CNP Barclays Vida y Pensiones - Companhia de Seguros, S.A. · CNP Barclays Vida y Pensiones - Companhia de Seguros, S.A. Sede: Plaza de Colon, 2 - 28046 MADRID Agência Geral em Portugal:

CNP Barclays Vida y Pensiones - Companhia de Seguros, S.A.

Sede: Plaza de Colon, 2 - 28046 MADRID

Agência Geral em Portugal: Rua Duque de Palmela nº37, 1250-097, LISBOA

NICP 980093600 - C.R.C. Lisboa nº 4 502

Composição da Carteira em: 2014-02-28

ICAE: BARCLAYS GARANTIA DUPLA - PPR 01

Designação Quantidade Preço Unit. Mda Juro Corrido

(EUR)

Valor Total

(EUR)

Peso (%)Preço Unit.

(EUR)

PARTE I

5 - Liquidez

5.1 - À vista

5.1.2 - Depósitos à ordem

DO 0.0000% 0.00 EUR 0.00 116 196 100.00

116 196VALOR TOTAL DA CARTEIRA 100.00

NÚMERO UNIDADES DE PARTICIPAÇÃO 0.000

VALOR UNITÁRIO UNIDADE PARTICIPAÇÃO 0.00






ICAE: BARC. PPR TX GARANTIDA 01


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 70 019 100.00









ICAE: B MULTI-MANAGER LIQUIDEZ


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I

3 - Unid.Participação Inst.Invest.Colectivo

3.1 - Fundos harmonizados

B.Rendimiento Efect. 104 513.09 6.11 EUR 6.11 638 784 96.94

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 20 971 3.18

9 - Outros Valores a Regularizar

9.1 - Valores Activos 0 0.00

9.2 - Valores Passivos -834 -0.13

-834 -0.13


NÚMERO UNIDADES DE PARTICIPAÇÃO 98 571.000







ICAE: B MULTI-MANAGER OBRIGAÇÕES


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



B.MULTIMGER BOND-IA€ 1 068 871.58 10.29 EUR 10.29 11 000 826 98.52

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 206 023 1.85

DO 0.0000% 0.00 USD 0.00 1 261 0.01

207 284 1.86

207 284 1.86

207 284 1.86


9.2 - Valores Passivos -41 557 -0.37

-41 557 -0.37

11 166 553VALOR TOTAL DA CARTEIRA 100.00

NÚMERO UNIDADES DE PARTICIPAÇÃO 1 478 287.000







ICAE: B MULTI-MANAGER PORTFOLIO 1


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



BARC INCOME PRF/ I 1 194 885.40 11.30 EUR 11.30 13 506 985 98.63

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 211 303 1.54

DO 0.0000% 0.00 EUR 0.00 947 0.01

DO 0.0000% 0.00 USD 0.00 11 0.00

212 261 1.55

212 261 1.55

212 261 1.55



-24 048 -0.18











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



BARC BALANCED PRF/ I 3 315 109.18 10.71 EUR 10.71 35 491 559 99.74

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 223 123 0.63

DO 0.0000% 0.00 EUR 0.00 730 0.00

DO 0.0000% 0.00 USD 0.00 8 0.00

223 861 0.63

223 861 0.63

223 861 0.63



-131 289 -0.37











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



BARC CAUTIOUS PRF/ I 3 618 443.51 11.02 EUR 11.02 39 875 247 99.34

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 340 868 0.85

DO 0.0000% 0.00 USD 0.00 30 0.00

340 899 0.85

340 899 0.85

340 899 0.85



-76 153 -0.19











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



BARC GROWTH PRF/ I 660 816.31 10.73 EUR 10.73 7 088 577 99.45

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 55 289 0.78

DO 0.0000% 0.00 EUR 0.00 403 0.01

DO 0.0000% 0.00 USD 0.00 19 0.00

55 711 0.78

55 711 0.78

55 711 0.78



-16 309 -0.23









ICAE: B. VIDA PPR ACÇÕES LIFE PATH 2020


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I

1 - Valores Mobiliários Cotados

1.2 - Merc.Cot.Ofic. e out. merc.regulam. UE

1.2.4 - Acções

Ishar DJ Eur STOXX50 180.00 31.65 EUR 31.65 5 696 1.45

IShares Eur Crp Bond 205.00 129.08 EUR 129.08 26 461 6.75

IShares MSCI Jap Fnd 445.00 8.51 EUR 8.51 3 787 0.97

DBX TR II Cross 5Y 70.00 164.08 EUR 164.08 11 486 2.93

ISHARES BG BOND 1-3 90.00 142.10 EUR 142.10 12 789 3.26

60 219 15.37

60 219 15.37

60 219 15.37



B.Premier Tesouraria 1 799.75 10.37 EUR 10.37 18 663 4.76

Barclays Bonos Largo 0.10 1 015.82 EUR 1 015.82 102 0.03

GAF (EX UK) ALPHA/M 12 376.40 1.27 EUR 1.27 15 681 4.00

GAF EMG MKT EQ M EUR 21 346.51 0.73 EUR 0.73 15 540 3.97

B. GL HG GD BD M EUR 31 059.91 0.87 EUR 0.87 27 084 6.91

GAF EM DEBT HC 3 446.69 1.13 EUR 1.13 3 891 0.99

GAF UK ALPHA/M 1 789.94 3.25 EUR 3.25 5 819 1.49

BGAC GL SHRT DUR BD 979 772.53 0.12 EUR 0.12 115 613 29.51

BGF EU ST DUR BD D2 1 708.48 15.84 EUR 15.84 27 062 6.91

GAF US VAL M EUR 2 755.80 17.45 EUR 17.45 48 094 12.27

BAR GLOB AC-US SM MD 17 116.62 0.94 EUR 0.94 16 124 4.12

293 674 74.95

293 674 74.95

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 48 563 12.39

DO 0.0000% 0.00 USD 0.00 0 0.00

48 563 12.39

48 563 12.39

48 563 12.39



-10 642 -2.72









ICAE: B.P. ACÇOES GLOBAL MERC.DESENVOLVI.


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

IShares MSCI WORLD 31 622.00 25.76 EUR 25.76 814 583 15.18




GAF JAPAN FD M EUR 325 684.89 0.99 EUR 0.99 320 800 5.98

GAF PACIFIC RIM EUR 219 496.89 1.87 EUR 1.87 411 337 7.66

GAF UK ALPHA/M 115 927.72 3.25 EUR 3.25 376 881 7.02

GAF US VAL M EUR 104 765.37 17.45 EUR 17.45 1 828 365 34.07


4 288 976 79.91

4 288 976 79.91

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 258 154 4.81

DO 0.0000% 0.00 EUR 0.00 929 0.02

DO 0.0000% 0.00 JPY 0.00 0 0.00

DO 0.0000% 0.00 USD 0.00 36 0.00

DO 0.0000% 0.00 USD 0.00 39 0.00

259 158 4.83

259 158 4.83

259 158 4.83


9.1 - Valores Activos 19 632 0.37


4 477 0.08









ICAE: B.P. ACÇOES GLOBAL MERC.EMERGENTES


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

IShar MSCI EmerMk AM 5 900.00 27.05 EUR 27.05 159 595 4.81



GAF EMG MKT EQ M EUR 4 170 956.21 0.73 EUR 0.73 3 036 456 91.44

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 134 401 4.05

DO 0.0000% 0.00 EUR 0.00 82 0.00

DO 0.0000% 0.00 USD 0.00 9 0.00

DO 0.0000% 0.00 USD 0.00 65 0.00

134 558 4.05

134 558 4.05

134 558 4.05











ICAE: B.P. ACÇOES GLOBAL RECURSOS NATUR.


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



MLYNCH Wld Mining/E 3 602.98 43.23 USD 31.30 112 761 47.34

F.ML World Gold/E 4 671.18 29.24 USD 21.17 98 882 41.52

211 643 88.86

211 643 88.86

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 8 772 3.68

DO 0.0000% 0.00 EUR 0.00 80 0.03

DO 0.0000% 0.00 USD 0.00 168 0.07

DO 0.0000% 0.00 USD 0.00 9 533 4.00

18 554 7.79

18 554 7.79

18 554 7.79




7 980 3.35




PARTE II

7 - Operações com Produtos Derivados

7.1 - Em mercado regulamentado

7.1.1 - Futuros

E-MINI EUR FX MAR 14 3.00 1.37 USD 0.99 186 115 0.00






ICAE: B.P. OBRIGAÇOES GLOBAL MERC.DESENV.


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

IShares Eur Agg B AM 1 600.00 113.28 EUR 113.28 181 248 3.23



B. GL HG YD BD/M EUR 967 446.58 1.17 EUR 1.17 1 128 043 20.11

B.GL INF LK BD/M EUR 407 151.15 1.00 EUR 1.00 406 337 7.25

B. GL HG GD BD M EUR 1 690 897.66 0.87 EUR 0.87 1 474 463 26.29

B. CL CORP BD M EUR 1 287 240.02 0.92 EUR 0.92 1 182 974 21.09

BGAC GL SHRT DUR BD 9 850 976.76 0.12 EUR 0.12 1 162 415 20.73

5 354 231 95.47

5 354 231 95.47

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 41 949 0.75

DO 0.0000% 0.00 USD 0.00 0 0.00

41 949 0.75

41 949 0.75

41 949 0.75




30 758 0.55









ICAE: BARCLAYS PORTFOLIO TESOURARIA EURO


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



B.Rendimiento Efect. 108 761.87 6.11 EUR 6.11 664 753 99.42

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 4 443 0.66











ICAE: B. VIDA PPR LIFE PATH INCOME


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

Ishares Euro Govt Bd 140.00 184.26 EUR 184.26 25 796 1.30

IShar BG Try Bd 7-10 1 090.00 137.94 EUR 137.94 150 355 7.58

DBX-Tr IBX SOV EZ1-3 220.00 167.12 EUR 167.12 36 766 1.85

ISHARES UK GILTS 7 550.00 13.79 EUR 13.79 104 115 5.25

317 032 15.99

317 032 15.99

317 032 15.99



B. GL HG YD BD/M EUR 202 051.91 1.17 EUR 1.17 235 593 11.88


B. CL CORP BD M EUR 267 314.34 0.92 EUR 0.92 245 662 12.39

GAF EM DEBT HC 262 063.87 1.13 EUR 1.13 295 870 14.92

BGAC GL SHRT DUR BD 2 150 760.84 0.12 EUR 0.12 253 790 12.80

GAF EM DEBT LC EUR 312 327.91 0.69 EUR 0.69 216 131 10.90

1 609 579 81.18

1 609 579 81.18

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 113 918 5.75




-57 730 -2.91









ICAE: B.INVESTIMENTO TESOURARIA


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



B.Rendimiento Efect. 0.00 6.17 EUR 6.17 0 0.00

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 252 412 2.39

5.2 - A prazo

5.2.1 - Depósitos e outros equiparados

DP Dep. Prazo tx. 1.25% 1.2500% 2013-09-24 2014-03-24 0.00 EUR 0.00 56 507 10 356 507 97.87

10 608 919 100.26



-27 147 -0.26









ICAE: B.PPR RENDIMENTO GARANTIDO


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I


1.1 - Merc.Cot.Ofic. e out.merc.regulam.nacion

1.1.1 - Títulos de dívida pública

OT 4.8% 15JUN20 3 000 000.00 86.24% EUR 86.24% 101 786 2 689 004 10.78

OT 4.2% Outubro/2016 1 000 000.00 93.62% EUR 93.62% 15 649 951 799 3.82

3 640 803 14.60

3 640 803 14.60


1.2.1 - Títulos dívida pública

SPGB 5,5% 07/17 1 000 000.00 107.06% EUR 107.06% 32 096 1 102 719 4.42

1.2.3 - Obrigações diversas

BKAmerica 10/09/19 7 300 000.00 99.92% EUR 99.92% 129 656 7 424 057 29.77

BILBAO VIZ 4.75 2/16 1 000 000.00 101.24% EUR 101.24% 2 342 1 014 742 4.07

PORTEL 5% 11/2019 1 000 000.00 99.68% EUR 99.68% 15 890 1 012 698 4.06

CritCxC 4.125% 11/14 800 000.00 99.54% EUR 99.54% 9 041 805 324 3.23

GasNtCp 3.375% 01/15 8 000 000.00 99.52% EUR 99.52% 23 671 7 985 351 32.03

AEMSPA 4.5 11/28/19 1 243 000.00 104.70% EUR 104.70% 14 099 1 315 520 5.28

19 557 693 78.44

20 660 412 82.86

24 301 215 97.46

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 633 262 2.54









ICAE: B. PPR GRUPO - PPR ACÇÕES


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

DBX-T DJ EU STX 50 2 510.00 38.45 EUR 38.45 96 497 1.95

DBX TR Emerg MKT 3 170.00 27.13 EUR 27.13 86 002 1.73

DBX S&P 500 EUR ETF 10 670.00 28.17 EUR 28.17 300 574 6.06

483 073 9.74

483 073 9.74

483 073 9.74



BARCL. PACIFIC RIM/M 0.01 1.15 USD 0.83 0 0.00







GAF EM DEBT HC 171 875.86 1.13 EUR 1.13 194 048 3.91

GAF UK ALPHA/M 61 382.77 3.25 EUR 3.25 199 555 4.03




HEND CRD ALPHA/A EUR 63 566.74 5.43 EUR 5.43 344 977 6.96

B DAY HED B EUR 32 621.12 10.60 EUR 10.60 345 653 6.97

4 199 669 84.72

4 199 669 84.72

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 68 835 1.39

DO 0.0000% 0.00 EUR 0.00 4 056 0.08

DO 0.0000% 0.00 USD 0.00 0 0.00

DO 0.0000% 0.00 USD 0.00 57 134 1.15

130 025 2.62

130 025 2.62

130 025 2.62




144 595 2.92






ICAE: B. PPR GRUPO - PPR ACÇÕES


(EUR)

Valor Total

(EUR)


(EUR)











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



BARC ADV GROW PRF/ I 247 242.99 10.25 EUR 10.25 2 534 982 96.36

5 - Liquidez

5.1 - À vista


DO BARCLAYS BAN 0.0000% 0.00 EUR 0.00 101 299 3.85

DO BARCLAYS BAN 0.0000% 0.00 USD 0.00 0 0.00

101 299 3.85

101 299 3.85

101 299 3.85




-5 589 -0.21









ICAE: B.PPR RENDIMENTO GARANTIDO - 02


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




Abertis 4.625% 10/16 4 500 000.00 100.66% EUR 100.66% 78 118 4 607 652 40.13

GasNtCp 4.375% 11/16 6 250 000.00 99.80% EUR 99.80% 88 399 6 325 768 55.09

PORTEL 5% 11/2019 500 000.00 99.68% EUR 99.68% 7 945 506 349 4.41

11 439 769 99.63

11 439 769 99.63

11 439 769 99.63

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 42 086 0.37









ICAE: B. PPR GRUPO - PPR PRUDENTE


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

DBX-T DJ EU STX 50 295.00 38.45 EUR 38.45 11 341 2.01

DBX-Tr IBX SOV EZ1-3 390.00 167.12 EUR 167.12 65 177 11.55

DBX S&P 500 EUR ETF 710.00 28.17 EUR 28.17 20 001 3.54

96 519 17.11

96 519 17.11

96 519 17.11



B.Premier Tesouraria 3 785.59 10.37 EUR 10.37 39 257 6.96


BARC GL HG YD B /M 0.02 1.98 USD 1.43 0 0.00






GAF EM DEBT HC 5 027.81 1.13 EUR 1.13 5 676 1.01

GAF UK ALPHA/M 2 585.60 3.25 EUR 3.25 8 406 1.49


BGF EU ST DUR BD D2 3 887.00 15.84 EUR 15.84 61 570 10.91




B DAY HED B EUR 3 726.72 10.60 EUR 10.60 39 488 7.00

440 518 78.07

440 518 78.07

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 0 11 000 1.95

DO 0.0000% 0.00 EUR 0.00 0 0.00

DO 0.0000% 0.00 USD 0.00 6 0.00

DO 0.0000% 0.00 USD 0.00 0 0.00

11 006 1.95

11 006 1.95

11 006 1.95




16 213 2.87






ICAE: B. PPR GRUPO - PPR PRUDENTE


(EUR)

Valor Total

(EUR)


(EUR)









ICAE: B.I. RENDIMENTO EUROPA


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




DJ EuroStoxx 50 SNot 3 202 000.00 114.06% EUR 114.06% 3 652 201 99.95

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 1 704 0.05



VALOR UNITÁRIO UNIDADE PARTICIPAÇÃO 1 143.99






ICAE: B. Investimento Seven II


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




RBS EuroStoxx 7/2016 16 436 000.00 119.75% EUR 119.75% 19 682 110 100.08

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 2 907 0.01











ICAE: B.I. Select Dividend


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




5Y CFI Autocall SD3E 18 528 000.00 119.45% EUR 119.45% 22 131 696 100.72

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 4 555 0.02











ICAE: Barclays Investimento Utilities


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




Brisa 3Y Fixed Rt Nt 11 000 000.00 103.36% EUR 103.36% 336 356 11 705 956 46.33

REN 3Y Fixed Rt Nt 11 000 000.00 102.41% EUR 102.41% 320 589 11 585 689 45.85

23 291 644 92.18

23 291 644 92.18

23 291 644 92.18

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 17 681 0.07

5.2 - A prazo


DP Dep. Prazo tx. 2.5% 2.5000% 2013-09-11 2015-03-09 0.00 EUR 0.00 1 366 116 366 0.46

DP Dep. Prazo tx. 2,5% 2.5092% 2012-03-12 2015-03-09 0.00 EUR 0.00 89 547 1 876 435 7.43

1 992 801 7.89

1 992 801 7.89

2 010 482 7.96











ICAE: Barclays Investimento Utilities II


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




RENEPL 6.9% 09/28/15 15 800 000.00 105.10% EUR 105.10% 463 335 17 069 135 92.24

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 1 356 0.01

5.2 - A prazo


DP Dep. Prazo tx. 1.25% 1.2500% 2012-10-01 2015-09-28 0.00 EUR 0.00 17 703 1 005 786 5.44

DP Dep. Prazo tx. 1.25% 1.2500% 2013-10-01 2015-09-28 0.00 EUR 0.00 2 380 456 380 2.47

1 462 166 7.90

1 462 166 7.90

1 463 522 7.91











ICAE: Barclays Investimento Utilities III


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




PORTEL5.875 04/17/18 1 379 000.00 110.17% EUR 110.17% 70 584 1 589 815 96.31

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 62 413 3.78











ICAE: Barclays Investimento Utilities IV


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




PORTEL5.875 04/17/18 1 660 000.00 110.17% EUR 110.17% 84 967 1 913 772 96.69

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 67 897 3.43











ICAE: B.PPR RENDIMENTO GARANTIDO - 03


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.1.1 - Títulos de dívida pública

OT 4.8% 15JUN20 4 500 000.00 91.34% EUR 91.34% 152 679 4 262 811 25.13


CXGD 3.75 01/18/18 4 100 000.00 98.88% EUR 98.88% 17 271 4 071 146 24.00

8 333 956 49.12


1.2.2 - Outros fundos públicos e equiparados

ICO 4.75 04/30/20 1 000 000.00 98.50% EUR 98.50% 39 562 1 024 562 6.04


BILBAO VIZ 4.75 2/16 500 000.00 101.24% EUR 101.24% 1 171 507 371 2.99

UCGIM 4.875 03/07/17 3 280 000.00 105.98% EUR 105.98% 156 833 3 632 977 21.41

CritCxC 4.125% 11/14 500 000.00 99.90% EUR 99.90% 5 651 505 172 2.98

FADE 5.6 09/17/18 1 000 000.00 106.66% EUR 106.66% 25 162 1 091 762 6.43

TITIM 5.375 01/29/19 1 100 000.00 104.40% EUR 104.40% 4 860 1 153 260 6.80

6 890 542 40.61

7 915 103 46.65

16 249 060 95.77

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 717 202 4.23









ICAE: Barclays Investimento Utilities V


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




TELEFO4.797 02/21/18 400 000.00 111.76% EUR 111.76% 421 447 469 9.09

PORTEL5.875 04/17/18 1 229 000.00 110.17% EUR 110.17% 62 906 1 416 883 28.78

ELEPOR 5.75 09/21/17 836 000.00 111.86% EUR 111.86% 21 203 956 320 19.43

TITIM 4.75 05/25/18 1 368 000.00 106.84% EUR 106.84% 49 848 1 511 474 30.70

ENELIM 4.75 06/12/18 428 000.00 112.08% EUR 112.08% 14 593 494 291 10.04

4 826 436 98.04

4 826 436 98.04

4 826 436 98.04

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 102 614 2.08








Agência Geral em Portugal: Atrium Saldanha, Praça Duque de Saldanha, 1050-094, LISBOA



ICAE: B. Investimento Alocação 241


(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




CXGD 4.25 01/27/20 750 000.00 107.21% EUR 107.21% 2 882 806 949 7.93

CXGD 3.75 01/18/18 600 000.00 106.08% EUR 106.08% 2 589 639 039 6.28

BPI 3.25% 01/2015 900 000.00 101.50% EUR 101.50% 3 606 917 079 9.01

BES 3.375% 02/2015 600 000.00 101.89% EUR 101.89% 666 612 018 6.02

2 975 085 29.24

2 975 085 29.24



BTPS 3.75 08/01/21 400 000.00 105.99% EUR 105.99% 1 151 425 091 4.18


RABOBK FLOAT04/22/15 463 000.00 100.07% EUR 100.07% 200 463 534 4.56

POHBK 2 03/03/21 250 000.00 99.90% EUR 99.90% 249 748 2.45

Telefnc 3.406% 03/15 400 000.00 102.66% EUR 102.66% 12 766 423 422 4.16

RENAUL5.625 03/15 400 000.00 104.72% EUR 104.72% 21 760 440 636 4.33

PORTEL5.875 04/17/18 450 000.00 110.17% EUR 110.17% 23 033 518 794 5.10

ENELIM3.625 04/17/18 400 000.00 107.45% EUR 107.45% 12 633 442 429 4.35

BKIR 3.25 06/22/15 400 000.00 102.69% EUR 102.69% 8 975 419 755 4.13

ENELIM FLOAT02/26/16 500 000.00 100.14% EUR 100.14% 45 500 750 4.92

PORTEL4.375 03/24/17 200 000.00 105.88% EUR 105.88% 8 199 219 963 2.16

ELEPOR 5.75 09/21/17 400 000.00 111.86% EUR 111.86% 10 145 457 569 4.50

MTNA 5.875 11/17/17 400 000.00 111.18% EUR 111.18% 6 696 451 428 4.44

TLSNSS1.375 02/18/19 500 000.00 100.06% EUR 100.06% 207 500 522 4.92

ENELIM 3.5 02/16 400 000.00 104.66% EUR 104.66% 115 418 771 4.12

SOCGEN Float 15 300 000.00 100.23% EUR 100.23% 281 300 962 2.96

TITIM 4.5 9/20/17 350 000.00 106.49% EUR 106.49% 6 990 379 688 3.73

6 187 969 60.82

6 613 060 65.00

1.3 - Merc.Cot.Ofic. e out.merc.regulam.não UE


AMER INTL AIG4.375 350 000.00 106.88% EUR 106.88% 12 963 387 043 3.80

9 975 188 98.04

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 464 630 4.57



-265 462 -2.61








(EUR)

Valor Total

(EUR)


(EUR)











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




BCPPL 4.75 06/22/17 100 000.00 106.99% EUR 106.99% 3 279 110 269 2.08

CXGD 4.25 01/27/20 500 000.00 107.21% EUR 107.21% 1 921 537 966 10.15

BES 3.375% 02/2015 400 000.00 101.89% EUR 101.89% 444 408 012 7.70

BSTotta 3.25% 10/14 250 000.00 101.29% EUR 101.29% 2 916 256 144 4.83

1 312 391 24.77

1 312 391 24.77



BTPS 3.75 08/01/21 146 000.00 105.99% EUR 105.99% 420 155 158 2.93


RAIFZENT 4.5 3/19 310 000.00 96.80% EUR 96.80% 13 797 313 877 5.92

PORTEL 5% 11/2019 400 000.00 106.86% EUR 106.86% 6 411 433 831 8.19

ELEPOR 4.125% 06/20 306 000.00 105.78% EUR 105.78% 8 473 332 159 6.27

ENELIM4.875 04/17/23 300 000.00 115.43% EUR 115.43% 12 742 359 020 6.78

BKIR 3.25 06/22/15 200 000.00 102.69% EUR 102.69% 4 488 209 878 3.96

TITIM 4 01/21/20 400 000.00 102.37% EUR 102.37% 1 710 411 206 7.76

HERIM 4.5% 12/03/19 150 000.00 112.69% EUR 112.69% 1 627 170 664 3.22

FIAT 6.375 04/01/16 375 000.00 107.33% EUR 107.33% 21 876 424 352 8.01

MTNA 5.875 11/17/17 200 000.00 111.18% EUR 111.18% 3 348 225 714 4.26

2 880 701 54.37

1.2.4 - Acções

Ishar DJ Eur STOXX50 4 650.00 31.65 EUR 31.65 147 149 2.78

3 183 008 60.07

4 495 399 84.84





GAF UK ALPHA/M 18 153.94 3.25 EUR 3.25 59 018 1.11



757 513 14.30

757 513 14.30

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 52 151 0.98










(EUR)

Valor Total

(EUR)


(EUR)











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.1.4 - Acções

GALP 1 580.00 12.18 EUR 12.18 19 244 0.63


1.2.4 - Acções

UNILEVER NV-CVA 1 115.00 28.73 EUR 28.73 32 034 1.04

RIO TINTO PLC 1 070.00 34.33 GBP 41.54 44 451 1.45

ESSILOR INTERNAT. 210.00 75.66 EUR 75.66 15 889 0.52

EUROFINS SCIENTIFIC 90.00 211.80 EUR 211.80 19 062 0.62

Atlas Copco AB-A SHS 600.00 180.10 SEK 20.34 12 207 0.40

Duerr AG 450.00 60.64 EUR 60.64 27 288 0.89

SABMILLER PLC 450.00 29.27 GBP 35.43 15 941 0.52

GEMALTO 270.00 81.50 EUR 81.50 22 005 0.72

KINGFISHER PLC 5 350.00 3.94 GBP 4.77 25 512 0.83

Sampo OYJ-A SHS 760.00 36.71 EUR 36.71 27 900 0.91


ISHARES BG EUR C BND 1 250.00 123.64 EUR 123.64 154 550 5.03

484 750 15.77

484 750 15.77

1.3 - Merc.Cot.Ofic. e out.merc.regulam.não UE

1.3.4 - Acções

Johnson & Johnson 580.00 92.43 USD 66.92 38 811 1.26

ROCHE HOLDING AG 200.00 271.40 CHF 223.32 44 664 1.45

GOOGLE INC - CL A 45.00 1 221.85 USD 884.57 39 805 1.29

CVS CAREMARK CORP 665.00 73.09 USD 52.92 35 189 1.14

PHILIP MORRIS INT 600.00 81.34 USD 58.89 35 332 1.15

National Oilwell Var 340.00 76.40 USD 55.31 18 804 0.61

BED BATH&BEYOND INC 480.00 67.89 USD 49.15 23 592 0.77

APPLE INC 80.00 529.82 USD 383.57 30 685 1.00

HOME DEPOT INC 500.00 82.53 USD 59.75 29 874 0.97

QUALCOMM INC 390.00 75.33 USD 54.54 21 269 0.69

JPMORGAN CHASE & CO 825.00 57.07 USD 41.32 34 086 1.11

MCKESSON CORP 230.00 177.43 USD 128.45 29 544 0.96

AMERICAN INTERNAT GR 600.00 50.18 USD 36.33 21 797 0.71

THE WALT DISNEY COMP 500.00 81.32 USD 58.87 29 435 0.96

LIBERTY INTERACTIVE 700.00 29.28 USD 21.20 14 838 0.48

CHEVRON CORP 415.00 116.11 USD 84.06 34 884 1.13

COVIDIEN PLC 500.00 72.34 USD 52.37 26 185 0.85

AIRGAS INC 250.00 107.92 USD 78.13 19 532 0.64

VISA INC CLASS A 260.00 227.49 USD 164.69 42 820 1.39

UNITED TECHNOLOGIES 440.00 117.69 USD 85.20 37 489 1.22

BOEING GO / THE 300.00 129.71 USD 93.90 28 171 0.92

INTUIT INC 350.00 78.17 USD 56.59 19 807 0.64








(EUR)

Valor Total

(EUR)


(EUR)

Discover Financial S 570.00 57.50 USD 41.63 23 728 0.77

Capital OneFinancial 545.00 73.73 USD 53.38 29 091 0.95

CITIGROUP INC 900.00 48.81 USD 35.34 31 803 1.03

CIE FINANCIER RICHEM 350.00 87.60 CHF 72.08 25 228 0.82

DANAHER CORP 450.00 77.29 USD 55.95 25 180 0.82

791 643 25.75

791 643 25.75

1 295 638 42.15







GAF EM DEBT HC 111 806.79 1.13 EUR 1.13 126 230 4.11


AMDI AVWE I EUR 74.06 932.17 EUR 932.17 69 036 2.25

B DAY HED B EUR 7 297.11 10.60 EUR 10.60 77 320 2.52

1 367 696 44.49

1 367 696 44.49

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 108 164 3.52

DO 0.0000% 0.00 EUR 0.00 20 000 0.65

DO 0.0000% 0.00 GBP 0.00 0 0.00

DO 0.0000% 0.00 USD 0.00 241 096 7.84

DO 0.0000% 0.00 USD 0.00 48 997 1.59

418 257 13.61

418 257 13.61

418 257 13.61






PARTE II

7 - Operações com Produtos Derivados

7.1 - Em mercado regulamentado

7.1.1 - Futuros

EUR FX MAR 14 7.00 1.37 USD 0.99 868 539 0.00








(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

DBX-T DJ EU STX 50 6 220.00 38.45 EUR 38.45 239 128 9.07

DBX TR Emerg MKT 4 420.00 27.13 EUR 27.13 119 915 4.55

DBX Tk COM DJUBSCI 2 000.00 24.40 EUR 24.40 48 800 1.85

DBX S&P 500 EUR ETF 10 050.00 28.17 EUR 28.17 283 109 10.73

DBX TRACK FTSE 100 6 730.00 8.50 EUR 8.50 57 192 2.17

748 143 28.37

748 143 28.37

748 143 28.37








GAF EM DEBT HC 80 500.89 1.13 EUR 1.13 90 886 3.45

GAF UK ALPHA/M 18 399.26 3.25 EUR 3.25 59 816 2.27






GAF EM DEBT LC EUR 0.00 0.70 EUR 0.70 0 0.00

B DAY HED B EUR 13 875.62 10.60 EUR 10.60 147 026 5.57

1 525 357 57.83

1 525 357 57.83

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 379 677 14.40



-15 703 -0.60











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

DBX-T DJ EU STX 50 4 210.00 38.45 EUR 38.45 161 853 7.79


DBX S&P 500 EUR ETF 5 200.00 28.17 EUR 28.17 146 484 7.05

DBX TRACK FTSE 100 4 300.00 8.50 EUR 8.50 36 541 1.76

369 279 17.78

369 279 17.78

369 279 17.78








GAF EM DEBT HC 47 406.08 1.13 EUR 1.13 53 521 2.58

GAF UK ALPHA/M 9 506.28 3.25 EUR 3.25 30 905 1.49






B DAY HED B EUR 1 959.63 10.60 EUR 10.60 20 764 1.00

1 431 041 68.92

1 431 041 68.92

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 279 410 13.46













(EUR)

Valor Total

(EUR)


(EUR)

PARTE I




CXGD 4.25 01/27/20 150 000.00 107.21% EUR 107.21% 576 161 390 6.64



BCPN 4.75% 10/14 150 000.00 102.04% EUR 102.04% 2 401 155 466 6.40

RAIFZENT 4.5 3/19 85 000.00 96.80% EUR 96.80% 3 783 86 063 3.54

RBS 6.934% 04/09/18 67 000.00 113.88% EUR 113.88% 4 149 80 449 3.31

PORTEL 5% 11/2019 100 000.00 106.86% EUR 106.86% 1 603 108 458 4.46

ELEPOR 4.125% 06/20 75 000.00 105.78% EUR 105.78% 2 077 81 412 3.35

TITIM 4 01/21/20 100 000.00 102.37% EUR 102.37% 427 102 801 4.23

HERIM 4.5% 12/03/19 70 000.00 112.69% EUR 112.69% 759 79 643 3.28

FIAT 6.875 02/13/15 50 000.00 104.54% EUR 104.54% 151 52 421 2.16

746 712 30.73

1.2.4 - Acções

IShares Plc FTSE 100 7 400.00 8.21 EUR 8.21 60 717 2.50


DBX Tk COM DJUBSCI 400.00 24.40 EUR 24.40 9 760 0.40

S&P 500 MONTHLY EUR 3 350.00 41.67 EUR 41.67 139 595 5.74

ISHAR MSCI EUR EX.UK 8 325.00 26.52 EUR 26.52 220 779 9.08

541 756 22.29

1 288 468 53.02

1 449 858 59.66





GAF UK ALPHA/M 14 198.09 3.25 EUR 3.25 46 158 1.90





B DAY HED B EUR 4 507.59 10.60 EUR 10.60 47 762 1.97

857 531 35.29

857 531 35.29

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 126 015 5.19










(EUR)

Valor Total

(EUR)


(EUR)











(EUR)

Valor Total

(EUR)


(EUR)

PARTE I



1.2.4 - Acções

IShar S&P 500 Index 10 700.00 13.46 EUR 13.46 143 979 6.91

IShares Plc FTSE 100 5 800.00 8.21 EUR 8.21 47 589 2.28



S&P 500 MONTHLY EUR 1 300.00 41.67 EUR 41.67 54 171 2.60

ISHARES BG EUR C BND 920.00 123.64 EUR 123.64 113 749 5.46

ISHAR MSCI EUR EX.UK 6 500.00 26.52 EUR 26.52 172 380 8.28

635 801 30.53

635 801 30.53

635 801 30.53







GAF EM DEBT HC 78 711.98 1.13 EUR 1.13 88 866 4.27

GAF UK ALPHA/M 10 732.90 3.25 EUR 3.25 34 893 1.68






B DAY HED B EUR 4 398.45 10.60 EUR 10.60 46 606 2.24

1 239 525 59.51

1 239 525 59.51

5 - Liquidez

5.1 - À vista


DO 0.0000% 0.00 EUR 0.00 210 787 10.12






Documents

CNP Barclays Vida y Pensiones - Companhia de Seguros, S.A. · CNP Barclays Vida y Pensiones - Companhia de Seguros, S.A. Sede: Plaza de Colon, 2 - 28046 MADRID Agência Geral em Portugal: