RESEARCH AFFILIATES, LLC Information

620 NEWPORT CENETR DRIVE, NEWPORT BEACH, California, 92660, (949) 325-8700

Report Date: 09/30/2013

Position Statistics

Total Positions 16
New Positions 0
Increased Positions 2
Decreased Positions 1
Positions with Activity 3
Sold Out Positions 0
Total Mkt Value (in $ millions) 161

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 100%
Healthcare
Services
Technology
Transportation
Utilities

16 Positions as of 09/30/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES IBOXX INV CP ETF 31,839 New 268,276
MARKET VECTORS ETF TR EM LC CURR DBT 23,594 New 970,960
POWERSHARES GLOBAL ETF TRUST DEV MKTS EX-US 16,147 1,302 8.77 360,755
PROSHARES TR PSHS SHRT S&P500 16,147 New 692,994
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 15,115 1,269 9.16 693,011
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 14,942 New 511,020
POWERSHARES DB G10 CURCY HARVS COM UT BEN INT 10,226 -2,415 (19.1) 390,302
POWERSHARES DB CMDTY IDX TRACK UNIT BEN INT 7,053 New 271,462
ISHARES INTL TREA BD ETF 6,736 New 64,392
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 5,016 New 55,932
PROSHARES TR PSHS SHORT QQQ 4,432 New 267,974
SPDR SERIES TRUST BRCLY EM LOCL 3,023 New 96,298
PROSHARES TR PSHS SHTRUSS2000 2,762 New 168,087
POWERSHARES GLOBAL ETF TRUST EX US SML PORT 2,406 New 83,300
SPDR INDEX SHS FDS DJ INTL RL ETF 948 New 21,427
PIMCO ETF TR ENHAN SHRT MAT 718 New 7,079