RWC Asset Management as of March 31, 2012
Portfolio Holdings for RWC Asset Management
RWC Asset Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
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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