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 Eurobonos Empresas Priv.(Spot) BANOA79 190715 HSBCR16 150415 BACB14 150401 TZA073 150902 GST58 150503 JPMP51 150320 PEMEK76 180718 CEMEX 300915 CSE70 150323 ELEK762 060818 TZA954 200918 JPMF47 011015 GEM13 151211 KUOE67 041222 BACD79 150901 AMXLF14 160912 TZA152 250518 SIGMC38 140418 ARBA715 160523 DBA75 020315 PETBT80 270116 ICASN42 040221 ICASQ72 240717 PEMEX 151118 SWP Swaps Entregables 1USDLUS 250210 REPORTOS BONDESD 170427 LD SERIE CALIF / BURS 5429617 BBB+ BBB+ BBB+ BBB A+ A A A+ BBB+ BBA BBBBAA+ BB A BBBBB- BBBB B A+ AAA(mex) TOTAL CARTERA ACTIVO NETO Cartera al: Límite Máximo de VaR: PARÁMETROS: VALOR TOTAL 917,585,802 917,585,802 % 19.83% 19.83% 1,032,664,367 448,764,299 344,283,783 239,616,285 22.31% 9.70% 7.44% 5.18% 1,949,731,087 201,657,591 151,190,152 148,593,063 65,030,059 59,550,769 29,831,636 262,751,581 181,988,595 155,314,955 129,191,181 89,741,380 82,258,426 74,371,571 67,002,954 45,859,776 44,706,391 42,768,909 34,382,736 27,085,366 24,893,260 14,772,293 8,555,448 7,465,573 767,422 42.13% 4.36% 3.27% 3.21% 1.41% 1.29% 0.65% 5.68% 3.93% 3.36% 2.79% 1.94% 1.78% 1.61% 1.45% 0.99% 0.97% 0.92% 0.74% 0.59% 0.54% 0.32% 0.19% 0.16% 0.02% 23,580 23,580 0.00% 0.00% 727,920,770 727,920,770 15.73% 15.73% 4,627,925,606 3,874,408,262 100.00% 05/02/2015 1.127% Var Promedio: 0.612% Modelo Histórico,1 día con un nivel de confianza al 95% con 252 observaciones. Límite autorizado por CNBV %