0001420506-17-000297.txt : 20170509
0001420506-17-000297.hdr.sgml : 20170509
20170509093151
ACCESSION NUMBER: 0001420506-17-000297
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170509
DATE AS OF CHANGE: 20170509
EFFECTIVENESS DATE: 20170509
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: 17824873
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
03-31-2017
03-31-2017
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
05-09-2017
0
126
1546777
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR RWC ASSET MANAGEMENT LLP
3M CO
COM
88579Y101
13582
70987
SH
SOLE
70987
0
0
ADOBE SYS INC
COM
00724F101
12883
99000
SH
SOLE
99000
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
10709
10800000
PRN
SOLE
0
0
10800000
ALPHABET INC
CAP STK CL A
02079K305
9326
11000
SH
SOLE
11000
0
0
AMAZON COM INC
COM
023135106
64365
72602
SH
SOLE
72602
0
0
AMC NETWORKS INC
CL A
00164V103
2092
35649
SH
SOLE
35649
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
30990
732634
SH
SOLE
732634
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
26134
418605
SH
SOLE
418605
0
0
APPLE INC
COM
037833100
10775
75000
SH
SOLE
75000
0
0
ARES CAP CORP
NOTE 4.375% 1/1
04010LAM5
7844
7600000
PRN
SOLE
0
0
7600000
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
3878
3800000
PRN
SOLE
0
0
3800000
AT&T INC
COM
00206R102
1323
31843
SH
SOLE
31843
0
0
BAKER HUGHES INC
COM
057224107
5288
88394
SH
SOLE
88394
0
0
BANK AMER CORP
COM
060505104
10866
460619
SH
SOLE
460619
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
172
10900
SH
SOLE
10900
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
7286
150000
SH
SOLE
150000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
6801
6000000
PRN
SOLE
0
0
6000000
CALATLANTIC GROUP INC
COM
128195104
6449
172204
SH
SOLE
172204
0
0
CAVCO INDS INC DEL
COM
149568107
11058
94998
SH
SOLE
94998
0
0
CBRE GROUP INC
CL A
12504L109
13682
393273
SH
SOLE
393273
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
23532
71892
SH
SOLE
71892
0
0
CITIGROUP INC
COM NEW
172967424
10559
176518
SH
SOLE
176518
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
24661
19600000
PRN
SOLE
0
0
19600000
CME GROUP INC
COM
12572Q105
6534
55000
SH
SOLE
55000
0
0
COLGATE PALMOLIVE CO
COM
194162103
22938
313398
SH
SOLE
313398
0
0
CONSOLIDATED EDISON INC
COM
209115104
9637
124088
SH
SOLE
124088
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
324
1250
SH
Call
SOLE
1250
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
9886
61000
SH
SOLE
61000
0
0
COPA HOLDINGS SA
CL A
P31076105
3709
33046
SH
SOLE
33046
0
0
CORNERSTONE ONDEMAND INC
NOTE 1.500% 7/0
21925YAB9
11242
11000000
PRN
SOLE
0
0
11000000
COSTCO WHSL CORP NEW
COM
22160K105
8032
47896
SH
SOLE
47896
0
0
CSX CORP
COM
126408103
38234
821362
SH
SOLE
821362
0
0
CVS HEALTH CORP
COM
126650100
13009
165720
SH
SOLE
165720
0
0
DOVER CORP
COM
260003108
12091
150482
SH
SOLE
150482
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
5279
4500000
PRN
SOLE
0
0
4500000
EAGLE MATERIALS INC
COM
26969P108
22550
232142
SH
SOLE
232142
0
0
EBAY INC
COM
278642103
12366
368353
SH
SOLE
368353
0
0
ELDORADO RESORTS INC
COM
28470R102
15573
822888
SH
SOLE
822888
0
0
EMERSON ELEC CO
COM
291011104
22380
373880
SH
SOLE
373880
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
634
500000
PRN
SOLE
0
0
500000
EXPEDIA INC DEL
COM NEW
30212P303
247
925
SH
Put
SOLE
925
0
0
EXPEDITORS INTL WASH INC
COM
302130109
7712
136516
SH
SOLE
136516
0
0
FINISAR CORP
NOTE 0.500%12/1
31787AAM3
5711
5000000
PRN
SOLE
0
0
5000000
FLEETCOR TECHNOLOGIES INC
COM
339041105
493
1450
SH
Call
SOLE
1450
0
0
GARTNER INC
COM
366651107
18834
174405
SH
SOLE
174405
0
0
GLOBANT S A
COM
L44385109
11375
312503
SH
SOLE
312503
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
1422
174094
SH
SOLE
174094
0
0
HANESBRANDS INC
COM
410345102
3855
185699
SH
SOLE
185699
0
0
HOLOGIC INC
DEBT 2.000% 3/0
436440AC5
3072
2200000
PRN
SOLE
0
0
2200000
HOLOGIC INC
FRNT 12/1
436440AG6
23056
18600000
PRN
SOLE
0
0
18600000
HP INC
COM
40434L105
13459
752756
SH
SOLE
752756
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
29319
2189647
SH
SOLE
2189647
0
0
ILLUMINA INC
NOTE 6/1
452327AF6
2331
2300000
PRN
SOLE
0
0
2300000
INTEL CORP SDCV
12/1
458140AD2
27550
20250000
PRN
SOLE
0
0
20250000
INTERPUBLIC GROUP COS INC
COM
460690100
17611
716750
SH
SOLE
716750
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
7221
6750000
PRN
SOLE
0
0
6750000
JDS UNIPHASE CORP
DBCV 0.625% 8/1
46612JAF8
12070
10800000
PRN
SOLE
0
0
10800000
JOHNSON & JOHNSON
COM
478160104
60586
486443
SH
SOLE
486443
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
10351
120703
SH
SOLE
120703
0
0
KAR AUCTION SVCS INC
COM
48238T109
9826
225000
SH
SOLE
225000
0
0
KROGER CO
COM
501044101
13768
466866
SH
SOLE
466866
0
0
LAZARD LTD
SHS A
G54050102
24334
529113
SH
SOLE
529113
0
0
LENNAR CORP
CL A
526057104
13708
267778
SH
SOLE
267778
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
2527
126242
SH
SOLE
126242
0
0
LIBERTY INTERACTIVE LLC
DEB 1.750% 9/3
530610AD6
4946
4400000
PRN
SOLE
0
0
4400000
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
9219
8100000
PRN
SOLE
0
0
8100000
LILLY ELI & CO
COM
532457108
36825
437814
SH
SOLE
437814
0
0
LIVE NATION ENTERTAINMENT IN
DBCV 2.500% 5/1
538034AJ8
7640
7050000
PRN
SOLE
0
0
7050000
LIVE NATION ENTERTAINMENT IN
COM
538034109
7355
242164
SH
SOLE
242164
0
0
LOWES COS INC
COM
548661107
6659
81000
SH
SOLE
81000
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
5408
4800000
PRN
SOLE
0
0
4800000
MERCK & CO INC
COM
58933Y105
41102
646874
SH
SOLE
646874
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
14989
10400000
PRN
SOLE
0
0
10400000
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
4562
1700000
PRN
SOLE
0
0
1700000
MICROSOFT CORP
COM
594918104
58920
894632
SH
SOLE
894632
0
0
MOHAWK INDS INC
COM
608190104
11475
50000
SH
SOLE
50000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
331
1350
SH
Call
SOLE
1350
0
0
MONSANTO CO NEW
COM
61166W101
15393
135980
SH
SOLE
135980
0
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639AJ5
852
850000
PRN
SOLE
0
0
850000
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
4101
3000000
PRN
SOLE
0
0
3000000
OFFICE DEPOT INC
COM
676220106
1146
245730
SH
SOLE
245730
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
11977
11000000
PRN
SOLE
0
0
11000000
PACCAR INC
COM
693718108
12655
188324
SH
SOLE
188324
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
4865
4050000
PRN
SOLE
0
0
4050000
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
14182
261569
SH
SOLE
261569
0
0
PAYPAL HLDGS INC
COM
70450Y103
5598
130114
SH
SOLE
130114
0
0
PFIZER INC
COM
717081103
43046
1258278
SH
SOLE
1258278
0
0
PHILIP MORRIS INTL INC
COM
718172109
12821
113557
SH
SOLE
113557
0
0
PLANET FITNESS INC
CL A
72703H101
12140
630000
SH
SOLE
630000
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
7841
5500000
PRN
SOLE
0
0
5500000
PROCTER AND GAMBLE CO
COM
742718109
32116
357440
SH
SOLE
357440
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
8197
6300000
PRN
SOLE
0
0
6300000
RED ROCK RESORTS INC
CL A
75700L108
7098
320000
SH
SOLE
320000
0
0
REGIONS FINL CORP NEW
COM
7591EP100
7584
521968
SH
SOLE
521968
0
0
REYNOLDS AMERICAN INC
COM
761713106
12890
204542
SH
SOLE
204542
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
4935
3900000
PRN
SOLE
0
0
3900000
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
11091
8600000
PRN
SOLE
0
0
8600000
SCHWAB CHARLES CORP NEW
COM
808513105
7387
181000
SH
SOLE
181000
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
17737
189923
SH
SOLE
189923
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
6579
5100000
PRN
SOLE
0
0
5100000
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
290
300000
PRN
SOLE
0
0
300000
SOTHEBYS
COM
835898107
22044
484706
SH
SOLE
484706
0
0
SOUTHERN CO
COM
842587107
9734
195540
SH
SOLE
195540
0
0
SOUTHWEST AIRLS CO
COM
844741108
11935
222000
SH
SOLE
222000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
861
850000
PRN
SOLE
0
0
850000
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
12390
350000
SH
SOLE
350000
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
6755
6500000
PRN
SOLE
0
0
6500000
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
16948
15500000
PRN
SOLE
0
0
15500000
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
23923
23550000
PRN
SOLE
0
0
23550000
SYNCHRONY FINL
COM
87165B103
12488
364089
SH
SOLE
364089
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
15002
386057
SH
SOLE
386057
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
5401
5500000
PRN
SOLE
0
0
5500000
TESLA INC
NOTE 0.250% 3/0
88160RAB7
15090
15100000
PRN
SOLE
0
0
15100000
TRIPADVISOR INC
COM
896945201
1667
38630
SH
SOLE
38630
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
183
200000
PRN
SOLE
0
0
200000
UNITED CONTL HLDGS INC
COM
910047109
208
2000
SH
Call
SOLE
2000
0
0
UNITED STATES STL CORP NEW
COM
912909108
9930
293701
SH
SOLE
293701
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1602
32864
SH
SOLE
32864
0
0
WAL-MART STORES INC
COM
931142103
26846
372452
SH
SOLE
372452
0
0
WEBMD HEALTH CORP
NOTE 1.500%12/0
94770VAK8
4781
4000000
PRN
SOLE
0
0
4000000
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
256
250000
PRN
SOLE
0
0
250000
WELBILT INC
COM
949090104
2135
108760
SH
SOLE
108760
0
0
WESTLAKE CHEM CORP
COM
960413102
4954
75000
SH
SOLE
75000
0
0
WORKDAY INC
NOTE 0.750% 7/1
98138HAC5
6296
5460000
PRN
SOLE
0
0
5460000
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
4199
3500000
PRN
SOLE
0
0
3500000
WYNN RESORTS LTD
COM
983134107
10086
88000
SH
SOLE
88000
0
0