Head of Compliance and Internal Controls H2O AM LLP

0001104659-21-021583.txt : 20210212 0001104659-21-021583.hdr.sgml : 20210212 20210212125629 ACCESSION NUMBER: 0001104659-21-021583 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210212 DATE AS OF CHANGE: 20210212 EFFECTIVENESS DATE: 20210212 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: 21624986 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 12-31-2020 12-31-2020 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 02-02-2021 2 106 41039 false 1 0001535815 028-19314 Natixis Investment Managers SA 2 0000936828 GIC Private Ltd INFORMATION TABLE 2 a21-5827_1informationtable.xml INFORMATION TABLE ABBVIE INC COM 00287Y109 148 1383 SH DFND 1 1383 0 0 ACUITY BRANDS INC COM 00508Y102 48 400 SH DFND 1 400 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 374 302000 PRN DFND 1 302000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 336 301000 PRN DFND 1 301000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 0 3000 SH DFND 1 3000 0 0 ALLIANT ENERGY CORP COM 018802108 51 989 SH DFND 1 989 0 0 AMER STATES WTR CO COM 029899101 0 6000 SH DFND 1 6000 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 276 213000 PRN DFND 1 213000 0 0 AMERICAN WELL CORP CL A 03044L105 0 22500 SH DFND 1 22500 0 0 AT&T INC COM 00206R102 1246 55831 SH DFND 1 55831 0 0 BALLARD PWR SYS INC NEW COM 058586108 335 11245 SH DFND 1 11245 0 0 BANK NEW YORK MELLON CORP COM 064058100 55 1296 SH DFND 1 1296 0 0 BORGWARNER INC COM 099724106 27 700 SH DFND 1 700 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 410 6602 SH DFND 1 6602 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 74 45902 SH DFND 1 45902 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 15 9529 SH OTR 1,2 0 9529 0 CARDINAL HEALTH INC COM 14149Y108 260 4849 SH DFND 1 4849 0 0 CENTERPOINT ENERGY INC COM 15189T107 13 583 SH DFND 1 583 0 0 CIENA CORP COM NEW 171779309 906 17151 SH DFND 1 17151 0 0 CMS ENERGY CORP COM 125896100 59 962 SH DFND 1 962 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 551 6718 SH DFND 1 6718 0 0 COMMERCIAL METALS CO COM 201723103 468 22781 SH DFND 1 22781 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 0 40000 SH DFND 1 40000 0 0 CREE INC COM 225447101 71 667 SH DFND 1 667 0 0 D R HORTON INC COM 23331A109 722 10471 SH DFND 1 10471 0 0 DISH NETWORK CORPORATION CL A 25470M109 40 1245 SH DFND 1 1245 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 0 7000 SH DFND 1 7000 0 0 EMERSON ELEC CO COM 291011104 2447 30442 SH DFND 1 30442 0 0 ENERSYS COM 29275Y102 922 11099 SH DFND 1 11099 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 380 290000 PRN DFND 1 290000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 258 185000 PRN DFND 1 185000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 177 147000 PRN DFND 1 147000 0 0 FORD MTR CO DEL COM 345370860 1648 187483 SH DFND 1 187483 0 0 FORD MTR CO DEL COM 345370860 1484 168854 SH OTR 1,2 0 168854 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 390 378000 PRN DFND 1 378000 0 0 GENERAL ELECTRIC CO COM 369604103 826 76410 SH DFND 1 76410 0 0 GENERAL MTRS CO COM 37045V100 2364 56763 SH DFND 1 56763 0 0 GENERAL MTRS CO COM 37045V100 2263 54356 SH OTR 1,2 0 54356 0 GOLDMAN SACHS GROUP INC COM 38141G104 1060 4020 SH DFND 1 4020 0 0 HARLEY DAVIDSON INC COM 412822108 38 1044 SH DFND 1 1044 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 137 134000 PRN DFND 1 134000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 66 5564 SH DFND 1 5564 0 0 HEXCEL CORP NEW COM 428291108 127 2618 SH DFND 1 2618 0 0 ILLUMINA INC COM 452327109 0 1000 SH DFND 1 1000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 219 196000 PRN DFND 1 196000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 260 200000 PRN DFND 1 200000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 56 445 SH DFND 1 445 0 0 INTERNATIONAL PAPER CO COM 460146103 59 1178 SH DFND 1 1178 0 0 INTERPUBLIC GROUP COS INC COM 460690100 280 11888 SH DFND 1 11888 0 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 305 321000 PRN DFND 1 321000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 189 188000 PRN DFND 1 188000 0 0 IRON MTN INC NEW COM 46284V101 15 507 SH DFND 1 507 0 0 ITRON INC COM 465741106 48 501 SH DFND 1 501 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 149 139000 PRN DFND 1 139000 0 0 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 0 10000 SH DFND 1 10000 0 0 KB HOME COM 48666K109 79 2352 SH DFND 1 2352 0 0 KRAFT HEINZ CO COM 500754106 94 2712 SH DFND 1 2712 0 0 LENNAR CORP CL A 526057104 738 9685 SH DFND 1 9685 0 0 LENNAR CORP CL A 526057104 82 1073 SH OTR 1,2 0 1073 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 134 111000 PRN DFND 1 111000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 317 247000 PRN DFND 1 247000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 177 136000 PRN DFND 1 136000 0 0 LULULEMON ATHLETICA INC COM 550021109 221 634 SH DFND 1 634 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 319 261000 PRN DFND 1 261000 0 0 M D C HLDGS INC COM 552676108 119 2450 SH DFND 1 2450 0 0 MACYS INC COM 55616P104 197 17468 SH DFND 1 17468 0 0 MERITAGE HOMES CORP COM 59001A102 100 1212 SH DFND 1 1212 0 0 METLIFE INC COM 59156R108 277 5908 SH DFND 1 5908 0 0 MORGAN STANLEY COM NEW 617446448 957 13970 SH DFND 1 13970 0 0 NEWELL BRANDS INC COM 651229106 13 602 SH DFND 1 602 0 0 NORTONLIFELOCK INC COM 668771108 0 10000 SH DFND 1 10000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 161 141000 PRN DFND 1 141000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 163 161000 PRN DFND 1 161000 0 0 NVR INC COM 62944T105 461 113 SH DFND 1 113 0 0 ORACLE CORP COM 68389X105 2269 35070 SH DFND 1 35070 0 0 PACCAR INC COM 693718108 214 2484 SH DFND 1 2484 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 629 443000 PRN DFND 1 443000 0 0 PFIZER INC COM 717081103 2302 62540 SH DFND 1 62540 0 0 PINDUODUO INC NOTE 12/0 722304AC6 601 486000 PRN DFND 1 486000 0 0 PLUG POWER INC COM NEW 72919P202 1412 41626 SH DFND 1 41626 0 0 PPL CORP COM 69351T106 4 133 SH DFND 1 133 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 290 247000 PRN DFND 1 247000 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 271 242000 PRN DFND 1 242000 0 0 PULTE GROUP INC COM 745867101 435 10097 SH DFND 1 10097 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 155 139000 PRN DFND 1 139000 0 0 RALPH LAUREN CORP CL A 751212101 318 3073 SH DFND 1 3073 0 0 SALESFORCE COM INC COM 79466L302 391 2259 SH DFND 1 2259 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 234 199000 PRN DFND 1 199000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 179 130000 PRN DFND 1 130000 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 1 52 SH DFND 1 52 0 0 TELADOC HEALTH INC COM 87918A105 563 2815 SH DFND 1 2815 0 0 TESLA INC COM 88160R101 0 1150 SH DFND 1 1150 0 0 TOLL BROTHERS INC COM 889478103 243 5589 SH DFND 1 5589 0 0 TRI POINTE GROUP INC COM 87265H109 97 5618 SH DFND 1 5618 0 0 TWITTER INC COM 90184L102 1296 23942 SH DFND 1 23942 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 367 302000 PRN DFND 1 302000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 211 206000 PRN DFND 1 206000 0 0 TYSON FOODS INC CL A 902494103 0 7000 SH DFND 1 7000 0 0 VIATRIS INC COM 92556V106 145 7760 SH DFND 1 7760 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 0 20000 SH DFND 1 20000 0 0 VOYA FINANCIAL INC COM 929089100 255 4332 SH DFND 1 4332 0 0 WABTEC COM 929740108 0 1 SH DFND 1 1 0 0 WENDYS CO COM 95058W100 158 7220 SH DFND 1 7220 0 0 WHIRLPOOL CORP COM 963320106 511 2827 SH DFND 1 2827 0 0 ZYNGA INC CL A 98986T108 0 30000 SH DFND 1 30000 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 227 170000 PRN DFND 1 170000 0 0