0001520478-12-000002.txt : 20120119 0001520478-12-000002.hdr.sgml : 20120119 20120119122728 ACCESSION NUMBER: 0001520478-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120119 DATE AS OF CHANGE: 20120119 EFFECTIVENESS DATE: 20120119 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: 12534101 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 13fDecember2011.txt Name: RWC Asset Management LLP Address: 60 Petty France, London, SW1H 9EU, UNITED KINGDON 13F File Number:28-14481 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Gemma Bainbridge Title: Finance Director Phone: +44 207 227 6108 Signature, Place,and Date of Signing: Gemma Bainbridge; London, England; 14 December 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting forthis Manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: NIL Form 13F Information Table Entry Total: 142 Form 13F Information Table Value Total: $464960.3783 (THOUSANDS) List of other included managers: NIL Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 US$ Value Shrs Or SH/ Put/ Investment Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN Call Discretion Managers Sole Shared LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 NOTE 530718AF2 11200 10,000,000 PRN sole 10,000,000 GOLDCORP INC NEW NOTE 380956AB8 4843.4 4,000,000 PRN sole 4,000,000 VMWARE INC CL A COM 928563402 249.57 3,000 SHS sole 3,000 SHUFFLE MASTER INC COM 825549108 426.17436 36,363 SHS sole 36,363 EXTERRAN HLDGS INC COM 30225X103 3617.7414 397,554 SHS sole 397,554 CEVA INC COM 157210105 101.371 3,350 SHS sole 3,350 ORACLE CORP COM 68389X105 200.07 7,800 SHS sole 7,800 YUM BRANDS INC COM 988498101 138.96855 2,355 SHS sole 2,355 TERADATA CORP DEL COM 88076W103 353.05578 7,278 SHS sole 7,278 MENS WEARHOUSE INC COM 587118100 4350.91286 134,246 SHS sole 134,246 HERCULES OFFSHORE INC COM 427093109 91.18428 20,537 SHS sole 20,537 LILLY ELI & CO COM 532457108 5477.06772 131,787 SHS sole 131,787 LILLY ELI & CO COM 532457108 2650.11496 63,766 SHS sole 63,766 LILLY ELI & CO COM 532457108 4069.30584 97,914 SHS sole 97,914 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 337.6275 5,250 SHS sole 5,250 HEWLETT PACKARD CO COM 428236103 1839.93376 71,426 SHS sole 71,426 BIG LOTS INC COM 089302103 599.10016 15,866 SHS sole 15,866 HARLEY DAVIDSON INC COM 412822108 4360.16451 112,173 SHS sole 112,173 GOOGLE INC 38259P508 193.77 300 SHS sole 300 PENNEY J C INC COM 708160106 557.65475 15,865 SHS sole 15,865 APPLE INC COM 037833100 6565.05 16,210 SHS sole 16,210 BAIDU INC SPON ADR 056752108 436.7625 3,750 SHS sole 3,750 INTEL CORP SDCV 2.950%12/1 NOTE 458140AD2 4178.32 4,000,000 PRN sole 4,000,000 UNITED STATES STL CORP NEW NOTE 912909AE8 6642.78 6,000,000 PRN sole 6,000,000 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 674.016 1,904 SHS sole 1,904 MYLAN INC NOTE 628530AG2 5031.55 5,000,000 PRN sole 5,000,000 LEAR CORP COM 521865204 186.1048 4,676 SHS sole 4,676 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 174.3678 6,635 SHS sole 18,843 OCCIDENTAL PETE CORP DEL COM 674599105 186.6504 1,992 SHS sole 1,992 PFIZER INC COM 717081103 5407.33828 249,877 SHS sole 249,877 WESTERN UN CO COM 959802109 413.16902 22,627 SHS sole 22,627 LENNAR CORP CL A COM 526057104 3516.4854 178,956 SHS sole 178,956 GOOGLE INC 38259P508 35395.32 54,800 SHS sole 54,800 AMGEN INC NOTE 031162AQ3 25112.75 25,000,000 PRN sole 25,000,000 NEWMONT MINING CORP COM 651639106 2789.64 2,000,000 SHS sole 2,000,000 CHIPOTLE MEXICAN GRILL INC COM 169656105 10.08 096 SHS sole 96 SBA COM 78388JAN6 5095.35 4,500,000 SHS sole 4,500,000 XILINX INC 983919AD3 3410.79 3,000,000 SHS sole 3,000,000 EXTERRAN HLDGS INC COM 30225X103 380.6348 41,828 SHS sole 41,828 ATWOOD OCEANICS INC COM 050095108 869.88898 21,862 SHS sole 21,862 ATWOOD OCEANICS INC COM 050095108 92.23322 2,318 SHS sole 2,318 ULTRA PETROLEUM CORP COM 903914109 2164.64928 73,056 SHS sole 73,056 FORD MTR CO DEL COM 345370860 422.46988 39,263 SHS sole 39,263 WYNDHAM WORLDWIDE CORP COM 98310W108 2717.66937 71,839 SHS sole 71,839 AUTONATION INC COM 05329W102 4318.43562 117,126 SHS sole 117,126 AUTONATION INC COM 05329W102 456.96678 12,394 SHS sole 12,394 AMAZON COM 023135106 86.55 500 SHS sole 500 MERCK & CO INC NEW COM 58933Y105 5796.752 153,760 SHS sole 153,760 MERCK & CO INC NEW COM 58933Y105 2666.0309 70,717 SHS sole 70,717 STARBUCKS CORP COM 855244109 3522.66363 76,563 SHS sole 76,563 HERCULES OFFSHORE INC COM 427093109 857.919 193,225 SHS sole 193,225 INTUIT COM 461202103 276.0975 5,250 SHS sole 5,250 MASTERCARD INC 57636Q104 279.615 750 SHS sole 750 LENNAR CORP CL A COM 526057104 373.35 19,000 SHS sole 19,000 HEWLETT PACKARD CO COM 428236103 4009.82736 155,661 SHS sole 155,661 GOOGLE INC 38259P508 3746.22 5,800 SHS sole 5,800 JOHNSON & JOHNSON COM 478160104 4301.3922 65,590 SHS sole 65,590 ARCHER DANIELS MIDLAND CO NOTE 039483AW2 8050.4 8,000,000 PRN sole 8,000,000 RAYONIER TRS HLDGS INC NOTE 75508AAB2 5265 4,500,000 PRN sole 4,500,000 HEALTH CARE REIT INC NOTE 42217KAR7 10326.87 9,000,000 PRN sole 9,000,000 CF INDS HLDGS INC COM 125269100 15.392 104 SHS sole 104 MGM RESORTS INTERNATIONAL COM 552953101 29.458 1,133 SHS sole 1,133 CHECK POINT SOFTWARE TECH LT ORD COM M22465104 331.002 6,300 SHS sole 6,300 WENDYS CO COM 95058W100 6224.32144 1,161,254 SHS sole 1,161,254 VIRGIN MEDIA INC COM 92769L101 303.596 14,200 SHS sole 14,200 FORD MTR CO DEL COM 345370860 3989.95864 370,814 SHS sole 370,814 MICROSOFT CORP COM 594918104 2702.66964 104,109 SHS sole 104,109 MERCK & CO INC NEW COM 58933Y105 5582.4652 148,076 SHS sole 148,076 WESTERN UN CO COM 959802109 3901.63246 213,671 SHS sole 213,671 MENS WEARHOUSE INC COM 587118100 462.55552 14,272 SHS sole 14,272 MICROCHIP TECHNOLOGY INC COM 595017104 238.095 6,500 SHS sole 6,500 HOME DEPOT INC COM 437076102 3065.68292 72,923 SHS sole 72,923 HARLEY DAVIDSON INC COM 412822108 462.59187 11,901 SHS sole 11,901 APPLE INC COM 037833100 694.98 1,716 SHS sole 1,716 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 337.0367 14,014 SHS sole 14,014 STANLEY WKS FRNT 5/1 NOTE 854616AM1 5584.55 5,000,000 PRN sole 5,000,000 CHESAPEAKE ENERGY CORP NOTE 165167BZ9 6709.35 7,500,000 PRN sole 7,500,000 ONYX PHARMACEUTICALS INC NOTE 683399AB5 2656.38 2,000,000 PRN sole 2,000,000 INTERNATIONAL GAME TECHNOLOG NOTE 459902AQ5 4743.6 4,000,000 PRN sole 4,000,000 SYMANTEC CORP NOTE 871503AF5 5571.9 5,000,000 PRN sole 5,000,000 LINEAR TECHNOLOGY CORP NOTE 535678AC0 17930.675 17,500,000 PRN sole 17,500,000 LEAR CORP COM 521865204 1752.9114 44,043 SHS sole 44,043 WENDYS CO COM 95058W100 661.72416 123,456 SHS sole 123,456 URBAN OUTFITTERS INC COM 917047102 3547.5232 128,720 SHS sole 128,720 QUAL COM 747525103 303.585 5,550 SHS sole 5,550 WAL MART STORES INC COM 931142103 2619.22104 43,829 SHS sole 43,829 ANN INC COM 035623107 6452.5881 260,395 SHS sole 260,395 MICROSOFT CORP COM 594918104 3422.85196 131,851 SHS sole 131,851 MOHAWK INDS INC COM 608190104 399.85785 6,681 SHS sole 6,681 MOHAWK INDS INC COM 608190104 3766.77945 62,937 SHS sole 62,937 EBAY INC COM 278642103 318.465 10,500 SHS sole 10,500 HOME DEPOT INC COM 437076102 324.46472 7,718 SHS sole 7,718 BIG LOTS INC COM 089302103 5638.66304 149,329 SHS sole 149,329 E M C CORP MASS COM 268648102 200.322 9,300 SHS sole 9,300 ALTERA CORP COM 021441100 155.82 4,200 SHS sole 4,200 PENNEY J C INC COM 708160106 5245.786 149,240 SHS sole 149,240 MICROCHIP TECHNOLOGY INC 595017AB0 4723.74 3,500,000 SHS sole 3,500,000 PRICELINE COM 741503403 420.939 900 SHS sole 900 APPLE INC COM 037833100 593.325 1,465 SHS sole 1,465 CHIPOTLE MEXICAN GRILL INC COM 169656105 94.92 904 SHS sole 904 NETAPP INC NOTE 64110DAB0 3157.725 2,500,000 PRN sole 2,500,000 ULTRA PETROLEUM CORP COM 903914109 230.07695 7,765 SHS sole 7,765 MICROSOFT CORP COM 594918104 218.064 8,400 SHS sole 8,400 D R HORTON INC NOTE 23331ABB4 4600 4,000,000 PRN sole 4,000,000 LIBERTY MEDIA CORP NEW INT COM 53071M104 3750.88623 231,322 SHS sole 231,322 E M C CORP MASS NOTE 268648AM4 5753.28 4,000,000 PRN sole 4,000,000 HOMEAWAY INC COM 43739Q100 93 4,000 SHS sole 4,000 EQUINIX INC NOTE 29444UAF3 9308.34 9,000,000 PRN sole 9,000,000 ARCELORMITTAL SA LUXEMBOURG NOTE 03938LAK0 8435.2 8,000,000 PRN sole 8,000,000 EQUINIX INC NOTE 29444UAG1 7818.51 7,000,000 PRN sole 7,000,000 MGM RESORTS INTERNATIONAL COM 552953101 282.542 10,867 SHS sole 10,867 MGM RESORTS INTERNATIONAL COM 552953101 790.85475 75,825 SHS sole 75,825 URBAN OUTFITTERS INC COM 917047102 377.10348 13,683 SHS sole 13,683 MICROSOFT CORP COM 594918104 4640.03848 178,738 SHS sole 178,738 VERISIGN INC COM 92343E102 5254.73348 147,109 SHS sole 147,109 PFIZER INC COM 717081103 2728.21972 126,073 SHS sole 126,073 BOSTON PPTYS LTD PARTNERSHIP NOTE 10112RAG9 12507.88 11,000,000 PRN sole 11,000,000 STARBUCKS CORP COM 855244109 374.29135 8,135 SHS sole 8,135 SALIX PHARMACEUTICALS INC NOTE 795435AC0 3679.425 2,844,000 PRN sole 2,844,000 WYNDHAM WORLDWIDE CORP COM 98310W108 288.90771 7,637 SHS sole 7,637 YUM BRANDS INC COM 988498101 1314.91983 22,283 SHS sole 22,283 VERIFONE SYS INC NOTE 92342YAB5 5658.125 5,500,000 PRN sole 5,500,000 TYSON FOODS INC NOTE 902494AP8 4648.28 3,500,000 PRN sole 3,500,000 PFIZER INC COM 717081103 6907.74768 319,212 SHS sole 319,212 TIME WARNER CABLE INC COM 88732J207 4413.0294 69,420 SHS sole 69,420 VERISIGN INC COM 92343E102 556.66048 15,584 SHS sole 15,584 MYLAN INC NOTE 628530AJ6 3496.06 2,000,000 PRN sole 2,000,000 VISA INC COM 92826C839 203.06 2,000 SHS sole 2,000 SANDISK CORP NOTE 80004CAD3 11159.46 9,500,000 PRN sole 9,500,000 LIBERTY MEDIA CORP NEW INT COM 53071M104 391.00851 24,114 SHS sole 24,114 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 33.984 096 SHS sole 96 AFFILIATED MANAGERS GROUP NOTE 008252AL2 10384.735 9,500,000 PRN sole 9,500,000 ANN INC COM 035623107 682.9368 27,560 SHS sole 27,560 PEABODY ENERGY CORP SDCV 4.750%12/1 NOTE 704549AG9 6625.45 6,500,000 PRN sole 6,500,000 CF INDS HLDGS INC COM 125269100 206.608 1,396 SHS sole 1,396 CUBIST PHARMACEUTICALS INC NOTE 229678AD9 2984.2 2,000,000 PRN sole 2,000,000 SANDISK CORP COM 80004C101 442.89 9,000 SHS sole 9,000 SHUFFLE MASTER INC COM 825549108 4021.80004 343,157 SHS sole 343,157 TEXAS INSTRS INC COM 882508104 176.6977 6,070 SHS sole 6,070 TIME WARNER CABLE INC COM 88732J207 467.62092 7,356 SHS sole 7,356 MGM RESORTS INTERNATIONAL COM 552953101 83.71118 8,026 SHS sole 8,026