Página 1 de 6 Depósitos - Eurodepositos y Ctas/Ctes Tesoreria 28887- CC BANKIA 2.861.477,3 1,0000 2.861.477,30 2.861.477,30 1,0000 10,71 1.356,33 28888- GG BANKIA 16.960, 1,0000 16.960,00 16.960,00 1,0000 0,06 Deudores/Acreedores 83.174,97 Total Tesoreria: 2.878.437,30 2.961.612,27 10,77 1.356,33 Total Depósitos - Eurodepositos y Ctas/Ctes: 2.878.437,30 2.961.612,27 10,77 1.356,33 Otros Valores - Futuros Comprados Inversión FUT DTB OSTOXX 50 VGH4 210314 (1 1, 2.958,0000 29.580,00 3.140,0000 31.400,00 1,0000 1.820,00 6,15 Total Inversión: 29.580,00 31.400,00 1.820,00 6,15 Total Otros Valores - Futuros Comprados: 29.580,00 31.400,00 1.820,00 6,15 - Futuros Vendidos Inversión FUT DTB O BOBL OEH4 060314 (1557-9, 125,7200-1.131.480,00 126,7000-1.140.300,00 1,0000-8.820,00-0,78 FUT DTB O SCHATZ DUH4 060314 (15-10, 110,5300-1.105.300,00 110,5400-1.105.400,00 1,0000-100,00-0,01 Total Inversión: -2.236.780,00-2.245.700,00-8.920,00 0,40 Total Otros Valores - Futuros Vendidos: -2.236.780,00-2.245.700,00-8.920,00 0,40 Renta Fija - Compromisos y Plazo (Compras) Administrac. Pública DEUDA ESTADO ESPAÑA 2,75 300419 ( 1.000, 102,5290 1.025.290,00 102,8000 1.028.000,00 1,0000 2.710,00 0,26 3.616,44 Total Administrac. Pública: 1.025.290,00 1.028.000,00 2.710,00 0,26 3.616,44 Total Renta Fija - Compromisos y Plazo (Compras): 1.025.290,00 1.028.000,00 2.710,00 0,26 3.616,44 Administrac. Pública BO.COMUNIDAD CANARIAS 4,929 09032 100, 100,2300 100.230,00 109,5838 114.391,27 1,0000 9.353,81 14,13 0,41 4.807,46 BO.COMUNIDAD MADRID 4,305 060314 300, 100,0000 300.000,00 100,0654 312.899,02 1,0000 196,32 4,30 1,12 12.702,70 BO.COMUNIDAD MADRID 4,688 120320 100, 99,1460 99.146,00 109,7023 114.236,18 1,0000 10.556,31 15,22 0,41 4.533,87 BO.FONDO REESTRUC ORD BANCARIA 3 6, 94,8341 284.502,33 101,6201 307.350,63 1,0000 20.357,89 8,03 1,14 2.490,41 BO.GENERALITAT VALENCIA 4,9 17032 200, 99,6620 199.324,00 103,8806 217.104,73 1,0000 8.437,17 8,92 0,78 9.343,56
Página 2 de 6 Renta Fija Administrac. Pública BO.GENERALITAT VALENCIANA 4,75 20 1.000, 99,7560 997.560,00 100,1554 1.046.450,90 1,0000 3.993,64 4,90 3,75 44.897,26 BO.INST CREDITO OFICIAL 5,125 25011 550, 100,4387 552.413,05 107,6004 594.427,84 1,0000 39.389,11 7,61 2,21 2.625,68 DEUDA ESTADO ESPAÑA 2,75 300419 ( 100, 102,7212 102.721,23 102,8000 103.139,04 1,0000 350,00 0,41 0,38 271,23 67,81 DEUDA ESTADO ESPAÑA 2,75 310315 ( 700, 103,9505 727.653,45 102,2540 733.393,07 1,0000 1.204,00 0,79 2,68 13.079,45 4.535,62 DEUDA ESTADO ESPAÑA 3,8 300424 (1 200, 100,0700 200.140,00 102,4610 205.546,66 1,0000 4.782,00 2,70 0,77 624,66 DEUDA ESTADO ESPAÑA 4 300715 (143 750, 106,6972 800.228,94 104,6050 802.044,35 1,0000-75,00 0,23 2,94 15.616,44 1.890,41 DEUDA ESTADO ESPAÑA 4,25 311016 ( 1.450, 105,0484 1.523.201,23 107,6950 1.581.837,77 1,0000 41.147,50 3,85 5,84 2.771,23 17.489,04 DEUDA ESTADO ESPAÑA 4,6 300719 (1 750, 113,6319 852.239,38 112,0250 860.320,38 1,0000 5.812,50 0,95 3,14 17.864,38 2.268,50 DEUDA ESTADO ESPAÑA 5,4 310123 (1 1.818, 105,6449 1.920.624,70 115,8230 2.113.193,14 1,0000 185.037,44 10,03 7,88 7.531,00 DEUDA ESTADO ESPAÑA 5,5 300421 (1 100, 105,6450 105.645,00 116,8350 121.415,82 1,0000 11.190,00 14,93 0,44 4.580,82 DEUDA ESTADO ESPAÑA 5,85 310122 ( 1.336, 104,1733 1.391.755,84 119,1150 1.597.371,93 1,0000 199.620,56 14,77 5,95 5.995,53 LET DEUDA ESTADO ESPAÑA 0 160414 (1 100, 98,7504 98.750,35 99,9680 99.968,00 1,0000 130,69 1,23 0,37 1.086,96 LET DEUDA ESTADO ESPAÑA 0 180714 (1 2.100, 99,7527 2.094.806,62 99,8620 2.097.102,00 1,0000 1.257,73 0,11 7,84 1.037,65 LET DEUDA ESTADO ESPAÑA 0 200614 (1 200, 98,5895 197.178,92 99,9050 199.810,00 1,0000 682,30 1,33 0,74 1.948,78 LET DEUDA ESTADO ESPAÑA 0 220814 (1 1.250, 99,8035 1.247.543,90 99,8190 1.247.737,50 1,0000 193,60 0,02 4,67 Total Administrac. Pública: 13.795.664,94 14.469.740,23 543.617,57 4,89 53,47 49.602,73 130.457,72 Bancos y Otras Finan CED AYT CAJAS GL. 4 210317 (10582) 1, 86,1483 86.148,33 106,9150 110.684,86 1,0000 20.766,67 28,48 0,40 3.769,86 CED AYT CAJAS GLOBAL 3,5 140316 (11 1, 88,3560 88.356,00 104,1220 107.487,75 1,0000 15.766,00 21,65 0,39 3.365,75 CED AYT CAJAS GLOBAL 4 240321 (102 3, 83,3610 250.083,00 104,5410 324.833,96 1,0000 63.540,00 29,89 1,17 11.210,96 CED AYT CAJAS GLOBAL 4,75 250527 (1 2, 90,7691 181.538,28 106,2920 219.845,64 1,0000 35.106,00 21,10 0,80 4.060,28 3.201,36 CED AYT CAJAS VIII 4 181114 (8218) 4, 98,9400 395.760,00 102,0600 412.711,23 1,0000 12.480,00 4,28 1,53 4.471,23 CED AYT CAJAS XXIII 4,75 150616 (1279 3, 98,7590 296.277,02 107,4620 332.458,60 1,0000 26.108,98 12,21 1,21 10.072,60 CED AYT MULT CAJAS X FRN.300615 (113 5, 82,2950 411.475,00 98,8700 494.653,33 1,0000 82.875,00 20,21 1,85 303,33 CED AYT. CEDULAS IX A 3,75 310315 (8466) 2, 101,1600 202.320,00 102,9474 212.757,89 1,0000 3.574,88 5,16 0,77 6.863,01 CED IM CEDULAS 5 3,5 150620 (14553) 1, 74,3400 74.340,00 101,5690 104.042,97 1,0000 27.229,00 39,96 0,38 2.473,97 CED IM CEDULAS 9 4,25 090616 (11205) 3, 90,5100 271.530,00 105,4730 325.640,92 1,0000 44.889,00 19,93 1,18 9.221,92 Total Bancos y Otras Finan: 2.257.827,63 2.645.117,15 332.335,53 17,15 9,68 4.060,28 54.953,99 Fondos Capital-Riesg FCR ALTAMAR BUYOUT GLOBAL II (8772) 214.450,94 0,9251 198.386,58 1,3010 279.000,67 1,0000 80.614,09 40,63 1,04 FCR BBVA CAPITAL PRIVADO (11275) 9.813, 10,0897 99.009,79 10,4900 102.938,37 1,0000 3.928,58 3,97 0,39 FIL ARCANO CAPITAL PRIVADO I FCR (8758) 152.917,28 0,5130 78.451,70 0,6302 96.368,47 1,0000 17.916,77 22,84 0,36 Total Fondos Capital-Riesg: 375.848,07 478.307,51 102.459,44 27,26 1,79
Página 3 de 6 Renta Fija Fondos Inmobiliarios FI. SEB IMMOPORTFOLIO TARGET RETU 1.357, 117,8179 159.878,85 123,4200 167.480,94 1,0000 7.602,09 4,75 0,63 FII GREFF GLOBAL REAL ESTATE FUND 552,5 80,3734 44.406,50 85,1085 47.022,68 1,0000 2.616,18 5,89 0,18 FII KANAM SPEZIAL GRUNDINVEST FOND 3.384, 106,3499 359.887,93 88,1300 298.231,92 1,0000-61.656,01-17,13 1,12 FII LURI 5 UK PROPERTY FUND-A (11269) 847,44 96,9281 82.140,79 32,6416 27.661,80 1,0000-54.478,99-66,32 0,10 FII SEGURFONDO INVERSION >EN LIQUI 2.712,32 109,1162 295.958,52 85,8569 232.871,65 1,0000-63.086,87-21,32 0,87 Total Fondos Inmobiliarios: 942.272,59 773.268,99-169.003,60-17,94 2,89 Servicios Públicos BO.FADE 3,875 170318 (15211) 2, 99,6280 199.256,00 107,1406 221.585,28 1,0000 15.025,17 11,21 0,80 7.304,11 BO.FADE 4,125 170317 (15114) 1, 100,8740 100.874,00 107,5184 111.451,31 1,0000 6.644,43 10,49 0,40 3.932,88 BO.FADE 4,80 170314 (13321) 3, 100,9600 302.880,00 100,2119 314.364,88 1,0000-2.244,44 3,79 1,12 13.729,32 Total Servicios Públicos: 603.010,00 647.401,47 19.425,16 7,36 2,33 24.966,31 Telecomunicaciones BO.TELEFONICA EMISIONES 3,961 2603 2, 100,2560 200.512,00 108,2500 223.835,99 1,0000 15.988,00 11,63 0,81 7.335,99 BO.TELEFONICA EMISIONES 4,797 2102 1, 101,1490 101.149,00 111,6010 111.693,00 1,0000 10.452,00 10,42 0,42 92,00 Total Telecomunicaciones: 301.661,00 335.528,99 26.440,00 11,23 1,23 7.427,99 Total Renta Fija : 18.276.284,23 19.349.364,34 855.274,10 4,68 71,38 53.663,01 217.806,01 Bancos y Otras Finan ACC BANCO BILBAO VIZCAYA ARGENTA 16.586, 9,7873 162.332,22 8,9950 149.191,07 1,0000-13.141,15-8,10 3,38 0,56 ACC BANCO SANTANDER, S.A (3448) 13.083, 7,3482 96.136,24 6,5660 85.902,98 1,0000-10.233,26-10,64 1,95 0,32 ACC BNP- PARIBAS (6666) 1.874, 46,4042 86.961,42 59,4600 111.428,04 1,0000 24.466,62 28,14 2,52 0,42 ACC ING GROEP NV (6511) 6.037, 7,7241 46.630,39 10,5700 63.811,09 1,0000 17.180,70 36,84 1,45 0,24 ACC INTESA SANPAOLO SPA (7372) 22.687, 1,5427 34.999,23 2,2460 50.955,00 1,0000 15.955,77 45,59 1,15 0,19 ACC SOCIETE GENERALE (6404) 1.410, 21,4939 30.306,40 48,3750 68.208,75 1,0000 37.902,35 125,06 1,54 0,26 ACC UNICREDIT SPA (14260) 11.252, 10,1992 114.761,27 5,7650 64.867,78 1,0000-49.893,49-43,48 1,47 0,24 Total Bancos y Otras Finan: 572.127,17 594.364,71 22.237,54 3,89 13,46 2,22 Consumo cíclico ACC INDITEX (6478) 1.472, 105,6943 155.582,02 104,3000 153.529,60 1,0000-2.052,42-1,32 3,48 0,57 ACC LVMH MOET HENNESSY LOUIS VUI (6567) 658, 123,2790 81.117,58 134,8500 88.731,30 1,0000 7.613,72 9,39 2,01 0,33 Total Consumo cíclico: 236.699,60 242.260,90 5.561,30 2,35 5,49 0,91
Página 4 de 6 Consumo no cíclico ACC ADIDAS AG (8724) 652, 79,6392 51.924,79 84,4000 55.028,80 1,0000 3.104,01 5,98 1,25 0,21 ACC ANHEUSER-BUSCH INBEV NV (1111 1.647, 55,0568 90.678,59 75,9500 125.089,65 1,0000 34.411,06 37,95 2,83 0,47 ACC AZKO NOBEL NV (6771) 1.126, 49,7959 56.070,18 60,0100 67.571,26 1,0000 11.501,08 20,51 1,53 0,25 ACC DANONE (7415) 761, 52,6305 40.051,81 51,1800 38.947,98 1,0000-1.103,83-2,76 0,88 0,15 ACC DISTRIBUIDORA INT ALIMENTAC (DI 9.312, 3,6730 34.203,02 6,2200 57.920,64 1,0000 23.717,62 69,34 1,31 0,22 ACC METRO AG (6887) 1.066, 34,7914 37.087,63 30,0450 32.027,97 1,0000-5.059,66-13,64 0,73 0,12 ACC VISCOFAN SA (5942) 878, 41,3664 36.319,69 37,2600 32.714,28 1,0000-3.605,41-9,93 0,74 0,12 Total Consumo no cíclico: 346.335,71 409.300,58 62.964,87 18,18 9,27 1,53 Contrucción-Inmobili ACC FERROVIAL S.A. (7914) 4.723, 9,2878 43.866,08 15,3000 72.261,90 1,0000 28.395,82 64,73 1,64 0,27 ACC VINCI SA (9879) 1.147, 34,3287 39.375,02 54,1300 62.087,11 1,0000 22.712,09 57,68 1,41 0,23 Total Contrucción-Inmobili: 83.241,10 134.349,01 51.107,91 61,40 3,04 0,50 Energia ACC ENI SPA (6500) 2.063, 18,4186 37.997,55 17,4800 36.061,24 1,0000-1.936,31-5,10 0,82 0,13 ACC GALP (8882) 3.947, 11,6810 46.104,77 12,1800 48.074,46 1,0000 1.969,69 4,27 1,09 0,18 ACC TOTAL FINA (8688) 4.270, 41,3568 176.593,54 47,0300 200.818,10 1,0000 24.224,56 13,72 4,55 0,75 Total Energia: 260.695,86 284.953,80 24.257,94 9,31 6,45 1,07 Industria ACC ANSALDO STS SPA (10377) 10.332, 8,9570 92.543,28 8,2500 85.239,00 1,0000-7.304,28-7,89 1,93 0,32 ACC BAYER AG (5837) 1.548, 52,2517 80.885,63 102,9000 159.289,20 1,0000 78.403,57 96,93 3,61 0,60 ACC BAYERISCHE MOTOREN WERKE AG 444, 46,2097 20.517,10 84,2000 37.384,80 1,0000 16.867,70 82,21 0,85 0,14 ACC DAIMLER AG (6499) 3.188, 41,4074 132.006,70 67,5200 215.253,76 1,0000 83.247,06 63,06 4,88 0,81 ACC HEIDELBERGCEMENT AG (13454) 1.025, 47,1448 48.323,42 59,7200 61.213,00 1,0000 12.889,58 26,67 1,39 0,23 ACC MICHELIN (10423) 500, 83,8071 41.903,55 88,5700 44.285,00 1,0000 2.381,45 5,68 1,00 0,17 ACC PRYSMIAN SPA (10725) 7.591, 11,3757 86.353,01 18,7400 142.255,34 1,0000 55.902,33 64,74 3,22 0,53 ACC SIEMENS AG (5616) 2.402, 74,0057 177.761,80 96,7600 232.417,52 1,0000 54.655,72 30,75 5,26 0,87 ACC TECNICAS REUNIDAS (8736) 1.197, 23,3950 28.003,78 40,2200 48.143,34 1,0000 20.139,56 71,92 1,09 0,18 ACC THALES SA (12460) 1.786, 27,0940 48.389,88 48,1000 85.906,60 1,0000 37.516,72 77,53 1,95 0,32 ACC TUBACEX (7069) 17.144, 2,9437 50.467,01 2,9400 50.403,36 1,0000-63,65-0,13 1,14 0,19 Total Industria: 807.155,16 1.161.790,92 354.635,76 43,94 26,32 4,35 Materias primas ACC AIR LIQUIDE (6759) 631, 73,9941 46.690,26 99,7600 62.948,56 1,0000 16.258,30 34,82 1,43 0,24
Página 5 de 6 Materias primas ACC MIQUEL Y COSTAS (7207) 1.462, 21,1000 30.848,20 29,9300 43.757,66 1,0000 12.909,46 41,85 0,99 0,16 Total Materias primas: 77.538,46 106.706,22 29.167,76 37,62 2,42 0,40 Medios comunicación ACC PUBLICIS GROUPE (7930) 1.306, 35,8576 46.830,03 68,8000 89.852,80 1,0000 43.022,77 91,87 2,04 0,34 ACC TELEPERFORMANCE (10225) 1.637, 16,4583 26.942,28 46,1000 75.465,70 1,0000 48.523,42 180,10 1,71 0,28 ACC VIVENDI (5563) 2.281, 16,4314 37.480,02 20,7150 47.250,92 1,0000 9.770,90 26,07 1,07 0,18 Total Medios comunicación: 111.252,33 212.569,42 101.317,09 91,07 4,81 0,80 Otros sectores ACC BOLSAS Y MERCADOS ESPAÑOLES 1.691, 22,3081 37.722,99 30,2150 51.093,57 1,0000 13.370,58 35,44 1,16 0,19 ACC BPOST SA (15413) 2.163, 14,3677 31.077,34 15,3500 33.202,05 1,0000 2.124,71 6,84 0,75 0,12 ACC DEUTSCHE POST AG (8585) 2.645, 18,0524 47.748,60 27,2100 71.970,45 1,0000 24.221,85 50,73 1,63 0,27 ACC PROSEGUR SA CIA DE SEGURIDAD 8.380, 4,3911 36.797,73 4,2600 35.698,80 1,0000-1.098,93-2,99 0,81 0,13 Total Otros sectores: 153.346,66 191.964,87 38.618,21 25,18 4,35 0,72 Sanidad y Farmacia ACC SANOFI SA (6498) 2.473, 54,8310 135.597,13 75,3300 186.291,09 1,0000 50.693,96 37,39 4,22 0,70 Total Sanidad y Farmacia: 135.597,13 186.291,09 50.693,96 37,39 4,22 0,70 Seguros ACC ALLIANZ SE (5565) 992, 76,6159 76.002,98 129,7000 128.662,40 1,0000 52.659,42 69,29 2,91 0,48 ACC MUENCHENER RUECKVESICHER (6 357, 112,6115 40.202,31 158,6500 56.638,05 1,0000 16.435,74 40,88 1,28 0,21 Total Seguros: 116.205,29 185.300,45 69.095,16 59,46 4,20 0,69 Servicios Públicos ACC ABERTIS INFRAESTRUCTURAS SA - 3.559, 11,0065 39.172,06 17,0200 60.574,18 1,0000 21.402,12 54,64 1,37 0,23 ACC ENAGAS (6711) 1.945, 19,0630 37.077,54 21,0850 41.010,33 1,0000 3.932,79 10,61 0,93 0,15 ACC FLUIDRA (9601) 16.182, 3,5224 57.000,07 2,9000 46.927,80 1,0000-10.072,27-17,67 1,06 0,18 ACC GDF-SUEZ (10425) 2.087, 18,2537 38.095,47 18,5900 38.797,33 1,0000 701,86 1,84 0,88 0,15 ACC IBERDROLA SA (9560) 8.887, 5,3607 47.640,64 4,8170 42.808,68 1,0000-4.831,96-10,14 0,97 0,16 Total Servicios Públicos: 218.985,78 230.118,32 11.132,54 5,08 5,21 0,86 Tecnología ACC AMADEUS IT HOLDING (255) 1.801, 14,2610 25.684,06 31,8650 57.388,87 1,0000 31.704,81 123,44 1,30 0,21 ACC CAP GEMINI (11551) 1.151, 28,6472 32.972,89 56,7300 65.296,23 1,0000 32.323,34 98,03 1,48 0,24 ACC SAP AG (6826) 1.828, 61,0204 111.545,29 58,5200 106.974,56 1,0000-4.570,73-4,10 2,42 0,40 Total Tecnología: 170.202,24 229.659,66 59.457,42 34,93 5,20 0,86
Página 6 de 6 Telecomunicaciones ACC TELEFONICA SA (6845) 22.077, 17,2674 381.213,22 11,1100 245.275,47 1,0000-135.937,75-35,66 5,56 0,92 Total Telecomunicaciones: 381.213,22 245.275,47-135.937,75-35,66 5,56 0,92 Total : 3.670.595,71 4.414.905,42 744.309,71 20,28 100,00 16,52 Liquidez Total: 2.944.652,27 Patrimonio Total: 26.725.882,03 Valor Liquidativo: 10,974871