Institution Information
Reportee Signature Date Report period Total Entries Total Value($)
H2O AM LLP 07-25-2019 06-30-2019 117 1,194,887,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%)
ALPHABET- A CAP STK CL A 1 $57,486,000 52,826 4.81 3.30 30,389 135.44
J2 GLOBAL NOTE 3.250% 6/1 2 $56,187,000 48,786,537 4.70 48,786,537 +Inf
ORACLE CORP COM COM 3 $44,630,000 780,394 3.74 8.98 -557,805 -41.68
VERIZON COMMUNICATIONS INC COM 4 $39,446,000 688,055 3.30 6.94 -250,605 -26.70
DOMINION ENERGY UNIT 99/99/9999 5 $38,521,000 375,000 3.22 375,000 +Inf
MICROCHIP TECHNOLOGY NOTE 2.250% 2/1 6 $36,572,000 29,859,303 3.06 29,859,303 +Inf
PRUDENTIAL FINANCIAL INC COM 7 $36,496,000 361,929 3.05 5.24 -94,271 -20.66
AT AND T INC COM 8 $35,443,000 1,048,966 2.97 5.59 -377,127 -26.44
PFIZER INC COM 9 $32,045,000 737,818 2.68 4.93 -190,451 -20.52
SILICON LABORATORIES NOTE 1.375% 3/0 10 $32,015,000 26,368,330 2.68 26,368,330 +Inf
MICROCHIP TECHNOLOGY NOTE 1.625% 2/1 11 $30,581,000 25,321,887 2.56 25,321,887 +Inf
METLIFE INC COM 12 $29,397,000 591,257 2.46 4.43 -200,694 -25.34
J.P.MORGAN CHASE EX CHASE MANHATTAN COM Liquidated $0 0 3.53 3.28 -27,226 -8.90
ON SEMICONDUCTOR NOTE 1.000%12/0 14 $25,710,000 21,848,103 2.15 21,848,103 +Inf
TMOBILE US INC COM 15 $25,180,000 339,617 2.11 2.63 35,122 11.53
APPLE INC / EX - APPLE SHS COM Liquidated $23,936,000 107,672 2.00 16.23 107,672 +Inf
ALTAIR ENGINEERING NOTE 0.250% 6/0 17 $22,788,000 18,894,609 1.91 18,894,609 +Inf
GENERAL MOTORS CO COM 18 $22,272,000 628,082 1.86 7.56 -823,696 -56.74
EMERSON ELECTRIC CO COM 19 $21,874,000 348,979 1.83 1.89 128,428 58.23
CLEVELANDCLIFFS DBCV 1.500% 1/1 20 $21,614,000 17,320,257 1.81 17,320,257 +Inf
NETFLIX INC COM 21 $21,127,000 57,205 1.77 1.46 24,476 74.78
GOLDMAN SACHS GROUP INC COM 22 $19,320,000 94,429 1.62 2.15 12,036 14.61
AMGEN INC COM Liquidated $18,889,000 92,087 1.58 3.04 92,087 +Inf
DR HORTON INC COM 24 $18,736,000 433,478 1.57 2.54 -57,537 -11.72
LENNAR CORP -A- CL A 25 $18,457,000 381,906 1.54 2.46 -18,874 -4.71
FORD MOTOR COMPANY COM 26 $17,923,000 1,759,342 1.50 2.00 -59,936 -3.29
WORKDAY INC NOTE 0.250%10/0 27 $17,398,000 14,915,238 1.46 14,915,238 +Inf
WAYFAIR NOTE 0.375% 9/0 28 $16,873,000 15,930,858 1.41 15,930,858 +Inf
ELI LILLY AND CO COM Liquidated $0 0 1.87 163,432 +Inf
REGENERON PHARMACEUTICALS INC COM 30 $16,236,000 51,863 1.36 2.02 12,581 32.03
FORD MOTOR COMPANY COM PAR $0.01 Liquidated $0 0 1.79 2,067,585 +Inf
ZENDESK NOTE 0.250% 3/1 32 $16,122,000 14,185,689 1.35 14,185,689 +Inf
HOULIHAN LOKEY INC CL A 33 $14,995,000 337,113 1.25 1.55 66,019 24.35
TWITTER INC COM 34 $14,944,000 425,688 1.25 1.44 107,188 33.65
LAZARD -A- SHS A 35 $14,754,000 428,418 1.23 1.60 73,369 20.66
TWITTER NOTE 0.250% 6/1 36 $14,697,000 12,947,535 1.23 12,947,535 +Inf
FACEBOOK INC-A CL A 37 $14,569,000 75,561 1.22 1.91 -16,060 -17.53
EXACT SCIENCES NOTE 0.375% 3/1 38 $14,550,000 11,928,756 1.22 11,928,756 +Inf
EVERCORE-A RG REGISTERED SHS -A CLASS A 39 $14,484,000 163,832 1.21 1.50 32,155 24.42
VOYA FINANCIAL INC COM 40 $13,348,000 241,391 1.12 1.16 55,702 30.00
NUCOR CORP COM Liquidated $0 0 1.50 1.17 161,700 79.15
IRONWOOD PHARMACEUTICALS DBCV 2.250% 6/1 42 $11,105,000 10,250,853 0.93 10,250,853 +Inf
SQUARE NOTE 0.500% 5/1 43 $10,778,000 9,096,372 0.90 9,096,372 +Inf
NIKE INC CLASS B COM NPV CL B 44 $10,777,000 190,793 0.90 1.11 6,990 3.80
CIENA CORP COM NEW 45 $10,680,000 259,075 0.89 0.92 62,475 31.78
PULTEGROUP COM 46 $10,431,000 833,935 0.87 1.32 81,423 10.82
MEDICINES CO NOTE 2.750% 7/1 47 $10,199,000 8,814,714 0.85 8,814,714 +Inf
BIOGEN IDEC INC COM 48 $9,656,000 41,286 0.81 1.12 7,225 21.21
ISIS PHARMACEUTICALS NOTE 1.000%11/1 49 $9,523,000 8,349,362 0.80 8,349,362 +Inf
ON SEMICONDUCTOR NOTE 1.625%10/1 50 $9,457,000 8,328,027 0.79 8,328,027 +Inf
NUTANIX INC ZCP 15-01-23 CV NOTE 1/1 51 $9,295,000 8,321,956 0.78 8,321,956 +Inf
Debug Info- Version: 1.9