Managing Director

0001062993-17-002234.txt : 20170505 0001062993-17-002234.hdr.sgml : 20170505 20170505093600 ACCESSION NUMBER: 0001062993-17-002234 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170505 DATE AS OF CHANGE: 20170505 EFFECTIVENESS DATE: 20170505 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: 17816408 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 03-31-2017 03-31-2017 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 03-31-2017 0 161 1839816 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 3-D SYS CORP DEL COM NEW 88554D205 8 9200 SH Call SOLE 9200 0 0 3-D SYS CORP DEL COM NEW 88554D205 652 9200 SH Put SOLE 9200 0 0 3-D SYS CORP DEL COM NEW 88554D205 135 9200 SH SOLE 9200 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 1395 760000 SH SOLE 760000 0 0 ALLERGAN PLC SHS G0177J108 1328 5500 SH SOLE 5500 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3606 125900 SH SOLE 125900 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 390 125900 SH Put SOLE 125900 0 0 AMPLIFY SNACK BRANDS COM 03211L102 671 67000 SH SOLE 67000 0 0 AMPLIFY SNACK BRANDS COM 03211L102 544 67000 SH Put SOLE 67000 0 0 ANADARKO PETE CORP COM 032511107 1240 20000 SH SOLE 20000 0 0 BANC OF CALIFORNIA INC COM 05990K106 377 19400 SH SOLE 19400 0 0 BANC OF CALIFORNIA INC COM 05990K106 29 19400 SH Put SOLE 19400 0 0 BANK AMER CORP COM 060505104 995 40300 SH SOLE 40300 0 0 BOULEVARD ACQUISITION CL A 10157Q102 2005 200300 SH SOLE 200300 0 0 BP PLC SPONSORED ADR 055622104 943 27800 SH SOLE 27800 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 20383 362100 SH SOLE 362100 0 0 BUNGE LIMITED COM G16962105 324 3962 SH SOLE 3962 0 0 CANADIAN SOLAR INC COM 136635109 511 34700 SH SOLE 34700 0 0 CANADIAN SOLAR INC COM 136635109 270 34700 SH Put SOLE 34700 0 0 CARA THERAPEUTICS INC COM 140755109 1355 77500 SH SOLE 77500 0 0 CARA THERAPEUTICS INC COM 140755109 49 77500 SH Call SOLE 77500 0 0 CARA THERAPEUTICS INC COM 140755109 297 77500 SH Put SOLE 77500 0 0 CARDINAL FINL CORP COM 14149F109 927 29658 SH SOLE 29658 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 1589 1500000 SH SOLE 1500000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 5816 5000000 SH SOLE 5000000 0 0 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 1130 1000000 SH SOLE 1000000 0 0 CF CORP SHS CL A G20307107 523 51900 SH SOLE 51900 0 0 CHEETAH MOBILE INC ADR 163075104 886 78100 SH SOLE 78100 0 0 CHEETAH MOBILE INC ADR 163075104 217 78100 SH Put SOLE 78100 0 0 CHICOS FAS INC COM 168615102 361 25000 SH SOLE 25000 0 0 CURRENCYSHARES EURO TR EURO SHS 23130C108 9644 92600 SH SOLE 92600 0 0 DASEKE INC COM 23753F107 102 10000 SH SOLE 10000 0 0 DOUBLE EAGLE ACQUISITION COR COM G28195124 1254 125000 SH SOLE 125000 0 0 DOW CHEM CO COM 260543103 1761 27500 SH SOLE 27500 0 0 EASTERLY ACQUISITION CORP COM 27616L102 720 72329 SH SOLE 72329 0 0 ELECTRUM SPL ACQUISITION COR SHS G3105C104 1003 100100 SH SOLE 100100 0 0 ENDO INTL PLC SHS G30401106 226 20000 SH SOLE 20000 0 0 FIRST SOLAR INC COM 336433107 6185 170900 SH SOLE 170900 0 0 FIRST SOLAR INC COM 336433107 3023 170900 SH Put SOLE 170900 0 0 FITBIT INC CL A 33812L102 981 158000 SH SOLE 158000 0 0 FITBIT INC CL A 33812L102 158 1973537 SH Put SOLE 1973537 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 961 10700 SH SOLE 10700 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 1192 150000 SH SOLE 150000 0 0 FREDS INC CL A 356108100 157 25200 SH Put SOLE 25200 0 0 FREDS INC CL A 356108100 447 25200 SH SOLE 25200 0 0 FREEPORT-MCMORAN INC CL B 35671D857 568 44500 SH SOLE 44500 0 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 342 7000 SH SOLE 7000 0 0 GILEAD SCIENCES INC COM 375558103 4928 71200 SH SOLE 71200 0 0 GLOBAL PARTNER ACQUISITION C COM 37954X105 1348 135500 SH SOLE 135500 0 0 GNC HLDGS INC COM CL A 36191G107 1363 164200 SH SOLE 164200 0 0 GOPRO INC CL A 38268T103 673 69300 SH SOLE 69300 0 0 GOPRO INC CL A 38268T103 279 69300 SH Put SOLE 69300 0 0 GREAT PLAINS ENERGY INC COM 391164100 726 25000 SH SOLE 25000 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 2081 125000 SH SOLE 125000 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 892 875000 SH SOLE 875000 0 0 INTEL CORP SDCV 12/1 458140AD2 20363 15064000 SH SOLE 15064000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 9940 256900 SH SOLE 256900 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 366 256900 SH Put SOLE 256900 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 15605 133800 SH SOLE 133800 0 0 PENNEY J C INC COM 708160106 2563 417100 SH SOLE 417100 0 0 PENNEY J C INC COM 708160106 422 417100 SH Put SOLE 417100 0 0 JOY GLOBAL INC COM 481165108 3620 128282 SH SOLE 128282 0 0 KINDER MORGAN INC DEL COM 49456B101 382 18000 SH SOLE 18000 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1699 30485 SH SOLE 30485 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1568 13900 SH SOLE 13900 0 0 MATCH GROUP INC COM 57665R106 170 10500 SH SOLE 10500 0 0 MATCH GROUP INC COM 57665R106 98 10500 SH Put SOLE 10500 0 0 MATTEL INC COM 577081102 446 17500 SH SOLE 17500 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 658 7500 SH SOLE 7500 0 0 MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 3129 1800000 SH SOLE 1800000 0 0 MERCHANTS BANCSHARES COM 588448100 1948 38338 SH SOLE 38338 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 4546 3203000 SH SOLE 3203000 0 0 MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 4197 1810000 SH SOLE 1810000 0 0 MICRON TECHNOLOGY INC COM 595112103 942 36500 SH SOLE 36500 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 18890 7722000 SH SOLE 7722000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 763 12500 SH SOLE 12500 0 0 NEWELL BRANDS INC COM 651229106 10265 212000 SH SOLE 212000 0 0 NIKE INC CL B 654106103 10057 174000 SH SOLE 174000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 0 2500000 SH SOLE 2500000 0 0 NVIDIA CORP COM 67066G104 964 9500 SH SOLE 9500 0 0 NXP SEMICONDUCTORS N V COM N6596X109 1291 12500 SH SOLE 12500 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 231 200000 SH SOLE 200000 0 0 OCLARO INC COM NEW 67555N206 338 35000 SH SOLE 35000 0 0 OMEROS CORP COM 682143102 93 29900 SH Put SOLE 29900 0 0 OMEROS CORP COM 682143102 368 29900 SH SOLE 29900 0 0 ORACLE CORP COM 68389X105 40797 893500 SH SOLE 893500 0 0 PACIFIC SPL ACQUISITION CORP SHS G68588105 432 41700 SH SOLE 41700 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 456 9700 SH SOLE 9700 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 3096 2516000 SH SOLE 2516000 0 0 PANDORA MEDIA INC COM 698354107 2142 173000 SH SOLE 173000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 511 500000 SH SOLE 500000 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 592 500000 SH Put SOLE 500000 0 0 PARKER HANNIFIN CORP COM 701094104 1301 8400 SH SOLE 8400 0 0 PFIZER INC COM 717081103 10082 295500 SH SOLE 295500 0 0 POLARIS INDS INC COM 731068102 3613 42400 SH SOLE 42400 0 0 POLARIS INDS INC COM 731068102 483 42400 SH Put SOLE 42400 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 326784 2506047 SH SOLE 2506047 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1552 2506047 SH Call SOLE 2506047 0 0 PRICELINE GRP INC COM NEW 741503403 397 230 SH SOLE 230 0 0 PRIVATEBANCORP INC COM 742962103 1485 25000 SH SOLE 25000 0 0 RED HAT INC COM 756577102 2322 28000 SH SOLE 28000 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 597 565000 SH SOLE 565000 0 0 ROYAL GOLD INC COM 780287108 447 6400 SH SOLE 6400 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 728 600000 SH SOLE 600000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6431 4990000 SH SOLE 4990000 0 0 SEABRIDGE GOLD INC COM 811916105 426 38300 SH SOLE 38300 0 0 SEABRIDGE GOLD INC COM 811916105 273 38300 SH Put SOLE 38300 0 0 SEARS HLDGS CORP COM 812350106 91 10000 SH SOLE 10000 0 0 SEARS HLDGS CORP COM 812350106 10 10000 SH Put SOLE 10000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2440 99800 SH SOLE 99800 0 0 SNAP INC CL A 83304A106 1506 72900 SH SOLE 72900 0 0 SNAP INC CL A 83304A106 1236 72900 SH Put SOLE 72900 0 0 SNAP INC CL A 83304A106 81 72900 SH Call SOLE 72900 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 3028 113689 SH SOLE 113689 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 200452 962503 SH SOLE 962503 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 948989 4012495 SH SOLE 4012495 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 10 4012495 SH Put SOLE 4012495 0 0 SQUARE INC CL A 852234103 760 45000 SH SOLE 45000 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 5950 5800000 SH SOLE 5800000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 6781 6171000 SH SOLE 6171000 0 0 STERICYCLE INC COM 858912108 588 7100 SH SOLE 7100 0 0 STURM RUGER & CO INC COM 864159108 1909 38300 SH SOLE 38300 0 0 STURM RUGER & CO INC COM 864159108 13 38300 SH Put SOLE 38300 0 0 SUNPOWER CORP COM 867652406 1317 71000 SH Put SOLE 71000 0 0 SUNPOWER CORP COM 867652406 621 71000 SH SOLE 71000 0 0 T MOBILE US INC CONV PFD SER A 872590203 1087 10300 SH SOLE 10300 0 0 TEMPUR SEALY INTL INC COM 88023U101 1788 38700 SH SOLE 38700 0 0 TEMPUR SEALY INTL INC COM 88023U101 494 38700 SH Put SOLE 38700 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 186 4622000 SH Call SOLE 4622000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 4673 4622000 SH SOLE 4622000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 1421 1500000 SH SOLE 1500000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 107 100000 SH SOLE 100000 0 0 TIME WARNER INC COM NEW 887317303 495 5000 SH SOLE 5000 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 3297 2670000 SH SOLE 2670000 0 0 TWILIO INC CL A 90138F102 3272 103400 SH SOLE 103400 0 0 TWILIO INC CL A 90138F102 1222 103400 SH Put SOLE 103400 0 0 UNDER ARMOUR INC CL A 904311107 6456 300400 SH SOLE 300400 0 0 UNDER ARMOUR INC CL A 904311107 3 300400 SH Call SOLE 300400 0 0 UNDER ARMOUR INC CL A 904311107 6163 300400 SH Put SOLE 300400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2121 12500 SH SOLE 12500 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1201 19886 SH SOLE 19886 0 0 SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 104 10000 SH SOLE 10000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1850 166200 SH SOLE 166200 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1070 166200 SH Put SOLE 166200 0 0 VISA INC COM CL A 92826C839 1588 18000 SH SOLE 18000 0 0 VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 335 17675 SH SOLE 17675 0 0 VUZIX CORP COM NEW 92921W300 22 14800 SH Put SOLE 14800 0 0 VUZIX CORP COM NEW 92921W300 95 14800 SH SOLE 14800 0 0 WAL-MART STORES INC COM 931142103 714 10000 SH SOLE 10000 0 0 WAYFAIR INC CL A 94419L101 1205 31900 SH SOLE 31900 0 0 WAYFAIR INC CL A 94419L101 189 31900 SH Put SOLE 31900 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 669 100900 SH SOLE 100900 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 2596 2544000 SH SOLE 2544000 0 0 WEIBO CORP SPONSORED ADR 948596101 20 77600 SH Call SOLE 77600 0 0 WEIBO CORP SPONSORED ADR 948596101 766 77600 SH Put SOLE 77600 0 0 WEIBO CORP SPONSORED ADR 948596101 3905 77600 SH SOLE 77600 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 214 14200 SH SOLE 14200 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 10 14200 SH Call SOLE 14200 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 163 14200 SH Put SOLE 14200 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 3640 57785 SH SOLE 57785 0 0