MAZARS
ARTY FUND 53, Avenue d’IENA 75116 PARIS
Statement of the auditors Composition of the assets as at 30 June 2011
ARTY FUND
Statement of the auditors
Composition of the assets as at 30 June 2011
As auditors of the ARTY fund and in implementation of the provisions set down in article L. 214-8 of the French Monetary and Financial Code and in article 38 VI of AMF instruction no. 2005-01 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, 5 August 2011 The auditors
Mazars: Gilles DUNAND-ROUX
FR0011039304
R
174 092 568.11
-9 750.00
-17 500.00
47 465.51
Total
182 649 237.23
8 536 453.61
Cash & Equivalent
Options
Futures
Coupons & Dividends
Securities
179 459 268.20
8 536 453.61
49 125.62
170 873 688.97
Book Cost FCY
FR0010611293
C
Market Value FCY
ISIN Code
Unit
Summary
1 081 687.24
-9 750.00
-17 500.00
-1 660.11
1 110 597.35
P&L
1 239.88000
1 238.57000
NAV per share
Code 74034
Fund description
ARTY
Fund description
as of 30/06/2011
Statement of Holdings of ARTY
2 108 281.79
2 108 281.79
Accruals
42 721.42000
182 606 515.81000 EUR
EUR
Class Net Asset Value NAV Ccy
182 649 237.23 EUR
Net asset value Ccy
NAV Status
34.45600
147 432.41100
Outstanding shares
OFF
29/02/2012 - Page 1 - Groupe Societe Générale
86.53700 EUR 108.78100 EUR
1 500 000.00
1 800 000.00
2 000 000.00
BANQUE PSA FINANCE 3.875% 14/01/2015
BANQUE PSA 4.25% 25/02/2016
BARRY CALLEBAUT SVCS 6% 13/07/2017
BNP 5% 16/12/2013
BOLLORE 5.375% 26/05/2016
CARREFOUR Eurib3 21/06/12 *EUR
CASINO GUICHARD 4.481% 12/11/18
CEGEDIM 7% 27/07/2015
CGG VERITA 1.75% 01/01/2016 CV
CNP ASSUR TF/TV 14/09/2040
COMPAGNIE ST GOBAIN 7.25% 16/09/2013
CONTI-GUMMI FINANCE 7.50% 15/09/17
CONTI-GUMMI FINANCE 8.50% 15/07/ 15
CREDIT AG 3.9% 19/04/2021
DEUTSCHE TELEKOM INTERNATIONAL 5.75% 14/04/15
DEUTSH TELEKOM 5.75% 10/01/2014
EDENRED 3.625% 06/10/2017
ELIA SYSTEM 5.625% 22/04/16 *EUR
EUTELSAT 4.125% 27/03/2017
FGA CAPITAL IRELAND 4% 28/03/2013
XS0578317587
XS0594299066
BE0933072291
XS0405121368
FR0011052745
XS0306308585
FR0010893396
FR0010925172
FR0010998005
FR0010941484
XS0387435117
DE000A1A0U37
DE000A1AY2A0
XS0550466469
DE000A0TT2M2
DE000A0TWHZ4
FR0010948562
BE6000105732
FR0010877183
XS0611285064
2 250 000.00
2 000 000.00
250 000.00
2 500 000.00
400 000.00
1 000 000.00
500 000.00
1 700 000.00
8 990.00
1 000 000.00
2 400 000.00
300 000.00
2 500 000.00
500 000.00
1 000 000.00
1 000 000.00
1 500 000.00
1 500 000.00
100.16600 EUR
100.41600 EUR
109.51500 EUR
96.57600 EUR
107.01100 EUR
108.66700 EUR
103.96800 EUR
109.39500 EUR
93.99700 EUR
31.17000 EUR
100.99400 EUR
99.93900 EUR
99.91400 EUR
100.92100 EUR
105.38600 EUR
105.25100 EUR
99.02100 EUR
98.99500 EUR
101.46500 EUR
97.37600 EUR
219.07700 EUR
87.92500 EUR
102.34800 EUR
BANQUE POPULAIRE CAISSE 9.25% PERP
2 000 000.00
12 800.00
1 000 000.00
2 000 000.00
106.31900 EUR
FR0010814558
AUTOROUTES PARIS RHIN-RH 5% 12/01/2017
FR0010989111
500 000.00
105.50000 EUR
BANQUE FED 3% 29/10/15
AUCHAN SA 4.75% 15/04/15 *EUR
FR0010746016
2 000 000.00
57.77800 EUR
98.53400 EUR
XS0553803502
ASML HOLDI 5.75% 13/06/17 *EUR
XS0304756405
5 000.00
2 600 000.00
AXA SA 6.211% PERP
ARTEMIS 4.25% 01/01/2015 CV
FR0010814731
119.98400 EUR
AXA 2.50% 01/01/14 CV DIRTY
ARKEMA 4%10-251017
FR0010955559
1 000 000.00
98.44000 EUR
Price Ccy
FR0000492076
ARCELORMITTAL 9.375% 03/06/2016
XS0431928414
2 250 000.00
Quantity / Amount
XS0323922376
ARCELORMITTAL 4.625% 17/11/2017
Asset description
XS0559641146
Bonds
Securities
Security code
Holdings
Statement of Holdings of ARTY as of 30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
Price Date
2 249 712.50
1 985 310.00
249 617.50
2 432 250.00
397 960.00
2 175 000.00
1 615 000.00
1 624 759.40
1 020 826.00
499 695.00
1 610 750.00
249 922.00
989 670.00
2 420 000.00
269 250.00
2 497 850.00
498 985.00
992 500.00
999 780.00
1 499 010.00
1 490 750.00
1 922 400.00
2 789 816.99
913 375.00
2 027 000.00
510 750.00
2 112 400.00
255 600.00
2 557 360.00
1 239 500.00
2 242 945.00
Book Cost FCY
2 277 587.46
2 030 860.98
276 630.74
2 481 934.25
439 134.41
2 201 385.03
1 572 434.85
1 690 213.33
1 062 596.67
575 975.00
1 680 107.90
280 218.30
1 040 685.86
2 467 776.66
300 012.17
2 537 710.79
540 697.12
1 111 194.93
1 005 346.99
1 512 315.41
1 550 028.28
1 988 451.51
2 804 330.25
925 704.88
2 094 631.23
536 851.15
2 116 912.57
288 890.00
2 633 971.67
1 208 036.72
2 280 188.53
Market Value FCY
23 852.46
22 540.98
2 843.24
67 534.25
11 090.41
25 765.03
14 768.85
60 208.33
22 916.67
29 000.00
82 158.90
1 845.31
30 745.86
69 240.66
270.17
14 685.79
13 767.12
58 684.93
15 136.99
27 390.41
28 053.28
40 931.51
26 183.01
46 454.88
47 671.23
5 256.15
6 912.57
5 357.10
72 087.67
8 196.72
65 288.53
Accruals
4 022.50
23 010.00
24 170.00
-17 850.00
30 084.00
620.00
-57 334.00
5 245.60
18 854.00
47 280.00
-12 801.00
28 450.99
20 270.00
-21 464.00
30 492.00
25 175.00
27 945.00
60 010.00
-9 570.00
-14 085.00
31 225.00
25 120.00
-11 669.75
-34 125.00
19 960.00
20 845.00
-2 400.00
27 932.90
4 524.00
-39 660.00
-28 045.00
P&L
1.25
1.11
0.15
1.36
0.24
1.21
0.86
0.93
0.58
0.32
0.92
0.15
0.57
1.35
0.16
1.39
0.30
0.61
0.55
0.83
0.85
1.09
1.54
0.51
1.15
0.29
1.16
0.16
1.44
0.66
1.25
% TNA
29/02/2012 - Page 2 - Groupe Societe Générale
STE GLE TF/TV05 PERP
SUEZ ENVIRONNEMENT TF/TV PERP
TELECOM ITALIA 8.25% 21/03/16 *EUR
TELEFONICA 4.75% 07/02/2017
UNICREDI INTL BK 21/07/2049 PERP
XS0418508924
XS0585904443
XS0527624059
SOCIETE GENERALE 5.125% 19/12/2013
XS0404952078
FR0010136382
SES GLOBAL 4.375% 10/13 *EUR
XS0271527599
FR0010945188
SCOR TF/TV PERP
RHEINMETAL 4% 22/09/2017 *EUR
XS0542369219
SEB SA 4.5% 03/06/2016
REXEL 8.25%15/12/16
XS0473749959
FR0010359687
REXEL 7% 17/12/2018
XS0629656496
FR0011043108
RCI BQ 4.375% 27/01/15
RENAULT 4.625% 25/05/2016
RCI BANQUE 4% 16/03/16
XS0602211202
XS0479866567
RALLYE 8.375 20/01/15
FR0010806745
FR0011052117
PPR SA 8.625% 03/04/14
PPR 3.75% 08/04/2015
PIERRE & VACANCES 4% 01/10/2015 CV
FR0010998187
FR0010744987
PERNOD RIC 4.875% 18/03/2016
FR0010871376
FR0010878991
LAFARGE 5.448% 04/12/13
LAFARGE 7.625% 24/11/16 *EUR
FR0010032730
KRAFT FOODS 5.75% 20/03/2012
XS0353180465
XS0434974217
IMERYS 5% 18/04/17
FR0010456475
*EUR
IFIL 5.375% 12/06/17
ILIAD 4.875% 01/06/2016
HSBC FRA 5.75% 19/06/13 *EUR
FR0010631614
FR0011057439
GRENKE FINANCE 4% 22/04/2014
DE000A1A2KG5
XS0300900478
GFK AG 5% 14/04/16
GRENKE FINANCE 4% 09/03/2015
XS0603643890
XS0598445129
GERRESHEIMER AG 5% 19/05/18
XS0626028566
FR0011052075
FRANZ HANIEL 5.875% 01/02/17
FONCIERE LYONNAISE 4.625% 25/05/16
XS0604640499
GECINA 4.50% 19/09/2014
FIAT INDUSTRIAL FINANCE EUROPE SA 5.25% 11/03/2015
XS0451641285
FR0010943316
FIAT FT 7.625% 15/09/14 *EUR
XS0442431564
XS0482703286
Asset description
FIAT FINANCE & TRADE 9% 30/07/2012
Security code
Statement of Holdings of ARTY as of 30/06/2011 Price Ccy
100.71300 EUR 100.20700 EUR
750 000.00
113.52800 EUR
97.35600 EUR
84.20700 EUR
104.95200 EUR
103.29100 EUR
99.78500 EUR
89.30900 EUR
98.39100 EUR
107.64500 EUR
101.13000 EUR
98.57900 EUR
100.68400 EUR
97.56700 EUR
108.87600 EUR
101.40600 EUR
114.41100 EUR
80.37300 EUR
100.82900 EUR
113.32800 EUR
103.55400 EUR
102.42900 EUR
104.27300 EUR
99.45100 EUR
100.95600 EUR
105.94900 EUR
100.32300 EUR
99.48900 EUR
103.01400 EUR
99.66100 EUR
101.12400 EUR
103.35600 EUR
100.01700 EUR
99.57200 EUR
104.62300 EUR
104.76700 EUR
200 000.00
2 000 000.00
1 500 000.00
2 000 000.00
500 000.00
397 000.00
2 500 000.00
1 000 000.00
1 500 000.00
1 000 000.00
1 000 000.00
3 000 000.00
1 000 000.00
2 000 000.00
750 000.00
1 000 000.00
500 000.00
26 200.00
1 000 000.00
500 000.00
2 000 000.00
400 000.00
1 000 000.00
2 000 000.00
2 000 000.00
400 000.00
1 500 000.00
2 000 000.00
2 000 000.00
3 000 000.00
2 350 000.00
1 500 000.00
3 000 000.00
2 000 000.00
750 000.00
1 000 000.00
Quantity / Amount
Price Date
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
747 500.00
200 000.00
2 264 500.00
1 500 000.00
1 730 000.00
495 220.00
355 989.90
2 494 950.00
765 000.00
1 520 850.00
1 011 666.00
999 930.00
2 983 770.00
1 026 500.00
1 990 060.00
777 750.00
999 010.00
508 900.00
1 999 322.00
997 410.00
497 700.00
2 062 600.00
390 200.00
1 011 500.00
1 990 640.00
2 035 000.00
395 520.00
1 501 360.00
1 995 280.00
1 984 920.00
3 018 600.00
2 402 075.00
1 595 750.00
2 988 090.00
1 999 000.00
779 245.00
1 089 000.00
Book Cost FCY
818 782.81
205 278.05
2 318 346.89
1 517 189.59
1 720 926.85
538 660.68
422 342.36
2 504 461.07
950 752.14
1 522 878.70
1 081 033.33
1 018 688.89
2 972 913.03
1 025 898.22
1 975 602.30
845 136.78
1 023 076.39
583 012.99
2 105 772.60
1 022 808.44
589 932.81
2 134 664.88
416 440.04
1 053 385.74
1 998 077.38
2 025 875.46
424 801.46
1 516 976.15
2 015 572.35
2 082 684.37
3 009 092.30
2 459 855.10
1 587 521.51
3 016 053.03
2 024 718.69
830 579.18
1 131 505.62
Market Value FCY
67 230.31
3 852.05
47 786.89
56 849.59
36 786.85
13 900.68
12 277.09
9 836.07
57 662.14
47 013.70
4 583.33
7 388.89
15 543.03
19 058.22
24 262.30
28 566.78
9 016.39
10 957.99
32 427.36
14 518.44
23 292.81
63 584.88
6 724.04
10 655.74
9 057.38
6 755.46
1 005.46
12 131.15
25 792.35
22 404.37
19 262.30
83 441.10
37 181.51
15 543.03
33 278.69
45 906.68
83 835.62
Accruals
4 052.50
1 426.00
6 060.00
-39 660.00
-45 860.00
29 540.00
54 075.37
-325.00
128 090.00
-44 985.00
64 784.00
11 370.00
-26 400.00
-19 660.00
-38 720.00
38 820.00
15 050.00
63 155.00
74 023.24
10 880.00
68 940.00
8 480.00
19 516.00
31 230.00
-1 620.00
-15 880.00
28 276.00
3 485.00
-5 500.00
75 360.00
-28 770.00
-25 661.00
-45 410.00
12 420.00
-7 560.00
5 427.50
-41 330.00
P&L
0.45
0.11
1.27
0.83
0.94
0.30
0.23
1.37
0.52
0.83
0.59
0.56
1.63
0.56
1.08
0.46
0.56
0.32
1.15
0.56
0.32
1.17
0.23
0.58
1.09
1.11
0.23
0.83
1.10
1.14
1.65
1.35
0.87
1.65
1.11
0.46
0.62
% TNA
29/02/2012 - Page 3 - Groupe Societe Générale
VOTO -VOTORANTIM LTD 5.25% 28/04/17
WENDEL INV 4.375% 08/17 *EUR
WENDEL INVESTISSEMENT 4.875% 21/09/2015
FR0010627109
XS0505532134
XS0224749100
XS0290422095
CAPITA GROUP PLC
CARREFOUR SA
CNP ASSURANCES
COLAS
COMPAGNIE DE SAINTGOBAIN SA
FR0000120503
GB00B23K0M20
FR0000120172
FR0000120222
FR0000121634
FR0000125007
LAFARGE SA
LAGARDERE
MOTHERCARE
FR0000120537
FR0000130213
GB0009067447
SCOR SE ACT PROV
SIMCORP
SMT SCHARF AG
TAKKT AG
FR0010411983
DK0016026164
DE0005751986
DE0007446007
ROYAL DUTCH SHELL PLC-A
SANOFI
GB00B24CGK77
FR0000120578
RECKITT BENCKISER GROUP PLC
FR0000060618
GB00B03MLX29
PIAGGIO & C
RALLYE
IT0003073266
PEARSON
KESA ELECTRICALS
GB0033040113
GB0006776081
HOLCIM LTD-NOM
CH0012214059
NEXANS SA
HERACLES GENERAL CEMENT
SE0000106270
GRS073083008
NIEUWE STEEN INVESTMENTS
HENNES & MAURITZ AB-B SHS
CH0030170408
NL0000292324
80 000.00
GDF SUEZ
GEBERIT AG-NOM
FR0010208488
FR0000044448
12 000.00
FRANCE TELECOM
FR0000133308
100 000.00
55 000.00
16 000.00
95 000.00
40 000.00
75 480.00
55 000.00
68 000.00
630 000.00
100 000.00
70 000.00
20 000.00
360 000.00
68 000.00
44 000.00
1 150 000.00
35 000.00
24 628.00
75 000.00
160 000.00
4 885.00
10 000.00
ENI SPA
FONCIERE DES MURS
FR0000060303
60 000.00
33 000.00
198 061.00
19 500.00
3 000.00
125 000.00
60 000.00
200 000.00
60 000.00
70 000.00
70 000.00
37 000.00
115 000.00
87 000.00
20 000.00
2 150 000.00
1 000 000.00
2 000 000.00
85.00
Quantity / Amount
IT0003132476
EDF
BOUYGUES
FR0011055888
FR0010242511
BOURBON DS
FR0004548873
CREDIT AGRICOLE SA
BOURBON
FR0000131104
DEUTSCHE BOERSE AG
BNP PARIBAS
FR0000120628
DE0005810055
AXA
LU0569974404
FR0000045072
AIR LIQUIDE
APERAM
FR0000120073
Equities
Total Bonds
Asset description
VILMORIN CV 4.50% 01/07/2015
Security code
Statement of Holdings of ARTY as of 30/06/2011 Price Ccy
11.15000 EUR
20.65000 EUR
1 015.00000 DKK
19.60000 EUR
55.44000 EUR
24.48000 EUR
34.40000 GBP
28.65000 EUR
2.88800 EUR
11.76000 GBP
14.00500 EUR
64.90000 EUR
3.98000 GBP
29.13500 EUR
43.94500 EUR
1.37700 GBP
63.45000 CHF
4.01000 EUR
218.10000 SEK
199.20000 CHF
25.23500 EUR
14.66500 EUR
21.10000 EUR
16.31000 EUR
27.10500 EUR
52.40000 EUR
10.37000 EUR
44.65500 EUR
148.80000 EUR
15.03500 EUR
28.32000 EUR
7.15500 GBP
30.31500 EUR
2.99800 EUR
29.98000 EUR
53.23000 EUR
15.67000 EUR
22.33000 EUR
98.84000 EUR
96.74600 EUR
88.38300 EUR
100.23800 EUR
164.89900 EUR
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
Price Date
942 328.05
766 750.63
1 867 964.76
1 738 611.31
2 011 818.77
1 808 863.56
2 170 652.77
1 928 595.76
1 481 945.42
1 197 852.27
996 292.67
1 097 356.95
2 094 465.42
2 015 068.00
2 004 912.65
1 666 270.16
1 789 823.45
242 264.20
1 898 098.25
1 814 565.21
1 994 944.86
2 591 191.87
90 260.54
181 730.00
1 888 144.15
1 753 671.56
2 116 150.68
675 322.95
547 948.78
1 882 593.05
1 931 407.50
1 608 888.17
1 872 939.00
2 256 108.75
1 919 536.50
1 623 012.48
2 113 641.00
1 783 922.82
102 323 379.79
1 982 975.00
890 000.00
1 992 550.00
13 302.50
Book Cost FCY
1 115 000.00
1 135 750.00
2 177 323.13
1 862 000.00
2 217 600.00
1 847 750.40
2 096 282.75
1 948 200.00
1 819 440.00
1 302 974.90
980 350.00
1 298 000.00
1 587 502.08
1 981 180.00
1 933 580.00
1 754 528.83
1 839 739.87
98 758.28
1 901 917.40
1 980 283.32
1 892 625.00
2 346 400.00
103 073.50
163 100.00
1 626 300.00
1 729 200.00
2 053 892.57
870 772.50
446 400.00
1 879 375.00
1 699 200.00
1 585 507.73
1 818 900.00
209 860.00
2 098 600.00
1 969 510.00
1 802 050.00
1 942 710.00
1 976 800.00
105 128 236.44
2 162 453.21
923 384.79
2 024 268.20
14 016.42
Market Value FCY
2 108 281.79
82 414.21
39 554.79
19 508.20
594.91
Accruals
172 671.95
368 999.37
309 358.37
123 388.69
205 781.23
38 886.84
-74 370.02
19 604.24
337 494.58
105 122.63
-15 942.67
200 643.05
-506 963.34
-33 888.00
-71 332.65
88 258.67
49 916.42
-143 505.92
3 819.15
165 718.11
-102 319.86
-244 791.87
12 812.96
-18 630.00
-261 844.15
-24 471.56
-62 258.11
195 449.55
-101 548.78
-3 218.05
-232 207.50
-23 380.44
-54 039.00
209 860.00
-157 508.75
49 973.50
179 037.52
-170 931.00
192 877.18
696 574.86
97 064.00
-6 170.00
12 210.00
119.01
P&L
0.61
0.62
1.19
1.02
1.21
1.01
1.15
1.07
1.00
0.71
0.54
0.71
0.87
1.09
1.06
0.96
1.01
0.05
1.04
1.08
1.04
1.29
0.06
0.09
0.89
0.95
1.13
0.48
0.24
1.03
0.93
0.87
1.00
0.12
1.15
1.08
0.99
1.06
1.08
57.56
1.18
0.51
1.11
0.01
% TNA
29/02/2012 - Page 4 - Groupe Societe Générale
UNILEVER CVA
VIVENDI
FR0000120271
NL0000009355
FR0000127771
RedemPybl-Hedge
Sous recev EUR BPP
Vte diff titres EUR
BDS021EUR
RP021EUR
SR021EUR
SDS021EUR
PnInvstMgrFee
PnVarFee
PnVarFee
PnVstdVarFee
F110EURR
F170EURC
F170EURR
F171EURC
10 438 927.02
27 250.00
180 059.50
27 250.00
8 536 453.61
1.00000 EUR
1.00000 EUR
-820 143.82
-49 774.50
-12.46
-654 240.14
-13.30
-116 103.42
9 149 287.93
1 228 978.71
622 965.40
-41 787.79
-3 099 795.41
Total Cash & Equivalent
180 059.50
27 250.00
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
180 059.50
CshDepPaidOnFm-Fut
MrgnCall
-49 774.50
-12.46
-654 240.14
-13.30
-116 103.42
1 228 978.71
622 965.40
-41 787.79
-3 099 795.41
Total MARGIN DEPOSIT
DFPEUR
MARGIN DEPOSIT
Total MARGIN CALL
MGEUR
MARGIN CALL
Total MANAGEMENT FEES
PnInvstMgrFee
F110EURC
MANAGEMENT FEES
Total CURRENT ACCOUNTS + SUSPENSE ACCOUNTS
BkDep EUR BPP
DsPur-Sec
BK021EUR
CURRENT ACCOUNTS + SUSPENSE ACCOUNTS
Cash & Equivalent
10 438 927.02
30/06/2011
-9 750.00
8 536 453.61
180 059.50
180 059.50
27 250.00
27 250.00
-820 143.82
-49 774.50
-12.46
-654 240.14
-13.30
-116 103.42
9 149 287.93
1 228 978.71
622 965.40
-41 787.79
-3 099 795.41
10 438 927.02
-9 750.00
0.66500 EUR
Total Options
-150.00
-9 750.00
OE/201108/C/117.
Total Rates
OE1108C-02
Rates
Options
-17 500.00
-17 500.00
Total Futures
30/06/2011
47 465.51
47 465.51
47 465.51
174 092 568.11
1 011 749.41
1 011 749.41
67 952 582.26
2 013 375.00
2 124 870.00
1 794 600.00
-17 500.00
EUR EURO BOBL 0911
116.58000 EUR
49 125.62
170 873 688.97
1 000 000.00
1 000 000.00
67 550 309.18
2 145 956.18
2 172 512.70
1 857 607.38
927 300.00
Market Value FCY
Total Rates
OE120911
Rates
Futures -50.00
30/06/2011
29/06/2011
30/06/2011
30/06/2011
30/06/2011
1 008 318.00
Book Cost FCY
49 125.62
GBP
101.18000 EUR
19.17500 EUR
22.60500 EUR
39.88000 EUR
Price Date 30/06/2011
Total Coupons & Dividends
360 000.00
Price Ccy 16.86000 EUR
49 125.62
MOTHERCARE
9 999.50
105 000.00
94 000.00
45 000.00
55 000.00
Quantity / Amount
Total Equities
GB0009067447
Equities
Coupons & Dividends
Total Securities
Total Ucits
FR0011023910
Ucits
PHILEAS L/S EUROPE I
TOTAL
ES0178430E18
Total Equities
Asset description
TELEFONICA SA
Security code
Statement of Holdings of ARTY as of 30/06/2011
2 108 281.79
Accruals
-9 750.00
-9 750.00
-9 750.00
-17 500.00
-17 500.00
-17 500.00
-1 660.11
-1 660.11
-1 660.11
1 110 597.35
11 749.41
11 749.41
402 273.08
-132 581.18
-47 642.70
-63 007.38
-81 018.00
P&L
4.67
0.10
0.10
0.02
0.02
-0.45
-0.03
-0.36
-0.06
5.01
0.67
0.34
-0.02
-1.70
5.72
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
0.03
0.03
0.03
95.32
0.55
0.55
37.20
1.10
1.16
0.98
0.51
% TNA
29/02/2012 - Page 5 - Groupe Societe Générale
Price Date
30/06/2011
30/06/2011
30/06/2011
30/06/2011
30/06/2011
Currency
EUR/CHF
EUR/DKK
EUR/GBP
EUR/SEK
EUR/USD
Used FX Rates
Statement of Holdings of ARTY as of 30/06/2011
1.44530000
9.17390000
0.90255000
7.45870000
1.20710000
Used FX Rate
0.69189788
0.10900489
1.10797186
0.13407162
0.82843178
Reverse FX Rate
29/02/2012 - Page 6 - Groupe Societe Générale