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
Internal Control & Compliance
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