Tipo Valor Emisora Serie Calif. / Bursatilidad Cant

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GBMCRE GBM FONDO DE CRECIMIENTO, S.A. DE C.V. S.I.R.V.
CARTERA DE VALORES AL 31 octubre, 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
LD
BONDESD
181213
TOTAL OPERACIONES DE REPORTO
OPERACIONES DE PRÉSTAMO DE VALORES
PRESTAMISTA
1
AEROMEX
*
1
AEROMEX
*
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
ALFA
A
1
AMX
L
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
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
KUO
B
1
KUO
B
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
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)
767,713
7,610,205.39
7,610,205.39
0.13
0.13
ALTB
325,000
27,196,000.00
0.47
ALTB
ALTB
ALTB
BAJB
BAJB
ALTB
ALTB
MEDB
BAJB
MEDB
6,324
2,386,547
12,837,204
11,312,476
178,000
7,036,041
4,673,003
2,774,912
897,000
2,260,492
1,037,673.44
67,157,432.58
210,016,657.44
271,499,424.00
10,813,500.00
327,668,429.37
211,219,735.60
40,818,955.52
8,234,460.00
140,715,627.00
0.02
1.17
3.66
4.74
0.19
5.72
3.69
0.71
0.14
2.46
MEDB
MEDB
ALTB
MEDB
MINB
BAJB
BAJB
BAJB
MINB
MEDB
BAJB
1,799,324
8,422,204
7,434,745
12,783,715
196,655
11,694,163
3,781,043
10,336,023
2,309,400
2,028,894
500,000
67,150,771.68
250,813,235.12
213,079,791.70
91,020,050.80
2,123,874.00
442,741,011.18
103,789,630.35
387,600,862.50
53,347,140.00
361,122,843.06
3,490,000.00
1.17
4.38
3.72
1.59
0.04
7.72
1.81
6.76
0.93
6.30
0.06
MEDB
MEDB
ALTB
MEDB
MEDB
5,323,201
4,695,827
3,713,366
2,815,787
1,954,341
125,467,847.57
45,032,980.93
72,856,240.92
123,275,154.86
170,907,120.45
2.19
0.79
1.27
2.15
2.98
ALTB
BAJB
MEDB
ALTB
ALTB
MINB
ALTB
1,193,830
1,215,910
12,596,577
1,034,414
1,815,422
3,353,600
8,320,421
99,923,571.00
42,289,349.80
265,283,911.62
146,866,099.72
31,279,721.06
45,273,600.00
332,733,635.79
1.74
0.74
4.63
2.56
0.55
0.79
5.81
BAJB
BAJB
769,837
1,491,255
164,745,118.00
63,974,839.50
2.87
1.12
BAJB
ALTB
1,410,032
3,991,412
5,217,118.40
122,416,606.04
0.09
2.14
ALTB
MEDB
MEDB
21,922,620
6,108,267
871,140
274,471,202.40
28,647,772.23
9,512,848.80
4.79
0.50
0.17
2,403,467
72,584,703.40
5,535,416,547.83
1.27
96.58
N/A
F1+(mex)
HR AAA
MEDB
MEDB
ALTB
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
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
ALTB
BAJB
BAJB
ALTB
ALTB
MEDB
MEDB
MEDB
MEDB
MEDB
MEDB
MEDB
732,287
7,259,033.61
0.13
12,474,000
12,475,681.00
19,734,714.61
5,555,151,262.44
0.22
0.34
96.93
1,044,056
104,241,981.64
104,241,981.64
1.82
1.82
28,100
831,700
30,000
120,000
75,000
50,000
25,000
100
90,000
6,800
57,727
38,821
7,800
10,000
20,000
30,000
4,000
30,000
3,014
12,000
10,177
2,000
7,000
102
10,387
305,245
3,300
10,000
1,000
1,000
5,000
5,150
20,000
40,000
50,000
3,000
32,000
10,000
10,000
5,000
20,000
7,000
6,000
38,000
50,000
3,250
13,000
145,000
10,000
7,000
1,600
2,958
2,049
11,400
9,610
9,510
2,956
19,900
8,000
650
392
6,408
70,191
29,199
4,500
1,048,692.00
31,039,044.00
859,800.00
3,439,200.00
2,149,500.00
1,433,000.00
716,500.00
1,252.00
422,100.00
111,248.00
944,413.72
635,111.56
127,608.00
163,600.00
327,200.00
490,800.00
65,440.00
490,800.00
49,309.04
196,320.00
166,495.72
32,720.00
114,520.00
1,668.72
169,931.32
4,993,808.20
53,988.00
163,600.00
16,360.00
16,360.00
81,800.00
84,254.00
327,200.00
654,400.00
818,000.00
49,080.00
523,520.00
163,600.00
163,600.00
81,800.00
327,200.00
114,520.00
98,160.00
621,680.00
818,000.00
53,170.00
212,680.00
2,372,200.00
163,600.00
114,520.00
74,512.00
419,976.84
290,917.02
1,618,572.00
360,375.00
356,625.00
133,611.20
899,480.00
117,680.00
9,561.50
5,766.32
94,261.68
1,032,509.61
429,517.29
66,195.00
64,192,934.74
0.02
0.54
0.02
0.06
0.04
0.03
0.01
0.00
0.01
0.00
0.02
0.01
0.00
0.00
0.01
0.01
0.00
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.09
0.00
0.00
0.00
0.00
0.00
0.00
0.01
0.01
0.01
0.00
0.01
0.00
0.00
0.00
0.01
0.00
0.00
0.01
0.01
0.00
0.00
0.04
0.00
0.00
0.00
0.01
0.01
0.03
0.01
0.01
0.00
0.02
0.00
0.00
0.00
0.00
0.02
0.01
0.00
1.12
3
1
2
2
2
1
3
2
3
2
5
4
1
1
1
1
2
2
3
1
2
2
1
2
2
1
1
2
2
3
2
1
1
1
1
2
7
10
10
2
2
1
1
1
3
2
5
1
1
1
3
5
4
2
2
3
2
1
1
3
1
1
2
1
1
2
1
4
3
2
1
4
1
1
2
1
12
25
13
12
25
13
12
3
22
24
3
2
1
2
1
1
3
1
1
1
1
1
1
1
1
1
1
1
1
1
3
1
1
1
1
1
2
2
3
2
3
1
1
2
1
1
1
1
1
2
1
2
2
2
3
1
1
4
3
3
2
2
1
1
-1,470.00
-490.00
-980.00
-980.00
-980.00
-490.00
-1,470.00
-980.00
-1,470.00
-980.00
-2,450.00
-1,960.00
490.00
490.00
490.00
490.00
980.00
980.00
1,470.00
490.00
980.00
980.00
490.00
980.00
980.00
490.00
490.00
980.00
980.00
1,470.00
980.00
490.00
490.00
490.00
490.00
980.00
3,430.00
4,900.00
4,900.00
980.00
980.00
490.00
490.00
490.00
1,470.00
980.00
2,450.00
490.00
490.00
490.00
1,470.00
2,450.00
1,960.00
980.00
980.00
1,470.00
980.00
490.00
490.00
1,470.00
490.00
490.00
980.00
490.00
490.00
980.00
-490.00
-1,960.00
-1,470.00
-980.00
-490.00
-1,960.00
-490.00
-490.00
-980.00
-490.00
5,880.00
12,250.00
6,370.00
5,880.00
12,250.00
6,370.00
5,880.00
1,470.00
10,780.00
11,760.00
1,470.00
980.00
490.00
980.00
490.00
490.00
1,470.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
490.00
1,470.00
490.00
490.00
490.00
490.00
490.00
980.00
980.00
1,470.00
980.00
1,470.00
490.00
490.00
980.00
490.00
490.00
490.00
490.00
490.00
980.00
490.00
980.00
980.00
980.00
1,470.00
490.00
490.00
1,960.00
1,470.00
1,470.00
980.00
980.00
490.00
490.00
154,350.00
5,731,350,734.21
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
0.00
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
100.00
CLASIFICACIÓN
DISCRECIONAL
CALIFICACIÓN
VaR Promedio
0.796%
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
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Lic. Gerardo Diez García
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