Myriad Asset Management US LP Quant / Systematic

CIK: 0001857187 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $436,829 (25.3% shares, 74.7% debt)

Holdings (29)

— PLUG PWR INC 34.1%

Value ($000) $148,930 Shares 35,330,000 Est. Cost $3.35 Unrealized —

QQQ INVESCO QQQ TR 18.4%

Value ($000) $80,178 Shares 300,000 Est. Cost — Unrealized —

— AMERICAN AIRLINES GROUP INC 16.2%

Value ($000) $70,878 Shares 70,000,000 Est. Cost $1.06 Unrealized —

— ENVISTA HOLDINGS CORPORATION 7.9%

Value ($000) $34,466 Shares 20,836,000 Est. Cost $1.91 Unrealized —

— MICROSTRATEGY INC 6.1%

Value ($000) $26,479 Shares 35,000,000 Est. Cost $0.61 Unrealized —

— NCL CORP LTD 3.7%

Value ($000) $16,375 Shares 14,620,000 Est. Cost $1.11 Unrealized —

— WORLD WRESTLING ENTMT INC 3.4%

Value ($000) $15,028 Shares 5,277,000 Est. Cost $2.54 Unrealized —

— BILIBILI INC 3.2%

Value ($000) $13,944 Shares 15,050,000 Est. Cost $1.27 Unrealized —

NIO NIO INC 1.8%

Value ($000) $7,885 Shares 500,000 Est. Cost $15.77 Unrealized —

— NORTHERN GENESIS ACQU CORP I 1.1%

Value ($000) $4,905 Shares 500,000 Est. Cost $9.80 Unrealized —

— FORTRESS VALUE ACQUISI CORP 0.8%

Value ($000) $3,444 Shares 350,000 Est. Cost $9.77 Unrealized —

— KKR ACQUISITION HOLDING I CO 0.6%

Value ($000) $2,460 Shares 250,000 Est. Cost $9.79 Unrealized —

— ARCTOS NORTHSTAR ACQUIS CORP 0.5%

Value ($000) $1,982 Shares 200,000 Est. Cost $9.82 Unrealized —

— CHURCHILL CAPITAL CORP VII 0.5%

Value ($000) $1,966 Shares 200,000 Est. Cost $9.77 Unrealized —

— APOLLO STRATEGIC GRWT CPTL I 0.3%

Value ($000) $1,481 Shares 150,000 Est. Cost $9.83 Unrealized —

— NORTHERN STAR INVEST CORP IV 0.3%

Value ($000) $1,160 Shares 118,004 Est. Cost $9.80 Unrealized —

— NORTHERN STAR INVEST CORP II 0.3%

Value ($000) $1,104 Shares 112,121 Est. Cost $9.80 Unrealized —

— LAZARD GROWTH ACQUISITION CO 0.2%

Value ($000) $744 Shares 75,000 Est. Cost $9.80 Unrealized —

— GORES HOLDINGS VII INC 0.2%

Value ($000) $690 Shares 70,000 Est. Cost $9.79 Unrealized —

LEVWQ THE LION ELECTRIC COMPANY 0.2%

Value ($000) $686 Shares 868,449 Est. Cost $0.87 Unrealized —

— ALTIMAR ACQUISITION CORP III 0.1%

Value ($000) $496 Shares 50,000 Est. Cost $9.82 Unrealized —

BNAI DHC ACQUISITION CORP 0.1%

Value ($000) $495 Shares 50,000 Est. Cost $97.87 Unrealized +0.7%

— GORES TECHNOLOGY PARTNERS II 0.1%

Value ($000) $393 Shares 40,000 Est. Cost $9.78 Unrealized —

— CC NEUBERGER PRINCIPAL HOLDN 0.1%

Value ($000) $248 Shares 25,000 Est. Cost $9.84 Unrealized —

— SCION TECH GROWTH II 0.0%

Value ($000) $199 Shares 20,000 Est. Cost $9.80 Unrealized —

— GORES TECHNOLOGY PARTNERS IN 0.0%

Value ($000) $197 Shares 20,000 Est. Cost $9.80 Unrealized —

— GORES HLDGS VIII INC 0.0%

Value ($000) $15 Shares 16,237 Est. Cost $0.62 Unrealized —

MVLAW PATHFINDER ACQUISITION CORP 0.0%

Value ($000) $1 Shares 47,640 Est. Cost $0.13 Unrealized —

— RECHARGE ACQUISITION CORP 0.0%

Value ($000) $0 Shares 130,540 Est. Cost $0.07 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PLUG PWR INC	35,330,000	$148,930	34.1%	$3.35	—	NOTE 3.750% 6/0	72919PAD5
QQQ	INVESCO QQQ TR	300,000	$80,178	18.4%	—	—	Call	46090E103
—	AMERICAN AIRLINES GROUP INC	70,000,000	$70,878	16.2%	$1.06	—	NOTE 6.500% 7/0	02376RAF9
—	ENVISTA HOLDINGS CORPORATION	20,836,000	$34,466	7.9%	$1.91	—	NOTE 2.375% 6/0	29415FAB0
—	MICROSTRATEGY INC	35,000,000	$26,479	6.1%	$0.61	—	NOTE 0.750%12/1	594972AC5
—	NCL CORP LTD	14,620,000	$16,375	3.7%	$1.11	—	NOTE 6.000% 5/1	62886HAT8
—	WORLD WRESTLING ENTMT INC	5,277,000	$15,028	3.4%	$2.54	—	NOTE 3.375%12/1	98156QAB4
—	BILIBILI INC	15,050,000	$13,944	3.2%	$1.27	—	NOTE 1.375% 4/0	090040AB2
NIO	NIO INC	500,000	$7,885	1.8%	$15.77	—	SPON ADS	62914V106
—	NORTHERN GENESIS ACQU CORP I	500,000	$4,905	1.1%	$9.80	—	COM	66516W107
—	FORTRESS VALUE ACQUISI CORP	350,000	$3,444	0.8%	$9.77	—	COM CL A	34964K108
—	KKR ACQUISITION HOLDING I CO	250,000	$2,460	0.6%	$9.79	—	COM CLASS A	48253T109
—	ARCTOS NORTHSTAR ACQUIS CORP	200,000	$1,982	0.5%	$9.82	—	SHS CL A	G0477L100
—	CHURCHILL CAPITAL CORP VII	200,000	$1,966	0.5%	$9.77	—	COM CL A	17144M102
—	APOLLO STRATEGIC GRWT CPTL I	150,000	$1,481	0.3%	$9.83	—	SHS CL A	G0412A102
—	NORTHERN STAR INVEST CORP IV	118,004	$1,160	0.3%	$9.80	—	COM CL A	66575B101
—	NORTHERN STAR INVEST CORP II	112,121	$1,104	0.3%	$9.80	—	COM CL A	66574L100
—	LAZARD GROWTH ACQUISITION CO	75,000	$744	0.2%	$9.80	—	CL A ORD SHS	G54035103
—	GORES HOLDINGS VII INC	70,000	$690	0.2%	$9.79	—	COM CL A	38286T101
LEVWQ	THE LION ELECTRIC COMPANY	868,449	$686	0.2%	$0.87	—	*W EXP 05/06/202	536221112
—	ALTIMAR ACQUISITION CORP III	50,000	$496	0.1%	$9.82	—	SHS CL A	G0370U108
BNAI	DHC ACQUISITION CORP	50,000	$495	0.1%	$97.87	+0.7%	CLASS A ORD SHS	G2758T109
—	GORES TECHNOLOGY PARTNERS II	40,000	$393	0.1%	$9.78	—	CLASS A COM	38287L107
—	CC NEUBERGER PRINCIPAL HOLDN	25,000	$248	0.1%	$9.84	—	SHS CL A	G1992N100
—	SCION TECH GROWTH II	20,000	$199	0.0%	$9.80	—	CL A SHS	G31070108
—	GORES TECHNOLOGY PARTNERS IN	20,000	$197	0.0%	$9.80	—	CLASS A COM	382870103
—	GORES HLDGS VIII INC	16,237	$15	0.0%	$0.62	—	*W EXP 03/01/202	382863116
MVLAW	PATHFINDER ACQUISITION CORP	47,640	$1	0.0%	$0.13	—	*W EXP 02/19/202	G04119122
—	RECHARGE ACQUISITION CORP	130,540	$0	0.0%	$0.07	—	*W EXP 10/05/202	756229118