUR 150 000 120.4930% 8 811 180 740 734 181 473.20 0.11% BTPS 3 01/08/29 - IT0005365165 EUR 500 000 100.1233% 829 500 617 500 616.50 0.29% BOTS 0 13/03/20 - IT0005365454 EUR 2 000 000 100.1450% 4 886 2 002 900 2 002 900.00 1.17% BOTS 0 14/05/20 - IT0005371890

Jersey Channel Isle 3 388 440 244 1 397 441 641.12 0.26%

EUR 350 000 125.7840% 3 388 440 244 1 397 441 641.12 0.26% SPGB 2,35 30/7/2033 - ES00000128Q6 Portugal 463 150 18 119 064 213 176 18 332 239.90 10.68% EUR 681 000 104.8840% 11 510 714 260 6 146 720 406.07 0.42% PGB Float 12/4/22 - PTOTVJOE0005 EUR 2 373 000 103.6480% -67 113 2 459 567 19 432 2 478 999.27 1.44% PGB Float 19/5/21 - PTOTVGOE0008 EUR 280 000 118.1480% 11 712 330 814 7 719 338 533.58 0.20% PGB 2.875% 15/10/25 - PTOTEKOE0011 EUR 850 000 117.2290% 84 966 996 447 4 846 1 001 292.20 0.58% PGB 1.95 15/6/29 - PTOTEXOE0024 EUR 2 150 000 126.0350% -8 708 2 709 753 75 547 2 785 299.97 1.62% PGB5 5.65% 15/2/24 - PTOTEQOE0015 EUR 3 650 000 130.9170% 287 876 4 778 471 69 522 4 847 992.53 2.82% PGB 4.125 14/4/27 - PTOTEUOE0019 EUR 594 000 104.5850% 27 235 621 235 1 558 622 792.50 0.36% PGB 1,6 2/8/22 - PTOTVKOE0002

(9)

Valores em EUR

Grupo

EUR 950 000 123.6920% 95 263 1 175 074 9 636 1 184 710.27 0.69%

PGB 2.25 18/4/34 - PTOTEWOE0017

EUR 1 320 000 103.7500% 49 500 1 369 500 13 090 1 382 590.00 0.81% SAUDA FLOAT 20/06/22 - PTSDREOM0000

EUR 700 000 101.5000% 10 500 710 500 3 980 714 479.62 0.42% SAUDCR 0 15/07/20 - PTSDRBOE0003 EUR 2 180 000 103.3690% -39 591 2 253 444 1 700 2 255 143.89 1.31% PARPUB 3.567 22/9/20 - XS0230315748 Obrigações Diversas 587 437 38 368 888 258 742 38 627 630.14 22.49% Austria 16 965 924 615 21 082 945 697.19 0.55% EUR 900 000 102.7350% 16 965 924 615 21 082 945 697.19 0.55% ORGAU 2 1/2 10/23/20 - XS0920705737 Republica Checa 23 025 520 400 2 186 522 585.79 0.30% EUR 500 000 104.0800% 23 025 520 400 2 186 522 585.79 0.30% NETGAS 2 1/2 07/28/2 - XS1090450047 Alemanha 12 969 1 511 791 13 282 1 525 073.19 0.89% EUR 500 000 99.9690% -5 055 499 845 499 845.00 0.29% RAGSTF 0 18/02/21 - DE000A14J3R2 EUR 800 000 101.0050% 13 416 808 040 11 852 819 892.05 0.48% TKAGR 1.75 25/11/20 - DE000A14J579 EUR 200 000 101.9530% 4 608 203 906 1 430 205 336.14 0.12% SCBGER 0.75 17/10/22 - XS1692396069 Espanha -22 580 2 615 770 16 839 2 632 609.44 1.53% EUR 1 000 000 101.9210% -18 890 1 019 210 13 233 1 032 442.88 0.60% SANTAN 1.5% 12/11/20 - XS1316037545 EUR 1 000 000 99.6500% -2 700 996 500 996 500.00 0.58% TELEFO 0% 9/3/21 - XS1377251423 EUR 600 000 100.0100% -990 600 060 3 607 603 666.56 0.35% IDRSM 1.25 07/10/23 - XS1500463358 França 3 000 1 997 400 292 1 997 692.35 1.16% EUR 2 000 000 99.8700% 3 000 1 997 400 292 1 997 692.35 1.16% BAYNGR 0.05 15/06/20 - DE000A2E4GF6 Reino Unido 187 369 8 522 191 42 538 8 564 728.71 4.99% EUR 2 200 000 103.1860% 61 747 2 270 092 16 410 2 286 501.84 1.33% BACR 1.5% 01/04/22 - XS1116480697 EUR 2 000 000 102.2370% 36 140 2 044 740 17 260 2 062 000.27 1.20% LLOYDS 1% 19/11/21 - XS1139091372 EUR 200 000 105.3030% 12 416 210 606 172 210 778.13 0.12% SMDSLN 2 1/4 09/16/2 - XS1291448824 EUR 900 000 101.1470% 9 636 910 323 6 667 916 989.78 0.53% SNTUK 0.875 25/11/20 - XS1325080890 EUR 3 000 000 102.8810% 67 430 3 086 430 2 029 3 088 458.69 1.80% SANUK 1 1/8 09/08/23 - XS1487315860 Itália 24 700 993 700 993 700.00 0.58% EUR 1 000 000 99.3700% 24 700 993 700 993 700.00 0.58% PRYIM 0 17/01/22 - XS1551933010 México 2 240 2 688 390 2 688 390.00 1.57% EUR 2 700 000 99.5700% 2 240 2 688 390 2 688 390.00 1.57% AMX 0 28/5/20 - XS1238034695 Holanda 112 345 5 777 242 65 190 5 842 431.45 3.40% EUR 650 000 111.3040% 92 440 723 476 10 240 733 715.73 0.43% REN 2.5% 12/2/25 - XS1189286286 EUR 1 200 000 98.2500% -21 000 1 179 000 2 244 1 181 243.84 0.69% RABOBK 3.25% PERP - XS2050933972 EUR 750 000 105.9850% 42 434 794 888 13 754 808 641.78 0.47% EDP 2.625% 18/1/22 - XS1111324700 EUR 500 000 109.2460% 46 635 546 230 4 399 550 628.91 0.32% ELEPOR 2% 22/4/25 - XS1222590488 EUR 1 000 000 100.7380% 4 780 1 007 380 2 514 1 009 893.66 0.59% VW 0 1/2 03/30/21 - XS1586555606 EUR 1 485 000 102.7790% -52 944 1 526 268 32 039 1 558 307.53 0.91% ACHMEA 2 1/2 11/19/2 - XS0995111761 Portugal 202 068 9 031 952 88 658 9 120 610.16 5.31% EUR 1 100 000 100.1530% -90 342 1 101 683 43 859 1 145 542.26 0.67% CAMFER 4.17 10/16/19 - PTCFPAOM0002 EUR 3 000 000 104.5720% 149 330 3 137 160 1 243 3 138 403.15 1.83% GALP 1.375 19/9/23 - PTGGDAOE0001 EUR 1 000 000 103.4390% 41 530 1 034 390 21 288 1 055 677.67 0.61% GALP 3% 14/1/21 - PTGALJOE0008 EUR 500 000 100.2000% 1 000 501 000 6 969 507 968.50 0.30% HOVION 0 10/02/23 - PTHOVBOE0007 EUR 800 000 107.9690% 104 420 863 752 6 270 870 022.49 0.51% BRC 1.875% 30/4/25 - PTBSSIOM0015 EUR 700 000 99.6810% -2 233 697 767 697 767.00 0.41% SAUDCR 0.491 1/10/27 - PTSDRAOM0012 EUR 700 000 101.6000% 13 363 711 200 4 353 715 553.42 0.42% GALPPL 1% 15/2/23 - PTGALLOM0004

(10)

EUR 1 000 000 98.5000% -15 000 985 000 4 676 989 675.67 0.58% CEL.BEIRA FLOAT 27 - PTBINJOM0003

Estados U. America 25 337 3 785 437 8 675 3 794 111.86 2.21% EUR 2 000 000 104.6110% 20 220 2 092 220 8 675 2 100 894.86 1.22% IBM 1 1/4 05/26/23 - XS1143163183 EUR 1 700 000 99.6010% 5 117 1 693 217 1 693 217.00 0.99% MS 0 17/12/21 - XS1792361336 -28 484 464 271 464 270.84 0.27% ACÇÕES Acções Estrangeiras -28 484 464 271 464 270.84 0.27% Alemanha -28 484 464 271 464 270.84 0.27% EUR 18 766 24.7400 -28 484 464 271 464 270.84 0.27% TEAMVIEWER AG - DE000A2YN900 419 183 61 723 069 61 723 068.57 35.94% UNIDADES DE PARTICIPAÇÃO

EUR 1 170 754 7.2757 18 103 8 518 103 8 518 103.37 4.96%

Santander RF CORTO P - ES0105931010

EUR 20 489 161.1400 101 626 3 301 626 3 301 626.34 1.92%

ROBECO EUR CRED BOND - LU0210246277

EUR 0 9.3585 0 0.00 0.00%

EUR 12 023 997.3200 -9 138 11 990 862 11 990 862.13 6.98%

F.I.Imobiliario -2 289 058 2 220 739 2 220 738.50 1.29%

Nacionais -157 353 1 842 653 1 842 652.82 1.07%

EUR 15 000 60.2049 153 074 903 074 903 073.98 0.53%

EUR 217 480 4.3203 -310 427 939 579 939 578.84 0.55%

Estrangeiros -2 131 705 378 086 378 085.68 0.22%

EUR 43 912 8.6100 -2 131 705 378 086 378 085.68 0.22%

EUR 198 582 36.1450 535 831 7 177 746 7 177 746.39 4.18%

EUR 14 000 140.4550 -3 837 1 966 370 1 966 370.00 1.15%

Ishares Euro Corpora - IE0032523478

EUR 22 128 497.0100 1 007 949 10 997 837 10 997 837.28 6.40%

EUR 174 100 52.4800 746 845 9 136 768 9 136 768.00 5.32%

EUR 130 688 27.9100 338 789 3 647 502 3 647 502.08 2.12%

Lyxor ETF S&P 500 - LU0496786574

EUR 55 200 50.0999 -27 927 2 765 514 2 765 514.48 1.61%

-241 057 -17 423 -17 422.77 -0.01% DERIVADOS Opções -241 057 -17 423 -17 422.77 -0.01% USD -37 10.0000 75 706 -16 990 -16 989.62 -0.01% S&P500 P2500 dez19 - BBG00MXG1NW2 USD 37 32.5000 -142 390 55 216 55 216.27 0.03% S&P500 P2750 dez19 - BBG00MXG1K03 USD -37 75.0000 -65 308 -127 422 -127 422.17 -0.07% S&P500 C3000 dez19 - BBG00MXG1NK5 EUR -160 1.6000 33 281 -2 560 -2 560.00 0.00% SX5E 18/10/19 P3150 - BBG00NZ8D2X8 EUR 160 14.7000 -114 564 23 520 23 520.00 0.01% SX5E 10/18/19 P3450 - BBG00NZ8D393 USD -22 2.2500 32 387 -4 546 -4 545.87 0.00% SPX US18/10/19 P2700 - BBG00NXC5JD5 USD 22 27.4000 -60 169 55 359 55 358.62 0.03% SPX US18/10/19 P2950 - BBG00NXC5K15 7 024 311 3 055 7 027 365.87 4.09% MERCADO MONETÁRIO 3 032 675 3 032 674.72 1.77%

DO 3 732 663 3 732 663.19 2.17%

Euro 3 671 451 3 671 450.56 2.14%

EUR 0 0.02 0.00%

EUR 3 267 675 3 267 674.89 1.90%

EUR 175 182 175 182.04 0.10%

(11)

Valores em EUR

Grupo

EUR 228 594 228 593.61 0.13%

Dolar Americano 61 213 61 212.63 0.04%

USD 6 111 6 111.15 0.00%

USD 55 101 55 101.48 0.03%

Pendentes -700 000 -700 000.00 -0.41%

Euro -700 000 -700 000.00 -0.41%

EUR -700 000 -700 000.00 -0.41%

Pendente a Liquidar - BST EUR Investimento

Outros 12 11.53 0.00%

USD 12 11.53 0.00%

Pendente de Juro DO - BST - FUT USD

3 991 636 3 055 3 994 691.15 2.33% MERCADO MONETÁRIO COM JURO

Papel Comercial 3 991 636 3 055 3 994 691.15 2.33% EUR 2 000 000 1 992 921 2 394 1 995 314.42 1.16% PC ACC 0.46% 1/4/20 - Sub 2019-06-28 a 2020-04-01 EUR 1 400 000 1 398 996 627 1 399 622.46 0.82% PC ECI 0.197 11/19 - Sub 2019-07-09 a 2019-11-19 EUR 400 000 399 799 23 399 822.16 0.23% Pc ECI 0.164% 01/20 - Sub 2019-09-17 a 2020-01-07 EUR 200 000 199 921 11 199 932.11 0.12% Pc ECI 0.1589% 12/19 - Sub 2019-09-17 a 2019-12-17 -191 436 -191 435.61 -0.11% OUTROS EUR -217 018 -217 017.99 -0.13% Comissao de Gestao EUR 0 0.02 0.00% Valores Regularizar EUR 25 582 25 582.36 0.01% Actuários TOTAL 3 420 134 170 851 697 876 487 171 728 184.40 100.00% EUR / EUR 1.0000 USD / EUR 0.9184 Câmbios

(12)

4 208 793 172 769 419 821 327 173 590 745.19 93.60% MERCADO DE CAPITAIS 1 822 852 109 110 245 821 327 109 931 571.34 59.28% OBRIGAÇÕES Dívida Pública 1 202 223 71 761 083 631 228 72 392 310.74 39.03% Espanha 691 336 24 538 690 155 052 24 693 742.03 13.31% EUR 175 000 101.1910% -1 453 177 084 178 177 262.12 0.10% SPGB 0.6 31/10/29 - ES0000012F43 EUR 2 584 000 109.1340% 26 865 2 820 023 25 183 2 845 205.97 1.53% SPAIN 1.45 30/04/29 - ES0000012E51 EUR 2 223 000 114.1700% 181 717 2 537 999 17 417 2 555 415.64 1.38% SPGB 1.85 30/07/35 - ES0000012E69 EUR 1 428 000 108.8390% 38 343 1 554 221 8 490 1 562 710.67 0.84% SPGB 1.4 30/07/28 - ES0000012B88 EUR 2 607 000 117.5110% -61 551 3 063 512 19 431 3 082 943.18 1.66% SPGB 4.4% 31/10/23 - ES00000123X3 EUR 627 000 185.0100% 148 281 1 160 013 5 470 1 165 482.68 0.63% SPGB 5.15% 31/10/44 - ES00000124H4 EUR 1 716 000 112.0750% 39 036 1 923 207 6 250 1 929 456.80 1.04% SPGB 2.15% 31/10/25 - ES00000127G9 EUR 1 000 000 111.5240% 22 190 1 115 240 13 107 1 128 346.56 0.61% SPGB 1.95 30/4/26 - ES00000127Z9 EUR 1 675 000 136.4040% 57 083 2 284 767 8 229 2 292 995.55 1.24% SPGB 2,9 31/10/2046 - ES00000128C6 EUR 400 000 103.2460% -3 296 412 984 3 093 416 076.70 0.22% MADRID 1.189 8/5/22 - ES0000101693 EUR 1 500 000 109.1550% 53 535 1 637 325 15 123 1 652 447.95 0.89% SPGB 1.5 30/4/27 - ES00000128P8 EUR 850 000 108.4420% -27 183 921 757 1 479 923 235.98 0.50% BALEA 1.549 21/11/28 - ES0001348244 EUR 300 000 120.1530% -75 360 459 13 216 373 675.44 0.20% SPGB 4,8% 31/1/24 - ES00000121G2 EUR 700 000 111.2600% 78 820 778 820 3 682 782 501.69 0.42% CORES 2 1/2 10/16/24 - ES0224261034 EUR 300 000 117.7000% -1 155 353 100 7 628 360 728.42 0.19% MADRI 4.125% 21/5/24 - ES0000101602 EUR 800 000 105.3450% 45 096 842 760 4 139 846 899.34 0.46% ADIFAL 1 7/8 22/9/22 - ES0200002014 EUR 500 000 100.1800% -3 025 500 900 68 500 968.49 0.27% FADE 0.05 17/09/24 - ES0378641346 EUR 2 000 000 104.7260% 98 108 2 094 520 2 869 2 097 388.85 1.13% CORES 1 1/2 27/11/22 - ES0224261042 Itália 479 690 27 211 219 113 559 27 324 777.84 14.73% EUR 130 000 144.8050% -16 687 188 247 2 070 190 316.14 0.10% BTPS 4.75% 1/9/2044 - IT0004923998 EUR 2 700 000 116.6110% 91 717 3 148 497 40 723 3 189 219.53 1.72% BTPS 4.5% 1/3/24 - IT0004953417 EUR 1 000 000 100.5740% -860 1 005 740 217 1 005 957.22 0.54% CCTS 0.979% 15/12/20 - IT0005056541 EUR 4 600 000 101.9580% 19 513 4 690 068 17 213 4 707 280.50 2.54% BTPS 0.9 01/08/22 - IT0005277444 EUR 1 245 000 113.1000% 132 322 1 408 095 2 953 1 411 047.62 0.76% BTPS 2.8 01/12/28 - IT0005340929 EUR 150 000 107.7200% -1 793 161 580 924 162 503.77 0.09% BTPS 2.45 01/10/23 - IT0005344335 EUR 3 700 000 109.6860% 195 622 4 058 382 11 944 4 070 325.68 2.19% BTPS 2.5 15/11/25 - IT0005345183 EUR 3 359 000 104.1850% -1 444 3 499 574 16 465 3 516 038.76 1.90% BTPS 2.3 15/10/21 - IT0005348443 EUR 700 000 119.5500% 116 928 836 850 7 860 844 709.62 0.46% BTPS 3.35 01/03/35 - IT0005358806 EUR 400 000 129.5700% -52 400 518 280 5 162 523 441.54 0.28% BTPS 3.85 01/09/49 - IT0005363111 EUR 600 000 115.1770% -2 459 691 062 7 484 698 545.70 0.38% BTPS 3 01/08/29 - IT0005365165 EUR 3 500 000 100.1371% -285 3 504 799 3 504 798.50 1.89% BOTS 0 14/08/20 - IT0005381824 EUR 3 000 000 100.1497% -290 3 004 491 3 004 491.00 1.62% BOTS 0 14/09/20 - IT0005383523 EUR 500 000 99.1110% -195 495 555 547 496 102.26 0.27% BTPS 0.85 15/01/27 - IT0005390874

Jersey Channel Isle -19 642 604 915 4 976 609 891.09 0.33%

EUR 500 000 120.9830% -19 642 604 915 4 976 609 891.09 0.33% SPGB 2,35 30/7/2033 - ES00000128Q6 Portugal 50 838 19 406 258 357 642 19 763 899.78 10.66% EUR 681 000 104.2790% 7 390 710 140 2 911 713 051.27 0.38% PGB Float 12/4/22 - PTOTVJOE0005 EUR 2 373 000 103.0750% -80 710 2 445 970 6 236 2 452 205.47 1.32% PGB Float 19/5/21 - PTOTVGOE0008 EUR 280 000 116.0460% 5 827 324 929 1 716 326 644.37 0.18% PGB 2.875% 15/10/25 - PTOTEKOE0011 EUR 3 050 000 123.8000% -75 079 3 775 900 151 079 3 926 979.45 2.12% PGB5 5.65% 15/2/24 - PTOTEQOE0015 EUR 425 000 133.3750% -13 876 566 844 14 438 581 282.11 0.31% PGB 3,875% 15/2/30 - PTOTEROE0014

(13)

Valores em EUR

Grupo

EUR 3 650 000 127.7470% 172 171 4 662 766 107 780 4 770 545.21 2.57% PGB 4.125 14/4/27 - PTOTEUOE0019 EUR 950 000 119.3780% 54 280 1 134 091 15 068 1 149 158.62 0.62% PGB 2.25 18/4/34 - PTOTEWOE0017 EUR 280 000 148.7230% -6 823 416 424 8 187 424 610.96 0.23% PGB 4.1% 04/15/37 - PTOTE5OE0007 EUR 1 320 000 103.7500% 49 500 1 369 500 1 540 1 371 040.00 0.74% SAUDA FLOAT 20/06/22 - PTSDREOM0000

EUR 1 000 000 105.7250% -11 250 1 057 250 18 443 1 075 692.62 0.58% Parpub 3,75% 07/21 - PTPETUOM0018 EUR 700 000 101.2440% 8 708 708 708 8 786 717 494.17 0.39% SAUDCR 0 15/07/20 - PTSDRBOE0003 EUR 2 180 000 102.4650% -59 298 2 233 737 21 459 2 255 195.53 1.22% PARPUB 3.567 22/9/20 - XS0230315748 Obrigações Diversas 620 629 37 349 162 190 098 37 539 260.60 20.24% Austria 11 835 919 485 4 303 923 788.28 0.50% EUR 900 000 102.1650% 11 835 919 485 4 303 923 788.28 0.50% ORGAU 2 1/2 10/23/20 - XS0920705737 Belgica 900 289 950 289 950.00 0.16% EUR 300 000 96.6500% 900 289 950 289 950.00 0.16% BEKBBB 0 09/06/21 - BE6286986284 Republica Checa 19 835 517 210 5 362 522 572.02 0.28% EUR 500 000 103.4420% 19 835 517 210 5 362 522 572.02 0.28% NETGAS 2 1/2 07/28/2 - XS1090450047 Alemanha 20 814 1 519 636 1 727 1 521 362.78 0.82% EUR 500 000 102.0360% 5 280 510 180 510 180.00 0.28% RAGSTF 0 18/02/21 - DE000A14J3R2 EUR 800 000 100.8150% 11 896 806 520 1 415 807 935.30 0.44% TKAGR 1.75 25/11/20 - DE000A14J579 EUR 200 000 101.4680% 3 638 202 936 311 203 247.48 0.11% SCBGER 0.75 17/10/22 - XS1692396069 Espanha 19 004 2 108 904 1 605 2 110 508.67 1.14% EUR 690 000 100.2440% 1 684 691 684 430 692 113.81 0.37% FCCSER0.815 04/12/23 - XS2081491727 EUR 1 000 000 99.7700% -1 500 997 700 997 700.00 0.54% TELEFO 0% 9/3/21 - XS1377251423 EUR 400 000 104.8800% 18 820 419 520 1 175 420 694.86 0.23% IDRSM 1.25 07/10/23 - XS1500463358 França -696 2 392 212 2 335 2 394 546.70 1.29% EUR 2 000 000 99.8400% 2 400 1 996 800 546 1 997 346.45 1.08% BAYNGR 0.05 15/06/20 - DE000A2E4GF6 EUR 400 000 98.8530% -3 096 395 412 1 788 397 200.25 0.21% MMBFP 2.125 16/10/26 - FR0013449261 Reino Unido 176 960 8 511 782 39 861 8 551 643.00 4.61% EUR 2 200 000 103.1060% 59 987 2 268 332 24 795 2 293 127.08 1.24% BACR 1.5% 01/04/22 - XS1116480697 EUR 2 000 000 101.9100% 29 600 2 038 200 2 350 2 040 549.73 1.10% LLOYDS 1% 19/11/21 - XS1139091372 EUR 200 000 105.1860% 12 182 210 372 1 316 211 687.57 0.11% SMDSLN 2 1/4 09/16/2 - XS1291448824 EUR 900 000 100.9620% 7 971 908 658 796 909 454.11 0.49% SNTUK 0.875 25/11/20 - XS1325080890 EUR 3 000 000 102.8740% 67 220 3 086 220 10 605 3 096 824.51 1.67% SANUK 1 1/8 09/08/23 - XS1487315860 Itália 19 500 988 500 988 500.00 0.53% EUR 1 000 000 98.8500% 19 500 988 500 988 500.00 0.53% PRYIM 0 17/01/22 - XS1551933010 México 5 750 2 691 900 2 691 900.00 1.45% EUR 2 700 000 99.7000% 5 750 2 691 900 2 691 900.00 1.45% AMX 0 28/5/20 - XS1238034695 Holanda 96 301 5 761 198 48 556 5 809 753.68 3.13% EUR 650 000 109.7860% 82 573 713 609 14 380 727 989.14 0.39% REN 2.5% 12/2/25 - XS1189286286 EUR 1 200 000 99.8750% -1 500 1 198 500 320 1 198 819.67 0.65% RABOBK 3.25% PERP - XS2050933972 EUR 750 000 105.2830% 37 169 789 623 18 771 808 393.05 0.44% EDP 2.625% 18/1/22 - XS1111324700 EUR 500 000 108.0330% 40 570 540 165 6 940 547 104.89 0.29% ELEPOR 2% 22/4/25 - XS1222590488 EUR 1 000 000 100.5700% 3 100 1 005 700 3 784 1 009 484.15 0.54% VW 0 1/2 03/30/21 - XS1586555606 EUR 1 485 000 101.9260% -65 611 1 513 601 4 362 1 517 962.78 0.82% ACHMEA 2 1/2 11/19/2 - XS0995111761 Portugal 236 667 7 874 526 71 322 7 945 848.15 4.28% EUR 3 000 000 103.4790% 116 540 3 104 370 11 753 3 116 123.42 1.68% GALP 1.375 19/9/23 - PTGGDAOE0001

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EUR 1 000 000 103.1750% 38 890 1 031 750 28 932 1 060 681.51 0.57% GALP 3% 14/1/21 - PTGALJOE0008 EUR 500 000 100.5000% 2 500 502 500 3 304 505 803.81 0.27% HOVION 0 10/02/23 - PTHOVBOE0007 EUR 800 000 106.1770% 90 084 849 416 10 082 859 497.97 0.46% BRC 1.875% 30/4/25 - PTBSSIOM0015 EUR 700 000 98.7500% -8 750 691 250 864 692 113.95 0.37% SAUDCR 0.491 1/10/27 - PTSDRAOM0012 EUR 700 000 101.3200% 11 403 709 240 6 137 715 376.99 0.39% GALPPL 1% 15/2/23 - PTGALLOM0004 EUR 1 000 000 98.6000% -14 000 986 000 10 251 996 250.50 0.54%

Estados U. America 13 760 3 773 860 15 027 3 788 887.32 2.04% EUR 2 000 000 104.0500% 9 000 2 081 000 15 027 2 096 027.32 1.13% IBM 1 1/4 05/26/23 - XS1143163183 EUR 1 700 000 99.5800% 4 760 1 692 860 1 692 860.00 0.91% MS 0 17/12/21 - XS1792361336 25 308 157 126 157 125.88 0.08% ACÇÕES Acções Estrangeiras 25 308 157 126 157 125.88 0.08% França 25 308 157 126 157 125.88 0.08% EUR 6 595 23.8250 25 308 157 126 157 125.88 0.08% La Francaise de Jeux - FR0013451333 2 411 345 63 465 225 63 465 225.24 34.22% UNIDADES DE PARTICIPAÇÃO

EUR 10 000 99.7950 -2 050 997 950 997 950.00 0.54%

SANTANDER COV BONDIE - LU2063682251

EUR 1 170 754 7.2735 15 523 8 515 523 8 515 523.02 4.59%

Santander RF CORTO P - ES0105931010

EUR 20 489 160.5600 89 743 3 289 743 3 289 742.61 1.77%

ROBECO EUR CRED BOND - LU0210246277

EUR 12 023 996.3700 -20 560 11 979 440 11 979 440.21 6.46%

F.I.Imobiliario -2 013 758 1 246 033 1 246 032.67 0.67%

Nacionais 151 760 901 760 901 759.53 0.49%

EUR 15 000 60.1173 151 760 901 760 901 759.53 0.49%

Estrangeiros -2 165 518 344 273 344 273.14 0.19%

EUR 43 912 7.8400 -2 165 518 344 273 344 273.14 0.19%

EUR 198 582 38.1950 942 924 7 584 839 7 584 839.49 4.09%

EUR 14 000 139.4000 -18 607 1 951 600 1 951 600.00 1.05%

Ishares Euro Corpora - IE0032523478

EUR 22 128 525.4600 1 637 491 11 627 379 11 627 378.88 6.27%

EUR 174 100 55.6300 1 295 260 9 685 183 9 685 183.00 5.22%

EUR 130 688 29.2200 509 990 3 818 703 3 818 703.36 2.06%

Lyxor ETF S&P 500 - LU0496786574

EUR 55 200 50.1600 -24 610 2 768 832 2 768 832.00 1.49%

-50 712 36 823 36 822.73 0.02% DERIVADOS Opções -50 712 36 823 36 822.73 0.02% EUR 49 51.6000 -17 641 25 284 25 284.00 0.01% SX5E 03/20/20 P3600 - BBG00NN7QCY6 EUR -49 15.4000 6 517 -7 546 -7 546.00 0.00% SX5E 03/20/20 P3300 - BBG00NN7QCR4 EUR -49 55.6000 -4 703 -27 244 -27 244.00 -0.01% SX5E 12/18/20 C4000 - BBG001F57V03 EUR 500 2.1000 -35 106 10 500 10 500.00 0.01% SX5E 17/01/20 C3850 - BBG00PSTK613 USD 20 40.2500 222 35 829 35 828.73 0.02% S&P500 Mar20 P3050 - BBG00NN6DSC1 11 985 342 4 952 11 990 294.26 6.47% MERCADO MONETÁRIO 9 592 622 9 592 622.36 5.17%

DO 9 592 847 9 592 847.00 5.17%

Euro 9 494 964 9 494 963.96 5.12%

EUR 0 0.02 0.00%

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Valores em EUR

Grupo

EUR -5 441 230 -5 441 230.11 -2.93%

EUR 193 341 193 340.60 0.10%

Depósito à Ordem - BST - FUT EUR

EUR 14 742 853 14 742 853.45 7.95%

Dolar Americano 97 883 97 883.04 0.05%

USD 3 319 3 318.68 0.00%

USD 94 564 94 564.36 0.05%

Outros -225 -224.64 0.00%

EUR -159 -158.70 0.00%

Pendente de Juro DO - BST EUR Investimento

USD -66 -65.94 0.00%

Pendente de Juro DO - BST - FUT USD

2 392 720 4 952 2 397 671.90 1.29% MERCADO MONETÁRIO COM JURO

Papel Comercial 2 392 720 4 952 2 397 671.90 1.29% EUR 2 000 000 1 992 921 4 762 1 997 682.68 1.08% PC ACC 0.46% 1/4/20 - Sub 2019-06-28 a 2020-04-01 EUR 400 000 399 799 190 399 989.22 0.22% Pc ECI 0.164% 01/20 - Sub 2019-09-17 a 2020-01-07 -2 625 -121 433 -121 432.73 -0.07% OUTROS EUR 262 500 0.9900 -2 625 259 875 259 875.00 0.14% Altamar PE X FCR - ES0157103021 EUR -461 944 -461 944.31 -0.25% Comissao de Gestao EUR 0 0.02 0.00% Valores Regularizar EUR 80 637 80 636.56 0.04%

Pendente Seg. Vida

TOTAL 4 206 168 184 633 328 826 279 185 459 606.72 100.00%

EUR / EUR 1.0000 USD / EUR 0.8902 Câmbios