Head of Compliance and Internal Controls H2O AM LLP

0001104659-20-124375.txt : 20201112 0001104659-20-124375.hdr.sgml : 20201112 20201112160155 ACCESSION NUMBER: 0001104659-20-124375 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201112 DATE AS OF CHANGE: 20201112 EFFECTIVENESS DATE: 20201112 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: 201306504 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 09-30-2020 09-30-2020 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 11-03-2020 2 105 61172 false 1 0001535815 028-19314 Natixis Investment Managers SA 2 0000936828 GIC Private Ltd INFORMATION TABLE 2 a20-35447_1informationtable.xml INFORMATION TABLE ABBVIE INC COM 00287Y109 226 2580 SH DFND 1 2580 0 0 ACUITY BRANDS INC COM 00508Y102 41 400 SH DFND 1 400 0 0 ACUITY BRANDS INC COM 00508Y102 30 300 SH OTR 1,2 0 300 0 ADT INC DEL COM 00090Q103 163 20000 SH DFND 1 20000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 392 302000 PRN DFND 1 302000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 349 301000 PRN DFND 1 301000 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 206 213000 PRN DFND 1 213000 0 0 AT&T INC COM 00206R102 1235 43331 SH DFND 1 43331 0 0 BALLARD PWR SYS INC NEW COM 058586108 226 11245 SH DFND 1 11245 0 0 BANK NEW YORK MELLON CORP COM 064058100 61 1770 SH DFND 1 1770 0 0 BORGWARNER INC COM 099724106 27 700 SH DFND 1 700 0 0 BORGWARNER INC COM 099724106 23 600 SH OTR 1,2 0 600 0 BRISTOL-MYERS SQUIBB CO COM 110122108 398 6602 SH DFND 1 6602 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 103 45902 SH DFND 1 45902 0 0 BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 21 9529 SH OTR 1,2 0 9529 0 CARDINAL HEALTH INC COM 14149Y108 228 4849 SH DFND 1 4849 0 0 CENTERPOINT ENERGY INC COM 15189T107 11 583 SH DFND 1 583 0 0 CIENA CORP COM NEW 171779309 681 17151 SH DFND 1 17151 0 0 CREE INC COM 225447101 89 1400 SH DFND 1 1400 0 0 CREE INC COM 225447101 83 1300 SH OTR 1,2 0 1300 0 D R HORTON INC COM 23331A109 915 12096 SH DFND 1 12096 0 0 DISH NETWORK CORPORATION CL A 25470M109 36 1245 SH DFND 1 1245 0 0 DISNEY WALT CO COM DISNEY 254687106 808 6512 SH OTR 1,2 0 6512 0 EMERSON ELEC CO COM 291011104 2479 37800 SH DFND 1 37800 0 0 ENERSYS COM 29275Y102 778 11586 SH DFND 1 11586 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 315 290000 PRN DFND 1 290000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 218 185000 PRN DFND 1 185000 0 0 FORD MTR CO DEL COM 345370860 1482 222587 SH DFND 1 222587 0 0 FORD MTR CO DEL COM 345370860 1125 168854 SH OTR 1,2 0 168854 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 380 378000 PRN DFND 1 378000 0 0 FUELCELL ENERGY INC COM 35952H601 0 150 SH DFND 1 150 0 0 GENERAL ELECTRIC CO COM 369604103 241 38744 SH DFND 1 38744 0 0 GENERAL ELECTRIC CO COM 369604103 176 28307 SH OTR 1,2 0 28307 0 GENERAL MTRS CO COM 37045V100 2759 93256 SH DFND 1 93256 0 0 GENERAL MTRS CO COM 37045V100 1608 54356 SH OTR 1,2 0 54356 0 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 5340 100000 PRN DFND 1 100000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 951 4731 SH DFND 1 4731 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1077 5355 SH OTR 1,2 0 5355 0 HARLEY DAVIDSON INC COM 412822108 39 1601 SH DFND 1 1601 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 52 5564 SH DFND 1 5564 0 0 HEXCEL CORP NEW COM 428291108 101 3000 SH DFND 1 3000 0 0 HEXCEL CORP NEW COM 428291108 91 2700 SH OTR 1,2 0 2700 0 ILLUMINA INC COM 452327109 32 105 SH DFND 1 105 0 0 ILLUMINA INC NOTE 8/1 452327AK5 208 196000 PRN DFND 1 196000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 1041 1000000 PRN DFND 1 1000000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 54 445 SH DFND 1 445 0 0 INTERNATIONAL PAPER CO COM 460146103 48 1178 SH DFND 1 1178 0 0 INTERPUBLIC GROUP COS INC COM 460690100 198 11888 SH DFND 1 11888 0 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 309 321000 PRN DFND 1 321000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 204 188000 PRN DFND 1 188000 0 0 IRON MTN INC NEW COM 46284V101 14 507 SH DFND 1 507 0 0 ITRON INC COM 465741106 55 900 SH DFND 1 900 0 0 KB HOME COM 48666K109 121 3161 SH DFND 1 3161 0 0 KRAFT HEINZ CO COM 500754106 81 2712 SH DFND 1 2712 0 0 LENNAR CORP CL A 526057104 894 10940 SH DFND 1 10940 0 0 LENNAR CORP CL A 526057104 88 1073 SH OTR 1,2 0 1073 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 273 247000 PRN DFND 1 247000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 151 136000 PRN DFND 1 136000 0 0 LIVONGO HEALTH INC COM 539183103 666 4756 SH DFND 1 4756 0 0 LULULEMON ATHLETICA INC COM 550021109 209 634 SH DFND 1 634 0 0 M D C HLDGS INC COM 552676108 128 2720 SH DFND 1 2720 0 0 MACYS INC COM 55616P104 53 9236 SH DFND 1 9236 0 0 MACYS INC COM 55616P104 32 5636 SH OTR 1,2 0 5636 0 MERITAGE HOMES CORP COM 59001A102 150 1355 SH DFND 1 1355 0 0 METLIFE INC COM 59156R108 220 5908 SH DFND 1 5908 0 0 MORGAN STANLEY COM NEW 617446448 675 13970 SH DFND 1 13970 0 0 MORGAN STANLEY COM NEW 617446448 861 17800 SH OTR 1,2 0 17800 0 NETAPP INC COM 64110D104 667 15200 SH OTR 1,2 0 15200 0 NEWELL BRANDS INC COM 651229106 10 602 SH DFND 1 602 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 4718 100000 PRN DFND 1 100000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 148 141000 PRN DFND 1 141000 0 0 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 244 167000 PRN DFND 1 167000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 166 161000 PRN DFND 1 161000 0 0 NVR INC COM 62944T105 502 123 SH DFND 1 123 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 365 277000 PRN DFND 1 277000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 207 170000 PRN DFND 1 170000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 191 142000 PRN DFND 1 142000 0 0 ORACLE CORP COM 68389X105 3469 58111 SH DFND 1 58111 0 0 PACCAR INC COM 693718108 296 3472 SH DFND 1 3472 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 503 443000 PRN DFND 1 443000 0 0 PFIZER INC COM 717081103 3334 90852 SH DFND 1 90852 0 0 PLUG POWER INC COM NEW 72919P202 559 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 265 247000 PRN DFND 1 247000 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 241 242000 PRN DFND 1 242000 0 0 PULTE GROUP INC COM 745867101 505 10908 SH DFND 1 10908 0 0 RALPH LAUREN CORP CL A 751212101 319 4683 SH DFND 1 4683 0 0 REVOLVE GROUP INC CL A 76156B107 2609 158752 SH DFND 1 158752 0 0 SALESFORCE COM INC COM 79466L302 442 1759 SH DFND 1 1759 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 459 331000 PRN DFND 1 331000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 749 565000 PRN DFND 1 565000 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 162 130000 PRN DFND 1 130000 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 17 676 SH DFND 1 676 0 0 T-MOBILE US INC COM 872590104 1924 16821 SH DFND 1 16821 0 0 TOLL BROTHERS INC COM 889478103 332 6817 SH DFND 1 6817 0 0 TRI POINTE GROUP INC COM 87265H109 132 7301 SH DFND 1 7301 0 0 TWITTER INC COM 90184L102 1291 29016 SH DFND 1 29016 0 0 TWITTER INC COM 90184L102 1397 31400 SH OTR 1,2 0 31400 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 336 302000 PRN DFND 1 302000 0 0 VIA OPTRONICS AG SPONSORED ADS 91823Y109 1280 143630 SH DFND 1 143630 0 0 VOYA FINANCIAL INC COM 929089100 208 4332 SH DFND 1 4332 0 0 WABTEC COM 929740108 0 2 SH DFND 1 2 0 0 WENDYS CO COM 95058W100 161 7220 SH DFND 1 7220 0 0 WHIRLPOOL CORP COM 963320106 415 2255 SH DFND 1 2255 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 216 170000 PRN DFND 1 170000 0 0