0001166588-13-000002.txt : 20130426
0001166588-13-000002.hdr.sgml : 20130426
20130426093054
ACCESSION NUMBER: 0001166588-13-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130426
DATE AS OF CHANGE: 20130426
EFFECTIVENESS DATE: 20130426
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: 13785054
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
bnpparb13fhr.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: March 31,2013
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 Ave.
New York, NY 10019
13F File Number: 028 - 10038
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: COO, EQD, BNP PARIBAS SECURITIES CORP
Phone: 917- 472-4991
Signature ,Place, and Date of Signing:
M. Andrews Yeo
New York, NY 10019
2013/04/26
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: 1,311
Form 13F Information Table Value Total: $121,331,652 (x$1,000)
List of Other Included Managers:
No. 13F File Number Name
**NONE**
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page 1 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
AFFILIATED MANAGERS GROUP BOND 008252AL2 1287354 10361000 SOLE 10361000 0 0
ALLIANCE DATA SYSTEMS CORP BOND 018581AC2 342 1000 SOLE 1000 0 0
ALLIANT TECHSYSTEMS INC BOND 018804AK0 9765 90000 SOLE 90000 0 0
ANNALY CAP MGMT INC BOND 035710AB8 832730 8036000 SOLE 8036000 0 0
ARES CAP CORP BOND 04010LAB9 86800 800000 SOLE 800000 0 0
ARES CAP CORP BOND 04010LAD5 688991 6458000 SOLE 6458000 0 0
ARVINMERITOR INC BOND 043353AH4 1432 18000 SOLE 18000 0 0
AUXILIUM PHARMACEUTICALS INC BOND 05334DAA5 360551 3561000 SOLE 3561000 0 0
BGC PARTNERS INC BOND 05541TAD3 29681 300000 SOLE 300000 0 0
BRISTOW GROUP INC BOND 110394AC7 111362 971000 SOLE 971000 0 0
CADENCE DESIGN SYSTEM INC BOND 127387AJ7 2375037 12650000 SOLE 12650000 0 0
CEMEX SAB DE CV BOND 151290AV5 544920 4419000 SOLE 4419000 0 0
CEMEX SAB DE CV BOND 151290BB8 1277419 9650000 SOLE 9650000 0 0
CEMEX SAB DE CV BOND 151290BC6 33844 250000 SOLE 250000 0 0
CHARLES RIV LABS INTL INC BOND 159864AB3 12803 127000 SOLE 127000 0 0
CUBIST PHARMACEUTICALS INC BOND 229678AD9 3202320 18775000 SOLE 18775000 0 0
D R HORTON INC BOND 23331ABB4 2097251 11126000 SOLE 11126000 0 0
DENDREON CORP BOND 24823QAC1 93148 1168000 SOLE 1168000 0 0
DEVELOPERS DIVERSIFIED RLTY BOND 251591AX1 1745798 14686000 SOLE 14686000 0 0
ELECTRONIC ARTS INC BOND 285512AA7 9494 98000 SOLE 98000 0 0
ENDO HEALTH SOLUTIONS INC BOND 29264FAB2 1301533 10920000 SOLE 10920000 0 0
EXELIXIS INC BOND 30161QAC8 347813 3500000 SOLE 3500000 0 0
EXTERRAN HLDGS INC BOND 30225XAA1 31797 250000 SOLE 250000 0 0
FORD MTR CO DEL BOND 345370CN8 1602 10000 SOLE 10000 0 0
GT ADVANCED TECHNOLOGIES INC BOND 36191UAA4 497000 6502000 SOLE 6502000 0 0
GENCORP INC SDCV 4.062%12/3 BOND 368682AN0 702562 4500000 SOLE 4500000 0 0
GILEAD SCIENCES INC BOND 375558AN3 9701034 44718000 SOLE 44718000 0 0
GILEAD SCIENCES INC BOND 375558AP8 10451367 48149000 SOLE 48149000 0 0
GMX RES INC BOND 38011MAJ7 14119 300000 SOLE 300000 0 0
GOLDCORP INC NEW BOND 380956AB8 479318 4595000 SOLE 4595000 0 0
GOODRICH PETE CORP BOND 382410AC2 497190 5000000 SOLE 5000000 0 0
HEALTH CARE REIT INC BOND 42217KAR7 251651 1921000 SOLE 1921000 0 0
HERCULES TECH GROWTH CAP INC BOND 427096AB8 54312 500000 SOLE 500000 0 0
HERTZ GLOBAL HOLDINGS INC BOND 42805TAA3 2982375 11000000 SOLE 11000000 0 0
HOLOGIC INC BOND 436440AB7 5796 48000 SOLE 48000 0 0
HOLOGIC INC DEBT 2.000% 3/0 BOND 436440AC5 300109 2865000 SOLE 2865000 0 0
HOLOGIC INC BOND 436440AG6 841439 8028000 SOLE 8028000 0 0
INTEL CORP SDCV 2.950%12/1 BOND 458140AD2 94557 891000 SOLE 891000 0 0
INVACARE CORP SDCV 4.125% 2/0 BOND 461203AD3 90250 1000000 SOLE 1000000 0 0
JAMES RIVER COAL CO BOND 470355AF5 164796 5316000 SOLE 5316000 0 0
JAMES RIVER COAL CO BOND 470355AH1 185920 9296000 SOLE 9296000 0 0
JETBLUE AIRWAYS CORP DBCV 6.75 BOND 477143AG6 646000 4000000 SOLE 4000000 0 0
KNIGHT CAP GROUP INC BOND 499005AE6 69475 700000 SOLE 700000 0 0
LAM RESEARCH CORP BOND 512807AJ7 101625 1000000 SOLE 1000000 0 0
LEVEL 3 COMMUNICATIONS INC BOND 52729NBR0 1152211 8700000 SOLE 8700000 0 0
LIBERTY MEDIA CORP DEB 4.000%1 BOND 530715AG6 175282 2513000 SOLE 2513000 0 0
LIFEPOINT HOSPITALS INC SDCV 3 BOND 53219LAG4 95000 950000 SOLE 950000 0 0
LUCENT TECHNOLOGIES INC DBCV 2 BOND 549463AG2 142875 1500000 SOLE 1500000 0 0
MGIC INVT CORP WIS BOND 552848AD5 3950 40000 SOLE 40000 0 0
MGIC INVT CORP WIS BOND 552848AE3 10162 100000 SOLE 100000 0 0
MCMORAN EXPLORATION CO BOND 582411AJ3 882625 7675000 SOLE 7675000 0 0
MERITAGE HOMES CORP BOND 59001AAR3 280782 2500000 SOLE 2500000 0 0
MICROCHIP TECHNOLOGY INC SDCV BOND 595017AB0 2694876 18978000 SOLE 18978000 0 0
MICRON TECHNOLOGY INC BOND 595112AQ6 348000 3000000 SOLE 3000000 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page2 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
MICRON TECHNOLOGY INC BOND 595112AR4 367762 3150000 SOLE 3150000 0 0
MOLYCORP INC DEL BOND 608753AF6 1451236 20476000 SOLE 20476000 0 0
MYLAN INC BOND 628530AJ6 6958186 31405000 SOLE 31405000 0 0
NATIONAL RETAIL PPTYS INC BOND 637417AC0 42075 300000 SOLE 300000 0 0
NAVISTAR INTL CORP NEW BOND 63934EAL2 714441 7000000 SOLE 7000000 0 0
NETAPP INC BOND 64110DAB0 2388480 21900000 SOLE 21900000 0 0
NEWMONT MINING CORP BOND 651639AJ5 14723 120000 SOLE 120000 0 0
NORTHGATE MINERALS CORP BOND 666416AB8 85953 835000 SOLE 835000 0 0
NOVELLUS SYS INC BOND 670008AD3 748347 5500000 SOLE 5500000 0 0
NUANCE COMMUNICATIONS INC DBCV BOND 67020YAB6 2064 17000 SOLE 17000 0 0
NUANCE COMMUNICATIONS INC BOND 67020YAF7 10021 97000 SOLE 97000 0 0
OLD REP INTL CORP BOND 680223AH7 19524 175000 SOLE 175000 0 0
OMNICARE INC BOND 681904AP3 1816270 16262000 SOLE 16262000 0 0
OMNICOM GROUP INC BOND 681919AV8 559690 5000000 SOLE 5000000 0 0
ONYX PHARMACEUTICALS INC BOND 683399AB5 1864000 8000000 SOLE 8000000 0 0
PHH CORP BOND 693320AN3 134344 1222000 SOLE 1222000 0 0
PHH CORP BOND 693320AQ6 28875 150000 SOLE 150000 0 0
PROLOGIS BOND 74340XAT8 1646152 14291000 SOLE 14291000 0 0
RADIAN GROUP INC BOND 750236AN1 747100 6200000 SOLE 6200000 0 0
RAYONIER TRS HLDGS INC BOND 75508AAC0 1013755 5630000 SOLE 5630000 0 0
REGIS CORP MINN BOND 758932AA5 1013673 7900000 SOLE 7900000 0 0
ROPER INDS INC NEW BOND 776696AA4 39938 250000 SOLE 250000 0 0
SBA COMMUNICATIONS CORP BOND 78388JAN6 1730000 10000000 SOLE 10000000 0 0
SALESFORCE COM INC BOND 79466LAB0 3471187 16500000 SOLE 16500000 0 0
SALIX PHARMACEUTICALS INC BOND 795435AC0 1935 15000 SOLE 15000 0 0
SANDISK CORP BOND 80004CAD3 3351 26000 SOLE 26000 0 0
SAVIENT PHARMACEUTICALS INC BOND 80517QAA8 2633 110000 SOLE 110000 0 0
STANDARD PAC CORP NEW BOND 85375CBC4 1277500 10000000 SOLE 10000000 0 0
STARWOOD PPTY TR INC BOND 85571BAA3 1107430 10079000 SOLE 10079000 0 0
STEEL DYNAMICS INC BOND 858119AP5 105515 940000 SOLE 940000 0 0
STILLWATER MNG CO BOND 86074QAL6 12640 106000 SOLE 106000 0 0
TAKE-TWO INTERACTIVE SOFTWAR BOND 874054AA7 850097 5500000 SOLE 5500000 0 0
TELEFLEX INC BOND 879369AA4 434064 3000000 SOLE 3000000 0 0
TRINITY INDS INC BOND 896522AF6 1199 10000 SOLE 10000 0 0
USEC INC BOND 90333EAC2 102000 3000000 SOLE 3000000 0 0
UNITED STATES STL CORP NEW BOND 912909AE8 57651 554000 SOLE 554000 0 0
UNITED THERAPEUTICS CORP DEL BOND 91307CAF9 1442987 10504000 SOLE 10504000 0 0
VECTOR GROUP LTD BOND 92240MAS7 630315 5000000 SOLE 5000000 0 0
VIRGIN MEDIA INC BOND 92769LAB7 3022349 11500000 SOLE 11500000 0 0
VOLCANO CORPORATION BOND 928645AB6 23738 241000 SOLE 241000 0 0
WESCO INTL INC DBCV 6.000% 9/1 BOND 95082PAH8 3940845 15002000 SOLE 15002000 0 0
XILINX INC BOND 983919AF8 2978 21000 SOLE 21000 0 0
ARCELORMITTAL SA LUXEMBOURG MA BOND L0302D178 0 610000 SOLE 610000 0 0
AGILENT TECHNOLOGIES INC STOCK 00846U101 1911 45539 SOLE 45539 0 0
ALCOA INC STOCK 013817101 8297 973824 SOLE 973824 0 0
ADVANCE AUTO PARTS INC STOCK 00751Y106 1058 12806 SOLE 12806 0 0
APPLE INC OPTION 037833100 1077 2486 CALL SOLE 2486 0 0
APPLE INC OPTION 037833100 109344 4313 PUT SOLE 4313 0 0
APPLE INC STOCK 037833100 295978 668634 SOLE 668634 0 0
ABBVIE INC STOCK 00287Y109 9657 236818 SOLE 236818 0 0
AMERISOURCEBERGEN CORP STOCK 03073E105 10620 206416 SOLE 206416 0 0
ABBOTT LABS OPTION 002824100 2012 700 CALL SOLE 700 0 0
ABBOTT LABS STOCK 002824100 15505 438998 SOLE 438998 0 0
COMPANHIA DE BEBIDAS DAS AME S STOCK 20441W203 28731 678729 SOLE 678729 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page3 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
BARRICK GOLD CORP STOCK 067901108 683 23216 SOLE 23216 0 0
ACE LTD SHS STOCK H0023R105 4801 53959 SOLE 53959 0 0
ARCH CAP GROUP LTD STOCK G0450A105 1167 22206 SOLE 22206 0 0
ALUMINUM CORP CHINA LTD SPON STOCK 022276109 1151 118313 SOLE 118313 0 0
ACCENTURE PLC IRELAND SHS CLAS STOCK G1151C101 7034 92591 SOLE 92591 0 0
ACTAVIS INC STOCK 00507K103 828 8994 SOLE 8994 0 0
ACTAVIS INC STOCK 00507K103 234 2543 SOLE 2543 0 0
ALLIANCE DATA SYSTEMS CORP BOND 018581AD0 5199150 25300000 SOLE 25300000 0 0
ADOBE SYS INC STOCK 00724F101 1330 30572 SOLE 30572 0 0
ADOBE SYS INC STOCK 00724F101 5772 132640 SOLE 132640 0 0
ANALOG DEVICES INC STOCK 032654105 4701 101125 SOLE 101125 0 0
ARCHER DANIELS MIDLAND CO OPTION 039483102 705 1000 CALL SOLE 1000 0 0
ARCHER DANIELS MIDLAND CO STOCK 039483102 12199 361679 SOLE 361679 0 0
ARCHER DANIELS MIDLAND CO BOND 039483AW2 35350 350000 SOLE 350000 0 0
AUTOMATIC DATA PROCESSING IN STOCK 053015103 1981 30460 SOLE 30460 0 0
AUTOMATIC DATA PROCESSING IN STOCK 053015103 8680 133473 SOLE 133473 0 0
ALLIANCE DATA SYSTEMS CORP STOCK 018581108 1913 11814 SOLE 11814 0 0
AUTODESK INC STOCK 052769106 575 13935 SOLE 13935 0 0
AUTODESK INC STOCK 052769106 3055 74060 SOLE 74060 0 0
THE ADT CORPORATION STOCK 00101J106 818 16716 SOLE 16716 0 0
AMEREN CORP STOCK 023608102 632 18044 SOLE 18044 0 0
AEGON N V NY REGISTRY SH STOCK 007924103 873 145253 SOLE 145253 0 0
AEGION CORP STOCK 00770F104 254 10990 SOLE 10990 0 0
AMERICAN ELEC PWR INC STOCK 025537101 2229 45846 SOLE 45846 0 0
AES CORP STOCK 00130H105 609 48454 SOLE 48454 0 0
AETNA INC NEW STOCK 00817Y108 901 17634 SOLE 17634 0 0
AETNA INC NEW STOCK 00817Y108 1829 35775 SOLE 35775 0 0
AFFYMETRIX INC STOCK 00826T108 366 77459 SOLE 77459 0 0
AFLAC INC STOCK 001055102 3360 64590 SOLE 64590 0 0
AGCO CORP BOND 001084AM4 2338 18000 SOLE 18000 0 0
AGCO CORP STOCK 001084102 4373 83902 SOLE 83902 0 0
ISHARES TR CORE TOTUSBD ETF STOCK 464287226 10929 98696 SOLE 98696 0 0
ALLERGAN INC STOCK 018490102 2763 24748 SOLE 24748 0 0
AMERICAN CAPITAL AGENCY CORP STOCK 02503X105 4035 123080 SOLE 123080 0 0
PROSHARES TR II ULTRA SILVER STOCK 74347W841 779 20649 SOLE 20649 0 0
AMERICAN INTL GROUP INC STOCK 026874784 8088 208334 SOLE 208334 0 0
AMERICAN INTL GROUP INC *W EXP STOCK 026874156 392 25800 SOLE 25800 0 0
ASSURANT INC STOCK 04621X108 377 8383 SOLE 8383 0 0
AKAMAI TECHNOLOGIES INC STOCK 00971T101 312 8851 SOLE 8851 0 0
AKAMAI TECHNOLOGIES INC STOCK 00971T101 2197 62206 SOLE 62206 0 0
AK STL HLDG CORP STOCK 001547108 4181 1263280 SOLE 1263280 0 0
ALBEMARLE CORP STOCK 012653101 888 14206 SOLE 14206 0 0
ALCOA INC BOND 013817AT8 1659756 12000000 SOLE 12000000 0 0
ALASKA AIR GROUP INC STOCK 011659109 767 11999 SOLE 11999 0 0
ALLSTATE CORP STOCK 020002101 2548 51925 SOLE 51925 0 0
ALTERA CORP STOCK 021441100 2999 84578 SOLE 84578 0 0
ALTERA CORP STOCK 021441100 9040 254862 SOLE 254862 0 0
ALCATEL-LUCENT STOCK 013904305 33 25025 SOLE 25025 0 0
AUTOLIV INC STOCK 052800109 1014 14672 SOLE 14672 0 0
ALEXION PHARMACEUTICALS INC STOCK 015351109 5383 58424 SOLE 58424 0 0
AMERICAN GREETINGS CORP STOCK 026375105 163 10100 SOLE 10100 0 0
AUTONAVI HLDGS LTD STOCK 05330F106 374 34875 SOLE 34875 0 0
APPLIED MATLS INC STOCK 038222105 5845 433627 SOLE 433627 0 0
APPLIED MICRO CIRCUITS CORP STOCK 03822W406 1484 200000 SOLE 200000 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page4 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
ADVANCED MICRO DEVICES INC STOCK 007903107 5416 2123822 SOLE 2123822 0 0
ADVANCED MICRO DEVICES INC BOND 007903AL1 49750 500000 SOLE 500000 0 0
AMETEK INC NEW STOCK 031100100 1669 38497 SOLE 38497 0 0
AFFILIATED MANAGERS GROUP STOCK 008252108 2131 13874 SOLE 13874 0 0
AMGEN INC STOCK 031162100 21162 206436 SOLE 206436 0 0
AMKOR TECHNOLOGY INC STOCK 031652100 1467 366649 SOLE 366649 0 0
AMERIPRISE FINL INC STOCK 03076C106 1381 18745 SOLE 18745 0 0
AMERICAN TOWER CORP NEW STOCK 03027X100 3704 48158 SOLE 48158 0 0
TD AMERITRADE HLDG CORP STOCK 87236Y108 742 35968 SOLE 35968 0 0
AMERICA MOVIL SAB DE CV SPON STOCK 02364W105 4180 199432 SOLE 199432 0 0
AMAZON COM INC STOCK 023135106 83258 312423 SOLE 312423 0 0
GLOBAL X FDS ANDEAN 40 ETF STOCK 37950E655 477 33196 SOLE 33196 0 0
ANDERSONS INC STOCK 034164103 964 18019 SOLE 18019 0 0
ALPHA NATURAL RESOURCES INC STOCK 02076X102 499 60722 SOLE 60722 0 0
ANSYS INC STOCK 03662Q105 1210 14867 SOLE 14867 0 0
ALPINE TOTAL DYNAMIC DIVID F C STOCK 021060108 846 206943 SOLE 206943 0 0
AON PLC SHS STOCK G0408V102 1491 24240 SOLE 24240 0 0
APACHE CORP STOCK 037411105 4931 63907 SOLE 63907 0 0
ANADARKO PETE CORP STOCK 032511107 9924 113485 SOLE 113485 0 0
AIR PRODS & CHEMS INC STOCK 009158106 2206 25326 SOLE 25326 0 0
AMPHENOL CORP NEW STOCK 032095101 1140 15268 SOLE 15268 0 0
ACME PACKET INC STOCK 004764106 2699 92308 SOLE 92308 0 0
APOLLO GLOBAL MGMT LLC STOCK 037612306 89806 4150000 SOLE 4150000 0 0
ARBITRON INC STOCK 03875Q108 7419 158294 SOLE 158294 0 0
AIRGAS INC STOCK 009363102 353 3562 SOLE 3562 0 0
ARMOUR RESIDENTIAL REIT INC STOCK 042315101 193 29499 SOLE 29499 0 0
ARRIS GROUP INC BOND 04269QAC4 1571 14000 SOLE 14000 0 0
ARROW ELECTRS INC STOCK 042735100 1907 46957 SOLE 46957 0 0
AMERISTAR CASINOS INC STOCK 03070Q101 443 16900 SOLE 16900 0 0
ASM INTL N V NY REGISTER SH STOCK N07045102 555 16659 SOLE 16659 0 0
ASML HOLDING N V N Y REGISTRY STOCK N07059210 13485 198336 SOLE 198336 0 0
GRUPO AEROPORTUARIO DEL SURE S STOCK 40051E202 6370 46612 SOLE 46612 0 0
ADVANCED SEMICONDUCTOR ENGR STOCK 00756M404 1091 265393 SOLE 265393 0 0
ALLEGHENY TECHNOLOGIES INC STOCK 01741R102 415 13103 SOLE 13103 0 0
ACTIVISION BLIZZARD INC STOCK 00507V109 4456 305800 SOLE 305800 0 0
AU OPTRONICS CORP STOCK 002255107 1691 393332 SOLE 393332 0 0
AVALONBAY CMNTYS INC STOCK 053484101 1239 9781 SOLE 9781 0 0
AVAGO TECHNOLOGIES LTD SHS STOCK Y0486S104 1733 48280 SOLE 48280 0 0
AVAGO TECHNOLOGIES LTD SHS STOCK Y0486S104 1528 42532 SOLE 42532 0 0
AVON PRODS INC OPTION 054303102 260 500 CALL SOLE 500 0 0
AVON PRODS INC STOCK 054303102 2442 117790 SOLE 117790 0 0
AVNET INC STOCK 053807103 805 22229 SOLE 22229 0 0
AVERY DENNISON CORP STOCK 053611109 396 9203 SOLE 9203 0 0
AMERICAN WTR WKS CO INC NEW STOCK 030420103 3493 84284 SOLE 84284 0 0
AMERICAN STS WTR CO STOCK 029899101 273 4750 SOLE 4750 0 0
AMERICAN EXPRESS CO STOCK 025816109 11082 164271 SOLE 164271 0 0
AXIS CAPITAL HOLDINGS INV SHS STOCK G0692U109 744 17878 SOLE 17878 0 0
AUTOZONE INC STOCK 053332102 624 1572 SOLE 1572 0 0
BOEING CO STOCK 097023105 10404 121183 SOLE 121183 0 0
BANK OF AMERICA CORPORATION STOCK 060505104 265107 21765729 SOLE 21765729 0 0
BRASKEM S A SP STOCK 105532105 229 16900 SOLE 16900 0 0
CREDICORP LTD STOCK G2519Y108 21059 126822 SOLE 126822 0 0
BAXTER INTL INC STOCK 071813109 2226 30647 SOLE 30647 0 0
BED BATH & BEYOND INC STOCK 075896100 13803 214268 SOLE 214268 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page5 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
BANCO BRADESCO S A SP STOCK 059460303 28832 1694025 SOLE 1694025 0 0
BARRETT BILL CORP BOND 06846NAA2 3502 35000 SOLE 35000 0 0
BHP BILLITON PLC STOCK 05545E209 871 15000 SOLE 15000 0 0
RESEARCH IN MOTION LTD STOCK 760975102 1530 105929 SOLE 105929 0 0
BB&T CORP STOCK 054937107 2204 70220 SOLE 70220 0 0
BEST BUY INC OPTION 086516101 250 12086 PUT SOLE 12086 0 0
BEST BUY INC STOCK 086516101 5429 245110 SOLE 245110 0 0
BARD C R INC STOCK 067383109 567 5626 SOLE 5626 0 0
BECTON DICKINSON & CO STOCK 075887109 2189 22892 SOLE 22892 0 0
BEAM INC STOCK 073730103 786 12363 SOLE 12363 0 0
FRANKLIN RES INC STOCK 354613101 1654 10966 SOLE 10966 0 0
BROWN FORMAN CORP CL B STOCK 115637209 410 5736 SOLE 5736 0 0
BUNGE LIMITED STOCK G16962105 7636 103432 SOLE 103432 0 0
BUNGE LIMITED OPTION G16962105 814 473 CALL SOLE 473 0 0
GENERAL CABLE CORP DEL NEW BOND 369300AD0 534488 5365000 SOLE 5365000 0 0
BLACKROCK INTL GRWTH & INC T C STOCK 092524107 689 90270 SOLE 90270 0 0
BAKER HUGHES INC STOCK 057224107 8292 178666 SOLE 178666 0 0
BHP BILLITON LTD STOCK 088606108 594 8676 SOLE 8676 0 0
BAIDU INC SPON STOCK 056752108 28998 330651 SOLE 330651 0 0
BOULDER GROWTH & INCOME FD I STOCK 101507101 363 49584 SOLE 49584 0 0
BIOGEN IDEC INC STOCK 09062X103 11437 59377 SOLE 59377 0 0
BIOGEN IDEC INC STOCK 09062X103 1943 10087 SOLE 10087 0 0
SPDR SERIES TRUST BRCLYS 1-3MT STOCK 78464A680 6961 151943 SOLE 151943 0 0
BANK NEW YORK MELLON CORP STOCK 064058100 5020 179355 SOLE 179355 0 0
BROOKDALE SR LIVING INC STOCK 112463104 3538 126918 SOLE 126918 0 0
POWERSHARES ETF TRUST II SENIO STOCK 73936Q769 2761 110000 SOLE 110000 0 0
BLACKROCK INC STOCK 09247X101 2926 11389 SOLE 11389 0 0
BALL CORP STOCK 058498106 303 6367 SOLE 6367 0 0
BMC SOFTWARE INC STOCK 055921100 2336 50417 SOLE 50417 0 0
BIOMED REALTY TRUST INC STOCK 09063H107 493 22802 SOLE 22802 0 0
BRISTOL MYERS SQUIBB CO OPTION 110122108 3570 3000 CALL SOLE 3000 0 0
BRISTOL MYERS SQUIBB CO STOCK 110122108 17767 431339 SOLE 431339 0 0
STREAM EXCHANGE TRADED TR S&P STOCK 86324B103 19593 716626 SOLE 716626 0 0
BANK NOVA SCOTIA HALIFAX STOCK 064149107 46616 800000 SOLE 800000 0 0
BLACKROCK GLOBAL OPP EQTY TR STOCK 092501105 589 42424 SOLE 42424 0 0
PIMCO ETF TR TOTL RETN ETF STOCK 72201R775 2196 20000 SOLE 20000 0 0
BROADCOM CORP STOCK 111320107 4809 138678 SOLE 138678 0 0
BROADCOM CORP STOCK 111320107 837 24137 SOLE 24137 0 0
BRF-BRASIL FOODS S A STOCK 10552T107 13016 588700 SOLE 588700 0 0
BERKSHIRE HATHAWAY INC DEL STOCK 084670108 12815 82 SOLE 82 0 0
BERKSHIRE HATHAWAY INC DEL CL BSTOCK 084670702 13200 126676 SOLE 126676 0 0
BANCO SANTANDER BRASIL S A ADS STOCK 05967A107 5712 786815 SOLE 786815 0 0
BOSTON SCIENTIFIC CORP STOCK 101137107 771 98748 SOLE 98748 0 0
PEABODY ENERGY CORP STOCK 704549104 2255 106616 SOLE 106616 0 0
ANHEUSER BUSCH INBEV SA/NV STOCK 03524A108 398 4000 SOLE 4000 0 0
COMPANIA DE MINAS BUENAVENTU STOCK 204448104 9275 357274 SOLE 357274 0 0
BORGWARNER INC STOCK 099724106 2224 28753 SOLE 28753 0 0
BLACKSTONE GROUP L P COM UNIT STOCK 09253U108 644 32560 SOLE 32560 0 0
BOSTON PROPERTIES INC STOCK 101121101 1739 17209 SOLE 17209 0 0
BEAZER HOMES USA INC STOCK 07556Q881 3252 205306 SOLE 205306 0 0
CITIGROUP INC OPTION 172967424 285 3060 PUT SOLE 3060 0 0
CITIGROUP INC STOCK 172967424 138659 3134251 SOLE 3134251 0 0
CA INC STOCK 12673P105 691 27459 SOLE 27459 0 0
CA INC STOCK 12673P105 3176 126150 SOLE 126150 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page6 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
CACI INTL INC BOND 127190AD8 1570977 13788000 SOLE 13788000 0 0
CONAGRA FOODS INC STOCK 205887102 5935 165732 SOLE 165732 0 0
CARDINAL HEALTH INC STOCK 14149Y108 2262 54343 SOLE 54343 0 0
CANON INC STOCK 138006309 8255 225000 SOLE 225000 0 0
CAMERON INTERNATIONAL CORP STOCK 13342B105 2403 36850 SOLE 36850 0 0
CATERPILLAR INC DEL STOCK 149123101 25327 291211 SOLE 291211 0 0
CHUBB CORP STOCK 171232101 2946 33661 SOLE 33661 0 0
COMPANHIA BRASILEIRA DE DIST S STOCK 20440T201 517 9702 SOLE 9702 0 0
CBRE GROUP INC STOCK 12504L109 708 28022 SOLE 28022 0 0
CHICAGO BRIDGE & IRON CO N V N STOCK 167250109 980 15782 SOLE 15782 0 0
CBL & ASSOC PPTYS INC STOCK 124830100 669 28334 SOLE 28334 0 0
CBS CORP NEW CL B STOCK 124857202 2738 58639 SOLE 58639 0 0
CALGON CARBON CORP STOCK 129603106 346 19122 SOLE 19122 0 0
COCA COLA ENTERPRISES INC NE STOCK 19122T109 939 25444 SOLE 25444 0 0
CROWN CASTLE INTL CORP STOCK 228227104 2497 35856 SOLE 35856 0 0
CAMECO CORP STOCK 13321L108 645 31059 SOLE 31059 0 0
CROWN HOLDINGS INC STOCK 228368106 918 22062 SOLE 22062 0 0
CARNIVAL CORP PAIRED CTF STOCK 143658300 6273 182885 SOLE 182885 0 0
CELANESE CORP DEL COM SER A STOCK 150870103 1077 24450 SOLE 24450 0 0
CHINA EASTN AIRLS LTD SPON STOCK 16937R104 516 23791 SOLE 23791 0 0
CELGENE CORP STOCK 151020104 13982 120627 SOLE 120627 0 0
CNOOC LTD STOCK 126132109 3712 19386 SOLE 19386 0 0
CERNER CORP STOCK 156782104 4284 45216 SOLE 45216 0 0
CF INDS HLDGS INC STOCK 125269100 4773 25070 SOLE 25070 0 0
CAREFUSION CORP STOCK 14170T101 990 28288 SOLE 28288 0 0
CHINA TELECOM CORP LTD SPON STOCK 169426103 1895 37279 SOLE 37279 0 0
CHURCH & DWIGHT INC STOCK 171340102 1436 22223 SOLE 22223 0 0
CHESAPEAKE ENERGY CORP STOCK 165167107 10686 523558 SOLE 523558 0 0
CHESAPEAKE ENERGY CORP BOND 165167CA3 931108 9853000 SOLE 9853000 0 0
CHESAPEAKE ENERGY CORP BOND 165167BZ9 95813 1000000 SOLE 1000000 0 0
CHESAPEAKE ENERGY CORP BOND 165167BW6 44956 449000 SOLE 449000 0 0
CHESAPEAKE ENERGY CORP BOND 165167CB1 88750 1000000 SOLE 1000000 0 0
CHECK POINT SOFTWARE TECH LT STOCK M22465104 2380 50652 SOLE 50652 0 0
CHINA MOBILE LIMITED STOCK 16941M109 4795 90253 SOLE 90253 0 0
C H ROBINSON WORLDWIDE INC STOCK 12541W209 2760 46420 SOLE 46420 0 0
CHARTER COMMUNICATIONS INC D STOCK 16117M305 972 9331 SOLE 9331 0 0
CHINA UNICOM (HONG KONG) LTD STOCK 16945R104 1679 124541 SOLE 124541 0 0
CIGNA CORPORATION STOCK 125509109 1948 31231 SOLE 31231 0 0
COBALT INTL ENERGY INC STOCK 19075F106 1920 68072 SOLE 68072 0 0
CIENA CORP STOCK 171779309 1603 100128 SOLE 100128 0 0
COMPANHIA ENERGETICA DE MINA SPSTOCK 204409601 886 74772 SOLE 74772 0 0
CHIMERA INVT CORP STOCK 16934Q109 60 18828 SOLE 18828 0 0
CINCINNATI FINL CORP STOCK 172062101 447 9481 SOLE 9481 0 0
CINCINNATI FINL CORP STOCK 172062101 294 6231 SOLE 6231 0 0
CIT GROUP INC STOCK 125581801 1348 31006 SOLE 31006 0 0
COLGATE PALMOLIVE CO OPTION 194162103 1934 500 CALL SOLE 500 0 0
COLGATE PALMOLIVE CO STOCK 194162103 6391 54150 SOLE 54150 0 0
CORE LABORATORIES N V STOCK N22717107 1110 8051 SOLE 8051 0 0
CLIFFS NAT RES INC STOCK 18683K101 216 11342 SOLE 11342 0 0
CLEAN HARBORS INC STOCK 184496107 1841 31692 SOLE 31692 0 0
CONTINENTAL RESOURCES INC STOCK 212015101 810 9318 SOLE 9318 0 0
CLEARWIRE CORP NEW STOCK 18538Q105 35 10700 SOLE 10700 0 0
CLOROX CO DEL STOCK 189054109 886 10008 SOLE 10008 0 0
COMERICA INC STOCK 200340107 494 13731 SOLE 13731 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page7 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
COMCAST CORP NEW STOCK 20030N101 24001 571722 SOLE 571722 0 0
COMCAST CORP NEW STOCK 20030N200 3226 81421 SOLE 81421 0 0
CME GROUP INC STOCK 12572Q105 3905 63591 SOLE 63591 0 0
CHIPOTLE MEXICAN GRILL INC STOCK 169656105 731 2244 SOLE 2244 0 0
CUMMINS INC STOCK 231021106 2083 17989 SOLE 17989 0 0
CMS ENERGY CORP STOCK 125896100 568 20347 SOLE 20347 0 0
CNA FINL CORP STOCK 126117100 1713 52410 SOLE 52410 0 0
CNH GLOBAL N V SHS STOCK N20935206 2439 59019 SOLE 59019 0 0
CANADIAN NATL RY CO STOCK 136375102 271 2700 SOLE 2700 0 0
CENTERPOINT ENERGY INC STOCK 15189T107 682 28484 SOLE 28484 0 0
CONSOL ENERGY INC STOCK 20854P109 1780 52902 SOLE 52902 0 0
PROSHARES TR USD COVERED BD STOCK 74348A749 332 3278 SOLE 3278 0 0
CAPITAL ONE FINL CORP STOCK 14040H105 5927 107858 SOLE 107858 0 0
CABOT OIL & GAS CORP STOCK 127097103 2217 32792 SOLE 32792 0 0
COACH INC OPTION 189754104 348 1938 PUT SOLE 1938 0 0
COACH INC STOCK 189754104 4903 98078 SOLE 98078 0 0
ROCKWELL COLLINS INC STOCK 774341101 1257 19909 SOLE 19909 0 0
CONOCOPHILLIPS OPTION 20825C104 595 910 CALL SOLE 910 0 0
CONOCOPHILLIPS STOCK 20825C104 9259 154060 SOLE 154060 0 0
CONOCOPHILLIPS STOCK 20825C104 7351 122319 SOLE 122319 0 0
COSTCO WHSL CORP NEW STOCK 22160K105 15457 145672 SOLE 145672 0 0
COVIDIEN PLC SHS STOCK G2554F113 2321 34214 SOLE 34214 0 0
COPA HOLDINGS SA STOCK P31076105 385 3215 SOLE 3215 0 0
CAMPBELL SOUP CO STOCK 134429109 1829 40314 SOLE 40314 0 0
CPFL ENERGIA S A STOCK 126153105 346 16535 SOLE 16535 0 0
CALPINE CORP STOCK 131347304 975 47312 SOLE 47312 0 0
COPART INC STOCK 217204106 1048 30583 SOLE 30583 0 0
CAMDEN PPTY TR SH BEN INT STOCK 133131102 1019 14833 SOLE 14833 0 0
CREE INC STOCK 225447101 2253 41180 SOLE 41180 0 0
SALESFORCE COM INC STOCK 79466L302 2484 13893 SOLE 13893 0 0
CROCS INC STOCK 227046109 542 36547 SOLE 36547 0 0
CREDIT SUISSE GROUP STOCK 225401108 2748 104876 SOLE 104876 0 0
COMPUTER SCIENCES CORP STOCK 205363104 895 18190 SOLE 18190 0 0
CISCO SYS INC STOCK 17275R102 52124 2494547 SOLE 2494547 0 0
CISCO SYS INC STOCK 17275R102 7465 357190 SOLE 357190 0 0
COINSTAR INC STOCK 19259P300 354 6067 SOLE 6067 0 0
CSX CORP STOCK 126408103 2322 94290 SOLE 94290 0 0
CINTAS CORP STOCK 172908105 279 6325 SOLE 6325 0 0
CENTURYLINK INC STOCK 156700106 5695 162113 SOLE 162113 0 0
CTRIP COM INTL LTD AMERICAN DE STOCK 22943F100 9175 429121 SOLE 429121 0 0
CATAMARAN CORP STOCK 148887102 2312 43594 SOLE 43594 0 0
COGNIZANT TECHNOLOGY SOLUTIO STOCK 192446102 1133 14787 SOLE 14787 0 0
COGNIZANT TECHNOLOGY SOLUTIO STOCK 192446102 7458 97342 SOLE 97342 0 0
CITRIX SYS INC STOCK 177376100 7924 109825 SOLE 109825 0 0
CITRIX SYS INC STOCK 177376100 842 11674 SOLE 11674 0 0
CUBESMART STOCK 229663109 1441 91234 SOLE 91234 0 0
COVANTA HLDG CORP STOCK 22282E102 1851 91880 SOLE 91880 0 0
CVB FINL CORP STOCK 126600105 509 45200 SOLE 45200 0 0
CABLEVISION SYS CORP STOCK 12686C109 235 15695 SOLE 15695 0 0
COVENTRY HEALTH CARE INC STOCK 222862104 2764 58779 SOLE 58779 0 0
CVS CAREMARK CORPORATION STOCK 126650100 6652 120969 SOLE 120969 0 0
CHEVRON CORP NEW OPTION 166764100 3456 800 CALL SOLE 800 0 0
CHEVRON CORP NEW STOCK 166764100 37162 312760 SOLE 312760 0 0
CEMEX SAB DE CV SPON STOCK 151290889 5854 479456 SOLE 479456 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page8 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
CONCHO RES INC STOCK 20605P101 1914 19645 SOLE 19645 0 0
CYPRESS SEMICONDUCTOR CORP STOCK 232806109 1124 101868 SOLE 101868 0 0
COMMUNITY HEALTH SYS INC NEW STOCK 203668108 344 7265 SOLE 7265 0 0
CHANGYOU COM LTD ADS REP STOCK 15911M107 373 12914 SOLE 12914 0 0
COSAN LTD SHS A STOCK G25343107 291 14926 SOLE 14926 0 0
DOMINION RES INC VA NEW STOCK 25746U109 8410 144553 SOLE 144553 0 0
DELTA AIR LINES INC DEL STOCK 247361702 1213 73454 SOLE 73454 0 0
E-COMMERCE CHINA DANGDANG IN S STOCK 26833A105 42 10118 SOLE 10118 0 0
DARLING INTL INC STOCK 237266101 694 38615 SOLE 38615 0 0
DEUTSCHE BANK AG NAMEN AKT STOCK D18190898 594 15185 SOLE 15185 0 0
DOUBLELINE OPPORTUNISTIC CR STOCK 258623107 785 29344 SOLE 29344 0 0
DU PONT E I DE NEMOURS & CO STOCK 263534109 8649 175928 SOLE 175928 0 0
DEERE & CO STOCK 244199105 9138 106281 SOLE 106281 0 0
DELL INC STOCK 24702R101 8761 611367 SOLE 611367 0 0
DEAN FOODS CO NEW STOCK 242370104 496 27354 SOLE 27354 0 0
DISCOVER FINL SVCS STOCK 254709108 1589 35426 SOLE 35426 0 0
DOLLAR GEN CORP NEW STOCK 256677105 1335 26385 SOLE 26385 0 0
QUEST DIAGNOSTICS INC STOCK 74834L100 458 8108 SOLE 8108 0 0
QUEST DIAGNOSTICS INC STOCK 74834L100 274 4850 SOLE 4850 0 0
D R HORTON INC STOCK 23331A109 426 17520 SOLE 17520 0 0
DANAHER CORP DEL STOCK 235851102 4880 78518 SOLE 78518 0 0
SPDR DOW JONES INDL AVRG ETF U STOCK 78467X109 15570 107146 SOLE 107146 0 0
SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 4896 3300 CALL SOLE 3300 0 0
DIODES INC STOCK 254543101 254 12097 SOLE 12097 0 0
DISNEY WALT CO COM DISNEY OPTION 254687106 416 650 PUT SOLE 650 0 0
DISNEY WALT CO COM DISNEY STOCK 254687106 19375 341116 SOLE 341116 0 0
DISCOVERY COMMUNICATNS NEW COM STOCK 25470F104 3465 44011 SOLE 44011 0 0
DISCOVERY COMMUNICATNS NEW COM STOCK 25470F302 1347 19365 SOLE 19365 0 0
DISH NETWORK CORP STOCK 25470M109 1652 43591 SOLE 43591 0 0
DICKS SPORTING GOODS INC STOCK 253393102 919 19430 SOLE 19430 0 0
DOLBY LABORATORIES INC STOCK 25659T107 236 7021 SOLE 7021 0 0
DELPHI AUTOMOTIVE PLC SHS STOCK G27823106 978 22028 SOLE 22028 0 0
DIGITAL RLTY TR INC STOCK 253868103 1975 29521 SOLE 29521 0 0
DOLLAR TREE INC STOCK 256746108 4886 100879 SOLE 100879 0 0
DUN & BRADSTREET CORP DEL NE STOCK 26483E100 276 3295 SOLE 3295 0 0
DENDREON CORP STOCK 24823Q107 355 75000 SOLE 75000 0 0
DUNKIN BRANDS GROUP INC STOCK 265504100 1254 34000 SOLE 34000 0 0
DNP SELECT INCOME FD STOCK 23325P104 241 23797 SOLE 23797 0 0
DENBURY RES INC STOCK 247916208 820 43985 SOLE 43985 0 0
DIAMOND OFFSHORE DRILLING IN STOCK 25271C102 1216 17487 SOLE 17487 0 0
DOLE FOOD CO INC NEW STOCK 256603101 1409 129290 SOLE 129290 0 0
DOVER CORP STOCK 260003108 963 13217 SOLE 13217 0 0
DOW CHEM CO STOCK 260543103 9391 294956 SOLE 294956 0 0
DOW 30SM ENHANCED PREM & INC STOCK 260537105 951 80688 SOLE 80688 0 0
DR PEPPER SNAPPLE GROUP INC STOCK 26138E109 657 13998 SOLE 13998 0 0
DRESSER-RAND GROUP INC STOCK 261608103 234 3797 SOLE 3797 0 0
DUKE REALTY CORP STOCK 264411505 875 51519 SOLE 51519 0 0
DARDEN RESTAURANTS INC STOCK 237194105 1208 23374 SOLE 23374 0 0
DIGITAL RIV INC STOCK 25388B104 1274 90068 SOLE 90068 0 0
DTE ENERGY CO STOCK 233331107 1206 17642 SOLE 17642 0 0
DIRECTV STOCK 25490A309 7464 131894 SOLE 131894 0 0
DIRECTV STOCK 25490A309 1296 22887 SOLE 22887 0 0
DUFF & PHELPS CORP NEW STOCK 26433B107 2657 171315 SOLE 171315 0 0
DUKE ENERGY CORP NEW OPTION 26441C204 418 817 CALL SOLE 817 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page9 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
DUKE ENERGY CORP NEW STOCK 26441C204 10989 151385 SOLE 151385 0 0
DAVITA HEALTHCARE PARTNERS I STOCK 23918K108 919 7752 SOLE 7752 0 0
DEVON ENERGY CORP NEW STOCK 25179M103 3979 70518 SOLE 70518 0 0
ELECTRONIC ARTS INC STOCK 285512109 3689 208422 SOLE 208422 0 0
WELLS FARGO ADVANTAGE INCOME C STOCK 94987B105 946 94308 SOLE 94308 0 0
BRINKER INTL INC STOCK 109641100 468 12431 SOLE 12431 0 0
EBAY INC STOCK 278642103 26135 482010 SOLE 482010 0 0
CENTRAIS ELETRICAS BRASILEIR STOCK 15234Q207 127 37276 SOLE 37276 0 0
ECOLAB INC STOCK 278865100 2377 29651 SOLE 29651 0 0
EGA EMERGING GLOBAL SHS TR EGS STOCK 268461779 2393 90000 SOLE 90000 0 0
CONSOLIDATED EDISON INC STOCK 209115104 17377 284729 SOLE 284729 0 0
DIREXION SHS ETF TR DLY EMRGMK STOCK 25459Y686 1662 17270 SOLE 17270 0 0
NEW ORIENTAL ED & TECH GRP I S STOCK 647581107 1141 63397 SOLE 63397 0 0
DIREXION SHS ETF TR DLY EM BR3XSTOCK 25459W482 1806 184267 SOLE 184267 0 0
ISHARES TR MSCI EMERG MKT STOCK 464287234 265177 6200075 SOLE 6200075 0 0
ISHARES TR MSCI EMERG MKT OPTION 464287234 3026 54200 CALL SOLE 54200 0 0
ISHARES TR MSCI EMERG MKT OPTION 464287234 10307 61170 PUT SOLE 61170 0 0
ISHARES TR MSCI EAFE INDEX STOCK 464287465 490307 8313104 SOLE 8313104 0 0
ISHARES TR MSCI EAFE INDEX OPTION 464287465 1510 5200 PUT SOLE 5200 0 0
ISHARES TR MSCI EAFE INDEX OPTION 464287465 3025 18164 CALL SOLE 18164 0 0
EQUIFAX INC STOCK 294429105 524 9106 SOLE 9106 0 0
ENERGEN CORP STOCK 29265N108 957 18396 SOLE 18396 0 0
ELDORADO GOLD CORP NEW STOCK 284902103 151 15897 SOLE 15897 0 0
ISHARES TR INDONE INVS MRKT STOCK 46429B309 576 16527 SOLE 16527 0 0
EDISON INTL STOCK 281020107 1647 32739 SOLE 32739 0 0
LAUDER ESTEE COS INC STOCK 518439104 3204 50036 SOLE 50036 0 0
E M C CORP MASS STOCK 268648102 10734 449302 SOLE 449302 0 0
E M C CORP MASS BOND 268648AM4 69103 463000 SOLE 463000 0 0
EASTMAN CHEM CO STOCK 277432100 1400 20039 SOLE 20039 0 0
EMERSON ELEC CO STOCK 291011104 6599 118112 SOLE 118112 0 0
ENERSIS S A STOCK 29274F104 515 26775 SOLE 26775 0 0
ENERSIS S A RIGHT 03/21/2013 STOCK 29274F112 0 11745 SOLE 11745 0 0
REED ELSEVIER N V SPONS STOCK 758204200 1096 32252 SOLE 32252 0 0
ENERGIZER HLDGS INC STOCK 29266R108 1007 10101 SOLE 10101 0 0
EOG RES INC STOCK 26875P101 4470 34900 SOLE 34900 0 0
EATON VANCE ENH EQTY INC FD STOCK 278277108 345 30367 SOLE 30367 0 0
ENTERPRISE PRODS PARTNERS L STOCK 293792107 965 16011 SOLE 16011 0 0
EQUINIX INC STOCK 29444U502 12432 57471 SOLE 57471 0 0
EQUINIX INC BOND 29444UAG1 3580396 17824000 SOLE 17824000 0 0
EQUITY RESIDENTIAL SH BEN INT STOCK 29476L107 3832 69588 SOLE 69588 0 0
EQT CORP STOCK 26884L109 1438 21220 SOLE 21220 0 0
ERICSSON STOCK 294821608 1891 150065 SOLE 150065 0 0
EMBRAER S A SP STOCK 29082A107 331 9286 SOLE 9286 0 0
DIREXION SHS ETF TR DLY ENRGY STOCK 25459W888 2322 35076 SOLE 35076 0 0
DIREXION SHS ETF TR DLY ENRGY STOCK 25459W342 1729 318349 SOLE 318349 0 0
EXPRESS SCRIPTS HLDG CO STOCK 30219G108 11965 207648 SOLE 207648 0 0
EXPRESS SCRIPTS HLDG CO STOCK 30219G108 2526 43810 SOLE 43810 0 0
ESSEX PPTY TR INC STOCK 297178105 600 3987 SOLE 3987 0 0
ENSCO PLC SHS CLASS A STOCK G3157S106 1938 32296 SOLE 32296 0 0
ENERGY TRANSFER EQUITY L P COM STOCK 29273V100 1305 22320 SOLE 22320 0 0
E TRADE FINANCIAL CORP STOCK 269246401 135 12600 SOLE 12600 0 0
EATON VANCE RISK MNGD DIV EQ STOCK 27829G106 7133 649077 SOLE 649077 0 0
EATON CORP PLC SHS STOCK G29183103 2190 35757 SOLE 35757 0 0
ENTERGY CORP NEW STOCK 29364G103 3144 49721 SOLE 49721 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page10 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
EATON VANCE CORP COM NON VTG STOCK 278265103 842 20120 SOLE 20120 0 0
EV ENERGY PARTNERS LP COM UNITSSTOCK 26926V107 849 15553 SOLE 15553 0 0
EDWARDS LIFESCIENCES CORP STOCK 28176E108 1015 12356 SOLE 12356 0 0
ISHARES INC MSCI CDA INDEX STOCK 464286509 2883 101125 SOLE 101125 0 0
ISHARES INC MSCI HONG KONG STOCK 464286871 4460 224800 SOLE 224800 0 0
ISHARES INC MSCI JAPAN STOCK 464286848 254 23501 SOLE 23501 0 0
ISHARES INC MSCI MALAYSIA STOCK 464286830 3068 204963 SOLE 204963 0 0
ISHARES INC MSCI TAIWAN STOCK 464286731 13977 1047773 SOLE 1047773 0 0
ISHARES INC MSCI MEXICO CAP STOCK 464286822 16785 225029 SOLE 225029 0 0
ISHARES INC MSCI STH KOR CAP STOCK 464286772 11580 194858 SOLE 194858 0 0
ISHARES INC MSCI BRAZIL CAPP STOCK 464286400 133019 2441607 SOLE 2441607 0 0
ISHARES INC MSCI BRAZIL CAPP OPTION 464286400 925 21450 CALL SOLE 21450 0 0
ISHARES INC MSCI BRAZIL CAPP OPTION 464286400 1760 7750 PUT SOLE 7750 0 0
EXELON CORP OPTION 30161N101 1399 1500 PUT SOLE 1500 0 0
EXELON CORP STOCK 30161N101 11286 327312 SOLE 327312 0 0
EXPEDITORS INTL WASH INC STOCK 302130109 429 12021 SOLE 12021 0 0
EXPEDITORS INTL WASH INC STOCK 302130109 1708 47793 SOLE 47793 0 0
EXPEDIA INC DEL STOCK 30212P303 348 5804 SOLE 5804 0 0
EXPEDIA INC DEL STOCK 30212P303 1979 32981 SOLE 32981 0 0
ISHARES INC MSCI STH AFRCA STOCK 464286780 2005 31402 SOLE 31402 0 0
FORD MTR CO DEL PAR $0.01 STOCK 345370860 11215 852883 SOLE 852883 0 0
FORD MTR CO DEL BOND 345370CF5 313876 2000000 SOLE 2000000 0 0
DIREXION SHS ETF TR DLY FIN BU STOCK 25459Y694 1257 7609 SOLE 7609 0 0
FASTENAL CO STOCK 311900104 3428 66776 SOLE 66776 0 0
FASTENAL CO STOCK 311900104 677 13183 SOLE 13183 0 0
DIREXION SHS ETF TR DLY FIN BE STOCK 25459W144 1095 104377 SOLE 104377 0 0
FACEBOOK INC OPTION 30303M102 233 1679 PUT SOLE 1679 0 0
FACEBOOK INC STOCK 30303M102 50420 1971061 SOLE 1971061 0 0
FUELCELL ENERGY INC STOCK 35952H106 10 10724 SOLE 10724 0 0
FELCOR LODGING TR INC STOCK 31430F101 17657 2967528 SOLE 2967528 0 0
FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 558 2500 PUT SOLE 2500 0 0
FREEPORT-MCMORAN COPPER & GO STOCK 35671D857 21044 635764 SOLE 635764 0 0
FAMILY DLR STORES INC STOCK 307000109 406 6881 SOLE 6881 0 0
FEDEX CORP STOCK 31428X106 10669 108645 SOLE 108645 0 0
FIRSTENERGY CORP STOCK 337932107 4733 112167 SOLE 112167 0 0
FIRST TR ENERGY INCOME & GRW STOCK 33738G104 518 14489 SOLE 14489 0 0
F5 NETWORKS INC STOCK 315616102 2221 24937 SOLE 24937 0 0
FIRST HORIZON NATL CORP STOCK 320517105 267 25037 SOLE 25037 0 0
FEDERATED INVS INC PA CL B STOCK 314211103 218 9196 SOLE 9196 0 0
FIDELITY NATL INFORMATION SV STOCK 31620M106 896 22609 SOLE 22609 0 0
FISERV INC STOCK 337738108 582 6631 SOLE 6631 0 0
FISERV INC STOCK 337738108 3232 36791 SOLE 36791 0 0
FIFTH THIRD BANCORP STOCK 316773100 1688 103499 SOLE 103499 0 0
FLEXTRONICS INTL LTD STOCK Y2573F102 1017 150459 SOLE 150459 0 0
FLIR SYS INC STOCK 302445101 568 21832 SOLE 21832 0 0
FLUOR CORP NEW STOCK 343412102 1438 21680 SOLE 21680 0 0
FLOWSERVE CORP STOCK 34354P105 595 3546 SOLE 3546 0 0
F M C CORP STOCK 302491303 386 6765 SOLE 6765 0 0
FOCUS MEDIA HLDG LTD STOCK 34415V109 1112 41488 SOLE 41488 0 0
FRESENIUS MED CARE AG&CO KGA STOCK 358029106 596 17604 SOLE 17604 0 0
FOMENTO ECONOMICO MEXICANO S S STOCK 344419106 5338 47032 SOLE 47032 0 0
FIDELITY NATIONAL FINANCIAL STOCK 31620R105 1225 48571 SOLE 48571 0 0
FOSSIL INC STOCK 349882100 1438 14890 SOLE 14890 0 0
FRANCESCAS HLDGS CORP STOCK 351793104 6381 222169 SOLE 222169 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page11 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
FIRST REP BK SAN FRANCISCO C STOCK 33616C100 576 14903 SOLE 14903 0 0
FEDERAL REALTY INVT TR SH BEN STOCK 313747206 1250 11571 SOLE 11571 0 0
FOREST LABS INC STOCK 345838106 1011 26571 SOLE 26571 0 0
FIRST SOLAR INC STOCK 336433107 612 22700 SOLE 22700 0 0
FOREST OIL CORP PAR $0.01 STOCK 346091705 13554 2576778 SOLE 2576778 0 0
FMC TECHNOLOGIES INC STOCK 30249U101 1981 36424 SOLE 36424 0 0
FORTINET INC STOCK 34959E109 2373 100224 SOLE 100224 0 0
FRONTIER COMMUNICATIONS CORP STOCK 35906A108 7883 1975776 SOLE 1975776 0 0
FOSTER WHEELER AG STOCK H27178104 324 14174 SOLE 14174 0 0
ISHARES TR FTSE CHINA25 IDX STOCK 464287184 78266 2119315 SOLE 2119315 0 0
ISHARES TR FTSE CHINA25 IDX OPTION 464287184 18 15400 CALL SOLE 15400 0 0
GIANT INTERACTIVE GROUP INC STOCK 374511103 569 87472 SOLE 87472 0 0
BARCLAYS BANK PLC ETN DJUBS NA STOCK 06739H644 1954 666739 SOLE 666739 0 0
GANNETT INC STOCK 364730101 1097 50155 SOLE 50155 0 0
GLOBECOMM SYSTEMS INC STOCK 37956X103 300 25000 SOLE 25000 0 0
SANOFI RIGHT 12/31/2020 STOCK 80105N113 99 55462 SOLE 55462 0 0
GENERAL DYNAMICS CORP STOCK 369550108 2344 33245 SOLE 33245 0 0
GOODRICH PETE CORP STOCK 382410405 313 20000 SOLE 20000 0 0
MARKET VECTORS ETF TR GOLD MIN STOCK 57060U100 6820 180182 SOLE 180182 0 0
GENERAL ELECTRIC CO STOCK 369604103 47061 2035529 SOLE 2035529 0 0
GOLD FIELDS LTD NEW OPTION 38059T106 203 3400 CALL SOLE 3400 0 0
GOLD FIELDS LTD NEW OPTION 38059T106 277 2100 PUT SOLE 2100 0 0
GOLD FIELDS LTD NEW STOCK 38059T106 609 78532 SOLE 78532 0 0
GOLDCORP INC NEW STOCK 380956409 933 27747 SOLE 27747 0 0
GERDAU S A SPON STOCK 373737105 6183 801929 SOLE 801929 0 0
GAMCO GLOBAL GOLD NAT RES & CO STOCK 36465A109 836 66472 SOLE 66472 0 0
GENERAL GROWTH PPTYS INC NEW STOCK 370023103 1403 70577 SOLE 70577 0 0
GENOMIC HEALTH INC STOCK 37244C101 366 12940 SOLE 12940 0 0
GILEAD SCIENCES INC STOCK 375558103 22116 451910 SOLE 451910 0 0
TEMPLETON GLOBAL INCOME FD STOCK 880198106 215 22885 SOLE 22885 0 0
GENERAL MLS INC OPTION 370334104 278 300 CALL SOLE 300 0 0
GENERAL MLS INC STOCK 370334104 2662 53979 SOLE 53979 0 0
SPDR GOLD TRUST GOLD SHS STOCK 78463V107 3893 25201 SOLE 25201 0 0
PROSHARES TR II ULTRASHRT STOCK 74347W395 290 4268 SOLE 4268 0 0
CORNING INC STOCK 219350105 2705 202931 SOLE 202931 0 0
GENERAL MTRS CO STOCK 37045V100 3348 120344 SOLE 120344 0 0
GREEN MTN COFFEE ROASTERS IN STOCK 393122106 1183 20843 SOLE 20843 0 0
GAMESTOP CORP NEW STOCK 36467W109 336 12003 SOLE 12003 0 0
GENWORTH FINL INC COM STOCK 37247D106 2284 228390 SOLE 228390 0 0
RANDGOLD RES LTD STOCK 752344309 911 10596 SOLE 10596 0 0
GOOGLE INC OPTION 38259P508 1435 362 PUT SOLE 362 0 0
GOOGLE INC STOCK 38259P508 88893 111929 SOLE 111929 0 0
GOOGLE INC STOCK 38259P508 10314 12987 SOLE 12987 0 0
GENUINE PARTS CO STOCK 372460105 1132 14516 SOLE 14516 0 0
GAP INC DEL STOCK 364760108 1710 48302 SOLE 48302 0 0
GARMIN LTD SHS STOCK H2906T109 349 10566 SOLE 10566 0 0
GARMIN LTD SHS STOCK H2906T109 1871 56598 SOLE 56598 0 0
GLIMCHER RLTY TR SH BEN INT STOCK 379302102 740 63816 SOLE 63816 0 0
GOLDMAN SACHS GROUP INC STOCK 38141G104 14189 96424 SOLE 96424 0 0
GUANGSHEN RY LTD STOCK 40065W107 560 23186 SOLE 23186 0 0
GOODYEAR TIRE & RUBR CO STOCK 382550101 133 10529 SOLE 10529 0 0
GOODYEAR TIRE & RUBR CO STOCK 382550101 157 12418 SOLE 12418 0 0
GT ADVANCED TECHNOLOGIES INC STOCK 36191U106 47 14300 SOLE 14300 0 0
CENTRAL GOLDTRUST TR UNIT STOCK 153546106 2423 40773 SOLE 40773 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page12 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
GRAINGER W W INC STOCK 384802104 866 3849 SOLE 3849 0 0
HALLIBURTON CO STOCK 406216101 5175 128051 SOLE 128051 0 0
HASBRO INC STOCK 418056107 1208 27487 SOLE 27487 0 0
HUNTINGTON BANCSHARES INC STOCK 446150104 217 29471 SOLE 29471 0 0
HCA HOLDINGS INC STOCK 40412C101 1664 40952 SOLE 40952 0 0
HUDSON CITY BANCORP STOCK 443683107 7432 860200 SOLE 860200 0 0
HEALTH CARE REIT INC STOCK 42217K106 1243 18299 SOLE 18299 0 0
HCP INC STOCK 40414L109 2800 56148 SOLE 56148 0 0
HOME DEPOT INC STOCK 437076102 14487 207607 SOLE 207607 0 0
HDFC BANK LTD STOCK 40415F101 16460 439866 SOLE 439866 0 0
HECKMANN CORP STOCK 422680108 801 186768 SOLE 186768 0 0
HESS CORP STOCK 42809H107 5495 76738 SOLE 76738 0 0
HOLLYFRONTIER CORP STOCK 436106108 2938 57110 SOLE 57110 0 0
HARTFORD FINL SVCS GROUP INC STOCK 416515104 2570 99627 SOLE 99627 0 0
HERBALIFE LTD COM USD SHS STOCK G4412G101 742 19812 SOLE 19812 0 0
HELIX ENERGY SOLUTIONS GRP I STOCK 42330P107 554 24225 SOLE 24225 0 0
HEALTH MGMT ASSOC INC NEW STOCK 421933102 199 15490 SOLE 15490 0 0
HOME INNS & HOTELS MGMT INC SP STOCK 43713W107 375 12574 SOLE 12574 0 0
HUANENG PWR INTL INC SPON STOCK 443304100 1330 31476 SOLE 31476 0 0
HEINZ H J CO OPTION 423074103 718 500 CALL SOLE 500 0 0
HEINZ H J CO STOCK 423074103 4444 61489 SOLE 61489 0 0
HARLEY DAVIDSON INC STOCK 412822108 1324 24834 SOLE 24834 0 0
HOLOGIC INC STOCK 436440101 956 42305 SOLE 42305 0 0
HOLOGIC INC BOND 436440AA9 1004 10000 SOLE 10000 0 0
HONEYWELL INTL INC STOCK 438516106 3643 48350 SOLE 48350 0 0
HORNBECK OFFSHORE SVCS INC N STOCK 440543106 383 8247 SOLE 8247 0 0
STARWOOD HOTELS&RESORTS WRLD STOCK 85590A401 934 14657 SOLE 14657 0 0
HELMERICH & PAYNE INC STOCK 423452101 1871 30831 SOLE 30831 0 0
HEWLETT PACKARD CO OPTION 428236103 234 4000 PUT SOLE 4000 0 0
HEWLETT PACKARD CO STOCK 428236103 19236 806898 SOLE 806898 0 0
BLOCK H & R INC STOCK 093671105 1275 43326 SOLE 43326 0 0
HORMEL FOODS CORP STOCK 440452100 1444 34937 SOLE 34937 0 0
HARRIS CORP DEL STOCK 413875105 695 15003 SOLE 15003 0 0
HILLSHIRE BRANDS CO STOCK 432589109 1940 55188 SOLE 55188 0 0
SCHEIN HENRY INC STOCK 806407102 3109 33596 SOLE 33596 0 0
HOSPIRA INC STOCK 441060100 484 14749 SOLE 14749 0 0
HOST HOTELS & RESORTS INC STOCK 44107P104 1312 75018 SOLE 75018 0 0
HERSHEY CO STOCK 427866108 2091 23885 SOLE 23885 0 0
HANCOCK JOHN TAX-ADV DIV INC STOCK 41013V100 219 10974 SOLE 10974 0 0
CHINA LODGING GROUP LTD STOCK 16949N109 350 21241 SOLE 21241 0 0
HERTZ GLOBAL HOLDINGS INC STOCK 42805T105 2314 103940 SOLE 103940 0 0
HUMANA INC STOCK 444859102 981 14199 SOLE 14199 0 0
ISHARES TR HIGH YLD CORP STOCK 464288513 14805 156912 SOLE 156912 0 0
IAC INTERACTIVECORP PAR $.001 STOCK 44919P508 27438 614109 SOLE 614109 0 0
INTERNATIONAL BUSINESS MACHS OPTION 459200101 2456 500 CALL SOLE 500 0 0
INTERNATIONAL BUSINESS MACHS STOCK 459200101 50589 237171 SOLE 237171 0 0
ICICI BK LTD STOCK 45104G104 13078 304845 SOLE 304845 0 0
INTERCONTINENTALEXCHANGE INC STOCK 45865V100 885 5430 SOLE 5430 0 0
INTERNATIONAL FLAVORS&FRAGRA STOCK 459506101 351 4572 SOLE 4572 0 0
INDIA FD INC STOCK 454089103 1987 93528 SOLE 93528 0 0
INTERNATIONAL GAME TECHNOLOG STOCK 459902102 396 23970 SOLE 23970 0 0
IHS INC STOCK 451734107 912 8710 SOLE 8710 0 0
ISHARES TR S&P LTN AM 40 STOCK 464287390 18437 422373 SOLE 422373 0 0
ILLUMINA INC STOCK 452327109 1398 25883 SOLE 25883 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page13 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
CHIPMOS TECH BERMUDA LTD SHS STOCK G2110R114 1465 110000 SOLE 110000 0 0
INFORMATICA CORP STOCK 45666Q102 1056 30644 SOLE 30644 0 0
INFOSYS LTD STOCK 456788108 26315 488132 SOLE 488132 0 0
INTEL CORP OPTION 458140100 623 5500 CALL SOLE 5500 0 0
INTEL CORP STOCK 458140100 34781 1592884 SOLE 1592884 0 0
INTEL CORP STOCK 458140100 13060 598003 SOLE 598003 0 0
INTUIT STOCK 461202103 970 14779 SOLE 14779 0 0
INTUIT STOCK 461202103 6136 93453 SOLE 93453 0 0
INTL PAPER CO STOCK 460146103 3535 75892 SOLE 75892 0 0
INTERPUBLIC GROUP COS INC STOCK 460690100 2087 160199 SOLE 160199 0 0
INTREPID POTASH INC STOCK 46121Y102 1840 98055 SOLE 98055 0 0
INGERSOLL-RAND PLC SHS STOCK G47791101 1320 24004 SOLE 24004 0 0
INTERNATIONAL RECTIFIER CORP STOCK 460254105 502 23736 SOLE 23736 0 0
IRON MTN INC STOCK 462846106 306 8427 SOLE 8427 0 0
INTUITIVE SURGICAL INC STOCK 46120E602 6107 12433 SOLE 12433 0 0
ITC HLDGS CORP STOCK 465685105 644 7219 SOLE 7219 0 0
ITRON INC STOCK 465741106 750 16166 SOLE 16166 0 0
ITAU UNIBANCO HLDG SA SPON STOCK 465562106 90127 5063339 SOLE 5063339 0 0
ILLINOIS TOOL WKS INC STOCK 452308109 5513 90474 SOLE 90474 0 0
ISHARES TR CORE S&P500 ETF STOCK 464287200 36934 234710 SOLE 234710 0 0
ISHARES TR S&P500 GRW STOCK 464287309 15317 185936 SOLE 185936 0 0
INVESCO LTD SHS STOCK G491BT108 1312 45305 SOLE 45305 0 0
ISHARES TR RSSL MCRCP IDX STOCK 464288869 11732 200000 SOLE 200000 0 0
ISHARES TR RUSSELL1000VAL STOCK 464287598 15016 184998 SOLE 184998 0 0
ISHARES TR RUSSELL1000GRW STOCK 464287614 4904 68706 SOLE 68706 0 0
ISHARES TR RUSSELL 2000 STOCK 464287655 273731 2898775 SOLE 2898775 0 0
ISHARES TR RUSSELL 2000 OPTION 464287655 10634 14800 CALL SOLE 14800 0 0
ISHARES TR RUSSELL 2000 OPTION 464287655 4601 31770 PUT SOLE 31770 0 0
ISHARES TR RUSL 2000 VALU STOCK 464287630 10439 124557 SOLE 124557 0 0
ISHARES TR DJ US BAS MATL STOCK 464287838 7026 100000 SOLE 100000 0 0
ISHARES TR DJ US REAL EST STOCK 464287739 22443 323015 SOLE 323015 0 0
JAZZ PHARMACEUTICALS PLC SHS U STOCK G50871105 339 6064 SOLE 6064 0 0
HUNT J B TRANS SVCS INC STOCK 445658107 1392 18686 SOLE 18686 0 0
JABIL CIRCUIT INC STOCK 466313103 10274 555955 SOLE 555955 0 0
JOHNSON CTLS INC STOCK 478366107 3308 94328 SOLE 94328 0 0
PENNEY J C INC OPTION 708160106 1456 5712 PUT SOLE 5712 0 0
PENNEY J C INC STOCK 708160106 3589 237511 SOLE 237511 0 0
JDS UNIPHASE CORP PAR $0.001 STOCK 46612J507 1577 117981 SOLE 117981 0 0
JACOBS ENGR GROUP INC DEL STOCK 469814107 872 15502 SOLE 15502 0 0
JOHNSON & JOHNSON OPTION 478160104 2702 2340 CALL SOLE 2340 0 0
JOHNSON & JOHNSON STOCK 478160104 35057 429984 SOLE 429984 0 0
JUNIPER NETWORKS INC STOCK 48203R104 3623 195433 SOLE 195433 0 0
JANUS CAP GROUP INC STOCK 47102X105 305 32500 SOLE 32500 0 0
51JOB INC SP STOCK 316827104 516 8678 SOLE 8678 0 0
JOY GLOBAL INC STOCK 481165108 613 10294 SOLE 10294 0 0
JPMORGAN CHASE & CO STOCK 46625H100 37465 789403 SOLE 789403 0 0
NORDSTROM INC STOCK 655664100 745 13486 SOLE 13486 0 0
KELLOGG CO OPTION 487836108 295 454 CALL SOLE 454 0 0
KELLOGG CO STOCK 487836108 6289 97603 SOLE 97603 0 0
KB HOME STOCK 48666K109 1230 56504 SOLE 56504 0 0
KBR INC STOCK 48242W106 1322 41197 SOLE 41197 0 0
KOREA ELECTRIC PWR STOCK 500631106 478 35167 SOLE 35167 0 0
KEYCORP NEW STOCK 493267108 1237 124154 SOLE 124154 0 0
KINROSS GOLD CORP COM NO PAR STOCK 496902404 338 42562 SOLE 42562 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page14 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
KIMCO RLTY CORP STOCK 49446R109 765 34142 SOLE 34142 0 0
KKR & CO L P DEL COM UNITS STOCK 48248M102 2066 106949 SOLE 106949 0 0
KLA-TENCOR CORP STOCK 482480100 2515 47685 SOLE 47685 0 0
KIMBERLY CLARK CORP OPTION 494368103 2189 700 CALL SOLE 700 0 0
KIMBERLY CLARK CORP STOCK 494368103 20621 210465 SOLE 210465 0 0
KINDER MORGAN INC DEL STOCK 49456B101 4447 114964 SOLE 114964 0 0
KINDER MORGAN INC DEL *W EXP 0 STOCK 49456B119 62 12102 SOLE 12102 0 0
KINDER MORGAN ENERGY PARTNER U STOCK 494550106 373 4151 SOLE 4151 0 0
KINDER MORGAN MANAGEMENT LLC S STOCK 49455U100 1615 18383 SOLE 18383 0 0
CARMAX INC STOCK 143130102 735 17635 SOLE 17635 0 0
DIREXION SHS ETF TR ALL CP INS STOCK 25459Y769 251 5000 SOLE 5000 0 0
COCA COLA CO OPTION 191216100 5580 5000 CALL SOLE 5000 0 0
COCA COLA CO STOCK 191216100 26576 657182 SOLE 657182 0 0
COCA COLA FEMSA S A B DE C V S STOCK 191241108 5301 32368 SOLE 32368 0 0
MICHAEL KORS HLDGS LTD SHS STOCK G60754101 227 4000 SOLE 4000 0 0
KROGER CO STOCK 501044101 3388 102242 SOLE 102242 0 0
KILROY RLTY CORP STOCK 49427F108 360 6861 SOLE 6861 0 0
SPDR SERIES TRUST S&P REGL BKG STOCK 78464A698 38148 1200000 SOLE 1200000 0 0
KRAFT FOODS GROUP INC STOCK 50076Q106 13749 266811 SOLE 266811 0 0
KOHLS CORP STOCK 500255104 1802 39060 SOLE 39060 0 0
KANSAS CITY SOUTHERN STOCK 485170302 2220 20015 SOLE 20015 0 0
KAYNE ANDERSON MLP INVSMNT C STOCK 486606106 553 15923 SOLE 15923 0 0
LOEWS CORP STOCK 540424108 2841 64476 SOLE 64476 0 0
LIBERTY GLOBAL INC COM SER A STOCK 530555101 3156 43015 SOLE 43015 0 0
LIBERTY GLOBAL INC COM SER A STOCK 530555101 1756 23919 SOLE 23919 0 0
LIBERTY GLOBAL INC COM SER C STOCK 530555309 1138 16580 SOLE 16580 0 0
LDK SOLAR CO LTD STOCK 50183L107 11 10220 SOLE 10220 0 0
LEGGETT & PLATT INC STOCK 524660107 307 9076 SOLE 9076 0 0
LENNAR CORP STOCK 526057104 920 22171 SOLE 22171 0 0
CHINA LIFE INS CO LTD SPON STOCK 16939P106 2761 70049 SOLE 70049 0 0
LATAM AIRLS GROUP S A STOCK 51817R106 350 16106 SOLE 16106 0 0
LABORATORY CORP AMER HLDGS STOCK 50540R409 876 9710 SOLE 9710 0 0
LIFE TECHNOLOGIES CORP STOCK 53217V109 3033 46931 SOLE 46931 0 0
LENNOX INTL INC STOCK 526107107 1153 18163 SOLE 18163 0 0
LIBERTY INTERACTIVE CORP INT C STOCK 53071M104 2524 118098 SOLE 118098 0 0
LIBERTY INTERACTIVE CORP INT C STOCK 53071M104 1911 89366 SOLE 89366 0 0
LAKELAND FINL CORP STOCK 511656100 516 19350 SOLE 19350 0 0
LKQ CORP STOCK 501889208 2898 133159 SOLE 133159 0 0
L-3 COMMUNICATIONS HLDGS INC STOCK 502424104 1408 17396 SOLE 17396 0 0
L-3 COMMUNICATIONS CORP DEBT 3 BOND 502413AW7 1325142 13104000 SOLE 13104000 0 0
LINEAR TECHNOLOGY CORP STOCK 535678106 2622 68347 SOLE 68347 0 0
LINEAR TECHNOLOGY CORP BOND 535678AC0 216956 2030000 SOLE 2030000 0 0
LILLY ELI & CO OPTION 532457108 1304 750 CALL SOLE 750 0 0
LILLY ELI & CO STOCK 532457108 6319 111267 SOLE 111267 0 0
LEGG MASON INC STOCK 524901105 402 12519 SOLE 12519 0 0
LIBERTY MEDIA CORP DELAWARE STOCK 531229102 1798 16111 SOLE 16111 0 0
LOCKHEED MARTIN CORP STOCK 539830109 1678 17384 SOLE 17384 0 0
LINCOLN NATL CORP IND STOCK 534187109 938 28749 SOLE 28749 0 0
LINKEDIN CORP COM STOCK 53578A108 2363 13420 SOLE 13420 0 0
LINDSAY CORP STOCK 535555106 3998 45334 SOLE 45334 0 0
ALLIANT ENERGY CORP STOCK 018802108 911 18161 SOLE 18161 0 0
LORILLARD INC STOCK 544147101 999 24754 SOLE 24754 0 0
LOGITECH INTL S A SHS STOCK H50430232 437 62751 SOLE 62751 0 0
LOWES COS INC STOCK 548661107 5921 156139 SOLE 156139 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page15 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
LG DISPLAY CO LTD SPONS STOCK 50186V102 1805 123700 SOLE 123700 0 0
ISHARES TR IBOXX INV CPBD STOCK 464287242 704 5875 SOLE 5875 0 0
LAM RESEARCH CORP STOCK 512807108 716 17272 SOLE 17272 0 0
LIBERTY PPTY TR SH BEN INT STOCK 531172104 853 21450 SOLE 21450 0 0
LATTICE SEMICONDUCTOR CORP STOCK 518415104 1773 325000 SOLE 325000 0 0
LSI CORPORATION STOCK 502161102 416 61375 SOLE 61375 0 0
LIMITED BRANDS INC STOCK 532716107 265 5931 SOLE 5931 0 0
LUCENT TECHNOLOGIES INC DBCV 2 BOND 549463AH0 7724 77000 SOLE 77000 0 0
LEUCADIA NATL CORP STOCK 527288104 931 33927 SOLE 33927 0 0
LULULEMON ATHLETICA INC STOCK 550021109 967 15510 SOLE 15510 0 0
SOUTHWEST AIRLS CO STOCK 844741108 549 40735 SOLE 40735 0 0
LEVEL 3 COMMUNICATIONS INC STOCK 52729N308 526 25947 SOLE 25947 0 0
LAS VEGAS SANDS CORP STOCK 517834107 5353 94993 SOLE 94993 0 0
LYONDELLBASELL INDUSTRIES N SH STOCK N53745100 1544 24392 SOLE 24392 0 0
MACYS INC STOCK 55616P104 2297 54903 SOLE 54903 0 0
MASTERCARD INC STOCK 57636Q104 2755 5091 SOLE 5091 0 0
MACERICH CO STOCK 554382101 1535 23836 SOLE 23836 0 0
MANPOWERGROUP INC STOCK 56418H100 714 12592 SOLE 12592 0 0
MARRIOTT INTL INC NEW STOCK 571903202 1003 23754 SOLE 23754 0 0
MASCO CORP STOCK 574599106 433 21366 SOLE 21366 0 0
MATTEL INC STOCK 577081102 3452 78857 SOLE 78857 0 0
MATTEL INC STOCK 577081102 591 13491 SOLE 13491 0 0
MOBILE TELESYSTEMS OJSC STOCK 607409109 24462 1179442 SOLE 1179442 0 0
MBT FINL CORP STOCK 578877102 45 11628 SOLE 11628 0 0
MCDONALDS CORP OPTION 580135101 927 300 CALL SOLE 300 0 0
MCDONALDS CORP STOCK 580135101 31760 318588 SOLE 318588 0 0
MICROCHIP TECHNOLOGY INC STOCK 595017104 2299 62519 SOLE 62519 0 0
MCKESSON CORP STOCK 58155Q103 6976 64620 SOLE 64620 0 0
MOODYS CORP STOCK 615369105 743 13933 SOLE 13933 0 0
MOLYCORP INC DEL OPTION 608753109 749 3049 PUT SOLE 3049 0 0
MOLYCORP INC DEL STOCK 608753109 66 12664 SOLE 12664 0 0
M D C HLDGS INC STOCK 552676108 1241 33871 SOLE 33871 0 0
MONDELEZ INTL INC OPTION 609207105 4038 2500 CALL SOLE 2500 0 0
MONDELEZ INTL INC STOCK 609207105 20586 672423 SOLE 672423 0 0
MONDELEZ INTL INC STOCK 609207105 18888 616854 SOLE 616854 0 0
MCDERMOTT INTL INC STOCK 580037109 267 24275 SOLE 24275 0 0
MEDTRONIC INC STOCK 585055106 11243 239410 SOLE 239410 0 0
MEDTRONIC INC BOND 585055AM8 6100 61000 SOLE 61000 0 0
MDU RES GROUP INC STOCK 552690109 711 28439 SOLE 28439 0 0
MEDIVATION INC STOCK 58501N101 445 9516 SOLE 9516 0 0
SPDR S&P MIDCAP 400 ETF TR UTS STOCK 78467Y107 52223 249013 SOLE 249013 0 0
METLIFE INC STOCK 59156R108 5108 134354 SOLE 134354 0 0
MATTRESS FIRM HLDG CORP STOCK 57722W106 17270 500000 SOLE 500000 0 0
MGM RESORTS INTERNATIONAL STOCK 552953101 8432 641190 SOLE 641190 0 0
MOHAWK INDS INC STOCK 608190104 1055 9329 SOLE 9329 0 0
MCGRAW HILL COS INC STOCK 580645109 1033 19826 SOLE 19826 0 0
MEAD JOHNSON NUTRITION CO STOCK 582839106 1181 15254 SOLE 15254 0 0
MCCORMICK & CO INC COM NON VTG STOCK 579780206 423 5747 SOLE 5747 0 0
MARTIN MARIETTA MATLS INC STOCK 573284106 1004 9840 SOLE 9840 0 0
MARSH & MCLENNAN COS INC STOCK 571748102 3371 88788 SOLE 88788 0 0
3M CO STOCK 88579Y101 18058 169866 SOLE 169866 0 0
MAGELLAN MIDSTREAM PRTNRS LP C STOCK 559080106 981 18359 SOLE 18359 0 0
MCMORAN EXPLORATION CO STOCK 582411104 695 42501 SOLE 42501 0 0
MCCLATCHY CO STOCK 579489105 860 296669 SOLE 296669 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page16 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
MONSTER BEVERAGE CORP OPTION 611740101 215 200 CALL SOLE 200 0 0
MONSTER BEVERAGE CORP STOCK 611740101 3097 64879 SOLE 64879 0 0
ALTRIA GROUP INC OPTION 02209S103 526 1450 PUT SOLE 1450 0 0
ALTRIA GROUP INC OPTION 02209S103 1628 2950 CALL SOLE 2950 0 0
ALTRIA GROUP INC STOCK 02209S103 13998 407046 SOLE 407046 0 0
MOLEX INC STOCK 608554101 202 6915 SOLE 6915 0 0
MONSANTO CO NEW STOCK 61166W101 8777 83090 SOLE 83090 0 0
MOSAIC CO NEW OPTION 61945C103 202 950 PUT SOLE 950 0 0
MOSAIC CO NEW OPTION 61945C103 1405 3298 CALL SOLE 3298 0 0
MOSAIC CO NEW STOCK 61945C103 5684 95359 SOLE 95359 0 0
MARATHON PETE CORP STOCK 56585A102 4822 53813 SOLE 53813 0 0
MINDRAY MEDICAL INTL LTD SPON STOCK 602675100 1377 34475 SOLE 34475 0 0
MERCK & CO INC NEW OPTION 58933Y105 1669 2350 CALL SOLE 2350 0 0
MERCK & CO INC NEW STOCK 58933Y105 24066 544476 SOLE 544476 0 0
MARATHON OIL CORP STOCK 565849106 3092 91699 SOLE 91699 0 0
MARATHON OIL CORP STOCK 565849106 1662 49281 SOLE 49281 0 0
MARVELL TECHNOLOGY GROUP LTD STOCK G5876H105 738 69798 SOLE 69798 0 0
MORGAN STANLEY STOCK 617446448 8632 392727 SOLE 392727 0 0
MICROSOFT CORP OPTION 594918104 1152 4000 CALL SOLE 4000 0 0
MICROSOFT CORP STOCK 594918104 21603 755357 SOLE 755357 0 0
MICROSOFT CORP STOCK 594918104 74297 2597334 SOLE 2597334 0 0
MOTOROLA SOLUTIONS INC STOCK 620076307 4416 68961 SOLE 68961 0 0
ARCELORMITTAL SA LUXEMBOURG NY STOCK 03938L104 18487 1418828 SOLE 1418828 0 0
M & T BK CORP STOCK 55261F104 1289 12491 SOLE 12491 0 0
MGIC INVT CORP WIS STOCK 552848103 1699 343260 SOLE 343260 0 0
MECHEL OAO STOCK 583840103 1017 200943 SOLE 200943 0 0
MERITOR INC STOCK 59001K100 9800 2071804 SOLE 2071804 0 0
MICRON TECHNOLOGY INC STOCK 595112103 4627 463824 SOLE 463824 0 0
MICRON TECHNOLOGY INC STOCK 595112103 679 68061 SOLE 68061 0 0
MICRON TECHNOLOGY INC BOND 595112AH6 102500 1000000 SOLE 1000000 0 0
MURPHY OIL CORP STOCK 626717102 779 12226 SOLE 12226 0 0
MURPHY OIL CORP STOCK 626717102 971 15232 SOLE 15232 0 0
MUELLER WTR PRODS INC COM SER ASTOCK 624758108 539 90932 SOLE 90932 0 0
MEADWESTVACO CORP STOCK 583334107 496 13666 SOLE 13666 0 0
MONSTER WORLDWIDE INC STOCK 611742107 106 20940 SOLE 20940 0 0
MEXICO EQUITY & INCOME FD STOCK 592834105 239 14269 SOLE 14269 0 0
MEXICO FD INC STOCK 592835102 1264 34500 SOLE 34500 0 0
MAXIM INTEGRATED PRODS INC STOCK 57772K101 1855 56838 SOLE 56838 0 0
MAXIM INTEGRATED PRODS INC STOCK 57772K101 1652 50612 SOLE 50612 0 0
MYLAN INC STOCK 628530107 2748 94889 SOLE 94889 0 0
MYLAN INC STOCK 628530107 508 17555 SOLE 17555 0 0
NOBLE ENERGY INC STOCK 655044105 2356 20371 SOLE 20371 0 0
NABORS INDUSTRIES LTD SHS STOCK G6359F103 720 44386 SOLE 44386 0 0
NASDAQ OMX GROUP INC STOCK 631103108 512 15864 SOLE 15864 0 0
NOBLE CORPORATION BAAR NAMEN - STOCK H5833N103 1424 37337 SOLE 37337 0 0
NEXTERA ENERGY INC STOCK 65339F101 2333 30033 SOLE 30033 0 0
NEWMONT MINING CORP STOCK 651639106 6942 165721 SOLE 165721 0 0
NETFLIX INC STOCK 64110L106 37814 199777 SOLE 199777 0 0
NEWFIELD EXPL CO STOCK 651290108 556 24786 SOLE 24786 0 0
TARGA RESOURCES PARTNERS LP CO STOCK 87611X105 1012 21988 SOLE 21988 0 0
NISOURCE INC STOCK 65473P105 755 25738 SOLE 25738 0 0
NIKE INC CL B STOCK 654106103 4206 71282 SOLE 71282 0 0
NIELSEN HOLDINGS N V STOCK N63218106 1068 29807 SOLE 29807 0 0
ANNALY CAP MGMT INC STOCK 035710409 2529 159133 SOLE 159133 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page17 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----
NORTHROP GRUMMAN CORP STOCK 666807102 2259 32201 SOLE 32201 0 0
NOKIA CORP STOCK 654902204 6790 2070096 SOLE 2070096 0 0
NATIONAL OILWELL VARCO INC STOCK 637071101 4420 62473 SOLE 62473 0 0
NATIONAL PENN BANCSHARES INC STOCK 637138108 514 48100 SOLE 48100 0 0
NRG ENERGY INC STOCK 629377508 847 31977 SOLE 31977 0 0
NORFOLK SOUTHERN CORP STOCK 655844108 3557 46153 SOLE 46153 0 0
NETAPP INC STOCK 64110D104 5791 169529 SOLE 169529 0 0
NAM TAI ELECTRS INC PAR $0.02 STOCK 629865205 2992 220000 SOLE 220000 0 0
NETEASE INC STOCK 64110W102 1466 26769 SOLE 26769 0 0
NORTHERN TR CORP STOCK 665859104 669 12259 SOLE 12259 0 0
NORTHERN TR CORP STOCK 665859104 641 11747 SOLE 11747 0 0
NORTHEAST UTILS STOCK 664397106 1037 23855 SOLE 23855 0 0
NUANCE COMMUNICATIONS INC STOCK 67020Y100 9540 472737 SOLE 472737 0 0
NUCOR CORP STOCK 670346105 3426 74226 SOLE 74226 0 0
NVIDIA CORP STOCK 67066G104 937 73087 SOLE 73087 0 0
NVIDIA CORP STOCK 67066G104 1986 154789 SOLE 154789 0 0
NOVARTIS A G STOCK 66987V109 644 9040 SOLE 9040 0 0
NEWELL RUBBERMAID INC STOCK 651229106 492 18848 SOLE 18848 0 0
NEWS CORP CL B STOCK 65248E203 2075 67456 SOLE 67456 0 0
NEWS CORP STOCK 65248E104 11319 370978 SOLE 370978 0 0
NXP SEMICONDUCTORS N V STOCK N6596X109 3029 100000 SOLE 100000 0 0
NEW YORK CMNTY BANCORP INC STOCK 649445103 1059 73799 SOLE 73799 0 0
NYSE EURONEXT STOCK 629491101 1017 26323 SOLE 26323 0 0
REALTY INCOME CORP STOCK 756109104 1628 35893 SOLE 35893 0 0
OWENS CORNING NEW STOCK 690742101 774 19630 SOLE 19630 0 0
OCWEN FINL CORP STOCK 675746309 313 8261 SOLE 8261 0 0
OMNICARE INC STOCK 681904108 1302 31984 SOLE 31984 0 0
OFFICE DEPOT INC STOCK 676220106 1405 357443 SOLE 357443 0 0
ISHARES TR S&P 100 IDX FD STOCK 464287101 14395 204384 SOLE 204384 0 0
OGE ENERGY CORP STOCK 670837103 1138 16263 SOLE 16263 0 0
OWENS ILL INC STOCK 690768403 412 15455 SOLE 15455 0 0
MARKET VECTORS ETF TR OIL SVCS STOCK 57060U191 21455 500000 SOLE 500000 0 0
OCEANEERING INTL INC STOCK 675232102 1383 20822 SOLE 20822 0 0
OILTANKING PARTNERS L P UNIT L STOCK 678049107 1144 22248 SOLE 22248 0 0
ONEOK INC NEW STOCK 682680103 820 17210 SOLE 17210 0 0
OMNICOM GROUP INC STOCK 681919106 4609 78259 SOLE 78259 0 0
OFFICEMAX INC DEL STOCK 67622P101 175 15100 SOLE 15100 0 0
ON SEMICONDUCTOR CORP STOCK 682189105 3314 400536 SOLE 400536 0 0
ORACLE CORP STOCK 68389X105 86642 2679925 SOLE 2679925 0 0
O REILLY AUTOMOTIVE INC NEW STOCK 67103H107 2718 26529 SOLE 26529 0 0
O REILLY AUTOMOTIVE INC NEW STOCK 67103H107 506 4930 SOLE 4930 0 0
OCCIDENTAL PETE CORP DEL OPTION 674599105 381 3000 PUT SOLE 3000 0 0
OCCIDENTAL PETE CORP DEL STOCK 674599105 17706 225929 SOLE 225929 0 0
PLAINS ALL AMERN PIPELINE L UN STOCK 726503105 985 17440 SOLE 17440 0 0
PACIFIC BIOSCIENCES CALIF IN STOCK 69404D108 415 166759 SOLE 166759 0 0
PACTERA TECHNOLOGY INTL LTD STOCK 695255109 442 68842 SOLE 68842 0 0
VERIFONE SYS INC STOCK 92342Y109 556 26872 SOLE 26872 0 0
PAYCHEX INC STOCK 704326107 4176 119124 SOLE 119124 0 0
PEOPLES UNITED FINANCIAL INC STOCK 712704105 187 13912 SOLE 13912 0 0
PEOPLES UNITED FINANCIAL INC STOCK 712704105 264 19651 SOLE 19651 0 0
PITNEY BOWES INC STOCK 724479100 267 17941 SOLE 17941 0 0
PETROLEO BRASILEIRO SA PETRO STOCK 71654V408 118254 7136647 SOLE 7136647 0 0
PETROLEO BRASILEIRO SA PETRO SPSTOCK 71654V101 2567 141451 SOLE 141451 0 0
PETROLEO BRASILEIRO SA PETRO SPSTOCK 71654V101 88222 4860695 SOLE 4860695 0 0
Manager: BNP PARIBAS ARBITRAGE, SNC Period End Date: Mar 28,2013 Page18 of 25
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
------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ----