Arrowgrass Capital Partners

Arrowgrass Capital Partners as of Sept. 30, 2011

Portfolio Holdings for Arrowgrass Capital Partners

Arrowgrass Capital Partners holds 58 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 32.2 $785M 6.9M 113.15
Varian Semiconductor 9.5 $231M 3.8M 61.15
Cephalon 7.8 $189M 2.3M 80.70
Blackboard 5.2 $127M 2.8M 44.66
Medco Health Solutions 4.9 $120M 2.6M 46.89
Nalco Holding Company 3.1 $76M 2.2M 34.98
Kinetic Concepts 2.5 $62M 938k 65.89
Hartford Finl Svcs Wt Exp 0626 wt 2.5 $62M 4.2M 14.52
General Mtrs Co *w exp 07/10/201 2.4 $59M 3.3M 17.98
Mattel (MAT) 2.0 $49M 1.9M 25.89
Boeing Company (BA) 1.9 $47M 776k 60.51
General Mtrs Co *w exp 07/10/201 1.7 $42M 2.6M 16.44
Constellation Energy 1.6 $40M 1.1M 38.06
Honeywell International (HON) 1.6 $40M 907k 43.91
Microchip Technology Inc sdcv 2.125%12/1 1.6 $38M 35k 1092.37
Procter & Gamble Company (PG) 1.5 $37M 578k 63.18
Transatlantic Holdings 1.1 $27M 546k 48.52
Medicis Pharmaceutical Corp note 2.500% 6/0 1.1 $26M 20k 1255.78
Cubist Pharmaceuticals Inc note 2.250% 6/1 1.0 $25M 22k 1147.82
MGM Resorts International. (MGM) 0.9 $21M 2.3M 9.29
Verifone Sys Inc note 1.375% 6/1 0.8 $19M 24k 795.62
Intel Corporation (INTC) 0.8 $19M 882k 21.34
Cme (CME) 0.8 $18M 75k 246.40
Amerigroup Corp note 2.000% 5/1 0.7 $18M 20k 917.16
Lincoln National Corp *W EXP 07/10/2019 0.7 $17M 1.4M 12.27
AMR Corporation 0.7 $16M 5.5M 2.96
General Motors Company (GM) 0.6 $14M 711k 20.18
Market Vectors Agribusiness 0.6 $14M 323k 43.23
Netapp Inc note 1.750% 6/0 0.5 $12M 12k 1065.39
Microsoft Corporation (MSFT) 0.5 $12M 468k 24.89
United Parcel Service (UPS) 0.5 $12M 184k 63.15
Advanced Micro Devices Inc note 5.750% 8/1 0.5 $11M 44k 252.37
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.4 $10M 20k 513.80
Exterran Hldgs Inc note 4.250% 6/1 0.4 $10M 24k 419.85
Lifepoint Hospitals Inc sdcv 3.250% 8/1 0.4 $10M 17k 598.47
Earthlink Inc note 3.250%11/1 0.4 $10M 13k 796.32
Textron Inc note 4.500% 5/0 0.4 $10M 7.5k 1344.00
Iconix Brand Group Inc note 1.875% 6/3 0.4 $9.5M 17k 573.29
PowerShares DB Agriculture Fund 0.4 $9.0M 303k 29.67
Comtech Telecommunications Cor conv 0.4 $8.8M 11k 798.55
Sealed Air (SEE) 0.3 $8.5M 512k 16.70
Zions Bancorporation *w exp 05/22/202 0.3 $7.5M 989k 7.58
InterDigital (IDCC) 0.3 $6.5M 140k 46.58
Sesi L L C frnt 1.500%12/1 0.3 $6.4M 11k 575.75
Blue Wolf Mongolia Holdings unit 99/99/9999 0.3 $6.3M 626k 10.00
Liberty Global 0.2 $6.1M 176k 34.61
YRC Worldwide 0.2 $5.7M 114M 0.05
Conmed Corp note 2.500%11/1 0.2 $5.4M 9.0k 602.50
Convergys Corp sdcv 5.750% 9/1 0.2 $4.7M 6.0k 776.83
Telephone & Data Systems 0.2 $3.9M 196k 19.77
Hanover Compressor Co note 4.750% 1/1 0.1 $2.9M 14k 210.60
Kulicke & Soffa Inds Inc note 0.875% 6/0 0.1 $2.9M 5.6k 519.65
Pmi Group Inc note 4.500% 4/1 0.1 $2.2M 88k 25.51
Mgic Invt Corp Wis note 5.000% 5/0 0.1 $1.8M 13k 139.15
Bank of America Corporation (BAC) 0.1 $1.4M 235k 6.12
McClatchy Company 0.0 $890k 659k 1.35
Liz Claiborne 0.0 $250k 50k 5.00
Headwaters Incorporated 0.0 $360k 250k 1.44