0001420506-17-000126.txt : 20170213
0001420506-17-000126.hdr.sgml : 20170213
20170213060849
ACCESSION NUMBER: 0001420506-17-000126
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170213
DATE AS OF CHANGE: 20170213
EFFECTIVENESS DATE: 20170213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RWC Asset Management LLP
CENTRAL INDEX KEY: 0001520478
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14481
FILM NUMBER: 17595609
BUSINESS ADDRESS:
STREET 1: 60 PETTY FRANCE
CITY: LONDON
STATE: X0
ZIP: SW1H 9EU
BUSINESS PHONE: 011442072276000
MAIL ADDRESS:
STREET 1: 60 PETTY FRANCE
CITY: LONDON
STATE: X0
ZIP: SW1H 9EU
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001520478
XXXXXXXX
12-31-2016
12-31-2016
false
RWC Asset Management LLP
60 PETTY FRANCE
LONDON
X0
SW1H 9EU
13F HOLDINGS REPORT
028-14481
N
Rory Arredondo
Mr
011442072276111
Rory Arredondo, Mr
LONDON
X0
12-31-2016
0
142
1532354
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR RWC ASSET MANAGEMENT LLP
3M CO
COM
88579Y101
22484
125913
SH
SOLE
125913
0
0
ACUSHNET HOLDINGS CORP
COM
005098108
11922
604870
SH
SOLE
604870
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
8526
50415
SH
SOLE
50415
0
0
AIR LEASE CORP
NOTE 3.875%12/0
00912XAK0
5600
4150000
PRN
SOLE
0
0
4150000
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
8857
8500000
PRN
SOLE
0
0
8500000
ALLEGIANT TRAVEL CO
COM
01748X102
3661
22000
SH
SOLE
22000
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
NOTE 1.250% 7/0
01988PAD0
10448
11000000
PRN
SOLE
0
0
11000000
ALPHABET INC
CAP STK CL A
02079K305
11830
14928
SH
SOLE
14928
0
0
AMAZON COM INC
COM
023135106
33595
44801
SH
SOLE
44801
0
0
AMC NETWORKS INC
CL A
00164V103
1356
25904
SH
SOLE
25904
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
21324
456715
SH
SOLE
456715
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
17053
261106
SH
SOLE
261106
0
0
APPLE INC
COM
037833100
9369
80897
SH
SOLE
80897
0
0
ARES CAP CORP
NOTE 4.375% 1/1
04010LAM5
11635
11200000
PRN
SOLE
0
0
11200000
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
17364
16900000
PRN
SOLE
0
0
16900000
ARES CAP CORP
COM
04010L103
99
6000
SH
SOLE
6000
0
0
AT&T INC
COM
00206R102
5722
134543
SH
SOLE
134543
0
0
AVON PRODS INC
COM
054303102
1
111
SH
SOLE
111
0
0
BAKER HUGHES INC
COM
057224107
3532
54359
SH
SOLE
54359
0
0
BANK AMER CORP
COM
060505104
5117
231556
SH
SOLE
231556
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
278
10900
SH
SOLE
10900
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
5945
122000
SH
SOLE
122000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
7884
7000000
PRN
SOLE
0
0
7000000
BLOCK H & R INC
COM
093671105
3
123
SH
SOLE
123
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
5
235
SH
SOLE
235
0
0
CALATLANTIC GROUP INC
COM
128195104
3654
107438
SH
SOLE
107438
0
0
CAVCO INDS INC DEL
COM
149568107
5848
58572
SH
SOLE
58572
0
0
CBRE GROUP INC
CL A
12504L109
7724
245291
SH
SOLE
245291
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
20426
70943
SH
SOLE
70943
0
0
CIENA CORP
COM NEW
171779309
8639
353927
SH
SOLE
353927
0
0
CISCO SYS INC
COM
17275R102
3
102
SH
SOLE
102
0
0
CITIGROUP INC
COM NEW
172967424
6451
108555
SH
SOLE
108555
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
26643
22900000
PRN
SOLE
0
0
22900000
CME GROUP INC
COM
12572Q105
11085
96103
SH
SOLE
96103
0
0
COLGATE PALMOLIVE CO
COM
194162103
20251
309452
SH
SOLE
309452
0
0
CONSOLIDATED EDISON INC
COM
209115104
9143
124088
SH
SOLE
124088
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
3373
22000
SH
SOLE
22000
0
0
COPA HOLDINGS SA
CL A
P31076105
3002
33046
SH
SOLE
33046
0
0
COSTCO WHSL CORP NEW
COM
22160K105
4628
28904
SH
SOLE
28904
0
0
CSX CORP
COM
126408103
26640
741453
SH
SOLE
741453
0
0
CVS HEALTH CORP
COM
126650100
13537
171554
SH
SOLE
171554
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
12901
229143
SH
SOLE
229143
0
0
DEPOMED INC
NOTE 2.500% 9/0
249908AA2
4813
4250000
PRN
SOLE
0
0
4250000
DEVON ENERGY CORP NEW
COM
25179M103
11809
258574
SH
SOLE
258574
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
3709
138499
SH
SOLE
138499
0
0
DOVER CORP
COM
260003108
18771
250508
SH
SOLE
250508
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
9717
9000000
PRN
SOLE
0
0
9000000
E TRADE FINANCIAL CORP
COM NEW
269246401
12719
367064
SH
SOLE
367064
0
0
EAGLE MATERIALS INC
COM
26969P108
14165
143762
SH
SOLE
143762
0
0
EBAY INC
COM
278642103
2606
87783
SH
SOLE
87783
0
0
ELDORADO RESORTS INC
COM
28470R102
7540
444864
SH
SOLE
444864
0
0
EMERSON ELEC CO
COM
291011104
26192
469813
SH
SOLE
469813
0
0
EXPEDITORS INTL WASH INC
COM
302130109
4461
84242
SH
SOLE
84242
0
0
FIREEYE INC
COM
31816Q101
0
40
SH
Call
SOLE
40
0
0
GARTNER INC
COM
366651107
10856
107407
SH
SOLE
107407
0
0
GENERAL MTRS CO
COM
37045V100
3
81
SH
SOLE
81
0
0
GLOBANT S A
COM
L44385109
8666
259840
SH
SOLE
259840
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
5
19
SH
SOLE
19
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
1438
181069
SH
SOLE
181069
0
0
HANESBRANDS INC
COM
410345102
2479
114918
SH
SOLE
114918
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
5
100
SH
SOLE
100
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
3
149
SH
SOLE
149
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
27124
22000000
PRN
SOLE
0
0
22000000
HOLOGIC INC
DEBT 2.000% 3/0
436440AC5
5872
4300000
PRN
SOLE
0
0
4300000
HP INC
COM
40434L105
11171
752756
SH
SOLE
752756
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
17783
1345194
SH
SOLE
1345194
0
0
ILLUMINA INC
NOTE 6/1
452327AF6
2208
2300000
PRN
SOLE
0
0
2300000
INTEL CORP SDCV
12/1
458140AD2
29412
21750000
PRN
SOLE
0
0
21750000
INTERPUBLIC GROUP COS INC
COM
460690100
8631
368679
SH
SOLE
368679
0
0
IRONWOOD PHARMACEUTICALS INC
DBCV 2.250% 6/1
46333XAD0
3474
3000000
PRN
SOLE
0
0
3000000
ISHARES TR
NASDQ BIOTEC ETF
464287556
227
855
SH
SOLE
855
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
11328
11750000
PRN
SOLE
0
0
11750000
JDS UNIPHASE CORP
DBCV 0.625% 8/1
46612JAF8
9123
8800000
PRN
SOLE
0
0
8800000
JOHNSON & JOHNSON
COM
478160104
62071
538766
SH
SOLE
538766
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
6355
74899
SH
SOLE
74899
0
0
KAR AUCTION SVCS INC
COM
48238T109
5170
121299
SH
SOLE
121299
0
0
KROGER CO
COM
501044101
9941
288061
SH
SOLE
288061
0
0
LAZARD LTD
SHS A
G54050102
13372
325422
SH
SOLE
325422
0
0
LENNAR CORP
CL A
526057104
7177
167174
SH
SOLE
167174
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
1535
76828
SH
SOLE
76828
0
0
LIBERTY INTERACTIVE LLC
DEB 1.750% 9/3
530610AD6
6560
5950000
PRN
SOLE
0
0
5950000
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
14916
13859000
PRN
SOLE
0
0
13859000
LILLY ELI & CO
COM
532457108
52493
713709
SH
SOLE
713709
0
0
LIVE NATION ENTERTAINMENT IN
DBCV 2.500% 5/1
538034AJ8
7548
7050000
PRN
SOLE
0
0
7050000
LIVE NATION ENTERTAINMENT IN
COM
538034109
3919
147324
SH
SOLE
147324
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
15069
13000000
PRN
SOLE
0
0
13000000
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
98
1200
SH
SOLE
1200
0
0
MANITOWOC FOODSERVICE INC
COM
563568104
1152
59612
SH
SOLE
59612
0
0
MERCK & CO INC
COM
58933Y105
59006
1002318
SH
SOLE
1002318
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
22622
17300000
PRN
SOLE
0
0
17300000
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
5238
2400000
PRN
SOLE
0
0
2400000
MICROSOFT CORP
COM
594918104
66828
1075441
SH
SOLE
1075441
0
0
MOHAWK INDS INC
COM
608190104
13179
66000
SH
SOLE
66000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
7749
79634
SH
SOLE
79634
0
0
MONSANTO CO NEW
COM
61166W101
8826
83890
SH
SOLE
83890
0
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639AJ5
9464
9200000
PRN
SOLE
0
0
9200000
NEWMONT MINING CORP
COM
651639106
7
200
SH
SOLE
200
0
0
NEWS CORP NEW
CL A
65249B109
0
38
SH
SOLE
38
0
0
NUANCE COMMUNICATIONS INC
DBCV 1.000%12/1
67020YAK6
3966
4400000
PRN
SOLE
0
0
4400000
OFFICE DEPOT INC
COM
676220106
639
141451
SH
SOLE
141451
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
11307
11000000
PRN
SOLE
0
0
11000000
PACCAR INC
COM
693718108
7486
117147
SH
SOLE
117147
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
7688
6025000
PRN
SOLE
0
0
6025000
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
4379
125783
SH
SOLE
125783
0
0
PAYPAL HLDGS INC
COM
70450Y103
3059
77495
SH
SOLE
77495
0
0
PFIZER INC
COM
717081103
53915
1659958
SH
SOLE
1659958
0
0
PHILIP MORRIS INTL INC
COM
718172109
10389
113557
SH
SOLE
113557
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
8922
7000000
PRN
SOLE
0
0
7000000
PROCTER AND GAMBLE CO
COM
742718109
35574
423092
SH
SOLE
423092
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
11249
9600000
PRN
SOLE
0
0
9600000
RED ROCK RESORTS INC
CL A
75700L108
20042
864249
SH
SOLE
864249
0
0
REGIONS FINL CORP NEW
COM
7591EP100
4730
329383
SH
SOLE
329383
0
0
REYNOLDS AMERICAN INC
COM
761713106
11463
204542
SH
SOLE
204542
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
6223
5150000
PRN
SOLE
0
0
5150000
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
18230
15650000
PRN
SOLE
0
0
15650000
SCOTTS MIRACLE GRO CO
CL A
810186106
12585
131715
SH
SOLE
131715
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
8947
7550000
PRN
SOLE
0
0
7550000
SOTHEBYS
COM
835898107
11956
299946
SH
SOLE
299946
0
0
SOUTHERN CO
COM
842587107
9619
195540
SH
SOLE
195540
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
18726
18000000
PRN
SOLE
0
0
18000000
SPRINT CORP
COM SER 1
85207U105
7
858
SH
SOLE
858
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
6748
6500000
PRN
SOLE
0
0
6500000
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
20959
20550000
PRN
SOLE
0
0
20550000
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
20106
18500000
PRN
SOLE
0
0
18500000
STARWOOD PPTY TR INC
COM
85571B105
88
4000
SH
SOLE
4000
0
0
SWIFT TRANSN CO
CL A
87074U101
5408
222000
SH
SOLE
222000
0
0
SYNCHRONY FINL
COM
87165B103
8156
224862
SH
SOLE
224862
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
10419
238962
SH
SOLE
238962
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
10330
11100000
PRN
SOLE
0
0
11100000
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
394
400000
PRN
SOLE
0
0
400000
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
5117
4000000
PRN
SOLE
0
0
4000000
TRIPADVISOR INC
COM
896945201
1095
23625
SH
SOLE
23625
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
3
95
SH
SOLE
95
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
14086
15300000
PRN
SOLE
0
0
15300000
UNITED CONTL HLDGS INC
COM
910047109
9294
127518
SH
SOLE
127518
0
0
UNITED STATES STL CORP NEW
COM
912909108
5985
181316
SH
SOLE
181316
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
5587
104664
SH
SOLE
104664
0
0
WAL-MART STORES INC
COM
931142103
25918
374964
SH
SOLE
374964
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
15407
15000000
PRN
SOLE
0
0
15000000
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
222
200000
PRN
SOLE
0
0
200000
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
4094
3900000
PRN
SOLE
0
0
3900000
YUM BRANDS INC
COM
988498101
7674
121175
SH
SOLE
121175
0
0