Parameter Capital Management as of Dec. 31, 2011
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 85 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Allstate Corp option | 6.4 | $19M | 700k | 27.41 | |
| Spdr S&p 500 Etf Tr option | 3.8 | $11M | 90k | 125.50 | |
| Cme Group Inc option | 3.2 | $9.7M | 40k | 243.68 | |
| Allstate Corporation (ALL) | 3.1 | $9.3M | 340k | 27.41 | |
| Nasdaq Omx (NDAQ) | 2.9 | $8.7M | 355k | 24.51 | |
| Industrial SPDR (XLI) | 2.5 | $7.6M | 225k | 33.75 | |
| Goldman Sachs Group Inc option | 2.4 | $7.2M | 80k | 90.42 | |
| American Express Company (AXP) | 2.4 | $7.1M | 150k | 47.17 | |
| First Horizon National Corporation (FHN) | 2.3 | $6.8M | 850k | 8.00 | |
| Deutsche Bank Ag option | 2.3 | $6.8M | 180k | 37.86 | |
| Everest Re Group (EG) | 1.9 | $5.8M | 70k | 84.09 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 1.6 | $4.8M | 65k | 74.37 | |
| Horace Mann Educators Corporation (HMN) | 1.6 | $4.8M | 350k | 13.71 | |
| BB&T Corporation | 1.6 | $4.8M | 190k | 25.17 | |
| Aflac Inc option | 1.6 | $4.8M | 110k | 43.26 | |
| Invesco (IVZ) | 1.5 | $4.6M | 230k | 20.09 | |
| Mack-Cali Realty (VRE) | 1.5 | $4.5M | 170k | 26.69 | |
| Axis Capital Holdings (AXS) | 1.5 | $4.5M | 140k | 31.96 | |
| Validus Holdings | 1.5 | $4.4M | 140k | 31.50 | |
| Lincoln National Corporation (LNC) | 1.4 | $4.4M | 225k | 19.42 | |
| Capitol Federal Financial (CFFN) | 1.4 | $4.3M | 373k | 11.54 | |
| Chubb Corporation | 1.4 | $4.2M | 60k | 69.22 | |
| Northern Trust Corporation (NTRS) | 1.4 | $4.2M | 105k | 39.66 | |
| Comerica Incorporated (CMA) | 1.4 | $4.1M | 160k | 25.80 | |
| Charles Schwab Corporation (SCHW) | 1.3 | $4.0M | 359k | 11.26 | |
| iShares Dow Jones US Real Estate (IYR) | 1.3 | $4.0M | 70k | 56.79 | |
| Wells Fargo & Company (WFC) | 1.3 | $3.9M | 140k | 27.56 | |
| Key (KEY) | 1.2 | $3.7M | 475k | 7.69 | |
| Cme Group Inc option | 1.2 | $3.7M | 15k | 243.67 | |
| Goldman Sachs (GS) | 1.2 | $3.6M | 40k | 90.42 | |
| Intercontinentalexchange Inc option | 1.2 | $3.6M | 30k | 120.57 | |
| Suntrust Banks Inc $1.00 Par Cmn | 1.2 | $3.5M | 200k | 17.70 | |
| Affiliated Managers (AMG) | 1.2 | $3.6M | 37k | 95.95 | |
| Travelers Companies Inc put | 1.2 | $3.6M | 60k | 59.17 | |
| Aon Corporation | 1.2 | $3.5M | 75k | 46.80 | |
| Ameriprise Financial (AMP) | 1.1 | $3.5M | 70k | 49.64 | |
| Honeywell International (HON) | 1.1 | $3.3M | 60k | 54.35 | |
| BlackRock (BLK) | 1.1 | $3.2M | 18k | 178.22 | |
| Raymond James Financial (RJF) | 1.0 | $3.1M | 99k | 30.96 | |
| Renaissancere Holdings Ltd cmn | 1.0 | $3.0M | 40k | 74.38 | |
| Genworth Financial (GNW) | 1.0 | $2.9M | 450k | 6.55 | |
| Travelers Companies Inc call | 1.0 | $3.0M | 50k | 59.18 | |
| Fifth Third Ban (FITB) | 0.9 | $2.9M | 225k | 12.72 | |
| Ishares Tr option | 0.9 | $2.8M | 50k | 56.80 | |
| Cit | 0.9 | $2.8M | 80k | 34.88 | |
| Illinois Tool Works (ITW) | 0.9 | $2.8M | 60k | 46.72 | |
| Associated Banc- (ASB) | 0.9 | $2.7M | 240k | 11.17 | |
| Brandywine Realty Trust (BDN) | 0.9 | $2.7M | 280k | 9.50 | |
| QUE Royal Bk Cda Montreal call | 0.8 | $2.5M | 50k | 50.96 | |
| Everest Re Group Ltd Cmn Stock cmn | 0.8 | $2.5M | 30k | 84.10 | |
| Hartford Finl Svcs Group Inc option | 0.8 | $2.4M | 150k | 16.25 | |
| Regions Financial Corporation (RF) | 0.8 | $2.4M | 550k | 4.30 | |
| Aon Corporation cmn | 0.8 | $2.3M | 50k | 46.80 | |
| SL Green Realty | 0.8 | $2.3M | 35k | 66.63 | |
| Ddr Corp | 0.8 | $2.3M | 190k | 12.17 | |
| T. Rowe Price (TROW) | 0.8 | $2.3M | 40k | 56.95 | |
| Kimco Realty Corporation (KIM) | 0.8 | $2.3M | 140k | 16.24 | |
| M & T Bk Corp call | 0.8 | $2.3M | 30k | 76.33 | |
| Regency Centers Corporation (REG) | 0.8 | $2.3M | 60k | 37.62 | |
| Hudson City Ban | 0.7 | $2.2M | 350k | 6.25 | |
| Western Union Company (WU) | 0.7 | $2.0M | 110k | 18.26 | |
| Franklin Res Inc put | 0.6 | $1.9M | 20k | 96.05 | |
| Comerica Inc call | 0.6 | $1.9M | 75k | 25.80 | |
| Suntrust Bks Inc option | 0.6 | $1.8M | 100k | 17.70 | |
| MB Financial | 0.6 | $1.7M | 98k | 17.10 | |
| Assurant (AIZ) | 0.6 | $1.6M | 40k | 41.05 | |
| Hartford Financial Services (HIG) | 0.5 | $1.6M | 100k | 16.25 | |
| Ford Motor Company (F) | 0.5 | $1.6M | 150k | 10.76 | |
| Stifel Financial (SF) | 0.5 | $1.5M | 48k | 32.05 | |
| Huntington Bancshares Incorporated (HBAN) | 0.5 | $1.5M | 275k | 5.49 | |
| Susquehanna Bancshares | 0.5 | $1.5M | 180k | 8.38 | |
| Tor Dom Bk Cad (TD) | 0.5 | $1.5M | 20k | 74.90 | |
| Arkansas Best Corporation | 0.5 | $1.4M | 75k | 19.27 | |
| AvalonBay Communities (AVB) | 0.4 | $1.3M | 10k | 130.60 | |
| Washington Federal (WAFD) | 0.4 | $1.3M | 93k | 13.99 | |
| Prudential Financial (PRU) | 0.4 | $1.3M | 25k | 50.12 | |
| Ametek (AME) | 0.4 | $1.3M | 30k | 42.10 | |
| Toll Brothers (TOL) | 0.4 | $1.2M | 60k | 20.42 | |
| Montpelier Re Holdings/mrh | 0.4 | $1.2M | 70k | 17.76 | |
| State Str Corp option | 0.4 | $1.2M | 30k | 40.30 | |
| Eastman Chemical Company (EMN) | 0.4 | $1.2M | 30k | 39.07 | |
| AMERICAN INTL Group Inc option | 0.4 | $1.2M | 50k | 23.20 | |
| Valley National Ban (VLY) | 0.3 | $1.1M | 85k | 12.36 | |
| Pulte (PHM) | 0.3 | $947k | 150k | 6.31 | |
| D.R. Horton (DHI) | 0.3 | $946k | 75k | 12.61 |
