Valor Patrimonial Unitário em 31-01-2013 7.07815 EUR N.º Unidades de Participação em circulação 1,129,422
Quantidade Moeda Cot. Moeda Cot. Euro Jur Dec Valor (Euro) 1 Valores mobiliários cotados
11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 3.85% 2021 144,000.00 EUR 85.69 85.69 4,420.01 127,813.61
OT 4.35% 10/2017 101,000.00 EUR 97.08 97.08 1,287.96 99,333.71
SUB-TOTAL 227,147.32
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 56,000.00 EUR 100.00 100.00 643.23 56,643.23
SUB-TOTAL 56,643.23
114 Acções
GALP ENERGIA SGPS 147.00 EUR 11.97 11.97 1,758.86
SUB-TOTAL 1,758.86
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
EFSF (Swap) 1% 03/2014 11,100.00 EUR 100.77 100.77 98.84 11,283.76
EFSF 0 17/06/2013 16,625.59 EUR 100.00 100.00 16,625.59
ICO 4.375% 03/2014 77,000.00 EUR 102.78 102.78 2,824.21 81,964.81
ICO 4.75% 04/2020 100,000.00 EUR 99.32 99.32 99,322.00
Rep. Greece (Swap) Zero GDP-Linked 10/2042 46,600.00 EUR 0.78 0.78 361.15 Rep. Itália 5,25% 08/2017 75,000.00 EUR 109.53 109.53 1,958.05 84,101.80 Rep. Poland 1.625% 01/2019 46,000.00 EUR 100.45 100.45 32.77 46,239.77 Rep. Poland 3.375% 07/2024 46,000.00 EUR 101.26 101.26 484.89 47,063.11 Spanish Kingdom 5.40% 01/2023 101,000.00 EUR 101.66 101.66 29.88 102,701.43
SUB-TOTAL 489,663.42
123 Obrigações diversas
BCP 5.625% 04/2014 150,000.00 EUR 101.67 101.67 6,541.95 159,042.45
BCP Floater 2013 200,000.00 EUR 99.52 99.52 280.69 199,326.69
BES 3.375% 02/2015 Covered 150,000.00 EUR 99.36 99.36 4,827.36 153,871.86
BES Float 02/2013 150,000.00 EUR 99.73 99.73 327.25 149,923.75
BMW 1.5% 06/2018 85,000.00 EUR 99.18 99.18 199.11 84,501.26
BOIRO FLOAT 2016 392,644.06 EUR 97.70 97.70 383,616.62
BPI 3.25% 01/2015 Covered 100,000.00 EUR 99.64 99.64 142.47 99,780.47
BRISA 4.5% 12/2016 100,000.00 EUR 99.99 99.99 702.74 100,694.74
CAJA Duero FRN 2003 Perpetual 50,000.00 EUR 30.00 30.00 87.62 15,087.62
CGD 02/2014 150,000.00 EUR 101.37 101.37 7,288.42 159,344.92
CGD 3.875% 12/2016 Covered 100,000.00 EUR 100.74 100.74 594.52 101,329.52 CGD 4.25% 01/2020 Covered 250,000.00 EUR 97.83 97.83 116.44 244,691.44 COMUNIDAD MADRID 4.75% 03/2015 152,000.00 EUR 100.84 100.84 6,151.84 159,431.68
DAIMLER 2.375% 09/2022 65,000.00 EUR 98.31 98.31 596.35 64,497.85
DEUTSCHE TELEKOM 2.75% 10/2024 162,000.00 EUR 96.84 96.84 1,208.34 158,085.90
DRESDNER zero 98/13 7,481.96 EUR 230.38 230.38 17,237.23
EDP Finance 5.5% 02/2014 157,000.00 EUR 102.77 102.77 8,210.33 169,554.52
ENEL 5.25% 06/2017 50,000.00 EUR 108.57 108.57 1,618.15 55,905.15
GAS Natural 4.5% 01/2020 50,000.00 EUR 102.25 102.25 24.66 51,150.16
Gen. Catalunya 5.375% 04/2013 76,000.00 EUR 99.86 99.86 3,379.92 79,275.80
HVB 6% 02/2014 79,000.00 EUR 103.50 103.50 4,675.25 86,437.09
INTESA SP 4.75% 06/2017 150,000.00 EUR 105.37 105.37 4,489.73 162,549.23
LEHMAN BROT. HOLD. 6,375% 2001/11 210,000.00 EUR 24.13 24.13 50,662.50
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
Montepio Float 05/2013 500,000.00 EUR 97.36 97.36 384.13 487,179.13
NOKIA 5.5% 02/2014 155,000.00 EUR 103.07 103.07 8,431.83 168,182.58
OREY Best Of 2018 100,000.00 EUR 100.00 100.00 351.39 100,351.39
Parpública 3.5% 07/13 50,000.00 EUR 99.01 99.01 992.47 50,499.47
RCI Banque 2.125% 11/2014 53,000.00 EUR 100.58 100.58 215.99 53,523.39 RED Electrica 4.75% 09/2013 77,000.00 EUR 102.16 102.16 1,352.77 80,018.28
REN 6.375 12/2013 150,000.00 EUR 104.39 104.39 1,682.88 158,264.88
Santander totta 2.625 04/13 Covered 250,000.00 EUR 100.00 100.00 5,232.02 255,227.02 TELECOM ITALIA Float 06/2016 50,000.00 EUR 96.14 96.14 74.86 48,143.86
SUB-TOTAL 4,307,388.45
124 Acções
AMUNDI ETF MSCI SPAIN 58.00 EUR 145.63 145.63 8,446.54
AMUNDI S&P 500 2,166.00 EUR 17.91 17.91 38,793.06
Amundi ETF MSCI World 21.00 EUR 134.31 134.31 2,820.51
DEUTSCHE BOERSE 62.00 EUR 48.46 48.46 3,004.21
ELECTRICITE DE FRANCE 170.00 EUR 14.15 14.15 2,404.65
FRAPORT AG 53.00 EUR 44.65 44.65 2,366.45
Fresenius Medical 66.00 EUR 51.93 51.93 3,427.38
GUGGENHEIM Russell 1000 132.00 USD 37.37 50.74 3,633.04
IMAGINATION TECH GROUP PLC 343.00 GBP 5.10 4.37 2,044.66
KINGFISHER PLC 659.00 GBP 2.70 2.31 2,075.38
LVMH Moet Hennessy LV 16.00 EUR 138.85 138.85 2,221.60
SAIPEM SPa 396.00 EUR 20.90 20.90 8,276.40
SOURCE STOXX-EU 600 OPT TEL 33.00 EUR 74.23 74.23 2,449.59
SOURCE SToxx 600 Travel&Leisure 26.00 EUR 113.72 113.72 2,956.72
SOURCE Stoxx600 Healthcare 26.00 EUR 144.74 144.74 3,763.24
SOURCE Stoxx600 Oil&Gas 33.00 EUR 151.99 151.99 5,015.67
SOURCE Stoxx600 Personal & Household 12.00 EUR 279.10 279.10 3,349.20
TOTALFINAELF-EUR 53.00 EUR 39.93 39.93 2,116.29
SUB-TOTAL 99,164.59
13 Mercado cot. ofic. de B.V. Estado não membro da UE 134 Acções
APACHE CORP 33.00 USD 83.76 113.73 2,035.74
BARRICK GOLD CORP 136.00 USD 31.92 43.34 3,197.23
CATERPILLAR INC 18.00 USD 98.39 133.59 1,304.36
ERICSSON ADR 263.00 USD 11.60 15.75 2,246.91
GENERAL DYNAMICS CORP 33.00 USD 66.30 90.02 1,611.39
MCDONALDS CORP 33.00 USD 95.29 129.38 2,315.98
MICROSOFT-USD 304.00 USD 27.45 37.27 6,145.95
TIME WARNER CABLE 20.00 USD 89.34 121.30 1,315.98
WELLS FARGO CO. 66.00 USD 34.83 47.29 1,693.05
SUB-TOTAL 21,866.59
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 168.00 EUR 67.00 67.00 11,256.00
Amundi ETF GSCI Metals 40.00 EUR 230.65 230.65 9,226.00
Amundi ETF S&P GSCI 114.00 EUR 259.43 259.43 29,575.02
DEXIA Bond Emerging Markets Debt Local - I 33.00 EUR 1,207.03 1,207.03 39,831.99
ETF WTI Crude Oil 130.00 USD 24.50 33.27 2,345.75
Groupama Asie - I 6.00 EUR 2,135.88 2,135.88 12,815.28
Groupama Avenir Euro - I 1.58 EUR 4,293.17 4,293.17 6,763.89
Groupama US Stock - I 9.00 USD 1,393.71 1,892.34 9,238.21
SUB-TOTAL 121,052.14
32 Fundos não harmonizados
BANIF Global Private Equity Fund - FCR 171,666.67 EUR 1.16 1.16 199,459.50
SUB-TOTAL 199,459.50
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
SEB IMMOPORTFOLIO TARGET RETURN 6,003.00 EUR 126.60 126.60 759,979.80
SEB Immoinvest 4,969.00 EUR 25.20 25.20 125,218.80
UBS 3 Kontinente Immobilien 27,122.00 EUR 4.90 4.90 132,897.80
5 Liquidez 51 À vista
512 Depósitos à ordem
BBVA - JPY JPY 6,334.10
BBVA - € EUR 231,284.90
BBVA-USD USD 29,124.10
Banco Popular Euro EUR 1,173.60
CGD - CHF CHF 2,341.26 CGD - USD USD 15,048.28 CGD-EUR EUR 755,778.37 Montepio EUR 363,676.63 SUB-TOTAL 1,404,761.24 52 A prazo
521 Depósitos e outros equiparados
DP BANCO POPULAR EURO 106,000.00 EUR 1.00 1.00 388.44 106,388.44
DP BANCO POPULAR EURO 155,000.00 EUR 1.00 1.00 600.69 155,600.69
Millenium bcp 150,000.00 EUR 872.73
SUB-TOTAL 262,861.86
9 Outros valores a regularizar -215,645.60
TOTAL DE APLICAÇÕES 8,209,863.60
TOTAL DO FUNDO 7,994,218.00
Valor Patrimonial Unitário em 31-01-2013 1.37032 EUR N.º Unidades de Participação em circulação 4,614,385
Quantidade Moeda Cot. Moeda Cot. Euro Jur Dec Valor (Euro) 1 Valores mobiliários cotados
11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 3.85% 2021 145,000.00 EUR 85.69 85.69 4,450.71 128,701.21
OT 4.35% 10/2017 81,000.00 EUR 97.08 97.08 1,032.92 79,663.67
SUB-TOTAL 208,364.88
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 47,000.00 EUR 100.00 100.00 539.86 47,539.86
SUB-TOTAL 47,539.86
114 Acções
GALP ENERGIA SGPS 259.00 EUR 11.97 11.97 3,098.94
SUB-TOTAL 3,098.94
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
EFSF (Swap) 1% 03/2014 16,500.00 EUR 100.77 100.77 146.92 16,773.15
EFSF 0 17/06/2013 24,713.77 EUR 100.00 100.00 24,713.77
ICO 4.375% 03/2014 64,000.00 EUR 102.78 102.78 2,347.40 68,126.60
ICO 4.75% 04/2020 81,000.00 EUR 99.32 99.32 80,450.82
Rep. Greece (Swap) Zero GDP-Linked 10/2042 69,300.00 EUR 0.78 0.78 537.08 Rep. Itália 5,25% 08/2017 65,000.00 EUR 109.53 109.53 1,696.98 72,888.23
Rep. Poland 1.625% 01/2019 38,000.00 EUR 100.45 100.45 27.07 38,198.07
Rep. Poland 3.375% 07/2024 38,000.00 EUR 101.26 101.26 400.56 38,878.22 Spanish Kingdom 5.40% 01/2023 81,000.00 EUR 101.66 101.66 23.97 82,364.52
SUB-TOTAL 422,930.46
123 Obrigações diversas
BCP 5.625% 04/2014 50,000.00 EUR 101.67 101.67 2,180.65 53,014.15
BCP Floater 2013 200,000.00 EUR 99.52 99.52 280.69 199,326.69
BES 3.375% 02/2015 Covered 100,000.00 EUR 99.36 99.36 3,218.24 102,581.24
BES Float 02/2013 100,000.00 EUR 99.73 99.73 218.17 99,949.17
BMW 1.5% 06/2018 65,000.00 EUR 99.18 99.18 152.26 64,618.61
BOIRO FLOAT 2016 780,440.67 EUR 97.70 97.70 762,497.23
BPI 3.25% 01/2015 Covered 50,000.00 EUR 99.64 99.64 71.23 49,890.23
BRISA 4.5% 12/2016 100,000.00 EUR 99.99 99.99 702.74 100,694.74
CAJA Duero FRN 2003 Perpetual 60,000.00 EUR 30.00 30.00 105.14 18,105.14
CGD 02/2014 50,000.00 EUR 101.37 101.37 2,429.47 53,114.97
CGD 3.875% 12/2016 Covered 100,000.00 EUR 100.74 100.74 594.52 101,329.52
CGD 4.25% 01/2020 Covered 100,000.00 EUR 97.83 97.83 46.58 97,876.58
COMUNIDAD MADRID 4.75% 03/2015 133,000.00 EUR 100.84 100.84 5,382.86 139,502.72
DAIMLER 2.375% 09/2022 55,000.00 EUR 98.31 98.31 504.61 54,575.11
DEUTSCHE TELEKOM 2.75% 10/2024 135,000.00 EUR 96.84 96.84 1,006.95 131,738.25
DRESDNER zero 98/13 90,781.22 EUR 230.38 230.38 209,145.31
EDP Finance 3.75% 2015 142,000.00 EUR 101.01 101.01 3,253.36 146,690.40 EDP Finance 5.5% 02/2014 138,000.00 EUR 102.77 102.77 7,216.72 149,035.18
ENEL 5.25% 06/2017 50,000.00 EUR 108.57 108.57 1,618.15 55,905.15
GAS Natural 4.5% 01/2020 50,000.00 EUR 102.25 102.25 24.66 51,150.16
Gen. Catalunya 5.375% 04/2013 66,000.00 EUR 99.86 99.86 2,935.19 68,844.77
HVB 6% 02/2014 65,000.00 EUR 103.50 103.50 3,846.72 71,119.12
INTESA SP 4.75% 06/2017 100,000.00 EUR 105.37 105.37 2,993.15 108,366.15
LEHMAN BROT. HOLD. 6,375% 2001/11 350,000.00 EUR 24.13 24.13 84,437.50
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
NOKIA 5.5% 02/2014 130,000.00 EUR 103.07 103.07 7,071.86 141,056.36
OREY Best Of 2018 75,000.00 EUR 100.00 100.00 263.54 75,263.54
Parpública 3.5% 07/13 50,000.00 EUR 99.01 99.01 992.47 50,499.47
RCI Banque 2.125% 11/2014 44,000.00 EUR 100.58 100.58 179.32 44,434.52
RED Electrica 4.75% 09/2013 68,000.00 EUR 102.16 102.16 1,194.66 70,665.50
REN 6.375 12/2013 150,000.00 EUR 104.39 104.39 1,682.88 158,264.88
Santander totta 2.625 04/13 Covered 200,000.00 EUR 100.00 100.00 4,185.62 204,181.62
SUB-TOTAL 3,717,873.98
124 Acções
AMUNDI ETF MSCI SPAIN 96.00 EUR 145.63 145.63 13,980.48
AMUNDI ETF STOXX 600 180.00 EUR 51.16 51.16 9,208.80
AMUNDI S&P 500 1,834.00 EUR 17.91 17.91 32,846.94
Amundi ETF MSCI World 1,258.00 EUR 134.31 134.31 168,961.98
DEUTSCHE BOERSE 107.00 EUR 48.46 48.46 5,184.69
ELECTRICITE DE FRANCE 301.00 EUR 14.15 14.15 4,257.65
FRAPORT AG 87.00 EUR 44.65 44.65 3,884.55
Fresenius Medical 109.00 EUR 51.93 51.93 5,660.37
GUGGENHEIM Russell 1000 217.00 USD 37.37 50.74 5,972.49
IMAGINATION TECH GROUP PLC 604.00 GBP 5.11 4.38 3,600.51
KINGFISHER PLC 1,085.00 GBP 2.70 2.31 3,416.98
LVMH Moet Hennessy LV 27.00 EUR 138.85 138.85 3,748.95
SAIPEM SPa 653.00 EUR 20.90 20.90 13,647.70
SOURCE STOXX-EU 600 OPT TEL 54.00 EUR 74.23 74.23 4,008.42
SOURCE SToxx 600 Travel&Leisure 43.00 EUR 113.72 113.72 4,889.96
SOURCE Stoxx600 Healthcare 43.00 EUR 144.74 144.74 6,223.82
SOURCE Stoxx600 Oil&Gas 54.00 EUR 151.99 151.99 8,207.46
SOURCE Stoxx600 Personal & Household 20.00 EUR 279.10 279.10 5,582.00
TECHNIP-EUR 33.00 EUR 79.86 79.86 2,635.38
TOTALFINAELF-EUR 87.00 EUR 39.93 39.93 3,473.91
SUB-TOTAL 309,393.04
13 Mercado cot. ofic. de B.V. Estado não membro da UE 134 Acções
APACHE CORP 55.00 USD 83.76 113.73 3,392.91
BARRICK GOLD CORP 226.00 USD 31.92 43.34 5,313.05
CATERPILLAR INC 31.00 USD 98.39 133.59 2,246.39
ERICSSON ADR 434.00 USD 11.60 15.75 3,707.84
GENERAL DYNAMICS CORP 54.00 USD 66.30 90.02 2,636.82
MCDONALDS CORP 56.00 USD 95.29 129.38 3,930.14
MICROSOFT-USD 513.00 USD 27.45 37.27 10,371.28
TIME WARNER CABLE 33.00 USD 89.34 121.30 2,171.36
WELLS FARGO CO. 109.00 USD 34.83 47.29 2,796.10
SUB-TOTAL 36,565.89
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 140.00 EUR 67.00 67.00 9,380.00
Amundi ETF GSCI Metals 45.00 EUR 230.65 230.65 10,379.25
Amundi ETF S&P GSCI 100.00 EUR 259.43 259.43 25,943.00
DEXIA Bond Emerging Markets Debt Local - I 27.00 EUR 1,207.03 1,207.03 32,589.81
ETF WTI Crude Oil 220.00 USD 24.50 33.27 3,969.74
Groupama Asie - I 10.00 EUR 2,135.88 2,135.88 21,358.80
Groupama Avenir Euro - I 2.63 EUR 4,293.17 4,293.17 11,273.01
Groupama US Stock - I 16.00 USD 1,393.71 1,892.34 16,423.48
SUB-TOTAL 131,317.09
32 Fundos não harmonizados
BANIF Global Private Equity Fund - FCR 232,666.72 EUR 1.16 1.16 270,335.46
SUB-TOTAL 270,335.46
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
SEB IMMOPORTFOLIO TARGET RETURN 2,400.00 EUR 126.60 126.60 303,840.00
SEB Immoinvest 8,105.00 EUR 25.20 25.20 204,246.00
UBS 3 Kontinente Immobilien 38,629.00 EUR 4.90 4.90 189,282.10
5 Liquidez 51 À vista
512 Depósitos à ordem
BBVA - EUR EUR 1,945.32
BBVA - JPY JPY 8,374.54
BBVA-USD USD 49,558.84
BPI-EURO EUR 768.40
Banco Popular Euro EUR 394.00
CGD - CHF CHF 4,013.59 CGD - USD USD 23,897.56 CGD-EUR EUR 177,530.13 Montepio EUR 404,124.22 SUB-TOTAL 670,606.60 52 A prazo
521 Depósitos e outros equiparados
DP BANCO POPULAR EURO 103,000.00 EUR 1.00 1.00 399.17 103,399.17
Millenium bcp 400,000.00 EUR 646.15
SUB-TOTAL 104,045.32
9 Outros valores a regularizar -296,245.41
TOTAL DE APLICAÇÕES 6,619,439.62
TOTAL DO FUNDO 6,323,194.21
Valor Patrimonial Unitário em 31-01-2013 5.96830 EUR N.º Unidades de Participação em circulação 634,032
Quantidade Moeda Cot. Moeda Cot. Euro Jur Dec Valor (Euro) 1 Valores mobiliários cotados
11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 3.85% 2021 75,000.00 EUR 85.69 85.69 2,302.09 66,569.59
OT 4.35% 10/2017 48,000.00 EUR 97.08 97.08 612.10 47,208.10
SUB-TOTAL 113,777.69
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 27,000.00 EUR 100.00 100.00 310.13 27,310.13
SUB-TOTAL 27,310.13
114 Acções
GALP ENERGIA SGPS 396.00 EUR 11.97 11.97 4,738.14
SUB-TOTAL 4,738.14
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
EFSF (Swap) 1% 03/2014 3,370.00 EUR 100.76 100.76 30.01 3,425.79
ICO 4.375% 03/2014 38,000.00 EUR 102.78 102.78 1,393.77 40,450.17
ICO 4.75% 04/2020 40,000.00 EUR 99.32 99.32 39,728.80
Rep. Greece (Swap) Zero GDP-Linked 10/2042 14,100.00 EUR 0.78 0.78 109.28
Rep. Itália 5,25% 08/2017 37,000.00 EUR 109.53 109.53 965.97 41,490.22
Rep. Poland 1.625% 01/2019 22,000.00 EUR 100.45 100.45 15.67 22,114.67
Rep. Poland 3.375% 07/2024 22,000.00 EUR 101.26 101.26 231.90 22,508.44 Spanish Kingdom 5.40% 01/2023 48,000.00 EUR 101.66 101.66 14.20 48,808.60
SUB-TOTAL 218,635.97
123 Obrigações diversas
BCP 5.625% 04/2014 100,000.00 EUR 101.67 101.67 4,361.30 106,028.30
BCP Floater 2013 50,000.00 EUR 99.52 99.52 70.17 49,831.67
BES 3.375% 02/2015 Covered 50,000.00 EUR 99.36 99.36 1,609.12 51,290.62
BMW 1.5% 06/2018 39,000.00 EUR 99.18 99.18 91.36 38,771.17
BOIRO FLOAT 2016 237,525.42 EUR 97.70 97.70 232,064.38
BRISA 4.5% 12/2016 50,000.00 EUR 99.99 99.99 351.37 50,347.37
CAJA Duero FRN 2003 Perpetual 25,000.00 EUR 30.00 30.00 43.81 7,543.81
CGD 02/2014 50,000.00 EUR 101.37 101.37 2,429.47 53,114.97
CGD 3.875% 12/2016 Covered 50,000.00 EUR 100.74 100.74 297.26 50,664.76
CGD 4.25% 01/2020 Covered 50,000.00 EUR 97.83 97.83 23.29 48,938.29
COMUNIDAD MADRID 4.75% 03/2015 37,000.00 EUR 100.84 100.84 1,497.49 38,809.03
DAIMLER 2.375% 09/2022 32,000.00 EUR 98.31 98.31 293.59 31,752.79
DEUTSCHE TELEKOM 2.75% 10/2024 78,000.00 EUR 96.84 96.84 581.79 76,115.43
EDP Finance 3.75% 2015 80,000.00 EUR 101.01 101.01 1,832.88 82,642.48
EDP Finance 5.5% 02/2014 76,000.00 EUR 102.77 102.77 3,974.43 82,077.35
ENEL 5.25% 06/2017 50,000.00 EUR 108.57 108.57 1,618.15 55,905.15
GAS Natural 4.5% 01/2020 50,000.00 EUR 102.25 102.25 24.66 51,150.16
Gen. Catalunya 5.375% 04/2013 37,000.00 EUR 99.86 99.86 1,645.49 38,594.80
HVB 6% 02/2014 38,000.00 EUR 103.50 103.50 2,248.85 41,577.33
INTESA SP 4.75% 06/2017 50,000.00 EUR 105.37 105.37 1,496.58 54,183.08
LEHMAN BROT. HOLD. 6,375% 2001/11 250,000.00 EUR 24.13 24.13 60,312.50
NOKIA 5.5% 02/2014 75,000.00 EUR 103.07 103.07 4,079.92 81,378.67
OREY Best Of 2018 60,000.00 EUR 100.00 100.00 210.83 60,210.83
Parpública 3.5% 07/13 50,000.00 EUR 99.01 99.01 992.47 50,499.47
RCI Banque 2.125% 11/2014 25,000.00 EUR 100.58 100.58 101.88 25,246.88
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
RED Electrica 4.75% 09/2013 75,000.00 EUR 102.16 102.16 1,317.64 77,939.89
REN 6.375 12/2013 100,000.00 EUR 104.39 104.39 1,121.92 105,509.92
Santander totta 2.625 04/13 Covered 100,000.00 EUR 100.00 100.00 2,092.81 102,090.81
SUB-TOTAL 1,804,591.91
124 Acções
AMUNDI ETF EUR MID 152.00 EUR 54.97 54.97 8,355.44
AMUNDI ETF EURO STOXX 50 C 152.00 EUR 48.30 48.30 7,341.60
AMUNDI ETF MSCI Italy 91.00 EUR 77.81 77.81 7,080.71
AMUNDI ETF MSCI SPAIN 309.00 EUR 145.63 145.63 44,999.67
AMUNDI ETF STOXX 600 375.00 EUR 51.16 51.16 19,185.00
AMUNDI S&P 500 876.00 EUR 17.91 17.91 15,689.16
Amundi ETF MSCI World 2,532.00 EUR 134.31 134.31 340,072.92
DEUTSCHE BOERSE 122.00 EUR 48.46 48.46 5,911.51
ELECTRICITE DE FRANCE 461.00 EUR 14.15 14.15 6,520.85
FRANCE TELECOM-EUR 457.00 EUR 8.36 8.36 3,821.43
FRAPORT AG 102.00 EUR 44.65 44.65 4,554.30
FUGRO NV-CVA 91.00 EUR 44.64 44.64 4,061.79
Fresenius Medical 127.00 EUR 51.93 51.93 6,595.11
GUGGENHEIM Russell 1000 255.00 USD 37.37 50.74 7,018.37
IMAGINATION TECH GROUP PLC 922.00 GBP 5.10 4.37 5,496.14
JAZZTEL PLC 606.00 EUR 5.06 5.06 3,065.75
KINGFISHER PLC 1,276.00 GBP 2.70 2.31 4,018.49
LVMH Moet Hennessy LV 32.00 EUR 138.85 138.85 4,443.20
SAIPEM SPa 764.00 EUR 20.90 20.90 15,967.60
SOURCE STOXX-EU 600 OPT TEL 65.00 EUR 74.23 74.23 4,824.95
SOURCE SToxx 600 Travel&Leisure 51.00 EUR 113.72 113.72 5,799.72
SOURCE Stoxx600 Healthcare 51.00 EUR 144.74 144.74 7,381.74
SOURCE Stoxx600 Oil&Gas 65.00 EUR 151.99 151.99 9,879.35
SOURCE Stoxx600 Personal & Household 23.00 EUR 279.10 279.10 6,419.30
TECHNIP-EUR 120.00 EUR 79.86 79.86 9,583.20
TELEFONICA SA-EUR 762.00 EUR 10.68 10.68 8,138.16
TOTALFINAELF-EUR 102.00 EUR 39.93 39.93 4,072.86
SUB-TOTAL 570,298.32
13 Mercado cot. ofic. de B.V. Estado não membro da UE 134 Acções
APACHE CORP 63.00 USD 83.76 113.73 3,886.42
BARRICK GOLD CORP 262.00 USD 31.92 43.34 6,159.38
CANADIAN NATURAL RESOURCES 181.00 USD 30.22 41.03 4,028.52
CATERPILLAR INC 70.00 USD 98.39 133.59 5,072.50
CNOOC LTD. 14.00 USD 205.33 278.79 2,117.16
EMC Corporation 334.00 USD 24.61 33.41 6,053.84
ERICSSON ADR 510.00 USD 11.60 15.75 4,357.13
GENERAL DYNAMICS CORP 65.00 USD 66.30 90.02 3,173.95
GENERAL ELECTRIC-USD 226.00 USD 22.28 30.25 3,708.48
Hackett Group Inc 1,059.00 USD 4.30 5.84 3,353.80
Harmony Gold ADR 1,214.00 USD 6.46 8.77 5,775.96
MCDONALDS CORP 63.00 USD 95.29 129.38 4,421.41
MICROSOFT-USD 594.00 USD 27.45 37.27 12,008.85
MINAS BUENAVENTURA 302.00 USD 29.59 40.18 6,581.50
PETROBRAS SA - ADR 226.00 USD 18.28 24.82 3,042.69
TEVA PHARMA ADR 152.00 USD 37.99 51.58 4,252.90
TIME WARNER CABLE 38.00 USD 89.34 121.30 2,500.36
TRIUMPH Group 74.00 USD 70.37 95.55 3,835.24
VALE SA - ADR 303.00 USD 20.17 27.39 4,501.13
WAL-MART STORES INC 74.00 USD 69.95 94.98 3,812.34
WELLS FARGO CO. 127.00 USD 34.83 47.29 3,257.84
SUB-TOTAL 95,901.40
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 164.00 EUR 67.00 67.00 10,988.00
Amundi ETF GSCI Metals 48.00 EUR 230.65 230.65 11,071.20
Amundi ETF S&P GSCI 98.00 EUR 259.43 259.43 25,424.14
DEXIA Bond Emerging Markets Debt Local - I 16.00 EUR 1,207.03 1,207.03 19,312.48
ETF Natural Gas 406,400.00 EUR 0.08 0.08 34,137.60
Groupama Asie - I 18.00 EUR 2,135.88 2,135.88 38,445.84
Groupama Avenir Euro - I 4.73 EUR 4,293.17 4,293.17 20,291.67
Groupama US Stock - I 31.00 USD 1,393.71 1,892.34 31,820.49
iPath S&P 500 Vix S/T Fut 1,393.00 USD 24.34 33.05 24,971.49
SUB-TOTAL 221,028.11
32 Fundos não harmonizados
BANIF Global Private Equity Fund - FCR 178,333.32 EUR 1.16 1.16 207,205.48
SUB-TOTAL 207,205.48
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
SEB IMMOPORTFOLIO TARGET RETURN 1,500.00 EUR 126.60 126.60 189,900.00
SEB Immoinvest 3,410.00 EUR 25.20 25.20 85,932.00
UBS 3 Kontinente Immobilien 17,566.00 EUR 4.90 4.90 86,073.40
SUB-TOTAL 361,905.40
5 Liquidez 51 À vista
512 Depósitos à ordem
BBVA - JPY JPY 15,609.17
BBVA - € EUR 22,542.41
BBVA-USD USD 94,711.43
Banco Popular Euro EUR 738.38
CGD - CHF CHF 4,682.53 CGD - GBP GBP 0.01 CGD - USD USD 15,918.73 CGD-EUR EUR 155,957.45 Montepio EUR 235,214.49 SUB-TOTAL 545,374.60 52 A prazo
521 Depósitos e outros equiparados
DP BANCO POPULAR EURO 51,000.00 EUR 1.00 1.00 197.65 51,197.65
Millenium bcp 300,000.00 EUR 387.61
SUB-TOTAL 51,585.26
9 Outros valores a regularizar -438,258.80
TOTAL DE APLICAÇÕES 4,222,352.41
TOTAL DO FUNDO 3,784,093.61
Valor Patrimonial Unitário em 31-01-2013 4.69209 N.º Unidades de Participação em circulação 448,534
1 Valores mobiliários cotados 11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 4.35% 10/2017 26,000.00 EUR 97.08 97.08 331.55 25,571.05
OT 4.45% 2018 180,000.00 EUR 100.32 100.32 5,047.40 185,625.89
SUB-TOTAL 211,196.94
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 16,000.00 EUR 100.00 100.00 183.78 16,183.78
SUB-TOTAL 16,183.78
114 Acções
GALP ENERGIA SGPS 444.00 EUR 11.97 11.97 5,312.46
SUB-TOTAL 5,312.46
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
EFSF (Swap) 1% 03/2014 10,870.00 EUR 100.77 100.77 96.79 11,049.95
EFSF 0 17/06/2013 16,288.65 EUR 100.00 100.00 16,288.65
ICO 4.375% 03/2014 20,000.00 EUR 102.78 102.78 733.56 21,289.56
ICO 4.75% 04/2020 22,000.00 EUR 99.32 99.32 21,850.84
Rep. Greece (Swap) Zero GDP-Linked 10/2042 45,600.00 EUR 0.78 0.78 353.40
Rep. Itália 5,25% 08/2017 22,000.00 EUR 109.53 109.53 574.36 24,669.86
Rep. Poland 1.625% 01/2019 12,000.00 EUR 100.45 100.45 8.55 12,062.55
Rep. Poland 3.375% 07/2024 12,000.00 EUR 101.26 101.26 126.49 12,277.33 Spanish Kingdom 5.40% 01/2023 26,000.00 EUR 101.66 101.66 7.69 26,437.99
SUB-TOTAL 146,280.13
123 Obrigações diversas
BASF 2% 12/2022 22,000.00 EUR 97.38 97.38 68.71 21,492.75
BCP Floater 2013 50,000.00 EUR 99.52 99.52 70.17 49,831.67
BES 3.375% 02/2015 Covered 50,000.00 EUR 99.36 99.36 1,609.12 51,290.62
BMW 1.5% 06/2018 22,000.00 EUR 99.18 99.18 51.53 21,870.91
BOIRO FLOAT 2016 111,491.52 EUR 97.70 97.70 108,928.18
BRISA 4.5% 12/2016 50,000.00 EUR 99.99 99.99 351.37 50,347.37
DAIMLER 2.375% 09/2022 19,000.00 EUR 98.31 98.31 174.32 18,853.22
EDP Finance 5.5% 02/2014 50,000.00 EUR 102.77 102.77 2,614.75 53,998.25 Gen. Catalunya 5.375% 04/2013 23,000.00 EUR 99.86 99.86 1,022.87 23,991.36
HVB 6% 02/2014 22,000.00 EUR 103.50 103.50 1,301.97 24,071.09
INTESA SP 4.75% 06/2017 50,000.00 EUR 105.37 105.37 1,496.58 54,183.08
LEHMAN BROT. HOLD. 6,375% 2001/11 100,000.00 EUR 24.13 24.13 24,125.00
OREY Best Of 2018 30,000.00 EUR 100.00 100.00 105.42 30,105.42
RCI Banque 2.125% 11/2014 15,000.00 EUR 100.58 100.58 61.13 15,148.13
REN 6.375 12/2013 50,000.00 EUR 104.39 104.39 560.96 52,754.96
Santander totta 2.625 04/13 Covered 50,000.00 EUR 100.00 100.00 1,046.40 51,045.40
SUB-TOTAL 652,037.41
124 Acções
AMUNDI ETF EUR MID 141.00 EUR 54.97 54.97 7,750.77
AMUNDI ETF EURO STOXX 50 C 136.00 EUR 48.30 48.30 6,568.80
AMUNDI ETF MSCI Italy 82.00 EUR 77.81 77.81 6,380.42
AMUNDI ETF MSCI SPAIN 276.00 EUR 145.63 145.63 40,193.88
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
AMUNDI ETF STOXX 600 445.00 EUR 51.16 51.16 22,766.20
AMUNDI S&P 500 75.00 EUR 17.91 17.91 1,343.25
Amundi ETF MSCI World 3,812.00 EUR 134.31 134.31 511,989.72
DEUTSCHE BOERSE 122.00 EUR 48.46 48.46 5,911.51
ELECTRICITE DE FRANCE 518.00 EUR 14.15 14.15 7,327.11
FRANCE TELECOM-EUR 408.00 EUR 8.36 8.36 3,411.70
FRAPORT AG 92.00 EUR 44.65 44.65 4,107.80
FUGRO NV-CVA 82.00 EUR 44.64 44.64 3,660.07
Fresenius Medical 115.00 EUR 51.93 51.93 5,971.95
GUGGENHEIM Russell 1000 229.00 USD 37.37 50.74 6,302.77
IMAGINATION TECH GROUP PLC 1,036.00 GBP 5.11 4.38 6,175.71
JAZZTEL PLC 545.00 EUR 5.06 5.06 2,757.16
KINGFISHER PLC 1,146.00 GBP 2.70 2.31 3,609.08
LVMH Moet Hennessy LV 31.00 EUR 138.85 138.85 4,304.35
SAIPEM SPa 689.00 EUR 20.90 20.90 14,400.10
SOURCE STOXX-EU 600 OPT TEL 57.00 EUR 74.23 74.23 4,231.11
SOURCE SToxx 600 Travel&Leisure 46.00 EUR 113.72 113.72 5,231.12
SOURCE Stoxx600 Healthcare 46.00 EUR 144.74 144.74 6,658.04
SOURCE Stoxx600 Oil&Gas 57.00 EUR 151.99 151.99 8,663.43
SOURCE Stoxx600 Personal & Household 21.00 EUR 279.10 279.10 5,861.10
TECHNIP-EUR 122.00 EUR 79.86 79.86 9,742.92
TELEFONICA SA-EUR 741.00 EUR 10.68 10.68 7,913.88
TOTALFINAELF-EUR 92.00 EUR 39.93 39.93 3,673.56
SUB-TOTAL 716,907.51
13 Mercado cot. ofic. de B.V. Estado não membro da UE 134 Acções
APACHE CORP 59.00 USD 83.76 113.73 3,639.67
BARRICK GOLD CORP 241.00 USD 31.92 43.34 5,665.69
CANADIAN NATURAL RESOURCES 165.00 USD 30.22 41.03 3,672.41
CATERPILLAR INC 64.00 USD 98.39 133.59 4,637.71
CNOOC LTD. 14.00 USD 205.33 278.79 2,117.16
EMC Corporation 299.00 USD 24.61 33.41 5,419.45
ERICSSON ADR 464.00 USD 11.60 15.75 3,964.14
GENERAL DYNAMICS CORP 57.00 USD 66.30 90.02 2,783.31
GENERAL ELECTRIC-USD 204.00 USD 22.28 30.25 3,347.48
Hackett Group Inc 953.00 USD 4.30 5.84 3,018.10
Harmony Gold ADR 1,089.00 USD 6.46 8.77 5,181.23
MCDONALDS CORP 60.00 USD 95.29 129.38 4,210.87
MICROSOFT-USD 554.00 USD 27.45 37.27 11,200.18
MINAS BUENAVENTURA 275.00 USD 29.59 40.18 5,993.08
PETROBRAS SA - ADR 204.00 USD 18.28 24.82 2,746.50
TEVA PHARMA ADR 136.00 USD 37.99 51.58 3,805.23
TIME WARNER CABLE 34.00 USD 89.34 121.30 2,237.16
TRIUMPH Group 68.00 USD 70.37 95.55 3,524.27
VALE SA - ADR 272.00 USD 20.17 27.39 4,040.62
WAL-MART STORES INC 68.00 USD 69.95 94.98 3,503.24
WELLS FARGO CO. 115.00 USD 34.83 47.29 2,950.01
SUB-TOTAL 87,657.51
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 117.00 EUR 67.00 67.00 7,839.00
Amundi ETF GSCI Metals 40.00 EUR 230.65 230.65 9,226.00
Amundi ETF S&P GSCI 71.00 EUR 259.43 259.43 18,419.53
DEXIA Bond Emerging Markets Debt Local - I 9.00 EUR 1,207.03 1,207.03 10,863.27
ETF Natural Gas 375,640.00 EUR 0.08 0.08 31,553.76
ETF WTI Crude Oil 237.00 USD 24.50 33.27 4,276.49
Groupama Asie - I 17.33 EUR 2,135.88 2,135.88 37,021.85
Groupama Avenir Euro - I 4.55 EUR 4,293.17 4,293.17 19,539.93
Groupama US Stock - I 29.00 USD 1,393.71 1,892.34 29,767.56
iPath S&P 500 Vix S/T Fut 1,255.00 USD 24.34 33.05 22,497.64
SUB-TOTAL 191,005.03
32 Fundos não harmonizados
BANIF Global Private Equity Fund - FCR 83,333.33 EUR 1.16 1.16 96,825.00
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
SEB IMMOPORTFOLIO TARGET RETURN 500.00 EUR 126.60 126.60 63,300.00
SEB Immoinvest 934.00 EUR 25.20 25.20 23,536.80
UBS 3 Kontinente Immobilien 4,902.00 EUR 4.90 4.90 24,019.80
SUB-TOTAL 110,856.60 5 Liquidez 51 À vista 511 Numerário BBVA - CHF CHF 4,348.68 SUB-TOTAL 4,348.68 512 Depósitos à ordem
BBVA - JPY JPY 14,674.45
BBVA - € EUR 209,658.36
BBVA-USD USD 59,467.65
Banco Popular Euro EUR 618.03
CGD - USD USD 4,075.51
CGD-EUR EUR 23,577.58
Montepio EUR 1,869.43
SUB-TOTAL 313,941.01
52 A prazo
521 Depósitos e outros equiparados
Millenium bcp 60,000.00 EUR 1,018.03
SUB-TOTAL 1,018.03
9 Outros valores a regularizar -449,008.27
TOTAL DE APLICAÇÕES 2,553,570.09
TOTAL DO FUNDO 2,104,561.82
Valor Patrimonial Unitário em 31-01-2013 6.46922 EUR N.º Unidades de Participação em circulação 522,334
Quantidade Moeda Cot. Moeda Cot. Euro Jur Dec Valor (Euro) 1 Valores mobiliários cotados
11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 3.85% 2021 55,000.00 EUR 85.69 85.69 1,688.20 48,817.70
OT 4.35% 10/2017 42,000.00 EUR 97.08 97.08 535.59 41,307.09
SUB-TOTAL 90,124.79
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 23,000.00 EUR 100.00 100.00 264.18 23,264.18
SUB-TOTAL 23,264.18
114 Acções
GALP ENERGIA SGPS 60.00 EUR 11.97 11.97 717.90
SUB-TOTAL 717.90
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
ICO 4.375% 03/2014 32,000.00 EUR 102.78 102.78 1,173.70 34,063.30
ICO 4.75% 04/2020 33,000.00 EUR 99.32 99.32 32,776.26
Rep. Itália 5,25% 08/2017 31,000.00 EUR 109.53 109.53 809.33 34,762.08 Rep. Poland 1.625% 01/2019 19,000.00 EUR 100.45 100.45 13.53 19,099.03 Rep. Poland 3.375% 07/2024 19,000.00 EUR 101.26 101.26 200.28 19,439.11 Spanish Kingdom 5.40% 01/2023 42,000.00 EUR 101.66 101.66 12.43 42,707.53
SUB-TOTAL 182,847.31
123 Obrigações diversas
BCP 5.625% 04/2014 100,000.00 EUR 101.67 101.67 4,361.30 106,028.30
BCP Floater 2013 50,000.00 EUR 99.52 99.52 70.17 49,831.67
BES 3.375% 02/2015 Covered 50,000.00 EUR 99.36 99.36 1,609.12 51,290.62
BES Float 02/2013 50,000.00 EUR 99.73 99.73 109.08 49,974.58
BMW 1.5% 06/2018 32,000.00 EUR 99.18 99.18 74.96 31,812.24
BPI 3.25% 01/2015 Covered 50,000.00 EUR 99.64 99.64 71.23 49,890.23
BRISA 4.5% 12/2016 50,000.00 EUR 99.99 99.99 351.37 50,347.37
CGD 3.875% 12/2016 Covered 100,000.00 EUR 100.74 100.74 594.52 101,329.52 CGD 4.25% 01/2020 Covered 100,000.00 EUR 97.83 97.83 46.58 97,876.58 COMUNIDAD MADRID 4.75% 03/2015 68,000.00 EUR 100.84 100.84 2,752.14 71,324.70
DAIMLER 2.375% 09/2022 26,000.00 EUR 98.31 98.31 238.54 25,799.14
DEUTSCHE TELEKOM 2.75% 10/2024 62,000.00 EUR 96.84 96.84 462.45 60,502.01 EDP Finance 3.75% 2015 100,000.00 EUR 101.01 101.01 2,291.10 103,303.10 EDP Finance 5.5% 02/2014 70,000.00 EUR 102.77 102.77 3,660.66 75,597.56
ENEL 5.25% 06/2017 50,000.00 EUR 108.57 108.57 1,618.15 55,905.15
GAS Natural 4.5% 01/2020 50,000.00 EUR 102.25 102.25 24.66 51,150.16 Gen. Catalunya 5.375% 04/2013 34,000.00 EUR 99.86 99.86 1,512.07 35,465.49 General Electric Float 02/2016 113,000.00 EUR 98.12 98.12 73.64 110,950.37
HVB 6% 02/2014 30,000.00 EUR 103.50 103.50 1,775.41 32,824.21
INTESA SP 4.75% 06/2017 50,000.00 EUR 105.37 105.37 1,496.58 54,183.08
NOKIA 5.5% 02/2014 60,000.00 EUR 103.07 103.07 3,263.93 65,102.93
OREY Best Of 2018 30,000.00 EUR 100.00 100.00 105.42 30,105.42
RCI Banque 2.125% 11/2014 22,000.00 EUR 100.58 100.58 89.66 22,217.26 RED Electrica 4.75% 09/2013 69,000.00 EUR 102.16 102.16 1,212.23 71,704.70
REN 6.375 12/2013 100,000.00 EUR 104.39 104.39 1,121.92 105,509.92
Santander totta 2.625 04/13 Covered 100,000.00 EUR 100.00 100.00 2,092.81 102,090.81 TELECOM ITALIA Float 06/2016 50,000.00 EUR 96.14 96.14 74.86 48,143.86
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
SUB-TOTAL 1,710,260.98 124 Acções
ELECTRICITE DE FRANCE 69.00 EUR 14.15 14.15 976.01
IMAGINATION TECH GROUP PLC 140.00 GBP 5.11 4.38 834.56
SUB-TOTAL 1,810.57
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 47.00 EUR 67.00 67.00 3,149.00
Amundi ETF GSCI Metals 6.00 EUR 230.65 230.65 1,383.90
Amundi ETF S&P GSCI 26.00 EUR 259.43 259.43 6,745.18
DEXIA Bond Emerging Markets Debt Local - I 13.00 EUR 1,207.03 1,207.03 15,691.39
Lyxor EuroMTS Covered Bond 1,268.00 EUR 129.50 129.50 164,206.00
SUB-TOTAL 191,175.47
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
IMOSOCIAL 20,816.00 EUR 6.94 6.94 144,429.73
SEB IMMOPORTFOLIO TARGET RETURN 1,786.00 EUR 126.60 126.60 226,107.60
SEB Immoinvest 1,022.00 EUR 25.20 25.20 25,754.40
UBS 3 Kontinente Immobilien 5,269.00 EUR 4.90 4.90 25,818.10
SUB-TOTAL 422,109.83 5 Liquidez 51 À vista 512 Depósitos à ordem BBVA - € EUR 232,643.79 BBVA-USD USD 1,525.29
Banco Popular Euro EUR 104.55
CGD-EUR EUR 327,495.38
Montepio EUR 230,527.30
SUB-TOTAL 792,296.31
52 A prazo
521 Depósitos e outros equiparados
Millenium bcp 215,000.00 EUR 71.00
SUB-TOTAL 71.00
9 Outros valores a regularizar -35,588.10
TOTAL DE APLICAÇÕES 3,414,678.34
TOTAL DO FUNDO 3,379,090.24
Valor Patrimonial Unitário em 31-01-2013 5.42274 EUR N.º Unidades de Participação em circulação 68,563
Quantidade Moeda Cot. Moeda Cot. Euro Jur Dec Valor (Euro) 1 Valores mobiliários cotados
11 Mercado cot. ofic. de B.V. Port. 111 Títulos de dívida pública
OT 4.35% 10/2017 5,000.00 EUR 97.08 97.08 63.76 4,917.51
SUB-TOTAL 4,917.51
113 Obrigações diversas
ESF 9.75% 12/2025 Convertible 3,000.00 EUR 100.00 100.00 34.46 3,034.46
SUB-TOTAL 3,034.46
114 Acções
GALP ENERGIA SGPS 118.00 EUR 11.97 11.97 1,411.87
SUB-TOTAL 1,411.87
12 Mercado cot. ofic. de B.V. outros Est. Membro da UE 121 Títulos de dívida pública
ICO 4.375% 03/2014 4,000.00 EUR 102.78 102.78 146.71 4,257.91
ICO 4.75% 04/2020 4,000.00 EUR 99.32 99.32 3,972.88
Rep. Itália 5,25% 08/2017 4,000.00 EUR 109.53 109.53 104.43 4,485.43
Rep. Poland 1.625% 01/2019 3,000.00 EUR 100.45 100.45 2.14 3,015.64
Rep. Poland 3.375% 07/2024 3,000.00 EUR 101.26 101.26 31.62 3,069.33
Spanish Kingdom 5.40% 01/2023 5,000.00 EUR 101.66 101.66 1.48 5,084.23
SUB-TOTAL 23,885.42
123 Obrigações diversas
BASF 2% 12/2022 4,000.00 EUR 97.38 97.38 12.49 3,907.77
BMW 1.5% 06/2018 5,000.00 EUR 99.18 99.18 11.71 4,970.66
COMUNIDAD MADRID 4.75% 03/2015 5,000.00 EUR 100.84 100.84 202.36 5,244.46
DAIMLER 2.375% 09/2022 5,000.00 EUR 98.31 98.31 45.87 4,961.37
DEUTSCHE TELEKOM 2.75% 10/2024 7,000.00 EUR 96.84 96.84 52.21 6,830.87
EDP Finance 3.75% 2015 10,000.00 EUR 101.01 101.01 229.11 10,330.31
Gen. Catalunya 5.375% 04/2013 4,000.00 EUR 99.86 99.86 177.89 4,172.41 General Electric Float 02/2016 10,000.00 EUR 98.12 98.12 6.52 9,818.62
HVB 6% 02/2014 3,000.00 EUR 103.50 103.50 177.54 3,282.42
NESTLÉ 1.75% 09/2022 5,000.00 EUR 96.38 96.38 33.80 4,852.95
OREY Best Of 2018 5,000.00 EUR 100.00 100.00 17.57 5,017.57
RCI Banque 2.125% 11/2014 3,000.00 EUR 100.58 100.58 12.23 3,029.63
SUB-TOTAL 66,419.04
124 Acções
AMUNDI ETF EURO STOXX 50 C 27.00 EUR 48.30 48.30 1,304.10
AMUNDI ETF MSCI Italy 16.00 EUR 77.81 77.81 1,244.96
AMUNDI ETF MSCI SPAIN 35.00 EUR 145.63 145.63 5,097.05
AMUNDI ETF STOXX 600 94.00 EUR 51.16 51.16 4,809.04
AMUNDI S&P 500 153.00 EUR 17.91 17.91 2,740.23
Amundi ETF MSCI World 638.00 EUR 134.31 134.31 85,689.78
ELECTRICITE DE FRANCE 138.00 EUR 14.15 14.15 1,952.01
FRANCE TELECOM-EUR 81.00 EUR 8.36 8.36 677.32
FUGRO NV-CVA 16.00 EUR 44.64 44.64 714.16
IMAGINATION TECH GROUP PLC 278.00 GBP 5.11 4.38 1,657.19
JAZZTEL PLC 108.00 EUR 5.06 5.06 546.37
LVMH Moet Hennessy LV 7.00 EUR 138.85 138.85 971.95
TECHNIP-EUR 20.00 EUR 79.86 79.86 1,597.20
SGF-SOCIEDADE GESTORA DE FUNDOS DE PENSÕES,S.A. Largo do Chiado, 12, 4.º - 1200-108 Lisboa
Tel: 21 324 06 40 / Fax: 21 346 01 85 Capital Social: € 1 000 000
Matriculada na Conservatória do Registo Comercial de Lisboa sob o n.º 68 211 Pessoa Colectiva n.º 501 973 494
SUB-TOTAL 109,001.36 13 Mercado cot. ofic. de B.V. Estado não membro da UE
134 Acções
CANADIAN NATURAL RESOURCES 26.00 USD 30.22 41.03 578.68
CATERPILLAR INC 5.00 USD 98.39 133.59 362.32
CNOOC LTD. 3.00 USD 205.33 278.79 453.68
EMC Corporation 60.00 USD 24.61 33.41 1,087.52
GENERAL ELECTRIC-USD 41.00 USD 22.28 30.25 672.78
Hackett Group Inc 190.00 USD 4.30 5.84 601.72
Harmony Gold ADR 217.00 USD 6.46 8.77 1,032.44
MICROSOFT-USD 75.00 USD 27.45 37.27 1,516.27
MINAS BUENAVENTURA 52.00 USD 29.59 40.18 1,133.24
PETROBRAS SA - ADR 41.00 USD 18.28 24.82 551.99
TEVA PHARMA ADR 27.00 USD 37.99 51.58 755.45
TRIUMPH Group 14.00 USD 70.37 95.55 725.59
VALE SA - ADR 54.00 USD 20.17 27.39 802.18
WAL-MART STORES INC 14.00 USD 69.95 94.98 721.25
SUB-TOTAL 10,995.11
3 U. P.'s de Instituições de Investimento Colectivo 31 Fundos harmonizados
Amundi ETF GSCI Agriculture 17.00 EUR 67.00 67.00 1,139.00
Amundi ETF GSCI Metals 3.00 EUR 230.65 230.65 691.95
Amundi ETF S&P GSCI 14.00 EUR 259.43 259.43 3,632.02
DEXIA Bond Emerging Markets Debt Local - I 2.00 EUR 1,207.03 1,207.03 2,414.06
ETF Natural Gas 56,944.00 EUR 0.08 0.08 4,783.30
Groupama Asie - I 2.00 EUR 2,135.88 2,135.88 4,271.76
Groupama Avenir Euro - I 5.53 EUR 4,293.17 4,293.17 23,720.62
iPath S&P 500 Vix S/T Fut 238.00 USD 24.34 33.05 4,266.49
SUB-TOTAL 44,919.20
4 Imobiliário
42 U. P.'s de fundos de investimento imobiliário
SEB IMMOPORTFOLIO TARGET RETURN 285.00 EUR 126.60 126.60 36,081.00
SEB Immoinvest 360.00 EUR 25.20 25.20 9,072.00
SUB-TOTAL 45,153.00 5 Liquidez 51 À vista 511 Numerário BBVA - CHF CHF 72.78 SUB-TOTAL 72.78 512 Depósitos à ordem
BBVA - JPY JPY 3,229.75
BBVA - € EUR 93,877.67
BBVA-USD USD 10,971.66
Banco Popular Euro EUR 104.55
CGD-EUR EUR -1,930.51
Montepio EUR 25,801.51
SUB-TOTAL 132,054.63
9 Outros valores a regularizar -70,065.89
TOTAL DE APLICAÇÕES 441,864.38
TOTAL DO FUNDO 371,798.49
