cartera semanal
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 Eurobonos Empresas Priv.(Spot) BANOA79 190715 HSBCR16 150415 MSL74 150126 BACB14 150401 JPMP82 200115 TZA073 150902 GST58 150503 JPMP51 150320 PEMEK76 180718 CEMEX 300915 CSE70 150323 ELEK762 060818 TZA954 200918 GEM13 151211 KUOE67 041222 BACD79 150901 AMXLF14 160912 TZA152 250518 SIGMC38 140418 TELMEX3 270115 ARBA715 160523 DBA75 020315 PETBT80 270116 ICASN42 040221 ICASQ72 240717 PEMEX 151118 D5SP Treasury Notes T. cambio SPOT TNOT824 160229 LD LD REPORTOS BONDESD BONDESD SERIE CALIF / BURS VALOR TOTAL 658,857,885 658,857,885 % 14.60% 14.60% 982,162,746 444,031,593 302,270,193 235,860,960 21.76% 9.84% 6.70% 5.23% BBB B B A+ 2,173,339,539 203,970,907 149,676,215 149,343,189 147,152,411 134,074,927 64,294,486 58,988,780 29,551,304 264,960,916 180,019,688 153,862,684 127,877,248 88,403,213 73,658,487 65,644,522 45,404,165 44,263,776 42,200,057 33,915,966 30,065,255 26,686,185 24,647,505 14,886,312 10,811,336 8,266,049 713,956 48.15% 4.52% 3.32% 3.31% 3.26% 2.97% 1.42% 1.31% 0.66% 5.87% 3.99% 3.41% 2.83% 1.96% 1.63% 1.45% 1.01% 0.98% 0.94% 0.75% 0.67% 0.59% 0.55% 0.33% 0.24% 0.18% 0.02% AAA 146,471,108 146,471,108 3.25% 3.25% AAA(mex) AAA(mex) 552,814,154 308,419,695 244,394,459 12.25% 6.83% 5.42% 4,513,645,432 3,961,801,564 100.00% 5429617 181227 181227 BBB+ BBB+ BBB+ BBB A+ A A A+ A A+ BBB+ BBA BBBBAA+ BB A BBBBBA TOTAL CARTERA ACTIVO NETO Cartera al: Límite Máximo de VaR: PARÁMETROS: 15/Ene/2015 1.058% Var Promedio: 0.567% Modelo Histórico,1 día con un nivel de confianza al 95% con 252 observaciones. Límite autorizado por CNBV %
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