0001062993-16-007186.txt : 20160121 0001062993-16-007186.hdr.sgml : 20160121 20160121114132 ACCESSION NUMBER: 0001062993-16-007186 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160121 DATE AS OF CHANGE: 20160121 EFFECTIVENESS DATE: 20160121 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: 161352854 BUSINESS ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: 212-209-9462 MAIL ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001513006 XXXXXXXX 12-31-2015 12-31-2015 MIZUHO SECURITIES USA INC.

320 PARK AVE, 12TH FLOOR NEW YORK NY 10020

13F HOLDINGS REPORT 028-14335 N Mitchell Billek 201.626.1286 Mitchell Billek NEW YORK NY 12-31-2015 0 141 806454 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 3-D SYS CORP DEL COM NEW 88554D205 6131 302700 SH Put SOLE 302700 0 0 3-D SYS CORP DEL COM NEW 88554D205 2630 302700 SH SOLE 302700 0 0 AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 1732 1000000 SH SOLE 1000000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2036 48700 SH SOLE 48700 0 0 ALLERGAN PLC PFD CONV SER A G0177J116 1736 1700 SH SOLE 1700 0 0 ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 1239 1000000 SH SOLE 1000000 0 0 AMBARELLA INC SHS G037AX101 1505 27000 SH SOLE 27000 0 0 AMBARELLA INC SHS G037AX101 661 27000 SH Put SOLE 27000 0 0 AMGEN INC COM 031162100 2435 15000 SH SOLE 15000 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 938 7500 SH SOLE 7500 0 0 APPLE INC COM 037833100 43651 414700 SH SOLE 414700 0 0 APPROACH RESOURCES INC COM 03834A103 155 84400 SH SOLE 84400 0 0 APPROACH RESOURCES INC COM 03834A103 741 84400 SH Put SOLE 84400 0 0 BALL CORP COM 058498106 1636 22500 SH SOLE 22500 0 0 BAXTER INTL INC COM 071813109 954 25000 SH SOLE 25000 0 0 CARNIVAL CORP PAIRED CTF 143658300 7072 129800 SH SOLE 129800 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 171 200000 SH SOLE 200000 0 0 CHEETAH MOBILE INC ADR 163075104 2592 161800 SH SOLE 161800 0 0 CHEETAH MOBILE INC ADR 163075104 1267 161800 SH Put SOLE 161800 0 0 CLEAN ENERGY FUELS CORP COM 184499101 104 28900 SH SOLE 28900 0 0 CLEAN ENERGY FUELS CORP COM 184499101 138 28900 SH Put SOLE 28900 0 0 CLIFFS NAT RES INC COM 18683K101 375 237200 SH SOLE 237200 0 0 CLIFFS NAT RES INC COM 18683K101 605 237200 SH Put SOLE 237200 0 0 CREE INC COM 225447101 3958 148400 SH SOLE 148400 0 0 CREE INC COM 225447101 1038 148400 SH Put SOLE 148400 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 11238 130000 SH SOLE 130000 0 0 DOW CHEM CO COM 260543103 9936 193000 SH SOLE 193000 0 0 EL POLLO LOCO HLDGS INC COM 268603107 171 13500 SH SOLE 13500 0 0 EL POLLO LOCO HLDGS INC COM 268603107 235 13500 SH Put SOLE 13500 0 0 ENTERGY CORP NEW COM 29364G103 1866 27300 SH SOLE 27300 0 0 LAUDER ESTEE COS INC CL A 518439104 3355 38100 SH SOLE 38100 0 0 FITBIT INC CL A 33812L102 2009 67900 SH SOLE 67900 0 0 FITBIT INC CL A 33812L102 2172 67900 SH Put SOLE 67900 0 0 FITBIT INC CL A 33812L102 29 67900 SH Call SOLE 67900 0 0 GENERAL ELECTRIC CO COM 369604103 4246 136300 SH SOLE 136300 0 0 GENERAL ELECTRIC CO COM 369604103 87 136300 SH Call SOLE 136300 0 0 GOPRO INC CL A 38268T103 4312 239400 SH SOLE 239400 0 0 GOPRO INC CL A 38268T103 2 239400 SH Call SOLE 239400 0 0 GOPRO INC CL A 38268T103 7238 239400 SH Put SOLE 239400 0 0 HALLIBURTON CO COM 406216101 2723 80000 SH SOLE 80000 0 0 HESS CORP COM 42809H107 2666 55000 SH SOLE 55000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 170 100000 SH SOLE 100000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 6193 45000 SH SOLE 45000 0 0 ISHARES TR 20+ YR TR BD ETF 464287432 156754 1300000 SH SOLE 1300000 0 0 ISHARES TR CORE US AGGBD ET 464287226 3229 29900 SH SOLE 29900 0 0 ISHARES TR IBOXX INV CP ETF 464287242 14308 125500 SH SOLE 125500 0 0 PENNEY J C INC COM 708160106 666 100000 SH SOLE 100000 0 0 PENNEY J C INC COM 708160106 641 100000 SH Put SOLE 100000 0 0 JOHNSON & JOHNSON COM 478160104 31227 304000 SH SOLE 304000 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 1555 307900 SH SOLE 307900 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 1858 307900 SH Put SOLE 307900 0 0 KING DIGITAL ENTMT PLC ORD SHS G5258J109 1232 68900 SH SOLE 68900 0 0 KING DIGITAL ENTMT PLC ORD SHS G5258J109 191 68900 SH Put SOLE 68900 0 0 LANDS END INC NEW COM 51509F105 1704 72700 SH SOLE 72700 0 0 LANDS END INC NEW COM 51509F105 488 72700 SH Put SOLE 72700 0 0 LAREDO PETROLEUM INC COM 516806106 212 26500 SH SOLE 26500 0 0 LAREDO PETROLEUM INC COM 516806106 191 26500 SH Put SOLE 26500 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 986 56800 SH SOLE 56800 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 309 56800 SH Put SOLE 56800 0 0 MANNKIND CORP COM 56400P201 86 59100 SH SOLE 59100 0 0 MANNKIND CORP COM 56400P201 257 59100 SH Put SOLE 59100 0 0 MASCO CORP COM 574599106 4273 151000 SH SOLE 151000 0 0 MATTRESS FIRM HLDG CORP COM 57722W106 620 13900 SH SOLE 13900 0 0 MATTRESS FIRM HLDG CORP COM 57722W106 151 13900 SH Put SOLE 13900 0 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 1550 1106000 SH SOLE 1106000 0 0 MERCK & CO INC NEW COM 58933Y105 2641 50000 SH SOLE 50000 0 0 MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 296 194000 SH SOLE 194000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 51 61000 SH SOLE 61000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4435 104900 SH SOLE 104900 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1451 104900 SH Put SOLE 104900 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 1963 1252000 SH SOLE 1252000 0 0 MONDELEZ INTL INC CL A 609207105 3959 88300 SH SOLE 88300 0 0 NIKE INC CL B 654106103 6838 109400 SH SOLE 109400 0 0 NOODLES & CO CL A 65540B105 77 7900 SH SOLE 7900 0 0 NOODLES & CO CL A 65540B105 161 7900 SH Put SOLE 7900 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 711 300000 SH SOLE 300000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2029 2000000 SH SOLE 2000000 0 0 NVIDIA CORP COM 67066G104 1978 60000 SH SOLE 60000 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 2004 1205000 SH SOLE 1205000 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 670 600000 SH SOLE 600000 0 0 OPKO HEALTH INC COM 68375N103 670 66700 SH SOLE 66700 0 0 OPKO HEALTH INC COM 68375N103 766 66700 SH Put SOLE 66700 0 0 ORGANOVO HLDGS INC COM 68620A104 165 66300 SH SOLE 66300 0 0 ORGANOVO HLDGS INC COM 68620A104 444 66300 SH Put SOLE 66300 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6256 3759000 SH SOLE 3759000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2400 148600 SH SOLE 148600 0 0 PFIZER INC COM 717081103 2582 80000 SH SOLE 80000 0 0 PG&E CORP COM 69331C108 6590 123900 SH SOLE 123900 0 0 PIONEER NAT RES CO COM 723787107 5116 40800 SH SOLE 40800 0 0 POTASH CORP SASK INC COM 73755L107 1712 100000 SH SOLE 100000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 130358 1165363 SH SOLE 1165363 0 0 PPL CORP COM 69351T106 6259 183400 SH SOLE 183400 0 0 PROCTER & GAMBLE CO COM 742718109 15882 200000 SH SOLE 200000 0 0 QUALCOMM INC COM 747525103 1999 40000 SH SOLE 40000 0 0 QUANTA SVCS INC COM 74762E102 812 40100 SH SOLE 40100 0 0 REGENERON PHARMACEUTICALS COM 75886F107 814 1500 SH SOLE 1500 0 0 REYNOLDS AMERICAN INC COM 761713106 4643 100600 SH SOLE 100600 0 0 ROCKET FUEL INC COM 773111109 127 36400 SH SOLE 36400 0 0 ROCKET FUEL INC COM 773111109 268 36400 SH Put SOLE 36400 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1939 1250000 SH SOLE 1250000 0 0 SEADRILL LIMITED SHS G7945E105 593 175000 SH SOLE 175000 0 0 SEADRILL LIMITED SHS G7945E105 1942 175000 SH Put SOLE 175000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3763 157900 SH SOLE 157900 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 21415 500000 SH SOLE 500000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 12919 298500 SH SOLE 298500 0 0 SOLARCITY CORP COM 83416T100 653 12800 SH SOLE 12800 0 0 SOLARCITY CORP COM 83416T100 1 12800 SH Put SOLE 12800 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 107945 620411 SH SOLE 620411 0 0 SQUARE INC CL A 852234103 279 21300 SH SOLE 21300 0 0 SQUARE INC CL A 852234103 22 21300 SH Put SOLE 21300 0 0 STARBUCKS CORP COM 855244109 900 15000 SH SOLE 15000 0 0 STRAIGHT PATH COMMUNICATNS I CL B 862578101 273 15900 SH SOLE 15900 0 0 STRAIGHT PATH COMMUNICATNS I CL B 862578101 807 15900 SH Put SOLE 15900 0 0 SUNPOWER CORP COM 867652406 1531 51000 SH SOLE 51000 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 933 500000 SH SOLE 500000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5133 78200 SH SOLE 78200 0 0 TRANSOCEAN LTD REG SHS H8817H100 1335 107800 SH SOLE 107800 0 0 TRANSOCEAN LTD REG SHS H8817H100 1483 107800 SH Put SOLE 107800 0 0 ULTRA PETROLEUM CORP COM 903914109 319 127500 SH SOLE 127500 0 0 ULTRA PETROLEUM CORP COM 903914109 1331 127500 SH Put SOLE 127500 0 0 UNI PIXEL INC COM NEW 904572203 38 72500 SH SOLE 72500 0 0 UNI PIXEL INC COM NEW 904572203 825 72500 SH Put SOLE 72500 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 1650 150000 SH SOLE 150000 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 2247 42930 SH SOLE 42930 0 0 VASCO DATA SEC INTL INC COM 92230Y104 438 26200 SH SOLE 26200 0 0 VASCO DATA SEC INTL INC COM 92230Y104 383 26200 SH Put SOLE 26200 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 6995 2725000 SH SOLE 2725000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 852 10000 SH SOLE 10000 0 0 WAL-MART STORES INC COM 931142103 2452 40000 SH SOLE 40000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1653 72500 SH SOLE 72500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 4 72500 SH Call SOLE 72500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1396 72500 SH Put SOLE 72500 0 0 WELLS FARGO & CO NEW COM 949746101 26381 485300 SH SOLE 485300 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 197 97800 SH SOLE 97800 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 1282 97800 SH Put SOLE 97800 0 0 WORLD ACCEP CORP DEL COM 981419104 2059 55500 SH SOLE 55500 0 0 WORLD ACCEP CORP DEL COM 981419104 1418 55500 SH Put SOLE 55500 0 0 XCEL ENERGY INC COM 98389B100 5422 151000 SH SOLE 151000 0 0 XEROX CORP COM 984121103 1349 126900 SH SOLE 126900 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 87 10500 SH SOLE 10500 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 50 10500 SH Put SOLE 10500 0 0