RWC Asset Management

RWC Asset Management as of Sept. 30, 2012

Portfolio Holdings for RWC Asset Management

RWC Asset Management holds 127 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Linear Technology Corp note 3.000% 5/0 4.0 $21M 20M 1.04
Amgen Inc note 0.375% 2/0 3.2 $17M 15M 1.11
Sandisk Corp note 1.500% 8/1 2.8 $14M 13M 1.14
Merck & Co (MRK) 2.5 $13M 291k 45.10
Medtronic Inc note 1.625% 4/1 2.4 $13M 13M 1.01
Intel Corp sdcv 2.4 $13M 12M 1.09
Intel Corp. Jr. Sub. Cv. Deb. conv 2.4 $12M 10M 1.23
Mgm Mirage conv 2.3 $12M 11M 1.04
Newmont Mining Corp note 1.250% 7/1 2.2 $12M 8.5M 1.35
Molson Coors Brewing Co note 2.500% 7/3 2.2 $11M 11M 1.03
Pfizer (PFE) 2.2 $11M 454k 24.85
Xilinx Inc Cvt 2.625 6-15-17 convert 2.2 $11M 8.5M 1.31
Goldcorp Inc New note 2.000% 8/0 2.1 $11M 9.0M 1.21
Health Care Reit Inc note 3.000%12/0 2.1 $11M 9.0M 1.19
Prologis Inc note 3.250% 3/1 2.0 $10M 9.0M 1.13
Liberty Media Corp New deb 3.125% 3/3 1.9 $9.7M 7.0M 1.39
Eli Lilly & Co. (LLY) 1.8 $9.3M 197k 47.41
Allegheny Technologies Inc note 4.250% 6/0 1.8 $9.2M 8.0M 1.15
Symantec Corp note 1.000% 6/1 1.7 $8.7M 8.0M 1.09
Affiliated Managers Group note 3.950% 8/1 1.6 $8.3M 7.5M 1.10
United States Stl Corp New note 4.000% 5/1 1.6 $8.1M 8.0M 1.01
Wal-Mart Stores (WMT) 1.6 $8.0M 108k 73.80
Johnson & Johnson (JNJ) 1.5 $7.9M 115k 68.91
Smithfield Foods Inc note 4.000% 6/3 1.4 $7.4M 7.0M 1.06
Micron Technology Inc. conv 1.4 $7.2M 8.0M 0.90
Lifepoint Hospitals Inc note 3.500% 5/1 1.4 $7.1M 6.5M 1.09
Microsoft Corporation (MSFT) 1.4 $7.0M 234k 29.76
Salix Pharmaceuticals Inc note 2.750% 5/1 1.4 $7.0M 6.0M 1.17
Netapp Inc note 1.750% 6/0 1.3 $6.8M 6.0M 1.14
Electronic Arts Inc conv 1.2 $6.4M 7.0M 0.92
Nuvasive Inc. conv 1.2 $6.2M 6.5M 0.96
Pfizer (PFE) 1.2 $6.2M 250k 24.85
E M C Corp Mass note 1.750%12/0 1.2 $6.0M 3.5M 1.72
Hologic Inc frnt 2.000%12/1 1.2 $6.0M 6.0M 1.00
Archer Daniels Midland Co note 0.875% 2/1 1.2 $6.0M 6.0M 1.00
Merck & Co (MRK) 1.2 $6.0M 133k 45.10
Hewlett-Packard Company 1.1 $5.7M 337k 17.06
Microchip Technology Inc sdcv 2.125%12/1 1.1 $5.7M 4.5M 1.26
United Technol conv prf 1.1 $5.6M 100k 56.10
Hologic Inc frnt 2.000%12/1 1.1 $5.6M 5.0M 1.12
Tyson Foods Inc note 3.250%10/1 1.1 $5.6M 5.0M 1.11
Penn National Gaming (PENN) 1.1 $5.4M 126k 43.12
CUBIST PHARM CONVERTIBLE security 1.0 $5.3M 3.0M 1.76
United Therapeutics conv 1.0 $5.3M 4.0M 1.32
Alcoa Inc debt 1.0 $5.2M 3.5M 1.49
Virgin Media Inc note 6.500%11/1 1.0 $5.2M 3.0M 1.72
Novellus Systems, Inc. note 2.625% 5/1 1.0 $5.0M 4.5M 1.11
Mylan Inc note 3.750% 9/1 0.9 $4.8M 2.5M 1.92
Eli Lilly & Co. (LLY) 0.9 $4.6M 98k 47.41
Constellation Brands (STZ) 0.8 $4.0M 124k 32.35
Melco Crown Entertainment (MLCO) 0.8 $3.9M 289k 13.48
Microsoft Corporation (MSFT) 0.8 $3.9M 132k 29.76
Abercrombie & Fitch (ANF) 0.7 $3.8M 112k 33.92
American Axle & Manufact. Holdings (AXL) 0.7 $3.6M 322k 11.27
General Growth Properties 0.7 $3.6M 186k 19.48
Hillshire Brands 0.7 $3.4M 128k 26.78
Boyd Gaming Corporation (BYD) 0.6 $3.3M 472k 7.06
Microsoft Corporation (MSFT) 0.6 $3.2M 109k 29.76
Pfizer (PFE) 0.6 $3.3M 131k 24.85
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.6 $3.2M 34k 96.30
Eli Lilly & Co. (LLY) 0.6 $3.2M 67k 47.41
Equinix 0.6 $3.1M 15k 206.05
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.6 $3.1M 1.5M 2.08
Google 0.6 $3.1M 4.1k 754.50
SBA Communications Corporation 0.6 $3.1M 50k 62.90
Sprint Nextel Corporation 0.6 $3.0M 545k 5.52
Hewlett-Packard Company 0.5 $2.7M 156k 17.06
Exterran Holdings 0.5 $2.6M 126k 20.28
Bunge 0.5 $2.3M 35k 67.05
Sirius XM Radio 0.5 $2.3M 888k 2.59
Amazon (AMZN) 0.4 $2.2M 8.8k 254.32
Lennar Corporation (LEN) 0.4 $2.1M 59k 34.77
Verisign (VRSN) 0.4 $2.1M 43k 48.69
Gap (GAP) 0.4 $2.0M 57k 35.78
Pinnacle Entertainment 0.4 $2.0M 164k 12.24
D.R. Horton (DHI) 0.4 $1.9M 90k 20.63
Time Warner Cable 0.3 $1.8M 19k 95.06
Dollar General (DG) 0.3 $1.8M 35k 51.54
Expedia (EXPE) 0.3 $1.5M 26k 57.84
Linkedin Corp 0.2 $1.2M 10k 120.40
Home Depot (HD) 0.2 $1.0M 17k 60.37
Six Flags Entertainment (SIX) 0.2 $995k 17k 58.80
Cognizant Technology Solutions (CTSH) 0.2 $832k 12k 69.89
Apple (AAPL) 0.2 $834k 1.3k 667.10
Teradata Corporation (TDC) 0.1 $754k 10k 75.41
Google 0.1 $755k 1.0k 754.50
Avago Technologies 0.1 $750k 22k 34.86
eBay (EBAY) 0.1 $663k 14k 48.37
MasterCard Incorporated (MA) 0.1 $636k 1.4k 451.48
Charter Communications 0.1 $601k 8.0k 75.06
priceline.com Incorporated 0.1 $557k 900.00 619.07
Baidu (BIDU) 0.1 $585k 5.0k 116.89
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $559k 12k 48.16
Microsoft Corporation (MSFT) 0.1 $506k 17k 29.76
Qualcomm (QCOM) 0.1 $497k 8.0k 62.47
Intuit (INTU) 0.1 $501k 8.5k 58.88
SanDisk Corporation 0.1 $499k 12k 43.43
Walt Disney Company (DIS) 0.1 $471k 9.0k 52.28
Visa (V) 0.1 $468k 3.5k 134.28
Wynn Resorts (WYNN) 0.1 $440k 1.1k 400.00
Teradyne (TER) 0.1 $398k 28k 14.22
Universal Display Corporation (OLED) 0.1 $343k 10k 34.33
Liberty Media Corp lcpad 0.1 $364k 3.5k 104.08
FedEx Corporation (FDX) 0.1 $296k 3.5k 84.62
KLA-Tencor Corporation (KLAC) 0.1 $334k 7.0k 47.70
Sirius XM Radio 0.1 $259k 100k 2.59
Interxion Holding 0.0 $227k 10k 22.72
Mgm Mirage conv 0.0 $208k 200k 1.04
Sensata Technologies Hldg Bv 0.0 $160k 5.4k 29.77
Tripadvisor (TRIP) 0.0 $99k 3.0k 32.93
Microsoft Corporation (MSFT) 0.0 $4.2k 142.00 29.76
Goldman Sachs (GS) 0.0 $2.2k 19.00 113.68
Hartford Financial Services (HIG) 0.0 $1.9k 100.00 19.44
Bank of America Corporation (BAC) 0.0 $3.7k 420.00 8.83
Eli Lilly & Co. (LLY) 0.0 $4.7k 100.00 47.41
Pfizer (PFE) 0.0 $4.6k 184.00 24.85
Avon Products 0.0 $1.8k 111.00 15.95
Cisco Systems (CSCO) 0.0 $1.9k 102.00 19.10
H&R Block (HRB) 0.0 $2.1k 123.00 17.33
Boston Scientific Corporation (BSX) 0.0 $1.7k 300.00 5.74
Sprint Nextel Corporation 0.0 $4.7k 858.00 5.52
News Corporation 0.0 $3.8k 155.00 24.51
Dell 0.0 $1.8k 183.00 9.86
Research In Motion 0.0 $847.500000 113.00 7.50
General Motors Company (GM) 0.0 $1.8k 81.00 22.75
Citigroup (C) 0.0 $3.3k 102.00 32.72
Directv 0.0 $3.7k 70.00 52.44