Parameter Capital Management

Parameter Capital Management as of Dec. 31, 2010

Portfolio Holdings for Parameter Capital Management

Parameter Capital Management holds 46 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Charles Schwab Corporation (SCHW) 6.5 $23M 1.4M 17.11
BB&T Corporation 5.5 $20M 753k 26.29
Janus Capital 4.9 $18M 1.3M 12.97
Federal Realty Inv. Trust 4.1 $15M 189k 77.93
Select Sector Spdr Tr option 4.0 $14M 900k 15.95
AFLAC Incorporated (AFL) 3.8 $14M 243k 56.43
Illinois Tool Works (ITW) 3.8 $14M 252k 53.40
Spdr S&p 500 Etf Tr option 3.5 $13M 100k 125.78
Deere & Company (DE) 3.2 $12M 141k 83.05
JPMorgan Chase & Co. (JPM) 3.1 $11M 259k 42.42
Manulife Finl Corp (MFC) 3.0 $11M 639k 17.18
AllianceBernstein Holding (AB) 3.0 $11M 465k 23.33
Digital Realty Trust (DLR) 2.7 $9.8M 190k 51.54
Unum (UNM) 2.6 $9.4M 390k 24.22
Ashland 2.6 $9.4M 186k 50.86
Ameriprise Financial (AMP) 2.6 $9.3M 162k 57.55
Capital One Financial (COF) 2.5 $8.9M 210k 42.56
Lincoln National Corporation (LNC) 2.5 $8.8M 316k 27.81
Pmi Group 2.5 $8.8M 2.7M 3.30
Essex Property Trust (ESS) 2.2 $8.0M 70k 114.22
Host Hotels & Resorts (HST) 2.1 $7.7M 430k 17.87
Kimco Realty Corporation (KIM) 2.1 $7.5M 417k 18.04
Chubb Corp 2.1 $7.5M 125k 59.64
Suntrust Banks Inc $1.00 Par Cmn 2.0 $7.1M 240k 29.51
Taubman Centers 2.0 $7.1M 140k 50.48
SPDR KBW Regional Banking (KRE) 2.0 $7.1M 267k 26.45
Renaissance Re Holdings Ltd Cmn (RNR) 1.9 $6.8M 107k 63.69
Nasdaq Omx (NDAQ) 1.9 $6.8M 286k 23.71
Reinsurance Group of America (RGA) 1.8 $6.3M 117k 53.71
Huntington Bancshares Incorporated (HBAN) 1.7 $6.0M 877k 6.87
WestAmerica Ban (WABC) 1.6 $5.9M 107k 55.47
Popular 1.2 $4.2M 1.4M 3.14
PHH Corporation 1.1 $3.9M 170k 23.15
Arkansas Best Corporation 1.1 $3.9M 142k 27.42
Arch Capital Group (ACGL) 0.9 $3.1M 35k 88.06
LPL Investment Holdings 0.9 $3.1M 85k 36.36
SLM Corporation (SLM) 0.8 $3.0M 236k 12.59
Discover Financial Services (DFS) 0.7 $2.5M 135k 18.53
GrafTech International 0.7 $2.4M 122k 19.84
East West Ban (EWBC) 0.6 $2.0M 104k 19.55
Equity Residential (EQR) 0.6 $2.0M 39k 51.96
MF Global Holdings 0.5 $1.9M 223k 8.36
American Capital 0.5 $1.7M 230k 7.56
E TRADE Financial Corporation 0.5 $1.6M 101k 16.00
Phh Corp option 0.3 $1.2M 50k 23.16
American Equity Investment Life Holding (AEL) 0.2 $590k 47k 12.55