Research Affiliates, LLC

Quarterly 13F snapshot: US-listed longs only, no performance figures — 13F data cannot support them.

Reported portfolio value by quarter (2 quarters reported)

$160M $159M

Q2 13 Q3 13

$159M in Q2 2013 → $160M now. Hover for any quarter.

Holdings

As reported for the quarter ended September 30, 2013. Activity is the change in share count since the prior quarter's filing.

Holding	% of portfolio	Activity	Shares	Value
II Ishares Iboxx Inv Gr Corp Bond	19.0%	Unchanged	268,276	$30.5M
MV Market Vectors Emerging Market	14.8%	Unchanged	970,960	$23.6M
PS Proshares Short Sp500 ETF	12.1%	Unchanged	692,994	$19.4M
PF Powershares Ftse Rafi Dev Mkt	9.4%	Added 8.8%	360,755	$15M
PF Powershares Ftse Rafi Emergin	8.8%	Added 9.2%	693,011	$14.1M
PE Powershares Emer Mkts Sovereig	8.7%	Unchanged	511,020	$14M
PD Powershares Db G10 Currency Ha	6.2%	Trimmed 19%	390,302	$9.97M
PD Powershares Db Commodity Index	4.4%	Unchanged	271,462	$6.99M
IS Ishares Sp Citigroup Intl Tre	4.1%	Unchanged	64,392	$6.49M
PS Proshares Short Qqq ETF	3.4%	Unchanged	267,974	$5.5M
VL Vanguard Long-term Corporate	2.9%	Unchanged	55,932	$4.59M
PS Proshares Short Russell 2000 E	1.9%	Unchanged	168,087	$3.11M
SB SPDR Barclays Capital Emerging	1.8%	Unchanged	96,298	$2.91M
PF Powershares Ftse Rafi Dev Mkt	1.4%	Unchanged	83,300	$2.26M
SD SPDR Dow Jones Intl Real Estat	0.6%	Unchanged	21,427	$903K
PE Pimco Enhanced Short Maturity	0.4%	Unchanged	7,079	$718K

What changed each quarter, from the filings' own share counts. Largest moves first; most recent 1 quarters.

quarter ended September 30, 2013 · filed February 13, 2014

Company	Action	Shares changed	Value of change	% of portfolio
PD Powershares Db G10 Currency Ha	Trimmed	−92,158	−$2.35M	6.2%
PF Powershares Ftse Rafi Dev Mkt	Added	+29,086	+$1.21M	9.4%
PF Powershares Ftse Rafi Emergin	Added	+58,172	+$1.18M	8.8%

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