PLATINUM GROVE ASSET MANAGEMENT, LP Information

287 BOWMAN AVENUE, PURCHASE, New York, 10577, (914) 690-2103

Report Date: 09/30/2013

Position Statistics

Total Positions 67
New Positions 52
Increased Positions 63
Decreased Positions 4
Positions with Activity 67
Sold Out Positions 0
Total Mkt Value (in $ millions) 21

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

Sector Weighting

Basic Materials 2.6%
Capital Goods 10.53%
Conglomerates
Consumer Cyclical 4.13%
Consumer/Non-Cyclical 6.4%
Energy 1.21%
Financial 24.92%
Healthcare 5.25%
Services 19.36%
Technology 20.8%
Transportation 2.69%
Utilities

67 Positions as of 09/30/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES MSCI EMG MKT ETF 2,338 1,137 94.69 52,949
ISHARES IBOXX INV CP ETF 786 786 New 6,588
PRICELINE GRP INC COM NEW 594 594 New 490
AMERICAN INTL GROUP INC COM NEW 560 66 13.43 10,141
APPLE INC COM 553 -41 (6.9) 5,859
VANGUARD INDEX FDS REIT ETF 485 485 New 6,331
BARCLAYS BK PLC IPATH S&P MT ETN 438 -329 (42.9) 36,354
MICROSOFT CORP COM 410 410 New 9,184
GAP INC DEL COM 394 81 25.84 9,887
BOEING CO COM 330 32 10.56 2,587
DELTA AIR LINES INC DEL COM NEW 330 330 New 8,871
WESTERN DIGITAL CORP COM 329 329 New 3,310
PROCTER & GAMBLE CO COM 324 10 3.13 4,025
LIBERTY GLOBAL PLC SHS CL C 321 30 10.28 7,413
INTERNATIONAL BUSINESS MACHS COM 316 91 40.58 1,642
MCKESSON CORP COM 313 313 New 1,634
CITIGROUP INC COM NEW 311 311 New 6,269
INTEL CORP COM 307 307 New 9,119
DIRECTV COM 304 304 New 3,500
LORILLARD INC COM 289 289 New 4,685