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Securities Investment Funds

April 2010

The amount under management by Collective Investment Undertakings (UCITS) dropped by 4.3% in April down to EUR 10.8668 billion (EUR 11.3517 billion in March) in comparison to March. The amount under management by Special Investment Funds (SIF) fell 1.7% down to EUR 6.0546 billion.

The amount invested by Securities Investment Funds (SIF) in domestic public debt rose 6.8% from the previous month. On the other hand, the value of investments in foreign debt fell 4.7%.

Foreign bonds continued to be the most sought-after financial instruments by the SIF. This corresponded to 44.1% of the total investment.

The shares of Banco Espirito Santo continued to be the most sought-after security on the domestic market with 23.8% of the total being invested in domestic shares, followed by Semapa (8.4%), Portugal Telecom (6.5%) and Galp Energia (6.5%).

The leading international choice in foreign stock exchanges continues to be the securities of Banco Bradesco (29.4% of investments outside the European Union), followed by shares of Banco Santander and Total (3.2% and 2.8% respectively of investments in the EU markets).

Portugal was the third largest destination for Securities Investment Funds' investments. The domestic securities represent 11.1% of investments, just below Luxembourg (33.2%) and the UK (11.4%).

Caixagest (23.5%), Santander Asset Management (18.3%) and ESAF (17.2%) were the management companies with the largest market share in April. Santander Global, the assets of which fell by 5.8% in comparison to March 2010, was the largest Securities Investment Fund.

In April, the 'Millennium Liquidez - FIAT' managed by Millennium BCP – Gestão de Fundos de Investimento was established. In said month 'Fundo de Capital Garantido BBVA Ranking Plus' managed by BBVA Gest and 'Caixagest Maxipremium 2010', managed by Caixagest were terminated.

 

 

Table 1 - Aggregate Indicators

Unit: 10^6 Euro

 

CIS in Transferable Securities

Special Investment Funds

 

Apr - 10

Mar - 10

Monthly D

Apr - 10

Mar - 10

Monthly D

Assets under Management (1)

10,866.8

11,351.7

-4.3%

6,054.6

6,157.1

-1.7%

No. of Fund Operators

18

18

0

15

15

0

No. of Funds (2)

194

194

0

95

96

-1

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

56.0

58.5

-2.5

63.7

64.1

-0.4

 

Table 2 – Investment per Country

Unit: 10^6 Euro

Country

Apr - 10

Monthly D

Value

% Total

Value

PORTUGAL

1,288.6

11.1%

-7.1%

LUXEMBOURG

3,862.0

33.2%

-6.0%

UNITED KINGDOM

1,326.4

11.4%

-4.2%

IRELAND

940.0

8.1%

-10.0%

GERMANY

803.0

6.9%

20.9%

BRAZIL

457.9

3.9%

7.0%

FRANCE

427.9

3.7%

-14.6%

USA

412.1

3.5%

3.3%

SPAIN

401.4

3.5%

-15.8%

NETHERLANDS

236.5

2.0%

-4.0%

OTHERS

1,471.7

12.7%

-8.1%

TOTAL

11,627.3

100.0%

-5.0%

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 largest)

Unit: 10^6 Euro

Shares

Apr - 10

Monthly D

Value

%

Value

DOMESTIC MARKET

 

 

 

BES

170.9

23.8%

-9.1%

SEMAPA. SGPS

60.4

8.4%

-4.7%

P. TELECOM. SGPS

46.6

6.5%

-7.0%

GALP

46.5

6.5%

-17.4%

ZON MULTIMÉDIA

38.2

5.3%

-12.0%

BCP

32.3

4.5%

-27.7%

BRISA

26.4

3.7%

-28.7%

SONAE SGPS

26.0

3.6%

-9.7%

MOTA ENGIL

22.2

3.1%

-25.1%

SONAECOM SGPS

21.6

3.0%

-10.1%

Sub-total

491.1

68.4%

-13.1%

Others

226.5

31.6%

-13.0%

TOTAL Domestic Shares (1)

717.6

100.0%

-13.1%

EUROPEAN UNION MARKET

 

 

 

BSCH

24.8

3.2%

-28.3%

TOTAL EFINA

21.2

2.8%

1.0%

E.ON AG

16.4

2.1%

1.8%

BNP PARIBAS

15.9

2.1%

-7.1%

SIEMENS AG - REG

15.2

2.0%

-0.1%

ALLIANZ

14.2

1.9%

-7.5%

TELEFONICA

13.7

1.8%

-18.2%

BBVA

13.5

1.8%

8.1%

HSBC HOLDING PLC

11.9

1.6%

6.1%

BASF

10.9

1.4%

-10.1%

Sub-total

157.7

20.6%

-8.3%

Others

608.2

79.4%

-3.2%

TOTAL EU Shares (2)

765.9

100.0%

-4.3%

NON-EU MARKET

 

 

 

BANCO BRADESCO ORD

303.0

29.4%

2.3%

NOVARTIS

10.1

1.0%

-1.1%

ROYAL GOLD INC.

9.2

0.9%

12.1%

BANCO BRADESCO ADR

8.7

0.8%

6.2%

APPLE COMPUTER INC

8.5

0.8%

30.0%

NESTLE REG

8.5

0.8%

1.2%

ITAU UNIBANCO HOLDING ADR

8.4

0.8%

0.9%

PETROBRAS PETROLEOS BRASILADR

7.7

0.7%

3.6%

TANZANIAN ROYALTY EXPLCORP

6.9

0.7%

14.6%

CREDIT SUISSE GROUP

6.3

0.6%

-11.0%

Sub-total

377.3

36.6%

2.9%

Others

653.6

63.4%

5.8%

TOTAL Non-EU Shares (3)

1,031.0

100.0%

4.8%

Total International Shares (2)+(3)

1,796.9

-

0.7%

TOTAL

2,514.5

-3.7%

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 largest)

Unit: 10^6 Euro

Bonds**

Apr - 10

Monthly D

Value

%

Value

CEMG-CAYMAN ISLA FLOAT 31/1/11

62.4

2.7%

-0.9%

BPIPLFLOAT 01/12

56.6

2.4%

-9.0%

BESP FLT 20120225

56.1

2.4%

-25.5%

CIMPOR FINANCIAL OPERTNS45%27052011

52.1

2.2%

-1.7%

PORTEL 3.75 03/12

50.5

2.1%

86.5%

BANCO PORT ATLAN FLOAT 29/09/49

42.1

1.8%

-6.3%

BCP FINANCE BANKTV06022012

42.1

1.8%

11.4%

CGD 3.10% 06/06/2012

40.3

1.7%

-0.7%

REND.MAIS SUB/16 B-4

39.6

1.7%

-0.1%

REND.MAIS SUB/16 B-5

39.6

1.7%

0.1%

Sub-total (1)

481.3

20.5%

-0.3%

Others

1,871.0

79.5%

-1.8%

TOTAL Bonds issued by Domestic Groups (2)

2,352.3

100.0%

-1.5%

TOTAL Foreign Bonds in the Funds’ Portfolios (3)

6,433.1

-6.8%

(1)/(3)

7.5%

0.48 p.p.

(2)/(3)

36.6%

1.97 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 Euro

Security

Apr - 10

Monthly D

Value

%

Value

Public Debt

Domestic

150.2

0.9%

6.8%

 

Foreign

1,145.0

6.8%

-4.7%

Other Public Funds

Domestic

5.3

0.0%

-34.0%

 

Foreign

122.8

0.7%

-5.1%

Bonds

Domestic

1,328.1

7.8%

0.5%

 

Foreign

7,466.1

44.1%

-5.9%

Shares

Domestic

718.1

4.2%

-13.1%

 

Foreign

1,813.1

10.7%

0.9%

Investment Units

Domestic

637.4

3.8%

-2.9%

 

Foreign

1,192.0

7.0%

0.8%

Equity Certificates

Domestic

0.0

0.0%

0.0%

 

Foreign

0.0

0.0%

-

Rights

Domestic

0.0

0.0%

-

 

Foreign

4.9

0.0%

0.8%

Warrants

Domestic

0.0

0.0%

-

 

Foreign

7.6

0.0%

-24.3%

Options

Domestic

0.2

0.0%

-21.5%

 

Foreign

2.9

0.0%

111.7%

Others

Domestic

0.0

0.0%

-

 

Foreign

0.6

0.0%

-7.5%

SECURITIES

 

14,594.2

86.2%

-4.1%

Other Assets

 

82.5

0.5%

-4.5%

Other Debt Instruments

 

374.7

2.2%

-2.3%

Liquidity

 

2,248.1

13.3%

-0.4%

Loans

 

-340.1

-2.0%

53.9%

Unsettled Amounts

 

-37.9

-0.2%

-82.0%

TOTAL

 

16,921.4

100.0%

-3.4%

 

Table 6 – Number of Funds and Market Share

Unit: 10^6 EUR

Entity

Apr - 10

Monthly D

No.

Market Share

No.

Market Share

Caixagest

55

23.5%

-1

0.09 p.p.

Santander Asset Management

32

18.3%

0

-0.77 p.p.

ESAF

30

17.2%

0

0.24 p.p.

BPI Gestão de Activos

25

15.2%

0

0.02 p.p.

Millennium BCP Gestão de Activos

28

9.5%

1

0.11 p.p.

Barclays Wealth Managers Portugal

16

3.4%

0

0.02 p.p.

Privado Fundos

1

3.4%

0

0.14 p.p.

Montepio Gestão de Activos

17

2.5%

0

0.01 p.p.

BBVA Gest

13

1.4%

-1

0.03 p.p.

BPN Gestão de Activos

8

1.4%

0

0.04 p.p.

Banif Gestão de Activos

18

1.0%

0

-0.02 p.p.

Crédito Agrícola Gest

13

0.8%

0

0.01 p.p.

MCO2

2

0.7%

0

0.03 p.p.

Finivalor

10

0.7%

0

0.03 p.p.

Popular Gestão de Activos

12

0.7%

0

0.01 p.p.

MNF Gestão de Activos

2

0.1%

0

0.01 p.p.

Invest Gestão de Activos

2

0.1%

0

0 p.p.

NewGlobe 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%

-1

-

Legend: p.p. – percentage points.

Table 7 – Ranking of funds (10 largest)

Unit: 10^6 Euro

Entity

Fund

Apr - 10

Monthly D

Value

%

Value

Santander Asset Management

SANTANDER GLOBAL

618.7

3.7%

-3.4%

Caixagest  

CAIXA FUNDO MONETÁRIO

602.0

3.6%

0.3%

Privado Fundos

FUNDO DE GESTÃO PASSIVA

578.1

3.4%

0.9%

ESAF  

ESPÍRITO SANTO PLANO DINÂMICO

559.1

3.3%

-1.6%

BPI Gestão de Activos

BPI LIQUIDEZ

554.4

3.3%

-15.4%

Santander Asset Management

SANTANDER MULTITESOURARIA

544.7

3.2%

-28.5%

BPI Gestão de Activos

BPI REFORMA INVESTIMENTO PPR

522.5

3.1%

-0.5%

ESAF  

ESPÍRITO SANTO MONETÁRIO

506.3

3.0%

-4.2%

Santander Asset Management

SANTANDER MULTIOBRIGAÇÕES

428.5

2.5%

0.3%

ESAF  

ESPÍRITO SANTO PREMIUM

416.9

2.5%

-2.8%

Others

 

11,590.2

68.5%

-1.8%

 

TOTAL

16,921.4

100.0%

-3.4%

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 7th May 2010. The monthly variation (Monthly D) always refers to the comparison between the month under analysis and the preceding month. 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-UCITS categories.