1. Internet

ALTERNA
AA/5HR
HR Ratings de México, S.A.
De C.V.
Deuda
Sociedad Discrecional
T.VALOR
90
EMISORA
SERIE
Cert.Bursatiles Municipales
CBPF
48
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
AAA(mex)
VALOR TOTAL
48,729,307
48,729,307
%
0.41%
0.41%
Cert.Bursatiles Corporativos
MFRISCO
13
INCARSO
13
AERMXCB
13
ELEKTRA
14
VWLEASE
12
FUNO
13
FIDEPCB
14
ELEKTRA
14-2
FORD
14
ELEKTRA
13
HOLCIM
14
VWLEASE
13
KUO
10
KUO
12
NRF
12
DINEXCB
12
CULTIBA
13
LAB
13
ALSEA
13
DAIMLER
14-3
NEMAK
07
INCARSO
12
GCARSO
12
SCRECB
12
VWLEASE
13-2
NRF
13
CADU
14
IDEAL
11-2
BIMBO
12
GDINIZ
12
LOMCB
12
CATFIN
12
AA-(mex)
AA(mex)
HRAA+
A(mex)
Aaa.mx
AAA(mex)
AA(mex)
A(mex)
AA(mex)
A(mex)
AAA(mex)
Aaa.mx
A(mex)
A(mex)
Aaa.mx
AA-(mex)
AA(mex)
AA(mex)
AA-(mex)
AAA(mex)
AA-(mex)
AA(mex)
AA+(mex)
AAA(mex)
Aaa.mx
Aaa.mx
A+(mex)
Aa2.mx
AA+(mex)
HRAmxBAaa.mx
4,047,101,044
297,409,851
295,439,496
269,796,219
214,553,242
212,714,707
203,972,058
203,948,850
200,213,115
199,072,157
193,177,796
170,999,119
164,894,939
134,944,437
132,386,716
130,463,048
127,051,276
120,239,441
97,055,758
87,442,820
84,124,549
82,757,449
80,764,538
68,591,902
66,408,824
50,223,965
50,201,109
50,111,468
30,108,168
10,764,639
7,945,480
8,390,339
933,569
34.00%
2.50%
2.48%
2.27%
1.80%
1.79%
1.71%
1.71%
1.68%
1.67%
1.62%
1.44%
1.39%
1.13%
1.11%
1.10%
1.07%
1.01%
0.82%
0.74%
0.71%
0.70%
0.68%
0.58%
0.56%
0.42%
0.42%
0.42%
0.25%
0.09%
0.07%
0.07%
0.01%
93
93
Cert.Bursa.Ref.a Papel Comercial
SICREA
00114
GDINIZ
00114
F2(mex)
HR3
62,133,651
50,131,509
12,002,142
0.52%
0.42%
0.10%
94
94
94
Certif. Bursatiles Bancarios
COMPART
12
VWBANK
12
BINTER
14-4
AA+(mex)
Aaa.mx
A(mex)
139,851,934
50,705,244
48,904,279
40,242,411
1.18%
0.43%
0.41%
0.34%
95
95
95
Cer.Bur.Emit.Ent.o Ins.Gob.Fed
IFCOTCB
13
TFOVIS
10-2U
CDVITOT
14U
AAA(mex)
AAA(mex)
AAA(mex)
89,753,407
40,207,378
28,763,404
20,782,625
0.76%
0.34%
0.24%
0.18%
BI
Cetes con Impuesto
CETES
AAA(mex)
2,728,324
2,728,324
0.02%
0.02%
CHD
Chequera Dolares
40-012
CHE
Chequera Euros
40-012
150723
CALIF / BURS
1148427
483,372
483,372
0.00%
0.00%
5514622
12,144
12,144
0.00%
0.00%
A
150,957,437
150,957,437
1.27%
1.27%
AAA(mex)
59,129,950
59,129,950
0.50%
0.50%
EAIM
Operaciones con Instrumentos Financieros Derivados
INLAT
11,811,512
11,811,512
0.10%
0.10%
FWD
Forward de Divisas
MXPEUR
-53,583
-53,583
0.00%
0.00%
D2
Eurobonos Empresas Priv.(Fix)
AMXL764
150116
D8
Titulos Emisoras Extranje.SIC
MLMXN
1-07
141212
IM
IM
IM
IM
IM
IM
Bonos Prot.Ahorro (BPAG28)
BPAG28
170223
BPAG28
161020
BPAG28
151112
BPAG28
160616
BPAG28
170518
BPAG28
161222
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
1,102,615,630
547,840,596
205,687,970
99,884,601
99,784,151
99,568,790
49,849,522
9.26%
4.60%
1.73%
0.84%
0.84%
0.84%
0.42%
IS
IS
Bonos Prot.al Ahorro Pago Sem.
BPA182
180104
BPA182
151210
AAA(mex)
AAA(mex)
121,672,895
70,926,268
50,746,627
1.02%
0.60%
0.43%
JE
Nota Estructurada sin Garantia
AMX
0619
AAA(mex)
93,779,077
93,779,077
0.79%
0.79%
JI
JI
Tit.Org.Financ.Multilaterales
CABEI
1-14
CABEI
1-13
Aaa.mx
Aaa.mx
381,153,680
280,704,026
100,449,654
3.20%
2.36%
0.84%
LD
LD
LD
LD
LD
Bondes D
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
170223
170622
170427
161229
161027
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
1,718,400,195
423,826,755
397,950,148
398,082,276
299,019,270
199,521,746
14.44%
3.56%
3.34%
3.34%
2.51%
1.68%
M
M
M
Bonos Gob. Fed. Tasa fija (20)
BONOS
241205
BONOS
181213
BONOS
191211
AAA(mex)
AAA(mex)
AAA(mex)
1,029,908,244
546,819,441
305,517,631
177,571,172
8.65%
4.59%
2.57%
1.49%
Q
Q
Q
Obligaciones Subordinadas(FIX)
BAZTECA
08
BANORTE
08
BANORTE
08-2
BBB(mex)
Aa2.mx
Aa1.mx
297,856,097
200,587,098
95,413,720
1,855,279
2.50%
1.69%
0.80%
0.02%
S
S
S
Udibonos
UDIBONO
UDIBONO
UDIBONO
141218
160616
190613
AAA(mex)
AAA(mex)
AAA(mex)
1,457,636,928
764,336,629
493,090,432
200,209,867
12.24%
6.42%
4.14%
1.68%
Swaps Entregables
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
1MXPTIE
181015
241007
241008
241028
190610
241031
241031
180912
181015
-2,391,620
-157,500
-93,250
54,750
-6,800
-368,820
-380,100
-264,000
-577,500
-598,400
-0.02%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.01%
-0.01%
REPORTOS
BONDESD
BONDESD
BONDESD
160505
191003
190207
1,091,648,318
987,068,405
100,008,357
4,571,556
9.17%
8.29%
0.84%
0.04%
11,904,917,943
11,358,739,727
100.00%
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
LD
LD
LD
AAA(mex)
AAA(mex)
AAA(mex)
TOTAL CARTERA
ACTIVO NETO
Cartera al:
Límite Máximo de VaR:
PARÁMETROS:
13/11/2014
0.492%
Var Promedio:
0.015%
Modelo Histórico,1 día con un nivel de confianza al 95% con 252
observaciones.
Límite autorizado por CNBV %