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Securities Investment Funds

December 2010

The amount under management of Collective Investment Undertakings (UCITS) amounted to EUR 8,759.4 million in 2010, EUR 2,893.86 million less than in 2009 (corresponding to a 25% drop). On the other hand, the amount under management of Special Investment Funds (SIF) fell 1.65% down to EUR 5,477.7 million at the end of the year when compared to 2009.

The amount under management of UCITS and SIF tumbled 2.4% and 2.8% respectively in December when compared to November.

The amount invested by Securities Investment Funds (SIF) in Portuguese government bonds soared 266.3% as against December 2009 and 45.6% over November. The amount under management of foreign debt fell 10.3% when compared to the preceding month, notwithstanding having climbed up 10.7% in comparison to 2009. 

The SIF's investment in domestic equity markets amounted to EUR 598.4 million at the end of 2010, 30.7% less than at the end of 2009 and 3.2% more than in November. On the other hand, the value of investments in foreign shares climbed 25.3% over December 2009 and 3% over the preceding month.

The value of the SIF's investments in Portuguese corporate bonds plunged 26.3% in 2010 down to EUR 985.5 million, while foreign bonds slumped 23% ending the year at EUR 5.6998 billion.

BES continues to be most popular security in SIF's investments (24.6% of the total invested in the Portuguese market), followed by Galp (7.4%) and Zon Multimédia (6.5%). This is the case notwithstanding the amount under management having plunged 31.6%, 17.4% and 26.4% respectively over December 2009.

In the European Union, the SIF increased its exposure to the telecommunications sector and reduced it in banking in 2010. Telefónica, followed by Siemens took the lead in the exposure of SIF's portfolios, after an annual increase of 15% and 27.8% respectively. While, BSCH, who led at the end of 2009, watched the amount under management slump by 38.9% last year. BNP Paribas tumbled 21.6% in the same period.

Outside the European Union, Banco Bradesco continues to be the leading security for investment by the SIFs, with EUR 332.2 million under management. This is 11.8% more than in December 2009.

Last year, Portugal climbed a position up to second place as a major investment destination of SIF, notwithstanding the 2% annual decline down to EUR 1,370 million. The UK, which at the end of 2009 was the second main destination for SIF's investments, tumbled down to third place in 2010 for attracting EUR 1.0688 billion (EUR 444.8 million less than a year ago).

Luxembourg continued to be the key destination for capturing 35.3% of the investment funds' total investments.

Caixagest (23.1%), BPI Gestão de Activos (17.2%) and Santander Asset Management (17.2%) were the management companies with the largest market share in December. Santander Global, the assets of which rose by 3.7% up to EUR  620.2 million in comparison to November was the largest Securities Investment Fund.

Two special investment funds were established in December: 'Carregosa Tecnical Trading Valor – FEIA (NH)', managed by Optimize Investment Partners; and 'FEIA de Capital Garantido CA Rendimento Fixo', managed by Crédito Agrícola Gest. The following funds were also established: 'Carregosa Brasil Valor – FIMA Flexível' and 'Carregosa Europa Valor – FIMA Flexível', managed by Optimize Investment Partners.

During the same period, six investment funds were terminated: 'Banif Euro Governos – FIMAOTF', managed by Banif Gestão de Activos; 'FCG Top Dividendo BBVA (NH)', managed by BBVA Gest; 'Super Mix Invest – FEIF', managed by Santander Asset Management; 'Caixagest Valor Duplo – FEIA', managed by Caixagest; 'Raiz Top Capital- FEIF', managed by Crédito Agrícola Gest; and 'Caixagest Sprinter II – FEIA', managed by Caixagest.

 

Table 1 – Aggregate Indicators

Unit: 10^6 EUR

 

CIS in Transferable Securities

Special Investment Funds

 

Dec - 10

Nov - 10

Monthly D

Dec - 10

Nov - 10

Monthly D

Assets under Management (1)

8,759.4

8,974.8

-2.4%

5,477.7

5,636.4

-2.8%

No. of Fund Operators

18

18

0

14

13

1

No. of Funds (2)

191

191

0

100

102

-2

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

45.9

47.0

-1.1

54.8

55.3

-0.5

 

Table 2 - Investment per Country

Unit: 10^6 EUR

Country

Dec - 10

Monthly D

Value

% Total

Value

PORTUGAL

1,370.2

13.7%

8.9%

LUXEMBOURG

3,534.5

35.3%

-7.9%

UNITED KINGDOM

1,068.8

10.7%

-4.0%

GERMANY

765.2

7.6%

-2.2%

IRELAND

707.6

7.1%

-0.7%

BRAZIL

535.6

5.3%

-1.3%

USA

496.6

5.0%

6.3%

SPAIN

440.7

4.4%

-5.9%

FRANCE

266.2

2.7%

2.2%

THE NETHERLANDS

195.7

2.0%

-12.3%

OTHERS

642.8

6.4%

-3.7%

TOTAL

10,023.9

100.0%

-3.0%

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 EUR

Shares

Dec - 10

Monthly D

Value

%

Value

DOMESTIC MARKET

 

 

 

BES

147.1

24.6%

6.4%

GALP

44.0

7.4%

9.6%

ZON MULTIMÉDIA

38.5

6.5%

12.4%

SEMAPA SGPS

37.7

6.3%

1.3%

E. SANTO FINANCIAL GROUP

27.0

4.5%

36.3%

SONAECOM SGPS

26.6

4.5%

6.7%

BRISA

25.8

4.3%

1.7%

P. TELECOM SGPS

24.3

4.1%

-27.1%

CIMPOR

23.5

3.9%

50.3%

BCP

18.8

3.1%

-30.8%

Sub-total

413.4

69.2%

5.0%

Others

184.3

30.8%

-0.6%

TOTAL Domestic Shares (1)

597.6

100.0%

3.2%

EUROPEAN UNION MARKET

 

 

 

TELEFONICA

26.5

3.6%

8.3%

SIEMENS AG - REG

19.8

2.7%

-8.8%

TOTAL EFINA

16.9

2.3%

-11.5%

BSCH

15.5

2.1%

-8.1%

BNP PARIBAS

14.0

1.9%

13.5%

ALLIANZ

13.0

1.8%

-0.1%

BAYER AG

12.2

1.7%

-7.7%

VODAFONE GROUP PLC

11.8

1.6%

30.1%

BASF AG NPV

11.7

1.6%

-0.6%

HSBC HOLDINGS PLC

11.3

1.5%

-24.1%

Sub-total

152.7

20.8%

-2.4%

Others

581.4

79.2%

1.7%

TOTAL EU Shares (2)

734.2

100.0%

0.8%

NON-EU MARKET

 

 

 

BANCO BRADESCO ORD

332.2

26.8%

-2.1%

ITAU UNIBANCO HOLDING ADR

14.4

1.2%

3.4%

NESTLE REG

14.3

1.2%

60.1%

BANCO BRADESCO ADR

14.1

1.1%

-4.6%

PETROLEO BRASILEIRO

12.5

1.0%

23.6%

VALE SA - Pref ADR

12.3

1.0%

0.8%

TANZANIAN ROYALTY

11.8

0.9%

8.5%

COMP BEBIDAS DAS AMERICAS PREFADR

10.8

0.9%

9.8%

ROCHE

10.6

0.9%

39.7%

NOVARTIS

10.0

0.8%

-3.0%

Sub-total

442.9

35.7%

1.2%

Others

798.2

64.3%

6.2%

TOTAL Non-EU Shares (3)

1,241.1

100.0%

4.4%

Total International Shares (2)+(3)

1,975.3

-

3.0%

TOTAL

2,572.9

3.1%

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 EUR

Bonds**

Dec - 10

Monthly D

Value

%

Value

BANCO BPI FLOAT 25/01/12

59.3

2.7%

-0.9%

BESP FLT 20120225

58.0

2.6%

-3.1%

CIMPPL 4 1/2 05/11

55.1

2.5%

-2.5%

MONTEPIO FLOAT 01/11

49.4

2.2%

-20.5%

PORT TEL 3.75% 03/12

47.1

2.1%

-0.2%

REPO BESPL 02/08/11

41.6

1.9%

-4.3%

CGD 3.10% 06/06/2012

40.7

1.8%

-1.0%

REND.MAIS SUB/16 B-1

39.8

1.8%

0.1%

REND.MAIS SUB/16 B-2

39.8

1.8%

0.1%

REND.MAIS SUB/16 B-3

39.8

1.8%

1.8%

Sub-total (1)

470.7

21.3%

-3.8%

Others

1,736.8

78.7%

-4.1%

TOTAL Bonds issued by Domestic Groups (2)

2,207.5

100.0%

-4.1%

TOTAL Foreign bonds in the Funds’ Portfolios (3)

5,561.3

-6.1%

(1)/(3)

8.5%

0.2 pp

(2)/(3)

39.7%

0.83 pp

Note: (*) Based on 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

Dec - 10

Monthly  D

Value

%

Value

Public Debt

Domestic

304.8

2.1%

45.6%

 

Foreign

1,059.4

7.4%

-10.3%

Other Public Funds

Domestic

5.7

0.0%

1.0%

 

Foreign

24.0

0.2%

-2.4%

Bonds

Domestic

985.5

6.9%

-6.8%

 

Foreign

5,699.8

40.0%

-6.6%

Shares

Domestic

598.4

4.2%

3.2%

 

Foreign

1,990.6

14.0%

3.0%

Investment Units

Domestic

568.0

4.0%

-6.5%

 

Foreign

1,148.2

8.1%

-0.4%

Equity Certificates

Domestic

0.0

0.0%

0.0%

 

Foreign

0.0

0.0%

-

Rights

Domestic

0.0

0.0%

-

 

Foreign

6.8

0.0%

17.3%

Warrants

Domestic

0.0

0.0%

-

 

Foreign

3.7

0.0%

-8.5%

Options

Domestic

0.2

0.0%

68.8%

 

Foreign

2.8

0.0%

9.6%

Others

Domestic

0.0

0.0%

-

 

Foreign

0.8

0.0%

-3.8%

SECURITIES

 

12,398.7

87.1%

-3.6%

Other Assets

 

67.6

0.5%

-1.8%

Other Debt Instruments

 

234.9

1.6%

0.8%

Liquidity

 

1,733.0

12.2%

2.0%

Loans

 

-16.8

-0.1%

-85.2%

Unsettled Amounts

 

-180.3

-1.3%

25.2%

TOTAL

 

14,237.1

100.0%

-2.6%


Note(*): As from October 2010, the Foreign Public Debt's data was changed comparatively to the information disclosed previously.

Table 6 – Number of Funds and Market Share 

Unit: 10^6 EUR

 

Entity

Dec - 10

Monthly D

No.

Market Share

No.

Market Share

Caixagest 

54

23.1%

-2

-0.87 pp

BPI Gestão de Activos 

26

17.2%

0

0.91 pp

Santander Asset Management

31

17.2%

-1

-0.14 pp

ESAF

33

16.9%

0

-0.39 pp

Millennium BCP Gestão de Activos

28

9.5%

0

0.23 pp

Banif Gestão de Activos

18

4.8%

-1

-0.02 pp

Barclays Wealth Managers Portugal

14

3.0%

0

0.21 pp

Montepio Gestão de Activos

17

2.0%

0

0.04 pp

BPN Gestão de Activos

8

1.6%

0

0.03 pp

BBVA Gest   

10

1.2%

-1

-0.08 pp

MCO2

2

0.8%

0

0.02 pp

Crédito Agrícola Gest

14

0.8%

0

0.01 pp

Popular Gestão de Activos

13

0.8%

0

0.03 pp

Finivalor

10

0.7%

0

-0.01 p.p.

MNF Gestão de Activos

2

0.3%

0

0.01 p.p.

Optimize Investment Partners

7

0.1%

3

0.02 pp

Invest Gestão de Activos

2

0.1%

0

0.01 pp

Dunas Capital - Gestão de Activos

1

0.0%

0

0 pp

Orey Gestão de Activos

1

0.0%

0

0 pp

TOTAL

291

100.0%

-2

-

Legend: p.p. – percentage points.

Table 7 – Ranking of funds (10 largest)

Unit: 10^6 EUR

Entity

Fund

Dec-10

 D Monthly

Value

%

Value

Santander Asset Management

SANTANDER GLOBAL

620.2

4.4%

3.7%

Banif Gestão de Activos  

FUNDO DE GESTÃO PASSIVA

560.2

3.9%

-1.2%

ESAF  

ESPÍRITO SANTO PLANO DINÂMICO

548.0

3.8%

-0.2%

BPI Gestão de Activos

BPI REFORMA INVESTIMENTO PPR

510.1

3.6%

1.%

Santander Asset Management

SANTANDER MULTIOBRIGAÇÕES

391.4

2.7%

-0.9%

Caixagest  

CAIXA FUNDO MONETÁRIO

377.6

2.7%

4.6%

ESAF  

ESPÍRITO SANTO PREMIUM

322.7

2.3%

-3.1%

BPI Gestão de Activos

BPI REFORMA SEGURA PPR

297.3

2.1%

-1.2%

BPI Gestão de Activos

BPI LIQUIDEZ

286.4

2.0%

-9.6%

Millennium BCP Gestão de Activos

MILLENNIUM DISPONÍVEL

265.4

1.9%

-2.9%

Outros

 

10.057.7

70.6%

-3.4%

 TOTAL

14.237.1

100.0%

-2.6%

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 January 2011. 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.