Parameter Capital Management as of June 30, 2012
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 85 positions in its portfolio as reported in the June 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ishares Tr option | 4.2 | $12M | 150k | 79.65 | |
| Apartment Investment and Management | 3.9 | $11M | 409k | 27.03 | |
| Hudson City Ban | 3.0 | $8.6M | 1.3M | 6.37 | |
| Lincoln National Corporation (LNC) | 2.6 | $7.4M | 340k | 21.87 | |
| NYSE Euronext | 2.6 | $7.3M | 285k | 25.58 | |
| MetLife (MET) | 2.6 | $7.2M | 235k | 30.85 | |
| Commerce Bancshares (CBSH) | 2.3 | $6.6M | 175k | 37.90 | |
| Taubman Centers | 2.3 | $6.6M | 85k | 77.16 | |
| Deere & Company (DE) | 2.1 | $6.1M | 75k | 80.87 | |
| Prudential Financial (PRU) | 2.0 | $5.8M | 120k | 48.43 | |
| Kimco Realty Corporation (KIM) | 2.0 | $5.7M | 300k | 19.03 | |
| Spdr S&p 500 Etf (SPY) | 1.9 | $5.5M | 40k | 136.28 | |
| Cme Group Inc option | 1.9 | $5.4M | 20k | 268.10 | |
| Ddr Corp | 1.9 | $5.3M | 365k | 14.64 | |
| Northern Trust Corporation (NTRS) | 1.8 | $5.1M | 110k | 46.02 | |
| 3M Company (MMM) | 1.7 | $4.9M | 55k | 89.60 | |
| Precision Castparts | 1.7 | $4.9M | 30k | 164.50 | |
| Capital One Financial (COF) | 1.6 | $4.6M | 85k | 54.66 | |
| State Street Corporation (STT) | 1.6 | $4.5M | 100k | 44.64 | |
| Financial Select Sector SPDR (XLF) | 1.6 | $4.4M | 300k | 14.62 | |
| MB Financial | 1.5 | $4.3M | 200k | 21.54 | |
| Raymond James Financial (RJF) | 1.5 | $4.3M | 125k | 34.24 | |
| AvalonBay Communities (AVB) | 1.5 | $4.2M | 30k | 141.47 | |
| Key (KEY) | 1.5 | $4.3M | 550k | 7.74 | |
| Huntington Bancshares Incorporated (HBAN) | 1.5 | $4.2M | 650k | 6.40 | |
| SL Green Realty | 1.4 | $4.0M | 50k | 80.24 | |
| Host Hotels & Resorts (HST) | 1.4 | $4.0M | 250k | 15.82 | |
| Validus Holdings | 1.4 | $3.9M | 121k | 32.03 | |
| Boeing Co option | 1.3 | $3.7M | 50k | 74.30 | |
| Axis Capital Holdings (AXS) | 1.3 | $3.6M | 110k | 32.55 | |
| Boeing Company (BA) | 1.2 | $3.5M | 48k | 74.29 | |
| Investment Technology | 1.2 | $3.5M | 380k | 9.20 | |
| Citigroup (C) | 1.2 | $3.4M | 125k | 27.41 | |
| Caterpillar (CAT) | 1.2 | $3.4M | 40k | 84.90 | |
| Rockwell Automation Inc cmn | 1.2 | $3.3M | 50k | 66.06 | |
| PPG Industries (PPG) | 1.1 | $3.2M | 30k | 106.13 | |
| iShares Dow Jones US Real Estate (IYR) | 1.1 | $3.2M | 50k | 63.98 | |
| Dover Corporation (DOV) | 1.0 | $2.9M | 55k | 53.62 | |
| Webster Financial Corporation (WBS) | 1.0 | $2.9M | 135k | 21.66 | |
| Northstar Realty Finance | 1.0 | $2.9M | 550k | 5.22 | |
| Invesco (IVZ) | 1.0 | $2.8M | 125k | 22.60 | |
| DCT Industrial Trust | 1.0 | $2.8M | 450k | 6.30 | |
| Suntrust Banks Inc $1.00 Par Cmn | 1.0 | $2.8M | 115k | 24.23 | |
| Carlisle Companies (CSL) | 0.9 | $2.7M | 50k | 53.02 | |
| United Rentals (URI) | 0.9 | $2.6M | 76k | 34.04 | |
| Kennametal (KMT) | 0.9 | $2.6M | 77k | 33.16 | |
| Morgan Stanley (MS) | 0.9 | $2.5M | 170k | 14.59 | |
| Chubb Corporation | 0.8 | $2.3M | 32k | 72.81 | |
| AGCO Corporation (AGCO) | 0.8 | $2.2M | 48k | 45.72 | |
| Mack-Cali Realty (VRE) | 0.8 | $2.2M | 75k | 29.07 | |
| Affiliated Managers Group put | 0.8 | $2.2M | 20k | 109.45 | |
| Gardner Denver | 0.8 | $2.1M | 40k | 52.90 | |
| Allstate Corporation (ALL) | 0.7 | $2.1M | 60k | 35.08 | |
| USG Corporation | 0.7 | $2.1M | 110k | 19.05 | |
| Banco Bradesco SA (BBD) | 0.7 | $2.1M | 140k | 14.87 | |
| Ashland | 0.7 | $2.1M | 30k | 69.30 | |
| Eastman Chemical Company (EMN) | 0.7 | $2.0M | 40k | 50.38 | |
| Highwoods Properties (HIW) | 0.7 | $2.0M | 60k | 33.65 | |
| BRE Properties | 0.7 | $2.0M | 40k | 50.02 | |
| Associated Banc- (ASB) | 0.7 | $2.0M | 150k | 13.19 | |
| American International (AIG) | 0.7 | $1.9M | 60k | 32.08 | |
| Lear Corporation (LEA) | 0.7 | $1.9M | 50k | 37.74 | |
| Delta Air Lines (DAL) | 0.7 | $1.9M | 170k | 10.95 | |
| Nasdaq Omx (NDAQ) | 0.6 | $1.8M | 80k | 22.68 | |
| Terex Corporation (TEX) | 0.6 | $1.8M | 100k | 17.83 | |
| Td Ameritrade Hldg Corp call | 0.6 | $1.8M | 105k | 17.00 | |
| Cytec Industries | 0.6 | $1.8M | 30k | 58.63 | |
| Caterpillar | 0.6 | $1.7M | 20k | 84.90 | |
| Equity One | 0.6 | $1.6M | 75k | 21.20 | |
| Metlife Inc option | 0.6 | $1.5M | 50k | 30.86 | |
| CBL & Associates Properties | 0.5 | $1.5M | 75k | 19.55 | |
| Liberty Property Trust | 0.5 | $1.5M | 40k | 36.85 | |
| Spdr Series Trust option | 0.5 | $1.5M | 35k | 41.43 | |
| Joy Global | 0.5 | $1.4M | 25k | 56.72 | |
| Primerica (PRI) | 0.5 | $1.3M | 50k | 26.74 | |
| Bk Nova Cad (BNS) | 0.5 | $1.3M | 25k | 51.84 | |
| Con-way | 0.5 | $1.3M | 35k | 36.11 | |
| Knight Transportation | 0.5 | $1.3M | 80k | 15.99 | |
| Regal-beloit Corporation (RRX) | 0.4 | $1.2M | 20k | 62.25 | |
| TCF Financial Corporation | 0.4 | $1.1M | 100k | 11.48 | |
| Waddell & Reed Finl Inc Cmn Stock cmn | 0.4 | $1.2M | 39k | 30.28 | |
| First Horizon National Corporation (FHN) | 0.4 | $1.1M | 130k | 8.65 | |
| Honeywell International (HON) | 0.4 | $1.1M | 20k | 55.85 | |
| Franklin Res Inc put | 0.3 | $755k | 6.8k | 111.03 | |
| Hudson City Bancorp Cmn Stk cmn | 0.0 | $125k | 20k | 6.35 |
