1. Educación

GBMM3 GBM FONDO PARA PERSONAS MORALES EXENTAS, S.A. DE C.V.
CARTERA DE VALORES AL 05 febrero, 2015
Tipo Valor
Emisora
Serie
VALORES EN DIRECTO
VALORES GUBERNAMENTALES FED. NAC.
BI
CETES
150326
M
BONOS
241205
S
UDIBONO
160616
BANCARIOS
CHD
BANAMEX
3795519
94
BINBUR
12-2
94
BINBUR
12-4
94
BINBUR
13
94
BINBUR
13-3
94
BINBUR
13-4
94
SCOTIAB
12
94
SCOTIAB
13
94
VWBANK
12
97
HSBCCB
07
PRIVADOS
D2
CONM151
351215
D2SP
ARRUA25
190722
D2SP
IDESA82
201218
D2SP
POSA619
151118
D8
METLIFE
1-06
D8
MLMXN
1-07
D8
SANTAN
2-07
D8
SANTAN
3-07
91
ARCA
09-3
91
BACHOCO
12
91
BIMBO
09-2
91
BNPMEX
11
91
CATFIN
11
91
CATFIN
12
91
CATFIN
14
91
DAIMLER
14
91
DAIMLER
14-3
91
DALTOCB
13
91
DHIC
14
91
FACILSA
13
91
FACILSA
14
91
FUNO
13
91
GBM
14
91
GCARSO
12
91
HERDEZ
11
91
HERDEZ
13-2
91
HICOAM
07
91
HOLCIM
12
91
HOLCIM
12-2
91
HOLCIM
14
91
IBDROLA
08
91
IENOVA
13-2
91
IJETCB
13
91
INCARSO
12
91
KUO
10
91
KUO
12
91
MONTPIO
14
91
NAVISCB
13
91
NEMAK
07
91
NRF
12
91
NRF
13
91
PCARFM
12
91
SCRECB
12
91
TLEVISA
14
91
TOYOTA
14
91
URBI
11
91
VINTE
14
91
VTOSCB
13
91
VWLEASE
12
91
VWLEASE
13-2
91
VWLEASE
14
91
VWLEASE
14-2
91
ZONALCB
06U
91
ZONALCB
06-2U
91
ZONALCB
06-3U
95
CDVITOT
14U
95
CEDEVIS
04U
95
CEDEVIS
05U
95
CEDEVIS
06U
95
CEDEVIS
07U
95
CEDEVIS
10-3U
95
CEDEVIS
10-6U
95
CFECB
05
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
91
BLADEX
12
91
BLADEX
14
VALORES RESTRINGIDOS O DADOS EN GARANTIA
AIM
FCSTONE
0002781
AIM
GBM
0777687
BI
CETES
150326
EAIM
FCSTONE
0002781
SERVICIOS FINANCIEROS
1C
CETETRC
ISHRS
TOTAL DIRECTO
VALORES EN REPORTO
GUBERNAMENTALES
LD
BONDESD
171019
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
OPCIONES
OC
USH5
C15300
OC
USH5
C15400
OC
USH5
C15400
OC
USH5
C15400
OC
USH5
C15400
OC
USH5
C15500
OC
USH5
C15500
OD
DA14200
C
OD
DA14800
C
TOTAL DERIVADOS
TOTAL DE INVERSION EN VALORES
Calif. / Bursatilidad
HR+1
HR AAA
HR AAA
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
AAA(mex)
AAA(mex)
mxAAA
mxAA+
BBB
BBB
Aa3
mxAAA
BBB
BBB+
AAA(mex)
AA+(mex)
AA+(mex)
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
AA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AA(mex)
AA+(mex)
AA(mex)
AA(mex)
Aaa.mx
mxAAA
mxAAA
mxAAA
mxAA+
mxAAA
HR AAAA(mex)
mxA
mxA
HR AA
mxAAA
mxAA
mxAAA
mxAAA
AAA(mex)
mxAAA
AAA(mex)
mxAAA
C.mx
mxA+
mxAAA
mxAAA
mxAAA
mxAAA
mxAAA
AA(mex)
HR A
B-(mex)
AAA(mex)
AAA(mex)
mxAAA
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
mxAAA
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
mxAAA
AAA(mex)
AAA(mex)
AAA(mex)
mxAAA
B3.mx
mxAAA
AAA(mex)
AAA(mex)
HR+1
Cant. Títulos
Participación Porcentual
1,680,697.17
20,458,735.65
29,835,728.69
0.03
0.39
0.57
5,319
600,000
1,029,074
2,268,650
600,000
500,000
631,257
371,325
516,853
113,000
78,580.34
60,095,119.80
103,323,819.94
227,400,780.26
60,155,667.60
50,163,808.50
63,375,600.13
37,518,640.87
51,889,160.78
2,496,558.95
0.00
1.15
1.97
4.34
1.15
0.96
1.21
0.72
0.99
0.05
1,000
1,000
1,700
5,000
2,500
25
92
68
4,396
250,000
350,000
560,000
122,084
311,079
500,000
95,180
132,072
555,005
482,000
271,863
700,000
1,379,530
1,220,000
578,928
387,872
500,000
3,012
1,139,124
460,040
589,576
6,226
475,777
20,000
574,462
553,137
300,000
450,000
389,000
903,968
107,683
900,000
300,000
506,035
350,000
500,000
40,000
281,180
700,000
894,965
450,000
700,000
500,000
10,640
4,256
6,384
214,466
182,200
31,660
14,475
214,491
138,192
35,996
1,854,821
350,000
1,106,094
500,000
1,342,693
1,078,407
1,331,000
1,100,000
100,000
277,862
116,738
90,460
72,393
11,102,615.99
13,110,455.31
25,880,955.98
70,488,883.44
26,643,490.03
24,643,457.32
92,019,026.07
100,352,403.81
478,764.10
25,287,014.25
38,751,418.65
56,050,436.40
12,225,932.48
31,202,011.04
50,059,121.00
9,546,249.04
13,217,761.01
55,523,247.43
48,353,594.60
27,274,562.77
70,210,317.80
140,643,182.83
122,100,822.02
58,265,348.27
38,878,788.99
50,496,021.50
321,052.70
114,064,913.89
46,308,704.73
59,293,615.28
679,705.74
47,627,527.17
1,407,159.46
57,957,874.45
55,986,809.65
30,402,112.50
45,398,453.85
39,076,020.17
93,539,458.31
10,797,215.15
90,324,603.90
30,091,698.60
51,143,238.96
35,149,216.55
50,169,926.50
400,000.00
27,987,475.12
70,343,985.60
89,702,868.19
45,210,828.60
70,257,782.70
50,081,521.50
4,238,601.51
1,680,864.93
2,199,926.30
105,031,955.60
11,320,751.03
2,969,259.66
2,576,665.94
47,447,459.73
8,039,474.93
11,530,031.96
9,336,551.26
35,034,361.95
110,976,590.03
50,037,839.00
73,764,752.56
108,385,990.03
133,735,748.16
109,865,943.00
43,812,545.20
130,209,989.65
60,025,006.39
46,179,194.97
3,749,584.21
0.21
0.25
0.49
1.34
0.51
0.47
1.76
1.91
0.01
0.48
0.74
1.07
0.23
0.60
0.96
0.18
0.25
1.06
0.92
0.52
1.34
2.68
2.33
1.11
0.74
0.96
0.01
2.18
0.88
1.13
0.01
0.91
0.03
1.11
1.07
0.58
0.87
0.75
1.78
0.21
1.72
0.57
0.98
0.67
0.96
0.01
0.53
1.34
1.71
0.86
1.34
0.96
0.08
0.03
0.04
2.00
0.22
0.06
0.05
0.91
0.15
0.22
0.18
0.67
2.12
0.95
1.41
2.07
2.55
2.10
0.84
2.48
1.15
0.88
0.07
165,848
98,037,542.16
1.87
513,647
1,254,005
51,467,883.98
125,974,122.02
0.98
2.40
5,213,801
6,886,250
331,283
5,609,198
5,213,801.00
6,886,832.00
3,300,120.33
5,609,198.00
0.10
0.13
0.06
0.11
85,000
8,741,400.00
4,552,382,537.57
0.17
86.85
6,923,202
690,273,295.68
690,273,295.68
13.17
13.17
630
15
121
50
9
20
11
10
189,000.00
26,592.30
214,511.22
88,641.00
15,955.38
35,456.40
7,460.44
6,782.22
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
10
4
3
5
4
13
15
150
150
-30,008.67
-7,386.75
-5,540.06
-9,233.44
-7,386.75
-18,005.20
-20,775.23
-963,000.00
-279,000.00
-755,937.14
5,241,899,896.11
0.00
0.00
0.00
0.00
0.00
0.00
0.00
-0.02
-0.01
-0.01
100.00
BAJB
HR AAA
Valor Razonable
168,717
150,000
53,167
CLASIFICACIÓN
Discrecional
CALIFICACIÓN
AA/4
VaR Promedio
0.041%
Límite de VaR
0.512%
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