0000902664-12-000334.txt : 20120214 0000902664-12-000334.hdr.sgml : 20120214 20120214101225 ACCESSION NUMBER: 0000902664-12-000334 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ARROWGRASS CAPITAL PARTNERS (US) LP CENTRAL INDEX KEY: 0001454288 IRS NUMBER: 134365038 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13317 FILM NUMBER: 12603438 BUSINESS ADDRESS: STREET 1: 245 PARK AVENUE, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10167 BUSINESS PHONE: 44 203 100 1000 MAIL ADDRESS: STREET 1: 245 PARK AVENUE, 39TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10167 13F-HR 1 p12-0304form13fhr.txt ARROWGRASS CAPITAL PARTNERS (US) LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 ------------------------ Check here if Amendment [ ]; Amendment Number: ------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Arrowgrass Capital Partners (US) LP -------------------------------------------------- Address: 1330 Avenue of the Americas -------------------------------------------------- 32nd Floor -------------------------------------------------- New York, New York 10019 -------------------------------------------------- Form 13F File Number: 028-13317 ------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephen Ellwood -------------------------------------------------- Title: Chief Compliance Officer -------------------------------------------------- Phone: 212-584-1161 -------------------------------------------------- Signature, Place, and Date of Signing: /s/ Stephen Ellwood New York, New York February 14, 2012 ------------------------ ----------------------- ------------------------- [Signature] [City/State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------- Form 13F Information Table Entry Total: 47 ------------- Form 13F Information Table Value Total: $1,643,765 ------------- (thousands) List of Other Included Managers: None

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ---------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- APPLE INC COM 037833100 5,873 14,500 SH CALL SOLE 14,500 0 0 APPLE INC COM 037833100 5,873 14,500 SH PUT SOLE 14,500 0 0 ARCH COAL INC COM 039380100 827 57,000 SH SOLE 57,000 0 0 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 13,890 10,000 PRN SOLE 0 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 1,124 55,000 SH SOLE 55,000 0 0 ANADARKO PETE CORP COM 032511107 25,818 338,238 SH SOLE 338,238 0 0 BLUE WOLF MONGOLIA HOLDINGS UNIT 99/99/9999 G11962126 7,041 704,200 SH SOLE 704,200 0 0 BOEING CO COM 097023105 13,606 185,500 SH CALL SOLE 185,500 0 0 BOEING CO COM 097023105 13,606 185,500 SH PUT SOLE 185,500 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 14,566 7,500 PRN SOLE 0 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 14,950 15,000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 10,429 263,223 SH SOLE 263,223 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 163,752 4,127,858 SH SOLE 4,127,858 0 0 CME GROUP INC COM 12572Q105 3,334 13,682 SH SOLE 13,682 0 0 CME GROUP INC COM 12572Q105 8,382 34,400 SH CALL SOLE 34,400 0 0 CME GROUP INC COM 12572Q105 8,382 34,400 SH PUT SOLE 34,400 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 67,148 2,000,838 SH SOLE 2,000,838 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 5,288 5,000 PRN SOLE 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 21,771 309,867 SH SOLE 309,867 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 2,152 200,000 SH SOLE 200,000 0 0 GOODRICH CORP COM 382388106 289,628 2,341,372 SH SOLE 2,341,372 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 13,092 1,117,100 SH SOLE 1,117,100 0 0 KULICKE & SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 3,607 5,598 PRN SOLE 0 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 5,665 50,363 PRN SOLE 0 0 0 LAM RESEARCH CORP COM 512807108 3,828 103,413 SH SOLE 103,413 0 0 MASTERCARD INC CL A 57636Q104 733 1,965 SH SOLE 1,965 0 0 MASTERCARD INC CL A 57636Q104 10,700 28,700 SH CALL SOLE 28,700 0 0 MASTERCARD INC CL A 57636Q104 10,700 28,700 SH PUT SOLE 28,700 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 206,462 3,693,419 SH SOLE 3,693,419 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 245,441 6,325,795 SH SOLE 6,325,795 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 22,657 19,795 PRN SOLE 0 0 0 MEADWESTVACO CORP COM 583334107 1,078 36,000 SH SOLE 36,000 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 13,097 11,500 PRN SOLE 0 0 0 VERIFONE SYS INC NOTE 1.375% 6/1 92342YAB5 18,520 22,950 PRN SOLE 0 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 20,755 15,000 PRN SOLE 0 0 0 RITE AID CORP COM 767754104 504 400,000 SH SOLE 400,000 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 3,003 15,000 PRN SOLE 0 0 0 SEALED AIR CORP NEW COM 81211K100 9,202 534,681 SH SOLE 534,681 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 383 3,051 SH SOLE 3,051 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 31,375 250,000 SH PUT SOLE 250,000 0 0 SAFEWAY INC COM NEW 786514208 1,788 85,000 SH SOLE 85,000 0 0 TEMPLE INLAND INC COM 879868107 6,713 211,685 SH SOLE 211,685 0 0 PHARMASSET INC COM 71715N106 301,458 2,351,465 SH SOLE 2,351,465 0 0 WALTER ENERGY INC COM 93317Q105 606 10,000 SH SOLE 10,000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5,200 4,000 SH SOLE 4,000 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 314 31,527 SH SOLE 31,527 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 9,443 988,800 SH SOLE 988,800 0 0