0001337848-12-000002.txt : 20120130
0001337848-12-000002.hdr.sgml : 20120130
20120127173208
ACCESSION NUMBER: 0001337848-12-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120130
DATE AS OF CHANGE: 20120127
EFFECTIVENESS DATE: 20120130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Research Affiliates, LLC
CENTRAL INDEX KEY: 0001337848
IRS NUMBER: 020570299
STATE OF INCORPORATION: CA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11483
FILM NUMBER: 12552887
BUSINESS ADDRESS:
STREET 1: 620 NEWPORT CENETR DRIVE
STREET 2: SUITE 900
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9493258700
MAIL ADDRESS:
STREET 1: 620 NEWPORT CENETR DRIVE
STREET 2: SUITE 900
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
13F-HR
1
13f-q411.txt
FORM 13F-HR
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2011
If amended report check here: | | Amendment Number:
This Amendment (Check only one): | | is a restatement.
|_| adds new holding
entries.
Institutional Investment Manager Filing this Report:
Name: Research Affiliates, LLC
620 Newport Center Dr., Suite 900
Newport Beach, CA 92660
13F File Number: 028-11483
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Daniel M. Harkins
Title: Chief Legal and Compliance Officer
Phone: (949) 325-8700
Signature, Place, and Date of Signing:
/s/ Daniel M. Harkins Newport Beach,CA 92660 January 27, 2012
(Signature) [City, State] [Date]
Report Type: (Check only one):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No.
1. None
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 21
Form 13F Information Table Value Total: $167,332
(thousands)
Holdings of fewer than 10,000 shares with aggregate fair market value
below $200,000 have been omitted from this report as per paragraph 10
of the Form 13F Special Instructions published by the SEC.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ISHARES BARCLAYS US TIPS BOND COMMON STOCK 464287176 2,502 21,443 SH SOLE 21,443
ISHARES BARCLAYS AGG BOND FUND COMMON STOCK 464287226 1,669 15,134 SH SOLE 15,134
ISHARES IBOXX INV GR CORP BOND COMMON STOCK 464287242 33,832 297,394 SH SOLE 297,394
ISHARES BARCLAYS 1-3 YEAR TREA COMMON STOCK 464287457 2,262 26,770 SH SOLE 26,770
MARKET VECTORS EMERGING MARKET COMMON STOCK 57060U522 9,507 387,901 SH SOLE 387,901
MORGAN STANLEY EMRG MKT DEBT F COMMON STOCK 61744H105 3,550 341,018 SH SOLE 341,018
PIMCO 15+ YR US TIPS INDEX FUN COMMON STOCK 72201R304 8,297 127,155 SH SOLE 127,155
PIMCO ENHANCED SHORT MATURITY COMMON STOCK 72201R833 4,159 41,524 SH SOLE 41,524
POWERSHARES DB COMMODITY INDEX COMMON STOCK 73935S105 18,460 687,776 SH SOLE 687,776
POWERSHARES FTSE RAFI US 1500 COMMON STOCK 73935X567 6,973 116,222 SH SOLE 116,222
POWERSHARES DB G10 CURRENCY HA COMMON STOCK 73935Y102 13,619 573,210 SH SOLE 573,210
POWERSHARES EMER MKTS SOVEREIG COMMON STOCK 73936T573 8,569 313,190 SH SOLE 313,190
POWERSHARES FTSE RAFI EMERGIN COMMON STOCK 73936T763 12,041 595,219 SH SOLE 595,219
POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T771 1,713 83,300 SH SOLE 83,300
POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T789 3,202 99,600 SH SOLE 99,600
PROSHARES SHORT S&P500 ETF COMMON STOCK 74347R503 1,684 41,678 SH SOLE 41,678
PROSHARES SHORT QQQ ETF COMMON STOCK 74347R602 3,543 113,252 SH SOLE 113,252
PROSHARES SHORT 20+ YEAR TREAS COMMON STOCK 74347X849 5,095 163,445 SH SOLE 163,445
SPDR DOW JONES INTL REAL ESTAT COMMON STOCK 78463X863 6,878 216,089 SH SOLE 216,089
SPDR DOW JONES REIT ETF COMMON STOCK 78464A607 7,579 117,684 SH SOLE 117,684
TEMPLETON EMERG MKTS INCOME FD COMMON STOCK 880192109 12,198 783,439 SH SOLE 783,439