0001337848-12-000007.txt : 20120802
0001337848-12-000007.hdr.sgml : 20120802
20120801213918
ACCESSION NUMBER: 0001337848-12-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120802
DATE AS OF CHANGE: 20120801
EFFECTIVENESS DATE: 20120802
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: 121001548
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-q212.txt
FORM 13F-HR
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
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 August 1, 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: 18
Form 13F Information Table Value Total: $166,717
(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 IBOXX INV GR CORP BOND COMMON STOCK 464287242 26,116 221,959 SH SOLE 221,959
MARKET VECTORS EMERGING MARKET COMMON STOCK 57060U522 24,818 970,960 SH SOLE 970,960
PIMCO 15+ YR US TIPS INDEX FUN COMMON STOCK 72201R304 4,358 62,973 SH SOLE 62,973
PIMCO ENHANCED SHORT MATURITY COMMON STOCK 72201R833 716 7,079 SH SOLE 7,079
POWERSHARES DB COMMODITY INDEX COMMON STOCK 73935S105 17,710 687,776 SH SOLE 687,776
POWERSHARES FTSE RAFI US 1500 COMMON STOCK 73935X567 2,911 45,156 SH SOLE 45,156
POWERSHARES DB G10 CURRENCY HA COMMON STOCK 73935Y102 12,799 520,068 SH SOLE 520,068
POWERSHARES EMER MKTS SOVEREIG COMMON STOCK 73936T573 17,630 611,507 SH SOLE 611,507
POWERSHARES FTSE RAFI EMERGIN COMMON STOCK 73936T763 12,821 634,839 SH SOLE 634,839
POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T771 1,753 83,300 SH SOLE 83,300
POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T789 9,677 304,397 SH SOLE 304,397
POWERSHARES S&P 500 LOW VOLATI COMMON STOCK 73937B779 5,432 196,958 SH SOLE 196,958
PROSHARES SHORT S&P500 ETF COMMON STOCK 74347R503 1,520 41,678 SH SOLE 41,678
PROSHARES SHORT QQQ ETF COMMON STOCK 74347R602 6,556 246,470 SH SOLE 246,470
PROSHARES SHORT 20+ YEAR TREAS COMMON STOCK 74347X849 4,786 163,445 SH SOLE 163,445
SPDR DOW JONES INTL REAL ESTAT COMMON STOCK 78463X863 7,948 216,089 SH SOLE 216,089
SPDR BARCLAYS CAPITAL EMERGING COMMON STOCK 78464A391 6,068 194,800 SH SOLE 194,800
SPDR DOW JONES REIT ETF COMMON STOCK 78464A607 3,100 42,533 SH SOLE 42,533