You can use STEP translator if you can afford the license. Otherwise, you can use IGES, you won't have the solids but you can recreate the solid from the surfaces.
Hope this will help
If you need feature-based CATIA V5 parts/assemblies(features, dimensions, etc.) check out Proficiency's Collaboration Gateway solution. This software allows you to exchange data between CAD systems with history, so that you can continue working on the parts, modify them, delete features, etc. Check
Have you used this product? Sounds quite interesting. We are always fighting the data exchange problem. Also, we a vendor who uses solidworks and have levied the requirement that he deliver models to us a Catia V%. Know of any good translators for this. Fooled around with one built into Catia V5 and it seems to choke on complex models.