RWC Asset Management as of June 30, 2012
Portfolio Holdings for RWC Asset Management
RWC Asset Management holds 0 positions in its portfolio as reported in the June 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 80004CAC5 10821.25 11,000,000 PRN sole 11,000,000
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 NOTE 530718AF2 12162.6 10,000,000 PRN sole 10,000,000
GOLDCORP INC NEW NOTE 380956AB8 5634.65 5,000,000 PRN sole 5,000,000
SHUFFLE MASTER INC COM 825549108 16 2,000 SHS sole 2,000
NRG ENERGY INC COM 629377508 2206.022 127,075 SHS sole 127,075
LIBERTY MEDIA CORPORATION LIB CAP COM 530322106 501.087 5,700 SHS sole 5,700
UNIVERSAL DISPLAY CORP COM 91347P105 287.52 8,000 SHS sole 8,000
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 188.3973 7,035 SHS sole 7,035
GENON ENERGY INC COM 37244E107 3767.40702 2,203,162 SHS sole 2,203,162
TERADATA CORP DEL COM 88076W103 374.452 5,200 SHS sole 5,200
VALERO ENERGY CORP NEW COM 91913Y100 2738.9964 113,416 SHS sole 113,416
MENS WEARHOUSE INC COM 587118100 3292.18302 116,993 SHS sole 116,993
LILLY ELI & CO COM 532457108 4201.48974 97,914 SHS sole 97,914
LILLY ELI & CO COM 532457108 8433.57431 196,541 SHS sole 196,541
LILLY ELI & CO COM 532457108 2736.19906 63,766 SHS sole 63,766
COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 510 8,500 SHS sole 8,500
HEWLETT PACKARD CO COM 428236103 2192.29165 109,015 SHS sole 109,015
D R HORTON INC COM 23331A109 4335.842 235,900 SHS sole 235,900
BAIDU INC SPON ADR 056752108 551.904 4,800 sole 4,800
INTEL CORP SDCV 2.950%12/1 458140AD2 20367.18 18,000,000 sole 18,000,000
UNITED STATES STL CORP NEW NOTE 912909AE8 8128.08 8,000,000 PRN sole 8,000,000
SPDR S^P 500 ETF TR TR UNIT 78462F103 208.8 1,800 sole 1,800
AVAGO TECHNOLOGIES LTD COM Y0486S104 197.45 5,500 SHS sole 5,500
SBA COM 78388J106 2149.4158 37,676 SHS sole 37,676
CALPINE CORP COM 131347304 3798.07597 230,047 SHS sole 230,047
PFIZER INC COM 717081103 5747.171 249,877 SHS sole 249,877
ROSS STORES INC COM 778296103 1061.05295 16,985 SHS sole 16,985
GAYLORD ENTMT CO NEW COM 367905106 1672.77136 43,381 SHS sole 43,381
LENNAR CORP CL A COM 526057104 3693.745 119,500 SHS sole 119,500
GOOGLE INC 38259P508 2733.86991 4,713 SHS sole 4,713
AMGEN INC NOTE 031162AQ3 28159.11 27,000,000 PRN sole 27,000,000
NATIONAL RETAIL PPTYS INC NOTE 637417AC0 11930.625 10,500,000 PRN sole 10,500,000
NEWMONT MINING CORP COM 651639AH9 10596.78 8,500,000 SHS sole 8,500,000
MEDICIS PHARMACEUTICAL CORP NOTE 584690AC5 2965.02 3,000,000 PRN sole 3,000,000
HOLOGIC INC 436440AA9 7373.1 7,500,000 SHS sole 7,500,000
NUVASIVE INC NOTE 670704AC9 6391.06 6,500,000 PRN sole 6,500,000
SMITHFIELD FOODS INC NOTE 832248AR9 7784.98 7,000,000 PRN sole 7,000,000
MELLANOX TECHNOLOGIES LTD SHS M51363113 141.642 2,000 SHS sole 2,000
TRIPADVISOR INC COM 896945201 3228.49498 72,242 SHS sole 72,242
BROADSOFT INC COM 11133B409 231.6 8,000 SHS sole 8,000
AMAZON COM 023135106 3550.8425 15,550 SHS sole 15,550
MERCK & CO INC NEW COM 58933Y105 9593.02275 229,773 SHS sole 229,773
MERCK & CO INC NEW COM 58933Y105 2952.43475 70,717 SHS sole 70,717
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2461.09037 234,613 SHS sole 234,613
INTUIT COM 461202103 311.5875 5,250 SHS sole 5,250
MASTERCARD INC 57636Q104 476.99199 1,109 SHS sole 1,109
GAP INC DEL COM 364760108 2446.47648 89,418 SHS sole 89,418
DISNEY WALT CO COM 254687106 3523.3795 72,647 SHS sole 72,647
HEWLETT PACKARD CO COM 428236103 1657.6673 82,430 SHS sole 82,430
HEWLETT PACKARD CO COM 428236103 5113.10827 254,257 SHS sole 254,257
JOHNSON & JOHNSON COM 478160104 7732.51224 114,454 SHS sole 114,454
ARCHER DANIELS MIDLAND CO NOTE 039483AW2 13059.93 13,000,000 PRN sole 13,000,000
ALCOA INC NOTE 013817AT8 4496.55 3,000,000 PRN sole 3,000,000
HEALTH CARE REIT INC NOTE 42217KAR7 11873.9 10,000,000 PRN sole 10,000,000
MGM RESORTS INTERNATIONAL NOTE 55303QAE0 13989.75 13,800,000 PRN sole 13,800,000
VIRGIN MEDIA INC NOTE 92769LAB7 4501.38 3,000,000 PRN sole 3,000,000
KNIGHT CAP GROUP INC NOTE 499005AE6 9865.85 10,580,000 PRN sole 10,580,000
FACEBOOK INC 30303M102 93.285 3,000 SHS sole 3,000
CHECK POINT SOFTWARE TECH LT ORD COM M22465104 287.622 5,800 SHS sole 5,800
PENN NATL GAMING INC COM 707569109 3305.36752 74,128 SHS sole 74,128
VIRGIN MEDIA INC COM 92769L101 475.605 19,500 SHS sole 19,500
KLA-TENCOR CORP COM 482480100 98.5 2,000 SHS sole 2,000
MICROSOFT CORP COM 594918104 3184.69431 104,109 SHS sole 104,109
MERCK & CO INC NEW COM 58933Y105 5556.54925 133,091 SHS sole 133,091
HOME DEPOT INC COM 437076102 3839.54942 72,458 SHS sole 72,458
ONYX PHARMACEUTICALS INC NOTE 683399AB5 2748.765 1,500,000 PRN sole 1,500,000
SYMANTEC CORP NOTE 871503AF5 7105 7,000,000 PRN sole 7,000,000
LINEAR TECHNOLOGY CORP NOTE 535678AC0 14513.1 14,000,000 PRN sole 14,000,000
INTERXION HOLDING N.V SHS N47279109 333.224 18,400 SHS sole 18,400
CROWN CASTLE INTL CORP COM 228227104 3236.62416 55,176 SHS sole 55,176
QUAL COM 747525103 375.84 6,750 SHS sole 6,750
POLARIS INDS INC COM 731068102 2751.33668 38,491 SHS sole 38,491
WAL-MART STORES INC COM 931142103 7553.67396 108,343 SHS sole 108,343
CF INDS HLDGS INC COM 125269100 2749.55808 14,192 SHS sole 14,192
MICROSOFT CORP COM 594918104 4033.32209 131,851 SHS sole 131,851
CHICOS FAS INC COM 168615102 2209.24564 148,871 SHS sole 148,871
EBAY INC COM 278642103 575.537 13,700 SHS sole 13,700
EBAY INC COM 278642103 1957.11987 46,587 SHS sole 46,587
MICROCHIP TECHNOLOGY INC 595017AB0 5616.585 4,500,000 SHS sole 4,500,000
PRICELINE COM 741503403 334.91808 504 SHS sole 504
APPLE INC COM 037833100 817.6 1,400 SHS sole 1,400
NOVELLUS SYS INC NOTE 670008AD3 5549.085 4,500,000 PRN sole 4,500,000
NETAPP INC NOTE 64110DAB0 6885.54 6,000,000 PRN sole 6,000,000
MICROSOFT CORP COM 594918104 305.9 10,000 SHS sole 10,000
INTERCONTINENTALEXCHANGE INC COM 45865V100 2751.28334 20,233 SHS sole 20,233
MGM RESORTS INTERNATIONAL NOTE 55303QAE0 202.75 200,000 PRN sole 200,000
BROAD COM 111320107 162.048 4,800 SHS sole 4,800
E M C CORP MASS NOTE 268648AM4 1625.6 1,000,000 PRN sole 1,000,000
HOLOGIC INC 436440AB7 3164.76 3,000,000 SHS sole 3,000,000
KAISER ALUMINUM CORP COM 483007704 1122.75072 21,658 SHS sole 21,658
MICROSOFT CORP COM 594918104 8174.93278 267,242 SHS sole 267,242
VERISIGN INC COM 92343E102 3236.51031 74,283 SHS sole 74,283
PFIZER INC COM 717081103 2899.679 126,073 SHS sole 126,073
SALIX PHARMACEUTICALS INC NOTE 795435AC0 5393.9746 3,980,000 PRN sole 3,980,000
U S AIRWAYS GROUP INC COM 90341W108 1079.94328 81,016 SHS sole 81,016
DOLLAR GEN CORP NEW COM 256677105 2120.93805 38,995 SHS sole 38,995
UNITED THERAPEUTICS CORP DEL NOTE 91307CAE2 4765 4,000,000 PRN sole 4,000,000
MEDTRONIC INC NOTE 585055AM8 8436.25 8,500,000 PRN sole 8,500,000
PFIZER INC COM 717081103 10962.927 476,649 SHS sole 476,649
TIME WARNER CABLE INC COM 88732J207 1615.5638 19,678 SHS sole 19,678
ULTA SALON COSMETCS & FRAG I COM 90384S303 1403.5014 15,030 SHS sole 15,030
VISA INC COM 92826C839 430.72692 3,484 SHS sole 3,484
SANDISK CORP NOTE 80004CAD3 12869.625 12,500,000 PRN sole 12,500,000
TRIPADVISOR INC COM 896945201 281.547 6,300 SHS sole 6,300
XILINX INC NOTE 983919AF8 12219.375 9,500,000 PRN sole 9,500,000
AFFILIATED MANAGERS GROUP NOTE 008252AL2 9155.945 8,500,000 PRN sole 8,500,000
MOLSON COORS BREWING CO NOTE 60871RAA8 6110.7 6,000,000 PRN sole 6,000,000
GNC HLDGS INC COM 36191G107 1686.5016 43,023 SHS sole 43,023
TERADYNE INC COM 880770102 309.13722 21,987 SHS sole 21,987
CUBIST PHARMACEUTICALS INC NOTE 229678AD9 2875.4 2,000,000 PRN sole 2,000,000
SANDISK CORP COM 80004C101 307.27104 8,423 SHS sole
SHUFFLE MASTER INC COM 825549108 3811.8636 276,222 SHS sole 276,222
TEXAS INSTRS INC COM 882508104 174.1483 6,070 SHS sole 6,070