SURREAL AAA/6F SOCIEDAD DE INVERSION EN INSTRUMENTOS DE DEUDA LARGO PLAZO TASA REAL T.VALOR EMISORA SERIE CALIF / BURS VALOR TOTAL % 90 CERTIFICADOS BURSATILES (90) PAMMCB 14U mxAAA 22,610,246 22,610,246 1.164% 1.164% 91 91 91 91 91 CERTIFICADOS BURSATILES (91) RCO 12U CAMSCB 13U MAYACB 12U GANACB 11U TENIXCB 14U mxAAA AA(mex) Aa2.mx Aa2.mx AA+(mex) 93,159,113 34,021,219 18,527,731 17,949,699 12,259,338 10,401,127 4.795% 1.751% 0.954% 0.924% 0.631% 0.535% 94 CERTIF. BURSATILES BANCARIOS BACOMER 10U Aaa.mx 24,924,427 24,924,427 1.283% 1.283% D2 D2 EUROBONOS MXP CONM151 REDC933 BBB BBB+ 48,019,360 40,071,806 7,947,553 2.472% 2.063% 0.409% D8 D8 D8 EUROBONOS A MEDIANO PLAZO MXP MER 2-06 GS 1-10 5-07 BARCLAY AAA 56,693,482 24,582,778 24,519,010 7,591,694 2.918% 1.265% 1.262% 0.391% 95 95 95 95 95 VALORES PARAESTATALES RENDIM. PEMEX 10U PEMEX 09U CEDEVIS 06-4U CFECB 09U CEDEVIS 06-3U mxAAA mxAAA mxAAA Aaa.mx mxAAA 76,892,940 43,287,540 27,314,299 3,799,392 1,795,084 696,625 3.958% 2.228% 1.406% 0.196% 0.092% 0.036% M M M M BONOS BONOS BONOS BONOS BONOS 200611 220609 310529 231207 mxAAA mxAAA mxAAA mxAAA 32,940,313 22,981,450 5,807,045 2,375,668 1,776,151 1.695% 1.183% 0.299% 0.122% 0.091% S S S S S S S S UDIBONOS UDIBONO UDIBONO UDIBONO UDIBONO UDIBONO UDIBONO UDIBONO UDIBONO 201210 220609 401115 190613 251204 351122 160616 171214 mxAAA mxAAA mxAAA mxAAA mxAAA mxAAA mxAAA mxAAA 1,359,816,653 771,769,624 501,964,617 35,264,525 27,315,074 14,096,972 8,759,084 552,446 94,311 69.991% 39.723% 25.836% 1.815% 1.406% 0.726% 0.451% 0.028% 0.005% 1C TRACS DEUDA CORPORATIVA UDITRAC ISHRS 20,068,036 20,068,036 1.033% 1.033% 89,167,839 89,167,839 4.590% 4.590% 1,610,937 1,610,937 0.083% 0.083% 116,955,033 43,572,149 26,742,327 24,129,200 22,511,356 6.020% 2.243% 1.376% 1.242% 1.159% 351215 280610 BAJB I PAGARE CON RENDIMIENTO LIQUIDA BANOBRA 15085 97 Cert.Burs.Resp.x Hipot. BORHIS MTROFCB 08 mxAA D7 2U 2U 2U Varios BAC871 CBIC006 CBIC007 CBIC008 A mxAAA mxAAA mxAAA 251021 321125 221208 231207 TOTAL CARTERA ACTIVO NETO VAR ESTABLECIDO $ VAR OBSERVADO PROMEDIO $ Cartera al: 1,942,858,378 1,938,574,037 61,646,654 12,829,233 26-Feb-15 Metodo Historico, 1 dia con un nivel de confianza al 95% con 500 observaciones. 100.000% 3.180% 0.664%