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Securities Investment Funds

March 2006

In March 2006, the amount managed by UCITS gained 1.6%, and the amount managed by Special Investment Funds rose by 7.1%. The following funds started operating: an Open-end Guaranteed Fund, Fundo Capital Garantido Euro Consolidado BBVA, managed by BBVA Gest, a Flexible Fund, Espírito Santo Estratégia Activa II, managed by ESAF and an Open-end International Shares Fund, Orey Acções Europa, managed by Orey – Gestão de Activos entity which commenced activity this month. As regards the Special Investment Funds, 2 new funds were established: an open-end, BANIF Europa de Leste, managed by Banif Gestão de Activos and a closed-end, Caixagest Rendimento Crescente 2011, managed by Caixagest.

The total investment in listed securities rose by 1.4% compared to the previous month, reaching €20,073.8 million. Particularly noteworthy is the increase of investment in Italy (25.8%) and Portugal (8.2%) and a drop of investment in securities listed in France (-1.6%) and the UK (-1.5%). Luxembourg continued to be the most sought-after country, with Portugal in fifth place.

The investment in domestic shares on the regulated markets of the stock exchange, in said period, reached €1,014.9 million, which represents a gain of 13.6% compared to February 2006. there was an overall gain in the top ten domestic shares, and particularly salient were Brisa (Privat.) (49.1%), Impresa (38,5%) and Banco Comercial Português (26.2%). Investment in international shares on the European and non-European Union markets rose 5.6% in comparison to the previous month.

In regard to the composition of the funds portfolio, foreign bonds continued to be the most significant, however, for the first time with a weight inferior to 50% of the total portfolio.

In March 2006, Millennium BCP held the largest market share in terms of the value of assets managed (21%) and Caixagest the greatest number of funds managed (41). The 'Multiobrigações' fund managed by Santander Gestão de Activos was the largest fund.

07 April 2006

 

Table 1 – Aggregate Benchmarks

Unit: 10^6 EUR

 

CIS in transferable securities

Special Inv. Funds

 

Mar - 06

Feb - 06

Monthly D

Mar - 06

Feb - 06

Monthly D

Assets under management (1)

26.942,9

26.523,4

1,6%

1.982,1

1.851,2

7,1%

No. of Fund Operators

16

15

1

9

9

0

No. of Funds (2)

217

214

3

31

29

2

Mean capitalisation of funds [(1)/(2)]

124,2

123,9

0,2

63,9

63,8

0,1

 

Table 2 - Investment per Country

Unit: 10^6 EUR

Country

Mar - 06

Monthly D

Value

% Total

Value

PORTUGAL

1.565,9

7,8%

8,2%

LUXEMBOURG

7.285,6

36,3%

0,7%

UNITED KINGDOM

2.497,9

12,4%

-1,5%

IRELAND

2.275,4

11,3%

-0,8%

GERMANY

1.763,8

8,8%

-0,4%

SPAIN

1.289,2

6,4%

3,3%

FRANCE

823,6

4,1%

-1,6%

NETHERLANDS

713,8

3,6%

-0,3%

USA

691,8

3,4%

-0,5%

ITALY

333,1

1,7%

25,8%

OTHERS

833,7

4,2%

10,6%

TOTAL

20.073,8

100,0%

1,4%

Note: Investment in listed securities (excluding amounts in the process of being admitted to the domestic and foreign market), and not including investment  units of Collective Investment Schemes (CIS) based in Portugal and EU and Non-EU Member States.

 

 Table 3 – Amount invested in Domestic and Foreign shares (10 biggest)

Unit: 10^6 EUR

Shares

Mar - 06

Monthly D

Value

%

Value

DOMESTIC MARKET

 

 

 

EDP

98,5

9,7%

13,6%

BCP

90,6

8,9%

26,2%

PORTUGAL TELECOM

73,6

7,3%

4,5%

SONAE SGPS

68,8

6,8%

6,9%

BRISA (Privat.)

62,5

6,2%

49,1%

BPI

60,8

6,0%

16,1%

PT MULTIMÉDIA

50,2

4,9%

21,3%

SEMAPA

47,4

4,7%

2,0%

IMPRESA

41,7

4,1%

38,5%

NOVABASE

38,7

3,8%

16,0%

Sub-total

632,7

62,3%

17,4%

Others

382,2

37,7%

7,8%

TOTAL Domestic Shares (1)

1.014,9

100,0%

13,6%

EUROPEAN UNION MARKET

 

 

 

TOTAL EFINA

32,3

2,7%

-8,8%

AXA

21,2

1,8%

101,3%

SIEMENS AG - REG

20,9

1,8%

18,5%

BNP PARIBAS

20,5

1,7%

6,2%

NOKIA

20,2

1,7%

23,7%

UNICRÉDITO ITALIANO

19,1

1,6%

2,0%

E ON AG

18,4

1,5%

1,4%

SANOFI-AVENTIS

16,7

1,4%

23,2%

ING GROEP N.V.

16,4

1,4%

11,2%

BSCH

14,9

1,3%

0,1%

Sub-total

200,5

16,9%

11,9%

Others

985,6

83,1%

8,0%

TOTAL EU Shares (2)

1.186,1

100,0%

8,7%

NON EU-MARKET

 

 

 

NOVARTIS

10,5

1,4%

-0,4%

MICROSOFT

8,7

1,1%

42,2%

EXXON MOBIL CORP

7,7

1,0%

12,7%

UBS AG - REGISTERED

6,9

0,9%

12,2%

ZURICH FIN. SERVICE

6,7

0,9%

27,5%

CREDIT SUISSE GROUP

6,7

0,9%

-7,0%

HEWLETT PACKARD CO

6,7

0,9%

-13,7%

GOLD CORP

6,7

0,9%

12,6%

GENERAL ELECTRICS

6,6

0,9%

-11,3%

AMERICAN INTERNATIONAL GROUP

6,4

0,8%

30,5%

Sub-total

73,6

9,7%

8,0%

Others

687,6

90,3%

0,6%

TOTAL Non-EU Shares (3)

761,2

100,0%

1,3%

Total International Shares (2)+(3)

1.947,3

-

5,6%

TOTAL

2.962,2

8,3%

Note: Refers exclusively to bonds listed on Regulated Markets of the Stock Exchanges.

Table 4 – Weight of the bonds of Domestic Groups issued abroad* in foreign bonds held by the Investment Funds (FIM) (10 largest)

Unit: 10^6 EUR

Bonds**

Mar - 06

Monthly D

Value

%

Value

BII FINANCE CO FLOAT 26/09/11

159,5

10,1%

-0,6%

BANCO PORT ATLAN FLOAT 29/09/49

145,3

9,2%

-0,4%

BPI CAPITAL FINANCE LTD PERP FLO

89,4

5,7%

0,7%

CAIXA GERAL FIN FLOAT PERPETUAL

75,4

4,8%

-0,7%

BANCO BPI SA CAYMAN FLOAT 10/201

72,1

4,6%

0,1%

CAIXA GERAL DEPFINTXVAR24042007

52,2

3,3%

-7,0%

BCP FINANCE 28/10/13

51,3

3,3%

0,2%

GALP 1 A

45,4

2,9%

0,0%

CEMG FLOAT 11/09

42,7

2,7%

1,4%

CAIXA ECO MONTEPIO GERAL 02/2013

42,2

2,7%

0,5%

Sub-total (1)

775,5

49,1%

-0,6%

Others

802,9

50,9%

11,9%

TOTAL bonds issued by domestic Groups (2)

1.578,4

100,0%

5,4%

TOTAL foreign bonds in the portfolios of Funds (3)

14.007,7

0,4%

(1)/(3)

5,5%

-0,06 p.p.

(2)/(3)

11,3%

0,53 p.p.

Note: (*) Based on the ISIN codes; (**) Refers exclusively to bonds listed on Regulated Markets of EU Member States’ Stock Exchanges.

Table 5 – Investment per Type of Assets and Markets

Unit: 10^6 EUR

Security

Mar - 06

Monthly  D

Value

%

Value

Public Debt

Domestic

54,5

0,2%

-13,2%

 

Foreign

2.400,6

8,3%

-0,5%

Other Public Funds

Domestic

18,4

0,1%

0,7%

 

Foreign

81,7

0,3%

-2,5%

Bonds

Domestic

1.006,9

3,5%

1,5%

 

Foreign

14.359,4

49,6%

0,7%

Shares

Domestic

1.016,2

3,5%

13,6%

 

Foreign

1.947,6

6,7%

5,6%

Investment Units

Domestic

1.744,3

6,0%

-0,6%

 

Foreign

1.340,4

4,6%

12,0%

Equity Certificates

Domestic

3,6

0,0%

0,4%

 

Foreign

0,0

0,0%

-

Rights

Domestic

0,3

0,0%

-

 

Foreign

0,9

0,0%

31,9%

Warrants

Domestic

0,0

0,0%

-

 

Foreign

29,4

0,1%

20,7%

Options

Domestic

0,0

0,0%

-

 

Foreign

2,0

0,0%

2,0%

Others

Domestic

17,2

0,1%

25,4%

 

Foreign

22,3

0,1%

3,0%

SECURITIES

 

24.045,8

83,1%

2,0%

Other Assets

 

1,9

0,0%

0,4%

Other Debt Instruments

 

2.290,5

7,9%

-8,0%

Liquidity

 

2.904,2

10,0%

8,6%

Loans

 

-8,8

0,0%

-27,9%

Unsettled Amounts

 

-308,6

-1,1%

-14,9%

TOTAL

 

28.925,1

100,0%

1,9%

Table 6 – Number of Funds and Market Share (10 biggest)

Unit: 10^6 EUR

Entity

Mar - 06

Monthly D

No.

Market Share

No.

Market Share

Millennium BCP

35

21,0%

0

-0,29 p.p.

Caixagest 

41

19,5%

1

0,14 p.p.

Santander Gestão de Activos

27

18,0%

0

-0,11 p.p.

BPI Gestão de Activos

21

16,2%

0

-0,14 p.p.

ESAF  

29

12,4%

1

0,63 p.p.

Barclays Fundos

14

2,6%

0

-0,04 p.p.

BPN Gestão de Activos

7

2,6%

0

-0,07 p.p.

BBVA Gest   

20

2,4%

1

-0,02 p.p.

Banif Gestão de Activos

11

1,5%

1

-0,07 p.p.

MG Gestão de Activos Financeiros

13

1,3%

0

-0,01 p.p.

Others

30

2,6%

1

-0,04 p.p.

TOTAL

248

100,0%

5

-

Legend: p.p. – percentage points.

Table 7 – Ranking of the funds (10 largest)

Unit: 10^6 EUR

Entity

Fund

Mar - 06

Monthly D

Valor

%

Value

Santander Gestão Activos

MULTIOBRIGAÇÕES

1.765,2

6,1%

-0,2%

BPI Gestão de Activos

BPI LIQUIDEZ

1.129,2

3,9%

-1,9%

Millennium BCP

MILLENNIUM PRUDENTE

1.032,0

3,6%

4,4%

Caixagest  

CAIXAGEST RENDIMENTO

1.025,2

3,5%

-2,0%

Millennium BCP

MILLENNIUM CURTO PRAZO

970,3

3,4%

-3,3%

Caixagest  

CAIXAGEST TESOURARIA

961,8

3,3%

1,8%

Millennium BCP

MILLENNIUM OBRIGAÇÕES

955,3

3,3%

-2,6%

Santander Gestão Activos

MULTIBOND PREMIUM

913,3

3,2%

-1,1%

ESAF  

ESPÍRITO SANTO MONETÁRIO

866,1

3,0%

5,3%

BPI Gestão de Activos

BPI GLOBAL

854,9

3,0%

6,4%

Others

 

18.452,0

63,8%

2,8%

 

TOTAL

28.925,1

100,0%

1,9%

Note: In descending order of the amounts managed by the funds during the last period under analysis.