Parameter Capital Management as of Sept. 30, 2011
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 80 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Select Sector Spdr Tr option | 6.4 | $12M | 1.0M | 11.83 | |
| iShares Dow Jones US Real Estate (IYR) | 4.0 | $7.3M | 145k | 50.57 | |
| Invesco (IVZ) | 3.1 | $5.7M | 369k | 15.51 | |
| Northern Tr Corp option | 3.0 | $5.6M | 160k | 34.98 | |
| Prudential Financial (PRU) | 3.0 | $5.5M | 117k | 46.86 | |
| PNC Financial Services (PNC) | 2.7 | $5.1M | 105k | 48.19 | |
| Ameriprise Financial (AMP) | 2.6 | $4.9M | 125k | 39.36 | |
| Axis Capital Holdings (AXS) | 2.5 | $4.5M | 175k | 25.94 | |
| Spdr S&p 500 Etf (SPY) | 2.4 | $4.5M | 40k | 113.18 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 2.2 | $4.1M | 65k | 63.80 | |
| Comerica Incorporated (CMA) | 2.2 | $4.1M | 177k | 22.97 | |
| Suntrust Banks Inc $1.00 Par Cmn | 2.2 | $4.0M | 225k | 17.95 | |
| Charles Schwab Corporation (SCHW) | 2.0 | $3.7M | 330k | 11.27 | |
| PHH Corporation | 2.0 | $3.7M | 230k | 16.08 | |
| Unum (UNM) | 1.9 | $3.6M | 171k | 20.96 | |
| Endurance Specialty Hldgs Lt | 1.9 | $3.6M | 105k | 34.15 | |
| Platinum Underwriter/ptp | 1.9 | $3.5M | 115k | 30.75 | |
| Key (KEY) | 1.8 | $3.3M | 550k | 5.93 | |
| Fifth Third Ban (FITB) | 1.7 | $3.2M | 320k | 10.10 | |
| Grainger W W Inc cmn | 1.6 | $3.0M | 20k | 149.55 | |
| Capital One Financial (COF) | 1.6 | $3.0M | 75k | 39.63 | |
| Raymond James Financial (RJF) | 1.5 | $2.8M | 109k | 25.96 | |
| Nasdaq Omx (NDAQ) | 1.5 | $2.8M | 120k | 23.14 | |
| Transatlantic Holdings | 1.4 | $2.7M | 55k | 48.53 | |
| Susquehanna Bancshares | 1.4 | $2.7M | 485k | 5.47 | |
| MetLife (MET) | 1.3 | $2.4M | 85k | 28.01 | |
| First Horizon National Corporation (FHN) | 1.1 | $2.1M | 350k | 5.96 | |
| Partnerre Ltd Cmn Stock cmn | 1.1 | $2.1M | 40k | 52.28 | |
| Equity Residential (EQR) | 1.1 | $2.1M | 40k | 51.88 | |
| Eastman Chemical Company (EMN) | 1.1 | $2.1M | 30k | 68.53 | |
| United Bankshares (UBSI) | 1.1 | $2.0M | 100k | 20.09 | |
| MB Financial | 1.1 | $2.0M | 135k | 14.72 | |
| RAYMOND JAMES FINANCIAL, INC. Corp Cmn Stk cmn | 1.1 | $1.9M | 75k | 25.96 | |
| Webster Financial Corporation (WBS) | 1.0 | $1.9M | 125k | 15.30 | |
| Taubman Centers | 1.0 | $1.9M | 37k | 50.30 | |
| Alliance Data Systems Cmn Stk cmn | 1.0 | $1.9M | 20k | 92.70 | |
| Ametek (AME) | 1.0 | $1.8M | 55k | 32.96 | |
| Kennametal (KMT) | 1.0 | $1.8M | 54k | 32.74 | |
| Huntington Bancshares Incorporated (HBAN) | 0.9 | $1.8M | 366k | 4.80 | |
| State Street Corporation (STT) | 0.9 | $1.8M | 55k | 32.16 | |
| Western Union Company (WU) | 0.9 | $1.8M | 115k | 15.29 | |
| Ford Motor Company (F) | 0.9 | $1.7M | 180k | 9.67 | |
| Simon Property (SPG) | 0.9 | $1.7M | 15k | 110.00 | |
| State Str Corp option | 0.9 | $1.6M | 50k | 32.16 | |
| Everest Re Group Ltd option | 0.9 | $1.6M | 20k | 79.40 | |
| SPDR KBW Bank (KBE) | 0.8 | $1.6M | 90k | 17.54 | |
| Lincoln Natl Corp Ind option | 0.8 | $1.6M | 100k | 15.63 | |
| Honeywell International (HON) | 0.8 | $1.5M | 35k | 43.91 | |
| Jpmorgan Chase & Co option | 0.8 | $1.5M | 50k | 30.12 | |
| Timken Company (TKR) | 0.8 | $1.5M | 45k | 32.82 | |
| Mack-Cali Realty (VRE) | 0.8 | $1.5M | 55k | 26.75 | |
| Wells Fargo & Company (WFC) | 0.8 | $1.4M | 60k | 24.12 | |
| PPG Industries (PPG) | 0.8 | $1.4M | 20k | 70.65 | |
| Valley National Ban (VLY) | 0.7 | $1.4M | 130k | 10.59 | |
| Investment Technology | 0.7 | $1.3M | 135k | 9.79 | |
| Parker-Hannifin Corporation (PH) | 0.7 | $1.3M | 20k | 63.15 | |
| Lincoln National Corporation (LNC) | 0.7 | $1.2M | 80k | 15.62 | |
| Cme (CME) | 0.7 | $1.2M | 5.0k | 246.40 | |
| Tyco International Ltd S hs | 0.7 | $1.2M | 30k | 40.77 | |
| Allstate Corporation (ALL) | 0.6 | $1.2M | 50k | 23.70 | |
| WESCO International (WCC) | 0.6 | $1.2M | 35k | 33.54 | |
| Old Dominion Freight Line (ODFL) | 0.6 | $1.2M | 40k | 28.98 | |
| Intl Paper Co option | 0.6 | $1.2M | 50k | 23.26 | |
| Horace Mann Educators Corporation (HMN) | 0.6 | $1.1M | 100k | 11.41 | |
| AvalonBay Communities (AVB) | 0.6 | $1.1M | 10k | 114.10 | |
| Texas Capital Bancshares (TCBI) | 0.6 | $1.1M | 50k | 22.86 | |
| D R Horton Inc call | 0.6 | $1.1M | 125k | 9.04 | |
| Danaher Corporation (DHR) | 0.6 | $1.0M | 25k | 41.96 | |
| Ocwen Financial Corporation | 0.6 | $1.1M | 80k | 13.21 | |
| Partner Re | 0.6 | $1.0M | 20k | 52.25 | |
| Health Care REIT | 0.5 | $964k | 21k | 46.82 | |
| International Paper Company (IP) | 0.5 | $899k | 39k | 23.25 | |
| Arkansas Best Corporation | 0.5 | $888k | 55k | 16.15 | |
| United Rentals (URI) | 0.5 | $842k | 50k | 16.84 | |
| Industrial SPDR (XLI) | 0.5 | $841k | 29k | 29.20 | |
| E.I. du Pont de Nemours & Company | 0.4 | $799k | 20k | 39.95 | |
| Starwood Hotels & Resorts Worldwide | 0.4 | $776k | 20k | 38.80 | |
| D.R. Horton (DHI) | 0.2 | $452k | 50k | 9.04 | |
| Terex Corporation (TEX) | 0.2 | $410k | 40k | 10.25 | |
| Hanover Insurance (THG) | 0.0 | $11k | 300.00 | 36.67 |
