Parameter Capital Management as of March 31, 2012
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 90 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Goldman Sachs Group Inc option | 4.7 | $16M | 125k | 124.37 | |
| Allstate Corp option | 3.3 | $11M | 325k | 32.92 | |
| Cme Group Inc option | 3.1 | $10M | 35k | 289.34 | |
| Nasdaq Omx (NDAQ) | 3.0 | $10M | 385k | 25.90 | |
| PPG Industries (PPG) | 2.9 | $9.6M | 100k | 95.80 | |
| Select Sector Spdr Tr option | 2.9 | $9.5M | 600k | 15.78 | |
| Deere & Company (DE) | 2.7 | $8.9M | 110k | 80.90 | |
| AvalonBay Communities (AVB) | 2.6 | $8.5M | 60k | 141.35 | |
| Ford Motor Company (F) | 2.5 | $8.1M | 650k | 12.49 | |
| American International (AIG) | 2.5 | $8.1M | 262k | 30.83 | |
| Chubb Corporation | 2.3 | $7.6M | 110k | 69.11 | |
| Raymond James Financial (RJF) | 2.2 | $7.3M | 200k | 36.53 | |
| Allstate Corporation (ALL) | 2.1 | $6.7M | 205k | 32.92 | |
| Lincoln National Corporation (LNC) | 2.0 | $6.6M | 250k | 26.36 | |
| Taubman Centers | 1.9 | $6.2M | 85k | 72.95 | |
| Avalonbay Cmntys Inc call | 1.7 | $5.7M | 40k | 141.35 | |
| Capital One Finl Corp option | 1.7 | $5.6M | 100k | 55.74 | |
| Fifth Third Ban (FITB) | 1.5 | $4.9M | 350k | 14.05 | |
| Honeywell International (HON) | 1.5 | $4.9M | 80k | 61.05 | |
| Boston Properties (BXP) | 1.4 | $4.7M | 45k | 105.00 | |
| Validus Holdings | 1.4 | $4.6M | 150k | 30.95 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 1.4 | $4.5M | 60k | 75.73 | |
| Aon Corporation | 1.4 | $4.4M | 90k | 49.06 | |
| MB Financial | 1.3 | $4.4M | 210k | 20.99 | |
| Essex Property Trust (ESS) | 1.3 | $4.2M | 28k | 151.50 | |
| Axis Capital Holdings (AXS) | 1.3 | $4.1M | 125k | 33.17 | |
| Host Hotels & Resorts (HST) | 1.2 | $4.1M | 250k | 16.42 | |
| Rockwell Automation Inc cmn | 1.2 | $4.0M | 50k | 79.70 | |
| Macerich Company (MAC) | 1.1 | $3.8M | 65k | 57.75 | |
| Goldman Sachs (GS) | 1.1 | $3.6M | 29k | 124.38 | |
| Citigroup Inc opt | 1.1 | $3.7M | 100k | 36.55 | |
| Ameriprise Financial (AMP) | 1.1 | $3.4M | 60k | 57.13 | |
| Hudson City Ban | 1.1 | $3.4M | 470k | 7.31 | |
| Knight Transportation | 1.0 | $3.4M | 190k | 17.66 | |
| State Street Corporation (STT) | 1.0 | $3.2M | 70k | 45.50 | |
| Carlisle Companies (CSL) | 0.9 | $3.0M | 60k | 49.92 | |
| Price T Rowe Group Inc call | 0.9 | $2.9M | 45k | 65.31 | |
| Simon Property (SPG) | 0.9 | $2.9M | 20k | 145.70 | |
| Bank Of America Corporation option | 0.9 | $2.9M | 300k | 9.57 | |
| Illinois Tool Works (ITW) | 0.9 | $2.9M | 50k | 57.12 | |
| Principal Financial (PFG) | 0.9 | $2.8M | 95k | 29.51 | |
| Charles Schwab Corporation (SCHW) | 0.8 | $2.8M | 195k | 14.37 | |
| Raymond James Financial Inc option | 0.8 | $2.7M | 75k | 36.53 | |
| T. Rowe Price (TROW) | 0.8 | $2.7M | 41k | 65.30 | |
| Piper Jaffray Companies (PIPR) | 0.8 | $2.7M | 100k | 26.62 | |
| Cooper Industries | 0.8 | $2.6M | 40k | 63.95 | |
| Gardner Denver | 0.8 | $2.5M | 40k | 63.02 | |
| Willis Group Holdings | 0.8 | $2.4M | 70k | 34.99 | |
| Berkshire Hathaway (BRK.B) | 0.7 | $2.4M | 30k | 81.17 | |
| Deere & Co option | 0.7 | $2.4M | 30k | 80.90 | |
| Cummins Inc call | 0.7 | $2.4M | 20k | 120.05 | |
| Western Union Company (WU) | 0.7 | $2.4M | 135k | 17.60 | |
| W.W. Grainger (GWW) | 0.7 | $2.4M | 11k | 214.82 | |
| Astoria Financial Corporation | 0.7 | $2.4M | 240k | 9.86 | |
| Everest Re Group (EG) | 0.7 | $2.3M | 25k | 92.52 | |
| First Horizon National Corporation (FHN) | 0.7 | $2.3M | 225k | 10.38 | |
| Huntington Bancshares Incorporated (HBAN) | 0.7 | $2.3M | 350k | 6.45 | |
| Annaly Capital Management | 0.7 | $2.2M | 140k | 15.82 | |
| Legg Mason | 0.7 | $2.2M | 80k | 27.92 | |
| Bk Nova Cad (BNS) | 0.7 | $2.2M | 40k | 56.02 | |
| Ace Limited Cmn | 0.7 | $2.2M | 30k | 73.20 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.7 | $2.2M | 90k | 24.17 | |
| Con-way | 0.7 | $2.1M | 65k | 32.62 | |
| Emerson Electric (EMR) | 0.6 | $2.1M | 40k | 52.18 | |
| Hartford Finl Svcs Group Inc option | 0.6 | $2.1M | 100k | 21.08 | |
| Public Storage (PSA) | 0.6 | $2.1M | 15k | 138.20 | |
| Nasdaq Omx Group Common Stock cmn | 0.6 | $2.1M | 80k | 25.90 | |
| Credit Suisse Group-spon Adr call | 0.6 | $2.0M | 70k | 28.51 | |
| TD AMERITRADE Hldg Corp option | 0.6 | $2.0M | 100k | 19.74 | |
| Gardner Denver Inc Cmn Stk cmn | 0.6 | $1.9M | 30k | 63.03 | |
| Mack-Cali Realty (VRE) | 0.6 | $1.9M | 65k | 28.82 | |
| Webster Financial Corporation (WBS) | 0.6 | $1.8M | 80k | 22.68 | |
| Kennametal (KMT) | 0.5 | $1.8M | 40k | 44.52 | |
| Total System Services | 0.5 | $1.7M | 75k | 23.07 | |
| Walter Investment Management | 0.5 | $1.6M | 70k | 22.56 | |
| American Intl Group Inc option | 0.5 | $1.5M | 50k | 30.84 | |
| Alcoa | 0.5 | $1.5M | 150k | 10.02 | |
| Regions Financial Corporation (RF) | 0.4 | $1.3M | 200k | 6.59 | |
| WESCO International (WCC) | 0.4 | $1.3M | 20k | 65.30 | |
| Banco Bradesco SA (BBD) | 0.4 | $1.2M | 70k | 17.50 | |
| Paccar (PCAR) | 0.4 | $1.2M | 25k | 46.84 | |
| Lincoln Electric Holdings (LECO) | 0.3 | $1.1M | 25k | 45.32 | |
| Eaton Vance | 0.3 | $1.1M | 40k | 28.58 | |
| Kimco Realty Corporation (KIM) | 0.3 | $1.2M | 60k | 19.27 | |
| PrivateBan | 0.3 | $1.1M | 72k | 15.17 | |
| Hartford Financial Services (HIG) | 0.3 | $949k | 45k | 21.09 | |
| Jefferies Group cmn | 0.3 | $942k | 50k | 18.84 | |
| Credit Suisse Group | 0.3 | $855k | 30k | 28.50 | |
| Rockwell Automation (ROK) | 0.2 | $797k | 10k | 79.70 | |
| Janus Capital Group Inc Cmn Stk cmn | 0.1 | $446k | 50k | 8.92 |
