SCOTIA2 AAA/4 SOCIEDAD DE INVERSION EN INSTRUMENTOS DE DEUDA T.VALOR LD LD LD LD LD LD LD LD LD LD LD F F F F F F EMISORA SERIE CALIF / BURS VALOR TOTAL % Bondes D BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD BONDESD 171221 160630 180419 171019 181213 191003 170223 170622 200528 200402 170824 AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) 387,423,410 50,223,178 50,128,225 49,911,354 45,125,497 39,935,960 39,811,141 30,009,559 29,971,939 24,886,170 19,913,905 7,506,482 24.30% 3.15% 3.14% 3.13% 2.83% 2.50% 2.50% 1.88% 1.88% 1.56% 1.25% 0.47% Cedes BSCTIA BSCTIA BSCTIA HSBCMX BINTER BSCTIA 16018 16005 16001 16002 15017 16019 F1+(mex) F1+(mex) F1+(mex) F1+(mex) MX-2 F1+(mex) 250,434,409 50,152,387 50,079,358 50,034,067 50,022,703 30,100,456 20,045,438 15.71% 3.15% 3.14% 3.14% 3.14% 1.89% 1.26% 2P Cert. Bursatil Segregable BCM0001 161027 AAA(mex) 10,180,644 10,180,644 0.64% 0.64% 94 94 94 94 Cert. Bursatiles Bancarios BINBUR 13-4 SCOTIAB 13 BSANT 16 SCOTIAB 15 mxAAA AAA(mex) AAA(mex) AAA(mex) 95,304,083 40,095,290 25,143,533 20,039,702 10,025,558 5.98% 2.51% 1.58% 1.26% 0.63% 91 91 91 91 91 91 91 91 91 91 91 91 91 91 Certificado Bursatil SCRECB DAIMLER VWLEASE VWLEASE BACHOCO DAIMLER NRF ARCA FUNO BLADEX GASN HICOAM CATFIN CATFIN AAA(mex) AAA(mex) mxAAA mxAAA AAA(mex) AAA(mex) mxAAA AAA(mex) AAA(mex) AAA(mex) mxAA+ AAA(mex) mxAAA mxAAA 223,448,909 32,373,295 30,093,144 29,937,809 27,035,831 22,970,384 20,026,335 15,043,367 10,459,337 10,111,285 9,771,700 5,988,020 4,272,780 2,863,513 2,502,109 14.01% 2.03% 1.89% 1.88% 1.70% 1.44% 1.26% 0.94% 0.66% 0.63% 0.61% 0.38% 0.27% 0.18% 0.16% D8 D8 Eurobonos a Mediano Plazo MXP METLIFE 1-06 JPM 5-07 AAA- 50,618,469 30,968,239 19,650,230 3.17% 1.94% 1.23% JI JI Tit. Deuda de Org. Multilat. CABEI 1-13 CABEI 2-15 mxAAA mxAAA 45,148,071 30,088,282 15,059,789 2.83% 1.89% 0.94% 95 95 95 95 95 95 95 95 95 95 95 95 95 95 Valores paraestatales Rendim. CEDEVIS 12U CDVITOT 11-3U CEDEVIS 11-2U IFCOTCB 13 CFECB 09 CEDEVIS 10-6U CEDEVIS 05-3U TFOVIS 12-4U HITOTAL 10U CDVITOT 13U CDVITOT 11U TFOVIS 10-4U CEDEVIS 13U CFEHCB 09U AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) AAA(mex) mxAAA AAA(mex) AAA(mex) mxAAA AAA(mex) AAA(mex) AAA(mex) AAA(mex) 160,168,976 24,656,371 23,053,173 21,746,789 21,564,343 8,550,443 8,533,416 7,251,006 7,228,272 7,120,727 6,819,302 6,347,774 6,035,637 6,016,042 5,245,681 10.04% 1.55% 1.45% 1.36% 1.35% 0.54% 0.54% 0.46% 0.45% 0.45% 0.43% 0.40% 0.38% 0.38% 0.33% IQ Reportos BPAG91 AAA(mex) 371,887,087 371,887,087 23.32% 23.32% 1,594,614,058 1,602,033,163 6,087,726 472,765 100.00% 12 14-2 13-2 13 12 15-2 13 09-3 13 14 15-2 07 12 11 190417 TOTAL CARTERA ACTIVO NETO VAR ESTABLECIDO $ VAR OBSERVADO PROMEDIO $ Cartera al: 0.38% 0.03% 29/Abr/2016 La metodología utilizada para calcular el VaR es paramétrica al 95% de confianza con un año de historia y con un horizonte temporal de 1 día. Clasificación: Mediano Plazo General. Esta cartera se actualiza el quinto día hábil de cada mes
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