Parameter Capital Management as of Dec. 31, 2012
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 89 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Lincoln Natl Corp Ind option | 4.4 | $16M | 600k | 25.90 | |
| Allstate Corporation (ALL) | 3.8 | $13M | 330k | 40.17 | |
| Spdr S&p 500 Etf Tr option | 3.7 | $13M | 90k | 142.52 | |
| Lincoln National Corporation (LNC) | 3.5 | $12M | 470k | 25.90 | |
| Nasdaq Omx (NDAQ) | 3.4 | $12M | 480k | 25.01 | |
| Prudential Financial (PRU) | 2.7 | $9.3M | 175k | 53.33 | |
| BB&T Corporation | 2.6 | $9.2M | 315k | 29.11 | |
| Pnc Finl Svcs Group Inc option | 2.5 | $8.7M | 150k | 58.31 | |
| Duff & Phelps Corporation | 2.1 | $7.3M | 470k | 15.62 | |
| Validus Holdings | 1.9 | $6.7M | 195k | 34.58 | |
| State Street Corporation (STT) | 1.9 | $6.6M | 140k | 47.01 | |
| JPMorgan Chase & Co. (JPM) | 1.8 | $6.2M | 140k | 43.97 | |
| Honeywell International (HON) | 1.7 | $6.0M | 95k | 63.47 | |
| Investment Technology | 1.7 | $5.9M | 650k | 9.00 | |
| Axis Capital Holdings (AXS) | 1.6 | $5.8M | 167k | 34.64 | |
| Dover Corporation (DOV) | 1.6 | $5.6M | 85k | 65.71 | |
| Federated Investors (FHI) | 1.6 | $5.5M | 271k | 20.23 | |
| Commerce Bancshares (CBSH) | 1.5 | $5.3M | 150k | 35.06 | |
| Marsh & McLennan Companies (MMC) | 1.4 | $5.1M | 147k | 34.47 | |
| Northern Trust Corporation (NTRS) | 1.4 | $5.0M | 100k | 50.16 | |
| Xl Group | 1.4 | $5.0M | 200k | 25.06 | |
| IntercontinentalEx.. | 1.4 | $5.0M | 40k | 123.80 | |
| Metlife Inc option | 1.4 | $4.9M | 150k | 32.94 | |
| W.W. Grainger (GWW) | 1.3 | $4.7M | 23k | 202.39 | |
| Hudson City Ban | 1.3 | $4.5M | 550k | 8.13 | |
| Suntrust Banks Inc $1.00 Par Cmn | 1.2 | $4.3M | 150k | 28.35 | |
| Air Products & Chemicals (APD) | 1.2 | $4.2M | 50k | 84.02 | |
| Cytec Industries | 1.2 | $4.1M | 60k | 68.83 | |
| United Technologies Corporation | 1.2 | $4.1M | 50k | 82.02 | |
| FMC Corporation (FMC) | 1.2 | $4.1M | 70k | 58.51 | |
| PNC Financial Services (PNC) | 1.2 | $4.1M | 70k | 58.31 | |
| American Express Company (AXP) | 1.1 | $4.0M | 70k | 57.49 | |
| WESCO International (WCC) | 1.1 | $4.0M | 60k | 67.43 | |
| Aflac Inc option | 1.1 | $4.0M | 75k | 53.12 | |
| Invesco (IVZ) | 1.1 | $3.9M | 150k | 26.09 | |
| Webster Financial Corporation (WBS) | 1.1 | $3.9M | 188k | 20.55 | |
| MB Financial | 1.1 | $3.8M | 190k | 19.75 | |
| Prudential Financial | 1.1 | $3.7M | 70k | 53.33 | |
| PrivateBan | 1.0 | $3.5M | 230k | 15.32 | |
| Fifth Third Ban (FITB) | 1.0 | $3.4M | 225k | 15.19 | |
| Unum (UNM) | 0.9 | $3.3M | 160k | 20.82 | |
| TCF Financial Corporation | 0.9 | $3.3M | 270k | 12.15 | |
| Celanese Corporation (CE) | 0.9 | $3.1M | 70k | 44.53 | |
| Raymond James Financial (RJF) | 0.9 | $3.1M | 80k | 38.52 | |
| United Parcel Service (UPS) | 0.8 | $2.9M | 40k | 73.72 | |
| Pentair | 0.8 | $2.9M | 60k | 49.15 | |
| Capital One Financial (COF) | 0.8 | $2.9M | 50k | 57.94 | |
| Titan International (TWI) | 0.8 | $2.9M | 134k | 21.72 | |
| Apartment Investment and Management | 0.8 | $2.8M | 105k | 27.06 | |
| Astoria Financial Corporation | 0.8 | $2.8M | 300k | 9.36 | |
| Albemarle Corporation (ALB) | 0.8 | $2.8M | 45k | 62.11 | |
| Illinois Tool Works (ITW) | 0.8 | $2.7M | 45k | 60.80 | |
| Caterpillar (CAT) | 0.8 | $2.7M | 30k | 89.57 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.8 | $2.7M | 195k | 13.72 | |
| Ashland | 0.7 | $2.5M | 32k | 80.41 | |
| First Horizon National Corporation (FHN) | 0.7 | $2.5M | 250k | 9.91 | |
| Georgia Gulf Corporation | 0.7 | $2.5M | 60k | 41.28 | |
| Nasdaq Omx Group Common Stock cmn | 0.7 | $2.5M | 100k | 25.01 | |
| Emerson Electric (EMR) | 0.7 | $2.4M | 45k | 52.96 | |
| Bank Of America Corporation option | 0.7 | $2.3M | 200k | 11.60 | |
| E.I. du Pont de Nemours & Company | 0.6 | $2.2M | 50k | 44.98 | |
| Host Hotels & Resorts (HST) | 0.6 | $2.2M | 140k | 15.67 | |
| Everest Re Group (EG) | 0.6 | $2.2M | 20k | 109.95 | |
| Werner Enterprises (WERN) | 0.6 | $2.2M | 100k | 21.67 | |
| BRE Properties | 0.6 | $2.0M | 40k | 50.82 | |
| Comerica Incorporated (CMA) | 0.6 | $2.0M | 65k | 30.34 | |
| AGCO Corporation (AGCO) | 0.6 | $2.0M | 40k | 49.12 | |
| DCT Industrial Trust | 0.6 | $1.9M | 300k | 6.49 | |
| Kimco Realty Corporation (KIM) | 0.6 | $1.9M | 100k | 19.32 | |
| General Electric Company | 0.5 | $1.9M | 90k | 20.99 | |
| HCP | 0.5 | $1.8M | 40k | 45.18 | |
| National Financial Partners | 0.5 | $1.7M | 100k | 17.14 | |
| Con-way | 0.5 | $1.7M | 60k | 27.82 | |
| Timken Company (TKR) | 0.5 | $1.7M | 35k | 47.83 | |
| Rockwell Automation Inc cmn | 0.5 | $1.7M | 20k | 84.00 | |
| CAI International | 0.5 | $1.6M | 75k | 21.95 | |
| Joy Global | 0.5 | $1.6M | 25k | 63.80 | |
| Charles Schwab Corporation (SCHW) | 0.5 | $1.6M | 110k | 14.36 | |
| Citigroup (C) | 0.5 | $1.6M | 40k | 39.55 | |
| Ddr Corp | 0.5 | $1.6M | 100k | 15.66 | |
| First Niagara Financial | 0.4 | $1.4M | 180k | 7.93 | |
| Liberty Property Trust | 0.4 | $1.4M | 40k | 35.78 | |
| FirstMerit Corporation | 0.4 | $1.4M | 100k | 14.19 | |
| Autoliv (ALV) | 0.4 | $1.3M | 20k | 67.40 | |
| Ford Motor Company (F) | 0.4 | $1.3M | 100k | 12.95 | |
| Global Cash Access Holdings | 0.4 | $1.2M | 159k | 7.84 | |
| Brandywine Realty Trust (BDN) | 0.3 | $1.2M | 100k | 12.19 | |
| Terex Corporation (TEX) | 0.3 | $984k | 35k | 28.11 | |
| Harsco Corporation (NVRI) | 0.1 | $251k | 11k | 23.46 |
