Wren with Bug

Today was the start of our tour in the Peak District, after taking the train from London to Sheffield. Most of the region is a national park--in fact the first in England and the countryside is wonderful. We're staying at a lovely inn in Hathersage (with nearly a dozen beers on draft).

This wren (Troglodytes troglodytes), also known as the winter wren, is the only one in Europe--now a distinct species. This particular individual posed perhaps better than any wren I've ever encountered (normally they do not sit still--I just wish it had been closer). Any ideas as to the insect it has captured?