Parameter Capital Management as of Sept. 30, 2012
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 79 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Hudson City Ban | 7.1 | $26M | 3.3M | 7.96 | |
| JPMorgan Chase & Co. (JPM) | 6.1 | $22M | 550k | 40.48 | |
| Lincoln National Corporation (LNC) | 3.7 | $13M | 550k | 24.19 | |
| Prudential Financial (PRU) | 3.2 | $12M | 215k | 54.51 | |
| Spdr S&p 500 Etf Tr option | 3.2 | $12M | 80k | 143.92 | |
| MetLife (MET) | 2.8 | $10M | 290k | 34.46 | |
| Lincoln Natl Corp Ind option | 2.3 | $8.5M | 350k | 24.19 | |
| American International (AIG) | 2.3 | $8.2M | 250k | 32.79 | |
| Select Sector Spdr Tr option | 2.1 | $7.8M | 500k | 15.60 | |
| Validus Holdings | 2.1 | $7.6M | 225k | 33.91 | |
| Apartment Investment and Management | 2.0 | $7.4M | 285k | 25.99 | |
| IntercontinentalEx.. | 2.0 | $7.3M | 55k | 133.42 | |
| Federated Investors (FHI) | 1.9 | $6.8M | 330k | 20.69 | |
| Citigroup (C) | 1.8 | $6.5M | 200k | 32.72 | |
| Ashland | 1.8 | $6.4M | 90k | 71.60 | |
| Northern Trust Corporation (NTRS) | 1.7 | $6.3M | 135k | 46.41 | |
| Allstate Corporation (ALL) | 1.6 | $5.9M | 150k | 39.61 | |
| Everest Re Group Ltd option | 1.6 | $6.0M | 56k | 106.97 | |
| Franklin Resources (BEN) | 1.6 | $5.6M | 45k | 125.07 | |
| Cytec Industries | 1.5 | $5.6M | 85k | 65.52 | |
| Wells Fargo & Company (WFC) | 1.5 | $5.4M | 155k | 34.53 | |
| Simon Property (SPG) | 1.5 | $5.3M | 35k | 151.80 | |
| Goldman Sachs (GS) | 1.4 | $5.1M | 45k | 113.69 | |
| Webster Financial Corporation (WBS) | 1.4 | $5.1M | 215k | 23.70 | |
| Deere & Company (DE) | 1.4 | $4.9M | 60k | 82.48 | |
| Investment Technology | 1.3 | $4.6M | 530k | 8.70 | |
| Capital One Financial (COF) | 1.2 | $4.3M | 75k | 57.01 | |
| Raymond James Financial (RJF) | 1.1 | $4.0M | 110k | 36.65 | |
| TD Ameritrade Holding | 1.1 | $3.8M | 250k | 15.37 | |
| Host Hotels & Resorts (HST) | 1.1 | $3.9M | 240k | 16.05 | |
| Danaher Corporation (DHR) | 1.1 | $3.9M | 70k | 55.16 | |
| Ace Limited Cmn | 1.0 | $3.8M | 50k | 75.60 | |
| Nasdaq Omx (NDAQ) | 1.0 | $3.7M | 160k | 23.29 | |
| American Express Company (AXP) | 1.0 | $3.7M | 65k | 56.86 | |
| AGCO Corporation (AGCO) | 1.0 | $3.7M | 78k | 47.48 | |
| Endurance Specialty Hldgs Lt | 1.0 | $3.7M | 95k | 38.51 | |
| FedEx Corporation (FDX) | 1.0 | $3.6M | 43k | 84.61 | |
| City National Corporation | 1.0 | $3.6M | 70k | 51.51 | |
| Hartford Financial Services (HIG) | 1.0 | $3.5M | 180k | 19.44 | |
| State Street Corporation (STT) | 0.9 | $3.4M | 80k | 41.96 | |
| First Midwest Ban | 0.9 | $3.4M | 270k | 12.55 | |
| FMC Corporation (FMC) | 0.9 | $3.3M | 60k | 55.38 | |
| Actuant Corporation | 0.9 | $3.3M | 115k | 28.62 | |
| Flowserve Corporation (FLS) | 0.9 | $3.2M | 25k | 127.76 | |
| Albemarle Corporation (ALB) | 0.9 | $3.2M | 60k | 52.68 | |
| Pentair | 0.9 | $3.1M | 70k | 44.51 | |
| Georgia Gulf Corporation | 0.8 | $3.1M | 85k | 36.22 | |
| Zions Bancorporation (ZION) | 0.8 | $3.0M | 147k | 20.65 | |
| MB Financial | 0.8 | $3.0M | 150k | 19.75 | |
| Axis Capital Holdings (AXS) | 0.8 | $3.0M | 85k | 34.92 | |
| Rockwell Automation Inc cmn | 0.8 | $2.8M | 40k | 69.55 | |
| Delta Air Lines (DAL) | 0.8 | $2.7M | 300k | 9.16 | |
| Travelers Companies (TRV) | 0.8 | $2.7M | 40k | 68.25 | |
| Prudential Financial | 0.8 | $2.7M | 50k | 54.52 | |
| Joy Global | 0.7 | $2.7M | 48k | 56.06 | |
| Illinois Tool Works (ITW) | 0.7 | $2.7M | 45k | 59.47 | |
| Duff & Phelps Corporation | 0.7 | $2.6M | 190k | 13.61 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.7 | $2.4M | 195k | 12.50 | |
| Commerce Bancshares (CBSH) | 0.7 | $2.4M | 60k | 40.33 | |
| Kimco Realty Corporation (KIM) | 0.7 | $2.4M | 120k | 20.27 | |
| Hudson City Bancorp Cmn Stk cmn | 0.7 | $2.4M | 300k | 7.96 | |
| Suntrust Bks Inc option | 0.6 | $2.3M | 80k | 28.28 | |
| National Financial Partners | 0.6 | $2.0M | 120k | 16.90 | |
| Terex Corporation (TEX) | 0.6 | $2.0M | 90k | 22.58 | |
| Jpmorgan Chase & Co option | 0.6 | $2.0M | 50k | 40.48 | |
| United Rentals (URI) | 0.5 | $2.0M | 60k | 32.72 | |
| Emerson Elec Co put | 0.5 | $1.9M | 40k | 48.28 | |
| Xl Group | 0.5 | $1.7M | 70k | 24.03 | |
| StanCorp Financial | 0.4 | $1.6M | 50k | 31.24 | |
| Mbia (MBI) | 0.4 | $1.5M | 150k | 10.13 | |
| Ddr Corp | 0.4 | $1.5M | 100k | 15.36 | |
| DCT Industrial Trust | 0.4 | $1.5M | 225k | 6.47 | |
| Liberty Property Trust | 0.4 | $1.5M | 40k | 36.25 | |
| Tenne | 0.4 | $1.4M | 50k | 28.00 | |
| BRE Properties | 0.4 | $1.4M | 30k | 46.90 | |
| AvalonBay Communities (AVB) | 0.4 | $1.4M | 10k | 136.00 | |
| Gardner Denver | 0.3 | $1.2M | 21k | 60.39 | |
| Bank Of New York Mellon Corp option | 0.3 | $1.1M | 50k | 22.62 | |
| USG Corporation | 0.2 | $878k | 40k | 21.95 |
