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 %