The prediction of cancer characteristics, treatment planning and patient outcome from medical images generally requires tumor delineation. In Head and Neck cancer (H&N), the automatic segmentation and differentiation of primary Gross Tumor Volumes (GTVt) and malignant lymph nodes (GTVn) is a necessary step for large-scale radiomics studies to predict patient outcome such as Progression Free Survival (PFS). Detecting malignant lymph nodes is also a crucial step for Tumor-Node-Metastases (TNM) staging and to support the decision to resect the nodes. In turn, automatic TNM staging and patient outcome prediction can greatly benefit patient care by helping clinicians to find the best personalized treatment. We propose the first model to automatically individually segment GTVt and GTVn in PET/CT images. A bi-modal 3D U-Net model is trained for multi-class and multi-components segmentation on the multi-centric HECKTOR 2020 dataset containing 254 cases. The dataset has been specifically re-annotated by experts to obtain ground truth GTVn contours. The results show promising segmentation performance for the automation of radiomics pipelines and their validation on large-scale studies for which manual annotations are not available. An average test Dice Similarity Coefficients (DSC) of 0.717 is obtained for the segmentation of GTVt. The GTVn segmentation is evaluated with an aggregated DSC to account for the cases without GTVn, which is estimated at 0.729 on the test set.