0000902664-12-001080.txt : 20120814 0000902664-12-001080.hdr.sgml : 20120814 20120814061512 ACCESSION NUMBER: 0000902664-12-001080 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121029305 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 p12-1476form13fhr.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: June 30, 2012 ------------------------ 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 August 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: 59 ------------- Form 13F Information Table Value Total: $1,604,376 ------------- (thousands) Note: The information provided herein with respect to warrants assumes the exercise of the reported warrants. 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 ---------------------------- ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- ABOVENET INC COM 00374N107 3,791 45,128 SH SOLE 45,128 0 0 APPLE INC COM 037833100 5,222 8,941 SH SOLE 8,941 0 0 APPLE INC COM 037833100 49,698 85,100 SH CALL SOLE 0 0 0 APPLE INC COM 037833100 32,120 55,000 SH PUT SOLE 55,000 0 0 ARCH COAL INC COM 039380100 2,067 3,000 SH CALL SOLE 0 0 0 ARIBA INC COM NEW 04033V203 33,517 748,807 SH SOLE 748,807 0 0 BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 2,282 150,000 SH CALL SOLE 0 0 0 BLUE WOLF MONGOLIA HOLDINGS UNIT 99/99/9999 G11962126 7,176 704,200 SH SOLE 704,200 0 0 CELANESE CORP DEL COM SER A 150870103 2,217 64,052 SH SOLE 64,052 0 0 COLLECTIVE BRANDS INC COM 19421W100 30,593 1,428,249 SH SOLE 1,428,249 0 0 COOPER INDUSTRIES PLC SHS G24140108 78,284 1,148,200 SH SOLE 1,148,200 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 5,644 191,638 SH SOLE 191,638 0 0 DARDEN RESTAURANTS INC COM 237194105 1,013 20,000 SH SOLE 20,000 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 24,751 305,718 SH SOLE 305,718 0 0 GEN-PROBE INC NEW COM 36866T103 63,958 778,082 SH SOLE 778,082 0 0 GEO GROUP INC COM 36159R103 1,727 76,000 SH SOLE 76,000 0 0 GOODRICH CORP COM 382388106 307,608 2,424,018 SH SOLE 2,424,018 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 13,805 1,078,548 SH SOLE 1,078,548 0 0 HOLOGIC INC COM 436440101 9,536 528,621 SH SOLE 528,621 0 0 HONEYWELL INTL INC COM 438516106 9,772 1,750 SH PUT SOLE 1,750 0 0 HUMAN GENOME SCIENCES INC NOTE 3.000%11/1 444903AN8 4,927 5,000 PRN SOLE 0 0 0 JOHNSON & JOHNSON COM 478160104 60,461 894,917 SH SOLE 894,917 0 0 JOHNSON & JOHNSON COM 478160104 33,780 500,000 SH CALL SOLE 0 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,953 34,998 PRN SOLE 0 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 57,893 61,209 PRN SOLE 0 0 0 LINCARE HLDGS INC COM 532791100 5,984 175,900 SH SOLE 175,900 0 0 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 13,080 500,000 SH CALL SOLE 0 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 11,756 10,000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 491 44,000 SH SOLE 44,000 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4,205 7,000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3,348 300,000 SH CALL SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 6,723 1,065,463 SH SOLE 1,065,463 0 0 MOSAIC CO NEW COM 61945C103 2,569 46,912 SH SOLE 46,912 0 0 NATIONAL RETAIL PPTYS INC NOTE 3.950 9/1 637417AA4 20,058 16,700 PRN SOLE 0 0 0 NEW YORK TIMES CO CL A 650111107 390 50,000 SH CALL SOLE 0 0 0 NEWS CORP CL A 65248E104 11,477 514,896 SH SOLE 514,896 0 0 ORACLE CORP COM 68389X105 1,871 63,000 SH SOLE 63,000 0 0 PROGRESS ENERGY INC COM 743263105 317,427 5,275,500 SH SOLE 5,275,500 0 0 QUEST SOFTWARE INC COM 74834T103 21,875 786,604 SH SOLE 786,604 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 4,645 16,500 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 1,228 319,741 SH SOLE 319,741 0 0 RADIOSHACK CORP COM 750438103 1,592 414,700 SH PUT SOLE 414,700 0 0 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 24,741 20,000 PRN SOLE 0 0 0 ROI ACQUISITION CORP UNIT 99/99/9999 74966A203 5,910 600,000 SH SOLE 600,000 0 0 SIRIUS XM RADIO INC COM 82967N108 4,625 2,500,000 SH CALL SOLE 0 0 0 SOLUTIA INC COM NEW 834376501 109,566 3,906,104 SH SOLE 3,906,104 0 0 SOUTHWEST AIRLS CO COM 844741108 1,245 135,000 SH SOLE 135,000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 20,416 150,000 SH CALL SOLE 0 0 0 STEEL DYNAMICS INC COM 858119100 469 40,000 SH SOLE 40,000 0 0 STEEL DYNAMICS INC COM 858119100 1,172 100,000 SH CALL SOLE 0 0 0 TUDOU HLDGS LTD SPONSORED ADS 89903T107 3,734 111,402 SH SOLE 111,402 0 0 TYCO INTERNATIONAL LTD SHS H89128104 83,014 1,578,510 SH SOLE 1,578,510 0 0 UNITED STATES STL CORP NEW COM 912909108 4,120 200,000 SH SOLE 200,000 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 5,816 9,000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 4,120 200,000 SH PUT SOLE 200,000 0 0 US AIRWAYS GROUP INC NOTE 7.250% 5/1 911905AC1 45,211 15,500 PRN SOLE 0 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 7,319 138,100 SH SOLE 138,100 0 0 YRC WORLDWIDE INC NOTE 10.000% 3/3 984249AB8 1,800 8,698 PRN SOLE 0 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 7,583 988,800 SH SOLE 988,800 0 0