MAZARS
ARTY FUND 53, Avenue d’IENA 75116 PARIS
Statement of the auditors Composition of the assets as at 29 June 2012
ARTY FUND Composition of the assets as at 29 June 2012
Statement of the auditors As auditors of the ARTY fund and in implementation of the provisions set down in article L. 214-17 of the French Monetary and Financial Code and in article 32 VI of AMF instruction no. 2011-19 adopted pursuant to the General Regulations of the AMF, we have verified the accuracy of the composition of the assets as appended to this statement. The composition of the assets was established under the responsibility of the management company. It falls to us, on the basis of our audits, to certify its accuracy. We have performed the procedures that we considered necessary in accordance with the professional standards of the French national audit body (Compagnie Nationale des Commissaires aux Comptes) relating to this assignment. These procedures involved appraising the accuracy of the information in terms of its coherence, its plausibility and its relevance. An audit of this nature, limited in terms of its objective, essentially consists of analytical procedures and meetings with the persons responsible for the information provided. We have no comments to make on the accuracy of the information provided in the appended document.
Executed at Courbevoie, 3 August 2012
The auditors
Mazars: Gilles DUNAND-ROUX
FR0011039304
R
141 394 605.59
-45 800.00
10 000 204.17
57 000.00
Total
154 765 434.57
3 359 424.81
Cash & Equivalent
Options
Money Market
Coupons & Dividends
Securities
153 018 727.87
3 359 424.81
58 000.00
10 000 000.00
57 000.00
139 544 303.06
Book Cost FCY
FR0010611293
C
Market Value FCY
ISIN Code
Unit
Summary
-532 104.57
-103 800.00
-428 304.57
P&L
1 176.27000
1 190.33000
NAV per share
Code 74034
Fund description
ARTY
Fund description
Statement of Holdings of ARTY as of 29/06/2012
2 278 811.27
204.17
2 278 607.10
Accruals
507 061.64000
154 258 372.93000 EUR
EUR
Class Net Asset Value NAV Ccy
154 765 434.57 EUR
Net asset value Ccy
NAV Status
431.07500
129 592.32200
Outstanding shares
OFF
08/08/2012 - Page 1 - Groupe Societe Générale
250 000.00
1 000 000.00
BANQUE FEDERATIVE DU CREDIT MUTUEL 3% 29/10/2015
BANQUE POPULAIRE CAISSE 9.25% PERP
BANQUE PSA 4.875% 25/09/2015
BARRY CALLEBAUT SVCS 6% 13/07/2017
BOLLORE 5.375% 26/05/2016
BRENNTAG FINANCE 5.5% 19/07/2018
CEGEDIM SA 7% 27/07/2015
CLARIANT FINANCE 5.625% 24/01/2017
CNP ASSUR TF/TV 14/09/2040
COMPAGNIE ST GOBAIN 7.25% 16/09/2013
CONTI GUMMI FINANCE BV 7.50% 15/09/2017
CONTI-GUMMI FINANCE 8.50% 15/07/ 15
CREDIT FONCIER DE FRANCE 4.25% 24/02/2018
CREDIT AGRICOLE SA 3.9% 19/04/2021
CREDIT MUTUEL ARKEA VAR 14/01/2013
DEUTSCHE TELEKOM INTERNATIONAL 5.75% 14/04/15
EDENRED 3.625% 06/10/2017
EDISON SPA 3.875% 10/11/2017
ELIA SYSTEM 5.625% 22/04/16 *EUR
EUTELSAT 4.125% 27/03/2017
EXOR SPA 5.375% 12/06/17
XS0553803502
FR0010814558
XS0798333802
BE0933072291
FR0011052745
XS0645941419
FR0010925172
XS0735784851
FR0010941484
XS0387435117
DE000A1A0U37
DE000A1AY2A0
FR0011178938
XS0550466469
FR0011076579
DE000A0TT2M2
FR0010948562
XS0557897203
BE6000105732
FR0010877183
XS0300900478
2 000 000.00
2 000 000.00
1 500 000.00
1 000 000.00
2 000 000.00
1 800 000.00
2 000 000.00
1 500 000.00
2 150 000.00
500 000.00
1 700 000.00
1 600 000.00
1 000 000.00
2 000 000.00
2 000 000.00
1 000 000.00
1 500 000.00
1 500 000.00
2 000 000.00
12 800.00
1 000 000.00
1 000 000.00
AXA SA TF/TV PERPETUAL
AUTOROUTES PARIS RHIN-RH 5% 12/01/2017
FR0010989111
500 000.00
AXA 2.50% 01/01/14 CV DIRTY
AUCHAN SA 4.75% 15/04/15 *EUR
FR0010746016
2 000 000.00
FR0000492076
ASML HOLDI 5.75% 13/06/17 *EUR
XS0304756405
5 000.00
800 000.00
1 000 000.00
2 500 000.00
Quantity / Amount
XS0323922376
AREVA 4.625% 05/10/2017
ARTEMIS 4.25% 01/01/2015 CV
FR0011125442
ARCELORMITTAL 9.375% 03/06/2016
XS0431928414
FR0010814731
AMADEUS CAP MARKET 4.875% 15/07/2016
Asset description
XS0647188605
Bonds
Securities
Security code
Holdings
Statement of Holdings of ARTY as of 29/06/2012
100.71800 EUR
106.01600 EUR
113.74400 EUR
100.07100 EUR
103.75500 EUR
111.49200 EUR
100.13100 EUR
79.82300 EUR
100.24600 EUR
109.87300 EUR
106.82700 EUR
106.87700 EUR
69.94000 EUR
104.52700 EUR
97.33500 EUR
107.08100 EUR
103.81500 EUR
113.94900 EUR
100.28200 EUR
86.14500 EUR
102.21900 EUR
225.50000 EUR
74.23000 EUR
106.23300 EUR
109.17200 EUR
112.38200 EUR
54.90500 EUR
100.69200 EUR
116.41000 EUR
103.13800 EUR
Price Ccy
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
Price Date
2 035 000.00
992 655.00
249 617.50
1 932 500.00
1 459 350.00
1 087 500.00
1 998 500.00
1 615 000.00
1 985 000.00
1 624 759.40
2 228 326.00
499 695.00
1 610 750.00
1 666 050.00
989 670.00
1 986 420.00
1 998 280.00
992 500.00
1 509 750.00
1 490 750.00
1 922 400.00
2 789 816.99
913 375.00
1 013 500.00
510 750.00
2 112 400.00
255 600.00
793 096.00
1 239 500.00
2 487 325.00
Book Cost FCY
2 020 839.45
1 071 348.36
287 172.50
2 051 604.43
1 596 734.84
1 127 680.27
2 009 014.61
1 451 430.99
2 035 343.50
1 707 949.17
2 345 603.42
563 305.77
1 270 914.43
1 712 268.07
1 003 926.92
2 247 111.80
2 087 786.30
1 198 014.59
1 506 028.16
1 319 925.00
2 085 199.67
2 886 400.00
788 627.95
1 086 100.49
551 065.48
2 254 256.44
274 525.00
833 134.36
1 172 062.33
2 696 662.09
Market Value FCY
6 479.45
11 188.36
2 812.50
50 184.43
40 409.84
12 760.27
6 394.61
14 616.99
30 423.50
59 854.17
48 822.92
28 920.77
81 934.43
39 836.07
30 576.92
105 491.80
11 486.30
58 524.59
1 798.16
27 750.00
40 819.67
25 967.21
46 327.95
23 770.49
5 205.48
6 616.44
5 342.46
27 598.36
7 962.33
118 212.09
Accruals
-20 640.00
67 505.00
34 742.50
68 920.00
96 975.00
27 420.00
4 120.00
-178 186.00
19 920.00
23 335.60
68 454.50
34 690.00
-421 770.00
6 382.00
-16 320.00
155 200.00
78 020.00
146 990.00
-5 520.00
-198 575.00
121 980.00
70 615.80
-171 075.00
48 830.00
35 110.00
135 240.00
13 582.54
12 440.00
-75 400.00
91 125.00
P&L
1.31
0.69
0.19
1.33
1.03
0.73
1.30
0.94
1.32
1.10
1.52
0.36
0.82
1.11
0.65
1.45
1.35
0.77
0.97
0.85
1.35
1.87
0.51
0.70
0.36
1.46
0.18
0.54
0.76
1.74
% TNA
08/08/2012 - Page 2 - Groupe Societe Générale
FIAT FINANCE & TRADE LTD SA 6.125% 08/07/2014
FIAT FINANCE & TRADE LTD SA 9% 30/07/2012
FONCIERE LYONNAISE 4.625% 25/05/2016
FRANZ HANIEL 5.875% 01/02/17
FRESENIUS FINANICE 4.25% 15/04/2019
GECINA 4.50% 19/09/2014
GERRESHEIMER AG 5% 19/05/18
GRENKE FINANCE 4% 09/03/2015
GRENKE FINANCE 4% 22/04/2014
XS0647263317
XS0442431564
FR0011052075
XS0482703286
XS0759200321
FR0010943316
XS0626028566
XS0598445129
DE000A1A2KG5
RCI BQ 4.375% 27/01/15
REXEL SA 7% 17/12/2018
REXEL SA 8.25% 15/12/2016
RHEINMETAL 4% 22/09/2017 *EUR
SCOR TF/TV PERP
SEB SA 4.5% 03/06/2016
SOCIETE GENERALE 5.125% 19/12/2013
STE GLE TF/TV PERP
SUEZ ENVIRONNEMENT TF/TV PERP
TELECOM ITALIA 8.25% 21/03/16 *EUR
VILMORIN CV 4.50% 01/07/2015
VOTO -VOTORANTIM LTD 5.25% 28/04/17
XS0473749959
XS0542369219
FR0010359687
FR0011043108
XS0404952078
FR0010136382
FR0010945188
XS0418508924
FR0010627109
XS0505532134
RCI BANQUE 4% 16/03/16
XS0602211202
XS0479866567
RALLYE 8.375 20/01/15
FR0010806745
XS0629656496
PPR SA 8.625% 03/04/14
PIERRE & VACANCES 4% 01/10/2015 CV
FR0010998187
PPR 3.75% 08/04/2015
PEUGEOT 6.875% 30/03/2016
FR0011124544
FR0010744987
PERNOD RIC 4.875% 18/03/2016
FR0010871376
FR0010878991
LAFARGE 5.448% 04/12/13
MANPOWER GROUP 4.5% 22/06/2018
FR0010032730
XS0794990050
IMERYS 5% 18/04/17
FIAT FINANCE & TRADE LTD SA 5.25% 11/03/2015
XS0604640499
LAFARGE MLTCPON 24/11/16
FGA CAPITAL IRELAND 4% 28/03/2013
XS0611285064
FR0010456475
FAURECIA 8.75% 15/06/2019
XS0778917814
XS0434974217
FAURECIA SA 9.375% 15/12/2016
XS0704870392
Statement of Holdings of ARTY as of 29/06/2012 Security code Asset description
2 000 000.00
85.00
2 000 000.00
1 500 000.00
2 000 000.00
500 000.00
2 500 000.00
2 550 000.00
1 500 000.00
1 000 000.00
1 000 000.00
1 000 000.00
2 000 000.00
750 000.00
1 000 000.00
500 000.00
30 000.00
2 500 000.00
1 000 000.00
2 500 000.00
2 000 000.00
500 000.00
1 000 000.00
750 000.00
2 000 000.00
2 500 000.00
2 350 000.00
250 000.00
980 000.00
3 000 000.00
1 000 000.00
2 000 000.00
2 000 000.00
2 250 000.00
2 000 000.00
1 000 000.00
Quantity / Amount
Price Ccy
105.17600 EUR
164.55900 EUR
109.34500 EUR
94.84000 EUR
61.41700 EUR
104.97200 EUR
103.33700 EUR
81.72100 EUR
104.85200 EUR
109.11600 EUR
105.42900 EUR
102.31500 EUR
100.49300 EUR
109.25700 EUR
105.21600 EUR
112.17600 EUR
73.28200 EUR
103.55400 EUR
108.28300 EUR
102.14000 EUR
103.61600 EUR
113.80300 EUR
107.30700 EUR
100.61200 EUR
102.35200 EUR
107.44200 EUR
103.28800 EUR
103.59300 EUR
105.37500 EUR
101.53700 EUR
100.25200 EUR
99.88400 EUR
100.75000 EUR
100.10400 EUR
96.19500 EUR
109.26800 EUR
Price Date
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
1 992 550.00
13 302.50
2 264 500.00
1 500 000.00
1 730 000.00
495 220.00
2 494 950.00
2 123 125.00
1 520 850.00
1 076 250.00
999 930.00
1 026 500.00
1 990 060.00
777 750.00
999 010.00
508 900.00
2 168 128.42
2 489 700.00
997 410.00
2 499 350.00
2 062 600.00
497 700.00
1 011 500.00
750 680.00
1 995 280.00
2 515 500.00
2 402 075.00
250 000.00
1 042 556.67
2 988 090.00
1 089 000.00
2 000 000.00
1 999 000.00
2 249 712.50
1 999 480.00
1 075 000.00
Book Cost FCY
2 122 793.97
13 987.52
2 234 365.75
1 479 294.26
1 265 026.34
538 722.70
2 592 979.79
2 230 522.20
1 619 665.25
1 095 514.17
1 057 595.56
1 042 156.15
2 033 969.59
847 916.23
1 061 098.36
571 749.86
2 198 460.00
2 634 055.48
1 097 254.66
2 557 198.63
2 135 731.15
596 052.23
1 083 617.95
760 590.00
2 072 683.84
2 701 803.42
2 510 770.05
261 815.83
1 056 900.55
3 061 315.48
1 086 126.56
2 118 841.20
2 048 082.19
2 276 504.38
1 953 552.78
1 097 627.92
Market Value FCY
19 273.97
593.29
47 465.75
56 694.26
36 686.34
13 862.70
9 554.79
146 636.70
46 885.25
4 354.17
3 305.56
19 006.15
24 109.59
28 488.73
8 938.36
10 869.86
68 053.51
45 205.48
14 424.66
3 698.63
63 411.15
27 037.23
10 547.95
6 000.00
25 643.84
15 753.42
83 502.05
2 833.33
24 225.55
15 205.48
83 606.56
121 161.20
33 082.19
24 164.38
29 652.78
4 947.92
Accruals
110 970.00
91.73
-77 600.00
-77 400.00
-501 660.00
29 640.00
88 475.00
-39 239.50
51 930.00
14 910.00
54 360.00
-3 350.00
19 800.00
41 677.50
53 150.00
51 980.00
-37 721.93
99 150.00
85 420.00
54 150.00
9 720.00
71 315.00
61 570.00
3 910.00
51 760.00
170 550.00
25 193.00
8 982.50
-9 881.67
58 020.00
-86 480.00
-2 320.00
16 000.00
2 627.50
-75 580.00
17 680.00
P&L
1.37
0.01
1.44
0.96
0.82
0.35
1.68
1.44
1.05
0.71
0.68
0.67
1.31
0.55
0.69
0.37
1.42
1.70
0.71
1.65
1.38
0.39
0.70
0.49
1.34
1.75
1.62
0.17
0.68
1.98
0.70
1.37
1.32
1.47
1.26
0.71
% TNA
08/08/2012 - Page 3 - Groupe Societe Générale
WENDEL INVESTISSEMENT 4.875% 21/09/2015
XS0290422095
SECHILIENNE-SIDEC
UNILEVER CVA
WINCOR NIXDORF
FR0000060402
NL0000009355
DE000A0CAYB2
29/06/2012
57 000.00
139 544 303.06
1 000 000.00
1 000 000.00
36 085 832.08
522 800.11
1 331 579.55
1 225 513.61
1 086 718.00
1 733 709.90
960 405.02
1 475 319.58
1 269 173.19
928 871.61
1 065 203.64
1 140 029.86
455 596.40
1 348 322.77
1 280 129.50
865 527.51
1 532 599.65
713 465.00
1 739 262.68
959 515.46
1 021 813.62
1 595 955.89
1 369 311.60
1 668 479.74
1 081 256.69
864 250.35
1 196 766.71
1 543 059.42
1 194 606.40
1 475 842.81
1 440 745.81
102 458 470.98
1 982 975.00
57 000.00
EUR
28/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
890 000.00
Book Cost FCY
Total Coupons & Dividends
100 000.00
106.97000 EUR
27.98000 EUR
26.38500 EUR
11.12000 EUR
48.94000 EUR
43.73000 EUR
59.74000 EUR
25.55000 GBP
26.60500 EUR
163.60000 CHF
33.65000 GBP
22.50000 EUR
11.74000 EUR
1.97100 EUR
12.66000 GBP
10.36000 EUR
51.48000 EUR
92.24000 EUR
21.99000 EUR
247.40000 SEK
186.70000 CHF
18.75500 EUR
30.28000 EUR
8.49000 EUR
29.10000 EUR
37.33000 EUR
6.56000 GBP
19.00000 EUR
56.93000 EUR
10.48000 EUR
90.05000 EUR
100.04200 EUR
Price Date 29/06/2012
57 000.00
SECHILIENNE-SIDEC
9 999.50
14 000.00
57 000.00
100 000.00
20 000.00
37 000.00
19 000.00
50 000.00
50 000.00
7 000.00
27 000.00
42 500.00
40 000.00
600 000.00
102 000.00
80 000.00
29 000.00
9 500.00
65 000.00
40 000.00
7 000.00
133 000.00
32 000.00
33 500.00
150 000.00
Price Ccy 93.73100 EUR
Total Equities
FR0000060402
Equities
Coupons & Dividends
Total Securities
Total Ucits
FR0011023910
Ucits
PHILEAS L/S EUROPE I
SEB
FR0000121709
Total Equities
SANOFI
SCHNEIDER ELECTRIC SA
FR0000120578
FR0000121972
ROYAL DUTCH SHELL PLC-A
ROCHE HOLDING AG - BON DE JOUISSANCE DIVIDENDE
CH0012032048
SABMILLER
RECKITT BENCKISER GROUP PLC
GB00B24CGK77
GB0004835483
RALLYE
FR0000060618
GB00B03MLX29
PIAGGIO & C
PEARSON
GB0006776081
PRYSMIAN SPA
M6 METROPOLE TELEVISION
FR0000053225
IT0003073266
MICHELIN (CGDE)-SA
FR0000121261
IT0004176001
LAGARDERE
L'OREAL
FR0000130213
FR0000120321
HENNES & MAURITZ AB-B SHS
DEVOTEAM
EURAZEO
FR0000073793
FR0000121121
SE0000106270
60 000.00
COMPAGNIE DE SAINTGOBAIN SA
FR0000125007
GDF SUEZ
CFAO
FR0000060501
GEBERIT AG-NOM
37 800.00
CAPITA
FR0010208488
55 000.00
BOURBON
FR0004548873
GB00B23K0M20
CH0030170408
20 000.00
BAYERISCHE MOTORENWERKE
DE0005190003
135 000.00
AIR LIQUIDE
AXA
FR0000120073
17 500.00
2 150 000.00
1 000 000.00
Quantity / Amount
FR0000120628
Equities
Total Bonds
WENDEL INV 4.375% 08/17 *EUR
XS0224749100
Statement of Holdings of ARTY as of 29/06/2012 Security code Asset description
57 000.00
57 000.00
57 000.00
141 394 605.59
1 069 646.52
1 069 646.52
34 756 731.92
391 720.00
1 503 945.00
1 112 000.00
978 800.00
1 618 010.00
1 135 060.00
1 583 415.96
1 330 250.00
951 953.45
1 126 115.52
956 250.00
469 600.00
1 182 600.00
1 600 545.36
828 800.00
1 492 920.00
876 280.00
1 429 350.00
1 128 032.10
1 086 367.41
1 125 300.00
1 144 584.00
1 129 170.00
931 200.00
1 250 555.00
1 219 633.12
1 045 000.00
1 138 600.00
1 414 800.00
1 575 875.00
105 568 227.15
2 233 092.04
976 756.72
Market Value FCY
2 278 607.10
2 278 607.10
82 189.04
39 446.72
Accruals
-428 304.57
69 646.52
69 646.52
-1 329 100.16
-131 080.11
172 365.45
-113 513.61
-107 918.00
-115 699.90
174 654.98
108 096.38
61 076.81
23 081.84
60 911.88
-183 779.86
14 003.60
-165 722.77
320 415.86
-36 727.51
-39 679.65
162 815.00
-309 912.68
168 516.64
64 553.79
-470 655.89
-224 727.60
-539 309.74
-150 056.69
386 304.65
22 866.41
-498 059.42
-56 006.40
-61 042.81
135 129.19
831 149.07
167 928.00
47 310.00
P&L
0.04
0.04
0.04
91.36
0.69
0.69
22.46
0.25
0.97
0.72
0.63
1.05
0.73
1.02
0.86
0.62
0.73
0.62
0.30
0.76
1.03
0.54
0.97
0.57
0.92
0.73
0.70
0.73
0.74
0.73
0.60
0.81
0.79
0.68
0.74
0.91
1.02
68.21
1.44
0.63
% TNA
08/08/2012 - Page 4 - Groupe Societe Générale
2 500 000.00
RedemPybl-Hedge
Sous recev EUR BPP
Vte diff titres EUR
BDS021EUR
RP021EUR
SR021EUR
SDS021EUR
PnInvstMgrFee
PnVarFee
PnVarFee
PnVstdVarFee
PnVstdVarFee
F110EURR
F170EURC
F170EURR
F171EURR
F171EURC
-384 000.00
Price Date
29/06/2012
29/06/2012
29/06/2012
29/06/2012
29/06/2012
Currency
EUR/CHF
EUR/DKK
EUR/GBP
EUR/SEK
EUR/USD
Used FX Rates
1.25900000
8.77280000
0.80680000
7.43340000
1.20300000
Used FX Rate
0.79428118
0.11398869
1.23946455
0.13452794
0.83125520
Reverse FX Rate
1 341 234.00 3 359 424.81
1.00000 EUR
-1 446 367.70
-243 003.66
-270.14
-3 204.24
-1 155 807.93
-192.32
-43 889.41
3 464 558.51
253 331.60
399 892.78
-127 731.87
-549 120.66
3 488 186.66
Total Cash & Equivalent
1 341 234.00
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1.00000 EUR
1 341 234.00
CshDepPaidOnFm-Fut
-243 003.66
-270.14
-3 204.24
-1 155 807.93
-192.32
-43 889.41
253 331.60
399 892.78
-127 731.87
-549 120.66
1.00000 EUR
29/06/2012
552 000.00
-110 000.00
Total MARGIN DEPOSIT
DFPEUR
MARGIN DEPOSIT
Total MANAGEMENT FEES
PnInvstMgrFee
F110EURC
MANAGEMENT FEES
Total CURRENT ACCOUNTS + SUSPENSE ACCOUNTS
BkDep EUR BPP
DsPur-Sec
BK021EUR
CURRENT ACCOUNTS + SUSPENSE ACCOUNTS
Cash & Equivalent
3 488 186.66
123.60000 EUR
29/06/2012 58 000.00
-400.00
147.93000 EUR
58 000.00
SX5E/201209/P/2,300.
SX5E1209P-03
400.00
29/06/2012
29/06/2012
2 500 000.00
2 500 000.00
Total Indexes
PXA/201209/P/3,200.
PXA1209P-01
71.56000 EUR
0.32000 EUR
29/06/2012
29/06/2012
Total Options
PXA/201208/C/3,250.
PXA1208C-01
Indexes
Options -200.00
2 500 000.00
0.25000 EUR 0.20000 EUR
2 500 000.00
Book Cost FCY
10 000 000.00
SG 0.32% 04/07/2012
FR0120926342
2 500 000.00
2 500 000.00
29/06/2012
Price Date
Total Money Market
HSBC 0.2% 04/07/2012
FR0120926417
0.21000 EUR
Price Ccy
10 000 000.00
CA CIB 0.25% 04/07/12
FR0120926268
2 500 000.00
Quantity / Amount
Total Non-discounted
BRED BANQUE POPULAIRE 0.21% 04/07/12
FR0120926227
Non-discounted
Money Market
Statement of Holdings of ARTY as of 29/06/2012 Security code Asset description
3 359 424.81
1 341 234.00
1 341 234.00
-1 446 367.70
-243 003.66
-270.14
-3 204.24
-1 155 807.93
-192.32
-43 889.41
3 464 558.51
253 331.60
399 892.78
-127 731.87
-549 120.66
3 488 186.66
-45 800.00
-45 800.00
-494 400.00
591 720.00
-143 120.00
10 000 204.17
10 000 204.17
2 500 066.67
2 500 041.67
2 500 052.08
2 500 043.75
Market Value FCY
204.17
204.17
66.67
41.67
52.08
43.75
Accruals
-103 800.00
-103 800.00
-110 400.00
39 720.00
-33 120.00
P&L
2.17
0.87
0.87
-0.93
-0.16
0.00
-0.75
-0.03
2.24
0.16
0.26
-0.08
-0.36
2.25
-0.03
-0.03
-0.32
0.38
-0.09
6.46
6.46
1.62
1.62
1.62
1.62
% TNA
08/08/2012 - Page 5 - Groupe Societe Générale