Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
H2O AM LLP 11-08-2019 09-30-2019 146 583,656,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
J2 GLOBAL NOTE 3.250% 6/1 Liquidated $0 0 4.70 48,786,537 +Inf 09-30-2019
DOMINION ENERGY UNIT 99/99/9999 Liquidated $0 0 3.22 375,000 +Inf 09-30-2019
MICROCHIP TECHNOLOGY NOTE 2.250% 2/1 Liquidated $0 0 3.06 29,859,303 +Inf 09-30-2019
J.P.MORGAN CHASE EX CHASE MANHATTAN COM Liquidated $0 0 3.53 278,779 +Inf 06-30-2019
ORACLE CORP COM 5 $27,396,000 497,842 4.69 3.74 -282,552 -36.21 09-30-2019
VERIZON COMMUNICATIONS INC. COM 6 $26,653,000 441,577 4.57 3.30 -246,478 -35.82 09-30-2019
ON SEMICONDUCTOR NOTE 1.000%12/0 Liquidated $0 0 2.15 21,848,103 +Inf 09-30-2019
AT&T INC COM 8 $25,685,000 678,792 4.40 2.97 -370,174 -35.29 09-30-2019
T-MOBILE US INC COM 9 $23,705,000 300,956 4.06 2.11 -38,661 -11.38 09-30-2019
ALTAIR ENGINEERING NOTE 0.250% 6/0 Liquidated $0 0 1.91 18,894,609 +Inf 09-30-2019
CLEVELANDCLIFFS DBCV 1.500% 1/1 Liquidated $0 0 1.81 17,320,257 +Inf 09-30-2019
APPLE INC COM 12 $19,250,000 85,953 3.30 2.00 -21,719 -20.17 09-30-2019
DR HORTON INC COM 13 $19,015,000 360,755 3.26 1.57 -72,723 -16.78 09-30-2019
ALPHABET INC CAP STK CL A 14 $17,995,000 14,737 3.08 4.81 -38,089 -72.10 09-30-2019
PRUDENTIAL FINL INC COM 15 $17,986,000 199,968 3.08 3.05 -161,961 -44.75 09-30-2019
WORKDAY INC NOTE 0.250%10/0 Liquidated $0 0 1.46 14,915,238 +Inf 09-30-2019
GENERAL MOTORS CO. COM 17 $16,367,000 436,700 2.80 1.86 -191,382 -30.47 09-30-2019
ZENDESK NOTE 0.250% 3/1 Liquidated $0 0 1.35 14,185,689 +Inf 09-30-2019
LENNAR CORP CL A 19 $16,122,000 288,922 2.76 1.54 -92,984 -24.35 09-30-2019
AMGEN INC COM 20 $15,494,000 80,071 2.65 1.58 -12,016 -13.05 09-30-2019
METLIFE INC COM 21 $15,402,000 326,610 2.64 2.46 -264,647 -44.76 09-30-2019
GOLDMAN SACHS GROUP INC COM 22 $14,810,000 71,471 2.54 1.62 -22,958 -24.31 09-30-2019
EMERSON ELEC CO COM 23 $14,741,000 220,496 2.53 1.83 -128,483 -36.82 09-30-2019
TWITTER NOTE 0.250% 6/1 Liquidated $0 0 1.23 12,947,535 +Inf 09-30-2019
EXACT SCIENCES NOTE 0.375% 3/1 Liquidated $0 0 1.22 11,928,756 +Inf 09-30-2019
PFIZER INC COM 26 $13,446,000 374,252 2.30 2.68 -363,566 -49.28 09-30-2019
TWITTER INC COM 27 $13,203,000 320,500 2.26 1.25 -105,188 -24.71 09-30-2019
FORD MTR CO DEL COM 28 $12,133,000 1,324,733 2.08 1.50 -434,609 -24.70 09-30-2019
NUCOR CORP COM Liquidated $0 0 1.50 366,000 +Inf 06-30-2019
NVR INC COM 30 $11,381,000 3,062 1.95 3,062 +Inf 09-30-2019
HOULIHAN LOKEY INC CL A 31 $11,198,000 248,308 1.92 1.25 -88,805 -26.34 09-30-2019
IRONWOOD PHARMACEUTICALS DBCV 2.250% 6/1 Liquidated $0 0 0.93 10,250,853 +Inf 09-30-2019
LAZARD LTD SHS A 33 $11,093,000 316,949 1.90 1.23 -111,469 -26.02 09-30-2019
REGENERON PHARMACEUTICALS COM 34 $10,871,000 39,193 1.86 1.36 -12,670 -24.43 09-30-2019
NIKE INC CL B 35 $10,617,000 113,044 1.82 0.90 -77,749 -40.75 09-30-2019
SYMANTEC CORP COM 36 $10,529,000 445,600 1.80 445,600 +Inf 09-30-2019
MEDICINES CO NOTE 2.750% 7/1 Liquidated $0 0 0.85 8,814,714 +Inf 09-30-2019
AMAZON.COM INC COM 38 $9,880,000 5,692 1.69 5,692 +Inf 09-30-2019
EVERCORE INC CLASS A 39 $9,667,000 120,696 1.66 1.21 -43,136 -26.33 09-30-2019
ISIS PHARMACEUTICALS NOTE 1.000%11/1 Liquidated $0 0 0.80 8,349,362 +Inf 09-30-2019
VOYA FINL INC COM 41 $9,515,000 174,795 1.63 1.12 -66,596 -27.59 09-30-2019
ON SEMICONDUCTOR NOTE 1.625%10/1 Liquidated $0 0 0.79 8,328,027 +Inf 09-30-2019
NUTANIX INC ZCP 15-01-23 CV NOTE 1/1 Liquidated $0 0 0.78 8,321,956 +Inf 09-30-2019
FACEBOOK INC CL A 44 $9,282,000 52,124 1.59 1.22 -23,437 -31.02 09-30-2019
PULTE GROUP INC COM 45 $9,150,000 250,356 1.57 0.87 -583,579 -69.98 09-30-2019
NETFLIX INC COM 46 $8,863,000 33,119 1.52 1.77 -24,086 -42.10 09-30-2019
LIBERTY MEDIA GROUP NOTE 1.000% 1/3 Liquidated $0 0 0.73 7,831,635 +Inf 09-30-2019
REALPAGE NOTE 1.500%11/1 Liquidated $0 0 0.69 7,234,416 +Inf 09-30-2019
CIENA CORP COM NEW 49 $8,187,000 208,700 1.40 0.89 -50,375 -19.44 09-30-2019
JAZZ INVESTMENTS NOTE 1.500% 8/1 Liquidated $0 0 0.62 6,384,042 +Inf 09-30-2019
BIOGEN INC COM 51 $7,073,000 30,381 1.21 0.81 -10,905 -26.41 09-30-2019
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