1. No category

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