0001420506-17-000560.txt : 20170814
0001420506-17-000560.hdr.sgml : 20170814
20170814063415
ACCESSION NUMBER: 0001420506-17-000560
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
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: 171026780
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
06-30-2017
06-30-2017
false
RWC Asset Management LLP
60 PETTY FRANCE
LONDON
X0
SW1H 9EU
13F COMBINATION REPORT
028-14481
028-17598
Russell Investments Group, Ltd.
N
Rory Arredondo
Mr
011442072276111
Rory Arredondo, Mr
LONDON
X0
06-30-2017
0
122
1634308
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR RWC ASSET MANAGEMENT LLP
3M CO
COM
88579Y101
7173
34452
SH
SOLE
34452
0
0
ALPHABET INC
CAP STK CL A
02079K305
7437
8000
SH
SOLE
8000
0
0
AMAZON COM INC
COM
023135106
74617
77084
SH
SOLE
77084
0
0
AMC NETWORKS INC
CL A
00164V103
2206
41311
SH
SOLE
41311
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
40790
810608
SH
SOLE
810608
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
28954
463120
SH
SOLE
463120
0
0
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
3043
3000000
PRN
SOLE
0
0
3000000
ARES CAP CORP
NOTE 4.375% 1/1
04010LAM5
3197
3100000
PRN
SOLE
0
0
3100000
AT&T INC
COM
00206R102
1201
31843
SH
SOLE
31843
0
0
BAKER HUGHES INC
COM
057224107
5229
95932
SH
SOLE
95932
0
0
BANK AMER CORP
COM
060505104
12524
516251
SH
SOLE
516251
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
11402
200000
SH
SOLE
200000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
7879
7100000
PRN
SOLE
0
0
7100000
CAESARS ENTMT CORP
COM
127686103
18000
1500000
SH
SOLE
1500000
0
0
CALATLANTIC GROUP INC
COM
128195104
6743
190748
SH
SOLE
190748
0
0
CAVCO INDS INC DEL
COM
149568107
13642
105220
SH
SOLE
105220
0
0
CBRE GROUP INC
CL A
12504L109
15926
437537
SH
SOLE
437537
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
26822
79625
SH
SOLE
79625
0
0
CITIGROUP INC
COM NEW
172967424
13109
196012
SH
SOLE
196012
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
23670
19600000
PRN
SOLE
0
0
19600000
CME GROUP INC
COM
12572Q105
6888
55000
SH
SOLE
55000
0
0
COLGATE PALMOLIVE CO
COM
194162103
17953
242185
SH
SOLE
242185
0
0
CONSOLIDATED EDISON INC
COM
209115104
10029
124088
SH
SOLE
124088
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
17048
88000
SH
SOLE
88000
0
0
COPA HOLDINGS SA
CL A
P31076105
2720
23251
SH
SOLE
23251
0
0
CORNERSTONE ONDEMAND INC
NOTE 1.500% 7/0
21925YAB9
5781
5750000
PRN
SOLE
0
0
5750000
COSTCO WHSL CORP NEW
COM
22160K105
4482
28024
SH
SOLE
28024
0
0
CSX CORP
COM
126408103
41786
765879
SH
SOLE
765879
0
0
CVS HEALTH CORP
COM
126650100
10512
130654
SH
SOLE
130654
0
0
DOVER CORP
COM
260003108
8445
105276
SH
SOLE
105276
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
5863
5000000
PRN
SOLE
0
0
5000000
E TRADE FINANCIAL CORP
COM NEW
269246401
12664
333000
SH
SOLE
333000
0
0
EAGLE MATERIALS INC
COM
26969P108
23664
256044
SH
SOLE
256044
0
0
EBAY INC
COM
278642103
24771
709353
SH
SOLE
709353
0
0
ELDORADO RESORTS INC
COM
28470R102
23000
1150000
SH
SOLE
1150000
0
0
EMERSON ELEC CO
COM
291011104
19535
327666
SH
SOLE
327666
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
640
500000
PRN
SOLE
0
0
500000
EXPEDITORS INTL WASH INC
COM
302130109
8553
151431
SH
SOLE
151431
0
0
F M C CORP
COM NEW
302491303
6613
90528
SH
SOLE
90528
0
0
FEDEX CORP
COM
31428X106
4107
18899
SH
SOLE
18899
0
0
FINISAR CORP
NOTE 0.500%12/1
31787AAM3
10220
9100000
PRN
SOLE
0
0
9100000
GARTNER INC
COM
366651107
23846
193073
SH
SOLE
193073
0
0
GLOBANT S A
COM
L44385109
17125
394224
SH
SOLE
394224
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
1441
174094
SH
SOLE
174094
0
0
HANESBRANDS INC
COM
410345102
4785
206593
SH
SOLE
206593
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
23486
18600000
PRN
SOLE
0
0
18600000
HOME DEPOT INC
COM
437076102
13499
88000
SH
SOLE
88000
0
0
HP INC
COM
40434L105
12322
704932
SH
SOLE
704932
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
32825
2427863
SH
SOLE
2427863
0
0
ILLUMINA INC
NOTE 6/1
452327AF6
2337
2300000
PRN
SOLE
0
0
2300000
INPHI CORP
NOTE 1.125%12/0
45772FAB3
5040
4500000
PRN
SOLE
0
0
4500000
INTEL CORP
SDCV 3.250% 8/0
458140AF7
11643
7050000
PRN
SOLE
0
0
7050000
INTEL CORP SDCV
12/1
458140AD2
2612
2000000
PRN
SOLE
0
0
2000000
INTERPUBLIC GROUP COS INC
COM
460690100
19524
793651
SH
SOLE
793651
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
7154
6500000
PRN
SOLE
0
0
6500000
JDS UNIPHASE CORP
DBCV 0.625% 8/1
46612JAF8
10278
9300000
PRN
SOLE
0
0
9300000
JOHNSON & JOHNSON
COM
478160104
55117
416635
SH
SOLE
416635
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
14024
134005
SH
SOLE
134005
0
0
KROGER CO
COM
501044101
18314
785316
SH
SOLE
785316
0
0
LAZARD LTD
SHS A
G54050102
27166
586358
SH
SOLE
586358
0
0
LENNAR CORP
CL A
526057104
15843
297132
SH
SOLE
297132
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
3458
140929
SH
SOLE
140929
0
0
LIBERTY INTERACTIVE LLC
DEB 1.750% 9/3
530610AD6
6160
5400000
PRN
SOLE
0
0
5400000
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
11775
10000000
PRN
SOLE
0
0
10000000
LILLY ELI & CO
COM
532457108
31115
378073
SH
SOLE
378073
0
0
LIVE NATION ENTERTAINMENT IN
DBCV 2.500% 5/1
538034AJ8
6284
5500000
PRN
SOLE
0
0
5500000
LIVE NATION ENTERTAINMENT IN
COM
538034109
9279
266269
SH
SOLE
266269
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
5318
4800000
PRN
SOLE
0
0
4800000
MASCO CORP
COM
574599106
7642
200000
SH
SOLE
200000
0
0
MERCK & CO INC
COM
58933Y105
34261
534582
SH
SOLE
534582
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
17092
11400000
PRN
SOLE
0
0
11400000
MICRON TECHNOLOGY INC
NOTE 3.000%11/1
595112AY9
6838
6100000
PRN
SOLE
0
0
6100000
MICROSOFT CORP
COM
594918104
54067
784372
SH
SOLE
784372
0
0
MOHAWK INDS INC
COM
608190104
26828
111000
SH
SOLE
111000
0
0
MONSANTO CO NEW
COM
61166W101
12772
107909
SH
SOLE
107909
0
0
NEWMONT MINING CORP
NOTE 1.625% 7/1
651639AJ5
852
850000
PRN
SOLE
0
0
850000
NORFOLK SOUTHERN CORP
COM
655844108
2462
20226
SH
SOLE
20226
0
0
NUVASIVE INC
NOTE 2.250% 3/1
670704AG0
7422
5350000
PRN
SOLE
0
0
5350000
OFFICE DEPOT INC
COM
676220106
1403
248756
SH
SOLE
248756
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
13727
13100000
PRN
SOLE
0
0
13100000
ORACLE CORP
COM
68389X105
10028
200000
SH
SOLE
200000
0
0
PACCAR INC
COM
693718108
13828
209390
SH
SOLE
209390
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
9652
7350000
PRN
SOLE
0
0
7350000
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
9554
162347
SH
SOLE
162347
0
0
PAYPAL HLDGS INC
COM
70450Y103
7691
143306
SH
SOLE
143306
0
0
PFIZER INC
COM
717081103
37845
1126667
SH
SOLE
1126667
0
0
PHILIP MORRIS INTL INC
COM
718172109
13337
113557
SH
SOLE
113557
0
0
PLANET FITNESS INC
CL A
72703H101
23340
1000000
SH
SOLE
1000000
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
3234
2200000
PRN
SOLE
0
0
2200000
PROCTER AND GAMBLE CO
COM
742718109
28083
322233
SH
SOLE
322233
0
0
PROOFPOINT INC
DBCV 0.750% 6/1
743424AD5
4359
3500000
PRN
SOLE
0
0
3500000
RED HAT INC
NOTE 0.250%10/0
756577AD4
7380
5300000
PRN
SOLE
0
0
5300000
REGIONS FINL CORP NEW
COM
7591EP100
8530
582676
SH
SOLE
582676
0
0
REYNOLDS AMERICAN INC
COM
761713106
13303
204542
SH
SOLE
204542
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
5527
4700000
PRN
SOLE
0
0
4700000
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
11560
8720000
PRN
SOLE
0
0
8720000
SCOTTS MIRACLE GRO CO
CL A
810186106
18826
210445
SH
SOLE
210445
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
3369
2300000
PRN
SOLE
0
0
2300000
SKYWEST INC
COM
830879102
5784
164789
SH
SOLE
164789
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
262
1400
SH
Put
SOLE
1400
0
0
SOTHEBYS
COM
835898107
28799
536601
SH
SOLE
536601
0
0
SOUTHERN CO
COM
842587107
9362
195540
SH
SOLE
195540
0
0
SOUTHWEST AIRLS CO
COM
844741108
12428
200000
SH
SOLE
200000
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
10563
275000
SH
SOLE
275000
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
501
500000
PRN
SOLE
0
0
500000
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
23760
21850000
PRN
SOLE
0
0
21850000
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
5279
5250000
PRN
SOLE
0
0
5250000
SUNOPTA INC
COM
8676EP108
7329
718505
SH
SOLE
718505
0
0
SYNCHRONY FINL
COM
87165B103
12046
403946
SH
SOLE
403946
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
18377
427481
SH
SOLE
427481
0
0
TESLA INC
NOTE 0.250% 3/0
88160RAB7
26833
23450000
PRN
SOLE
0
0
23450000
TRIPADVISOR INC
COM
896945201
1557
40764
SH
SOLE
40764
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
183
200000
PRN
SOLE
0
0
200000
UNITED STATES STL CORP NEW
COM
912909108
7200
325205
SH
SOLE
325205
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1468
32864
SH
SOLE
32864
0
0
WAL-MART STORES INC
COM
931142103
25878
341943
SH
SOLE
341943
0
0
WEBMD HEALTH CORP
NOTE 1.500%12/0
94770VAK8
6054
4765000
PRN
SOLE
0
0
4765000
WELBILT INC
COM
949090104
2078
110234
SH
SOLE
110234
0
0
WORKDAY INC
NOTE 0.750% 7/1
98138HAC5
321
260000
PRN
SOLE
0
0
260000
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
223
200000
PRN
SOLE
0
0
200000
WRIGHT MED GROUP N V
NOTE 2.250%11/1
98236JAB4
5666
4000000
PRN
SOLE
0
0
4000000
YAHOO INC
NOTE 12/0
984332AF3
26937
23750000
PRN
SOLE
0
0
23750000