UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
06-30-2023
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
AM Squared Ltd
Address:
ROOM 1602, 16F, LHT TOWER
31 QUEEN'S ROAD CENTRAL, CENTRAL
HONG KONG, K3 00000
Form 13F File Number:
028-22884

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Arjun Vikram Menon
Title:
Director
Phone:
85229061410


Signature, Place, and Date of Signing:

Arjun Vikram Menon
                         [Signature]
Hong Kong, HONG KONG
                 [City, State]
07-31-2023
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
0
Form 13F Information table Entry Total:
118
Form 13F Information table Value Total:
87966083
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

  
NONE


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
STUDIO CITY INTL HLDGS LTDSPON ADS86389T106113,72516,390SHSOLE016,390 0 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100403,6804,000SHSOLE04,000 0 0
COINBASE GLOBAL INCNOTE 0.500% 6/019260QAB313,246,62517,500SHSOLE017,500 0 0
H WORLD GROUP LTDNOTE 3.000% 5/044332NAB28,923,0408,000SHSOLE08,000 0 0
LI AUTO INCNOTE 0.250% 5/050202MAB822,094,08016,000SHSOLE016,000 0 0
ADVANCE AUTO PARTS INCCOM00751Y106801,42011,400SHSOLE011,400 0 0
ANALOG DEVICES INCCOM03265410597,405500SHSOLE0500 0 0
AMERICAN FINL GROUP INC OHIOCOM02593210411,875100SHSOLE0100 0 0
AMERICAN INTL GROUP INCCOM NEW02687478446,032800SHSOLE0800 0 0
ASSURANT INCCOM04621X10812,572100SHSOLE0100 0 0
AKAMAI TECHNOLOGIES INCCOM00971T101143,7921,600SHSOLE01,600 0 0
ALBEMARLE CORPCOM012653101133,854600SHSOLE0600 0 0
ARISTA NETWORKS INCCOM04041310648,618300SHSOLE0300 0 0
BANK AMERICA CORPCOM06050510414,345500SHSOLE0500 0 0
BEST BUY INCCOM08651610190,1451,100SHSOLE01,100 0 0
BROWN FORMAN CORPCL B115637209233,7303,500SHSOLE03,500 0 0
BANK NEW YORK MELLON CORPCOM06405810053,4241,200SHSOLE01,200 0 0
BURLINGTON STORES INCCOM122017106141,651900SHSOLE0900 0 0
BORGWARNER INCCOM099724106244,5505,000SHSOLE05,000 0 0
BLACKSTONE INCCOM09260D10727,891300SHSOLE0300 0 0
CABLE ONE INCCOM12685J105197,124300SHSOLE0300 0 0
CATERPILLAR INCCOM149123101738,1503,000SHSOLE03,000 0 0
CELANESE CORP DELCOM150870103463,2004,000SHSOLE04,000 0 0
CENTRAL GARDEN & PET COCOM153527106375,2949,680SHSOLE09,680 0 0
CITIZENS FINL GROUP INCCOM174610105146,0485,600SHSOLE05,600 0 0
CARLYLE GROUP INCCOM14316J1089,585300SHSOLE0300 0 0
COGNEX CORPCOM192422103246,4884,400SHSOLE04,400 0 0
CHARTER COMMUNICATIONS INC NCL A16119P108220,422600SHSOLE0600 0 0
CINCINNATI FINL CORPCOM172062101116,7841,200SHSOLE01,200 0 0
COMERICA INCCOM200340107182,1484,300SHSOLE04,300 0 0
SALESFORCE INCCOM79466L302169,008800SHSOLE0800 0 0
CISCO SYS INCCOM17275R102144,8722,800SHSOLE02,800 0 0
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610265,2801,000SHSOLE01,000 0 0
DROPBOX INCCL A26210C1042,667100SHSOLE0100 0 0
DEERE & COCOM244199105769,8611,900SHSOLE01,900 0 0
DELL TECHNOLOGIES INCCL C24703L2025,411100SHSOLE0100 0 0
DOLLAR GEN CORP NEWCOM256677105543,2963,200SHSOLE03,200 0 0
DISNEY WALT COCOM254687106383,9044,300SHSOLE04,300 0 0
GRAFTECH INTL LTDCOM384313508491,60297,540SHSOLE097,540 0 0
GRAFTECH INTL LTDCOM3843135086,352,2141,260,360SHSOLE01,260,360 0 0
EBAY INC.COM27864210380,4421,800SHSOLE01,800 0 0
EASTMAN CHEM COCOM277432100276,2763,300SHSOLE03,300 0 0
EAST WEST BANCORP INCCOM27579R104158,3703,000SHSOLE03,000 0 0
EXPEDIA GROUP INCCOM NEW30212P30365,634600SHSOLE0600 0 0
F5 INCCOM315616102277,8941,900SHSOLE01,900 0 0
FIDELITY NATL INFORMATION SVCOM31620M106169,5703,100SHSOLE03,100 0 0
FIFTH THIRD BANCORPCOM316773100112,7034,300SHSOLE04,300 0 0
FLEETCOR TECHNOLOGIES INCCOM33904110575,324300SHSOLE0300 0 0
FIRST REP BK SAN FRANCISCO CCOM33616C1008801,600SHSOLE01,600 0 0
FORTIVE CORPCOM34959J108134,5861,800SHSOLE01,800 0 0
GLOBE LIFE INCCOM37959E10221,924200SHSOLE0200 0 0
GENERAL MTRS COCOM37045V100508,99213,200SHSOLE013,200 0 0
GUIDEWIRE SOFTWARE INCCOM40171V100190,2002,500SHSOLE02,500 0 0
HUNTINGTON BANCSHARES INCCOM44615010426,9502,500SHSOLE02,500 0 0
HEICO CORP NEWCL A422806208706,7965,027SHSOLE05,027 0 0
HARTFORD FINL SVCS GROUP INCCOM41651510428,808400SHSOLE0400 0 0
INTERACTIVE BROKERS GROUP INCOM CL A45841N10749,842600SHSOLE0600 0 0
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,790,77522,500SHSOLE022,500 0 0
INTUITCOM461202103137,457300SHSOLE0300 0 0
IPG PHOTONICS CORPCOM44980X10954,328400SHSOLE0400 0 0
INVESCO LTDSHSG491BT10813,448800SHSOLE0800 0 0
HENRY JACK & ASSOC INCCOM42628110133,466200SHSOLE0200 0 0
KEYCORPCOM493267108136,75214,800SHSOLE014,800 0 0
KENNAMETAL INCCOM489170100630,25822,200SHSOLE022,200 0 0
COCA COLA COCOM19121610036,132600SHSOLE0600 0 0
KROGER COCOM501044101244,4005,200SHSOLE05,200 0 0
LIBERTY BROADBAND CORPCOM SER A530307107621,8947,800SHSOLE07,800 0 0
LIBERTY GLOBAL PLCSHS CL AG5480U104579,98434,400SHSOLE034,400 0 0
LENNAR CORPCL A5260571043,671,58329,300SHSOLE029,300 0 0
LINCOLN NATL CORP INDCOM53418710966,9762,600SHSOLE02,600 0 0
LIBERTY MEDIA CORP DELCOM A SIRIUSXM53122940959,0581,800SHSOLE01,800 0 0
LUMEN TECHNOLOGIES INCCOM55024110375,71033,500SHSOLE033,500 0 0
MICROCHIP TECHNOLOGY INC.COM59501710480,631900SHSOLE0900 0 0
METLIFE INCCOM59156R10862,1831,100SHSOLE01,100 0 0
MOHAWK INDS INCCOM608190104670,5406,500SHSOLE06,500 0 0
MONOLITHIC PWR SYS INCCOM60983910554,023100SHSOLE0100 0 0
M & T BK CORPCOM55261F10449,504400SHSOLE0400 0 0
MICRON TECHNOLOGY INCCOM5951121031,432,59722,700SHSOLE022,700 0 0
NASDAQ INCCOM631103108109,6702,200SHSOLE02,200 0 0
NIKE INCCL B654106103618,0725,600SHSOLE05,600 0 0
NRG ENERGY INCCOM NEW62937750893,4752,500SHSOLE02,500 0 0
NORTHERN TR CORPCOM66585910422,242300SHSOLE0300 0 0
UNIVERSAL DISPLAY CORPCOM91347P1054,074,12328,267SHSOLE028,267 0 0
PARAMOUNT GLOBALCLASS A COM92556H10754,8262,954SHSOLE02,954 0 0
PAYCOM SOFTWARE INCCOM70432V10264,248200SHSOLE0200 0 0
PAYCHEX INCCOM70432610744,748400SHSOLE0400 0 0
PAYLOCITY HLDG CORPCOM70438V10692,265500SHSOLE0500 0 0
PRINCIPAL FINANCIAL GROUP INCOM74251V10222,752300SHSOLE0300 0 0
PNC FINL SVCS GROUP INCCOM69347510550,380400SHSOLE0400 0 0
PRUDENTIAL FINL INCCOM74432010244,110500SHSOLE0500 0 0
PAYPAL HLDGS INCCOM70450Y10366,7301,000SHSOLE01,000 0 0
QUALCOMM INCCOM747525103190,4641,600SHSOLE01,600 0 0
REGIONS FINANCIAL CORP NEWCOM7591EP100253,04414,200SHSOLE014,200 0 0
REINSURANCE GRP OF AMERICA ICOM NEW75935160441,607300SHSOLE0300 0 0
RINGCENTRAL INCCL A76680R20626,184800SHSOLE0800 0 0
RPM INTL INCCOM74968510362,811700SHSOLE0700 0 0
SONIC AUTOMOTIVE INCCL A83545G102100,1072,100SHSOLE02,100 0 0
SCHWAB CHARLES CORPCOM808513105107,6921,900SHSOLE01,900 0 0
SEI INVTS COCOM78411710323,848400SHSOLE0400 0 0
SEMTECH CORPCOM8168501015,404,394212,270SHSOLE0212,270 0 0
SS&C TECHNOLOGIES HLDGS INCCOM78467J10048,480800SHSOLE0800 0 0
STATE STR CORPCOM857477103102,4521,400SHSOLE01,400 0 0
SKYWORKS SOLUTIONS INCCOM83088M10266,414600SHSOLE0600 0 0
TRUIST FINL CORPCOM89832Q109115,3303,800SHSOLE03,800 0 0
TARGET CORPCOM87612E106685,8805,200SHSOLE05,200 0 0
T-MOBILE US INCCOM87259010441,670300SHSOLE0300 0 0
TRAVELERS COMPANIES INCCOM89417E10917,366100SHSOLE0100 0 0
TRACTOR SUPPLY COCOM892356106243,2101,100SHSOLE01,100 0 0
TEXTRON INCCOM883203101392,2545,800SHSOLE05,800 0 0
UGI CORP NEWCOM902681105879,22232,600SHSOLE032,600 0 0
US BANCORP DELCOM NEW90297330492,5122,800SHSOLE02,800 0 0
V F CORPCOM9182041081,042,31454,600SHSOLE054,600 0 0
WALGREENS BOOTS ALLIANCE INCCOM931427108133,9034,700SHSOLE04,700 0 0
WESTERN DIGITAL CORP.COM95810210515,172400SHSOLE0400 0 0
WELLS FARGO CO NEWCOM94974610159,7521,400SHSOLE01,400 0 0
BERKLEY W R CORPCOM08442310259,5601,000SHSOLE01,000 0 0
ZIONS BANCORPORATION N ACOM989701107174,5906,500SHSOLE06,500 0 0
MICRON TECHNOLOGY INCCOM595112103335,5081,532SHCallSOLE01,532 0 0