Parameter Capital Management

Parameter Capital Management as of March 31, 2013

Portfolio Holdings for Parameter Capital Management

Parameter Capital Management holds 83 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Wells Fargo & Company (WFC) 6.0 $20M 550k 36.99
Spdr S&p 500 Etf Tr option 4.7 $16M 100k 156.55
Nasdaq Omx (NDAQ) 3.8 $13M 400k 32.30
Cytec Industries 3.8 $13M 171k 74.08
Prudential Financial (PRU) 3.2 $11M 185k 58.99
Prudential Financial 3.2 $11M 180k 58.99
Allstate Corporation (ALL) 2.9 $9.8M 200k 49.07
Investment Technology 2.6 $8.8M 800k 11.04
CSX Corporation (CSX) 2.5 $8.5M 346k 24.63
First Niagara Financial 2.4 $8.0M 900k 8.86
Pentair 2.2 $7.4M 140k 52.75
United Parcel Service (UPS) 2.2 $7.3M 85k 85.90
National Financial Partners 1.9 $6.3M 280k 22.43
MetLife (MET) 1.8 $6.1M 160k 38.02
General Electric Company 1.8 $6.0M 260k 23.12
T. Rowe Price (TROW) 1.8 $6.0M 80k 74.88
Invesco (IVZ) 1.5 $4.9M 170k 28.96
Webster Financial Corporation (WBS) 1.4 $4.8M 198k 24.26
Duff & Phelps Corporation 1.4 $4.6M 297k 15.51
Renaissancere Holdings Ltd cmn 1.4 $4.6M 50k 92.00
Validus Holdings 1.3 $4.5M 120k 37.37
Ingersoll-rand Co Ltd-cl A 1.3 $4.4M 80k 55.01
Vornado Realty Trust (VNO) 1.2 $4.2M 50k 83.64
Precision Castparts 1.2 $4.2M 22k 189.64
Protective Life 1.2 $4.1M 115k 35.80
Old Dominion Freight Line (ODFL) 1.2 $3.9M 102k 38.20
American International (AIG) 1.1 $3.9M 100k 38.82
Blackrock Inc put 1.1 $3.9M 15k 256.87
Fifth Third Ban (FITB) 1.1 $3.8M 230k 16.31
Morgan Stanley (MS) 1.1 $3.7M 170k 21.98
United Technologies Corporation 1.1 $3.7M 40k 93.42
Hudson City Ban 1.0 $3.5M 400k 8.64
Visteon Corporation (VC) 1.0 $3.5M 60k 57.70
U.S. Bancorp (USB) 1.0 $3.4M 100k 33.93
Bank of America Corporation (BAC) 1.0 $3.3M 275k 12.18
Resource Capital 1.0 $3.3M 500k 6.61
WESCO International (WCC) 1.0 $3.3M 45k 72.60
Lincoln Natl Corp Ind option 1.0 $3.3M 100k 32.61
Axiall 0.9 $3.2M 51k 62.16
Citigroup (C) 0.9 $3.1M 70k 44.24
Marsh & McLennan Companies (MMC) 0.9 $3.1M 81k 37.97
Greenbrier Companies (GBX) 0.9 $3.1M 135k 22.71
Liberty Property Trust 0.9 $3.0M 75k 39.75
FedEx Corporation (FDX) 0.9 $2.9M 30k 98.20
Hubbell Incorporated 0.9 $2.9M 30k 97.10
Manitowoc Company 0.9 $2.9M 140k 20.56
Raymond James Financial (RJF) 0.8 $2.8M 60k 46.10
United Rentals (URI) 0.8 $2.7M 50k 54.97
Metlife Inc option 0.8 $2.7M 70k 38.01
AGCO Corporation (AGCO) 0.8 $2.6M 50k 52.12
Everest Re Group Ltd Cmn Stock cmn 0.8 $2.6M 20k 129.85
City National Corporation 0.7 $2.4M 40k 58.90
DCT Industrial Trust 0.7 $2.4M 320k 7.40
Parker-Hannifin Corporation (PH) 0.7 $2.3M 25k 91.60
Mohawk Industries (MHK) 0.7 $2.3M 20k 113.10
Kimco Realty Corporation (KIM) 0.7 $2.2M 100k 22.40
Brandywine Realty Trust (BDN) 0.7 $2.2M 150k 14.85
Fidelity National Information Services (FIS) 0.7 $2.2M 55k 39.62
Morgan Stanley option 0.7 $2.2M 100k 21.98
Ddr Corp 0.7 $2.2M 125k 17.42
Con-way 0.6 $2.2M 61k 35.21
MSC Industrial Direct (MSM) 0.6 $2.1M 25k 85.80
First Horizon National Corporation (FHN) 0.6 $2.1M 200k 10.68
Duke Realty Corporation 0.6 $2.1M 125k 16.98
AFLAC Incorporated (AFL) 0.6 $2.1M 40k 52.02
Industrial SPDR (XLI) 0.6 $2.1M 50k 41.74
Anixter International 0.6 $2.1M 30k 69.93
Cooper Tire & Rubber Company 0.6 $2.1M 80k 25.66
Glacier Ban (GBCI) 0.6 $1.9M 100k 18.98
American Equity Investment Life Holding 0.6 $1.9M 125k 14.89
PNC Financial Services (PNC) 0.5 $1.7M 25k 66.52
Lincoln National Corporation (LNC) 0.4 $1.3M 40k 32.60
Caterpillar (CAT) 0.4 $1.3M 15k 87.00
Hilltop Holdings (HTH) 0.4 $1.3M 94k 13.49
BB&T Corporation 0.4 $1.3M 40k 31.40
Cme Group Inc option 0.4 $1.2M 20k 61.40
Aercap Holdings Nv Ord Cmn (AER) 0.3 $1.1M 70k 15.46
Axis Capital Holdings (AXS) 0.3 $1.0M 25k 41.64
Genworth Financial (GNW) 0.3 $1.0M 100k 10.00
Knight Capital 0.3 $1.0M 275k 3.72
Two Harbors Investment 0.3 $946k 75k 12.61
Watsco, Incorporated (WSO) 0.2 $842k 10k 84.20
Silver Bay Rlty Tr 0.0 $76k 3.7k 20.68