0001104659-19-045458.txt : 20190813 0001104659-19-045458.hdr.sgml : 20190813 20190813091016 ACCESSION NUMBER: 0001104659-19-045458 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190813 DATE AS OF CHANGE: 20190813 EFFECTIVENESS DATE: 20190813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: H2O AM LLP CENTRAL INDEX KEY: 0001767616 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19276 FILM NUMBER: 191018408 BUSINESS ADDRESS: STREET 1: 10 OLD BURLINGTON STREET CITY: LONDON STATE: X0 ZIP: W1S3AG BUSINESS PHONE: 00442072921600 MAIL ADDRESS: STREET 1: 10 OLD BURLINGTON STREET CITY: LONDON STATE: X0 ZIP: W1S3AG 13F-HR 1 primary_doc.xml 13F-HR LIVE 0001767616 XXXXXXXX 06-30-2019 06-30-2019 false H2O AM LLP

10 Old Burlington Street London X0 W1S3AG

13F HOLDINGS REPORT 028-19276 N Thomas Bouamoud-Seosse 44(0)207 292 1630 Thomas Bouamoud-Seosse London X0 07-25-2019 2 117 1194887 false 1 0001535815 028-19314 Natixis Investment Managers SA 2 0000936828 GIC Private Ltd INFORMATION TABLE 2 a19-16616_4informationtable.xml INFORMATION TABLE AKAMAI TECHNOLOGIES COM 00971T101 930 11600 SH OTR 1,2 0 11600 0 AKAMAI TECHNOLOGIES COM 00971T101 2896 36163 SH DFND 1 36163 0 0 ALPHABET- A CAP STK CL A 02079K305 28743 26413 SH DFND 1 26413 0 0 ABERCROMBIE AND FITCH -A- CL A 002896207 455 26614 SH DFND 1 26614 0 0 AKAMAI TECHNOLOGIES COM 00971T101 930 11600 SH OTR 1,2 0 11600 0 AKAMAI TECHNOLOGIES COM 00971T101 2896 36163 SH DFND 1 36163 0 0 AKORN COM 009728106 495 96052 SH DFND 1 96052 0 0 ALPHABET- A CAP STK CL A 02079K305 28743 26413 SH DFND 1 26413 0 0 ALTAIR ENGINEERING NOTE 0.250% 6/0 021369AA1 22788 18894609 PRN DFND 1 18894609 0 0 ALTICE USA INC- A CL A 02156K103 663 27249 SH DFND 1 27249 0 0 AMERICAN AIRLINES GROUP INC-REGS COM 02376R102 1967 84550 SH DFND 1 84550 0 0 AMGEN COM 031162100 1576 8553 SH OTR 1,2 0 8553 0 AMGEN INC COM 031162100 17313 83534 SH DFND 1 83534 0 0 APPLE INC / EX - APPLE SHS COM 037833100 23936 107672 SH DFND 1 107672 0 0 AT AND T INC COM 00206R102 5577 155760 SH OTR 1,2 0 155760 0 AT AND T INC COM 00206R102 29866 893206 SH DFND 1 893206 0 0 AXALTA COATING SYSTEMS LTD COM G0750C108 418 14012 SH DFND 1 14012 0 0 BALLARD POWER SYSTEMS COM 058586108 286 70058 SH DFND 1 70058 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 598 15635 SH DFND 1 15635 0 0 BIOGEN IDEC INC COM 09062X103 771 3300 SH OTR 1,2 0 3300 0 BIOGEN IDEC INC COM 09062X103 8885 37986 SH DFND 1 37986 0 0 BUNGE LTD COM G16962105 741 13300 SH OTR 1,2 0 13300 0 BUNGE LTD COM G16962105 7041 126313 SH DFND 1 126313 0 0 CELGENE COM 151020104 881 9529 SH OTR 1,2 0 9529 0 CELGENE CORP COM 151020104 6355 68656 SH DFND 1 68656 0 0 CIENA COM NEW 171779309 1864 45300 SH OTR 1,2 0 45300 0 CIENA CORP COM NEW 171779309 8816 213775 SH DFND 1 213775 0 0 CITIGROUP COM NEW 172967424 3161 45151 SH DFND 1 45151 0 0 CLEVELANDCLIFFS DBCV 1.500% 1/1 185899AA9 21614 17320257 PRN DFND 1 17320257 0 0 COTY INC-CL A COM CL A 222070203 4656 545199 SH DFND 1 545199 0 0 CREE COM 225447101 773 13644 SH DFND 1 12344 1300 0 DELTA AIR LINES COM NEW 247361702 3728 139186 SH DFND 1 139186 0 0 DOMINION ENERGY UNIT 99/99/9999 25746U133 38521 375000 SH DFND 1 375000 0 0 DR HORTON INC COM 23331A109 18736 433478 SH DFND 1 433478 0 0 EMERSON ELECTRIC COM 291011104 3426 68641 SH OTR 1,2 0 68641 0 EMERSON ELECTRIC CO COM 291011104 18448 280338 SH DFND 1 280338 0 0 EVERCORE-A RG REGISTERED SHS -A CLASS A 29977A105 14484 163832 SH DFND 1 163832 0 0 EXACT SCIENCES NOTE 0.375% 3/1 30063PAB1 14550 11928756 PRN DFND 1 11928756 0 0 FACEBOOK INC-A CL A 30303M102 14569 75561 SH DFND 1 75561 0 0 FIVE9 NOTE 0.125% 5/0 338307AB7 6251 5475981 PRN DFND 1 5475981 0 0 FORD MOTOR COMPANY COM 345370860 16195 1590488 SH DFND 1 1590488 0 0 FORD MOTOR COMPANY COM 345370860 1728 168854 SH OTR 1,2 0 168854 0 GENERAL ELECTRIC CO USD COM 369604103 3709 706000 SH DFND 1 706000 0 0 GENERAL MOTORS CO COM 37045V100 22272 628082 SH DFND 1 517112 110970 0 GILEAD SCIENCES INC COM 375558103 336 4969 SH OTR 1,2 0 4969 0 GILEAD SCIENCES INC COM 375558103 3120 46141 SH DFND 1 46141 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 19320 94429 SH DFND 1 89074 5355 0 HERBALIFE NUTRITION NOTE 2.625% 3/1 42703MAD5 2188 1930758 PRN DFND 1 1930758 0 0 HEXCEL CORP COM 428291108 218 2700 SH OTR 1,2 0 2700 0 HEXCEL CORPORATION COM 428291108 2153 26650 SH DFND 1 26650 0 0 HOULIHAN LOKEY INC CL A 441593100 14995 337113 SH DFND 1 337113 0 0 ILLUMINA COM 452327109 397 1079 SH OTR 1,2 0 1079 0 ILLUMINA INC COM 452327109 3306 8985 SH DFND 1 8985 0 0 IRONWOOD PHARMACEUTICALS DBCV 2.250% 6/1 46333XAD0 11105 10250853 PRN DFND 1 10250853 0 0 ISIS PHARMACEUTICALS NOTE 1.000%11/1 464337AJ3 9523 8349362 PRN DFND 1 8349362 0 0 J2 GLOBAL NOTE 3.250% 6/1 48123VAC6 56187 48786537 PRN DFND 1 48786537 0 0 JAZZ INVESTMENTS NOTE 1.875% 8/1 472145AB7 4590 4055649 PRN DFND 1 4055649 0 0 JAZZ INVESTMENTS NOTE 1.500% 8/1 472145AD3 7370 6384042 PRN DFND 1 6384042 0 0 KB HOME COM 48666K109 548 21300 SH OTR 1,2 0 21300 0 KB HOME COM 48666K109 2437 94621 SH DFND 1 94621 0 0 LAZARD -A- SHS A G54050102 14754 428418 SH DFND 1 428418 0 0 LENNAR CORP COM CL A 526057104 1942 40060 SH OTR 1,2 0 40060 0 LENNAR CORP -A- CL A 526057104 16515 341846 SH DFND 1 341846 0 0 LIBERTY MEDIA GROUP NOTE 1.000% 1/3 531229AF9 8737 7831635 PRN DFND 1 7831635 0 0 M D C HOLDINGS COM 552676108 44 1329 SH OTR 1,2 0 1329 0 M D C HOLDINGS COM 552676108 1873 57037 SH DFND 1 57037 0 0 MACYS INC. COM 55616P104 1558 126332 SH DFND 1 126332 0 0 MACYS INC. COM 55616P104 123 11272 SH OTR 2 0 11272 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 10199 8814714 PRN DFND 1 8814714 0 0 MERITAGE HOMES COM 59001A102 2359 45797 SH DFND 1 45797 0 0 METLIFE INC COM 59156R108 29397 591257 SH DFND 1 558534 32723 0 MICROCHIP TECHNOLOGY NOTE 1.625% 2/1 595017AF1 30581 25321887 PRN DFND 1 25321887 0 0 MICROCHIP TECHNOLOGY NOTE 2.250% 2/1 595017AH7 36572 29859303 PRN DFND 1 29859303 0 0 MONSTER BEVERAGE CORP COM 61174X109 1892 29616 SH DFND 1 29616 0 0 MORGAN STANLEY COM NEW 617446448 780 17800 SH OTR 1,2 0 17800 0 MORGAN STANLEY COM NEW 617446448 1568 35826 SH DFND 1 35826 0 0 NETFLIX INC COM 64110L106 21127 57205 SH DFND 1 57205 0 0 NETWORK APPLIANCE INC COM 64110D104 8515 137944 SH DFND 1 122744 15200 0 NIKE INC CLASS B COM NPV CL B 654106103 10777 190793 SH DFND 1 190793 0 0 NUTANIX INC ZCP 15-01-23 CV NOTE 1/1 67059NAB4 9295 8321956 PRN DFND 1 8321956 0 0 ON SEMICONDUCTOR NOTE 1.000%12/0 682189AK1 25710 21848103 PRN DFND 1 21848103 0 0 ON SEMICONDUCTOR NOTE 1.625%10/1 682189AP0 9457 8328027 PRN DFND 1 8328027 0 0 ORACLE CORP COM COM 68389X105 44630 780394 SH DFND 1 780394 0 0 PFIZER INC COM 717081103 32045 737818 SH DFND 1 737818 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 1936 19166 SH OTR 1,2 0 19166 0 PRUDENTIAL FINANCIAL INC COM 744320102 34560 342763 SH DFND 1 342763 0 0 PULTE GROUP COM 745867101 1075 67800 SH OTR 1,2 0 67800 0 PULTEGROUP COM 745867101 9356 766135 SH DFND 1 766135 0 0 REALPAGE NOTE 1.500%11/1 75606NAB5 8210 7234416 PRN DFND 1 7234416 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1204 3848 SH OTR 1,2 0 3848 0 REGENERON PHARMACEUTICALS INC COM 75886F107 15032 48015 SH DFND 1 48015 0 0 SALESFORCE.COM INC COM 79466L302 6665 43898 SH DFND 1 43898 0 0 SILICON LABORATORIES NOTE 1.375% 3/0 826919AB8 32015 26368330 PRN DFND 1 26358630 9700 0 SPRINT CORP-W/I COM 85207U105 618 94000 SH OTR 1,2 0 94000 0 SPRINT SERIES -1- COM 85207U105 6878 1043095 SH DFND 1 1043095 0 0 SQUARE NOTE 0.500% 5/1 852234AD5 10778 9096372 PRN DFND 1 9096372 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 290 13800 SH OTR 1,2 0 13800 0 TAYLOR MORRISON HOME CORP -A- COM 87724P106 3141 149940 SH DFND 1 149940 0 0 TMOBILE US INC COM 872590104 2759 37215 SH OTR 1,2 0 37215 0 TMOBILE US INC COM 872590104 22421 302402 SH DFND 1 302402 0 0 TOLL BROTHERS INC COM 889478103 7089 193597 SH DFND 1 171297 22300 0 TRI POINTE GROUP SHS COM 87265H109 241 20100 SH OTR 1,2 0 20100 0 TRI POINTE HOMES INC COM 87265H109 2380 198334 SH DFND 1 198334 0 0 TWITTER NOTE 0.250% 6/1 90184LAF9 14697 12947535 PRN DFND 1 12947535 0 0 TWITTER INC COM 90184L102 14944 425688 SH DFND 1 394288 31400 0 UNITED CONTINENTAL HOLDINGS COM 910047109 3217 36729 SH DFND 1 36729 0 0 VERIZON COMMUNICATIONS EX BELL ATLANTIC COM 92343V104 5653 98958 SH OTR 1,2 0 98958 0 VERIZON COMMUNICATIONS INC COM 92343V104 33793 589097 SH DFND 1 589097 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7135 39123 SH DFND 1 35638 3485 0 VOYA FINANCIAL INC COM 929089100 441 7973 SH OTR 1,2 0 7973 0 VOYA FINANCIAL INC COM 929089100 12907 233418 SH DFND 1 233418 0 0 WAYFAIR NOTE 0.375% 9/0 94419LAB7 16873 15930858 PRN DFND 1 15930858 0 0 WENDY'S COMPANY (THE) COM 95058W100 6716 344532 SH DFND 1 344532 0 0 WHIRLPOOL CORP COM 963320106 1902 63300 SH OTR 1,2 0 63300 0 WHIRLPOOL CORP COM 963320106 4947 34663 SH DFND 1 34663 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 17398 14915238 PRN DFND 1 14915238 0 0 ZENDESK NOTE 0.250% 3/1 98936JAB7 16122 14185689 PRN DFND 1 14185689 0 0