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Securities Investment Funds

April 2011

The amount under management of Collective Investment Undertakings (UCITS) amounted to EUR 8,173.4 million in April. This is EUR 173.4 million (2.1%) less than in March, continuing the downturn trend as against February.    

The amount under management of Special Investment Funds (SIF) fell 0.4% down to EUR 5,546.8 million in April. This is EUR 19.7 million less than in the preceding month.

Investment in foreign company shares fell 6.7% down to EUR 1,788.1 million, while the amount under management in domestic shares slipped 0.5% down to EUR 553.7 million in April.

The amount under management in foreign private debt securities (bonds), the asset with the largest weighting in the SIF's portfolios, dropped 3.5% in April, reaching EUR 5,082.7 million. On the other hand, investment in domestic corporate bonds rose 4.6% up to EUR 1,208.1 million.

The public debt sector avoided a sharper decline in the overall amount under management of securities investment funds (SIF), with investments in domestic securities surging 9.1% up to EUR 413.5 million and foreign securities gaining 1.8% up to EUR 965.4 million euros.

BES continued to be the security with the most weighting in the funds' portfolios (25.3% of the overall amount invested in the Portuguese market) with the amount under management rising 3.6% as against the  previous month up to EUR 139.8 million. Jerónimo Martins recorded the greatest monthly growth (32%) in the amount under management up to EUR 30.2 million, while Portugal Telecom suffered the sharpest decline (21.3%) down to 18.5 million.

The 10 securities in the domestic market with the most weighting in the funds' portfolios are BES, Zon Multimédia, Galp, Espírito Santo Financial Group, Semapa, Jerónimo Martins, Cimpor, Sonaecom, Portugal Telecom and EDP Renováveis.

In the European Union, Telefónica continued to lead in the SIFs portfolios with an upsurge of 105.3% up to EUR 21.9 million when compared to the preceding month. Siemens, which was the security with the most weighting in the portfolios in March, tumbled 3% down to EUR 19.2 million.  

Outside the European Union, Banco Bradesco continues to be the main security for investment by the SIFs, with EUR 214.6 million under management that is 38.2% less than in March.

Portugal continued to rank in second place in April as an investment destination for the SIF, climbing 5.9% up to EUR 1,641.1 million, behind Luxembourg that caught 32.8% of the overall investment from investment funds. The increased commitment to Portugal was due to an upsurge of investment in public and private debt securities.

Caixagest (22.2%), ESAF (18.7%) and BPI Gestão de Activos (17.0%) were the management companies with the largest market share in April. Banif Gestão de Activos was the largest Securities Investment Fund and its asset value rose by 0.3% up to EUR  630.8 million.

The following four Special Investment Funds were established in April: 'Caixa Rendimento Fixo 2015', managed by Caixagest; 'Popular Private Multiactivos I – FEIA Flexível', 'Popular Private Multiactivos II – FEIA Flexível' and 'Popular Private Multiactivos III – FEIA Flexível', managed by Popular Gestão de Activos.  

The funds 'Caixagest Valor Plus – FEIA', managed by Caixagest, and 'Fundo Capital Garantido Euro Consolidado BBVA', managed by BBVA Gest were terminated during the same period.  

 

Table 1 - Aggregated Indicators

Unit: 10^6 Euro

 

CIS in Transferable Securities

Special Investment Funds

 

Apr- 11

Mar - 11

Monthly D

Apr - 11

Mar - 11

Monthly D

Assets under Management (1)

8,173.4

8,346.8

-2.1%

5,546.8

5,566.5

-0.4%

No. of Fund Operators

18

18

0

14

14

0

No. of Funds (2)

199

200

-1

110

107

3

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

41.1

41.7

-0.7

50.4

52.0

-1.6

 

Table 2 – Investment in Listed Securities, per Market

Unit: 10^6 Euro 

Country

Apr - 11

Monthly D

Value

% Total

Value

PORTUGAL

1,641.1

17.5%

5.9%

LUXEMBOURG

3,079.5

32.8%

-3.7%

UNITED KINGDOM

1,070.3

11.4%

-1.0%

GERMANY

677.9

7.2%

4.3%

IRELAND

516.7

5.5%

-7.9%

USA

465.8

5.0%

-0.9%

BRAZIL

414.5

4.4%

-24.3%

SPAIN

357.8

3.8%

-6.5%

FRANCE

302.8

3.2%

0.2%

THE NETHERLANDS

251.2

2.7%

2.5%

OTHERS

621.6

6.6%

3.8%

TOTAL

9,399.1

100.0%

-1.9%

Note: Excluding investment units of Collective Investment Undertakings (UCITS) based in Portugal and EU and Non-EU Member States.

 

Table 2.1 – Investment in Listed Securities per Market - Public Debt 

Unit: 10^6 Euro 

Country

Apr - 11

monthlyD

Value

% Total

Value

PORTUGAL

411.2

30.1%

9.1%

GERMANY

404.6

29.6%

5.6%

FRANCE

131.2

9.6%

-6.7%

ITALY

113.5

8.3%

34.1%

THE NETHERLANDS

105.3

7.7%

11.1%

BRAZIL

90.6

6.6%

4.4%

SPAIN

32.4

2.4%

-46.3%

OTHER EU COUNTRIES

23.4

1.7%

1.6%

GREECE

17.0

1.2%

-13.3%

FINLAND

12.8

0.9%

-18.1%

OTHERS

26.1

1.9%

-16.3%

TOTAL

1,368.1

100.0%

3.9%

Note: Excluding investment units of Collective Investment Undertakings (UCITS) based in Portugal and EU and Non-EU Member States.

 

Table 2.2 – Investment in Listed Securities per Market – Bonds 

Unit: 10^6 Euro 

Country

apr-11

monthly D

Value

% Total

Value

LUXEMBOURG

3,052.7

54.2%

-3.6%

UNITED KINGDOM

922.0

16.4%

-0.7%

PORTUGAL

672.5

11.9%

9.3%

IRELAND

506.6

9.0%

-8.2%

SPAIN

214.8

3.8%

-1.9%

GERMANY

104.8

1.9%

-0.5%

THE NETHERLANDS

91.1

1.6%

1.7%

FRANCE

13.8

0.2%

-13.0%

BELGIUM

11.7

0.2%

-3.5%

ITALY

11.1

0.2%

-37.1%

OTHERS

29.7

0.5%

-3.9%

TOTAL

5,630.8

100.0%

-2.1%

Note: Excluding investment units of Collective Investment Undertakings (UCITS) based in Portugal and EU and Non-EU Member States.

 

  Table 2.3 – Investment in Listed Securities per Market – Shares 

Unit: 10^6 Euro 

Country

Apr - 11

monthly D

Value

% Total

Value

PORTUGAL

553.2

23.8%

-0.5%

USA

456.3

19.6%

0.4%

BRAZIL

319.8

13.7%

-29.9%

GERMANY

152.5

6.5%

5.9%

UNITED KINGDOM

147.7

6.3%

-2.7%

FRANCE

143.6

6.2%

2.3%

SPAIN

99.2

4.3%

-3.3%

SWITZERLAND

66.4

2.9%

5.5%

THE NETHERLANDS

54.4

2.3%

-9.9%

SOUTH AFRICA

43.6

1.9%

5.3%

OTHERS

292.2

12.5%

0.6%

TOTAL

2,328.8

100.0%

-5.4%

Note: Excluding investment units of Collective Investment Undertakings (UCITS) 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 - 11

Monthly  D

Value

%

Value

DOMESTIC MARKET

 

 

 

BES

139.8

25.3%

3.6%

ZON MULTIMÉDIA

42.3

7.6%

2.4%

GALP

41.4

7.5%

-6.3%

E.SANTO FINANCIAL GROUP

38.3

6.9%

5.8%

SEMAPA, SGPS

33.2

6.0%

-3.8%

JERÓNIMO MARTINS. SGPS

30.2

5.5%

32.0%

CIMPOR

24.9

4.5%

3.7%

SONAECOM SGPS

21.0

3.8%

-1.8%

P. TELECOM SGPS

18.5

3.4%

-21.3%

EDP RENOVÁVEIS

15.6

2.8%

-3.7%

Sub-total

405.4

73.3%

1.5%

Others

147.8

26.7%

-5.7%

TOTAL Domestic Shares (1)

553.2

100.0%

-0.5%

EUROPEAN UNION MARKET

 

 

 

TELEFONICA

21.9

3.1%

105.3%

SIEMENS AG - REG

19.2

2.7%

-3.0%

TOTAL EFINA

15.8

2.3%

-1.7%

BSCH

14.0

2.0%

-9.8%

ALLIANZ

13.6

1.9%

1.0%

BASF AG NPV

13.3

1.9%

11.9%

BNP PARIBAS

13.0

1.9%

1.7%

VODAFONE GROUP PLC

10.9

1.5%

-6.5%

E.ON AG

10.1

1.4%

15.4%

HSBC HOLDING PLC

9.3

1.3%

-1.9%

Sub-total

141.1

20.1%

8.5%

Others

561.5

79.9%

-2.5%

TOTAL EU Shares (2)

702.6

100.0%

-0.5%

NON-EU MARKET

 

 

 

BANCO BRADESCO ORD

214.6

20.0%

-38.2%

ITAU UNIBANCO HOLDING ADR

15.9

1.5%

-1.0%

TANZANIAN ROYALTY EXPLCORP

14.1

1.3%

33.6%

BANCO BRADESCO ADR

12.5

1.2%

-5.7%

VALE, SA - Pref. ADR

10.1

0.9%

-3.1%

NESTLE REG

9.7

0.9%

-12.8%

PETROLEO BRASILEIRO

9.2

0.9%

-7.9%

ROCHE

9.2

0.9%

4.6%

COMP BEBIDAS DAS AMERICAS PREFADR

8.7

0.8%

10.0%

ROYAL GOLD INC

8.5

0.8%

11.3%

Sub-total

312.6

29.1%

-29.5%

Others

760.3

70.9%

0.7%

TOTAL Non-EU Shares (3)

1,072.9

100.0%

-10.5%

Total International Shares (2)+(3)

1,775.5

-

-6.8%

TOTAL

2,328.7

-5.4%

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 - 11

Monthly D

Value

%

Value

CIMPOR FIN4.5& 05/11

53.7

2.8%

0.2%

BESPL FLOAT 25/02/13

45.3

2.3%

7.8%

BPI FLOAT 25/01/2012

44.4

2.3%

1.6%

PORT TEL 3.75% 03/12

42.2

2.2%

-1.0%

REND.MAIS SUB/16 B-1

39.9

2.1%

0.1%

REND.MAIS SUB/16 B-2

39.9

2.1%

0.1%

REND.MAIS SUB/16 B-3

39.9

2.1%

0.1%

REND.MAIS SUB/16 B-4

39.9

2.1%

0.1%

REND.MAIS SUB/16 B-5

39.9

2.1%

0.1%

BCPPL FLOAT 10-07/11

36.8

1.9%

-5.7%

Sub-total (1)

422.0

21.8%

0.4%

Others

1,515.3

78.2%

-5.4%

TOTAL Bonds issued by Domestic Groups (2)

1,937.3

100.0%

-4.2%

TOTAL Foreign Bonds in the Funds' Portfolios (3)

4,943.9

-3.5%

(1)/(3)

8.5%

0.33 p.p.

(2)/(3)

39.2%

-0.29 p.p.

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

 

Table 5 – Investment per Type of Asset and Market  

Unit: 10^6 Euro 

Security

Apr - 11

Monthly D

Value

%

Value

Public Debt

Domestic

413.5

3.0%

9.1%

 

Foreign (*)

965.4

7.0%

1.8%

Other Public Funds

Domestic

3.5

0.0%

507.5%

 

Foreign

20.3

0.1%

85.8%

Bonds

Domestic

1,208.1

8.8%

4.6%

 

Foreign

5,082.7

37.0%

-3.5%

Shares

Domestic

553.7

4.0%

-0.5%

 

Foreign

1,788.1

13.0%

-6.7%

Investment Units

Domestic

518.9

3.8%

-1.2%

 

Foreign

1,252.7

9.1%

-1.2%

Equity Certificates

Domestic

0.0

0.0%

0.0%

 

Foreign

0.0

0.0%

-

Rights

Domestic

0.6

0.0%

-

 

Foreign

6.5

0.0%

0.1%

Warrants

Domestic

0.0

0.0%

-100.0%

 

Foreign

2.2

0.0%

-0.6%

Options

Domestic

0.2

0.0%

6.4%

 

Foreign

1.9

0.0%

-52.2%

Others

Domestic

0.0

0.0%

-

 

Foreign

0.5

0.0%

-44.8%

SECURITIES

 

11,818.8

86.1%

-1.9%

Other Assets

 

86.7

0.6%

3.8%

Other Debt Instruments

 

272.0

2.0%

-2.1%

Liquidity

 

1,600.1

11.7%

-9.3%

Loans

 

-18.6

-0.1%

19.6%

Unsettled Amounts

 

-38.7

-0.3%

83.8%

TOTAL

 

13,720.2

100.0%

-1.4%

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

Apr - 11

Monthly D

No.

Market Share

No.

Market Share

Caixagest

51

22.2%

0

0.17 p.p.

ESAF

38

18.7%

0

0.09 p.p.

BPI Gestão de Activos

27

17.0%

0

-0.01 p.p.

Santander Asset Management

40

16.6%

0

0.03 p.p.

Millennium BCP Gestão de Activos

28

9.1%

0

-0.06 p.p.

Banif Gestão de Activos

18

5.4%

0

-0.06 p.p.

Barclays Wealth Managers Portugal

17

2.9%

0

-0.05 p.p.

Montepio Gestão de Activos

17

2.0%

0

0 p.p.

BPN Gestão de Activos

8

1.6%

0

0.03 p.p.

BBVA Gest

9

1.1%

-1

-0.07 p.p.

MCO2

2

0.8%

0

0 p.p.

Crédito Agrícola Gest

14

0.8%

0

0.01 p.p.

Popular Gestão de Activos

16

0.8%

3

-0.01 p.p.

Finivalor

10

0.5%

0

-0.05 p.p.

MNF Gestão de Activos

2

0.3%

0

-0.02 p.p.

Optimise Investment Partners

7

0.2%

0

0.01 p.p.

Invest Gestão de Activos

2

0.1%

0

0 p.p.

Dunas Capital - Gestão de Activos

2

0.1%

0

0 p.p.

Orey Financial - Instituição Financeira de Crédito, SA

1

0.0%

0

0 p.p.

TOTAL

309

100.0%

2

-

Legend: p.p. – percentage points.

 

Table 7 – Ranking of Funds (10 largest)

Unit: 10^6 Euro

Entity

Fund

Apr - 11

Monthly D

Value

%

Value

Banif Gestão de Activos 

FUNDO DE GESTÃO PASSIVA

630.8

4.6%

0.3%

Santander Asset Management  

SANTANDER GLOBAL

629.8

4.6%

-1.0%

ESAF

ESPÍRITO SANTO PLANO DINÂMICO

545.3

4.0%

-0.4%

BPI Gestão de Activos

BPI REFORMA INVESTIMENTO PPR

487.4

3.6%

-1.1%

Santander Asset Management

SANTANDER MULTIOBRIGAÇÕES

386.2

2.8%

-0.3%

ESAF

ESPÍRITO SANTO PREMIUM

321.5

2.3%

-1.4%

Caixagest

CAIXA FUNDO MONETÁRIO

300.4

2.2%

-7.6%

BPI Gestão de Activos  

BPI REFORMA SEGURA PPR

273.3

2.0%

-1.6%

Caixagest

CAIXAGEST OBRIGAÇÕES MAIS MENSAL

266.5

1.9%

-1.2%

Caixagest

CAIXAGEST IMOBILIÁRIO INTERNACIONAL

246.0

1.8%

0.3%

Others

 

9,633.1

70.2%

-1.5%

 

TOTAL

13,720.2

100.0%

-1.4%

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


1 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 8th April 2011. The monthly variation (Monthly D) always refers to the comparison between the month under analysis and the preceding month.
2
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.