Lyxor Asset Management Inc.

Quarterly 13F snapshot: US-listed longs only, no performance figures — 13F data cannot support them.

Reported portfolio value by quarter (4 quarters reported)

$8.58M $4.96M

Q4 18 Q1 19 Q2 19 Q3 19

$4.96M in Q4 2018 → $8.58M now. Hover for any quarter.

Holdings

As reported for the quarter ended September 30, 2019. Activity is the change in share count since the prior quarter's filing.

Holding	% of portfolio	Activity	Shares	Value
I Ishares Inc	34.5%	Added 4.3%	70,314	$2.96M
IT Ishares Tr Put	29.5%	New	62,000	$2.53M
PB Petroleo Brasileiro Sa Petro	16.2%	Added 16%	96,312	$1.39M
OS Oi S A	12.4%	Added 29%	967,626	$1.06M
CS Companhia Siderurgica Nacion	7.3%	Added 277%	199,457	$630K

What changed each quarter, from the filings' own share counts. Largest moves first; most recent 3 quarters.

quarter ended September 30, 2019 · filed November 14, 2019

Company	Action	Shares changed	Value of change	% of portfolio
IT Ishares Tr	New	+62,000	+$2.53M	29.5%
CS Companhia Siderurgica Nacion	Added	+146,605	+$463K	7.3%
OS Oi S A	Added	+216,491	+$238K	12.4%
PB Petroleo Brasileiro Sa Petro	Added	+13,481	+$195K	16.2%
I Ishares Inc	Added	+2,918	+$123K	34.5%

quarter ended June 30, 2019 · filed August 14, 2019

Company	Action	Shares changed	Value of change	% of portfolio
I Ishares Inc	Trimmed	−55,722	−$2.44M	49.3%
OS Oi S A	Added	+413,336	+$831K	25.3%
PB Petroleo Brasileiro Sa Petro	Added	+26,519	+$413K	21.6%
CS Companhia Siderurgica Nacion	Trimmed	−91,151	−$393K	3.8%

quarter ended March 31, 2019 · filed May 15, 2019

Company	Action	Shares changed	Value of change	% of portfolio
I Ishares Inc	New	+123,118	+$5.05M	70.4%
IT Ishares Tr	Exited	−36,024	−$3.74M	—
PB Petroleo Brasileiro Sa Petro	New	+56,312	+$896K	12.5%
CS Companhia Siderurgica Nacion	Trimmed	−171,527	−$705K	8.3%
OS Oi S A	Added	+10,254	+$19.3K	8.9%

Comments