0001520478-12-000003.txt : 20120510 0001520478-12-000003.hdr.sgml : 20120510 20120510102534 ACCESSION NUMBER: 0001520478-12-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120510 DATE AS OF CHANGE: 20120510 EFFECTIVENESS DATE: 20120510 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: 12828187 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 13fMarch2012.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; 30 April 2012 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: 111 Form 13F Information Table Value Total: $404655.7904 (THOUSANDS) List of other included managers: NIL Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 US$ 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 None SANDISK CORP NOTE 80004CAD3 12408.27 10,500,000 PRN sole 10,500,000 CUBIST PHARMACEUTICALS INC NOTE 229678AD9 3205.74 2,000,000 PRN sole 2,000,000 MOLSON COORS BREWING CO NOTE 60871RAA8 3127.95 3,000,000 PRN sole 3,000,000 PEABODY ENERGY CORP SDCV 4.750%12/1 NOTE 704549AG9 3324.37 3,500,000 PRN sole 3,500,000 MYLAN INC NOTE 628530AJ6 3755.2 2,000,000 PRN sole 2,000,000 XILINX INC NOTE 983919AF8 4051.26 3,000,000 PRN sole 3,000,000 AFFILIATED MANAGERS GROUP NOTE 008252AL2 10472.42 9,500,000 PRN sole 9,500,000 SHUFFLE MASTER INC COM 825549108 2667.1392 151,542 SHS sole 151,542 VISA INC COM 92826C839 436.6 3,700 SHS sole 3,700 SANDISK CORP COM 80004C101 467.28657 9,423 SHS sole 9,423 TERADYNE INC COM 880770102 557.15043 32,987 SHS sole 32,987 TEXAS INSTRS INC COM 882508104 204.0127 6,070 SHS sole 6,070 DISNEY WALT CO COM 254687106 175.12 4,000 SHS sole 4,000 CISCO SYS INC COM 17275R102 4627.8315 218,810 SHS sole 218,810 UNITED STATES STL CORP NEW NOTE 912909AE8 7099.5 6,000,000 PRN sole 6,000,000 VERIFONE SYS INC COM 92342Y109 363.09 7,000 SHS sole 7,000 PFIZER INC COM 717081103 5658.46467 249,877 SHS sole 249,877 DIRECTV COM 25490A101 3504.8669 71,035 SHS sole 71,035 LENNAR CORP CL A COM 526057104 3788.32122 139,379 SHS sole 139,379 GOOGLE INC 38259P508 1437.01884 2,241 SHS sole 2,241 CISCO SYS INC COM 17275R102 738.558 34,920 SHS sole 34,920 ARCHER DANIELS MIDLAND CO NOTE 039483AW2 6131.46 6,000,000 PRN sole 6,000,000 HEALTH CARE REIT INC NOTE 42217KAR7 11430.9 10,000,000 PRN sole 10,000,000 MGM RESORTS INTERNATIONAL NOTE 55303QAE0 7311.102 6,900,000 PRN sole 6,900,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 48.6 900 sole 900 VIRGIN MEDIA INC NOTE 92769LAB7 5337.5 3,500,000 PRN sole 3,500,000 KNIGHT CAP GROUP INC NOTE 499005AE6 10168.2264 10,580,000 PRN sole 10,580,000 CHECK POINT SOFTWARE TECH LT ORD COM M22465104 388.7856 6,090 SHS sole 6,090 PENN NATL GAMING INC COM 707569109 3793.6297 88,265 SHS sole 88,265 VIRGIN MEDIA INC COM 92769L101 562.05 22,500 SHS sole 22,500 MICROSOFT CORP COM 594918104 3358.0358 104,109 SHS sole 104,109 MERCK & CO INC NEW COM 58933Y105 5110.6944 133,091 SHS sole 133,091 MICROCHIP TECHNOLOGY INC COM 595017104 148.8 4,000 SHS sole 4,000 HOME DEPOT INC COM 437076102 816.22944 16,224 SHS sole 16,224 ONYX PHARMACEUTICALS INC NOTE 683399AB5 3128.15 2,500,000 PRN sole 2,500,000 SYMANTEC CORP NOTE 871503AF5 5531.25 5,000,000 PRN sole 5,000,000 GAP INC DEL COM 364760108 58 2,000 SHS sole 2,000 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 12 2,000 sole 2,000 LINEAR TECHNOLOGY CORP NOTE 535678AC0 20836.53 19,500,000 PRN sole 19,500,000 VERTEX PHARMACEUTICALS INC NOTE 92532FAN0 4018.91 3,500,000 PRN sole 3,500,000 INTERXION HOLDING N.V SHS N47279109 285.405 15,900 SHS sole 15,900 QUAL COM 747525103 445.793 6,550 SHS sole 6,550 WAL MART STORES INC COM 931142103 2799.4716 45,743 SHS sole 45,743 CF INDS HLDGS INC COM 125269100 2941.7609 16,106 SHS sole 16,106 MICROSOFT CORP COM 594918104 4252.85401 131,851 SHS sole 131,851 EBAY INC COM 278642103 369 10,000 SHS sole 10,000 ANALOG DEVICES INC COM 032654105 161.6 4,000 SHS sole 4,000 E M C CORP MASS COM 268648102 195.05664 6,528 SHS sole 6,528 MELCO CROWN ENTMT LTD ADR 585464100 2755.83924 202,041 SHS sole 202,041 UNITED STATES STL CORP NEW COM 912909108 1320.32835 44,955 SHS sole 44,955 MICROCHIP TECHNOLOGY INC 595017AB0 4819.325 3,500,000 SHS sole 3,500,000 PRICELINE COM 741503403 526.645 734 SHS sole 734 APPLE INC COM 037833100 809.3925 1,350 SHS sole 1,350 NETAPP INC NOTE 64110DAB0 7988.64 5,500,000 PRN sole 5,500,000 MICROSOFT CORP COM 594918104 322.55 10,000 SHS sole 10,000 SHERWIN WILLIAMS CO COM 824348106 3539.05589 32,567 SHS sole 32,567 BROAD COM 111320107 503.04 12,800 SHS sole 12,800 LIBERTY INTERACTIVE CORPORAT INT COM 53071M104 3423.73423 179,347 SHS sole 179,347 E M C CORP MASS NOTE 268648AM4 5628.15 3,000,000 PRN sole 3,000,000 HOMEAWAY INC COM 43739Q100 227.97 9,000 SHS sole 9,000 BAIDU INC SPON ADR 056752108 553.926 3,800 SHS sole 3,800 HEWLETT PACKARD CO COM 428236103 2597.82745 109,015 SHS sole 109,015 LILLY ELI & CO COM 532457108 3942.50721 97,914 SHS sole 97,914 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 269.0118 8,035 SHS sole 8,035 TERADATA CORP DEL COM 88076W103 477.05 7,000 SHS sole 7,000 LIBERTY MEDIA CORPORATION LIB CAP COM 530322106 480.0649 5,446 SHS sole 5,446 TIM HORTONS INC COM 88706M103 1197.58272 22,368 SHS sole 22,368 UNIVERSAL DISPLAY CORP COM 91347P105 237.445 6,500 SHS sole 6,500 GOOGLE INC 38259P508 320.62 500 SHS sole 500 LILLY ELI & CO COM 532457108 2567.53799 63,766 SHS sole 63,766 GOLDCORP INC NEW NOTE 380956AB8 4838 4,000,000 PRN sole 4,000,000 VMWARE INC CL A COM 928563402 224.74 2,000 SHS sole 2,000 CISCO SYS INC COM 17275R102 4962.9321 234,654 SHS sole 234,654 XILINX INC 983919AD3 5080.2 4,000,000 SHS sole 4,000,000 D R HORTON INC COM 23331A109 3196.25832 210,696 SHS sole 210,696 LILLY ELI & CO COM 532457108 5538.08837 137,541 SHS sole 137,541 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 538.65 7,000 SHS sole 7,000 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 NOTE 530718AF2 12047.9 10,000,000 PRN sole 10,000,000 ARCELORMITTAL SA LUXEMBOURG NOTE 03938LAK0 8460 8,000,000 PRN sole 8,000,000 EQUINIX INC NOTE 29444UAG1 2257.035 1,500,000 PRN sole 1,500,000 MICROSOFT CORP COM 594918104 6016.91221 186,542 SHS sole 186,542 VERISIGN INC COM 92343E102 3761.94325 98,095 SHS sole 98,095 PFIZER INC COM 717081103 2854.92309 126,073 SHS sole 126,073 HUMAN GENOME SCIENCES INC NOTE 444903AN8 2979.21 3,000,000 PRN sole 3,000,000 BOSTON PPTYS LTD PARTNERSHIP NOTE 10112RAG9 10230.39 9,000,000 PRN sole 9,000,000 TD AMERITRADE HLDG CORP COM 87236Y108 2168.10342 109,833 SHS sole 109,833 SALIX PHARMACEUTICALS INC NOTE 795435AC0 3809.33892 2,844,000 PRN sole 2,844,000 YUM BRANDS INC COM 988498101 3277.34074 46,043 SHS sole 46,043 UNITED THERAPEUTICS CORP DEL NOTE 91307CAE2 3446.7 3,000,000 PRN sole 3,000,000 IMAX CORP COM 45245E109 1872.61724 76,621 SHS sole 76,621 TYSON FOODS INC NOTE 902494AP8 7446.12 6,000,000 PRN sole 6,000,000 PFIZER INC COM 717081103 7544.15911 333,149 SHS sole 333,149 TIME WARNER CABLE INC COM 88732J207 2197.24 26,960 SHS sole 26,960 TE CONNECTIVITY LTD REG SHS H84989104 1640.5935 44,642 SHS sole 44,642 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3546.69984 48,772 sole 48,772 HEWLETT PACKARD CO COM 428236103 1964.3069 82,430 SHS sole 82,430 JOHNSON & JOHNSON COM 478160104 4515.22584 68,454 SHS sole 68,454 BROADSOFT INC COM 11133B409 76.5 2,000 SHS sole 2,000 NEWMONT MINING CORP COM 651639106 3770.04 3,000,000 SHS sole 3,000,000 MERCK & CO INC NEW COM 58933Y105 6162.1632 160,473 SHS sole 160,473 INTUIT COM 461202103 165.44 2,750 SHS sole 2,750 GAP INC DEL COM 364760108 4523.23946 173,039 SHS sole 73,039 NATIONAL RETAIL PPTYS INC NOTE 637417AC0 10633.825 9,500,000 PRN sole 9,500,000 TRIPADVISOR INC COM 896945201 1676.52567 47,001 SHS sole 47,001 MASTERCARD INC 57636Q104 609.783 1,450 SHS sole 1,450 AMAZON COM 023135106 5459.06207 26,957 SHS sole 26,957 TRANSDIGM GROUP INC COM 893641100 2161.93376 18,676 SHS sole 18,676 MERCK & CO INC NEW COM 58933Y105 2715.5328 70,717 SHS sole 70,717 HEWLETT PACKARD CO COM 428236103 3871.35031 162,457 SHS sole 162,457 MOTOROLA SOLUTIONS INC COM 620076307 1622.23945 31,915 SHS sole 31,915 AMGEN INC NOTE 031162AQ3 28572.32 28,000,000 PRN sole 28,000,000