1. No category

BNMMD
AAA/3(MEX) F
BANAMEX MEDIANO PLAZO NO CONTRIBUYENTES
HORIZONTE EN INSTRUMENTOS DE DEUDA, S.A. DE C.V. SOCIEDAD
DE INVERSIÓN EN INSTRUMENTOS DE DEUDA “EN PROCESO DE
TRANSFORMACIÓN A FONDO DE INVERSIÓN.”
CORTO PLAZO GENERAL
Tipo de Valor
Emisora
Serie / % T. I.
% T. I.
Valor Total
Cartera al: 29-Jul-2016
%
Cal-Bur
Bondes D
LD
BONDESD
181213
305,811,094
2.365% AAA(mex)
LD
BONDESD
190328
330,138,483
2.553% AAA(mex)
LD
BONDESD
315,788,576
2.442%
Bonos de prot. al ahorro Trim.
IT
BPAT
160929
7,708,512
0.060% AAA(mex)
153,489,642
1.187% AAA(mex)
Bonos Prot. Ahorro pago Trim.
IQ
BPAG91
160811
IQ
BPAG91
160929
43,574,548
0.337% AAA(mex)
IQ
BPAG91
170209
113,442,131
0.877% AAA(mex)
IQ
BPAG91
170420
17,741,792
0.137% AAA(mex)
IQ
BPAG91
170629
23,940,091
0.185% AAA(mex)
IQ
BPAG91
170831
46,883,106
0.363% AAA(mex)
Bonos Prot.Ahorro pago mensual
IM
BPAG28
160818
397,292,850
3.072% AAA(mex)
IM
BPAG28
161020
41,639,257
0.322% AAA(mex)
IM
BPAG28
161222
4,126,961
0.032% AAA(mex)
IM
BPAG28
170727
56,877,611
0.440% AAA(mex)
IM
BPAG28
171123
284,917,900
2.203% AAA(mex)
IM
BPAG28
180222
288,858,480
2.234% AAA(mex)
IM
BPAG28
180726
78,757,642
0.609% AAA(mex)
BPAS 182
IS
BPA182
395,037,771
3.055%
Cert. Bursatiles Bancarios
94
BACOMER
94
BANAMEX
94
BINBUR
16
58,999,745
0.456% AAA(mex)
10
66,401,454
0.514% AAA(mex)
13-3
21,241,892
94
BINBUR
94
BINBUR
0.164% mxAAA
13-4
7,475,224
0.058% mxAAA
16-3
9,619,924
94
0.074% mxAAA
BSANT
16
30,706,481
0.237% AAA(mex)
94
COMPART
11
48,410,310
0.374% mxAAA
94
COMPART
12
65,322,619
0.505% mxAAA
94
COMPART
14
15,054,001
0.116% mxAAA
94
SCOTIAB
13
14,090,147
0.109% AAA(mex)
Certificado Bursatil
91
BLADEX
14
6,415,846
0.050% AAA(mex)
91
CFCREDI
15
15,620,129
0.121% AAA(mex)
91
DAIMLER
15
14,752,507
0.114% AAA(mex)
91
DAIMLER
15-2
14,674,713
0.113% AAA(mex)
91
DAIMLER
16
19,184,964
0.148% AAA(mex)
91
DANHOS
16-2
11,269,588
0.087% AAA(mex)
91
FACILSA
14-2
34,133,171
0.264% AAA(mex)
91
FACILSA
15
17,257,978
0.133% AAA(mex)
91
FACILSA
16
15,164,178
0.117% AAA(mex)
91
FUNO
13
42,194,943
0.326% AAA(mex)
91
FUNO
16
13,315,370
0.103% AAA(mex)
91
GASN
15-2
7,284,520
0.056% AAA(mex)
91
GCARSO
12
110,537,645
91
KIMBER
07
74,694,516
0.578% AAA(mex)
91
MOLYMET
12
58,214,691
0.450% AA+(mex)
91
NRF
13
39,142,910
0.303% mxAAA
91
SORIANA
15
59,523,581
0.460% AA+(mex)
91
SORIANA
16
15,046,486
0.116% AA+(mex)
91
UFINCB
15
19,935,504
0.154% mxAAA
91
UFINCB
16
6,757,339
0.052% mxAAA
91
UNFINCB
15
36,010,310
0.278% mxAAA
91
UNIRECB
14
8,779,919
0.068% mxAAA
91
VWLEASE
13
5,656,947
0.044% mxAAA
91
VWLEASE
13-2
22,229,752
0.172% mxAAA
91
VWLEASE
14
2,418,063
0.019% mxAAA
0.855% HR AAA
Certificado Bursatil Descuento
92
FEFA
01616
30,668,967
0.237% AAA(mex)
92
FEFA
02016
9,846,131
0.076% AAA(mex)
92
FEFA
02216
29,954,978
0.232% AAA(mex)
Cetes
BI
CETES
161013
481,393,377
3.723% AAA(mex)
BI
CETES
161208
526,241,904
4.070% AAA(mex)
BI
CETES
161222
561,566,916
4.343% AAA(mex)
BI
CETES
311,669,213
2.410%
2-07
179,423,844
1.388% A-
Eurobonos a Mediano Plazo MXP
D8
SANTAN
Reportos
LD
BONDESD
161027
296,152,317
2.290% AAA(mex)
LD
BONDESD
170622
1,155,229,983
8.934% AAA(mex)
LD
BONDESD
190627
1,195,188,465
9.243% AAA(mex)
LD
BONDESD
190808
593,745,201
4.592% AAA(mex)
M
BONOS
181213
671,191,424
5.191% AAA(mex)
IS
BPA182
170629
656,730,025
5.079% AAA(mex)
IQ
BPAG91
190417
584,067,340
4.517% AAA(mex)
IQ
BPAG91
191219
611,109,519
4.726% AAA(mex)
IQ
BPAG91
191219
999,506,843
7.730% AAA(mex)
Valores paraestatales Rendim.
95
CFEHCB
08
11,925,286
0.092% AAA(mex)
95
FEFA
15-4
22,086,999
0.171% AAA(mex)
95
FEFA
16
89,710,234
TOTAL CARTERA
12,930,972,780
ACTIVO NETO
Cartera al:
12,928,192,749
29-Jul-2016
LIMITE MAX.
VALOR RIESGO
PROMEDIO
0.0900%
SUPUESTOS
Nivel de Confianza: 95%, Observaciones: 500, Ventana de Tiempo: 1 días
Var Histórico
METODOLOGIA
PARA CÁLCULO
0.0036%
0.694% AAA(mex)
100.000%