Head of Compliance and Internal Controls H2O AM LLP

0001104659-20-061515.txt : 20200514 0001104659-20-061515.hdr.sgml : 20200514 20200514145844 ACCESSION NUMBER: 0001104659-20-061515 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200514 DATE AS OF CHANGE: 20200514 EFFECTIVENESS DATE: 20200514 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: 20877173 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 03-31-2020 03-31-2020 false H2O AM LLP

10 Old Burlington Street London X0 W1S3AG

13F HOLDINGS REPORT 028-19276 N Sophie Mourton Head of Compliance and Internal Controls H2O AM LLP 331187866517 Sophie Mourton Paris I0 05-02-2020 2 182 126151 false 1 0001535815 028-19314 Natixis Investment Managers SA 2 0000936828 GIC Private Ltd INFORMATION TABLE 2 a20-19144_2informationtable.xml INFORMATION TABLE ABBVIE INC COM 00287Y109 448 5881 SH DFND 1 5881 0 0 ACUITY BRANDS INC COM 00508Y102 60 700 SH DFND 1 700 0 0 ACUITY BRANDS INC COM 00508Y102 26 300 SH OTR 1,2 0 300 0 AGNC INVT CORP COM 00123Q104 293 27620 SH DFND 1 27620 0 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 53 61000 PRN DFND 1 61000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 238 2600 SH DFND 1 2600 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 325 285000 PRN DFND 1 285000 0 0 ALPHABET INC CAP STK CL A 02079K305 4855 4178 SH DFND 1 4178 0 0 ALTICE USA INC CL A 02156K103 35 1581 SH DFND 1 1581 0 0 ALTRIA GROUP INC COM 02209S103 404 10468 SH DFND 1 10468 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 288 23663 SH DFND 1 23663 0 0 AT&T INC COM 00206R102 3176 108954 SH DFND 1 108954 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 1975 2500000 PRN DFND 1 2500000 0 0 BIOGEN INC COM 09062X103 1150 3635 SH DFND 1 3635 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 677 12142 SH DFND 1 12142 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 173 45902 SH DFND 1 45902 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 36 9529 SH OTR 1,2 0 9529 0 BROADCOM INC COM 11135F101 402 1697 SH DFND 1 1697 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 547 50775 SH DFND 1 50775 0 0 CARDINAL HEALTH INC COM 14149Y108 413 8613 SH DFND 1 8613 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 167 12728 PRN DFND 1 12728 0 0 CBRE GROUP INC CL A 12504L109 318 8421 SH DFND 1 8421 0 0 CENTERPOINT ENERGY INC COM 15189T107 323 20933 SH DFND 1 20933 0 0 CENTURYLINK INC COM 156700106 406 42824 SH DFND 1 42824 0 0 CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 113 118000 PRN DFND 1 118000 0 0 CIENA CORP COM NEW 171779309 874 21951 SH DFND 1 21951 0 0 CISCO SYS INC COM 17275R102 440 11183 SH DFND 1 11183 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 54 58000 PRN DFND 1 58000 0 0 CREE INC COM 225447101 82 2300 SH DFND 1 2300 0 0 CREE INC COM 225447101 46 1300 SH OTR 1,2 0 1300 0 CREE INC NOTE 0.875% 9/0 225447AB7 134 143000 PRN DFND 1 143000 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 10 175 SH DFND 1 175 0 0 D R HORTON INC COM 23331A109 1066 31343 SH DFND 1 31343 0 0 DELL TECHNOLOGIES INC CL C 24703L202 418 10587 SH DFND 1 10587 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 367 12843 SH DFND 1 12843 0 0 DISCOVERY INC COM SER A 25470F104 336 17279 SH DFND 1 17279 0 0 DISH NETWORK CORPORATION CL A 25470M109 25 1245 SH DFND 1 1245 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 602 741000 PRN DFND 1 741000 0 0 DISNEY WALT CO COM DISNEY 254687106 1522 15761 SH DFND 1 15761 0 0 DISNEY WALT CO COM DISNEY 254687106 630 6512 SH OTR 1,2 0 6512 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 194 143000 PRN DFND 1 143000 0 0 DOMINION ENERGY INC COM 25746U109 431 5974 SH DFND 1 5974 0 0 DOW INC COM 260557103 346 11826 SH DFND 1 11826 0 0 DXC TECHNOLOGY CO COM 23355L106 232 17723 SH DFND 1 17723 0 0 EASTMAN CHEM CO COM 277432100 345 7424 SH DFND 1 7424 0 0 EMERSON ELEC CO COM 291011104 4184 87805 SH DFND 1 87805 0 0 EMERSON ELEC CO COM 291011104 939 19712 SH OTR 1,2 0 19712 0 ENERSYS COM 29275Y102 994 20055 SH DFND 1 20055 0 0 EVERCORE INC CLASS A 29977A105 2058 44698 SH DFND 1 44698 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1345 120000 SH DFND 1 120000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 156 185000 PRN DFND 1 185000 0 0 FACEBOOK INC CL A 30303M102 2017 12090 SH DFND 1 12090 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 127 150000 PRN DFND 1 150000 0 0 FORD MTR CO DEL COM 345370860 2539 525809 SH DFND 1 525809 0 0 FORD MTR CO DEL COM 345370860 816 168854 SH OTR 1,2 0 168854 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 328 354000 PRN DFND 1 354000 0 0 FRANKLIN RESOURCES 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12452 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 1718 2137000 PRN DFND 1 2137000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 366 37613 SH DFND 1 37613 0 0 HEXCEL CORP NEW COM 428291108 186 5000 SH DFND 1 5000 0 0 HEXCEL CORP NEW COM 428291108 100 2700 SH OTR 1,2 0 2700 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 135 1982 SH DFND 1 1982 0 0 HOLLYFRONTIER CORP COM 436106108 303 12356 SH DFND 1 12356 0 0 HOST HOTELS & RESORTS INC COM 44107P104 355 32101 SH DFND 1 32101 0 0 HOULIHAN LOKEY INC CL A 441593100 2489 47760 SH DFND 1 47760 0 0 HP INC COM 40434L105 420 24207 SH DFND 1 24207 0 0 HYATT HOTELS CORP COM CL A 448579102 125 2614 SH DFND 1 2614 0 0 ILLUMINA INC COM 452327109 337 1235 SH DFND 1 1235 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 160 130000 PRN DFND 1 130000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 410 3695 SH DFND 1 3695 0 0 INTERPUBLIC GROUP COS INC COM 460690100 364 22509 SH DFND 1 22509 0 0 INTL PAPER CO COM 460146103 396 12744 SH DFND 1 12744 0 0 INVESCO LTD SHS 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0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 135 130000 PRN DFND 1 130000 0 0 T MOBILE US INC COM 872590104 2369 28225 SH DFND 1 28225 0 0 TAPESTRY INC COM 876030107 281 21716 SH DFND 1 21716 0 0 TARGA RES CORP COM 87612G101 108 15630 SH DFND 1 15630 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 60 5498 SH DFND 1 5498 0 0 TEAM INC NOTE 5.000% 8/0 878155AE0 775 1000000 PRN DFND 1 1000000 0 0 TECK RESOURCES LTD CL B 878742204 571 53470 SH DFND 1 53470 0 0 TESLA INC COM 88160R101 86 164 SH DFND 1 164 0 0 TOLL BROTHERS INC COM 889478103 229 11882 SH DFND 1 11882 0 0 TRI POINTE GROUP INC COM 87265H109 112 12724 SH DFND 1 12724 0 0 TWITTER INC COM 90184L102 1937 78899 SH DFND 1 78899 0 0 TWITTER INC COM 90184L102 771 31400 SH OTR 1,2 0 31400 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 255 285000 PRN DFND 1 285000 0 0 UNITED AIRLS HLDGS INC COM 910047109 82 2600 SH DFND 1 2600 0 0 UNITED RENTALS INC COM 911363109 384 3730 SH DFND 1 3730 0 0 UNUM GROUP COM 91529Y106 310 20648 SH DFND 1 20648 0 0 VEREIT INC COM 92339V100 265 54226 SH DFND 1 54226 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3632 67589 SH DFND 1 67589 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 783 3290 SH DFND 1 3290 0 0 VIACOMCBS INC CL B 92556H206 234 16649 SH DFND 1 16649 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 122 114000 PRN DFND 1 114000 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 134 148000 PRN DFND 1 148000 0 0 VOYA FINANCIAL INC COM 929089100 594 14653 SH DFND 1 14653 0 0 WABTEC COM 929740108 0 2 SH DFND 1 2 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 453 9920 SH DFND 1 9920 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1534 2141000 PRN DFND 1 2141000 0 0 WENDYS CO COM 95058W100 604 40600 SH DFND 1 40600 0 0 WENDYS CO COM 95058W100 861 57900 SH OTR 1,2 0 57900 0 WESTROCK CO COM 96145D105 389 13742 SH DFND 1 13742 0 0 WHIRLPOOL CORP COM 963320106 409 4770 SH DFND 1 4770 0 0 WHIRLPOOL CORP COM 963320106 463 5400 SH OTR 1,2 0 5400 0 WIX COM LTD NOTE 7/0 92940WAB5 108 109000 PRN DFND 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