0001166588-13-000001.txt : 20130213
0001166588-13-000001.hdr.sgml : 20130213
20130213123631
ACCESSION NUMBER: 0001166588-13-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130213
DATE AS OF CHANGE: 20130213
EFFECTIVENESS DATE: 20130213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BNP PARIBAS ARBITRAGE, SA
CENTRAL INDEX KEY: 0001166588
IRS NUMBER: 233022591
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10038
FILM NUMBER: 13601329
BUSINESS ADDRESS:
STREET 1: 787 SEVENTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 610 491 1492
MAIL ADDRESS:
STREET 1: 555 CROTON ROAD
CITY: KING OF PRUSSIA
STATE: PA
ZIP: 19406
FORMER COMPANY:
FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE, SNC
DATE OF NAME CHANGE: 20080428
FORMER COMPANY:
FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE SA
DATE OF NAME CHANGE: 20020205
13F-HR
1
bnpparb13f.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:December 31,2012
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: BNP PARIBAS ARBITRAGE, SNC
Address: 787 Seventh Avenue
New York, NY 10019
13F File Number: 234-4567
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: M. Andrews Yeo
Title: EQD, COO, BNP Paribas Securities Corp
Phone: 917-472-4991
Signature ,Place, and Date of Signing:
M. Andrews Yeo
New York, NY
February 13, 2013
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
managers(s).)
List of Other Managers Reporting for this Manager:
**NONE**
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,533
Form 13F Information Table Value Total: $120,304,275 (x1,000)
List of Other Included Managers:
No. 13F File Number Name
**NONE**
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page 1 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
AK STL CORP BOND CV 001546AP5 393750 3500000 PRN SOLE 3500000 0 0
AFFILIATED MANAGERS GROUP BOND CV 008252AL2 559730 5054000 PRN SOLE 5054000 0 0
ALLIANCE DATA SYSTEMS CORP BOND CV 018581AC2 306 1000 PRN SOLE 1000 0 0
ALLIANT TECHSYSTEMS INC BOND CV 018804AK0 9506 90000 PRN SOLE 90000 0 0
AMGEN INC BOND CV 031162AQ3 2759496 24652000 PRN SOLE 24652000 0 0
ANNALY CAP MGMT INC BOND CV 035710AB8 1630753 16136000 PRN SOLE 16136000 0 0
ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 831504 8000000 PRN SOLE 8000000 0 0
ARES CAP CORP BOND CV 04010LAB9 85900 800000 PRN SOLE 800000 0 0
ARES CAP CORP BOND CV 04010LAD5 684955 6458000 PRN SOLE 6458000 0 0
ARVINMERITOR INC BOND CV 043353AF8 38538 413000 PRN SOLE 413000 0 0
ARVINMERITOR INC BOND CV 043353AH4 1347 18000 PRN SOLE 18000 0 0
BGC PARTNERS INC BOND CV 05541TAD3 27525 300000 PRN SOLE 300000 0 0
BPZ RESOURCES INC MTNF 6.500% BOND CV 055639AB4 41594 500000 PRN SOLE 500000 0 0
BRISTOW GROUP INC BOND CV 110394AC7 103169 971000 PRN SOLE 971000 0 0
CADENCE DESIGN SYSTEM INC BOND CV 127387AJ7 2322856 12650000 PRN SOLE 12650000 0 0
CEMEX SAB DE CV BOND CV 151290AV5 255278 2342000 PRN SOLE 2342000 0 0
CEMEX SAB DE CV BOND CV 151290BB8 2048119 18065000 PRN SOLE 18065000 0 0
CEMEX SAB DE CV BOND CV 151290BC6 1136250 10000000 PRN SOLE 10000000 0 0
CHARLES RIV LABS INTL INC BOND CV 159864AB3 8722 87000 PRN SOLE 87000 0 0
COBALT INTL ENERGY INC BOND CV 19075FAA4 529925 5250000 PRN SOLE 5250000 0 0
CUBIST PHARMACEUTICALS INC BOND CV 229678AD9 2831594 18050000 PRN SOLE 18050000 0 0
D R HORTON INC BOND CV 23331ABB4 3186207 20126000 PRN SOLE 20126000 0 0
DENDREON CORP BOND CV 24823QAC1 556057 7365000 PRN SOLE 7365000 0 0
DEVELOPERS DIVERSIFIED RLTY BOND CV 251591AX1 1694196 15186000 PRN SOLE 15186000 0 0
DRYSHIPS INC. BOND CV 262498AB4 19750 250000 PRN SOLE 250000 0 0
ELECTRONIC ARTS INC BOND CV 285512AA7 1165533 12643000 PRN SOLE 12643000 0 0
ENCORE CAP GROUP INC BOND CV 292554AC6 330939 3000000 PRN SOLE 3000000 0 0
ENDO HEALTH SOLUTIONS INC BOND CV 29264FAB2 718660 6500000 PRN SOLE 6500000 0 0
EXELIXIS INC BOND CV 30161QAC8 340596 3500000 PRN SOLE 3500000 0 0
EXTERRAN HLDGS INC BOND CV 30225XAA1 28625 250000 PRN SOLE 250000 0 0
GT ADVANCED TECHNOLOGIES INC BOND CV 36191UAA4 178383 2452000 PRN SOLE 2452000 0 0
GILEAD SCIENCES INC BOND CV 375558AN3 5510298 33625000 PRN SOLE 33625000 0 0
GILEAD SCIENCES INC BOND CV 375558AP8 7137896 42330000 PRN SOLE 42330000 0 0
GMX RES INC BOND CV 38011MAJ7 24525 545000 PRN SOLE 545000 0 0
GOODRICH PETE CORP BOND CV 382410AC2 586249 6245000 PRN SOLE 6245000 0 0
HEALTH CARE REIT INC BOND CV 42217KAR7 398000 3244000 PRN SOLE 3244000 0 0
HERCULES TECH GROWTH CAP INC BOND CV 427096AB8 51656 500000 PRN SOLE 500000 0 0
HERTZ GLOBAL HOLDINGS INC BOND CV 42805TAA3 2231625 11000000 PRN SOLE 11000000 0 0
HOLOGIC INC DEBT 2.000% 3/0 BOND CV 436440AC5 212758 2145000 PRN SOLE 2145000 0 0
INTEL CORP SDCV 2.950%12/1 BOND CV 458140AD2 2710923 26145000 PRN SOLE 26145000 0 0
INTEL CORP SDCV 3.250% 8/0 BOND CV 458140AF7 1733211 14790000 PRN SOLE 14790000 0 0
INTERPUBLIC GROUP COS INC BOND CV 460690BE9 3481 34000 PRN SOLE 34000 0 0
INVACARE CORP SDCV 4.125% 2/0 BOND CV 461203AD3 98063 1000000 PRN SOLE 1000000 0 0
JAMES RIVER COAL CO BOND CV 470355AF5 220384 5255000 PRN SOLE 5255000 0 0
JAMES RIVER COAL CO BOND CV 470355AH1 225724 7296000 PRN SOLE 7296000 0 0
JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AG6 558252 4000000 PRN SOLE 4000000 0 0
KINROSS GOLD CORP BOND CV 496902AD9 117427 1175000 PRN SOLE 1175000 0 0
LAM RESEARCH CORP BOND CV 512807AJ7 1502462 15610000 PRN SOLE 15610000 0 0
LAM RESEARCH CORP BOND CV 512807AL2 197626 2000000 PRN SOLE 2000000 0 0
LEVEL 3 COMMUNICATIONS INC BOND CV 52729NBR0 240445 1700000 PRN SOLE 1700000 0 0
LIBERTY MEDIA CORP DEB 4.000%1 BOND CV 530715AG6 167114 2513000 PRN SOLE 2513000 0 0
LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AG2 257818 2810000 PRN SOLE 2810000 0 0
MGIC INVT CORP WIS BOND CV 552848AD5 3008 40000 PRN SOLE 40000 0 0
MGM RESORTS INTERNATIONAL BOND CV 55303QAE0 202103 1910000 PRN SOLE 1910000 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page2 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
MCMORAN EXPLORATION CO BOND CV 582411AJ3 543720 4825000 PRN SOLE 4825000 0 0
MICROCHIP TECHNOLOGY INC SDCV BOND CV 595017AB0 2716647 21518000 PRN SOLE 21518000 0 0
MICRON TECHNOLOGY INC BOND CV 595112AQ6 166758 1804000 PRN SOLE 1804000 0 0
MOLYCORP INC DEL BOND CV 608753AF6 581403 6181000 PRN SOLE 6181000 0 0
MYLAN INC BOND CV 628530AJ6 5963455 28055000 PRN SOLE 28055000 0 0
NATIONAL FINL PARTNERS CORP BOND CV 63607PAC3 444375 3000000 PRN SOLE 3000000 0 0
NATIONAL RETAIL PPTYS INC BOND CV 637417AC0 36862 300000 PRN SOLE 300000 0 0
NAVISTAR INTL CORP NEW BOND CV 63934EAL2 9131 100000 PRN SOLE 100000 0 0
NETAPP INC BOND CV 64110DAB0 2022750 18000000 PRN SOLE 18000000 0 0
NORTHGATE MINERALS CORP BOND CV 666416AB8 90546 835000 PRN SOLE 835000 0 0
NOVELLUS SYS INC BOND CV 670008AD3 87150 700000 PRN SOLE 700000 0 0
NUANCE COMMUNICATIONS INC DBCV BOND CV 67020YAB6 263 2000 PRN SOLE 2000 0 0
NUANCE COMMUNICATIONS INC BOND CV 67020YAF7 217126 2000000 PRN SOLE 2000000 0 0
NUVASIVE INC BOND CV 670704AC9 181388 2073000 PRN SOLE 2073000 0 0
OLD REP INTL CORP BOND CV 680223AH7 18211 175000 PRN SOLE 175000 0 0
OMNICARE INC BOND CV 681904AP3 1925691 18914000 PRN SOLE 18914000 0 0
ONYX PHARMACEUTICALS INC BOND CV 683399AB5 1619504 8000000 PRN SOLE 8000000 0 0
PHH CORP BOND CV 693320AN3 447252 4000000 PRN SOLE 4000000 0 0
PHH CORP BOND CV 693320AQ6 227844 1150000 PRN SOLE 1150000 0 0
PROLOGIS BOND CV 74340XAT8 1619356 14291000 PRN SOLE 14291000 0 0
RADIAN GROUP INC BOND CV 750236AK7 481987 5450000 PRN SOLE 5450000 0 0
RAYONIER TRS HLDGS INC BOND CV 75508AAC0 811504 5130000 PRN SOLE 5130000 0 0
REGIS CORP MINN BOND CV 758932AA5 848272 6900000 PRN SOLE 6900000 0 0
ROPER INDS INC NEW BOND CV 776696AA4 34969 250000 PRN SOLE 250000 0 0
RYLAND GROUP INC BOND CV 783764AQ6 316371 2337000 PRN SOLE 2337000 0 0
SBA COMMUNICATIONS CORP BOND CV 78388JAM8 1182190 5000000 PRN SOLE 5000000 0 0
SBA COMMUNICATIONS CORP BOND CV 78388JAN6 1699380 10000000 PRN SOLE 10000000 0 0
SALESFORCE COM INC BOND CV 79466LAB0 2701687 13500000 PRN SOLE 13500000 0 0
SALIX PHARMACEUTICALS INC BOND CV 795435AC0 229 2000 PRN SOLE 2000 0 0
SAVIENT PHARMACEUTICALS INC BOND CV 80517QAA8 1946 110000 PRN SOLE 110000 0 0
SOTHEBYS BOND CV 835898AC1 54572 505000 PRN SOLE 505000 0 0
STERLITE INDS INDIA LTD BOND CV 859737AB4 188048 1955000 PRN SOLE 1955000 0 0
STILLWATER MNG CO BOND CV 86074QAL6 116563 1000000 PRN SOLE 1000000 0 0
TELEFLEX INC BOND CV 879369AA4 1922 15000 PRN SOLE 15000 0 0
TRINITY INDS INC BOND CV 896522AF6 2795 25000 PRN SOLE 25000 0 0
USEC INC BOND CV 90333EAC2 38000 1000000 PRN SOLE 1000000 0 0
UNITED STATES STL CORP NEW BOND CV 912909AE8 35470 329000 PRN SOLE 329000 0 0
VIRGIN MEDIA INC BOND CV 92769LAB7 2366849 11500000 PRN SOLE 11500000 0 0
WEBMD HEALTH CORP BOND CV 94770VAF9 83750 1000000 PRN SOLE 1000000 0 0
WEBMD HEALTH CORP BOND CV 94770VAH5 93250 1000000 PRN SOLE 1000000 0 0
WESCO INTL INC DBCV 6.000% 9/1 BOND CV 95082PAH8 3716745 15002000 PRN SOLE 15002000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6184 151058 SH SOLE 151058 0 0
ALCOA INC COM 013817101 15229 1754445 SH SOLE 1754445 0 0
ALCOA INC OPTION 013817101 238 2831 SH PUT SOLE 2831 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1333 18427 SH SOLE 18427 0 0
APPLE INC COM 037833100 770178 1447232 SH SOLE 1447232 0 0
APPLE INC OPTION 037833100 4969 2800 SH CALL SOLE 2800 0 0
APPLE INC OPTION 037833100 198300 11109 SH PUT SOLE 11109 0 0
ABB LTD COM 000375204 1663 79998 SH SOLE 79998 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11017 255147 SH SOLE 255147 0 0
ABBOTT LABS COM 002824100 30081 459251 SH SOLE 459251 0 0
ABBOTT LABS OPTION 002824100 2708 1739 SH CALL SOLE 1739 0 0
COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 23478 559133 SH SOLE 559133 0 0
BARRICK GOLD CORP COM 067901108 638 18216 SH SOLE 18216 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page3 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
AMERICAN CAP LTD COM 02503Y103 548 45565 SH SOLE 45565 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1259 27287 SH SOLE 27287 0 0
ACE LTD SHS COM H0023R105 9115 114228 SH SOLE 114228 0 0
ARCH CAP GROUP LTD COM G0450A105 1790 40665 SH SOLE 40665 0 0
ALUMINUM CORP CHINA LTD SPON COM 022276109 393 33000 SH SOLE 33000 0 0
ARCH COAL INC COM 039380100 218 29839 SH SOLE 29839 0 0
ACI WORLDWIDE INC COM 004498101 213 4884 SH SOLE 4884 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 14 10324 SH SOLE 10324 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 220 9247 SH SOLE 9247 0 0
ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 11554 173750 SH SOLE 173750 0 0
ALLIANCE DATA SYSTEMS CORP BOND CV 018581AD0 4666281 25300000 PRN SOLE 25300000 0 0
ADOBE SYS INC COM 00724F101 9431 250281 SH SOLE 250281 0 0
ANALOG DEVICES INC COM 032654105 6274 149161 SH SOLE 149161 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 11809 431161 SH SOLE 431161 0 0
ARCHER DANIELS MIDLAND CO OPTION 039483102 504 2229 SH CALL SOLE 2229 0 0
ARCHER DANIELS MIDLAND CO BOND CV 039483AW2 132884 1328000 PRN SOLE 1328000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14486 254451 SH SOLE 254451 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3084 21305 SH SOLE 21305 0 0
AUTODESK INC COM 052769106 5731 162120 SH SOLE 162120 0 0
THE ADT CORPORATION COM 00101J106 2420 52063 SH SOLE 52063 0 0
AMEREN CORP COM 023608102 1174 38207 SH SOLE 38207 0 0
AEGON N V NY REGISTRY SH COM 007924103 795 123453 SH SOLE 123453 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 291 14203 SH SOLE 14203 0 0
AMERICAN ELEC PWR INC COM 025537101 5162 120937 SH SOLE 120937 0 0
AES CORP COM 00130H105 1400 130868 SH SOLE 130868 0 0
AETNA INC NEW COM 00817Y108 3028 65391 SH SOLE 65391 0 0
ASTORIA FINL CORP COM 046265104 98 10457 SH SOLE 10457 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 658 16649 SH SOLE 16649 0 0
AFLAC INC COM 001055102 11655 219407 SH SOLE 219407 0 0
AGCO CORP BOND CV 001084AM4 2275 18000 PRN SOLE 18000 0 0
AGCO CORP COM 001084102 4659 94843 SH SOLE 94843 0 0
ISHARES TR CORE TOTUSBD ETF COM 464287226 91248 821462 SH SOLE 821462 0 0
ALLERGAN INC COM 018490102 7044 76792 SH SOLE 76792 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4138 143184 SH SOLE 143184 0 0
ASSURED GUARANTY LTD COM G0585R106 351 24639 SH SOLE 24639 0 0
PROSHARES TR II ULTRA SILVER COM 74347W841 1332 30202 SH SOLE 30202 0 0
ASPEN INSURANCE HOLDINGS LTD S COM G05384105 485 15110 SH SOLE 15110 0 0
AMERICAN INTL GROUP INC COM 026874784 15341 434600 SH SOLE 434600 0 0
AMERICAN INTL GROUP INC *W EXP COM 026874156 356 25800 SH SOLE 25800 0 0
APOLLO INVT CORP COM 03761U106 208 24842 SH SOLE 24842 0 0
APARTMENT INVT & MGMT CO COM 03748R101 1492 55146 SH SOLE 55146 0 0
ASSURANT INC COM 04621X108 921 26543 SH SOLE 26543 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1693 48867 SH SOLE 48867 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3937 96242 SH SOLE 96242 0 0
AK STL HLDG CORP COM 001547108 1071 232902 SH SOLE 232902 0 0
ALBEMARLE CORP COM 012653101 1281 20617 SH SOLE 20617 0 0
ALCOA INC BOND CV 013817AT8 1725415 12050000 PRN SOLE 12050000 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 265 9029 SH SOLE 9029 0 0
ALASKA AIR GROUP INC COM 011659109 774 17962 SH SOLE 17962 0 0
ALLSTATE CORP COM 020002101 7131 177517 SH SOLE 177517 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 568 20136 SH SOLE 20136 0 0
ALTERA CORP COM 021441100 14595 424406 SH SOLE 424406 0 0
AUTOLIV INC COM 052800109 992 14716 SH SOLE 14716 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8206 87537 SH SOLE 87537 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page4 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
APPLIED MATLS INC COM 038222105 7107 621239 SH SOLE 621239 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W406 1298 154146 SH SOLE 154146 0 0
AMC NETWORKS INC COM 00164V103 221 4467 SH SOLE 4467 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4565 1901936 SH SOLE 1901936 0 0
AMETEK INC NEW COM 031100100 2106 56052 SH SOLE 56052 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2919 22431 SH SOLE 22431 0 0
AMGEN INC COM 031162100 30670 355799 SH SOLE 355799 0 0
AMERIPRISE FINL INC COM 03076C106 5071 80961 SH SOLE 80961 0 0
AMERICAN TOWER CORP NEW COM 03027X100 11127 144000 SH SOLE 144000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1140 67793 SH SOLE 67793 0 0
AMERICA MOVIL SAB DE CV SPON COM 02364W105 3885 167883 SH SOLE 167883 0 0
AMAZON COM INC COM 023135106 55436 220977 SH SOLE 220977 0 0
AMAZON COM INC OPTION 023135106 507 792 SH PUT SOLE 792 0 0
AUTONATION INC COM 05329W102 260 6538 SH SOLE 6538 0 0
ANDERSONS INC COM 034164103 861 20067 SH SOLE 20067 0 0
ABERCROMBIE & FITCH CO COM 002896207 665 13872 SH SOLE 13872 0 0
ANN INC COM 035623107 214 6312 SH SOLE 6312 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 812 83403 SH SOLE 83403 0 0
ANSYS INC COM 03662Q105 1432 21271 SH SOLE 21271 0 0
ALPINE TOTAL DYNAMIC DIVID F C COM 021060108 153 38000 SH SOLE 38000 0 0
AOL INC COM 00184X105 271 9138 SH SOLE 9138 0 0
AON PLC SHS COM G0408V102 5969 107336 SH SOLE 107336 0 0
APACHE CORP COM 037411105 8373 106665 SH SOLE 106665 0 0
ANADARKO PETE CORP COM 032511107 11794 158707 SH SOLE 158707 0 0
AIR PRODS & CHEMS INC COM 009158106 6324 75263 SH SOLE 75263 0 0
AMPHENOL CORP NEW COM 032095101 2598 40147 SH SOLE 40147 0 0
APOLLO GLOBAL MGMT LLC COM 037612306 72044 4150000 SH SOLE 4150000 0 0
APOLLO GROUP INC COM 037604105 360 17209 SH SOLE 17209 0 0
ARES CAP CORP COM 04010L103 599 34231 SH SOLE 34231 0 0
AMERICAN RLTY CAP TR INC COM 02917L101 630 54591 SH SOLE 54591 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1286 18545 SH SOLE 18545 0 0
AIRGAS INC COM 009363102 1312 14368 SH SOLE 14368 0 0
ARENA PHARMACEUTICALS INC COM 040047102 117 12982 SH SOLE 12982 0 0
AEROPOSTALE COM 007865108 280 21547 SH SOLE 21547 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 279 43088 SH SOLE 43088 0 0
ARRIS GROUP INC COM 04269Q100 398 26671 SH SOLE 26671 0 0
ARRIS GROUP INC BOND CV 04269QAC4 1494 14000 PRN SOLE 14000 0 0
ARROW ELECTRS INC COM 042735100 961 25225 SH SOLE 25225 0 0
ASSOCIATED BANC CORP COM 045487105 477 36333 SH SOLE 36333 0 0
ASHLAND INC NEW COM 044209104 480 5973 SH SOLE 5973 0 0
ASM INTL N V NY REGISTER SH COM N07045102 419 11557 SH SOLE 11557 0 0
ASML HOLDING N V N Y REGISTRY COM N07059210 2092 32493 SH SOLE 32493 0 0
ASCENA RETAIL GROUP INC COM 04351G101 278 15042 SH SOLE 15042 0 0
GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 4159 36484 SH SOLE 36484 0 0
ADVANCED SEMICONDUCTOR ENGR COM 00756M404 2606 608984 SH SOLE 608984 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 824 27153 SH SOLE 27153 0 0
ATMEL CORP COM 049513104 228 34852 SH SOLE 34852 0 0
ATMOS ENERGY CORP COM 049560105 253 7209 SH SOLE 7209 0 0
APTARGROUP INC COM 038336103 254 5332 SH SOLE 5332 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4038 380267 SH SOLE 380267 0 0
ATWOOD OCEANICS INC COM 050095108 208 4548 SH SOLE 4548 0 0
AU OPTRONICS CORP COM 002255107 5090 1131200 SH SOLE 1131200 0 0
AVISTA CORP COM 05379B107 834 34607 SH SOLE 34607 0 0
AVALONBAY CMNTYS INC COM 053484101 6718 49550 SH SOLE 49550 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page5 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
AVAGO TECHNOLOGIES LTD SHS COM Y0486S104 3121 98609 SH SOLE 98609 0 0
AVON PRODS INC COM 054303102 3387 235885 SH SOLE 235885 0 0
AVNET INC COM 053807103 1008 32932 SH SOLE 32932 0 0
AVERY DENNISON CORP COM 053611109 1399 40069 SH SOLE 40069 0 0
ALLIED WRLD ASSUR COM HLDG A S COM H01531104 407 5163 SH SOLE 5163 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2745 73940 SH SOLE 73940 0 0
AMERICAN STS WTR CO COM 029899101 289 6021 SH SOLE 6021 0 0
ANIXTER INTL INC BOND CV 035290AJ4 803440 7040000 PRN SOLE 7040000 0 0
AMERICAN EXPRESS CO COM 025816109 19532 339810 SH SOLE 339810 0 0
AXIS CAPITAL HOLDINGS INV SHS COM G0692U109 1146 33070 SH SOLE 33070 0 0
ACUITY BRANDS INC COM 00508Y102 355 5237 SH SOLE 5237 0 0
AUTOZONE INC COM 053332102 4101 11570 SH SOLE 11570 0 0
BOEING CO COM 097023105 15086 200180 SH SOLE 200180 0 0
BANK OF AMERICA CORPORATION COM 060505104 51473 4433477 SH SOLE 4433477 0 0
BANK OF AMERICA CORPORATION OPTION 060505104 990 10392 SH PUT SOLE 10392 0 0
BANK OF AMERICA CORPORATION OPTION 060505104 821 5750 SH CALL SOLE 5750 0 0
BRASKEM S A SP COM 105532105 226 16900 SH SOLE 16900 0 0
CREDICORP LTD COM G2519Y108 17824 121617 SH SOLE 121617 0 0
BAXTER INTL INC COM 071813109 7773 116600 SH SOLE 116600 0 0
BED BATH & BEYOND INC COM 075896100 16241 290489 SH SOLE 290489 0 0
BANCO BRADESCO S A SP COM 059460303 24734 1423965 SH SOLE 1423965 0 0
BARRETT BILL CORP BOND CV 06846NAA2 3502 35000 PRN SOLE 35000 0 0
BHP BILLITON PLC COM 05545E209 1056 15000 SH SOLE 15000 0 0
BB&T CORP COM 054937107 8923 306537 SH SOLE 306537 0 0
BEST BUY INC COM 086516101 894 75429 SH SOLE 75429 0 0
BARD C R INC COM 067383109 1648 16863 SH SOLE 16863 0 0
BRANDYWINE RLTY TR SH BEN INT COM 105368203 404 33118 SH SOLE 33118 0 0
BECTON DICKINSON & CO COM 075887109 3908 49984 SH SOLE 49984 0 0
BEAM INC COM 073730103 1634 26753 SH SOLE 26753 0 0
B/E AEROSPACE INC COM 073302101 405 8197 SH SOLE 8197 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 158 24705 SH SOLE 24705 0 0
FRANKLIN RES INC COM 354613101 7584 60336 SH SOLE 60336 0 0
BROWN FORMAN CORP CL B COM 115637209 1639 25907 SH SOLE 25907 0 0
BUNGE LIMITED COM G16962105 6284 86452 SH SOLE 86452 0 0
BUNGE LIMITED OPTION G16962105 734 473 SH CALL SOLE 473 0 0
GENERAL CABLE CORP DEL NEW BOND CV 369300AD0 790027 7975000 PRN SOLE 7975000 0 0
BRIGGS & STRATTON CORP COM 109043109 378 17915 SH SOLE 17915 0 0
BLACKROCK INTL GRWTH & INC T C COM 092524107 499 67920 SH SOLE 67920 0 0
BAKER HUGHES INC COM 057224107 11247 275350 SH SOLE 275350 0 0
BAKER HUGHES INC OPTION 057224107 550 1000 SH PUT SOLE 1000 0 0
BHP BILLITON LTD COM 088606108 884 11276 SH SOLE 11276 0 0
SOTHEBYS COM 835898107 428 12728 SH SOLE 12728 0 0
BAIDU INC SPON COM 056752108 28725 286423 SH SOLE 286423 0 0
BAIDU INC SPON OPTION 056752108 381 1500 SH PUT SOLE 1500 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 752 118734 SH SOLE 118734 0 0
BIG LOTS INC COM 089302103 305 10719 SH SOLE 10719 0 0
BIOGEN IDEC INC COM 09062X103 18540 126662 SH SOLE 126662 0 0
SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 5199 113480 SH SOLE 113480 0 0
BANK NEW YORK MELLON CORP COM 064058100 10551 410540 SH SOLE 410540 0 0
BROOKDALE SR LIVING INC COM 112463104 2478 97873 SH SOLE 97873 0 0
BLACK HILLS CORP COM 092113109 1169 32165 SH SOLE 32165 0 0
BLACKROCK INC COM 09247X101 9314 45057 SH SOLE 45057 0 0
BALL CORP COM 058498106 1374 30699 SH SOLE 30699 0 0
BMC SOFTWARE INC COM 055921100 2095 52876 SH SOLE 52876 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page6 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
BLACKROCK HEALTH SCIENCES TR COM 09250W107 389 13876 SH SOLE 13876 0 0
BIOMED REALTY TRUST INC COM 09063H107 1247 64503 SH SOLE 64503 0 0
BIOMARIN PHARMACEUTICAL INC BOND CV 09061GAD3 3206944 13000000 PRN SOLE 13000000 0 0
BEMIS INC COM 081437105 594 17747 SH SOLE 17747 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 75 10321 SH SOLE 10321 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 16743 513743 SH SOLE 513743 0 0
BRISTOL MYERS SQUIBB CO OPTION 110122108 1337 5816 SH CALL SOLE 5816 0 0
STREAM EXCHANGE TRADED TR S&P COM 86324B103 17360 630349 SH SOLE 630349 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 631 47774 SH SOLE 47774 0 0
BANK HAWAII CORP COM 062540109 1580 35878 SH SOLE 35878 0 0
BOK FINL CORP COM 05561Q201 205 3756 SH SOLE 3756 0 0
PIMCO ETF TR TOTL RETN ETF COM 72201R775 1531 14044 SH SOLE 14044 0 0
POPULAR INC COM 733174700 314 15081 SH SOLE 15081 0 0
BRO COM 11133T103 601 26269 SH SOLE 26269 0 0
BROADCOM CORP COM 111320107 10534 317206 SH SOLE 317206 0 0
BRE PROPERTIES INC COM 05564E106 1157 22763 SH SOLE 22763 0 0
BRF-BRASIL FOODS S A COM 10552T107 10414 493342 SH SOLE 493342 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670108 11663 87 SH SOLE 87 0 0
BERKSHIRE HATHAWAY INC DEL CL BCOM 084670702 57855 644982 SH SOLE 644982 0 0
BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 305 1170 SH PUT SOLE 1170 0 0
BROWN & BROWN INC COM 115236101 624 24515 SH SOLE 24515 0 0
BANCO SANTANDER BRASIL S A ADS COM 05967A107 5663 777949 SH SOLE 777949 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1556 271636 SH SOLE 271636 0 0
PEABODY ENERGY CORP COM 704549104 5573 209419 SH SOLE 209419 0 0
ANHEUSER BUSCH INBEV SA/NV COM 03524A108 787 9000 SH SOLE 9000 0 0
COMPANIA DE MINAS BUENAVENTU COM 204448104 12437 345966 SH SOLE 345966 0 0
BORGWARNER INC COM 099724106 2880 40208 SH SOLE 40208 0 0
BLACKSTONE GROUP L P COM UNIT COM 09253U108 265 16996 SH SOLE 16996 0 0
BOSTON PROPERTIES INC COM 101121101 6900 65213 SH SOLE 65213 0 0
BANCORPSOUTH INC COM 059692103 157 10824 SH SOLE 10824 0 0
BOYD GAMING CORP COM 103304101 815 122701 SH SOLE 122701 0 0
BEAZER HOMES USA INC COM 07556Q881 2705 160144 SH SOLE 160144 0 0
CITIGROUP INC COM 172967424 59861 1513181 SH SOLE 1513181 0 0
CITIGROUP INC OPTION 172967424 2199 12353 SH PUT SOLE 12353 0 0
CA INC COM 12673P105 8571 389928 SH SOLE 389928 0 0
CABELAS INC COM 126804301 217 5196 SH SOLE 5196 0 0
CACI INTL INC BOND CV 127190AD8 1292256 11538000 PRN SOLE 11538000 0 0
CONAGRA FOODS INC COM 205887102 5767 195496 SH SOLE 195496 0 0
CONAGRA FOODS INC OPTION 205887102 738 1250 SH CALL SOLE 1250 0 0
CARDINAL HEALTH INC COM 14149Y108 3522 85520 SH SOLE 85520 0 0
CHEESECAKE FACTORY INC COM 163072101 210 6433 SH SOLE 6433 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 10029 177634 SH SOLE 177634 0 0
CATERPILLAR INC DEL COM 149123101 15215 169796 SH SOLE 169796 0 0
CHUBB CORP COM 171232101 8467 112420 SH SOLE 112420 0 0
CINCINNATI BELL INC NEW COM 171871106 65 11819 SH SOLE 11819 0 0
COMPANHIA BRASILEIRA DE DIST S COM 20440T201 377 8494 SH SOLE 8494 0 0
CBRE GROUP INC COM 12504L109 2193 110183 SH SOLE 110183 0 0
CHICAGO BRIDGE & IRON CO N V N COM 167250109 1040 22443 SH SOLE 22443 0 0
CBL & ASSOC PPTYS INC COM 124830100 1396 65838 SH SOLE 65838 0 0
CBOE HLDGS INC COM 12503M108 532 18068 SH SOLE 18068 0 0
CBS CORP NEW CL B COM 124857202 5324 139917 SH SOLE 139917 0 0
COMMERCE BANCSHARES INC COM 200525103 583 16623 SH SOLE 16623 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1851 58339 SH SOLE 58339 0 0
CROWN CASTLE INTL CORP COM 228227104 5082 70421 SH SOLE 70421 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page7 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
CAMECO CORP COM 13321L108 1651 83747 SH SOLE 83747 0 0
CAMECO CORP OPTION 13321L108 201 650 SH PUT SOLE 650 0 0
CROWN HOLDINGS INC COM 228368106 857 23286 SH SOLE 23286 0 0
CARNIVAL CORP PAIRED CTF COM 143658300 4374 118947 SH SOLE 118947 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 291 21560 SH SOLE 21560 0 0
CELANESE CORP DEL COM SER A COM 150870103 1109 24897 SH SOLE 24897 0 0
CENTRAL EUROPEAN DIST CORP BOND CV 153435AA0 612 12000 PRN SOLE 12000 0 0
CELGENE CORP COM 151020104 15405 196313 SH SOLE 196313 0 0
CERNER CORP COM 156782104 5580 71994 SH SOLE 71994 0 0
CF INDS HLDGS INC COM 125269100 6851 33722 SH SOLE 33722 0 0
CAPITOL FED FINL INC COM 14057J101 258 22096 SH SOLE 22096 0 0
CAREFUSION CORP COM 14170T101 1436 50246 SH SOLE 50246 0 0
CULLEN FROST BANKERS INC COM 229899109 640 11787 SH SOLE 11787 0 0
CHURCH & DWIGHT INC COM 171340102 1720 32113 SH SOLE 32113 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8258 496874 SH SOLE 496874 0 0
CHESAPEAKE ENERGY CORP OPTION 165167107 1300 2000 SH PUT SOLE 2000 0 0
CHESAPEAKE ENERGY CORP BOND CV 165167CA3 574228 6493000 PRN SOLE 6493000 0 0
CHESAPEAKE ENERGY CORP BOND CV 165167BZ9 19530 217000 PRN SOLE 217000 0 0
CHESAPEAKE ENERGY CORP BOND CV 165167BW6 76500 800000 PRN SOLE 800000 0 0
CHECK POINT SOFTWARE TECH LT COM M22465104 2423 50860 SH SOLE 50860 0 0
CHINA MOBILE LIMITED COM 16941M109 1511 25739 SH SOLE 25739 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 4568 72248 SH SOLE 72248 0 0
CHICOS FAS INC COM 168615102 243 13171 SH SOLE 13171 0 0
CHARTER COMMUNICATIONS INC D COM 16117M305 478 6274 SH SOLE 6274 0 0
CIGNA CORPORATION COM 125509109 3241 60629 SH SOLE 60629 0 0
COBALT INTL ENERGY INC COM 19075F106 939 38227 SH SOLE 38227 0 0
CIENA CORP COM 171779309 251 16008 SH SOLE 16008 0 0
COMPANHIA ENERGETICA DE MINA SPCOM 204409601 763 70280 SH SOLE 70280 0 0
CHIMERA INVT CORP COM 16934Q109 386 148065 SH SOLE 148065 0 0
CINCINNATI FINL CORP COM 172062101 3074 78488 SH SOLE 78488 0 0
CIT GROUP INC COM 125581801 2260 58496 SH SOLE 58496 0 0
CHECKPOINT SYS INC COM 162825103 133 12356 SH SOLE 12356 0 0
COLGATE PALMOLIVE CO COM 194162103 11278 107880 SH SOLE 107880 0 0
COLGATE PALMOLIVE CO OPTION 194162103 1338 500 SH CALL SOLE 500 0 0
CORE LABORATORIES N V COM N22717107 1059 9684 SH SOLE 9684 0 0
CLARCOR INC COM 179895107 298 6233 SH SOLE 6233 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 3960 102672 SH SOLE 102672 0 0
CORELOGIC INC COM 21871D103 639 23752 SH SOLE 23752 0 0
CLEAN HARBORS INC COM 184496107 2748 49961 SH SOLE 49961 0 0
MACK CALI RLTY CORP COM 554489104 673 25768 SH SOLE 25768 0 0
COLONIAL PPTYS TR COM SH BEN I COM 195872106 264 12345 SH SOLE 12345 0 0
CONTINENTAL RESOURCES INC COM 212015101 745 10140 SH SOLE 10140 0 0
CLEARWIRE CORP NEW COM 18538Q105 34 11598 SH SOLE 11598 0 0
CLOROX CO DEL COM 189054109 3434 46898 SH SOLE 46898 0 0
COMERICA INC COM 200340107 2011 66277 SH SOLE 66277 0 0
COMMERCIAL METALS CO COM 201723103 461 31049 SH SOLE 31049 0 0
COMCAST CORP NEW COM 20030N101 41983 1123746 SH SOLE 1123746 0 0
COMCAST CORP NEW COM 20030N200 3220 89645 SH SOLE 89645 0 0
CME GROUP INC COM 12572Q105 6498 128237 SH SOLE 128237 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2874 9662 SH SOLE 9662 0 0
CUMMINS INC COM 231021106 5587 51566 SH SOLE 51566 0 0
CUMMINS INC OPTION 231021106 480 400 SH PUT SOLE 400 0 0
COMPASS MINERALS INTL INC COM 20451N101 4231 56633 SH SOLE 56633 0 0
CMS ENERGY CORP COM 125896100 1649 67647 SH SOLE 67647 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page8 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
COMVERSE TECHNOLOGY INC PAR $ COM 205862402 52 13484 SH SOLE 13484 0 0
CNA FINL CORP COM 126117100 1387 49527 SH SOLE 49527 0 0
CNH GLOBAL N V SHS COM N20935206 2301 57103 SH SOLE 57103 0 0
CINEMARK HOLDINGS INC COM 17243V102 720 27704 SH SOLE 27704 0 0
CLECO CORP NEW COM 12561W105 1175 29374 SH SOLE 29374 0 0
CNO FINL GROUP INC COM 12621E103 116 12434 SH SOLE 12434 0 0
CENTERPOINT ENERGY INC COM 15189T107 2248 116800 SH SOLE 116800 0 0
CONCUR TECHNOLOGIES INC COM 206708109 227 3367 SH SOLE 3367 0 0
CONSOL ENERGY INC COM 20854P109 3891 121204 SH SOLE 121204 0 0
PROSHARES TR USD COVERED BD COM 74348A749 6094 59793 SH SOLE 59793 0 0
CAPITAL ONE FINL CORP COM 14040H105 13890 239767 SH SOLE 239767 0 0
CABOT OIL & GAS CORP COM 127097103 3836 77114 SH SOLE 77114 0 0
COACH INC COM 189754104 10010 180325 SH SOLE 180325 0 0
COACH INC OPTION 189754104 1210 1000 SH PUT SOLE 1000 0 0
ROCKWELL COLLINS INC COM 774341101 2218 38136 SH SOLE 38136 0 0
COOPER COS INC COM 216648402 350 3786 SH SOLE 3786 0 0
CONOCOPHILLIPS COM 20825C104 15942 274904 SH SOLE 274904 0 0
CONOCOPHILLIPS OPTION 20825C104 216 698 SH PUT SOLE 698 0 0
CONOCOPHILLIPS OPTION 20825C104 7553 2660 SH CALL SOLE 2660 0 0
COSTCO WHSL CORP NEW COM 22160K105 18685 189257 SH SOLE 189257 0 0
COVIDIEN PLC SHS COM G2554F113 5557 96246 SH SOLE 96246 0 0
CAMPBELL SOUP CO COM 134429109 1984 56875 SH SOLE 56875 0 0
CPFL ENERGIA S A COM 126153105 250 11929 SH SOLE 11929 0 0
CALPINE CORP COM 131347304 877 48370 SH SOLE 48370 0 0
COPART INC COM 217204106 254 8604 SH SOLE 8604 0 0
CAPSTONE TURBINE CORP COM 14067D102 15 16705 SH SOLE 16705 0 0
CAMDEN PPTY TR SH BEN INT COM 133131102 2530 37091 SH SOLE 37091 0 0
COMPUWARE CORP COM 205638109 212 19530 SH SOLE 19530 0 0
CITIZENS REPUBLIC BANCORP IN COM 174420307 316 16666 SH SOLE 16666 0 0
CREE INC COM 225447101 2287 67293 SH SOLE 67293 0 0
CORNERSTONE TOTAL RTRN FD IN COM 21924U201 112 20844 SH SOLE 20844 0 0
CARTER INC COM 146229109 271 4867 SH SOLE 4867 0 0
SALESFORCE COM INC COM 79466L302 6118 36393 SH SOLE 36393 0 0
CREDIT SUISSE GROUP COM 225401108 878 35743 SH SOLE 35743 0 0
COMPUTER SCIENCES CORP COM 205363104 1500 37456 SH SOLE 37456 0 0
CISCO SYS INC COM 17275R102 52633 2678587 SH SOLE 2678587 0 0
CISCO SYS INC OPTION 17275R102 229 4113 SH PUT SOLE 4113 0 0
CAPITALSOURCE INC COM 14055X102 230 30404 SH SOLE 30404 0 0
CARLISLE COS INC COM 142339100 292 4961 SH SOLE 4961 0 0
COINSTAR INC COM 19259P300 294 5657 SH SOLE 5657 0 0
CSX CORP COM 126408103 7112 360467 SH SOLE 360467 0 0
CINTAS CORP COM 172908105 1083 26474 SH SOLE 26474 0 0
CENTURYLINK INC COM 156700106 7894 201792 SH SOLE 201792 0 0
CENTURYLINK INC OPTION 156700106 200 1024 SH CALL SOLE 1024 0 0
CTRIP COM INTL LTD AMERICAN DE COM 22943F100 9550 421453 SH SOLE 421453 0 0
CATAMARAN CORP COM 148887102 2417 51322 SH SOLE 51322 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 13319 180268 SH SOLE 180268 0 0
CITRIX SYS INC COM 177376100 7044 107338 SH SOLE 107338 0 0
CUBESMART COM 229663109 1729 118679 SH SOLE 118679 0 0
COUSINS PPTYS INC COM 222795106 112 13409 SH SOLE 13409 0 0
COVANTA HLDG CORP COM 22282E102 1667 90505 SH SOLE 90505 0 0
CABLEVISION SYS CORP COM 12686C109 543 36362 SH SOLE 36362 0 0
COVANCE INC COM 222816100 255 4413 SH SOLE 4413 0 0
CONVERGYS CORP COM 212485106 229 13958 SH SOLE 13958 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page9 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
COVENTRY HEALTH CARE INC COM 222862104 1249 27869 SH SOLE 27869 0 0
CVS CAREMARK CORPORATION COM 126650100 12203 252396 SH SOLE 252396 0 0
CHEVRON CORP NEW COM 166764100 50846 470187 SH SOLE 470187 0 0
CHEVRON CORP NEW OPTION 166764100 2660 800 SH CALL SOLE 800 0 0
COMMONWEALTH REIT COM SH BEN I COM 203233101 306 19330 SH SOLE 19330 0 0
CEMEX SAB DE CV SPON COM 151290889 3717 376576 SH SOLE 376576 0 0
CONCHO RES INC COM 20605P101 1862 23117 SH SOLE 23117 0 0
CREXUS INVT CORP COM 226553105 166 13581 SH SOLE 13581 0 0
CORRECTIONS CORP AMER NEW COM 22025Y407 281 7921 SH SOLE 7921 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 120 11073 SH SOLE 11073 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 353 11498 SH SOLE 11498 0 0
CYMER INC COM 232572107 614 6788 SH SOLE 6788 0 0
CITY NATL CORP COM 178566105 483 9752 SH SOLE 9752 0 0
CYTEC INDS INC COM 232820100 253 3680 SH SOLE 3680 0 0
COSAN LTD SHS A COM G25343107 263 15196 SH SOLE 15196 0 0
DOMINION RES INC VA NEW COM 25746U109 11954 230779 SH SOLE 230779 0 0
DOMINION RES INC VA NEW OPTION 25746U109 377 1000 SH PUT SOLE 1000 0 0
DELTA AIR LINES INC DEL COM 247361702 728 61328 SH SOLE 61328 0 0
DANA HLDG CORP COM 235825205 174 11152 SH SOLE 11152 0 0
E-COMMERCE CHINA DANGDANG IN S COM 26833A105 42 10118 SH SOLE 10118 0 0
DARLING INTL INC COM 237266101 885 55193 SH SOLE 55193 0 0
DEUTSCHE BANK AG NAMEN AKT COM D18190898 2489 56192 SH SOLE 56192 0 0
DOUBLELINE OPPORTUNISTIC CR COM 258623107 363 13445 SH SOLE 13445 0 0
DONALDSON INC COM 257651109 370 11271 SH SOLE 11271 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 237 36455 SH SOLE 36455 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 20283 450953 SH SOLE 450953 0 0
DU PONT E I DE NEMOURS & CO OPTION 263534109 348 4000 SH PUT SOLE 4000 0 0
DDR CORP COM 23317H102 842 53763 SH SOLE 53763 0 0
DEERE & CO COM 244199105 12798 148087 SH SOLE 148087 0 0
DOUGLAS EMMETT INC COM 25960P109 736 31597 SH SOLE 31597 0 0
DELL INC COM 24702R101 13631 1344235 SH SOLE 1344235 0 0
DELL INC OPTION 24702R101 287 1200 SH PUT SOLE 1200 0 0
DEAN FOODS CO NEW COM 242370104 692 41937 SH SOLE 41937 0 0
DISCOVER FINL SVCS COM 254709108 7640 198188 SH SOLE 198188 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 218 9031 SH SOLE 9031 0 0
DOLLAR GEN CORP NEW COM 256677105 3036 68854 SH SOLE 68854 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1761 30225 SH SOLE 30225 0 0
D R HORTON INC COM 23331A109 1199 60641 SH SOLE 60641 0 0
DANAHER CORP DEL COM 235851102 8356 149477 SH SOLE 149477 0 0
SPDR DOW JONES INDL AVRG ETF U COM 78467X109 25219 193127 SH SOLE 193127 0 0
SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 4223 13500 SH CALL SOLE 13500 0 0
SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 475 3922 SH PUT SOLE 3922 0 0
DINEEQUITY INC COM 254423106 257 3838 SH SOLE 3838 0 0
DIODES INC COM 254543101 397 22887 SH SOLE 22887 0 0
DISNEY WALT CO COM DISNEY COM 254687106 20062 402939 SH SOLE 402939 0 0
DISNEY WALT CO COM DISNEY OPTION 254687106 787 650 SH PUT SOLE 650 0 0
DISCOVERY COMMUNICATNS NEW COM COM 25470F104 4756 74915 SH SOLE 74915 0 0
DISCOVERY COMMUNICATNS NEW COM COM 25470F302 864 14770 SH SOLE 14770 0 0
DISH NETWORK CORP COM 25470M109 1516 41638 SH SOLE 41638 0 0
DICKS SPORTING GOODS INC COM 253393102 1016 22325 SH SOLE 22325 0 0
DOLBY LABORATORIES INC COM 25659T107 218 7436 SH SOLE 7436 0 0
DELPHI AUTOMOTIVE PLC SHS COM G27823106 2180 57001 SH SOLE 57001 0 0
DIGITAL RLTY TR INC COM 253868103 3712 54682 SH SOLE 54682 0 0
DOLLAR TREE INC COM 256746108 5214 128554 SH SOLE 128554 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page10 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
DELUXE CORP COM 248019101 900 27904 SH SOLE 27904 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1211 15400 SH SOLE 15400 0 0
DNP SELECT INCOME FD COM 23325P104 389 41047 SH SOLE 41047 0 0
DENBURY RES INC COM 247916208 1965 121273 SH SOLE 121273 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2095 30822 SH SOLE 30822 0 0
DOVER CORP COM 260003108 2547 38760 SH SOLE 38760 0 0
DOW CHEM CO COM 260543103 13570 419737 SH SOLE 419737 0 0
DOW 30SM ENHANCED PREM & INC COM 260537105 274 25550 SH SOLE 25550 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2015 45598 SH SOLE 45598 0 0
DRESSER-RAND GROUP INC COM 261608103 462 8237 SH SOLE 8237 0 0
DUKE REALTY CORP COM 264411505 1673 120584 SH SOLE 120584 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 235 26075 SH SOLE 26075 0 0
DARDEN RESTAURANTS INC COM 237194105 2854 63333 SH SOLE 63333 0 0
DORAL FINL CORP COM 25811P886 10 13374 SH SOLE 13374 0 0
DRIL-QUIP INC COM 262037104 354 4847 SH SOLE 4847 0 0
DTE ENERGY CO COM 233331107 3292 54817 SH SOLE 54817 0 0
DIRECTV COM 25490A309 13748 274075 SH SOLE 274075 0 0
DUKE ENERGY CORP NEW COM 26441C204 15651 245319 SH SOLE 245319 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2634 23831 SH SOLE 23831 0 0
DEVON ENERGY CORP NEW COM 25179M103 12300 236362 SH SOLE 236362 0 0
ISHARES TR DJ SEL DIV INX COM 464287168 429 7500 SH SOLE 7500 0 0
ELECTRONIC ARTS INC COM 285512109 1058 72873 SH SOLE 72873 0 0
WELLS FARGO ADVANTAGE INCOME C COM 94987B105 351 34850 SH SOLE 34850 0 0
BRINKER INTL INC COM 109641100 593 19140 SH SOLE 19140 0 0
EBAY INC COM 278642103 35611 698291 SH SOLE 698291 0 0
CENTRAIS ELETRICAS BRASILEIR COM 15234Q207 83 26737 SH SOLE 26737 0 0
ECOLAB INC COM 278865100 5230 72735 SH SOLE 72735 0 0
CONSOLIDATED EDISON INC COM 209115104 20638 371592 SH SOLE 371592 0 0
CONSOLIDATED EDISON INC OPTION 209115104 262 750 SH PUT SOLE 750 0 0
DIREXION SHS ETF TR DLY EMRGMK COM 25459Y686 5756 52673 SH SOLE 52673 0 0
EDUCATION RLTY TR INC COM 28140H104 160 15060 SH SOLE 15060 0 0
DIREXION SHS ETF TR DLY EM BR3XCOM 25459W482 4904 543649 SH SOLE 543649 0 0
ISHARES TR MSCI EMERG MKT COM 464287234 351619 7928275 SH SOLE 7928275 0 0
ISHARES TR MSCI EMERG MKT OPTION 464287234 1107 32200 SH CALL SOLE 32200 0 0
ISHARES TR MSCI EMERG MKT OPTION 464287234 13011 20500 SH PUT SOLE 20500 0 0
ISHARES TR MSCI EAFE INDEX COM 464287465 320150 5630501 SH SOLE 5630501 0 0
ISHARES TR MSCI EAFE INDEX OPTION 464287465 419 6455 SH PUT SOLE 6455 0 0
EQUIFAX INC COM 294429105 2396 44265 SH SOLE 44265 0 0
ENERGEN CORP COM 29265N108 1555 34488 SH SOLE 34488 0 0
ELDORADO GOLD CORP NEW COM 284902103 238 18456 SH SOLE 18456 0 0
EASTGROUP PPTY INC COM 277276101 225 4186 SH SOLE 4186 0 0
ISHARES TR INDONE INVS MRKT COM 46429B309 500 16527 SH SOLE 16527 0 0
EDISON INTL COM 281020107 3327 73619 SH SOLE 73619 0 0
LAUDER ESTEE COS INC COM 518439104 3291 54981 SH SOLE 54981 0 0
ELAN PLC COM 284131208 342 33521 SH SOLE 33521 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 607 9027 SH SOLE 9027 0 0
E M C CORP MASS COM 268648102 18613 735689 SH SOLE 735689 0 0
E M C CORP MASS OPTION 268648102 364 7000 SH PUT SOLE 7000 0 0
E M C CORP MASS BOND CV 268648AM4 4070437 25500000 PRN SOLE 25500000 0 0
EASTMAN CHEM CO COM 277432100 2751 40429 SH SOLE 40429 0 0
EMERSON ELEC CO COM 291011104 11658 220128 SH SOLE 220128 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 293 11184 SH SOLE 11184 0 0
ENDURANCE SPECIALTY HLDGS LT S COM G30397106 245 6178 SH SOLE 6178 0 0
ENERSIS S A COM 29274F104 380 20853 SH SOLE 20853 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page11 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
REED ELSEVIER N V SPONS COM 758204200 730 24677 SH SOLE 24677 0 0
ENERGIZER HLDGS INC COM 29266R108 1193 14916 SH SOLE 14916 0 0
EOG RES INC COM 26875P101 10954 90690 SH SOLE 90690 0 0
EATON VANCE ENH EQTY INC FD COM 278277108 320 30667 SH SOLE 30667 0 0
WISDOMTREE TRUST INDIA ERNGS FDCOM 97717W422 1265 65301 SH SOLE 65301 0 0
ISHARES INC MSCI PAC J IDX COM 464286665 1498 31775 SH SOLE 31775 0 0
EPR PPTYS COM SH BEN INT COM 26884U109 393 8519 SH SOLE 8519 0 0
EQUINIX INC COM 29444U502 14036 68069 SH SOLE 68069 0 0
EQUINIX INC BOND CV 29444UAG1 3316071 17000000 PRN SOLE 17000000 0 0
EQUITY RESIDENTIAL SH BEN INT COM 29476L107 8182 144379 SH SOLE 144379 0 0
EQT CORP COM 26884L109 2629 44571 SH SOLE 44571 0 0
EQUITY ONE COM 294752100 259 12349 SH SOLE 12349 0 0
ENERPLUS CORP COM 292766102 564 43539 SH SOLE 43539 0 0
ERICSSON COM 294821608 102 10065 SH SOLE 10065 0 0
ERIE INDTY CO COM 29530P102 253 3660 SH SOLE 3660 0 0
EMBRAER S A SP COM 29082A107 231 8113 SH SOLE 8113 0 0
ISHARES TR MSCI RUSS INDX COM 46429B705 1182 50000 SH SOLE 50000 0 0
DIREXION SHS ETF TR DLY ENRGY COM 25459W888 3937 81210 SH SOLE 81210 0 0
DIREXION SHS ETF TR DLY ENRGY COM 25459W342 3964 506909 SH SOLE 506909 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 239 3751 SH SOLE 3751 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 19884 368221 SH SOLE 368221 0 0
ESSEX PPTY TR INC COM 297178105 2032 13854 SH SOLE 13854 0 0
ENSCO PLC SHS CLASS A COM G3157S106 3649 61560 SH SOLE 61560 0 0
E TRADE FINANCIAL CORP COM 269246401 707 79019 SH SOLE 79019 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 6923 663735 SH SOLE 663735 0 0
EATON CORP PLC SHS COM G29183103 6233 115043 SH SOLE 115043 0 0
ENTERGY CORP NEW COM 29364G103 5475 85877 SH SOLE 85877 0 0
EATON VANCE CORP COM NON VTG COM 278265103 1358 42631 SH SOLE 42631 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2568 28485 SH SOLE 28485 0 0
ISHARES INC MSCI AUSTRALIA COM 464286103 5028 200000 SH SOLE 200000 0 0
EAST WEST BANCORP INC COM 27579R104 650 30226 SH SOLE 30226 0 0
ISHARES INC MSCI CDA INDEX COM 464286509 2667 93925 SH SOLE 93925 0 0
ISHARES INC MSCI HONG KONG COM 464286871 1122 57800 SH SOLE 57800 0 0
ISHARES INC MSCI TAIWAN COM 464286731 5272 387073 SH SOLE 387073 0 0
ISHARES INC MSCI MEX INVEST COM 464286822 6580 93299 SH SOLE 93299 0 0
ISHARES INC MSCI MEX INVEST OPTION 464286822 688 1250 SH CALL SOLE 1250 0 0
ISHARES INC MSCI S KOREA COM 464286772 5100 80508 SH SOLE 80508 0 0
ISHARES INC MSCI BRAZIL COM 464286400 51547 921466 SH SOLE 921466 0 0
ISHARES INC MSCI BRAZIL OPTION 464286400 316 13650 SH CALL SOLE 13650 0 0
ISHARES INC MSCI BRAZIL OPTION 464286400 6176 23300 SH PUT SOLE 23300 0 0
EXELON CORP COM 30161N101 14783 497065 SH SOLE 497065 0 0
EXELON CORP OPTION 30161N101 2160 1500 SH PUT SOLE 1500 0 0
EXPEDITORS INTL WASH INC COM 302130109 3713 93871 SH SOLE 93871 0 0
EXPEDIA INC DEL COM 30212P303 3200 52083 SH SOLE 52083 0 0
EXTRA SPACE STORAGE INC COM 30225T102 868 23859 SH SOLE 23859 0 0
ISHARES INC MSCI STH AFRCA COM 464286780 2176 30402 SH SOLE 30402 0 0
FORD MTR CO DEL PAR $0.01 COM 345370860 10357 799731 SH SOLE 799731 0 0
FORD MTR CO DEL PAR $0.01 OPTION 345370860 48 11366 SH PUT SOLE 11366 0 0
FORD MTR CO DEL PAR $0.01 OPTION 345370860 673 2886 SH CALL SOLE 2886 0 0
FORD MTR CO DEL BOND CV 345370CF5 309750 2000000 PRN SOLE 2000000 0 0
FIRST AMERN FINL CORP COM 31847R102 312 12964 SH SOLE 12964 0 0
DIREXION SHS ETF TR DLY FIN BU COM 25459Y694 8682 72397 SH SOLE 72397 0 0
FASTENAL CO COM 311900104 6129 131388 SH SOLE 131388 0 0
DIREXION SHS ETF TR DLY FIN BE COM 25459W144 6822 451516 SH SOLE 451516 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page12 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
FACEBOOK INC COM 30303M102 39583 1486982 SH SOLE 1486982 0 0
FACEBOOK INC OPTION 30303M102 396 1679 SH PUT SOLE 1679 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 366 12526 SH SOLE 12526 0 0
FOREST CITY ENTERPRISES INC COM 345550107 445 27536 SH SOLE 27536 0 0
FUELCELL ENERGY INC COM 35952H106 13 14226 SH SOLE 14226 0 0
FELCOR LODGING TR INC COM 31430F101 13940 2984907 SH SOLE 2984907 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 146 10117 SH SOLE 10117 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 34186 999577 SH SOLE 999577 0 0
FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 1360 5334 SH PUT SOLE 5334 0 0
FAMILY DLR STORES INC COM 307000109 1389 21910 SH SOLE 21910 0 0
FACTSET RESH SYS INC COM 303075105 805 9136 SH SOLE 9136 0 0
FEDEX CORP COM 31428X106 10248 111729 SH SOLE 111729 0 0
FEDEX CORP OPTION 31428X106 302 500 SH PUT SOLE 500 0 0
FIRSTENERGY CORP COM 337932107 5046 120842 SH SOLE 120842 0 0
FIRST TR ENERGY INCOME & GRW COM 33738G104 580 18916 SH SOLE 18916 0 0
F5 NETWORKS INC COM 315616102 3733 38426 SH SOLE 38426 0 0
FIRST HORIZON NATL CORP COM 320517105 717 72376 SH SOLE 72376 0 0
FEDERATED INVS INC PA CL B COM 314211103 527 26040 SH SOLE 26040 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3286 94393 SH SOLE 94393 0 0
FISERV INC COM 337738108 6851 86687 SH SOLE 86687 0 0
FIFTH THIRD BANCORP COM 316773100 4609 303237 SH SOLE 303237 0 0
FOOT LOCKER INC COM 344849104 384 11970 SH SOLE 11970 0 0
FLEXTRONICS INTL LTD COM Y2573F102 2051 330253 SH SOLE 330253 0 0
FLIR SYS INC COM 302445101 788 35310 SH SOLE 35310 0 0
FLOWERS FOODS INC COM 343498101 213 9154 SH SOLE 9154 0 0
FLUOR CORP NEW COM 343412102 6452 109841 SH SOLE 109841 0 0
FLUOR CORP NEW OPTION 343412102 480 750 SH PUT SOLE 750 0 0
FLOWSERVE CORP COM 34354P105 1618 11025 SH SOLE 11025 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 365 6797 SH SOLE 6797 0 0
F M C CORP COM 302491303 2796 47777 SH SOLE 47777 0 0
FOCUS MEDIA HLDG LTD COM 34415V109 263 10230 SH SOLE 10230 0 0
FIRSTMERIT CORP COM 337915102 611 43040 SH SOLE 43040 0 0
FRESENIUS MED CARE AG&CO KGA COM 358029106 604 17604 SH SOLE 17604 0 0
FOMENTO ECONOMICO MEXICANO S S COM 344419106 3612 35869 SH SOLE 35869 0 0
FNB CORP PA COM 302520101 399 37537 SH SOLE 37537 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R105 2205 93616 SH SOLE 93616 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 785 98983 SH SOLE 98983 0 0
FERRO CORP COM 315405100 169 40355 SH SOLE 40355 0 0
FOSSIL INC COM 349882100 2386 25627 SH SOLE 25627 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 181 12856 SH SOLE 12856 0 0
FRANCESCAS HLDGS CORP COM 351793104 1470 56680 SH SOLE 56680 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 873 26644 SH SOLE 26644 0 0
FEDERAL REALTY INVT TR SH BEN COM 313747206 3014 28975 SH SOLE 28975 0 0
FOREST LABS INC COM 345838106 1770 50117 SH SOLE 50117 0 0
FIRST SOLAR INC COM 336433107 1141 36968 SH SOLE 36968 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 130 10568 SH SOLE 10568 0 0
FOREST OIL CORP PAR $0.01 COM 346091705 6234 931888 SH SOLE 931888 0 0
FMC TECHNOLOGIES INC COM 30249U101 3376 78814 SH SOLE 78814 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1501 350660 SH SOLE 350660 0 0
FULTON FINL CORP PA COM 360271100 405 42093 SH SOLE 42093 0 0
FOSTER WHEELER AG COM H27178104 505 20749 SH SOLE 20749 0 0
ISHARES TR FTSE CHINA25 IDX COM 464287184 32614 806270 SH SOLE 806270 0 0
ISHARES TR FTSE CHINA25 IDX OPTION 464287184 2017 18000 SH CALL SOLE 18000 0 0
GENERAL AMERN INVS INC COM 368802104 316 11353 SH SOLE 11353 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page13 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
AGL RES INC COM 001204106 1352 33826 SH SOLE 33826 0 0
BARCLAYS BANK PLC ETN DJUBS NA COM 06739H644 150 55611 SH SOLE 55611 0 0
GREATER CHINA FD INC COM 39167B102 8946 694597 SH SOLE 694597 0 0
GANNETT INC COM 364730101 1152 63976 SH SOLE 63976 0 0
SANOFI RIGHT 12/31/2020 COM 80105N113 230 135496 SH SOLE 135496 0 0
GENERAL DYNAMICS CORP COM 369550108 6076 87715 SH SOLE 87715 0 0
GARDNER DENVER INC COM 365558105 748 10917 SH SOLE 10917 0 0
MARKET VECTORS ETF TR GOLD MIN COM 57060U100 70954 1529505 SH SOLE 1529505 0 0
GENERAL ELECTRIC CO COM 369604103 85791 4087243 SH SOLE 4087243 0 0
GENERAL ELECTRIC CO OPTION 369604103 255 2000 SH CALL SOLE 2000 0 0
GOLD FIELDS LTD NEW COM 38059T106 2252 180332 SH SOLE 180332 0 0
GOLDCORP INC NEW COM 380956409 1676 45676 SH SOLE 45676 0 0
GERDAU S A SPON COM 373737105 6314 702305 SH SOLE 702305 0 0
GRACO INC COM 384109104 247 4790 SH SOLE 4790 0 0
GAMCO GLOBAL GOLD NAT RES & CO COM 36465A109 2690 210170 SH SOLE 210170 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 3538 178214 SH SOLE 178214 0 0
GILEAD SCIENCES INC COM 375558103 27885 379651 SH SOLE 379651 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 808 85610 SH SOLE 85610 0 0
GENERAL MLS INC COM 370334104 6631 164058 SH SOLE 164058 0 0
SPDR GOLD TRUST GOLD SHS COM 78463V107 6219 38385 SH SOLE 38385 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 298 33392 SH SOLE 33392 0 0
PROSHARES TR II ULTRASHRT COM 74347W395 1478 23610 SH SOLE 23610 0 0
CORNING INC COM 219350105 5840 462763 SH SOLE 462763 0 0
GENERAL MTRS CO COM 37045V100 6664 231135 SH SOLE 231135 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 1257 30397 SH SOLE 30397 0 0
GAMESTOP CORP NEW COM 36467W109 591 23540 SH SOLE 23540 0 0
GENCO SHIPPING & TRADING LTD S COM Y2685T107 85 24410 SH SOLE 24410 0 0
GENTEX CORP COM 371901109 216 11476 SH SOLE 11476 0 0
GENWORTH FINL INC COM COM 37247D106 3409 453975 SH SOLE 453975 0 0
RANDGOLD RES LTD COM 752344309 1279 12894 SH SOLE 12894 0 0
GOOGLE INC COM 38259P508 129737 183405 SH SOLE 183405 0 0
GOOGLE INC OPTION 38259P508 3941 512 SH PUT SOLE 512 0 0
GENUINE PARTS CO COM 372460105 3300 51896 SH SOLE 51896 0 0
GLOBAL PMTS INC COM 37940X102 750 16555 SH SOLE 16555 0 0
GAP INC DEL COM 364760108 3852 124086 SH SOLE 124086 0 0
GARMIN LTD SHS COM H2906T109 4210 103308 SH SOLE 103308 0 0
GLIMCHER RLTY TR SH BEN INT COM 379302102 932 84020 SH SOLE 84020 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 29851 234012 SH SOLE 234012 0 0
GOLDMAN SACHS GROUP INC OPTION 38141G104 2267 748 SH PUT SOLE 748 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 28 15470 SH SOLE 15470 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2318 167837 SH SOLE 167837 0 0
GOODYEAR TIRE & RUBR CO OPTION 382550101 218 3520 SH PUT SOLE 3520 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 64 21103 SH SOLE 21103 0 0
GENESEE & WYO INC COM 371559105 379 4984 SH SOLE 4984 0 0
GRAINGER W W INC COM 384802104 2614 12916 SH SOLE 12916 0 0
GREAT PLAINS ENERGY INC COM 391164100 247 12170 SH SOLE 12170 0 0
HALLIBURTON CO COM 406216101 12355 356154 SH SOLE 356154 0 0
HARMAN INTL INDS INC COM 413086109 527 11795 SH SOLE 11795 0 0
HASBRO INC COM 418056107 1337 37243 SH SOLE 37243 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1576 246679 SH SOLE 246679 0 0
HANCOCK HLDG CO COM 410120109 315 9925 SH SOLE 9925 0 0
HANESBRANDS INC COM 410345102 276 7713 SH SOLE 7713 0 0
HCA HOLDINGS INC COM 40412C101 1036 34346 SH SOLE 34346 0 0
HUDSON CITY BANCORP COM 443683107 3780 464902 SH SOLE 464902 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page14 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
HCC INS HLDGS INC COM 404132102 788 21165 SH SOLE 21165 0 0
HEALTH CARE REIT INC COM 42217K106 6901 112590 SH SOLE 112590 0 0
HCP INC COM 40414L109 10700 236938 SH SOLE 236938 0 0
HOME DEPOT INC COM 437076102 22044 356403 SH SOLE 356403 0 0
HDFC BANK LTD COM 40415F101 16293 400131 SH SOLE 400131 0 0
HECKMANN CORP COM 422680108 872 216379 SH SOLE 216379 0 0
HESS CORP COM 42809H107 5114 96571 SH SOLE 96571 0 0
HOLLYFRONTIER CORP COM 436106108 3214 69046 SH SOLE 69046 0 0
HOWARD HUGHES CORP COM 44267D107 295 4038 SH SOLE 4038 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6945 309480 SH SOLE 309480 0 0
HIGHWOODS PPTYS INC COM 431284108 446 13325 SH SOLE 13325 0 0
HECLA MNG CO COM 422704106 96 16526 SH SOLE 16526 0 0
HERBALIFE LTD COM USD SHS COM G4412G101 646 19626 SH SOLE 19626 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 367 17798 SH SOLE 17798 0 0
HEALTH MGMT ASSOC INC NEW COM 421933102 246 26442 SH SOLE 26442 0 0
HOME PROPERTIES INC COM 437306103 888 14479 SH SOLE 14479 0 0
HMS HLDGS CORP COM 40425J101 398 15344 SH SOLE 15344 0 0
HEINZ H J CO COM 423074103 4898 84920 SH SOLE 84920 0 0
HEINZ H J CO OPTION 423074103 758 1100 SH CALL SOLE 1100 0 0
HARLEY DAVIDSON INC COM 412822108 3658 74903 SH SOLE 74903 0 0
HOLOGIC INC COM 436440101 1227 61313 SH SOLE 61313 0 0
HONEYWELL INTL INC COM 438516106 13715 216089 SH SOLE 216089 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3356 58500 SH SOLE 58500 0 0
HELMERICH & PAYNE INC COM 423452101 1572 28059 SH SOLE 28059 0 0
HEWLETT PACKARD CO COM 428236103 10981 770631 SH SOLE 770631 0 0
HEWLETT PACKARD CO OPTION 428236103 2204 3700 SH PUT SOLE 3700 0 0
HOSPITALITY PPTYS TR COM SH BE COM 44106M102 858 36633 SH SOLE 36633 0 0
HEALTHCARE RLTY TR COM 421946104 294 12260 SH SOLE 12260 0 0
BLOCK H & R INC COM 093671105 1533 82533 SH SOLE 82533 0 0
BLOCK H & R INC OPTION 093671105 118 23664 SH PUT SOLE 23664 0 0
HORMEL FOODS CORP COM 440452100 1382 44296 SH SOLE 44296 0 0
HARRIS CORP DEL COM 413875105 1406 28725 SH SOLE 28725 0 0
HILLSHIRE BRANDS CO COM 432589109 721 25639 SH SOLE 25639 0 0
SCHEIN HENRY INC COM 806407102 3417 42493 SH SOLE 42493 0 0
HSN INC COM 404303109 299 5430 SH SOLE 5430 0 0
HOSPIRA INC COM 441060100 1030 32973 SH SOLE 32973 0 0
HOST HOTELS & RESORTS INC COM 44107P104 4678 298507 SH SOLE 298507 0 0
HERSHEY CO COM 427866108 2295 31774 SH SOLE 31774 0 0
HERSHA HOSPITALITY TR SH BEN I COM 427825104 125 25047 SH SOLE 25047 0 0
HATTERAS FINL CORP COM 41902R103 332 13379 SH SOLE 13379 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 225 5823 SH SOLE 5823 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 869 53391 SH SOLE 53391 0 0
HUBBELL INC CL B COM 443510201 1526 18031 SH SOLE 18031 0 0
HUMANA INC COM 444859102 2190 31912 SH SOLE 31912 0 0
HEADWATERS INC COM 42210P102 109 12768 SH SOLE 12768 0 0
ISHARES TR HIGH YLD CORP COM 464288513 1523 16314 SH SOLE 16314 0 0
ABERDEEN AUSTRALIA EQTY FD I COM 003011103 237 22712 SH SOLE 22712 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 46190 241136 SH SOLE 241136 0 0
INTERNATIONAL BUSINESS MACHS OPTION 459200101 1624 509 SH CALL SOLE 509 0 0
ICICI BK LTD COM 45104G104 12194 279615 SH SOLE 279615 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 3198 25828 SH SOLE 25828 0 0
IDACORP INC COM 451107106 270 6226 SH SOLE 6226 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 128 17544 SH SOLE 17544 0 0
IDEXX LABS INC COM 45168D104 406 4376 SH SOLE 4376 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page15 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
IDEX CORP COM 45167R104 309 6645 SH SOLE 6645 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2006 30140 SH SOLE 30140 0 0
INDIA FD INC COM 454089103 1645 78668 SH SOLE 78668 0 0
ING GLOBAL EQTY DIV & PREM O COM 45684E107 322 37082 SH SOLE 37082 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 714 50374 SH SOLE 50374 0 0
IHS INC COM 451734107 849 8845 SH SOLE 8845 0 0
ISHARES TR S&P LTN AM 40 COM 464287390 23167 528433 SH SOLE 528433 0 0
ILLUMINA INC COM 452327109 1349 24263 SH SOLE 24263 0 0
INGRAM MICRO INC COM 457153104 203 12022 SH SOLE 12022 0 0
CHIPMOS TECH BERMUDA LTD SHS COM G2110R114 4351 375000 SH SOLE 375000 0 0
INFORMATICA CORP COM 45666Q102 1021 33689 SH SOLE 33689 0 0
INFOSYS LTD COM 456788108 21641 511603 SH SOLE 511603 0 0
ING GROEP N V COM 456837103 2560 269803 SH SOLE 269803 0 0
INGREDION INC COM 457187102 388 6026 SH SOLE 6026 0 0
WORLD FUEL SVCS CORP COM 981475106 259 6286 SH SOLE 6286 0 0
INTEL CORP COM 458140100 58891 2856024 SH SOLE 2856024 0 0
INTEL CORP OPTION 458140100 344 3000 SH CALL SOLE 3000 0 0
INTEL CORP OPTION 458140100 939 4092 SH PUT SOLE 4092 0 0
INTUIT COM 461202103 9536 160337 SH SOLE 160337 0 0
INNOSPEC INC COM 45768S105 423 12276 SH SOLE 12276 0 0
INTL PAPER CO COM 460146103 3534 88703 SH SOLE 88703 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1222 110895 SH SOLE 110895 0 0
INTREPID POTASH INC COM 46121Y102 2292 107644 SH SOLE 107644 0 0
INGERSOLL-RAND PLC SHS COM G47791101 3020 62968 SH SOLE 62968 0 0
INLAND REAL ESTATE CORP COM 457461200 101 12025 SH SOLE 12025 0 0
INVESTORS REAL ESTATE TR SH BE COM 461730103 113 12918 SH SOLE 12918 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 880 49654 SH SOLE 49654 0 0
IRON MTN INC COM 462846106 963 31014 SH SOLE 31014 0 0
ING RISK MANAGED NAT RES FD COM 449810100 259 25088 SH SOLE 25088 0 0
INTERSIL CORP COM 46069S109 139 16711 SH SOLE 16711 0 0
INTUITIVE SURGICAL INC COM 46120E602 9212 18786 SH SOLE 18786 0 0
GARTNER INC COM 366651107 340 7396 SH SOLE 7396 0 0
ITC HLDGS CORP COM 465685105 635 8250 SH SOLE 8250 0 0
ITRON INC COM 465741106 1466 32905 SH SOLE 32905 0 0
ITAU UNIBANCO HLDG SA SPON COM 465562106 31890 1937410 SH SOLE 1937410 0 0
ILLINOIS TOOL WKS INC COM 452308109 6681 109860 SH SOLE 109860 0 0
ISHARES TR S&P 500 VALUE COM 464287408 5515 83069 SH SOLE 83069 0 0
ISHARES TR CORE S&P500 ETF COM 464287200 13605 95045 SH SOLE 95045 0 0
ISHARES TR S&P500 GRW COM 464287309 9865 130252 SH SOLE 130252 0 0
INVESCO LTD SHS COM G491BT108 4188 160510 SH SOLE 160510 0 0
ISHARES TR RUSSELL 1000 COM 464287622 11794 149009 SH SOLE 149009 0 0
ISHARES TR RUSSELL1000VAL COM 464287598 11772 161654 SH SOLE 161654 0 0
ISHARES TR RUSSELL1000GRW COM 464287614 3690 56343 SH SOLE 56343 0 0
ISHARES TR RUSSELL 2000 COM 464287655 17233 204381 SH SOLE 204381 0 0
ISHARES TR RUSSELL 2000 OPTION 464287655 1138 17649 SH CALL SOLE 17649 0 0
ISHARES TR RUSSELL 2000 OPTION 464287655 4001 24849 SH PUT SOLE 24849 0 0
ISHARES TR RUSL 2000 VALU COM 464287630 8894 117789 SH SOLE 117789 0 0
ISHARES TR DJ US REAL EST COM 464287739 16659 257605 SH SOLE 257605 0 0
ISHARES TR DJ US TELECOMM COM 464287713 1698 70001 SH SOLE 70001 0 0
JARDEN CORP COM 471109108 312 6042 SH SOLE 6042 0 0
JAZZ PHARMACEUTICALS PLC SHS U COM G50871105 373 7006 SH SOLE 7006 0 0
HUNT J B TRANS SVCS INC COM 445658107 1477 24733 SH SOLE 24733 0 0
JABIL CIRCUIT INC COM 466313103 9847 510490 SH SOLE 510490 0 0
JETBLUE AIRWAYS CORP COM 477143101 164 28632 SH SOLE 28632 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page16 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
JOHNSON CTLS INC COM 478366107 11376 370906 SH SOLE 370906 0 0
PENNEY J C INC COM 708160106 683 34634 SH SOLE 34634 0 0
JDS UNIPHASE CORP PAR $0.001 COM 46612J507 637 47151 SH SOLE 47151 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1540 36173 SH SOLE 36173 0 0
JEFFERIES GROUP INC NEW COM 472319102 600 32295 SH SOLE 32295 0 0
HENRY JACK & ASSOC INC COM 426281101 684 17427 SH SOLE 17427 0 0
JONES LANG LASALLE INC COM 48020Q107 767 9140 SH SOLE 9140 0 0
JOHNSON & JOHNSON COM 478160104 49668 708525 SH SOLE 708525 0 0
JOHNSON & JOHNSON OPTION 478160104 2095 2170 SH CALL SOLE 2170 0 0
JUNIPER NETWORKS INC COM 48203R104 2951 150040 SH SOLE 150040 0 0
JANUS CAP GROUP INC COM 47102X105 527 61871 SH SOLE 61871 0 0
ST JOE CO COM 790148100 218 9445 SH SOLE 9445 0 0
JOY GLOBAL INC COM 481165108 1379 21629 SH SOLE 21629 0 0
JPMORGAN CHASE & CO COM 46625H100 59207 1346549 SH SOLE 1346549 0 0
JPMORGAN CHASE & CO OPTION 46625H100 1059 18103 SH CALL SOLE 18103 0 0
JAMES RIVER COAL CO COM 470355207 644 200724 SH SOLE 200724 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 134 12750 SH SOLE 12750 0 0
NORDSTROM INC COM 655664100 1859 34739 SH SOLE 34739 0 0
KELLOGG CO COM 487836108 5221 93476 SH SOLE 93476 0 0
KBR INC COM 48242W106 1656 55349 SH SOLE 55349 0 0
KNIGHT CAP GROUP INC COM 499005106 91 25931 SH SOLE 25931 0 0
KOREA ELECTRIC PWR COM 500631106 2025 144987 SH SOLE 144987 0 0
KIRBY CORP COM 497266106 275 4440 SH SOLE 4440 0 0
KEYCORP NEW COM 493267108 3130 371680 SH SOLE 371680 0 0
KINROSS GOLD CORP COM NO PAR COM 496902404 379 39000 SH SOLE 39000 0 0
KIMCO RLTY CORP COM 49446R109 3303 170965 SH SOLE 170965 0 0
KKR & CO L P DEL COM UNITS COM 48248M102 1013 66530 SH SOLE 66530 0 0
KLA-TENCOR CORP COM 482480100 3677 76979 SH SOLE 76979 0 0
KIMBERLY CLARK CORP COM 494368103 23300 275972 SH SOLE 275972 0 0
KIMBERLY CLARK CORP OPTION 494368103 1240 700 SH CALL SOLE 700 0 0
KINDER MORGAN INC DEL COM 49456B101 6836 193479 SH SOLE 193479 0 0
KINDER MORGAN INC DEL *W EXP 0 COM 49456B119 48 12619 SH SOLE 12619 0 0
KEMPER CORP DEL COM 488401100 316 10727 SH SOLE 10727 0 0
KINDER MORGAN MANAGEMENT LLC S COM 49455U100 1602 21226 SH SOLE 21226 0 0
KENNAMETAL INC COM 489170100 257 6425 SH SOLE 6425 0 0
CARMAX INC COM 143130102 1891 50367 SH SOLE 50367 0 0
COCA COLA CO COM 191216100 49497 1365436 SH SOLE 1365436 0 0
COCA COLA CO OPTION 191216100 2353 6058 SH PUT SOLE 6058 0 0
COCA COLA CO OPTION 191216100 3755 5000 SH CALL SOLE 5000 0 0
COCA COLA FEMSA S A B DE C V S COM 191241108 3741 25102 SH SOLE 25102 0 0
KODIAK OIL & GAS CORP COM 50015Q100 137 15428 SH SOLE 15428 0 0
KROGER CO COM 501044101 2771 106499 SH SOLE 106499 0 0
KILROY RLTY CORP COM 49427F108 770 16257 SH SOLE 16257 0 0
SPDR SERIES TRUST S&P REGL BKG COM 78464A698 33564 1200000 SH SOLE 1200000 0 0
KRAFT FOODS GROUP INC COM 50076Q106 10429 229354 SH SOLE 229354 0 0
KOHLS CORP COM 500255104 2760 64224 SH SOLE 64224 0 0
KANSAS CITY SOUTHERN COM 485170302 2525 30248 SH SOLE 30248 0 0
KT CORP COM 48268K101 1667 99572 SH SOLE 99572 0 0
QUICKSILVER RESOURCES INC COM 74837R104 53 18458 SH SOLE 18458 0 0
LOEWS CORP COM 540424108 5433 133336 SH SOLE 133336 0 0
LAZARD LTD SHS A COM G54050102 520 17426 SH SOLE 17426 0 0
LIBERTY GLOBAL INC COM SER A COM 530555101 4024 63910 SH SOLE 63910 0 0
LIBERTY GLOBAL INC COM SER C COM 530555309 1018 17334 SH SOLE 17334 0 0
U S AIRWAYS GROUP INC COM 90341W108 1342 99439 SH SOLE 99439 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page17 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
LDK SOLAR CO LTD COM 50183L107 21 14726 SH SOLE 14726 0 0
LINCOLN ELEC HLDGS INC COM 533900106 322 6622 SH SOLE 6622 0 0
LEGGETT & PLATT INC COM 524660107 1619 59490 SH SOLE 59490 0 0
LENNAR CORP COM 526057104 2025 52367 SH SOLE 52367 0 0
CHINA LIFE INS CO LTD SPON COM 16939P106 347 6977 SH SOLE 6977 0 0
LATAM AIRLS GROUP S A COM 51817R106 379 16106 SH SOLE 16106 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 1597 18440 SH SOLE 18440 0 0
LASALLE HOTEL PPTYS COM SH BEN COM 517942108 325 12814 SH SOLE 12814 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 4239 86459 SH SOLE 86459 0 0
LENNOX INTL INC COM 526107107 1679 31975 SH SOLE 31975 0 0
LIBERTY INTERACTIVE CORP INT C COM 53071M104 4103 208462 SH SOLE 208462 0 0
LKQ CORP COM 501889208 3938 186623 SH SOLE 186623 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2204 28765 SH SOLE 28765 0 0
L-3 COMMUNICATIONS CORP DEBT 3 BOND CV 502413AW7 1206697 11918000 PRN SOLE 11918000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 3643 106199 SH SOLE 106199 0 0
LINEAR TECHNOLOGY CORP BOND CV 535678AC0 301858 2899000 PRN SOLE 2899000 0 0
LILLY ELI & CO COM 532457108 10030 203369 SH SOLE 203369 0 0
LILLY ELI & CO OPTION 532457108 2747 2313 SH CALL SOLE 2313 0 0
LEGG MASON INC COM 524901105 1067 41490 SH SOLE 41490 0 0
LIBERTY MEDIA CORPORATION LIB COM 530322106 5072 43720 SH SOLE 43720 0 0
LOCKHEED MARTIN CORP COM 539830109 8670 93947 SH SOLE 93947 0 0
LINCOLN NATL CORP IND COM 534187109 2429 93768 SH SOLE 93768 0 0
CHENIERE ENERGY INC COM 16411R208 188 10036 SH SOLE 10036 0 0
LINKEDIN CORP COM COM 53578A108 1445 12582 SH SOLE 12582 0 0
LINDSAY CORP COM 535555106 3113 38855 SH SOLE 38855 0 0
ALLIANT ENERGY CORP COM 018802108 2272 51747 SH SOLE 51747 0 0
LORILLARD INC COM 544147101 7757 66489 SH SOLE 66489 0 0
LOGITECH INTL S A SHS COM H50430232 473 62769 SH SOLE 62769 0 0
LOWES COS INC COM 548661107 9992 281317 SH SOLE 281317 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 251 6654 SH SOLE 6654 0 0
LIFEPOINT HOSPITALS INC BOND CV 53219LAH2 5243 51000 PRN SOLE 51000 0 0
LENDER PROCESSING SVCS INC COM 52602E102 436 17700 SH SOLE 17700 0 0
LOUISIANA PAC CORP COM 546347105 321 16627 SH SOLE 16627 0 0
ISHARES TR IBOXX INV CPBD COM 464287242 711 5875 SH SOLE 5875 0 0
LAM RESEARCH CORP COM 512807108 1317 36442 SH SOLE 36442 0 0
LIBERTY PPTY TR SH BEN INT COM 531172104 1832 51192 SH SOLE 51192 0 0
LSI CORPORATION COM 502161102 1290 182480 SH SOLE 182480 0 0
LIMITED BRANDS INC COM 532716107 2436 51769 SH SOLE 51769 0 0
LIFE TIME FITNESS INC COM 53217R207 255 5180 SH SOLE 5180 0 0
LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AH0 7729 77000 PRN SOLE 77000 0 0
LEUCADIA NATL CORP COM 527288104 1544 64904 SH SOLE 64904 0 0
LULULEMON ATHLETICA INC COM 550021109 1194 15668 SH SOLE 15668 0 0
SOUTHWEST AIRLS CO COM 844741108 1458 142428 SH SOLE 142428 0 0
LUXOTTICA GROUP S P A COM 55068R202 2346 56745 SH SOLE 56745 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 584 25268 SH SOLE 25268 0 0
LAS VEGAS SANDS CORP COM 517834107 6398 138610 SH SOLE 138610 0 0
LEXMARK INTL NEW COM 529771107 218 9411 SH SOLE 9411 0 0
LEXINGTON REALTY TRUST COM 529043101 214 20504 SH SOLE 20504 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 23 10323 SH SOLE 10323 0 0
LYONDELLBASELL INDUSTRIES N SH COM N53745100 5080 88985 SH SOLE 88985 0 0
LLOYDS BANKING GROUP PLC COM 539439109 6913 2160201 SH SOLE 2160201 0 0
MACYS INC COM 55616P104 3393 86957 SH SOLE 86957 0 0
MASTERCARD INC COM 57636Q104 9694 19732 SH SOLE 19732 0 0
MID-AMER APT CMNTYS INC COM 59522J103 589 9096 SH SOLE 9096 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Dec 31,2012 Page18 of 29
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
------------------------------ ------------------ --------- --------- ------------------ ------- -------- ---------------------
Value Shrs or SH/ PUT/ Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----