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Securities Investment Funds

May 2009

In May 2009, the amount under management by UCITS[1] rose 3.2% up to €9,674.4 million, (€9,374.7 million in April) and the Special Investment Funds gained 3% up to €4,307.6 million (€4,182.7 million in the preceding month).

Investment in domestic and foreign shares soared 11.8% and 6.3% respectively when compared to the previous month. On the national market, BES continued to be the most sought-after security, with a 26.4% weighting in the funds' portfolio (28.1% in April), followed by Zon Multimédia (7.1%) and Portugal Telecom (6.4%). Banco Bradesco (34%), Total Efina (3.7%) and Telefonica (3%) were the shares that were in demand on the international market.

Corresponding to 44.9% of the value under management in securities investment funds, the foreign bonds continued to be in demand. The national public debt was the category that plunged (-18.9%) the most and the investment in foreign debt gained 6.4%.

The most sought-after countries for UCITS investment continued to be Luxembourg (35.9% of the total investment), Ireland (16.4%) and the United Kingdom (10.9%).

The three management entities with the largest market share were Caixagest (25.2%), ESAF (21.5%) and Santander Asset Management (16.4%). ESAF's 'Espírito Santo Monetário' continued to be the largest fund on the market with €998.5 million under management.

In said period the following funds were established: 'Fundo de Investimento Mobiliário Aberto Obrigações Governos ou Equiparados Zona Euro', managed by BBVA Gest, 'Santander Market Invest – Fundo Especial de Investimento Aberto' and 'Santander Global Credit Julho 2011 Private – Fundo Especial de Investimento Aberto', both managed by Santander Asset Management.

 

Table 1 – Aggregate Indicators

Unit: 10^6 EUR

 

CIS in Transferable Securities

Special Investment Funds

 

May - 09

Apr - 09

Monthly D

May - 09

Apr - 09

Monthly D

Assets under Management (1)

9,674.4

9,374.7

3.2%

4,307.6

4,182.7

3.0%

No. of Fund Operators

19

19

0

13

13

0

No. of Funds (2)

200

199

1

89

87

2

Mean Capitalisation of Funds [(1)/(2)]

48.4

47.1

1.3

48.4

48.1

0.32

 

Table 2 - Investment per Country

Unit: 10^6 EUR

Country

May - 09

Monthly D

Value

% Total

Value

PORTUGAL

986.2

10.8%

9.8%

LUXEMBOURG

3,271.9

35.9%

1.7%

IRELAND

1,494.4

16.4%

-0.2%

UNITED KINGDOM

997.7

10.9%

6.9%

GERMANY

444.8

4.9%

-8.6%

FRANCE

436.1

4.8%

12.4%

SPAIN

274.4

3.0%

-5.5%

BRAZIL

267.4

2.9%

9.7%

USA

240.3

2.6%

-5.1%

NETHERLANDS

195.8

2.1%

28.7%

OTHERS

509.2

5.6%

10.7%

TOTAL

9,118.2

100.0%

3.4%

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

May - 09

Monthly D

Value

%

Value

DOMESTIC MARKET

BES

178.2

26.4%

4.9%

ZON MULTIMEDIA

48.2

7.1%

-4.0%

P. TELECOM. SGPS

43.3

6.4%

11.4%

GALP

39.2

5.8%

44.0%

EDP

36.7

5.4%

24.4%

SEMAPA

35.5

5.3%

890.2%

MOTA ENGIL

26.6

3.9%

-7.2%

SONAE SGPS

24.8

3.7%

19.8%

JM

19.6

2.9%

-1.2%

NOVABASE, SGPS

18.2

2.7%

4.8%

Sub-total

470.3

69.5%

15.9%

Others

206.0

30.5%

3.5%

TOTAL Domestic Shares (1)

676.3

100.0%

11.8%

EUROPEAN UNION MARKET

TOTAL EFINA

20.2

3.7%

3.9%

TELEFONICA

16.3

3.0%

11.9%

E. ON AG

15.8

2.9%

3.6%

BSCH

13.4

2.5%

2.3%

BNP PARIBAS

13.4

2.5%

45.2%

SIEMENS AG - REG

10.7

2.0%

-1.7%

GDF SUEZ

10.0

1.8%

10.4%

ALLIANZ

9.8

1.8%

4.3%

HSBC HOLDING PLC

9.5

1.8%

13.5%

ENI SPA

8.9

1.6%

-10.0%

Sub-total

128.2

23.5%

7.4%

Others

416.8

76.5%

4.5%

TOTAL EU Shares (2)

545.0

100.0%

5.2%

NON-EU MARKET

BANCO BRADESCO ORD

216.9

34.0%

9.3%

ROYAL GOLD INC

7.4

1.2%

21.3%

NESTLE REG

7.4

1.2%

3.6%

CREDIT SUISSE GROUP

6.2

1.0%

11.1%

NOVARTIS

5.9

0.9%

21.4%

ROCHE

5.9

0.9%

-6.7%

EXXON MOBIL CORP

5.7

0.9%

21.6%

UBS AG

4.6

0.7%

-4.2%

PETROBRASPETROLEO BRASIL PREF

3.9

0.6%

12.3%

ZURICH FIN. SERVICE

3.9

0.6%

-3.0%

Sub-total

267.8

42.0%

9.1%

Others

370.1

58.0%

6.0%

TOTAL Non-EU Shares (3)

637.9

100.0%

7.3%

Total International Shares (2)+(3)

1,182.9

-

6.3%

TOTAL

1,859.2

8.2%

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

Table 4 – Weight of Domestic Groups Bonds issued abroad* in Foreign Bonds held by Securities Investment Funds (10 biggest)

Unit: 10^6 EUR

Bonds**

May - 09

Monthly D

Value

%

Value

BANCO PORT ATLAN FLOAT 29/09/49

65.6

3.5%

0.3%

CGD S.757  12/2017

53.8

2.9%

1.6%

BANCO COMERCIAL PORTUGUESTV28052010

46.4

2.5%

19.5%

REND.MAIS SUB/16 B-3

44.4

2.4%

0.0%

REND.MAIS SUB/16 B-4

38.8

2.1%

0.7%

REND.MAIS SUB/16 B-5

38.8

2.1%

0.6%

REND.MAIS SUB/16 B-1

38.6

2.1%

0.2%

REND.MAIS SUB/16 B-2

38.6

2.1%

0.2%

CX MONTEPIO GERALCAYTV31012011

31.8

1.7%

0.2%

BESPL FLOAT 05/2010

29.3

1.6%

108.2%

Sub-total (1)

426.2

22.9%

6.1%

Others

1,434.4

77.1%

2.7%

TOTAL Bonds issued by Domestic Groups (2)

1,860.5

100.0%

3.4%

TOTAL Foreign Bonds in the Funds’ Portfolios (3)

6,031.2

1.4%

(1)/(3)

7.1%

0.32 p.p.

(2)/(3)

30.8%

0.61 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

May - 09

Monthly D

Value

%

Value

Public Debt

Domestic

46.5

0.3%

-18.9%

 

Foreign

848.6

6.1%

6.4%

Other Public Funds

Domestic

5.1

0.0%

-2.5%

 

Foreign

19.4

0.1%

17.6%

Bonds

Domestic

1,090.7

7.8%

3.1%

 

Foreign

6,279.4

44.9%

0.7%

Shares

Domestic

678.2

4.9%

11.8%

 

Foreign

1,186.5

8.5%

6.3%

Investment Units

Domestic

620.3

4.4%

0.5%

 

Foreign

1,046.4

7.5%

-1.8%

Equity Certificates

Domestic

0.0

0.0%

0.0%

 

Foreign

0.0

0.0%

-

Rights

Domestic

0.5

0.0%

-

 

Foreign

0.2

0.0%

144.6%

Warrants

Domestic

0.0

0.0%

-

 

Foreign

9.5

0.1%

4.2%

Options

Domestic

0.0

0.0%

-

 

Foreign

7.5

0.1%

-19.9%

Others

Domestic

0.0

0.0%

-

 

Foreign

0.4

0.0%

7.9%

SECURITIES

 

11,839.2

84.7%

2.1%

Other Assets

 

62.3

0.4%

4.5%

Other Debt Instruments

 

580.4

4.2%

15.5%

Liquidity

 

1,697.7

12.1%

9.0%

Loans

 

-42.7

-0.3%

-7.9%

Unsettled Amounts

 

-154.8

-1.1%

37.0%

TOTAL

 

13,982.0

100.0%

3.1%

Table 6 – Number of Funds and Market Share 

Unit: 10^6 EUR

Entity

May - 09

Monthly D

No.

Market Share

No.

Market Share

Caixagest 

53

25.2%

0

-1.08 p.p.

ESAF  

28

21.5%

0

0 p.p.

Santander Asset Management

37

16.4%

2

1.4 p.p.

BPI Gestão de Activos

22

12.9%

0

-0.13 p.p.

Millennium BCP Gestão de Activos - Sociedade Gestora de Fundos de Investimento, SA

29

11.9%

0

-0.24 p.p.

Montepio Gestão de Activos

16

2.4%

0

0.13 p.p.

Barclays Wealth Managers Portugal

17

2.3%

0

0.08 p.p.

BPN Gestão de Activos

8

1.9%

0

-0.05 p.p.

BBVA Gest   

17

1.6%

1

-0.06 p.p.

Banif Gestão de Activos

16

1.6%

0

-0.03 p.p.

Gerfundos

14

0.8%

0

-0.01 p.p.

Crédito Agrícola Gest

12

0.8%

0

-0.03 p.p.

Finivalor

10

0.5%

0

0 p.p.

Invest Gestão de Activos

2

0.1%

0

0 p.p.

Optimize Investment Partners

3

0.1%

0

0 p.p.

MNF Gestão de Activos

1

0.1%

0

0 p.p.

Pedro Arroja

1

0.0%

0

0 p.p.

Privado Fundos

1

0.0%

0

0 p.p.

Valor Alternativo Gestão de Activos

1

0.0%

0

0 p.p.

Orey Gestão de Activos

1

0.0%

0

0 p.p.

TOTAL

289

100.0%

3

-

Legend: p.p. – percentage points.

Table 7 – Ranking of funds (10 biggest)

Unit: 10^6 EUR

Entity

Fund

May - 09

Monthly D

Value

%

Value

ESAF  

ESPÍRITO SANTO MONETÁRIO

998.5

7.1%

7.7%

ESAF  

ESPÍRITO SANTO PLANO DINÂMICO

541.9

3.9%

1.7%

BPI Gestão de Activos

BPI REFORMA INVESTIMENTO PPR

461.5

3.3%

-0.7%

Millennium BCP Gestão de Activos

MILLENNIUM DISPONÍVEL

359.5

2.6%

0.9%

ESAF  

ESPÍRITO SANTO PREMIUM

318.0

2.3%

3.1%

BPI Gestão de Activos

BPI REFORMA SEGURA PPR

316.2

2.3%

0.2%

Santander Asset Management

SANTANDER MULTIOBRIGAÇÕES

301.2

2.2%

-7.5%

Santander Asset Management

SANTANDER MULTITESOURARIA

300.3

2.1%

65.4%

BPI Gestão de Activos

BPI LIQUIDEZ

284.0

2.0%

3.8%

Caixagest  

CAIXAGEST RENDA MENSAL

278.3

2.0%

-2.0%

Others

 

9,822.7

70.3%

2.5%

 

TOTAL

13,982.0

100.0%

3.1%

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

Unless otherwise indicated, the data contained in this report are a result of information reported to the CMVM by the Securities Investment Fund Management Companies in accordance with the legislation in force. The information used dates back to 9th June 2009. The monthly variation (Monthly D) always refers to the comparison between the month under analysis and the preceding month.

[1] It includes the harmonised UCITS (in accordance with the Legal Framework for Collective Investment Undertakings approved by Decree-Law No. 252/2003, 17th October) and non-harmonised UCITS categories.