cartera - Actinver
ACTICOB AAA/4HR Sociedad de Inversión en Instrumentos de Deuda HR Ratings de México, S.A. De C.V. Sociedad de Corto Plazo Especializada en Cobertura T.VALOR CHD EMISORA Chequera Dolares 40-012 D1SP D1SP D1SP Bonos Gob.Fed.Coloc.Ext.UMS Spot UMS16F 2016F UMS15F 2015F UMS17F 2017F D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP D2SP Eurobonos Empresas Priv.(Spot) BANOA79 190715 MSL74 150126 HSBCR16 150415 BACB14 150401 JPMP82 200115 GS404 211114 GST58 150503 TZA073 150902 JPMP51 150320 BACW91 150115 PEMEX2 150315 PEMEX2 151215 CSE70 150323 CEMEX 300915 ELEK762 060818 TZA954 200918 PEMEK76 180718 GEM13 151211 PEMEX 151214 KUOE67 041222 BACD79 150901 AMXLF14 160912 TZA152 250518 SIGMC38 140418 TELMEX3 270115 ARBA715 160523 DBA75 020315 ICASN42 040221 FUNOA69 241215 PETBT80 270116 ICASQ72 240717 PEMEX 151118 D5SP Treasury Notes T. cambio SPOT TNOT824 160229 M LD REPORTOS BONOS BONDESD SERIE CALIF / BURS VALOR TOTAL 922,246,742 922,246,742 % 16.98% 16.98% 463,549,305 248,113,027 140,508,143 74,928,135 8.53% 4.57% 2.59% 1.38% B BBB BBB B A+ 3,020,552,355 188,130,335 138,809,842 139,004,544 136,871,950 124,737,337 68,336,467 54,768,466 52,859,840 27,487,114 10,789,267 632,763,447 401,883,292 143,073,948 126,675,014 119,155,494 90,662,198 70,501,426 68,828,272 67,127,502 64,973,799 42,182,557 41,469,684 40,409,076 31,358,351 27,902,215 26,397,490 22,929,978 20,280,929 17,338,961 14,054,239 8,108,771 680,550 55.61% 3.46% 2.56% 2.56% 2.52% 2.30% 1.26% 1.01% 0.97% 0.51% 0.20% 11.65% 7.40% 2.63% 2.33% 2.19% 1.67% 1.30% 1.27% 1.24% 1.20% 0.78% 0.76% 0.74% 0.58% 0.51% 0.49% 0.42% 0.37% 0.32% 0.26% 0.15% 0.01% AAA 136,294,920 136,294,920 2.51% 2.51% AAA(mex) AAA(mex) 889,113,950 810,904,880 78,209,070 16.37% 14.93% 1.44% 5,431,757,272 4,506,562,987 100.00% 5429617 171214 181227 BBB+ BBB+ BBB+ BBB A A+ A A+ A A A+ A BBB+ BBB+ A BBBBBBBBB+ AA+ BBB+ BB A BBBBBA TOTAL CARTERA ACTIVO NETO Cartera al: Límite Máximo de VaR: PARÁMETROS: 13/11/2014 1.349% Var Promedio: 0.675% Modelo Histórico,1 día con un nivel de confianza al 95% con 252 observaciones. Límite autorizado por CNBV %
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