Chief Compliance Officer

0000902664-19-004294.txt : 20191114 0000902664-19-004294.hdr.sgml : 20191114 20191114060752 ACCESSION NUMBER: 0000902664-19-004294 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191114 DATE AS OF CHANGE: 20191114 EFFECTIVENESS DATE: 20191114 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: 191216153 BUSINESS ADDRESS: STREET 1: 1330 AVENUE OF THE AMERICAS STREET 2: 32ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 44 203 100 1000 MAIL ADDRESS: STREET 1: 1330 AVENUE OF THE AMERICAS STREET 2: 32ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001454288 XXXXXXXX 09-30-2019 09-30-2019 false ARROWGRASS CAPITAL PARTNERS (US) LP

1330 Avenue of the Americas 32nd Floor New York NY 10019

13F HOLDINGS REPORT 028-13317 N David Worley Chief Compliance Officer 212-584-1161 /s/ David Worle New York NY 11-14-2019 1 184 1345677 1 0001512754 028-14258 ARROWGRASS CAPITAL PARTNERS LLP INFORMATION TABLE 2 infotable.xml ALCOA CORP COM 013872106 949 47308 SH SOLE 1 47308 0 0 ALCOA CORP COM 013872106 1405 70000 SH Put SOLE 1 70000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 6103 226293 SH SOLE 1 226293 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 8091 300000 SH Put SOLE 1 300000 0 0 ABBVIE INC COM 00287Y109 11666 154070 SH SOLE 1 154070 0 0 ABBVIE INC COM 00287Y109 12305 162500 SH Put SOLE 1 162500 0 0 ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 493 666666 SH SOLE 1 666666 0 0 ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 12313 1250000 SH SOLE 1 1250000 0 0 ACT II GLOBAL ACQUISITION CO *W EXP 04/30/202 G0080J120 581 625000 SH SOLE 1 625000 0 0 AERIE PHARMACEUTICALS INC COM 00771V108 2909 151350 SH SOLE 1 151350 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1554 19325 SH SOLE 1 19325 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4021 50000 SH Put SOLE 1 50000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2150 21953 SH SOLE 1 21953 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 4897 50000 SH Put SOLE 1 50000 0 0 APPLIED MATLS INC COM 038222105 3743 75000 SH Call SOLE 1 0 0 0 APPLIED MATLS INC COM 038222105 20958 345000 SH Put SOLE 1 345000 0 0 ALPS ETF TR ALERIAN MLP 00162Q866 5066 554231 SH SOLE 1 554231 0 0 ALPS ETF TR ALERIAN MLP 00162Q866 6398 700000 SH Put SOLE 1 700000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 247 4670 SH SOLE 1 4670 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1588 30000 SH Put SOLE 1 30000 0 0 BEST BUY INC COM 086516101 558 8086 SH SOLE 1 8086 0 0 BEST BUY INC COM 086516101 1725 25000 SH Put SOLE 1 25000 0 0 BAIDU INC SPON ADR REP A 056752108 4277 41623 SH SOLE 1 41623 0 0 BAIDU INC SPON ADR REP A 056752108 3083 30000 SH Put SOLE 1 30000 0 0 BLACKROCK INC COM 09247X101 2868 6436 SH SOLE 1 6436 0 0 BLACKROCK INC COM 09247X101 11141 25000 SH Put SOLE 1 25000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1076 21224 SH SOLE 1 21224 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 5071 100000 SH Put SOLE 1 100000 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3822 18372 SH SOLE 1 18372 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10401 50000 SH Put SOLE 1 50000 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2379 25000 SH Put SOLE 1 25000 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2379 25000 SH Call SOLE 1 0 0 0 BLACKSTONE GROUP INC COM CL A 09260D107 1614 33039 SH SOLE 1 33039 0 0 BLACKSTONE GROUP INC COM CL A 09260D107 9768 200000 SH Put SOLE 1 200000 0 0 CARDINAL HEALTH INC COM 14149Y108 2044 43316 SH SOLE 1 43316 0 0 CARDINAL HEALTH INC COM 14149Y108 3303 70000 SH Put SOLE 1 70000 0 0 CATERPILLAR INC DEL COM 149123101 2111 16713 SH SOLE 1 16713 0 0 CATERPILLAR INC DEL COM 149123101 2779 22000 SH Call SOLE 1 0 0 0 CATERPILLAR INC DEL COM 149123101 11621 92000 SH Put SOLE 1 92000 0 0 CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 11561 1100000 SH SOLE 1 1100000 0 0 COLGATE PALMOLIVE CO COM 194162103 1176 15993 SH SOLE 1 15993 0 0 COLGATE PALMOLIVE CO COM 194162103 3676 50000 SH Put SOLE 1 50000 0 0 CONOCOPHILLIPS COM 20825C104 1634 28679 SH SOLE 1 28679 0 0 CONOCOPHILLIPS COM 20825C104 3419 60000 SH Put SOLE 1 60000 0 0 COSTCO WHSL CORP NEW COM 22160K105 143 497 SH SOLE 1 497 0 0 COSTCO WHSL CORP NEW COM 22160K105 4322 15000 SH Put SOLE 1 15000 0 0 CISCO SYS INC COM 17275R102 1684 34088 SH SOLE 1 34088 0 0 CISCO SYS INC COM 17275R102 6423 130000 SH Put SOLE 1 130000 0 0 CORTEVA INC COM 22052L104 252 9009 SH SOLE 1 9009 0 0 CHEVRON CORP NEW COM 166764100 403 3400 SH Call SOLE 1 0 0 0 CHEVRON CORP NEW COM 166764100 403 3400 SH Put SOLE 1 3400 0 0 DUPONT DE NEMOURS INC COM 26614N102 643 9010 SH SOLE 1 9010 0 0 DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 17798 1750000 SH SOLE 1 1750000 0 0 DOW INC COM 260557103 237 4968 SH SOLE 1 4968 0 0 DIAMONDPEAK HLDGS COR UNIT 99/99/9999 25280H209 12240 1200000 SH SOLE 1 1200000 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 5752 60000 SH Call SOLE 1 0 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 5752 60000 SH Put SOLE 1 60000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 7404 181149 SH SOLE 1 181149 0 0 ISHARES INC MSCI BRAZIL ETF 464286400 294 6980 SH SOLE 1 6980 0 0 FACEBOOK INC CL A 30303M102 7123 40000 SH Call SOLE 1 0 0 0 FACEBOOK INC CL A 30303M102 10685 60000 SH Put SOLE 1 60000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 1202 30200 SH SOLE 1 30200 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 39800 1000000 SH Call SOLE 1 0 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 29850 750000 SH Put SOLE 1 750000 0 0 GENERAL MLS INC COM 370334104 399 7234 SH SOLE 1 7234 0 0 GENERAL MLS INC COM 370334104 8268 150000 SH Put SOLE 1 150000 0 0 GENERAL MTRS CO COM 37045V100 1947 51946 SH SOLE 1 51946 0 0 GENERAL MTRS CO COM 37045V100 6746 180000 SH Put SOLE 1 180000 0 0 GORES METROPOULOS INC COM CL A 382872109 20200 2000000 SH SOLE 1 2000000 0 0 GORES METROPOULOS INC *W EXP 01/28/202 382872117 933 666666 SH SOLE 1 666666 0 0 ALPHABET INC CAP STK CL C 02079K107 30475 25000 SH Put SOLE 1 25000 0 0 ALPHABET INC CAP STK CL C 02079K107 52417 43000 SH Call SOLE 1 0 0 0 ALPHABET INC CAP STK CL A 02079K305 1 1 SH SOLE 1 1 0 0 GORES HOLDINGS III INC CLASS A 38286G109 22748 2250000 SH SOLE 1 2250000 0 0 GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 1125 750000 SH SOLE 1 750000 0 0 GS ACQUISITION HLDGS CORP COM CL A 36255F102 15300 1500000 SH SOLE 1 1500000 0 0 GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 750 500000 SH SOLE 1 500000 0 0 HALLIBURTON CO COM 406216101 6139 325670 SH SOLE 1 325670 0 0 HALLIBURTON CO COM 406216101 6315 335000 SH Put SOLE 1 335000 0 0 HP INC COM 40434L105 868 45857 SH SOLE 1 45857 0 0 HP INC COM 40434L105 3784 200000 SH Call SOLE 1 0 0 0 HP INC COM 40434L105 3784 200000 SH Put SOLE 1 200000 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9503 10000 PRN SOLE 1 10000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 7271 50000 SH Call SOLE 1 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 13815 95000 SH Put SOLE 1 95000 0 0 ILLUMINA INC COM 452327109 1373 4512 SH SOLE 1 4512 0 0 SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 43870 4100000 SH SOLE 1 4100000 0 0 IQIYI INC SPONSORED ADS 46267X108 7452 462000 SH SOLE 1 462000 0 0 JD COM INC SPON ADR CL A 47215P106 2156 76411 SH SOLE 1 76411 0 0 JD COM INC SPON ADR CL A 47215P106 5642 200000 SH Put SOLE 1 200000 0 0 JOHNSON & JOHNSON COM 478160104 1175 9082 SH SOLE 1 9082 0 0 JOHNSON & JOHNSON COM 478160104 3881 30000 SH Put SOLE 1 30000 0 0 KRAFT HEINZ CO COM 500754106 3599 128852 SH SOLE 1 128852 0 0 KRAFT HEINZ CO COM 500754106 4190 150000 SH Put SOLE 1 150000 0 0 LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 461 583333 SH SOLE 1 583333 0 0 LILLY ELI & CO COM 532457108 2540 22712 SH SOLE 1 22712 0 0 LILLY ELI & CO COM 532457108 6710 60000 SH Put SOLE 1 60000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 57451 50000 PRN SOLE 1 50000 0 0 LOWES COS INC COM 548661107 553 5033 SH SOLE 1 5033 0 0 LOWES COS INC COM 548661107 5498 50000 SH Put SOLE 1 50000 0 0 LAM RESEARCH CORP COM 512807108 42 183 SH SOLE 1 183 0 0 LAM RESEARCH CORP COM 512807108 3929 17000 SH Put SOLE 1 17000 0 0 METLIFE INC COM 59156R108 6788 143941 SH SOLE 1 143941 0 0 METLIFE INC COM 59156R108 21222 450000 SH Put SOLE 1 450000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1195 43099 SH SOLE 1 43099 0 0 MGM RESORTS INTERNATIONAL COM 552953101 8316 300000 SH Put SOLE 1 300000 0 0 3M CO COM 88579Y101 2228 13554 SH SOLE 1 13554 0 0 3M CO COM 88579Y101 3288 20000 SH Put SOLE 1 20000 0 0 MOSAIC ACQUISITION CORP COM CL A 61946M100 20660 1999998 SH SOLE 1 1999998 0 0 MOSAIC ACQUISITION CORP *W EXP 10/23/202 61946M118 767 666666 SH SOLE 1 666666 0 0 MOSAIC ACQUISITION CORP UNIT 99/99/9999 61946M209 0 2 SH SOLE 1 2 0 0 MERCK & CO INC COM 58933Y105 8418 100000 SH Call SOLE 1 0 0 0 MERCK & CO INC COM 58933Y105 8418 100000 SH Put SOLE 1 100000 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 560 22420 SH SOLE 1 22420 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2497 100000 SH Put SOLE 1 100000 0 0 MORGAN STANLEY COM NEW 617446448 571 13392 SH SOLE 1 13392 0 0 MORGAN STANLEY COM NEW 617446448 2134 50000 SH Put SOLE 1 50000 0 0 MICROSOFT CORP COM 594918104 20855 150000 SH Call SOLE 1 0 0 0 MICROSOFT CORP COM 594918104 6952 50000 SH Put SOLE 1 50000 0 0 MICRON TECHNOLOGY INC COM 595112103 17140 400000 SH Call SOLE 1 0 0 0 MICRON TECHNOLOGY INC COM 595112103 2571 60000 SH Put SOLE 1 60000 0 0 NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 500 500000 SH SOLE 1 500000 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 1954 36982 SH SOLE 1 36982 0 0 NETFLIX INC COM 64110L106 6691 25000 SH Call SOLE 1 0 0 0 NIKE INC CL B 654106103 1140 12139 SH SOLE 1 12139 0 0 NIKE INC CL B 654106103 5494 58500 SH Put SOLE 1 58500 0 0 OKTA INC CL A 679295105 5218 53000 SH SOLE 1 53000 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 628 30243 SH SOLE 1 30243 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2075 100000 SH Call SOLE 1 0 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2075 100000 SH Put SOLE 1 100000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2171 150000 SH Call SOLE 1 0 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2171 150000 SH Put SOLE 1 150000 0 0 PFIZER INC COM 717081103 4878 135754 SH SOLE 1 135754 0 0 PFIZER INC COM 717081103 5390 150000 SH Call SOLE 1 0 0 0 PFIZER INC COM 717081103 5390 150000 SH Put SOLE 1 150000 0 0 PROOFPOINT INC COM 743424103 3839 29748 SH SOLE 1 29748 0 0 PRUDENTIAL FINL INC COM 744320102 2233 24829 SH SOLE 1 24829 0 0 PRUDENTIAL FINL INC COM 744320102 4498 50000 SH Put SOLE 1 50000 0 0 PAYPAL HLDGS INC COM 70450Y103 1414 13653 SH SOLE 1 13653 0 0 PAYPAL HLDGS INC COM 70450Y103 10359 100000 SH Put SOLE 1 100000 0 0 QUALCOMM INC COM 747525103 157 2054 SH SOLE 1 2054 0 0 QUALCOMM INC COM 747525103 1907 25000 SH Put SOLE 1 25000 0 0 REPLAY ACQUISITION CORP COM G75130107 12413 1250000 SH SOLE 1 1250000 0 0 REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 469 625000 SH SOLE 1 625000 0 0 SCHLUMBERGER LTD COM 806857108 4316 126317 SH SOLE 1 126317 0 0 SCHLUMBERGER LTD COM 806857108 2563 75000 SH Call SOLE 1 0 0 0 SCHLUMBERGER LTD COM 806857108 7859 230000 SH Put SOLE 1 230000 0 0 SUNDIAL GROWERS INC COM 86730L109 5306 1106595 SH SOLE 1 1106595 0 0 ISHARES TR PHLX SEMICND ETF 464287523 12685 60000 SH Put SOLE 1 60000 0 0 AT&T INC COM 00206R102 1325 35027 SH SOLE 1 35027 0 0 AT&T INC COM 00206R102 12109 320000 SH Put SOLE 1 320000 0 0 TARGET HOSPITALITY CORP COM 87615L107 6810 1000000 SH SOLE 1 1000000 0 0 TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 551 524473 SH SOLE 1 524473 0 0 TPG PACE HLDGS CORP *W EXP 06/27/202 G89827110 1206 763030 SH SOLE 1 763030 0 0 UBER TECHNOLOGIES INC COM 90353T100 127895 4197399 SH SOLE 1 4197399 0 0 VISA INC COM CL A 92826C839 8601 50000 SH Call SOLE 1 0 0 0 VISA INC COM CL A 92826C839 32252 187500 SH Put SOLE 1 187500 0 0 WASTE MGMT INC DEL COM 94106L109 4600 40000 SH Call SOLE 1 0 0 0 WASTE MGMT INC DEL COM 94106L109 4600 40000 SH Put SOLE 1 40000 0 0 WALMART INC COM 931142103 2967 25000 SH Call SOLE 1 0 0 0 WAITR HLDGS INC COM 930752100 1583 1232042 SH SOLE 1 1232042 0 0 WYNN RESORTS LTD COM 983134107 2146 19741 SH SOLE 1 19741 0 0 WYNN RESORTS LTD COM 983134107 5436 50000 SH Put SOLE 1 50000 0 0 UNITED STATES STL CORP NEW COM 912909108 2454 212491 SH SOLE 1 212491 0 0 UNITED STATES STL CORP NEW COM 912909108 924 80000 SH Call SOLE 1 0 0 0 UNITED STATES STL CORP NEW COM 912909108 3234 280000 SH Put SOLE 1 280000 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 2057 26974 SH SOLE 1 26974 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 4575 60000 SH Put SOLE 1 60000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 7253 122524 SH SOLE 1 122524 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 14800 250000 SH Put SOLE 1 250000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2583 92242 SH SOLE 1 92242 0 0 EXXON MOBIL CORP COM 30231G102 1317 18651 SH SOLE 1 18651 0 0 EXXON MOBIL CORP COM 30231G102 2824 40000 SH Put SOLE 1 40000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 6616 295884 SH SOLE 1 295884 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 11180 500000 SH Put SOLE 1 500000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1864 43938 SH SOLE 1 43938 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 8486 200000 SH Put SOLE 1 200000 0 0 YY INC SPONSORED ADS A 98426T106 3500 62250 SH SOLE 1 62250 0 0 YY INC SPONSORED ADS A 98426T106 5623 100000 SH Put SOLE 1 100000 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 14660 491600 SH SOLE 1 491600 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 4105 597827 SH SOLE 1 597827 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 24031 3500000 SH Put SOLE 1 3500000 0 0 BARCLAYS BK PLC IPATH B SHRT TRM 06746P621 15497 652801 SH SOLE 1 652801 0 0 BARCLAYS BK PLC IPATH B SHRT TRM 06746P621 18997 800200 SH Put SOLE 1 800200 0 0