Download - APICP AAA/4(mex) F€¦ · 51 ixecp bs aaa/4 15,320,754 7.30% 51 ixedp bs a/5 10,944,080 5.22% 51 ixetr bs aaa/5 10,942,385 5.22% 51 ixelp bs aaa/6 7,305,229 3.48% 51 ixemp bs aaa/5

APICP AAA/4(mex) F

T.VALOR EMISORA SERIE CALIF / BURS VALOR TOTAL %

Cetes 111,811,981 68.25%

BI CETES 130919 AAA(mex) 30,625,376 18.69%

BI CETES 130321 AAA(mex) 21,549,161 13.15%

BI CETES 130207 AAA(mex) 19,697,964 12.02%

BI CETES 130221 AAA(mex) 19,663,164 12.00%

BI CETES 130725 AAA(mex) 15,422,659 9.41%

BI CETES 130530 AAA(mex) 4,853,657 2.96%

BONDES D 29,931,919 18.27%

LD BONDESD 140522 AAA(mex) 10,001,253 6.11%



REPORTOS 22,076,848 13.48%


TOTAL CARTERA 163,820,747 100.00%

ACTIVO NETO 142,655,752

Cartera al: 4/Oct/2012

0.10% Var Promedio: -0.0130%

Horizonte de corto plazo al menos un año.

Sociedad de Inversión en Instrumentos de Deuda

Corto Plazo

Límite Máximo de VaR:

PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 observaciones.Límite autorizado por CNBV

IXE1 N/A


Sociedad de Inversion de Deuda 344,327,558 76.76%

51 IXELQ BS AAA/2 98,963,628 22.06%

51 IXECP BS AAA/4 72,296,707 16.12%

51 IXEDP BS A/5 51,643,436 11.51%

51 IXETR BS AAA/5 51,627,639 11.51%

51 IXEMP BS AAA/5 35,328,199 7.88%

51 IXELP BS AAA/6 34,467,949 7.68%

Soc. de Inv. de Rta. Variable 104,219,636 23.24%

52 IXECON BS 104,219,636 23.24%

TOTAL CARTERA 448,547,194 100.00%



3.378% Var Promedio: 0.4080%

EMISORA % VALOR TOTAL

Bonos 4.24% 19,031,642

Bonos Inflación 10.65% 47,778,747

LS y Bpis 2.30% 10,336,534

Bpat 2.06% 9,255,639

Bpas 0.77% 3,439,477

Bondes 10.32% 46,281,215

Cetes 11.68% 52,389,307

Privados 14.35% 64,387,818

Bancarios 4.53% 20,332,970

Liquidez 15.53% 69,679,487

Notas Est. 1.65% 7,418,161

AMX 5.59% 25,088,623

NAFTRAC 2.29% 10,260,711

Otros 14.02% 62,866,864

TOTAL 100.00% 448,547,194

Horizonte de largo plazo por lo menos tres años.

Sociedad de Inversión de Renta Variable

Mayoritariamente en valores de deuda a travès de Sociedades de Inversiòn.


PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 Límite autorizado por CNBV

IXE2 N/A



51 IXELQ BS AAA/2 56,744,490 18.85%

51 IXECP BS AAA/4 40,951,053 13.61%

51 IXETR BS AAA/5 29,255,459 9.72%

51 IXEDP BS A/5 29,251,542 9.72%

51 IXELP BS AAA/6 19,510,346 6.48%

51 IXEMP BS AAA/5 19,502,223 6.48%


52 IXECON BS 105,747,342 35.14%

TOTAL CARTERA 300,962,456 100.00%



15.00% Var Promedio: -1.4440%


Bonos 3.58% 10,772,730


LS y Bpis 1.94% 5,841,975

Bpat 1.74% 5,226,502

Bpas 0.65% 1,948,955

Bondes 8.77% 26,403,460

Cetes 9.87% 29,699,408

Privados 12.11% 36,433,937

Bancarios 3.80% 11,439,543

Liquidez 14.08% 42,367,540

Notas Est. 1.37% 4,115,457

AMX 8.46% 25,456,385

NAFTRAC 3.46% 10,411,118

Otros 21.19% 63,788,400

TOTAL 100.00% 300,962,456



Mayoritariamente en valores de deuda a travès de Sociedades de Inversiòn.


PARÁMETROS: Modelo Histórico, 28 días con un nivel de confianza al 95% con 500 Límite autorizado por CNBV

IXE3 N/A



51 IXELQ BS AAA/2 20,181,986 9.62%

51 IXECP BS AAA/4 15,320,754 7.30%

51 IXEDP BS A/5 10,944,080 5.22%

51 IXETR BS AAA/5 10,942,385 5.22%

51 IXELP BS AAA/6 7,305,229 3.48%

51 IXEMP BS AAA/5 7,297,228 3.48%


52 IXECON BS 137,758,700 65.68%

TOTAL CARTERA 209,750,363 100.00%



15.00% Var Promedio: -3.2130%


Bonos 1.92% 4,033,617


LS y Bpis 1.03% 2,157,874

Bpat 0.91% 1,904,341

Bpas 0.34% 704,272

Bondes 4.57% 9,592,282

Cetes 5.20% 10,906,629

Privados 6.48% 13,584,599

Bancarios 2.02% 4,241,088

Liquidez 10.09% 21,164,187

Notas Est. 0.73% 1,531,963

AMX 15.81% 33,162,427

NAFTRAC 6.47% 13,562,724

Otros 39.62% 83,098,136

TOTAL 100.00% 209,750,363



Mayoritariamente en Acciones a travès de Sociedades de Inversiòn.


PARÁMETROS: Modelo Histórico, 28 días con un nivel de confianza al 95% con 500 Límite autorizado por CNBV

IXEBNP1 N/A


TRAC Tit. ref. acciones extr. 20,655,846 95.06%

1ISP ESEEUR N 12,214,393 56.21%

1ISP EXSA N 5,789,047 26.64%

1ISP EWJ * 1,613,557 7.43%

1ISP EPP * 1,038,849 4.78%

REPORTOS 1,072,643 4.94%


TOTAL CARTERA 21,728,489 100.00%



5.00% Var Promedio: 1.2610%


ExxonMobil Corporation 1.96% 425,142

Apple, Inc 1.48% 320,700

Chevron Corporation 1.01% 219,944

General Electric Company 1.01% 218,715

International Business Machine Corp 0.93% 202,741

Microsoft Corporation 0.88% 190,454

NESTLE 0.71% 154,055

HSBC HOLDINGS 0.56% 122,616

TOYOTA MOTOR CORP 0.50% 108,918

BHP BILLITON LTD 0.69% 150,551

LIQUIDEZ 4.64% 1,009,002

OTROS VALORES EXTRANJEROS 85.63% 18,605,651

TOTAL 100.00% 21,728,489



Especializada en Acciones a travès de Sociedades de Inversiòn (RV)



IXEBNP2 N/A



1ISP AAXJ * 6,417,818 58.88%

1ISP EEB N 2,426,541 22.26%

1ISP ERR N 822,805 7.55%

1ISP EZA * 701,305 6.43%

REPORTOS 532,323 4.88%

LD BONDESD 140717 AAA(mex) 532,323 4.88%

TOTAL CARTERA 10,900,791 100.00%





SAMSUNG ELECTRONICS CO LTD 2.99% 326,041

TAIWAN SEMICONDUCTOR MANUFAC 1.70% 185,329

CHINA MOBILE LTD 1.56% 169,541

CHINA CONSTRUCTION BANK-H 1.13% 122,866

AIA GROUP LTD 0.87% 94,724

IND & COMM BK OF CHINA-H 0.86% 93,351

Petrobras Petroleo Brasil. PREF 3.39% 370,067

Cia VALE Do Rio Doce PREF. A 3.03% 330,803

Siberbank-Sponsored ADR 1.07% 116,623

MTN GROUP LTD 0.82% 89,790

LIQUIDEZ 0.41% 44,586


TOTAL 100.00% 10,900,791






IXEBNP3 N/A



1ISP EEB N 4,571,050 25.48%

1ISP EIA N 4,366,090 24.34%

1ISP ERR N 4,312,631 24.04%

1ISP FXI * 4,259,852 23.75%

REPORTOS 427,458 2.38%


TOTAL CARTERA 17,937,081 100.00%





Petrobras Petroleo Brasil. PREF 3.86% 692,009

Cia VALE Do Rio Doce PREF. A 3.45% 618,587

ITAU Unibanco PN 3.37% 604,820

Siberbank-Sponsored ADR 3.67% 657,518

LUKOIL 3.90% 699,352

Reliance Industries Ltd. 3.51% 628,822

Infosys Technologies, Ltd. 3.05% 546,767

CHINA MOBILE LTD 2.59% 463,816

CHINA CONSTRUCTION BANK-H 2.09% 374,284

IND & COMM BK OF CHINA-H 2.59% 463,816

LIQUIDEZ 2.46% 441,290


TOTAL 100.00% 17,937,081






IXEBNP4 A/7(mex) F


Sociedades de Inversion Ext. 13,072,895 95.26%

56SP GWB4524 LX 7,865,736 57.32%

56SP BNPBECC LX 2,623,553 19.12%

56SP FORBLCC LX 2,583,606 18.83%

REPORTOS 650,783 4.74%


TOTAL CARTERA 13,723,678 100.00%



4.00% Var Promedio: -2.5810%


BNTNB 6 05/15/45 3.67% 503,954

REPHUN 6 ⅜ 03/29/21 1.34% 184,349

ARGENT 8.28 12/31/33 1.19% 162,905

BNTNB 6 08/15/24 1.17% 161,020

ARGENT 8 ¾ 06/02/17 1.13% 154,658

PHILIP 4 01/15/21 1.12% 154,187

BEIENT 4 ½ 04/25/22 0.56% 76,648

QGOGBZ 5 ¼ 07/30/18 0.41% 56,020

RUSSIA 7.85 03/10/18 1.30% 178,743

TURKGB 9 03/05/14 1.08% 147,850

LIQUIDEZ 5.04% 691,329


TOTAL 100.00% 13,723,678



Largo Plazo Especializada en Deuda de Mercados Emergentes a travès de sociedades de inversion (deuda)


PARÁMETROS: Modelo Histórico, 28 días con un nivel de confianza al 95% con 500 observaciones.

Límite autorizado por CNBV

IXECON N/A


Acciones Ind.,Com. y de Serv. 1,363,081,899 84.40%

1 GMEXICO B ALTB 87,314,077 5.41%

1 ALPEK A ALTB 51,994,243 3.22%

1 PE&OLES * ALTB 46,451,728 2.88%

1 CEMEX CPO ALTB 30,503,275 1.89%

1 ICH B ALTB 15,586,443 0.97%

1 MEXCHEM * ALTB 8,696,201 0.54%

1 GAP B ALTB 23,720,202 1.47%

1 ICA * ALTB 21,576,000 1.34%

1 LIVEPOL C-1 ALTB 11,308,144 0.70%

1 ARISTOS A 209,932 0.01%

1 WALMEX V ALTB 157,089,397 9.73%

1 FEMSA UBD ALTB 135,772,336 8.41%

1 GRUMA B ALTB 44,773,884 2.77%

1 COMERCI UBC ALTB 6,868,000 0.43%

1 LAB B ALTB 50,774,582 3.14%

1 GFNORTE O ALTB 65,771,603 4.07%

1 COMPARC * ALTB 42,069,654 2.61%

1 BOLSA A ALTB 32,558,669 2.02%

1 SANMEX B ALTB 32,417,028 2.01%

1 GFREGIO O MEDB 13,706,456 0.85%

1 AMX L ALTB 388,808,577 24.07%

1 TLEVISA CPO ALTB 95,111,468 5.89%

CPOs sobre Acciones del IPC 159,014,400 9.85%

1B NAFTRAC 02 ALTB 159,014,400 9.85%

REPORTOS 93,037,718 5.76%


TOTAL CARTERA 1,615,134,018 100.00%

ACTIVO NETO 1,635,031,697


15.00% Var Promedio: -4.7940%



Renta Variable Especializada en Acciones.


PARÁMETROS: Modelo Histórico, 28 días con un nivel de confianza al 95% con 500 observaciones.Límite autorizado por CNBV

IXECP AAA/4(mex) F


Certificado Bursatil 125,763,538 11.18%

91 LIVEPOL 07 AAA(mex) 29,972,707 2.67%

91 HERDEZ 11 AA(mex) 11,363,533 1.01%

91 KUO 10 A(mex) 10,271,320 0.91%

91 ARCA 10-2 AAA(mex) 10,021,578 0.89%

91 UNIFCB 11 HRAAA 10,063,643 0.90%

91 CACIBMX 11 AAA(mex) 10,010,380 0.89%

91 GASN 11-2 AAA(mex) 9,960,218 0.89%

91 SIGMA 07 AA-(mex) 9,911,022 0.88%

91 FEMSA 07 AAA(mex) 9,516,747 0.85%

91 DAIMLER 11-2 AAA(mex) 6,025,561 0.54%

91 NRF 10-2 Aaa.mx 5,032,489 0.45%

91 VWLEASE 11 Aaa.mx 2,009,886 0.18%

91 MOLYMET 11 AA+(mex) 1,604,454 0.14%

Cert. Bursatiles Bancarios 48,444,537 4.31%

94 BINBUR 11-5 HRAAA 11,023,170 0.98%

94 BINTER 11 A(mex) 10,045,807 0.89%

94 BSANT 11-4 AAA(mex) 10,035,052 0.89%

94 BANAMEX 10-3 AAA(mex) 10,026,897 0.89%

94 BANOB 11 AAA(mex) 7,313,611 0.65%

Valores paraestatales Rendim. 46,553,872 4.14%

95 CFE 10 AAA(mex) 36,313,291 3.23%

95 CFECB 10-2 AAA(mex) 8,091,391 0.72%

95 FNCOTCB 10 AAA(mex) 2,149,190 0.19%

Cetes 309,202,519 27.50%

BI CETES 130207 AAA(mex) 128,036,766 11.39%

BI CETES 130307 AAA(mex) 98,119,610 8.73%

BI CETES 130221 AAA(mex) 63,905,283 5.68%

BI CETES 130919 AAA(mex) 19,140,860 1.70%

Eurobonos MXP 5,511,739 0.49%

D2 TFON023 160131 A 5,511,739 0.49%

BPAS 182 86,186,802 7.66%

IS BPA182 180104 AAA(mex) 30,177,281 2.68%

IS BPA182 121213 AAA(mex) 25,676,122 2.28%

IS BPA182 171005 AAA(mex) 10,172,607 0.91%

IS BPA182 151210 AAA(mex) 10,162,787 0.90%

IS BPA182 160331 AAA(mex) 9,998,005 0.89%

Bonos de prot. al ahorro Trim. 15,094,261 1.34%

IT BPAT 130207 AAA(mex) 15,094,261 1.34%

Tit. Deuda de Org. Multilat. 11,010,973 0.98%

JI CII 1-12 AAA(mex) 11,010,973 0.98%

BONDES D 262,770,375 23.37%





Oblig. Subordinadas UDIS 25,052,986 2.23%

Q BACOMER 06 AAA(mex) 25,052,986 2.23%

Udibonos UDIS 10,075,072 0.90%

S UDIBONO 141218 AAA(mex) 10,075,072 0.90%

Udibonos (10) UDIS 9,988,569 0.89%

S0 UDIBONO 121220 AAA(mex) 9,988,569 0.89%

REPORTOS 168,927,346 15.02%


TOTAL CARTERA 1,124,582,587 100.00%



0.10% Var Promedio: -0.0050%



Corto Plazo


PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 observaciones.


IXEDP AA/4(mex) F


Cert. Bursatil Segregable 11,275,554 0.58%

2P BCM0001 161027 AAA(mex) 11,275,554 0.58%


91 AC 11 AAA(mex) 45,066,344 2.33%

91 PCARFM 12 AAA(mex) 44,873,158 2.32%

91 SORIANA 08 AAA(mex) 35,829,609 1.85%

91 GASN 11-2 AAA(mex) 34,860,762 1.80%

91 INCARSO 12 AA(mex) 31,071,182 1.60%

91 NRF 11 Aaa.mx 29,537,393 1.52%

91 NRF 12 Aaa.mx 28,286,751 1.46%

91 BCI 12 AAA(mex) 26,085,433 1.35%

91 DAIMLER 11-2 AAA(mex) 25,106,504 1.30%

91 FACILSA 12-2 AAA(mex) 24,326,228 1.26%

91 BLADEX 12 AAA(mex) 22,544,987 1.16%

91 CACIBMX 11 AAA(mex) 20,020,759 1.03%

91 BIMBO 09 AA+(mex) 19,406,650 1.00%

91 BACHOCO 12 AA(mex) 16,235,423 0.84%

91 ACOSTCB 07 AA+(mex) 15,757,933 0.81%

91 FACILSA 12 AAA(mex) 15,315,259 0.79%

91 HERDEZ 11 AA(mex) 15,081,400 0.78%

91 UNIFIN 11 A-(mex) 15,065,936 0.78%

91 MEXCHEM 11 AA(mex) 14,828,131 0.77%

91 IDEAL 11 Aa2.mx 13,029,811 0.67%

91 ARGCB 12 HRAAA 13,026,795 0.67%

91 UNIFCB 11 HRAAA 12,076,371 0.62%

91 AMIGOCB 12 AAA(mex) 11,742,651 0.61%

91 BANCHIL 11 Aaa.mx 11,382,858 0.59%

91 CEMEXCB 11 HRAAA 10,118,501 0.52%

91 KIMBER 07 AAA(mex) 9,865,629 0.51%

91 GCARSO 12 AA+(mex) 9,786,343 0.51%

91 MONTPIO 11 AA+(mex) 9,562,547 0.49%

91 UNIFCB 11-2 HRAAA 8,970,987 0.46%

91 XIGNUX 07-2 AA(mex) 7,379,226 0.38%

91 NEMAK 07 A-(mex) 7,184,142 0.37%

91 TOYOTA 12 AAA(mex) 7,020,174 0.36%

91 KIMBER 10 AAA(mex) 6,036,021 0.31%

91 ARRENCB 12 HRAAA 6,004,255 0.31%

91 VWLEASE 10 Aaa.mx 5,066,916 0.26%

91 GFAMSA 11 BBB(mex) 5,029,517 0.26%

91 VWLEASE 11 Aaa.mx 5,024,716 0.26%

91 ANDANCB 08 A+(mex) 4,885,425 0.25%

91 DAIMLER 11 AAA(mex) 4,010,461 0.21%

91 MOLYMET 11 AA+(mex) 3,108,630 0.16%

91 DAIMLER 10 AAA(mex) 1,485,197 0.08%

91 METROCB 03-3 C(mex) 665,347 0.03%

Certificado Bursatil Descuento 97,733,835 5.04%

92 FNCOT 03412 F1+(mex) 37,070,298 1.91%

92 FNCOT 03312 F1+(mex) 25,069,587 1.29%

92 FNCOT 03512 F1+(mex) 20,592,061 1.06%

92 FNCOT 03612 F1+(mex) 15,001,889 0.77%

Pag. Med. Pzo. a Descuento 413,913,311 21.35%

93 FACILSA 02312 F1+(mex) 37,472,027 1.93%

93 ABREGIO 05312 F1+(mex) 35,873,328 1.85%

93 PCARFM 05812 F1+(mex) 32,147,387 1.66%

93 SORIANA 03612 F1+(mex) 31,975,341 1.65%

93 VWLEASE 03412 MX-1 30,976,978 1.60%

93 PCARFM 05712 F1+(mex) 29,977,522 1.55%

93 DAIMLER 06212 F1+(mex) 29,951,360 1.55%

93 SORIANA 03912 F1+(mex) 26,904,996 1.39%

93 DAIMLER 06512 F1+(mex) 24,915,199 1.29%

93 VWLEASE 03712 MX-1 23,918,412 1.23%

93 PCARFM 06012 F1+(mex) 20,928,611 1.08%

93 VWLEASE 03612 MX-1 17,954,958 0.93%

93 SORIANA 03812 F1+(mex) 17,953,167 0.93%

93 VWLEASE 03512 MX-1 16,972,468 0.88%

93 DAIMLER 06112 F1+(mex) 15,988,105 0.83%

93 ABREGIO 04512 F1+(mex) 10,020,232 0.52%

93 SORIANA 03712 F1+(mex) 9,983,220 0.52%


94 BINBUR 12-3 HRAAA 60,008,417 3.10%

94 COMPART 11 AA(mex) 20,160,994 1.04%

94 BSANT 11-4 AAA(mex) 20,070,105 1.04%

94 BINBUR 10-4 HRAAA 20,013,682 1.03%

94 BANAMEX 10-3 AAA(mex) 13,034,966 0.67%

94 BINBUR 10-2 HRAAA 10,041,532 0.52%

94 BINTER 11 A(mex) 10,045,807 0.52%

94 BINBUR 11-2 HRAAA 6,011,092 0.31%


95 CFEGCB 12 AAA(mex) 34,137,925 1.76%

95 FEFA 12-2 AAA(mex) 30,174,291 1.56%

95 CFE 10 AAA(mex) 21,710,237 1.12%

95 IFCOTCB 11 AAA(mex) 19,230,998 0.99%

95 FEFA 12 AAA(mex) 12,646,574 0.65%

95 CFE 10 AAA(mex) 10,030,405 0.52%

95 CFECB 10-2 AAA(mex) 8,091,391 0.42%

95 FNCOTCB 10 AAA(mex) 4,949,155 0.26%


D2 TFON023 160131 A 5,511,739 0.28%

Eurobonos a Mediano Plazo MXP 64,522,165 3.33%

D8 MLMXN 1-07 AAA(mex) 29,311,191 1.51%

D8 JPM 1-07 A+ 11,629,148 0.60%

D8 CALYON 1-06 A 9,911,502 0.51%

D8 KEXIM 1-08 AA- 7,998,959 0.41%

D8 CS-USA 1-06 A 5,671,365 0.29%


JI CABEI 1-11 Aaa.mx 20,024,909 1.03%

REPORTOS 373,472,738 19.27%


94 BINBUR 12-3 HRAAA 113,483,967 5.85%

94 BACOMER 12 AAA(mex) 95,705,701 4.94%

94 BANAMEX 10 AAA(mex) 52,843,722 2.73%

94 BACOMER 11 AAA(mex) 50,006,306 2.58%

TOTAL CARTERA 1,938,574,182 100.00%



1.00% Var Promedio: -0.0110%

Horizonte de mediano plazo entre uno y tres años.


Mediano Plazo Especializada en Valores Privados

Límite Máximo de VaR:PARÁMETROS: Modelo Histórico, 7 días con un nivel de confianza al 95% con 500 observaciones.


IXEESP N/A


Acciones Ind.,Com. y de Serv. 344,458,336 62.73%

1 ALPEK A ALTB 24,187,348 4.41%

1 ICA * ALTB 23,021,592 4.19%

1 VESTA * MEDB 14,936,200 2.72%

1 GRUMA B ALTB 30,214,492 5.50%

1 BACHOCO B MEDB 24,831,498 4.52%

1 CHDRAUI B ALTB 14,009,090 2.55%

1 LAB B ALTB 35,938,766 6.55%

1 MEDICA B BAJB 21,703,200 3.95%

1 QC CPO MEDB 33,052,873 6.02%

1 COMPARC * ALTB 29,071,315 5.29%

1 BOLSA A ALTB 25,914,828 4.72%

1 AMX L ALTB 54,512,634 9.93%

1 MEGA CPO MEDB 13,064,500 2.38%


1ISP PSQ * 53,149,177 9.68%

1ISP UUP * 25,865,796 4.71%

1ISP SHV * 21,799,312 3.97%

1ISP TWM * 14,805,173 2.70%

1ISP EDZ * 9,280,986 1.69%

REPORTOS 79,757,040 14.53%


TOTAL CARTERA 549,115,820 100.00%



20.00% Var Promedio: -2.8610%

Horizonte de largo plazo al menos tres años.


Discrecional Combinada.



IXEEURO AAA/4(mex) F


Chequera Euros 65,395,682 100.00%

CHE 37-006 4692046 55,895,562 85.47%

CHE 40-032 0000778 9,500,120 14.53%

TOTAL CARTERA 65,395,681 100.00%



2.00% Var Promedio: -1.1360%



Corto Plazo Especializado en Valores Internacionales en Euros



IXEFASE AAA/3(mex) F



91 INCARSO 12 AA(mex) 5,011,481 2.15%

91 TELFIM 10-2 Aa2.mx 4,976,861 2.14%

91 AMX 08U Aaa.mx 3,673,412 1.58%

91 KIMBER 09-3 AAA(mex) 3,045,352 1.31%

91 TELMEX 09-2 Aaa.mx 3,022,038 1.30%

91 KIMBER 10 AAA(mex) 3,018,011 1.30%

91 CATFIN 11 Aaa.mx 3,022,981 1.30%

91 NRF 12 Aaa.mx 3,017,414 1.30%

91 BIMBO 09U AA+(mex) 2,652,964 1.14%

91 SIGMA 07 AA-(mex) 1,982,204 0.85%

91 AMX 08-2 Aaa.mx 1,506,429 0.65%

91 MEXCHEM 11 AA(mex) 1,512,046 0.65%

91 HERDEZ 11 AA(mex) 1,005,427 0.43%

91 DAIMLER 12 AAA(mex) 1,003,940 0.43%


93 SORIANA 03712 F1+(mex) 12,942,945 5.56%

93 ELEKTRA 00312 F2(mex) 4,418,872 1.90%


94 BINBUR 12-2 HRAAA 3,010,741 1.29%

94 NAFIN 10 AAA(mex) 2,106,297 0.91%

94 COMPART 10 AA(mex) 2,040,474 0.88%

94 BINBUR 11 HRAAA 2,002,460 0.86%


95 PEMEX 09-3 Aaa.mx 3,435,244 1.48%

95 CFE 10 AAA(mex) 2,517,421 1.08%

95 CFEGCB 12 AAA(mex) 2,512,778 1.08%

95 CEDEVIS 10U AAA(mex) 855,242 0.37%


D8 GS 2-08 A- 2,264,802 0.97%

Pagare con R. L. V. 58,072,010 24.94%

I BACMEXT 12434 F1+(mex) 20,020,095 8.60%

I BACMEXT 12444 F1+(mex) 20,002,373 8.59%

I BACMEXT 12414 F1+(mex) 18,049,542 7.75%

Bonos Prot.Ahorro pago mensual 14,877,083 6.39%

IM BPAG28 150903 14,877,083 6.39%

Bonos de proteccion al ahorro 9,933,400 4.27%

IP BPAS 141113 AAA(mex) 9,933,400 4.27%


S UDIBONO 141218 AAA(mex) 6,323,851 2.72%

Udibonos (10) UDIS 1,168,270 0.50%

S0 UDIBONO 131219 AAA(mex) 1,168,270 0.50%

REPORTOS 65,891,358 28.30%


TOTAL CARTERA 232,823,809 100.00%



0.05% Var Promedio: -0.0040%


Sociedad de Inversión en Instrumentos de Deuda para

Personas Físicas

Corto Plazo



IXEFIN AAA/2(mex) F


Cetes 369,593,593 19.79%

BI CETES 130207 AAA(mex) 142,810,239 7.65%

BI CETES 130124 AAA(mex) 74,011,883 3.96%

BI CETES 130221 AAA(mex) 49,157,910 2.63%

BI CETES 130321 AAA(mex) 40,747,504 2.18%

BI CETES 130404 AAA(mex) 24,446,873 1.31%

BI CETES 130725 AAA(mex) 19,278,324 1.03%

BI CETES 130919 AAA(mex) 19,140,860 1.03%


IP BPAS 150212 AAA(mex) 64,333,629 3.45%

BPAS 182 98,546,778 5.28%

IS BPA182 140626 AAA(mex) 33,029,586 1.77%

IS BPA182 131211 AAA(mex) 25,412,864 1.36%

IS BPA182 140918 AAA(mex) 20,055,955 1.07%

IS BPA182 141002 AAA(mex) 20,048,373 1.07%


IT BPAT 131219 AAA(mex) 46,913,147 2.51%

IT BPAT 140130 AAA(mex) 30,122,319 1.61%

IT BPAT 130207 AAA(mex) 15,094,261 0.81%

BONDES D 554,745,929 29.70%









Udibonos (10) UDIS 43,898,897 2.35%

S0 UDIBONO 121220 AAA(mex) 43,898,897 2.35%

REPORTOS 644,445,719 34.50%



TOTAL CARTERA 1,867,694,271 100.00%



0.06% Var Promedio: -0.0040%

Horizonte de corto plazo permanencia de un año.


Corto Plazo Especializado en valores Gubernamentales



IXELP AAA/6(mex) F



2P PEM0001 150716 AAA(mex) 16,992,817 1.41%


91 ACOSTCB 07 AA+(mex) 57,779,088 4.81%

91 AMX 07-3 Aaa.mx 11,602,207 0.97%

91 KUO 10 A(mex) 10,271,320 0.85%


94 BANAMEX 10-3 AAA(mex) 18,048,414 1.50%


95 CFE 10 AAA(mex) 34,470,539 2.87%

95 FNCOTCB 10 AAA(mex) 2,149,190 0.18%

Cert.Burs.Resp.x Hipot. BORHIS 56,388,589 4.69%

97 BACOMCB 08-2 Aaa.mx 52,149,740 4.34%

97 METROCB 06U BBB(mex) 4,238,849 0.35%

Cetes 192,783,240 16.04%

BI CETES 130725 AAA(mex) 192,783,240 16.04%


D2 TFON023 160131 A 5,511,739 0.46%


D8 MS 2-07 A 10,825,985 0.90%

D8 BMW 1-08 A 5,039,945 0.42%

Bonos Gob. Fed. Tasa fija 663,803,417 55.21%

M BONOS 151217 AAA(mex) 134,335,332 11.17%

M BONOS 210610 AAA(mex) 72,146,257 6.00%

M BONOS 170615 AAA(mex) 71,172,070 5.92%

M BONOS 161215 AAA(mex) 66,678,945 5.55%

M BONOS 220609 AAA(mex) 66,645,209 5.54%

M BONOS 171214 AAA(mex) 49,434,204 4.11%

M BONOS 241205 AAA(mex) 43,228,295 3.60%

M BONOS 310529 AAA(mex) 41,829,615 3.48%

M BONOS 181213 AAA(mex) 36,308,829 3.02%

M BONOS 290531 AAA(mex) 32,200,997 2.68%

M BONOS 160616 AAA(mex) 32,025,895 2.66%

M BONOS 270603 AAA(mex) 17,797,769 1.48%

REPORTOS 116,538,892 9.69%


TOTAL CARTERA 1,202,205,380 100.00%



7.50% Var Promedio: -1.5650%



Largo Plazo



IXELQ AAA/2(mex) F



91 GEUSA 06 AA+(mex) 75,319,973 0.58%

91 UNIFCB 10 HRAAA 61,516,688 0.48%

91 UNIFIN 11 A-(mex) 47,206,598 0.37%

91 CACIBMX 11 AAA(mex) 45,046,708 0.35%

91 LIVEPOL 07 AAA(mex) 39,963,609 0.31%

91 GFAMSA 11 BBB(mex) 21,113,911 0.16%

91 FEMSA 07 AAA(mex) 20,035,257 0.16%

91 SIGMA 07 AA-(mex) 19,822,043 0.15%

91 GASN 11-2 AAA(mex) 19,920,435 0.15%

91 AC 11 AAA(mex) 20,029,486 0.16%

91 MOLYMET 11 AA+(mex) 15,013,181 0.12%

91 ARCA 10-2 AAA(mex) 14,355,209 0.11%

91 CEMEXCB 11 HRAAA 10,118,501 0.08%

91 SORIANA 08 AAA(mex) 9,346,855 0.07%

91 NRF 11 Aaa.mx 9,411,206 0.07%

91 VWLEASE 11 Aaa.mx 8,259,025 0.06%

91 DAIMLER 11 AAA(mex) 6,015,692 0.05%

91 KUO 10 A(mex) 5,135,660 0.04%

91 CASITA 11 D(mex) 936,610 0.01%


94 BINBUR 12 HRAAA 150,409,803 1.17%

94 BINBUR 10-4 HRAAA 74,050,622 0.57%

94 BANOB 11 AAA(mex) 44,137,139 0.34%

94 BINTER 11 A(mex) 30,137,421 0.23%

94 BINBUR 11-2 HRAAA 24,044,369 0.19%

94 BSANT 11-4 AAA(mex) 10,035,052 0.08%


95 CFECB 10-2 AAA(mex) 52,310,598 0.41%

95 CFEGCB 10-2 AAA(mex) 30,096,670 0.23%

95 CFE 10 AAA(mex) 26,485,582 0.21%

95 PEMEX 10-3 Aaa.mx 25,158,567 0.20%

95 FNCOTCB 10 AAA(mex) 4,298,380 0.03%

Cetes 2,534,873,739 19.65%

BI CETES 130404 AAA(mex) 508,494,948 3.94%

BI CETES 130221 AAA(mex) 462,084,354 3.58%

BI CETES 130613 AAA(mex) 387,622,160 3.00%

BI CETES 130207 AAA(mex) 329,940,897 2.56%

BI CETES 130530 AAA(mex) 315,487,673 2.45%

BI CETES 130124 AAA(mex) 207,233,271 1.61%

BI CETES 130321 AAA(mex) 190,024,416 1.47%

BI CETES 130919 AAA(mex) 133,986,020 1.04%


D8 JPM 5-07 A 97,394,946 0.76%

Pagare con R. L. V. 148,035,687 1.15%

I BACMEXT 13015 F1+(mex) 101,480,506 0.79%

I BACMEXT 13023 F1+(mex) 46,555,181 0.36%


IP BPAS 150212 AAA(mex) 306,821,923 2.38%

BPAS 182 342,529,901 2.65%

IS BPA182 141002 AAA(mex) 180,435,361 1.40%

IS BPA182 131211 AAA(mex) 111,816,603 0.87%

IS BPA182 160331 AAA(mex) 29,994,015 0.23%

IS BPA182 141211 AAA(mex) 20,283,922 0.16%


IT BPAT 130801 AAA(mex) 347,137,161 2.69%

IT BPAT 140130 AAA(mex) 170,693,143 1.32%

IT BPAT 131219 AAA(mex) 111,793,032 0.87%

BONDES D 3,519,859,511 27.28%










Udibonos (10) UDIS 174,620,244 1.35%

S0 UDIBONO 121220 AAA(mex) 174,620,244 1.35%

REPORTOS 4,229,301,791 32.78%

BI CETES 130919 AAA(mex) 900,112,491 6.98%



IS BPA182 170629 AAA(mex) 501,142,240 3.88%






IS BPA182 190103 AAA(mex) 50,188,438 0.39%

94 BINBUR 12-2 HRAAA 249,062,291 1.93%

94 BSANT 11 AAA(mex) 200,384,786 1.55%

94 BANAMEX 10-3 AAA(mex) 100,622,954 0.78%

TOTAL CARTERA 12,902,791,924 100.00%

ACTIVO NETO 12,657,602,795


0.036% Var Promedio: 0.0120%



Corto Plazo

Límite Máximo de VaR:PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 observaciones.


IXELQM AAA/2(mex) F


Cetes 2,428,996,503 19.67%

BI CETES 130207 AAA(mex) 590,938,920 4.79%

BI CETES 130221 AAA(mex) 457,168,563 3.70%

BI CETES 130613 AAA(mex) 387,622,160 3.14%

BI CETES 130404 AAA(mex) 327,588,092 2.65%

BI CETES 130321 AAA(mex) 190,024,416 1.54%

BI CETES 130530 AAA(mex) 155,317,008 1.26%

BI CETES 130124 AAA(mex) 138,155,514 1.12%

BI CETES 130919 AAA(mex) 133,986,020 1.09%

BI CETES 130725 AAA(mex) 48,195,810 0.39%


IP BPAS 150212 AAA(mex) 217,744,591 1.76%

BPAS 182 448,333,151 3.63%

IS BPA182 140626 AAA(mex) 132,056,990 1.07%

IS BPA182 140612 AAA(mex) 89,339,224 0.72%

IS BPA182 141211 AAA(mex) 81,135,688 0.66%

IS BPA182 140918 AAA(mex) 48,625,963 0.39%

IS BPA182 141224 AAA(mex) 40,631,202 0.33%

IS BPA182 160331 AAA(mex) 29,994,015 0.24%

IS BPA182 130613 AAA(mex) 25,363,406 0.21%

IS BPA182 121213 AAA(mex) 1,186,663 0.01%


IT BPAT 130801 AAA(mex) 196,207,961 1.59%

IT BPAT 140130 AAA(mex) 100,407,731 0.81%

IT BPAT 131219 AAA(mex) 70,868,797 0.57%

IT BPAT 130207 AAA(mex) 25,157,102 0.20%

BONDES D 3,490,405,416 28.27%













Udibonos (10) UDIS 129,805,658 1.05%

S0 UDIBONO 121220 AAA(mex) 129,805,658 1.05%

REPORTOS 5,238,786,787 42.43%

LD BONDESD 140717 AAA(mex) 1,358,301,575 11.00%

IT BPAT 151231 AAA(mex) 709,826,488 5.75%

M BONOS 241205 AAA(mex) 705,360,630 5.71%


IQ BPAG91 170629 AAA(mex) 331,432,995 2.68%



IP BPAS 130704 AAA(mex) 200,151,796 1.62%





TOTAL CARTERA 12,346,713,693 100.00%

ACTIVO NETO 12,114,766,032





Personas Morales

Corto Plazo Especializado en Valores Gubernamentales



IXEMP AAA/5(mex) F



91 ACOSTCB 07 AA+(mex) 42,021,155 2.14%

91 SIGMA 07 AA-(mex) 24,182,893 1.23%

91 LIVEPOL 12 AAA(mex) 18,330,655 0.93%

91 CACIBMX 11 AAA(mex) 15,015,569 0.77%

91 AMX 07-3 Aaa.mx 11,602,207 0.59%

91 UNIFCB 11 HRAAA 11,623,508 0.59%

91 KUO 10 A(mex) 10,271,320 0.52%

91 FEMSA 07 AAA(mex) 10,017,629 0.51%

91 ARCA 10-2 AAA(mex) 10,021,578 0.51%

91 MOLYMET 11 AA+(mex) 6,518,096 0.33%

91 UNIFIN 11 A-(mex) 6,026,374 0.31%

91 NRF 10-2 Aaa.mx 5,032,489 0.26%

91 ANDANCB 08 A+(mex) 4,885,425 0.25%

91 NEMAK 07 A-(mex) 3,114,881 0.16%

91 KIMBER 07 AAA(mex) 2,170,438 0.11%

91 VWLEASE 11 Aaa.mx 2,009,886 0.10%


94 BANAMEX 10-3 AAA(mex) 18,048,414 0.92%

94 BINBUR 10-4 HRAAA 10,006,841 0.51%

94 BINBUR 11-5 HRAAA 8,016,851 0.41%

94 BANOB 11 AAA(mex) 6,512,119 0.33%


95 CFE 10 AAA(mex) 34,470,539 1.76%

95 CFECB 10-2 AAA(mex) 8,091,391 0.41%

95 FNCOTCB 10 AAA(mex) 4,298,380 0.22%

Cert.Burs.Resp.x Hipot. BORHIS 55,409,099 2.82%

97 BACOMCB 08-2 Aaa.mx 55,409,099 2.82%

Cetes 253,310,733 12.90%

BI CETES 130530 AAA(mex) 97,073,130 4.94%

BI CETES 130307 AAA(mex) 83,401,669 4.25%

BI CETES 130613 AAA(mex) 58,143,324 2.96%

BI CETES 130321 AAA(mex) 14,692,610 0.75%


D8 BMW 1-08 A 30,239,673 1.54%

D8 MS 1-07 A 27,138,007 1.38%

D8 MLMXN 1-07 AAA(mex) 19,540,794 1.00%

D8 KEXIM 1-08 AA- 14,998,048 0.76%

D8 MS 2-07 A 10,825,985 0.55%

D8 CALYON 1-06 A 9,911,502 0.51%

BPAS 182 192,096,849 9.78%

IS BPA182 141224 AAA(mex) 60,946,803 3.10%

IS BPA182 160331 AAA(mex) 39,992,020 2.04%

IS BPA182 121213 AAA(mex) 30,435,048 1.55%

IS BPA182 131211 AAA(mex) 30,495,437 1.55%

IS BPA182 140327 AAA(mex) 20,064,754 1.02%

IS BPA182 151210 AAA(mex) 10,162,787 0.52%


IT BPAT 130801 AAA(mex) 60,371,680 3.08%

BONDES D 419,193,615 21.35%








M BONOS 130620 AAA(mex) 99,124,670 5.05%

Oblig. Subordinadas UDIS 25,052,986 1.28%

Q BACOMER 06 AAA(mex) 25,052,986 1.28%

Udibonos UDIS 120,535,771 6.14%

S UDIBONO 141218 AAA(mex) 120,535,771 6.14%

REPORTOS 353,577,056 18.01%


TOTAL CARTERA 1,963,615,103 100.00%



0.60% Var Promedio: -0.0950%



Mediano Plazo



IXEMPM+ AAA/5(mex) F


Cetes 163,865,754 4.97%

BI CETES 130725 AAA(mex) 163,865,754 4.97%

Bonos Gob. Fed. Tasa fija 2,954,240,084 89.61%

M BONOS 141218 AAA(mex) 1,011,181,248 30.67%

M BONOS 131219 AAA(mex) 638,186,226 19.36%

M BONOS 150618 AAA(mex) 410,046,605 12.44%

M BONOS 160616 AAA(mex) 288,233,051 8.74%

M BONOS 151217 AAA(mex) 279,865,275 8.49%

M BONOS 170615 AAA(mex) 167,762,735 5.09%

M BONOS 140619 AAA(mex) 158,964,944 4.82%

REPORTOS 178,810,155 5.42%


TOTAL CARTERA 3,296,915,992 100.00%






Mediano Plazo Especializada en Valores Gubernamentales



IXETR AAA/5(mex) F


BONDES D 99,981,131 4.63%


Udibonos UDIS 1,516,160,225 70.24%

S UDIBONO 141218 AAA(mex) 459,542,891 21.29%

S UDIBONO 160616 AAA(mex) 451,273,954 20.91%

S UDIBONO 201210 AAA(mex) 266,592,893 12.35%

S UDIBONO 171214 AAA(mex) 205,258,762 9.51%

S UDIBONO 190613 AAA(mex) 82,079,536 3.80%

S UDIBONO 220609 AAA(mex) 51,412,189 2.38%

Udibonos (10) UDIS 297,047,177 13.76%

S0 UDIBONO 131219 AAA(mex) 297,047,177 13.76%

REPORTOS 245,443,065 11.37%


TOTAL CARTERA 2,158,631,599 100.00%



1.689% Var Promedio: 0.1660%



Largo Plazo



IXETR+ AAA/6(mex) F


Udibonos UDIS 117,873,528 85.80%

S UDIBONO 401115 AAA(mex) 23,394,387 17.03%

S UDIBONO 201210 AAA(mex) 20,536,383 14.95%

S UDIBONO 351122 AAA(mex) 20,469,281 14.90%

S UDIBONO 141218 AAA(mex) 11,113,570 8.09%

S UDIBONO 171214 AAA(mex) 10,783,078 7.85%

S UDIBONO 220609 AAA(mex) 10,207,673 7.43%

S UDIBONO 190613 AAA(mex) 8,743,980 6.37%

S UDIBONO 160616 AAA(mex) 7,446,623 5.42%

S UDIBONO 251204 AAA(mex) 5,178,553 3.77%

Udibonos (10) UDIS 10,458,802 7.61%

S0 UDIBONO 131219 AAA(mex) 10,458,802 7.61%

REPORTOS 9,046,887 6.59%


TOTAL CARTERA 137,379,217 100.00%



1.689% Var Promedio: 0.7080%



Largo Plazo



IXEUSD AAA/4(mex) F



1ISP SHV * 39,238,761 12.89%

Chequera dolares 265,111,061 87.11%

CHD 40-032 0003357 211,680,438 69.55%

CHD 40-110 1000021 37,930,080 12.46%

CHD 37-006 4030001 15,500,543 5.09%

REPORTOS 1,899 0.00%


TOTAL CARTERA 304,351,721 100.00%



2.00% Var Promedio: -1.0500%



Corto Plazo Especializado en Valores Internacionales en Dolares



PREMIUM AAA/1(mex) F


REPORTOS 1,245,085 100.00%


TOTAL CARTERA 1,245,085 100.00%



0.018% Var Promedio: 0.0000%



Corto Plazo



NTE+CON N/A



1B NAFTRAC 02 ALTB 106,423,700 16.88%


51 NTEGUB I AAA/2 458,796,043 72.77%

Pagare con R. L. V. 32,635,622 5.18%

I NAFIN 12405 F1+(mex) 32,635,622 5.18%

REPORTOS 32,635,590 5.18%

IQ BPAG91 170831 32,635,590 5.18%

TOTAL CARTERA 630,490,956 100.00%




Horizonte de corto plazo por lo menos un año.


Especializada en Valores de Deuda.



NTE+DE N/A



1 GMEXICO B ALTB 43,051,020 5.47%

1 ALPEK A ALTB 24,592,025 3.12%

1 PE&OLES * ALTB 22,091,096 2.81%

1 CEMEX CPO ALTB 9,197,035 1.17%

1 ICH B ALTB 7,965,615 1.01%

1 MEXCHEM * ALTB 3,302,690 0.42%

1 GAP B ALTB 13,401,072 1.70%

1 ICA * ALTB 10,922,850 1.39%

1 LIVEPOL C-1 ALTB 7,494,144 0.95%

1 WALMEX V ALTB 75,608,000 9.60%

1 FEMSA UBD ALTB 66,463,404 8.44%

1 GRUMA B ALTB 19,541,564 2.48%

1 COMERCI UBC ALTB 3,080,058 0.39%

1 LAB B ALTB 24,466,032 3.11%

1 GFNORTE O ALTB 31,943,326 4.06%

1 SANMEX B ALTB 15,877,728 2.02%

1 BOLSA A ALTB 15,835,063 2.01%

1 COMPARC * ALTB 14,481,000 1.84%

1 GFREGIO O MEDB 6,500,196 0.83%

1 AMX L ALTB 180,304,050 22.90%



1B NAFTRAC 02 ALTB 108,361,688 13.76%

Pagare con R. L. V. 37,444,687 4.76%

I NAFIN 12405 F1+(mex) 37,444,687 4.76%

TOTAL CARTERA 787,498,839 100.00%






Especializada en Acciones que formen parte de la muestra del IPC y en Trackers que repliquen este índice.



NTE+EMP N/A



1 GMEXICO B ALTB 29,078,735 5.19%

1 CEMEX CPO ALTB 7,429,500 1.33%

1 MEXCHEM * ALTB 4,509,155 0.81%

1 URBI * ALTB 14,756,000 2.64%

1 ALFA A ALTB 4,716,729 0.84%

1 GEO B ALTB 4,189,921 0.75%

1 ASUR B ALTB 794,296 0.14%

1 CIDMEGA * MINB 1,091,046 0.20%

1 GOMO * MINB - 0.00%

1 WALMEX V ALTB 12,018,691 2.15%

1 CHDRAUI B ALTB 787,872 0.14%

1 SANMEX B ALTB 3,753,365 0.67%

1 AMX L ALTB 43,804,500 7.82%



1B NAFTRAC 02 ALTB 32,092,750 5.73%

Empresas de Servicios Ext. Fix 890,020 0.16%

1E C * ALTB 890,020 0.16%


1ISP EWZ * 11,092,013 1.98%

1ISP SHY * 10,777,096 1.92%

Pagare con R. L. V. 366,284,997 65.41%

I BANOBRA 12405 F1+(mex) 186,262,547 33.26%

I NAFIN 12405 F1+(mex) 180,022,450 32.15%

TOTAL CARTERA 560,014,817 100.00%






Discrecional.



NTE+EQ N/A



1B NAFTRAC 02 ALTB 44,333,546 31.05%


51 NTEGUB I AAA/2 70,423,334 49.32%


52 NTE+DE I 26,327,254 18.44%

Pagare con R. L. V. 1,710,998 1.20%

I BANOBRA 12405 F1+(mex) 1,710,998 1.20%

TOTAL CARTERA 142,795,132 100.00%






Mayoritariamente en Valores de Deuda.



NTE+FDF N/A



52 NTE+SEL I 8,326,208 28.68%

52 NTE+GL I 7,481,484 25.77%

52 NTE+DE I 6,654,384 22.92%

52 NTE+USA I 6,365,206 21.93%

Pagare con R. L. V. 202,962 0.70%

I BANOBRA 12405 F1+(mex) 202,962 0.70%

TOTAL CARTERA 29,030,244 100.00%






Especializada en Acciones, a través de Sociedades de Inversión de Renta Variable.



NTE+GL N/A



1ISP EFA * 30,075,524 68.03%

1ISP EWC * 3,471,179 7.85%

1ISP EEMV * 3,326,743 7.53%

1ISP EWZ * 2,010,427 4.55%

1ISP EEM * 1,557,299 3.52%

1ISP SHV * 787,588 1.78%

Pagare con R. L. V. 2,982,796 6.75%

I BANOBRA 12405 F1+(mex) 2,982,796 6.75%

TOTAL CARTERA 44,211,557 100.00%






Especializada en Acciones, a través de Trackers listados en el Mercado Mexicano, representativos de regiones o países

que formen parte del índice MSCI All Country World index ex USA.



NTE+IN N/A



1 GMEXICO B ALTB 31,143,933 6.58%

1 CEMEX CPO ALTB 18,278,513 3.86%

1 PE&OLES * ALTB 14,447,264 3.05%

1 MEXCHEM * ALTB 8,314,763 1.76%

1 MFRISCO A-1 ALTB 4,355,051 0.92%

1 ICH B ALTB 2,627,486 0.56%

1 ALPEK A ALTB 2,430,769 0.51%

1 ALFA A ALTB 15,490,618 3.27%

1 ASUR B ALTB 3,135,191 0.66%

1 GAP B ALTB 2,909,358 0.62%

1 ICA * ALTB 2,830,259 0.60%

1 OHLMEX * ALTB 1,783,212 0.38%

1 GEO B ALTB 1,511,068 0.32%

1 HOMEX * ALTB 1,355,731 0.29%

1 URBI * ALTB 1,004,554 0.21%

1 ELEKTRA * ALTB 8,240,728 1.74%

1 LIVEPOL C-1 ALTB 4,287,091 0.91%

1 ALSEA * ALTB 1,249,683 0.26%

1 WALMEX V ALTB 48,472,471 10.24%

1 FEMSA UBD ALTB 38,688,181 8.17%

1 KOF L ALTB 13,120,074 2.77%

1 GMODELO C ALTB 12,451,976 2.63%

1 KIMBER A ALTB 8,752,693 1.85%

1 AC * ALTB 8,609,248 1.82%

1 BIMBO A ALTB 8,395,203 1.77%

1 GRUMA B ALTB 1,198,159 0.25%

1 CHDRAUI B ALTB 949,295 0.20%

1 LAB B ALTB 4,172,644 0.88%

1 GFNORTE O ALTB 30,318,312 6.40%

1 GFINBUR O ALTB 13,938,267 2.94%

1 COMPARC * ALTB 3,081,509 0.65%

1 BOLSA A ALTB 2,273,483 0.48%

1 AMX L ALTB 107,722,307 22.75%


1 AZTECA CPO MEDB 1,762,659 0.37%


1B NAFTRAC 02 ALTB 15,058,829 3.18%

Pagare con R. L. V. 23,039 0.01%

I BANOBRA 12405 F1+(mex) 23,039 0.01%

TOTAL CARTERA 473,449,527 100.00%






Especializada en Acciones. Indizada al Indice de Precios y Cotizaciones de la Bolsa Mexicana de Valores, S.A. de C.V.

(IPC).



NTE+SEL N/A


Acciones Ind.,Com. y de Serv. 1,460,508,217 78.85%

1 ALPEK A ALTB 132,050,949 7.13%

1 GMEXICO B ALTB 77,457,460 4.18%

1 ICA * ALTB 34,440,690 1.86%

1 WALMEX V ALTB 264,591,868 14.29%

1 FEMSA UBD ALTB 140,581,637 7.59%

1 GRUMA B ALTB 41,611,520 2.25%

1 LAB B ALTB 112,203,876 6.06%

1 COMPARC * ALTB 112,464,482 6.07%

1 AMX L ALTB 433,964,305 23.43%

1 TLEVISA CPO ALTB 111,141,430 6.00%


1B NAFTRAC 02 ALTB 236,557,938 12.77%

Pagare con R. L. V. 155,186,519 8.38%

I NAFIN 12405 F1+(mex) 155,186,519 8.38%

TOTAL CARTERA 1,852,252,674 100.00%






Especializada en Acciones



NTE+USA N/A



1ISP IVV * 207,124,675 85.87%

1ISP SHV * 14,964,173 6.20%

Pagare con R. L. V. 19,116,561 7.93%

I BANOBRA 12405 F1+(mex) 19,116,561 7.93%

TOTAL CARTERA 241,205,408 100.00%






Especializada en Acciones, a través de Trackers listados en el SIC que repliquen los principales índices de los

mercados de los Estados Unidos de América (USA).



NTE-CP AAA/2(mex) F



91 BNORTCB 07 AA+(mex) 215,159,945 1.51%


94 BINBUR 12 HRAAA 110,300,522 0.77%

94 BINBUR 11-2 HRAAA 98,181,172 0.69%

94 BSANT 11-4 AAA(mex) 61,213,820 0.43%

94 BANOB 11 AAA(mex) 36,668,239 0.26%

Cetes 2,778,625,855 19.44%

BI CETES 130404 AAA(mex) 596,503,689 4.17%

BI CETES 130530 AAA(mex) 592,146,093 4.14%

BI CETES 130124 AAA(mex) 483,544,299 3.38%

BI CETES 130613 AAA(mex) 407,003,268 2.85%

BI CETES 130221 AAA(mex) 265,452,714 1.86%

BI CETES 130321 AAA(mex) 201,778,504 1.41%

BI CETES 130919 AAA(mex) 143,556,450 1.00%

BI CETES 130207 AAA(mex) 88,640,838 0.62%

Pagare con R. L. V. 4,401,236,795 30.80%

I BANORTE 12413 F1+(mex) 2,200,561,888 15.40%

I BANORTE 12405 F1+(mex) 1,514,285,595 10.60%

I BANOBRA 12405 F1+(mex) 384,885,807 2.69%

I NAFIN 12405 F1+(mex) 187,692,631 1.31%

I BACMEXT 13015 F1+(mex) 77,601,288 0.54%

I BACMEXT 13023 F1+(mex) 36,209,586 0.25%


IP BPAS 150212 AAA(mex) 98,974,814 0.69%

BPAS 182 294,564,520 2.06%

IS BPA182 131211 AAA(mex) 106,734,030 0.75%

IS BPA182 140626 AAA(mex) 101,582,300 0.71%

IS BPA182 140612 AAA(mex) 86,248,190 0.60%


IT BPAT 130801 AAA(mex) 155,549,043 1.09%

IT BPAT 121101 AAA(mex) 110,069,054 0.77%

IT BPAT 140403 AAA(mex) 99,575,440 0.70%

IT BPAT 140515 AAA(mex) 72,910,038 0.51%

IT BPAT 130131 AAA(mex) 35,203,406 0.25%

IT BPAT 130207 AAA(mex) 25,157,102 0.18%

IT BPAT 121108 AAA(mex) 24,276,601 0.17%

IT BPAT 140130 AAA(mex) 23,558,766 0.17%

IT BPAT 130919 AAA(mex) 9,996,924 0.07%

IT BPAT 130502 AAA(mex) 1,006,682 0.01%


JI CABEI 3-07 Aaa.mx 175,289,480 1.23%

BONDES D 3,862,092,231 27.02%











Udibonos (10) UDIS 158,660,308 1.11%

S0 UDIBONO 121220 AAA(mex) 158,660,308 1.11%

REPORTOS 1,443,498,774 10.10%

IP BPAS 131114 AAA(mex) 550,068,991 3.85%

IS BPA182 170629 AAA(mex) 460,906,809 3.23%

IQ BPAG91 170629 AAA(mex) 393,367,374 2.75%

IT BPAT 140130 AAA(mex) 39,155,600 0.27%

TOTAL CARTERA 14,291,769,528 100.00%

ACTIVO NETO 13,887,312,388



Horizonte de corto plazo por lo menos 1 mes.


Corto Plazo.



NTE-FC2 AAA/4(mex) F


Chequera dolares 13,385 1.48%

CHD SANTAND 0343201 MX-1 13,385 1.48%

Cedes DLLS 191,401 21.10%

FSP BANSAN 121011 F1+(mex) 191,401 21.10%

Pagare con R. L. V. 702,184 77.42%

I NAFIN 12405 F1+(mex) 702,184 77.42%

TOTAL CARTERA 906,970 100.00%

ACTIVO NETO 242,071





Especializada en Valores denominados en dólares americanos.



NTE-IB1 AAA/2(mex) F


Cetes 68,101,211 20.12%

BI CETES 130530 AAA(mex) 36,887,789 10.90%

BI CETES 130613 AAA(mex) 12,597,720 3.72%

BI CETES 130124 AAA(mex) 4,934,126 1.46%

BI CETES 130404 AAA(mex) 4,889,375 1.44%

BI CETES 130207 AAA(mex) 3,939,593 1.16%

BI CETES 130321 AAA(mex) 2,938,522 0.87%

BI CETES 130919 AAA(mex) 1,914,086 0.57%


IP BPAS 140515 AAA(mex) 9,962,332 2.94%

IP BPAS 150212 AAA(mex) 9,897,481 2.92%

BPAS 182 15,217,827 4.50%

IS BPA182 140612 AAA(mex) 10,146,846 3.00%

IS BPA182 141211 AAA(mex) 5,070,981 1.50%


IT BPAT 130801 AAA(mex) 28,508,916 8.42%

IT BPAT 140130 AAA(mex) 2,856,801 0.84%

IT BPAT 140515 AAA(mex) 2,680,573 0.79%

IT BPAT 130131 AAA(mex) 1,294,256 0.38%

BONDES D 95,040,206 28.08%








Udibonos (10) UDIS 2,073,971 0.61%

S0 UDIBONO 121220 AAA(mex) 2,073,971 0.61%

REPORTOS 102,905,252 30.40%

IS BPA182 140918 AAA(mex) 102,905,252 30.40%

TOTAL CARTERA 338,538,825 100.00%






Personas Morales

Corto Plazo Gubernamental.



NTE-LP AAA/5(mex) F



2P PEM0001 150716 AAA(mex) 5,664,272 0.49%


91 VWLEASE 11 Aaa.mx 24,978,366 2.14%

91 CACIBMX 11 AAA(mex) 19,520,240 1.67%

91 NRF 11 Aaa.mx 15,094,640 1.29%

91 IDEAL 11 Aa2.mx 15,034,397 1.29%

91 UNIFCB 12 HRAAA 14,014,769 1.20%

91 BNPMEX 11 AAA(mex) 10,032,004 0.86%

91 AC 11 AAA(mex) 10,014,743 0.86%

91 DAIMLER 11-2 AAA(mex) 6,025,561 0.52%

91 KIMBER 10 AAA(mex) 6,036,021 0.52%

91 UNIFCB 11-2 HRAAA 5,594,267 0.48%


94 BINBUR 12 HRAAA 25,068,301 2.15%

94 BINBUR 11-2 HRAAA 23,042,520 1.97%

94 BANAMEX 10-3 AAA(mex) 22,059,173 1.89%

94 BSANT 11-2 AAA(mex) 21,019,784 1.80%

94 BSANT 11-4 AAA(mex) 9,031,547 0.77%

94 BANOB 11 AAA(mex) 7,313,611 0.63%

Cetes 151,559,722 12.97%

BI CETES 130530 AAA(mex) 97,073,130 8.31%

BI CETES 130613 AAA(mex) 33,916,939 2.90%

BI CETES 130321 AAA(mex) 20,569,653 1.76%

Pagare con R. L. V. 103,197,476 8.83%

I BANORTE 12405 F1+(mex) 98,012,277 8.39%

I NAFIN 12405 F1+(mex) 5,185,199 0.44%

BPAS 182 86,248,190 7.38%

IS BPA182 140612 AAA(mex) 86,248,190 7.38%


IT BPAT 130207 AAA(mex) 20,125,681 1.72%

IT BPAT 130919 AAA(mex) 13,995,693 1.20%

IT BPAT 121101 AAA(mex) 8,837,918 0.76%

IT BPAT 130801 AAA(mex) 6,331,681 0.54%

IT BPAT 121108 AAA(mex) 6,081,534 0.52%

IT BPAT 140515 AAA(mex) 5,854,158 0.50%

IT BPAT 130131 AAA(mex) 2,826,552 0.24%

IT BPAT 130502 AAA(mex) 2,013,363 0.17%

IT BPAT 140130 AAA(mex) 559,673 0.05%


JI CII 1-12 AAA(mex) 12,011,970 1.03%

JI CABEI 1-11 Aaa.mx 10,012,455 0.86%

BONDES D 379,543,373 32.48%








M BONOS 130620 AAA(mex) 59,474,802 5.09%


S UDIBONO 141218 AAA(mex) 60,245,598 5.16%

TOTAL CARTERA 1,168,464,055 100.00%






Mediano Plazo.



NTE-MP AAA/4(mex) F



2P PEM0001 150716 AAA(mex) 5,664,272 0.43%


91 NRF 11 Aaa.mx 25,157,734 1.89%

91 BNORTCB 07 AA+(mex) 23,465,508 1.76%

91 IDEAL 11 Aa2.mx 20,045,863 1.50%

91 UNIFCB 11-2 HRAAA 13,204,486 0.99%

91 DAIMLER 11-2 AAA(mex) 11,076,186 0.83%

91 ARGCB 12 HRAAA 10,020,612 0.75%

91 VWLEASE 11 Aaa.mx 9,794,780 0.74%

91 AMIGOCB 12 AAA(mex) 8,129,528 0.61%


94 BINBUR 10-4 HRAAA 30,020,522 2.25%

94 BINBUR 12 HRAAA 25,068,301 1.88%

94 BANAMEX 10-3 AAA(mex) 20,053,793 1.51%

94 BANOB 11 AAA(mex) 14,627,221 1.10%

94 BSANT 11-4 AAA(mex) 14,049,073 1.05%

94 BSANT 11-2 AAA(mex) 13,012,247 0.98%

94 BINBUR 11-2 HRAAA 9,016,638 0.68%

Cetes 371,169,791 27.85%

BI CETES 130613 AAA(mex) 184,120,526 13.81%

BI CETES 130207 AAA(mex) 78,791,856 5.91%

BI CETES 130221 AAA(mex) 78,652,656 5.90%

BI CETES 130124 AAA(mex) 29,604,753 2.22%

Pagare con R. L. V. 56,887,761 4.27%

I BACMEXT 13015 F1+(mex) 20,693,677 1.55%

I BACMEXT 13023 F1+(mex) 20,691,191 1.55%

I BANORTE 12405 F1+(mex) 15,001,880 1.13%

I BANOBRA 12405 F1+(mex) 501,013 0.04%

BPAS 182 106,578,481 8.00%

IS BPA182 140612 AAA(mex) 86,248,190 6.47%

IS BPA182 131211 AAA(mex) 20,330,291 1.53%


IT BPAT 121220 AAA(mex) 66,883,572 5.02%

IT BPAT 121108 AAA(mex) 16,975,820 1.27%

IT BPAT 121101 AAA(mex) 10,456,192 0.78%

IT BPAT 140515 AAA(mex) 6,926,207 0.52%

IT BPAT 140130 AAA(mex) 4,445,351 0.33%

IT BPAT 130131 AAA(mex) 3,344,234 0.25%

IT BPAT 130502 AAA(mex) 1,006,682 0.08%


JI CABEI 1-12 Aaa.mx 22,047,843 1.65%

JI CABEI 1-11 Aaa.mx 20,024,909 1.50%

JI CII 1-12 AAA(mex) 15,014,963 1.13%

BONDES D 353,681,866 26.54%









S UDIBONO 141218 AAA(mex) 10,075,072 0.76%

Udibonos (10) UDIS 14,982,604 1.12%

S0 UDIBONO 121220 AAA(mex) 14,982,604 1.12%

TOTAL CARTERA 1,332,908,113 100.00%




Horizonte de corto plazo permanencia de tres meses.


Mediano Plazo.


PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 observaciones.


NTEBONO AAA/5(mex) F


Cetes 52,877,927 5.16%

BI CETES 130725 AAA(mex) 33,737,067 3.29%

BI CETES 130919 AAA(mex) 19,140,860 1.87%


M BONOS 141218 AAA(mex) 316,347,206 30.87%

M BONOS 131219 AAA(mex) 153,164,694 14.95%

M BONOS 150618 AAA(mex) 115,654,171 11.29%

M BONOS 151217 AAA(mex) 95,154,194 9.29%

M BONOS 160616 AAA(mex) 85,402,386 8.33%

M BONOS 140619 AAA(mex) 79,482,472 7.76%

M BONOS 170615 AAA(mex) 55,920,912 5.46%

REPORTOS 70,822,679 6.91%


TOTAL CARTERA 1,024,826,639 100.00%






Largo Plazo. Gubernamental.



NTECOB AAA/4(mex) F


Chequera dolares 101,372,630 99.70%

CHD BANAMEX 9028526 MX-1 76,825,069 75.56%

CHD SANTAND 0041837 MX-1 24,495,372 24.09%

CHD BANORTE 3305268 MX-1 52,189 0.05%

Pagare con R. L. V. 301,424 0.30%

I NAFIN 12405 F1+(mex) 301,424 0.30%

TOTAL CARTERA 101,674,053 100.00%






Corto Plazo. Especializada en cobertura cambiaria en dólares de los Estados Unidos de América.



NTEGUB AAA/2(mex) F


Cetes 5,884,964,797 19.01%

BI CETES 130404 AAA(mex) 884,976,785 2.86%

BI CETES 130530 AAA(mex) 865,892,320 2.80%

BI CETES 130207 AAA(mex) 764,281,003 2.47%

BI CETES 130613 AAA(mex) 757,801,323 2.45%

BI CETES 130124 AAA(mex) 641,436,315 2.07%

BI CETES 130321 AAA(mex) 522,910,952 1.69%

BI CETES 130919 AAA(mex) 503,404,618 1.63%

BI CETES 130221 AAA(mex) 456,960,133 1.48%

BI CETES 130307 AAA(mex) 358,136,577 1.16%

BI CETES 130725 AAA(mex) 129,164,771 0.42%


IP BPAS 150212 AAA(mex) 509,720,292 1.65%

IP BPAS 140515 AAA(mex) 45,501,954 0.15%

BPAS 182 1,045,616,919 3.38%

IS BPA182 140626 AAA(mex) 558,702,650 1.81%

IS BPA182 141211 AAA(mex) 278,903,928 0.90%

IS BPA182 140612 AAA(mex) 208,010,341 0.67%

Bonos de prot. al ahorro Trim. 1,085,140,254 3.51%

IT BPAT 130801 AAA(mex) 244,025,350 0.79%

IT BPAT 140403 AAA(mex) 199,150,880 0.64%

IT BPAT 121101 AAA(mex) 168,958,170 0.55%

IT BPAT 140130 AAA(mex) 119,834,117 0.39%

IT BPAT 140515 AAA(mex) 111,918,396 0.36%

IT BPAT 130919 AAA(mex) 100,968,928 0.33%

IT BPAT 130620 AAA(mex) 75,013,217 0.24%

IT BPAT 130131 AAA(mex) 54,038,118 0.18%

IT BPAT 121108 AAA(mex) 11,233,078 0.04%

BONDES D 8,131,660,142 26.27%












Udibonos (10) UDIS 294,468,652 0.95%

S0 UDIBONO 121220 AAA(mex) 294,468,652 0.95%

REPORTOS 13,958,352,991 45.09%



BI CETES 130919 AAA(mex) 1,400,174,998 4.52%

IQ BPAG91 170629 AAA(mex) 1,185,446,516 3.83%

IT BPAT 160512 AAA(mex) 1,000,124,975 3.23%

IS BPA182 171005 AAA(mex) 1,000,124,941 3.23%


IP BPAS 131114 AAA(mex) 722,040,153 2.33%


IP BPAS 140403 AAA(mex) 659,279,628 2.13%


IS BPA182 170629 AAA(mex) 446,711,625 1.44%


IP BPAS 131003 AAA(mex) 368,899,863 1.19%


IS BPA182 170629 AAA(mex) 201,206,826 0.65%






TOTAL CARTERA 30,955,425,999 100.00%

ACTIVO NETO 29,749,253,683





Corto Plazo. Especializada en Valores Gubernamentales.



NTEPRIV AA/4(mex) F



91 VWLEASE 11 Aaa.mx 93,401,233 4.22%

91 AC 11 AAA(mex) 61,802,581 2.79%

91 CACIBMX 11 AAA(mex) 58,560,721 2.65%

91 FERROMX 07 AA+(mex) 48,451,648 2.19%

91 NRF 11 Aaa.mx 40,252,374 1.82%

91 BNPMEX 11 AAA(mex) 40,128,014 1.81%

91 BCI 12 AAA(mex) 37,121,578 1.68%

91 BLADEX 12 AAA(mex) 32,085,182 1.45%

91 AMX 08-2 Aaa.mx 31,132,869 1.41%

91 FACILSA 12-2 AAA(mex) 30,733,136 1.39%

91 BIMBO 09 AA+(mex) 28,599,273 1.29%

91 NRF 12 Aaa.mx 28,286,751 1.28%

91 FACILSA 12 AAA(mex) 26,470,967 1.20%

91 LIVEPOL 12 AAA(mex) 26,299,432 1.19%

91 PCARFM 12 AAA(mex) 26,009,433 1.18%

91 TELMEX 09-2 Aaa.mx 25,183,646 1.14%

91 BANCHIL 11 Aaa.mx 25,183,314 1.14%

91 XIGNUX 07-2 AA(mex) 25,054,073 1.13%

91 DAIMLER 11-2 AAA(mex) 23,097,984 1.04%

91 UNIFCB 12 HRAAA 21,022,154 0.95%

91 BACHOCO 12 AA(mex) 20,570,348 0.93%

91 CEMEXCB 11 HRAAA 20,237,002 0.92%

91 MEXCHEM 11 AA(mex) 20,017,070 0.91%

91 ARGCB 12 HRAAA 19,039,163 0.86%

91 INCARSO 12 AA(mex) 19,043,628 0.86%

91 DAIMLER 12 AAA(mex) 18,680,111 0.85%

91 AMIGOCB 12 AAA(mex) 16,259,055 0.74%

91 KIMBER 09-3 AAA(mex) 16,241,879 0.73%

91 HOLCIM 12 AAA(mex) 14,648,961 0.66%

91 GCARSO 12 AA+(mex) 13,540,076 0.61%

91 ALMACO 07-2 AA-(mex) 11,988,559 0.54%

91 KIMBER 10 AAA(mex) 10,060,035 0.46%

91 UNIFCB 11-2 HRAAA 9,878,165 0.45%

91 IDEAL 11 Aa2.mx 10,022,932 0.45%

91 TOYOTA 12 AAA(mex) 10,028,820 0.45%

91 ARRENCB 12 HRAAA 9,006,382 0.41%

91 CIE 08 BB-(mex) 6,814,218 0.31%

91 CIE 06 BB-(mex) 6,392,796 0.29%

91 CIE 05 BB-(mex) 5,019,693 0.23%

Certificado Bursatil Descuento 55,596,470 2.51%

92 FNCOT 03612 F1+(mex) 35,004,409 1.58%

92 FNCOT 03512 F1+(mex) 20,592,061 0.93%


93 SORIANA 03912 F1+(mex) 54,806,473 2.48%

93 DAIMLER 06512 F1+(mex) 36,435,488 1.65%

93 ABREGIO 03912 F1+(mex) 35,004,681 1.58%

93 ABREGIO 05312 F1+(mex) 33,880,365 1.53%

93 PCARFM 06012 F1+(mex) 26,908,214 1.22%

93 SORIANA 03612 F1+(mex) 23,981,506 1.08%

93 SORIANA 03712 F1+(mex) 19,966,439 0.90%

93 VWLEASE 03712 MX-1 16,942,209 0.77%

93 FACILSA 02412 F1+(mex) 14,962,299 0.68%

93 PCARFM 05912 F1+(mex) 14,264,019 0.65%

93 DAIMLER 06312 F1+(mex) 12,283,087 0.56%

93 SORIANA 03812 F1+(mex) 11,270,599 0.51%

93 DAIMLER 06112 F1+(mex) 8,993,309 0.41%

93 FORD 01712 F1+(mex) 2,515,836 0.11%


94 BACOMER 11-2 AAA(mex) 50,008,180 2.26%

94 BSANT 11-2 AAA(mex) 42,039,568 1.90%

94 BINBUR 10-4 HRAAA 40,027,363 1.81%

94 BINBUR 12 HRAAA 40,109,281 1.81%

94 BINBUR 12-3 HRAAA 30,004,209 1.36%

94 BANAMEX 10-3 AAA(mex) 19,051,104 0.86%

94 BSANT 11-4 AAA(mex) 16,056,084 0.73%


95 CFEGCB 12 AAA(mex) 36,214,420 1.64%

95 CFE 10 AAA(mex) 27,636,849 1.25%

95 IFCOTCB 11 AAA(mex) 24,499,735 1.11%

95 FEFA 12 AAA(mex) 18,970,012 0.86%

95 CFEHCB 08 AAA(mex) 16,363,832 0.74%

95 PEMEX 10 Aaa.mx 14,541,692 0.66%

95 CFE 10 AAA(mex) 10,030,405 0.45%

95 FEFA 12-2 AAA(mex) 9,491,218 0.43%

95 FNCOTCB 10 AAA(mex) 3,761,942 0.17%

95 CFECB 03 AAA(mex) 3,012,464 0.14%

Pagare con R. L. V. 4,389,108 0.20%

I BANOBRA 12405 F1+(mex) 4,389,108 0.20%


JI CABEI 1-12 Aaa.mx 31,268,050 1.41%

REPORTOS 420,053,480 18.99%

95 PEMEX 10 Aaa.mx 210,026,793 9.50%

95 CFE 10 AAA(mex) 210,026,687 9.50%

TOTAL CARTERA 2,211,705,246 100.00%






Corto Plazo. Especializada en Valores Privados en Moneda Nacional.

Límite Máximo de VaR:PARÁMETROS: Modelo Histórico, 1 día con un nivel de confianza al 95% con 500 observaciones.


NTESEM AAA/4(mex) F


Cetes 6,348,220 46.56%

BI CETES 130221 AAA(mex) 3,441,054 25.24%

BI CETES 130613 AAA(mex) 2,907,166 21.32%

Pagare con R. L. V. 904,114 6.63%

I NAFIN 12405 F1+(mex) 904,114 6.63%


JI CABEI 3-07 Aaa.mx 1,900,639 13.94%

BONDES D 4,482,068 32.87%



TOTAL CARTERA 13,635,041 100.00%




Horizonte de corto plazo permanencia de seis meses.


Mediano Plazo.

