1. Internet

ACTIMED
AA/3HR
HR Ratings de México, S.A.
De C.V.
Deuda
Sociedad de Mediano Plazo
T.VALOR
90
EMISORA
SERIE
Cert.Bursatiles Municipales
CBPF
48
AAA(mex)
VALOR TOTAL
278,554,946
278,554,946
%
0.90%
0.90%
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
91
Cert.Bursatiles Corporativos
FUNO
13
INCARSO
12
INCARSO
13
GCARSO
12
NRF
13
TLEVISA
14
NRF
12
ELEKTRA
14
ARCA
09-4
DINEXCB
12
VWLEASE
12
VWLEASE
13
ELEKTRA
13
KIMBER
07
DAIMLER
14
MFRISCO
13
AERMXCB
13
CULTIBA
13
IENOVA
13-2
NEMAK
07
BLADEX
14
DAIMLER
14-3
DAIMLER
12-2
TOYOTA
12
DAIMLER
14-2
ARCA
10-2
IDEAL
11-2
CATFIN
12
VTOSCB
13
KUO
12
KUO
10
BIMBO
12
KIMBER
13-2
HERDEZ
14
KIMBER
10
TELMEX
09-4
FIDEPCB
14
CATFIN
14
HERDEZ
11
VWLEASE
14
VWLEASE
13-2
AC
13
VWLEASE
14-2
LAB
13-2
CATFIN
11
AC
11
SCRECB
12
LIVEPOL
12
TOYOTA
14
TELMEX
08
GDINIZ
12
BIMBO
09-2
XIGNUX
07
LOMCB
12
AC
11-2
CALIF / BURS
AAA(mex)
AA(mex)
AA(mex)
AA+(mex)
Aaa.mx
AAA(mex)
Aaa.mx
A(mex)
AAA(mex)
AA-(mex)
Aaa.mx
Aaa.mx
A(mex)
AAA(mex)
AAA(mex)
AA-(mex)
HRAA+
AA(mex)
Aaa.mx
AA-(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aa2.mx
Aaa.mx
HRAAA
A(mex)
A(mex)
AA+(mex)
AAA(mex)
AA(mex)
AAA(mex)
Aaa.mx
AA(mex)
Aaa.mx
AA(mex)
Aaa.mx
Aaa.mx
AAA(mex)
Aaa.mx
AA(mex)
Aaa.mx
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
HRAAA+(mex)
AA(mex)
mxBAAA(mex)
11,091,411,166
885,134,572
672,814,020
601,796,502
522,378,025
512,391,737
435,806,352
403,952,066
382,465,186
366,767,678
359,659,858
340,560,514
329,880,230
330,192,336
298,491,171
295,850,557
288,034,920
285,523,597
280,784,361
259,702,737
236,372,181
235,583,475
200,427,928
197,344,742
198,906,665
154,034,978
147,010,767
149,650,623
143,362,347
143,069,404
129,762,757
108,172,485
108,032,168
100,311,663
100,135,957
85,906,508
70,862,973
71,714,535
70,116,416
60,250,559
62,412,168
60,310,780
50,067,532
50,086,027
50,395,536
41,638,651
40,143,029
40,230,963
36,751,166
21,913,614
21,950,827
15,910,042
12,637,863
11,061,828
6,823,191
5,862,399
35.93%
2.87%
2.18%
1.95%
1.69%
1.66%
1.41%
1.31%
1.24%
1.19%
1.17%
1.10%
1.07%
1.07%
0.97%
0.96%
0.93%
0.93%
0.91%
0.84%
0.77%
0.76%
0.65%
0.64%
0.64%
0.50%
0.48%
0.49%
0.46%
0.46%
0.42%
0.35%
0.35%
0.33%
0.32%
0.28%
0.23%
0.23%
0.23%
0.20%
0.20%
0.20%
0.16%
0.16%
0.16%
0.14%
0.13%
0.13%
0.12%
0.07%
0.07%
0.05%
0.04%
0.04%
0.02%
0.02%
93
93
93
93
93
93
93
Cert.Bursa.Ref.a Papel Comercial
FACILSA
05313
FORD
01114
GMFIN
02914
FORD
01914
GMFIN
01714
FORD
03714
GMFIN
01614
F1+(mex)
F1+(mex)
F1+(mex)
F1+(mex)
F1+(mex)
F1+(mex)
F1+(mex)
343,023,392
100,144,627
49,536,573
45,083,604
39,091,761
40,056,044
40,030,156
29,080,627
1.11%
0.32%
0.16%
0.15%
0.13%
0.13%
0.13%
0.09%
94
94
94
94
94
94
94
94
94
94
94
94
94
94
94
Certif. Bursatiles Bancarios
BANAMEX
10
BINBUR
13
BINBUR
12-3
BINBUR
14
BINBUR
13-3
VWBANK
12
BINBUR
13-4
COMPART
12
BINTER
14-4
VWBANK
11
BINBUR
12-4
BINBUR
14-3
COMPART
11
COMPART
10
BINBUR
14-5
AAA(mex)
HRAAA
HRAAA
HRAAA
HRAAA
Aaa.mx
HRAAA
AA+(mex)
A(mex)
Aaa.mx
HRAAA
HRAAA
AA+(mex)
AA+(mex)
HRAAA
2,505,302,246
484,659,562
306,980,660
293,986,900
264,105,202
251,025,638
195,992,248
194,137,477
147,655,664
100,685,625
80,158,199
70,566,016
40,003,211
30,325,977
24,984,255
20,035,612
8.12%
1.57%
0.99%
0.95%
0.86%
0.81%
0.64%
0.63%
0.48%
0.33%
0.26%
0.23%
0.13%
0.10%
0.08%
0.07%
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
95
Cer.Bur.Emit.Ent.o Ins.Gob.Fed
FEFA
13
CFE
13
IFCOTCB
13
PEMEX
12
FEFA
12
FEFA
14
CFECB
06-2
CFEGCB
13
PEMEX
10-2
CFEHCB
07-2
CFECB
10
CFEHCB
07
CEDEVIS
06-4U
CFECB
10-2
FEFA
12-2
CFEHCB
07-3
CFECB
07
TFOVIS
10-3U
CFECB
05
CFECB
06
PEMEX
11
CFEHCB
08
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
Aaa.mx
AAA(mex)
3,292,203,838
640,967,097
512,172,638
437,708,523
355,443,579
222,132,139
153,752,959
126,588,495
120,852,206
117,559,751
85,858,315
84,638,338
65,669,579
64,564,759
60,425,313
62,276,502
53,877,388
44,167,143
42,231,871
16,142,218
12,732,670
7,526,173
4,916,182
10.66%
2.08%
1.66%
1.42%
1.15%
0.72%
0.50%
0.41%
0.39%
0.38%
0.28%
0.27%
0.21%
0.21%
0.20%
0.20%
0.18%
0.14%
0.14%
0.05%
0.04%
0.02%
0.02%
480,000
480,000
0.00%
0.00%
AAA(mex)
AAA(mex)
313,540,896
307,559,016
5,981,880
1.02%
1.00%
0.02%
3,668,331
3,668,331
0.01%
0.01%
5500702
12,221
12,221
0.00%
0.00%
D2
D2
Eurobonos Empresas Priv.(Fix)
AMXL764
150116
TFON023
310116
A
A
229,992,510
179,869,080
50,123,430
0.75%
0.58%
0.16%
D8
Titulos Emisoras Extranje.SIC
MLMXN
1-07
AAA(mex)
196,673,296
196,673,296
0.64%
0.64%
FB
FB
Futuros sobre Tasas y Bonos M3
TE28
DC14
TE28
DC14
AIM
Operaciones con Instrumentos Financieros Derivados
ACTINVE
Cetes con Impuesto
CETES
CETES
150723
150723
CHD
Chequera Dolares
40-012
3705536
CHE
Chequera Euros
40-012
BI
BI
FWD
Forward de Divisas
MXPEUR
141216
0
0
0
0.00%
0.00%
0.00%
-324,055
-324,055
0.00%
0.00%
I
I
Pagare de Rend.Liquidable Vto.
BACTINV
14504
BACTINV
15014
F1(mex)
F1(mex)
1,764,701,730
1,047,611,250
717,090,480
5.72%
3.39%
2.32%
IM
IM
IM
IM
IM
IM
IM
Bonos Prot.Ahorro (BPAG28)
BPAG28
170223
BPAG28
161222
BPAG28
170518
BPAG28
151112
BPAG28
160204
BPAG28
160616
BPAG28
161020
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
1,047,064,589
249,230,748
199,575,364
199,299,506
149,366,346
99,881,853
99,876,044
49,834,728
3.39%
0.81%
0.65%
0.65%
0.48%
0.32%
0.32%
0.16%
IQ
IQ
IQ
Bonos Prot. Ahorro (BPAG91)
BPAG91
170420
BPAG91
170629
BPAG91
151001
AAA(mex)
AAA(mex)
AAA(mex)
448,141,588
249,382,583
99,934,004
98,825,001
1.45%
0.81%
0.32%
0.32%
IS
IS
Bonos Prot.al Ahorro Pago Sem.
BPA182
160331
BPA182
171005
AAA(mex)
AAA(mex)
184,529,751
134,204,776
50,324,975
0.60%
0.44%
0.16%
JE
Nota Estructurada sin Garantia
AMX
0619
AAA(mex)
125,477,830
125,477,830
0.41%
0.41%
JI
JI
JI
Tit.Org.Financ.Multilaterales
CABEI
1-13
CABEI
1-11
CABEI
1-12
Aaa.mx
Aaa.mx
Aaa.mx
LD
LD
LD
LD
LD
LD
LD
LD
LD
Bondes D
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
M
M
Q
Q
Q
S
S
S
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
LD
LD
LD
IQ
598,982,392
278,691,787
230,185,128
90,105,477
1.94%
0.90%
0.75%
0.29%
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
3,674,261,659
748,899,803
674,522,219
550,024,152
531,617,821
423,147,918
295,331,256
199,471,402
151,815,096
99,431,992
11.90%
2.43%
2.19%
1.78%
1.72%
1.37%
0.96%
0.65%
0.49%
0.32%
Bonos Gob. Fed. Tasa fija (20)
BONOS
241205
BONOS
181213
AAA(mex)
AAA(mex)
1,380,220,538
1,061,795,914
318,424,624
4.47%
3.44%
1.03%
Obligaciones Subordinadas(FIX)
BAZTECA
08
BANORTE
08
BANORTE
08-2
BBB(mex)
Aa2.mx
Aa1.mx
343,800,821
200,023,862
97,351,886
46,425,073
1.11%
0.65%
0.32%
0.15%
Udibonos
UDIBONO
UDIBONO
UDIBONO
141218
160616
190613
AAA(mex)
AAA(mex)
AAA(mex)
1,676,733,275
802,089,081
583,871,744
290,772,450
5.43%
2.60%
1.89%
0.94%
Swaps Entregables
2TIEMXP
1MXPTIE
2TIEMXP
2TIEMXP
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
2TIEMXP
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
150129
180202
150305
150618
180912
180921
181015
241007
241008
161031
241028
190610
190610
241031
241031
241105
241105
241106
241106
241107
200127
-6,046,270
702,800
-1,273,200
198,100
266,400
-829,760
-746,050
-1,025,750
-307,600
-165,250
288,800
-335,900
-662,310
-184,050
-1,369,350
-1,252,650
-216,200
-157,900
277,600
519,400
221,600
5,000
-0.02%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
REPORTOS
BONDESD
BONDESD
BONDESD
BPAG91
161027
161229
170824
180816
1,378,088,009
716,569,012
284,869,513
277,671,238
98,978,246
4.46%
2.32%
0.92%
0.90%
0.32%
30,870,494,699
31,719,293,988
100.00%
160901
161027
170223
170427
170622
160505
161229
171221
171019
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
TOTAL CARTERA
ACTIVO NETO
Cartera al:
Límite Máximo de VaR:
PARÁMETROS:
20/11/2014
0.134%
Var Promedio:
0.008%
Modelo Histórico,1 día con un nivel de confianza al 95% con
252 observaciones.
Límite autorizado por CNBV %