Serengeti Asset Management

Serengeti Asset Management as of March 31, 2011

Portfolio Holdings for Serengeti Asset Management

Serengeti Asset Management holds 31 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
CurrencyShares Japanese Yen Trust 18.6 $273M 2.3M 118.76
Spdr S&p 500 Etf (SPY) 17.4 $256M 1.9M 132.59
iShares MSCI Emerging Markets Indx (EEM) 10.4 $153M 3.2M 48.67
iShares Russell 2000 Index (IWM) 6.9 $101M 1.2M 84.17
KKR & Co 4.8 $71M 4.3M 16.41
National-Oilwell Var 4.6 $67M 850k 79.27
Industrial SPDR (XLI) 3.8 $57M 1.5M 37.67
PowerShares DB US Dollar Index Bullish 3.0 $44M 2.0M 21.79
Smurfit-stone Container Corp 2.9 $43M 1.1M 38.65
Energy Select Sector SPDR (XLE) 2.7 $40M 500k 79.75
Energy Xxi 2.3 $34M 1.0M 34.10
General Electric Company 2.2 $32M 1.6M 20.05
Bank Of America Corporation warrant 1.8 $26M 3.4M 7.67
Visa (V) 1.8 $26M 350k 73.62
Research In Motion 1.7 $25M 450k 56.54
ICICI Bank (IBN) 1.7 $25M 500k 49.83
Banco Itau Holding Financeira (ITUB) 1.5 $22M 925k 24.05
SPDR KBW Regional Banking (KRE) 1.4 $21M 800k 26.63
Apple (AAPL) 1.4 $21M 60k 348.50
Microsoft Corporation (MSFT) 1.4 $20M 800k 25.39
Suncor Energy (SU) 1.4 $20M 450k 44.84
Fortress Investment 1.3 $19M 3.3M 5.68
CVS Caremark Corporation (CVS) 1.2 $17M 500k 34.32
CapitalSource 1.1 $16M 2.3M 7.04
Georgia Gulf Corporation 0.7 $10M 275k 37.00
Shuffle Master 0.6 $9.1M 850k 10.68
Office Depot 0.4 $5.6M 1.2M 4.63
Calpine Corporation 0.4 $5.6M 350k 15.87
International Paper Company (IP) 0.3 $4.5M 150k 30.18
Brookfield Asset Management 0.3 $4.1M 125k 32.46
Popular 0.2 $2.9M 1.0M 2.92