Tipo Valor Emisora Serie Calif. / Bursatilidad Cant

GBMCRE GBM FONDO DE CRECIMIENTO, S.A. DE C.V. S.I.R.V.
CARTERA DE VALORES AL 10 noviembre, 2016
Tipo Valor
Emisora
Serie
DISPONIBILIDADES
DISPONIBILIDADES RESTRINGIDAS O DADAS EN GARANTÍA
BI
CETES
170105
TOTAL DISPONIBILIDADES
TÍTULOS PARA NEGOCIAR
INVERSIÓN EN INSTRUMENTOS DE PATRIMONIO NETO
EMPRESAS ENERGÉTICAS
1
IENOVA
*
EMPRESAS MATERIALES
YYSP
CEMEX
CPO
1
ALPEK
A
1
CEMEX
CPO
1
CYDSASA
A
1
GCC
*
1
GMEXICO
B
1
MEXCHEM
*
1
MFRISCO
A-1
1
POCHTEC
B
1
VITRO
A
EMPRESAS INDUSTRIALES
1
AEROMEX
*
1
AGUA
*
1
ALFA
A
1
ARA
*
1
DINE
B
1
GISSA
A
1
GMD
*
1
KUO
B
1
PASA
B
1
PINFRA
L
1
TMM
A
EMPRESAS DE SERVICIOS Y BIENES DE CONSUMO NO BÁSICO
1
GSANBOR
B-1
1
HOTEL
*
1
NEMAK
A
1
RASSINI
A
1
RASSINI
CPO
EMPRESAS DE PRODUCTOS DE CONSUMO FRECUENTE
1
BACHOCO
B
1
BAFAR
B
1
CULTIBA
B
1
KOF
L
1
LACOMER
UBC
1
MINSA
B
1
WALMEX
*
EMPRESAS DE SALUD
1
FRAGUA
B
1
MEDICA
B
EMPRESAS DE SERVICIOS FINANCIEROS
0
FINDEP
*
1
GFINBUR
O
EMPRESAS DE SERVICIOS DE TELECOMUNICACIONES
1
AMX
L
1
AXTEL
CPO
1
SITES
B-1
EMPRESAS DE SERVICIOS PÚBLICOS
FF
FVIA
16
TOTAL INVERSIÓN EN INSTRUMENTOS DE PATRIMONIO NETO
INVERSIÓN EN TÍTULOS DE DEUDA
VALORES GUBERNAMENTALES
BI
CETES
170105
PAPEL PRIVADO
AIM
GBM
0043087
TOTAL INVERSIÓN EN TÍTULOS DE DEUDA
TOTAL TÍTULOS PARA NEGOCIAR
OPERACIONES DE REPORTO
REPORTADO
IM
BPAG28
180726
TOTAL OPERACIONES DE REPORTO
OPERACIONES DE PRÉSTAMO DE VALORES
PRESTAMISTA
1
AEROMEX
*
1
AEROMEX
*
1
AGUA
*
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
AXTEL
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
CEMEX
CPO
1
GMEXICO
B
1
KOF
L
1
KOF
L
1
KOF
L
1
MEXCHEM
*
1
MEXCHEM
*
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
1
MFRISCO
A-1
TOTAL OPERACIONES DE PRÉSTAMO DE VALORES
OPERACIONES CON DERIVADOS
FUTUROS
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
FI
IPC
DC16
TOTAL OPERACIONES CON DERIVADOS
TOTAL DE INVERSION EN VALORES
Calif. / Bursatilidad
Cant. Títulos
Valor Razonable
Participación Porcentual
F1+(mex)
767,139
7,609,553.99
7,609,553.99
0.14
0.14
ALTB
325,000
25,294,750.00
0.48
ALTB
ALTB
ALTB
BAJB
BAJB
ALTB
ALTB
MEDB
BAJB
MEDB
6,324
2,386,547
12,968,740
11,312,476
178,000
6,275,103
4,621,100
2,792,561
897,000
2,260,492
977,394.75
61,572,912.60
200,756,095.20
255,775,082.36
10,687,120.00
327,623,127.63
194,363,466.00
40,631,762.55
7,660,380.00
130,204,339.20
0.02
1.16
3.78
4.82
0.20
6.17
3.66
0.77
0.14
2.45
MEDB
MEDB
ALTB
MEDB
MINB
MEDB
BAJB
BAJB
MINB
MEDB
BAJB
1,799,324
8,418,904
7,434,745
12,783,715
196,655
11,694,163
3,781,043
10,355,143
2,309,400
2,028,894
500,000
67,114,785.20
239,938,764.00
183,192,116.80
93,321,119.50
2,123,874.00
403,448,623.50
102,088,161.00
383,036,739.57
53,347,140.00
317,562,488.88
3,050,000.00
1.26
4.52
3.45
1.76
0.04
7.60
1.92
7.22
1.01
5.98
0.06
MEDB
MEDB
ALTB
MEDB
MEDB
5,323,201
4,706,816
3,713,366
2,815,787
1,954,341
119,825,254.51
43,302,707.20
61,641,875.60
97,848,598.25
137,370,628.89
2.26
0.82
1.16
1.84
2.59
ALTB
BAJB
MEDB
ALTB
MEDB
MINB
ALTB
1,181,891
1,215,910
12,596,577
1,022,270
1,815,422
3,353,600
8,320,421
95,780,446.64
42,289,349.80
259,111,588.89
139,192,283.20
29,064,906.22
45,273,600.00
310,518,111.72
1.80
0.80
4.88
2.62
0.55
0.85
5.85
BAJB
BAJB
769,837
1,491,255
170,133,977.00
63,974,839.50
3.21
1.21
BAJB
ALTB
1,410,032
3,991,412
5,118,416.16
108,406,749.92
0.10
2.04
ALTB
MEDB
MEDB
19,181,795
6,115,567
871,140
225,577,909.20
26,113,471.09
9,190,527.00
4.25
0.49
0.17
MINB
2,403,467
72,608,738.07
5,166,114,221.60
1.37
97.35
F1+(mex)
732,861
7,269,537.01
0.14
12,474,000
12,475,639.00
19,745,176.01
5,185,859,397.61
0.24
0.37
97.72
mxAAA
510,607
51,065,705.19
51,065,705.19
0.96
0.96
MEDB
MEDB
MEDB
ALTB
ALTB
ALTB
ALTB
ALTB
MEDB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
MEDB
MEDB
MEDB
MEDB
MEDB
MEDB
MEDB
MEDB
831,700
28,100
3,300
50,000
30,000
120,000
25,000
75,000
82,700
145,000
1,000
1,000
3,000
3,300
3,000
58,625
35,736
10,000
6,000
13,000
750
1,500
14,575
305,245
20,000
4,790
15,000
32,000
7,800
4,000
10,177
2,000
102
10,387
3,250
1,600
11,400
2,081
2,770
19,900
2,859
20,600
2,200
1,000
1,500
1,900
1,500
70,191
2,800
31,022,410.00
1,048,130.00
94,050.00
1,232,000.00
739,200.00
2,956,800.00
616,000.00
1,848,000.00
353,129.00
2,244,600.00
15,480.00
15,480.00
46,440.00
51,084.00
46,440.00
907,515.00
553,193.28
154,800.00
92,880.00
201,240.00
11,610.00
23,220.00
225,621.00
4,725,192.60
309,600.00
74,149.20
232,200.00
495,360.00
120,744.00
61,920.00
157,539.96
30,960.00
1,578.96
160,790.76
50,310.00
83,536.00
1,552,224.00
283,348.96
377,163.20
836,994.00
120,249.54
299,730.00
32,010.00
14,550.00
21,825.00
27,645.00
21,825.00
1,021,279.05
40,740.00
55,652,787.51
0.58
0.02
0.00
0.02
0.01
0.06
0.01
0.03
0.01
0.04
0.00
0.00
0.00
0.00
0.00
0.02
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.09
0.01
0.00
0.00
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.03
0.01
0.01
0.02
0.00
0.01
0.00
0.00
0.00
0.00
0.00
0.02
0.00
1.05
10
10
2
2
1
5
1
3
5
4
2
2
3
2
1
1
3
1
1
1
2
1
1
2
1
4
3
2
1
3
2
2
2
2
1
3
2
3
2
5
4
1
1
4
1
1
2
1
3
12
25
13
12
25
13
12
3
22
24
3
2
1
1
3
1
1
1
1
1
1
1
1
1
1
1
3
1
1
1
1
1
2
2
3
2
1
1
1
1
1
1
1
1
2
1
2
2
2
3
1
1
4
3
3
2
2
1
2
3
1
1
2
1
1
1
1
1
2
2
3
1
2
2
1
1
1
2
2
1
1
2
2
7
3
2
1
1
1
1
2
212,200.00
212,200.00
42,440.00
42,440.00
21,220.00
106,100.00
21,220.00
63,660.00
106,100.00
84,880.00
42,440.00
42,440.00
63,660.00
42,440.00
21,220.00
21,220.00
63,660.00
21,220.00
21,220.00
21,220.00
42,440.00
21,220.00
21,220.00
42,440.00
-21,220.00
-84,880.00
-63,660.00
-42,440.00
21,220.00
63,660.00
42,440.00
-42,440.00
-42,440.00
-42,440.00
-21,220.00
-63,660.00
-42,440.00
-63,660.00
-42,440.00
-106,100.00
-84,880.00
-21,220.00
-21,220.00
-84,880.00
-21,220.00
-21,220.00
-42,440.00
-21,220.00
-63,660.00
254,640.00
530,500.00
275,860.00
254,640.00
530,500.00
275,860.00
254,640.00
63,660.00
466,840.00
509,280.00
63,660.00
42,440.00
21,220.00
21,220.00
63,660.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
63,660.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
42,440.00
42,440.00
63,660.00
42,440.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
42,440.00
21,220.00
42,440.00
42,440.00
42,440.00
63,660.00
21,220.00
21,220.00
84,880.00
63,660.00
63,660.00
42,440.00
42,440.00
21,220.00
42,440.00
63,660.00
21,220.00
21,220.00
42,440.00
21,220.00
21,220.00
21,220.00
21,220.00
21,220.00
42,440.00
42,440.00
63,660.00
21,220.00
42,440.00
42,440.00
21,220.00
21,220.00
21,220.00
42,440.00
42,440.00
21,220.00
21,220.00
42,440.00
42,440.00
148,540.00
63,660.00
42,440.00
21,220.00
21,220.00
21,220.00
21,220.00
42,440.00
6,684,300.00
5,306,871,744.30
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.01
0.01
0.00
0.01
0.01
0.00
0.00
0.01
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.13
100.00
CLASIFICACIÓN
DISCRECIONAL
CALIFICACIÓN
VaR Promedio
0.817%
Límite de VaR
3.410%
Para llevar a cabo la estimación del Valor en Riesgo (VaR) de mercado para las Sociedades de Inversión administradas por Operadora GBM, se acordó con la empresa Valor de Mercado (Valmer)
que sea ella quien lo realice, siguiendo los criterios metodológicos aprobados por la Unidad de Administración Integral de riesgos de la Operadora.
El método utilizado para la estimación del VaR es el conocido como simulación histórica, con los parámetros que se presentan a continuación:
- Un periodo de muestra de un año
- El nivel de confianza para el VaR fijado al 95%
- El horizonte temporal para el que se estime la posible minusvalía será de 1 día
_________________________________________________
Lic. Mauricio José García Correa