Actinver Cartera 120315

ALTERNA
AA/5HR
HR Ratings de México, S.A.
De C.V.
Deuda
Sociedad Discrecional
T.VALOR
2U
EMISORA
SERIE
Cert.Burs.Segregables Udizados
CBIC003
210128
90
Cert.Bursatiles Municipales
CBPF
48
AAA(mex)
48,703,339
48,703,339
0.52%
0.52%
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
MFRISCO
13
AERMXCB
13
ELEKTRA
14
FIDEPCB
14
INCARSO
13
ELEKTRA
13
VWLEASE
12
FORD
14
DINEXCB
12
KUO
10
VWLEASE
13
VIVACB
15
CULTIBA
13
ALSEA
13
INCARSO
12
KUO
12
HOLCIM
14
GCARSO
12
LAB
13
VWLEASE
13-2
CADU
14
NEMAK
07
IDEAL
11-2
SCRECB
12
FUNO
13
GDINIZ
12
LOMCB
12
CATFIN
12
SIGMA
08U
A+(mex)
HRAA+
A(mex)
AA(mex)
AA(mex)
A(mex)
Aaa.mx
AA(mex)
AA-(mex)
A(mex)
Aaa.mx
HRAA
AA(mex)
A+(mex)
AA(mex)
A(mex)
AAA(mex)
AA+(mex)
AA(mex)
Aaa.mx
A+(mex)
AA-(mex)
Aa2.mx
AAA(mex)
AAA(mex)
HRAmxCCC
Aaa.mx
AA(mex)
2,883,918,764
298,055,592
218,921,527
214,098,206
203,563,690
199,796,503
193,073,548
167,604,821
160,135,923
142,295,215
134,024,389
114,698,999
100,350,212
90,284,677
87,017,761
80,753,852
77,190,465
75,261,593
68,595,018
51,687,066
50,277,527
50,167,675
30,730,997
30,135,517
16,339,750
15,257,207
6,776,805
5,763,378
748,601
312,250
30.51%
3.15%
2.32%
2.27%
2.15%
2.11%
2.04%
1.77%
1.69%
1.51%
1.42%
1.21%
1.06%
0.96%
0.92%
0.85%
0.82%
0.80%
0.73%
0.55%
0.53%
0.53%
0.33%
0.32%
0.17%
0.16%
0.07%
0.06%
0.01%
0.00%
93
Cert.Bursa.Ref.a Papel Comercial
GDINIZ
00114
12,015,576
12,015,576
0.13%
0.13%
109,316,470
1.16%
Certif. Bursatiles Bancarios
CALIF / BURS
AAA(mex)
VALOR TOTAL
34,768,979
34,768,979
%
0.37%
0.37%
HR3
94
94
94
94
VWBANK
BINTER
BINTER
COMPART
12
14-5
14-4
12
Aaa.mx
A(mex)
A(mex)
AA+(mex)
48,941,643
35,178,027
20,145,457
5,051,343
0.52%
0.37%
0.21%
0.05%
95
Cer.Bur.Emit.Ent.o Ins.Gob.Fed
IFCOTCB
13
AAA(mex)
40,211,713
40,211,713
0.43%
0.43%
BI
BI
Cetes con Impuesto
CETES
CETES
150723
151112
AAA(mex)
AAA(mex)
3,712,459
2,753,916
958,543
0.04%
0.03%
0.01%
CHD
Chequera Dolares
40-012
1148427
233,874,684
233,874,684
2.47%
2.47%
CHE
Chequera Euros
40-012
5514622
9,581
9,581
0.00%
0.00%
A
145,958,078
145,958,078
1.54%
1.54%
AAA(mex)
59,174,207
59,174,207
0.63%
0.63%
D2
Eurobonos Empresas Priv.(Fix)
AMXL764
150116
D8
Titulos Emisoras Extranje.SIC
MLMXN
1-07
EAIM
Operaciones con Instrumentos Financieros Derivados
INLAT
19,745,922
19,745,922
0.21%
0.21%
FWD
FWD
Forward de Divisas
MXPUSD
MXPUSD
-6,941,355
-2,477,385
-4,463,970
-0.07%
-0.03%
-0.05%
150325
150324
IM
IM
IM
IM
IM
IM
IM
IM
Bonos Prot.Ahorro (BPAG28)
BPAG28
170223
BPAG28
160818
BPAG28
160204
BPAG28
161020
BPAG28
160407
BPAG28
160616
BPAG28
170518
BPAG28
161222
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
1,701,387,670
548,763,782
299,550,021
298,187,037
205,460,638
99,847,911
99,933,740
99,708,917
49,935,624
18.00%
5.81%
3.17%
3.16%
2.17%
1.06%
1.06%
1.06%
0.53%
IQ
Bonos Prot. Ahorro (BPAG91)
BPAG91
160929
AAA(mex)
60,341,089
60,341,089
0.64%
0.64%
IS
IS
Bonos Prot.al Ahorro Pago Sem.
BPA182
180104
BPA182
151210
AAA(mex)
AAA(mex)
120,749,319
70,342,715
50,406,604
1.28%
0.74%
0.53%
JE
Nota Estructurada sin Garantia
AMX
0619
AAA(mex)
90,894,930
90,894,930
0.96%
0.96%
336,009,214
3.56%
Tit.Org.Financ.Multilaterales
JI
JI
CABEI
CABEI
1-14
1-13
Aaa.mx
Aaa.mx
280,694,767
55,314,447
2.97%
0.59%
LD
LD
LD
LD
LD
Bondes D
BONDESD
BONDESD
BONDESD
BONDESD
BONDESD
170622
160505
160630
170427
161027
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
997,589,622
398,621,792
269,606,140
199,642,002
79,747,454
49,972,234
10.55%
4.22%
2.85%
2.11%
0.84%
0.53%
M
M
M
M
M
Bonos Gob. Fed. Tasa fija (20)
BONOS
181213
BONOS
241205
BONOS
421113
BONOS
180614
BONOS
180614
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
AAA(mex)
750,377,780
454,066,904
223,649,748
57,579,873
11,932,993
3,148,262
7.94%
4.80%
2.37%
0.61%
0.13%
0.03%
Q
Q
Q
Obligaciones Subordinadas(FIX)
BAZTECA
08
BANORTE
08
BANORTE
08-2
BBB(mex)
Aa2.mx
Aa1.mx
297,627,799
200,027,796
95,739,322
1,860,681
3.15%
2.12%
1.01%
0.02%
S
Udibonos
UDIBONO
160616
AAA(mex)
419,790,025
419,790,025
4.44%
4.44%
Swaps Entregables
1MXPTIE
1MXPTIE
1MXPTIE
2TIEMXP
1MXPTIE
1MXPTIE
2TIEMXP
2TIEMXP
1USDLUS
180208
170222
170301
250224
190610
190307
250212
250219
250310
-697,921
949,780
1,087,830
656,040
700,600
-282,240
297,400
-1,289,560
-705,500
-2,112,271
-0.01%
0.01%
0.01%
0.01%
0.01%
0.00%
0.00%
-0.01%
-0.01%
-0.02%
REPORTOS
BONDESD
BONDESD
BPAG28
170824
161229
160204
1,093,561,762
799,176,101
165,579,934
128,805,727
11.57%
8.46%
1.75%
1.36%
9,452,099,706
9,379,016,694
100.00%
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
SWP
LD
LD
IM
AAA(mex)
AAA(mex)
AAA(mex)
TOTAL CARTERA
ACTIVO NETO
Cartera al:
Límite Máximo de VaR:
12/03/2015
0.492%
Var Promedio:
0.041%
PARÁMETROS:
Modelo Histórico,1 día con un nivel de confianza al 95% con 252
observaciones.
Límite autorizado por CNBV %

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