1. Educación

GBMF3 GBM VALORES DE DEUDA, S.A. DE C.V.
CARTERA DE VALORES AL 08 enero, 2015
Tipo Valor
Emisora
VALORES EN DIRECTO
VALORES GUBERNAMENTALES FED. NAC.
BI
CETES
150326
M
BONOS
241205
S
UDIBONO
160616
BANCARIOS
CHD
BANAMEX
3811506
2U
SHF0001
180614
94
BINBUR
13
94
BINBUR
13-4
94
BINBUR
14-6
94
SCOTIAB
12
94
SCOTIAB
13
94
VWBANK
12
97
HSBCCB
07
PRIVADOS
D2
CONM151
351215
D2SP
IDESA82
201218
D2SP
POSA619
151118
D8
BAC
4-10
D8
METLIFE
1-06
D8
SANTAN
2-07
D8
SANTAN
3-07
91
ARCA
09-3
91
ARCA
10-2
91
BACHOCO
12
91
BIMBO
09-2
91
BNPMEX
11
91
CATFIN
12
91
CATFIN
14
91
DAIMLER
12-2
91
DAIMLER
14-2
91
DALTOCB
13
91
DHIC
14
91
FACILSA
13
91
FUNO
13
91
FUNO
13-2
91
GASN
11-2
91
GBM
14
91
GBM
14-2
91
GCARSO
12
91
HERDEZ
13-2
91
HICOAM
07
91
HOLCIM
12
91
HOLCIM
14
91
HSCCICB
06
91
IBDROLA
08
91
IDEAL
11-2
91
IENOVA
13-2
91
IJETCB
13
91
INCARSO
12
91
KUO
10
91
MONTPIO
14
91
NAVISCB
13
91
NEMAK
07
91
PCARFM
12
91
SCRECB
12
91
TLEVISA
14
91
TOYOTA
14
91
URBI
11
91
VTOSCB
13
91
VWLEASE
12
91
VWLEASE
13
91
VWLEASE
13-2
91
VWLEASE
14
91
XIGNUX
13
91
XIGNUX
14
95
CEDEVIS
06-4U
95
CEDEVIS
07U
95
CEDEVIS
10-3U
95
CEDEVIS
10-6U
95
CFECB
06-2
95
CFEHCB
08
95
FEFA
14
95
FNCOT
13
95
FNCOT
14
95
FOVIHIT
09U
95
IFCOTCB
13
95
PEMEX
12
95
PEMEX
14
95
TFOVIS
13-2U
95
TFOVIS
13-3U
95
TFOVIS
14U
95
TFOVIS
14-2U
97
BRHCCB
08U
EMIT. POR MUNIC. Y EDOS. SIN AVAL DEL GOB. FED.
90
PAMMCB
14U
ORGANISMOS INTERNACIONALES
JI
CABEI
1-13
JI
CABEI
1-14
91
BLADEX
12
91
BLADEX
14
VALORES RESTRINGIDOS O DADOS EN GARANTIA
AIM
FCSTONE
0002779
AIM
GBM
0777641
BI
CETES
150326
EAIM
FCSTONE
0002779
SERVICIOS FINANCIEROS
1C
CETETRC
ISHRS
1C
CORPTRC
ISHRS
TOTAL DIRECTO
VALORES EN REPORTO
GUBERNAMENTALES
LD
BONDESD
180816
TOTAL REPORTO
INSTRUMENTOS FINANCIEROS DERIVADOS
FUTUROS
FB
DC24
MR15
FC
PE
H5
FC
PE
H5
FC
PE
H5
FC
PE
H5
FC
PE
H5
FC
RX
H5
FC
RX
H5
FC
RX
H5
FC
RX
H5
FC
US
H5
FC
US
H5
OPCIONES
OC
USG5
C14600
OC
USG5
C14600
OC
USG5
C14700
OC
USG5
P14000
OD
DA14200
C
OD
DA14800
C
TOTAL DERIVADOS
TOTAL DE INVERSION EN VALORES
Serie
Calif. / Bursatilidad
mxA-1+
HR AAA
HR AAA
Cant. Títulos
Valor Razonable
Participación Porcentual
291,982
250,000
525,126
2,901,992.16
33,494,202.75
294,411,790.55
0.04
0.46
4.03
AAA(mex)
mxAAA
mxAAA
mxAAA
AAA(mex)
AAA(mex)
mxAAA
mxAA+
1,258,598
31,781
1,256,282
1,500,000
1,500,000
191,880
1,000,000
414,237
6,000
18,473,075.77
5,256,733.83
125,869,151.12
150,496,677.00
150,387,147.00
19,240,653.98
101,060,803.00
41,593,851.99
135,478.05
0.25
0.07
1.72
2.06
2.06
0.26
1.38
0.57
0.00
BBB
BBB
A
Aa3
BBB
BBB+
AAA(mex)
AAA(mex)
AA+(mex)
AA+(mex)
mxAAA
mxAAA
mxAAA
AAA(mex)
mxAAA
mxAAA
AA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AA(mex)
AA(mex)
AA+(mex)
AA(mex)
Aaa.mx
mxAAA
mxAAA
mxCC
mxAA+
Aa2.mx
mxAAA
HR AAAA(mex)
mxA
HR AA
mxAAA
mxAA
AAA(mex)
mxAAA
AAA(mex)
mxAAA
C.mx
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
mxAAmxAAmxAAA
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
mxAAA
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
Aaa.mx
AAA(mex)
AAA(mex)
AAA(mex)
mxAAA
B3.mx
1,000
1,050
5,000
35
2,500
139
134
5,755
214,180
700,000
300,000
250,000
324,575
500,000
168,333
528,584
500,000
700,000
283,440
737,867
250,000
1,201,445
1,240,000
1,000,000
1,281,139
700,000
3,944
1,112,318
600,000
100,000
8,151
161,152
736,438
30,000
319,291
857,800
450,000
700,000
1,076,878
364,992
1,000,000
400,000
508,885
60,000
553,577
52,259
428,000
600,000
1,810,000
200,000
267,265
77,473
213,000
58,905
59,994
651,832
1,150,000
350,000
800,000
500,000
2,043,171
2,000,000
4,075,740
2,600,000
169,316
396,944
175,108
117,031
144,300
10,947,325.66
16,272,003.97
69,710,386.60
35,217,796.17
27,667,582.78
138,295,318.74
197,489,963.50
625,383.00
21,497,844.80
70,816,667.60
33,102,992.70
25,022,500.00
32,557,106.87
50,044,554.00
16,909,231.31
53,067,794.32
50,048,509.00
70,222,916.40
28,432,640.19
75,213,016.10
27,159,758.00
120,517,328.81
124,102,406.64
100,010,548.00
128,947,589.67
70,680,623.30
417,792.70
111,416,164.48
60,326,755.20
1,371,609.10
925,652.31
16,177,755.34
73,718,716.36
2,162,141.07
32,217,976.94
86,893,577.09
45,106,444.80
70,348,382.30
111,502,581.09
36,618,484.13
100,768,094.00
40,171,298.00
51,058,569.37
600,000.00
55,608,629.26
5,238,736.06
43,003,847.84
60,261,438.00
181,678,496.60
20,969,740.60
26,956,321.44
11,430,375.64
47,033,180.50
3,421,287.93
19,185,070.48
9,853,483.61
40,567,326.40
35,034,591.90
80,271,890.40
50,033,098.00
112,046,565.95
201,080,928.00
409,822,304.53
259,512,411.60
75,289,340.21
187,942,054.54
90,956,445.10
60,507,782.49
8,266,162.01
0.15
0.22
0.95
0.48
0.38
1.89
2.70
0.01
0.29
0.97
0.45
0.34
0.45
0.68
0.23
0.73
0.68
0.96
0.39
1.03
0.37
1.65
1.70
1.37
1.76
0.97
0.01
1.52
0.83
0.02
0.01
0.22
1.01
0.03
0.44
1.19
0.62
0.96
1.53
0.50
1.38
0.55
0.70
0.01
0.76
0.07
0.59
0.82
2.49
0.29
0.37
0.16
0.64
0.05
0.26
0.13
0.56
0.48
1.10
0.68
1.53
2.75
5.61
3.55
1.03
2.57
1.24
0.83
0.11
mxAAA
mxAAA
mxAAA
AAA(mex)
AAA(mex)
mxA-1+
BAJB
BAJB
HR AAA
187,311
108,692,534.69
1.49
1,200,000
1,686,708
852,563
800,000
120,569,510.40
169,279,222.56
85,454,403.24
80,369,472.00
1.65
2.32
1.17
1.10
7,894,586
9,985,364
508,018
12,180,907
7,894,586.00
9,986,203.00
5,049,161.44
12,180,907.00
0.11
0.14
0.07
0.17
293,400
1,571,007
30,132,180.00
14,484,684.54
6,119,767,713.57
0.41
0.20
83.73
12,022,261
1,191,846,117.51
1,191,846,117.51
16.31
16.31
1,080
4
19
177
1
56
16
15
4
10
15
15
-648,000.00
2,054.85
9,760.54
90,927.11
513.71
28,767.90
110,698.88
103,780.20
27,674.72
69,186.80
282,083.20
282,083.20
-0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
20
20
35
30
200
200
-467,845.31
-467,845.31
-537,792.77
6,880.08
-1,190,000.00
-408,000.00
-2,705,072.20
7,308,908,758.88
-0.01
-0.01
-0.01
0.00
-0.02
-0.01
-0.04
100.00
CLASIFICACIÓN
Discrecional
CALIFICACIÓN
AA/4
VaR Promedio
0.139%
Límite de VaR
0.533%
Para llevar a cabo la estimación del Valor en Riesgo (VaR) de mercado para las Sociedades de Inversión administradas por Operadora GBM, se acordó con la empresa Valor de Mercado
(Valmer) que sea ella quien lo realice, siguiendo los criterios metodológicos aprobados por la Unidad de Administración Integral de riesgos de la Operadora.
El método utilizado para la estimación del VaR es el conocido como simulación histórica, con los parámetros que se presentan a continuación:
- Un periodo de muestra de un año
- El nivel de confianza para el VaR fijado al 95%
- El horizonte temporal para el que se estime la posible minusvalía será de 1 día
_________________________________________________
Lic. José Manuel Fierro von Mohr