0001337848-13-000002.txt : 20130206 0001337848-13-000002.hdr.sgml : 20130206 20130206165608 ACCESSION NUMBER: 0001337848-13-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130206 DATE AS OF CHANGE: 20130206 EFFECTIVENESS DATE: 20130206 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: 13578525 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-q412.txt FORM 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 February 6, 2013 (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: 17 Form 13F Information Table Value Total: $174,743 (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 26,855 221,959 SH SOLE 221,959 ISHARES S&P/CITIGROUP INTL TRE COMMON STOCK 464288117 5,253 51,035 SH SOLE 51,035 MARKET VECTORS EMERGING MARKET COMMON STOCK 57060U522 26,653 970,960 SH SOLE 970,960 PIMCO ENHANCED SHORT MATURITY COMMON STOCK 72201R833 718 7,079 SH SOLE 7,079 POWERSHARES DB COMMODITY INDEX COMMON STOCK 73935S105 8,829 317,807 SH SOLE 317,807 POWERSHARES DB G10 CURRENCY HA COMMON STOCK 73935Y102 15,405 589,105 SH SOLE 589,105 POWERSHARES EMER MKTS SOVEREIG COMMON STOCK 73936T573 19,232 611,507 SH SOLE 611,507 POWERSHARES FTSE RAFI EMERGIN COMMON STOCK 73936T763 14,487 634,839 SH SOLE 634,839 POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T771 1,958 83,300 SH SOLE 83,300 POWERSHARES FTSE RAFI DEV MKT COMMON STOCK 73936T789 12,091 331,669 SH SOLE 331,669 POWERSHARES S&P 500 LOW VOLATI COMMON STOCK 73937B779 5,452 196,958 SH SOLE 196,958 PROSHARES SHORT S&P500 ETF COMMON STOCK 74347R503 14,265 419,325 SH SOLE 419,325 PROSHARES SHORT QQQ ETF COMMON STOCK 74347R602 7,153 279,737 SH SOLE 279,737 PROSHARES SHORT RUSSELL 2000 E COMMON STOCK 74347R826 4,088 168,087 SH SOLE 168,087 SPDR DOW JONES INTL REAL ESTAT COMMON STOCK 78463X863 886 21,427 SH SOLE 21,427 SPDR BARCLAYS CAPITAL EMERGING COMMON STOCK 78464A391 6,290 194,800 SH SOLE 194,800 VANGUARD LONG-TERM CORPORATE COMMON STOCK 92206C813 5,129 55,932 SH SOLE 55,932