0001420506-16-001181.txt : 20160812
0001420506-16-001181.hdr.sgml : 20160812
20160812094730
ACCESSION NUMBER: 0001420506-16-001181
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160812
DATE AS OF CHANGE: 20160812
EFFECTIVENESS DATE: 20160812
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: 161826558
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
06-30-2016
06-30-2016
false
RWC Asset Management LLP
60 PETTY FRANCE
LONDON
X0
SW1H 9EU
13F HOLDINGS REPORT
028-14481
N
Sofia Sanchez-Grant
Ms
011442072276000
Sofia Sanchez-Grant, Ms
LONDON
X0
08-12-2016
0
139
1500609
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR RWC ASSET MANAGEMENT LLP
3M CO
COM
88579Y101
20893
119307
SH
SOLE
119307
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
9852
10000000
PRN
SOLE
0
0
10000000
ALBEMARLE CORP
COM
012653101
4809
60631
SH
SOLE
60631
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
NOTE 1.250% 7/0
01988PAD0
11054
11000000
PRN
SOLE
0
0
11000000
AMAZON COM INC
COM
023135106
44139
61680
SH
SOLE
61680
0
0
AMC NETWORKS INC
CL A
00164V103
626
10367
SH
SOLE
10367
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
5976
211086
SH
SOLE
211086
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
8068
152545
SH
SOLE
152545
0
0
ARES CAP CORP
COM
04010L103
114
8000
SH
SOLE
8000
0
0
ARES CAP CORP
NOTE 4.375% 1/1
04010LAM5
8530
8200000
PRN
SOLE
0
0
8200000
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
14943
14400000
PRN
SOLE
0
0
14400000
AT&T INC
COM
00206R102
23195
536787
SH
SOLE
536787
0
0
AVON PRODS INC
COM
054303102
0
111
SH
SOLE
111
0
0
BAKER HUGHES INC
COM
057224107
1340
29698
SH
SOLE
29698
0
0
BANK AMER CORP
COM
060505104
1555
117165
SH
SOLE
117165
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
8322
7500000
PRN
SOLE
0
0
7500000
BLOCK H & R INC
COM
093671105
3
123
SH
SOLE
123
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
7
300
SH
SOLE
300
0
0
BROCADE COMMUNICATIONS SYS I
NOTE 1.375% 1/0
111621AQ1
28096
28500000
PRN
SOLE
0
0
28500000
CALATLANTIC GROUP INC
COM
128195104
1932
52640
SH
SOLE
52640
0
0
CAVCO INDS INC DEL
COM
149568107
1978
21115
SH
SOLE
21115
0
0
CBRE GROUP INC
CL A
12504L109
3180
120099
SH
SOLE
120099
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
9906
43324
SH
SOLE
43324
0
0
CIENA CORP
COM NEW
171779309
6116
326178
SH
SOLE
326178
0
0
CIENA CORP
COM NEW
171779309
774
18000
SH
Call
SOLE
18000
0
0
CISCO SYS INC
COM
17275R102
3
102
SH
SOLE
102
0
0
CITIGROUP INC
COM NEW
172967424
2294
54110
SH
SOLE
54110
0
0
CITRIX SYS INC
COM
177376100
28280
25350000
PRN
SOLE
0
0
25350000
CME GROUP INC
COM
12572Q105
19149
196597
SH
SOLE
196597
0
0
COLGATE PALMOLIVE CO
COM
194162103
21128
288629
SH
SOLE
288629
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
21085
1764456
SH
SOLE
1764456
0
0
CONSOLIDATED EDISON INC
COM
209115104
9982
124088
SH
SOLE
124088
0
0
COPA HOLDINGS SA
CL A
P31076105
1727
33046
SH
SOLE
33046
0
0
COSTCO WHSL CORP NEW
COM
22160K105
17228
109706
SH
SOLE
109706
0
0
CSX CORP
COM
126408103
6867
263300
SH
SOLE
263300
0
0
CVS HEALTH CORP
COM
126650100
13594
141988
SH
SOLE
141988
0
0
CYRUSONE INC
COM
23283R100
7319
131500
SH
SOLE
131500
0
0
DEPOMED INC
NOTE 2.500% 9/0
249908AA2
7827
6500000
PRN
SOLE
0
0
6500000
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
1752
73456
SH
SOLE
73456
0
0
DOLLAR TREE INC
COM
256746108
14775
156778
SH
SOLE
156778
0
0
DOVER CORP
COM
260003108
15707
226583
SH
SOLE
226583
0
0
EAGLE MATERIALS INC
COM
26969P108
5785
74980
SH
SOLE
74980
0
0
EBAY INC
COM
278642103
1019
43525
SH
SOLE
43525
0
0
ELECTRONICS FOR IMAGING INC
NOTE 0.750% 9/0
286082AC6
11797
11000000
PRN
SOLE
0
0
11000000
EMERSON ELEC CO
COM
291011104
22090
423504
SH
SOLE
423504
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
23028
447233
SH
SOLE
447233
0
0
EXPEDITORS INTL WASH INC
COM
302130109
2089
42593
SH
SOLE
42593
0
0
FINISAR CORP
COM NEW
31787A507
6070
346639
SH
SOLE
346639
0
0
FIREEYE INC
NOTE 1.000% 6/0
31816QAB7
7143
8000000
PRN
SOLE
0
0
8000000
FIREEYE INC
COM
31816Q101
0
40
SH
Call
SOLE
40
0
0
GARTNER INC
COM
366651107
5335
54771
SH
SOLE
54771
0
0
GENERAL DYNAMICS CORP
COM
369550108
14577
104692
SH
SOLE
104692
0
0
GENERAL MTRS CO
COM
37045V100
2
81
SH
SOLE
81
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
36
239
SH
SOLE
239
0
0
GRUBHUB INC
COM
400110102
9551
307394
SH
SOLE
307394
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
1620
201194
SH
SOLE
201194
0
0
HANESBRANDS INC
COM
410345102
1383
55023
SH
SOLE
55023
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
4
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
24641
20300000
PRN
SOLE
0
0
20300000
HOLOGIC INC
DEBT 2.000% 3/0
436440AC5
5745
4500000
PRN
SOLE
0
0
4500000
HP INC
COM
40434L105
9431
751445
SH
SOLE
751445
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
5980
668913
SH
SOLE
668913
0
0
INTEGRATED DEVICE TECHNOLOGY
NOTE 0.875%11/1
458118AB2
13568
14000000
PRN
SOLE
0
0
14000000
INTEL CORP SDCV
12/1
458140AD2
28468
22000000
PRN
SOLE
0
0
22000000
INTERPUBLIC GROUP COS INC
COM
460690100
4243
183682
SH
SOLE
183682
0
0
ISHARES TR
NASDQ BIOTEC ETF
464287556
296
1150
SH
SOLE
1150
0
0
JAZZ INVESTMENTS I LTD
NOTE 1.875% 8/1
472145AB7
11797
11000000
PRN
SOLE
0
0
11000000
JOHNSON & JOHNSON
COM
478160104
63336
522145
SH
SOLE
522145
0
0
JPMORGAN CHASE & CO
COM
46625H100
40
650
SH
SOLE
650
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
3348
37160
SH
SOLE
37160
0
0
KROGER CO
COM
501044101
3401
92440
SH
SOLE
92440
0
0
LAZARD LTD
SHS A
G54050102
4855
163015
SH
SOLE
163015
0
0
LENNAR CORP
CL A
526057104
3775
81888
SH
SOLE
81888
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL C
G5480U153
313
9640
SH
SOLE
9640
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
918
36167
SH
SOLE
36167
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
21875
22000000
PRN
SOLE
0
0
22000000
LILLY ELI & CO
COM
532457108
54098
686963
SH
SOLE
686963
0
0
LIVE NATION ENTERTAINMENT IN
DBCV 2.500% 5/1
538034AJ8
8566
8500000
PRN
SOLE
0
0
8500000
LIVE NATION ENTERTAINMENT IN
COM
538034109
1885
80193
SH
SOLE
80193
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
17414
235166
SH
SOLE
235166
0
0
MANITOWOC FOODSERVICE INC
COM
563568104
1026
58212
SH
SOLE
58212
0
0
MERCK & CO INC
COM
58933Y105
62912
1092034
SH
SOLE
1092034
0
0
MGM GROWTH PPTYS LLC
CL A COM
55303A105
7475
280158
SH
SOLE
280158
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
21076
19000000
PRN
SOLE
0
0
19000000
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
6202
4300000
PRN
SOLE
0
0
4300000
MICROSOFT CORP
COM
594918104
57186
1117577
SH
SOLE
1117577
0
0
MOHAWK INDS INC
COM
608190104
16201
85376
SH
SOLE
85376
0
0
MOLSON COORS BREWING CO
CL B
60871R209
18629
184204
SH
SOLE
184204
0
0
MONSANTO CO NEW
COM
61166W101
3674
35528
SH
SOLE
35528
0
0
NETSUITE INC
NOTE 0.250% 6/0
64118QAB3
16094
16400000
PRN
SOLE
0
0
16400000
NEWMONT MINING CORP
COM
651639106
8
200
SH
SOLE
200
0
0
NEWS CORP NEW
CL A
65249B109
0
38
SH
SOLE
38
0
0
NORTHROP GRUMMAN CORP
COM
666807102
7335
33000
SH
SOLE
33000
0
0
NUANCE COMMUNICATIONS INC
DEBT 1.500%11/0
67020YAG5
2416
2500000
PRN
SOLE
0
0
2500000
OFFICE DEPOT INC
COM
676220106
457
138143
SH
SOLE
138143
0
0
OLIN CORP
COM PAR $1
680665205
25873
1041594
SH
SOLE
1041594
0
0
ON SEMICONDUCTOR CORP
NOTE 2.625%12/1
682189AH8
18968
18350000
PRN
SOLE
0
0
18350000
PACCAR INC
COM
693718108
2967
57206
SH
SOLE
57206
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
11172
8750000
PRN
SOLE
0
0
8750000
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
3679
134549
SH
SOLE
134549
0
0
PAYPAL HLDGS INC
COM
70450Y103
1457
39905
SH
SOLE
39905
0
0
PFIZER INC
COM
717081103
61655
1751059
SH
SOLE
1751059
0
0
PHILIP MORRIS INTL INC
COM
718172109
11551
113557
SH
SOLE
113557
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
24591
21000000
PRN
SOLE
0
0
21000000
PROCTER & GAMBLE CO
COM
742718109
39148
462356
SH
SOLE
462356
0
0
QEP RES INC
COM
74733V100
8026
455238
SH
SOLE
455238
0
0
RED HAT INC
NOTE 0.250%10/0
756577AD4
12722
10500000
PRN
SOLE
0
0
10500000
RED ROCK RESORTS INC
CL A
75700L108
24943
1134811
SH
SOLE
1134811
0
0
REGIONS FINL CORP NEW
COM
7591EP100
1334
156763
SH
SOLE
156763
0
0
REYNOLDS AMERICAN INC
COM
761713106
11031
204542
SH
SOLE
204542
0
0
RICE ENERGY INC
COM
762760106
5650
256356
SH
SOLE
256356
0
0
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
15736
12150000
PRN
SOLE
0
0
12150000
SCOTTS MIRACLE GRO CO
CL A
810186106
4980
71237
SH
SOLE
71237
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
117
1500
SH
SOLE
1500
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
13078
11750000
PRN
SOLE
0
0
11750000
SOTHEBYS
COM
835898107
4153
151563
SH
SOLE
151563
0
0
SOUTHERN CO
COM
842587107
10487
195540
SH
SOLE
195540
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
8048
7500000
PRN
SOLE
0
0
7500000
SPRINT CORP
COM SER 1
85207U105
4
858
SH
SOLE
858
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
13973
13000000
PRN
SOLE
0
0
13000000
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
27541
26500000
PRN
SOLE
0
0
26500000
STARWOOD PPTY TR INC
COM
85571B105
104
5000
SH
SOLE
5000
0
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
10017
9950000
PRN
SOLE
0
0
9950000
SYNCHRONY FINL
COM
87165B103
2833
112057
SH
SOLE
112057
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
3434
120593
SH
SOLE
120593
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
7849
8800000
PRN
SOLE
0
0
8800000
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
5581
3290000
PRN
SOLE
0
0
3290000
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
392
400000
PRN
SOLE
0
0
400000
TRIPADVISOR INC
COM
896945201
965
15013
SH
SOLE
15013
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
4
155
SH
SOLE
155
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
18209
20400000
PRN
SOLE
0
0
20400000
UNITED STATES STL CORP NEW
COM
912909108
2967
176004
SH
SOLE
176004
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
6593
118064
SH
SOLE
118064
0
0
WAL-MART STORES INC
COM
931142103
26780
366752
SH
SOLE
366752
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
3470
27914
SH
SOLE
27914
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
233
200000
PRN
SOLE
0
0
200000
WRIGHT MED GROUP INC
NOTE 2.000% 2/1
98235TAE7
4594
5000000
PRN
SOLE
0
0
5000000
YAHOO INC
NOTE 12/0
984332AF3
19359
19500000
PRN
SOLE
0
0
19500000