Managing Director

0001062993-17-000534.txt : 20170207 0001062993-17-000534.hdr.sgml : 20170207 20170207091244 ACCESSION NUMBER: 0001062993-17-000534 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170207 DATE AS OF CHANGE: 20170207 EFFECTIVENESS DATE: 20170207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MIZUHO SECURITIES USA INC. CENTRAL INDEX KEY: 0001513006 IRS NUMBER: 362880742 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14335 FILM NUMBER: 17577377 BUSINESS ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-209-9462 MAIL ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001513006 XXXXXXXX 12-31-2016 12-31-2016 MIZUHO SECURITIES USA INC.

320 PARK AVE, 12TH FLOOR NEW YORK NY 10022

13F HOLDINGS REPORT 028-14335 N Mitchell Billek Managing Director 201.626.1286 Mitchell Billek New York NY 12-31-2016 0 200 2401116 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 3-D SYS CORP DEL COM NEW 88554D205 2109 254900 SH Put SOLE 254900 0 0 3-D SYS CORP DEL COM NEW 88554D205 3388 254900 SH SOLE 254900 0 0 3M CO COM 88579Y101 1686 9439 SH SOLE 9439 0 0 ALPHABET INC CAP STK CL A 02079K305 4596 5800 SH SOLE 5800 0 0 AMBARELLA INC SHS G037AX101 8 11100 SH Put SOLE 11100 0 0 AMBARELLA INC SHS G037AX101 601 11100 SH SOLE 11100 0 0 AMERICAN CAP LTD COM 02503Y103 3584 200000 SH SOLE 200000 0 0 AMERICAN EXPRESS CO COM 025816109 699 9439 SH SOLE 9439 0 0 AMPLIFY SNACK BRANDS COM 03211L102 406 60500 SH Put SOLE 60500 0 0 AMPLIFY SNACK BRANDS COM 03211L102 533 60500 SH SOLE 60500 0 0 ANNALY CAP MGMT INC COM 035710409 10459 1049000 SH SOLE 1049000 0 0 ANTHEM INC COM 036752103 1351 9400 SH SOLE 9400 0 0 APPLE INC COM 037833100 1093 9439 SH SOLE 9439 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2753 60300 SH SOLE 60300 0 0 BANK NEW YORK MELLON CORP COM 064058100 971 20500 SH SOLE 20500 0 0 BANK AMER CORP COM 060505104 891 40300 SH SOLE 40300 0 0 BOEING CO COM 097023105 1469 9439 SH SOLE 9439 0 0 BOULEVARD ACQUISITION CL A 10157Q102 2802 283300 SH SOLE 283300 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1788 24400 SH SOLE 24400 0 0 CABOT OIL & GAS CORP COM 127097103 1666 71300 SH SOLE 71300 0 0 CANADIAN SOLAR INC COM 136635109 550 75900 SH Put SOLE 75900 0 0 CANADIAN SOLAR INC COM 136635109 924 75900 SH SOLE 75900 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 18643 358100 SH SOLE 358100 0 0 CATERPILLAR INC DEL COM 149123101 875 9439 SH SOLE 9439 0 0 CELGENE CORP COM 151020104 15163 131000 SH SOLE 131000 0 0 CF CORP SHS CL A G20307107 253 25400 SH SOLE 25400 0 0 SCHWAB CHARLES CORP NEW COM 808513105 14809 375200 SH SOLE 375200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 11351 1617000 SH SOLE 1617000 0 0 CHEVRON CORP NEW COM 166764100 34997 297339 SH SOLE 297339 0 0 CHIMERA INVT CORP COM NEW 16934Q208 9055 532000 SH SOLE 532000 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1231 50500 SH Put SOLE 50500 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 19055 50500 SH SOLE 50500 0 0 CISCO SYS INC COM 17275R102 144 79439 SH Put SOLE 79439 0 0 CISCO SYS INC COM 17275R102 2401 79439 SH SOLE 79439 0 0 CITIGROUP INC COM NEW 172967424 1159 19500 SH SOLE 19500 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 638 1700000 SH SOLE 1700000 0 0 COCA COLA CO COM 191216100 391 9439 SH SOLE 9439 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 241 27800 SH SOLE 27800 0 0 CORNING INC COM 219350105 9997 411900 SH SOLE 411900 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 2900 2511000 SH SOLE 2511000 0 0 CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 177 132100 SH Put SOLE 132100 0 0 CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 10901 132100 SH SOLE 132100 0 0 DOUBLE EAGLE ACQUISITION COR COM G28195124 1698 171500 SH SOLE 171500 0 0 DOW CHEM CO COM 260543103 18883 330000 SH SOLE 330000 0 0 DTE ENERGY CO COM 233331107 1379 14000 SH SOLE 14000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 693 9439 SH SOLE 9439 0 0 EASTERLY ACQUISITION CORP COM 27616L102 714 72439 SH SOLE 72439 0 0 EASTMAN CHEM CO COM 277432100 4197 55800 SH SOLE 55800 0 0 ELECTRUM SPL ACQUISITION COR SHS G3105C104 990 100000 SH SOLE 100000 0 0 EMERSON ELEC CO COM 291011104 3033 54400 SH SOLE 54400 0 0 EQUITY ONE COM 294752100 3520 114700 SH SOLE 114700 0 0 EVERBANK FINL CORP COM 29977G102 1945 100000 SH SOLE 100000 0 0 EXXON MOBIL CORP COM 30231G102 852 9439 SH SOLE 9439 0 0 FASTENAL CO COM 311900104 911 19400 SH SOLE 19400 0 0 FEDEX CORP COM 31428X106 1303 7000 SH SOLE 7000 0 0 FIRST SOLAR INC COM 336433107 3693 314000 SH Put SOLE 314000 0 0 FIRST SOLAR INC COM 336433107 10076 314000 SH SOLE 314000 0 0 FITBIT INC CL A 33812L102 2 371400 SH Call SOLE 371400 0 0 FITBIT INC CL A 33812L102 5341 371400 SH Put SOLE 371400 0 0 FITBIT INC CL A 33812L102 2719 371400 SH SOLE 371400 0 0 FRANKS INTL N V COM N33462107 776 63000 SH SOLE 63000 0 0 FRANKS INTL N V COM N33462107 492 63000 SH Put SOLE 63000 0 0 GENERAL DYNAMICS CORP COM 369550108 1485 8600 SH SOLE 8600 0 0 GENERAL ELECTRIC CO COM 369604103 298 9439 SH SOLE 9439 0 0 GERDAU S A SPON ADR REP PFD 373737105 756 240900 SH SOLE 240900 0 0 GLOBAL PARTNER ACQUISITION C COM 37954X105 679 68358 SH SOLE 68358 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2260 9439 SH SOLE 9439 0 0 GOPRO INC CL A 38268T103 3 95000 SH Call SOLE 95000 0 0 GOPRO INC CL A 38268T103 1568 95000 SH Put SOLE 95000 0 0 GOPRO INC CL A 38268T103 827 95000 SH SOLE 95000 0 0 GULFPORT ENERGY CORP COM NEW 402635304 541 25000 SH SOLE 25000 0 0 HENNESSY CAP ACQUISITION COR COM 42588J100 4036 400000 SH SOLE 400000 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 2493 2750000 SH SOLE 2750000 0 0 HERITAGE OAKS BANCORP COM 42724R107 493 40000 SH SOLE 40000 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 693 35000 SH SOLE 35000 0 0 HOME DEPOT INC COM 437076102 1266 9439 SH SOLE 9439 0 0 ILLINOIS TOOL WKS INC COM 452308109 5560 45400 SH SOLE 45400 0 0 INTEL CORP SDCV 12/1 458140AD2 25327 18800000 SH SOLE 18800000 0 0 INTEL CORP COM 458140100 342 9439 SH SOLE 9439 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 292 325000 SH SOLE 325000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1567 9439 SH SOLE 9439 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 382 25000 SH SOLE 25000 0 0 ISHARES TR 20 YR TR BD ETF 464287432 35739 300000 SH SOLE 300000 0 0 ISHARES MSCI MEX CAP ETF 464286822 11876 270100 SH SOLE 270100 0 0 ISHARES TR NA NAT RES 464287374 1143 31800 SH SOLE 31800 0 0 JOHNSON & JOHNSON COM 478160104 17286 150039 SH SOLE 150039 0 0 JPMORGAN CHASE & CO COM 46625H100 814 9439 SH SOLE 9439 0 0 JUNO THERAPEUTICS INC COM 48205A109 501 24400 SH Put SOLE 24400 0 0 JUNO THERAPEUTICS INC COM 48205A109 460 24400 SH SOLE 24400 0 0 KB HOME COM 48666K109 847 53600 SH SOLE 53600 0 0 KINDER MORGAN INC DEL COM 49456B101 824 39800 SH SOLE 39800 0 0 LANNET INC COM 516012101 373 44800 SH Put SOLE 44800 0 0 LANNET INC COM 516012101 988 44800 SH SOLE 44800 0 0 LENDINGCLUB CORP COM 52603A109 1678 524900 SH Put SOLE 524900 0 0 LENDINGCLUB CORP COM 52603A109 2756 524900 SH SOLE 524900 0 0 LINE CORP SPONSORED ADR 53567X101 124 14900 SH Put SOLE 14900 0 0 LINE CORP SPONSORED ADR 53567X101 507 14900 SH SOLE 14900 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 956 11700 SH SOLE 11700 0 0 MANNKIND CORP COM 56400P201 676 123800 SH Put SOLE 123800 0 0 MANNKIND CORP COM 56400P201 79 123800 SH SOLE 123800 0 0 MARATHON OIL CORP COM 565849106 10123 584800 SH SOLE 584800 0 0 MARATHON PETE CORP COM 56585A102 10755 213600 SH SOLE 213600 0 0 MCDONALDS CORP COM 580135101 1149 9439 SH SOLE 9439 0 0 MEDIA GEN INC NEW COM 58441K100 565 30000 SH SOLE 30000 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 2616 2180000 SH SOLE 2180000 0 0 MERCK & CO INC COM 58933Y105 556 9439 SH SOLE 9439 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 55 55000 SH SOLE 55000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 6242 4800000 SH SOLE 4800000 0 0 MICROSOFT CORP COM 594918104 587 9439 SH SOLE 9439 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4235 111100 SH SOLE 111100 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 654 111100 SH Put SOLE 111100 0 0 MORGAN STANLEY COM NEW 617446448 1956 46300 SH SOLE 46300 0 0 NATIONAL BEVERAGE CORP COM 635017106 147 19200 SH Put SOLE 19200 0 0 NATIONAL BEVERAGE CORP COM 635017106 981 19200 SH SOLE 19200 0 0 NIKE INC CL B 654106103 3824 75239 SH SOLE 75239 0 0 NORTHERN TR CORP COM 665859104 917 10300 SH SOLE 10300 0 0 NUTANIX INC CL A 67059N108 718 68900 SH Put SOLE 68900 0 0 NUTANIX INC CL A 67059N108 1830 68900 SH SOLE 68900 0 0 OMNICOM GROUP INC COM 681919106 3898 45800 SH SOLE 45800 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 18814 15427000 SH SOLE 15427000 0 0 ON SEMICONDUCTOR CORP COM 682189105 319 25000 SH SOLE 25000 0 0 ON SEMICONDUCTOR CORP COM 682189105 114 25000 SH Call SOLE 25000 0 0 ORACLE CORP COM 68389X105 14799 384900 SH SOLE 384900 0 0 ORIGO ACQUISITION CORP SHS G67789126 1042 100200 SH SOLE 100200 0 0 PACE HLDGS CORP CL A G6865N103 1493 147500 SH SOLE 147500 0 0 PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 4914 3500000 SH SOLE 3500000 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1305 1026000 SH SOLE 1026000 0 0 PANDORA MEDIA INC COM 698354107 752 274100 SH Put SOLE 274100 0 0 PANDORA MEDIA INC COM 698354107 3574 274100 SH SOLE 274100 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 1546 1500000 SH SOLE 1500000 0 0 PARKER HANNIFIN CORP COM 701094104 3598 25700 SH SOLE 25700 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1063 105100 SH SOLE 105100 0 0 PFIZER INC COM 717081103 24657 759139 SH SOLE 759139 0 0 PLUG POWER INC COM NEW 72919P202 116 50000 SH Put SOLE 50000 0 0 PLUG POWER INC COM NEW 72919P202 60 50000 SH SOLE 50000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 146065 1232828 SH SOLE 1232828 0 0 PRICELINE GRP INC COM NEW 741503403 4032 2750 SH SOLE 2750 0 0 PROCTER AND GAMBLE CO COM 742718109 32467 386139 SH SOLE 386139 0 0 RED HAT INC COM 756577102 4043 58000 SH SOLE 58000 0 0 RESTORATION HARDWARE HLDGS I COM 761283100 1908 211900 SH Put SOLE 211900 0 0 RESTORATION HARDWARE HLDGS I COM 761283100 6505 211900 SH SOLE 211900 0 0 REYNOLDS AMERICAN INC COM 761713106 700 12500 SH SOLE 12500 0 0 ROBERT HALF INTL INC COM 770323103 2385 48900 SH SOLE 48900 0 0 ROYAL GOLD INC COM 780287108 950 15000 SH SOLE 15000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1483 1275000 SH SOLE 1275000 0 0 SEMPRA ENERGY COM 816851109 795 7900 SH SOLE 7900 0 0 SHAKE SHACK INC CL A 819047101 337 17200 SH Put SOLE 17200 0 0 SHAKE SHACK INC CL A 819047101 616 17200 SH SOLE 17200 0 0 SL GREEN RLTY CORP COM 78440X101 2463 22900 SH SOLE 22900 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1450 50000 SH SOLE 50000 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 734 28960 SH SOLE 28960 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 39186 327247 SH SOLE 327247 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 921 8400 SH SOLE 8400 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1498910 6711166 SH SOLE 6711166 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 36 6711166 SH Call SOLE 6711166 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1940 6711166 SH Put SOLE 6711166 0 0 SQUARE INC CL A 852234103 682 50000 SH SOLE 50000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 8834 8129000 SH SOLE 8129000 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 5077 4000000 SH SOLE 4000000 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 1016 75000 SH SOLE 75000 0 0 SUNPOWER CORP COM 867652406 2790 170500 SH Put SOLE 170500 0 0 SUNPOWER CORP COM 867652406 1127 170500 SH SOLE 170500 0 0 SUNTRUST BKS INC COM 867914103 1201 21900 SH SOLE 21900 0 0 TARGET CORP COM 87612E106 18000 249200 SH SOLE 249200 0 0 TESLA MTRS INC COM 88160R101 674 36000 SH Put SOLE 36000 0 0 TESLA MTRS INC COM 88160R101 7693 36000 SH SOLE 36000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3360 92700 SH SOLE 92700 0 0 TRAVELERS COMPANIES INC COM 89417E109 1156 9439 SH SOLE 9439 0 0 TIME WARNER INC COM NEW 887317303 4247 44000 SH SOLE 44000 0 0 TRANSOCEAN LTD REG SHS H8817H100 620 168400 SH Put SOLE 168400 0 0 TRANSOCEAN LTD REG SHS H8817H100 2482 168400 SH SOLE 168400 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 218 170000 SH SOLE 170000 0 0 TWILIO INC CL A 90138F102 7 38200 SH Call SOLE 38200 0 0 TWILIO INC CL A 90138F102 2760 38200 SH Put SOLE 38200 0 0 TWILIO INC CL A 90138F102 1102 38200 SH SOLE 38200 0 0 UNDER ARMOUR INC CL A 904311107 11 226500 SH Call SOLE 226500 0 0 UNDER ARMOUR INC CL A 904311107 2552 226500 SH Put SOLE 226500 0 0 UNDER ARMOUR INC CL A 904311107 6580 226500 SH SOLE 226500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1035 9439 SH SOLE 9439 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1511 9439 SH SOLE 9439 0 0 AXAR ACQUISITION CORP UNIT 12/31/2022X 05455L201 173 17300 SH SOLE 17300 0 0 DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 9037 179393 SH SOLE 179393 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 5993 104330 SH SOLE 104330 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 504 9439 SH SOLE 9439 0 0 VIACOM INC NEW CL B 92553P201 927 26400 SH SOLE 26400 0 0 VISA INC COM CL A 92826C839 1985 25439 SH SOLE 25439 0 0 WAL-MART STORES INC COM 931142103 652 9439 SH SOLE 9439 0 0 DISNEY WALT CO COM DISNEY 254687106 984 9439 SH SOLE 9439 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 17688 17350000 SH SOLE 17350000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 18 96600 SH Call SOLE 96600 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1335 96600 SH Put SOLE 96600 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1106 96600 SH SOLE 96600 0 0 WELLS FARGO & CO NEW COM 949746101 1058 19200 SH SOLE 19200 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 7365 3506000 SH SOLE 3506000 0 0 XPO LOGISTICS INC COM 983793100 1 21500 SH Put SOLE 21500 0 0 XPO LOGISTICS INC COM 983793100 928 21500 SH SOLE 21500 0 0 YADKIN FINL CORP COM 984305102 2741 80000 SH SOLE 80000 0 0 YAHOO INC COM 984332106 4041 104500 SH SOLE 104500 0 0 YAHOO INC COM 984332106 52 104500 SH Call SOLE 104500 0 0 YAHOO INC COM 984332106 1476 104500 SH Put SOLE 104500 0 0