Parameter Capital Management as of June 30, 2013
Portfolio Holdings for Parameter Capital Management
Parameter Capital Management holds 90 positions in its portfolio as reported in the June 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr option | 7.7 | $40M | 250k | 160.01 | |
| Select Sector Spdr Tr option | 3.9 | $21M | 1.1M | 19.49 | |
| Ishares Tr Index option | 3.4 | $18M | 180k | 97.16 | |
| Lincoln National Corporation (LNC) | 2.8 | $15M | 400k | 36.47 | |
| Lincoln Natl Corp Ind option | 2.8 | $15M | 400k | 36.47 | |
| U.S. Bancorp (USB) | 2.4 | $13M | 350k | 36.15 | |
| Fedex Corp option | 2.3 | $12M | 120k | 98.58 | |
| Cytec Industries | 2.2 | $11M | 155k | 73.25 | |
| Webster Financial Corporation (WBS) | 2.1 | $11M | 426k | 25.68 | |
| Franklin Resources (BEN) | 2.0 | $11M | 78k | 136.03 | |
| Prudential Financial (PRU) | 2.0 | $11M | 145k | 73.03 | |
| Bank Of America Corporation option | 2.0 | $10M | 800k | 12.86 | |
| Validus Holdings | 1.8 | $9.6M | 265k | 36.12 | |
| Resource Capital | 1.8 | $9.2M | 1.5M | 6.15 | |
| Reinsurance Group of America (RGA) | 1.7 | $9.0M | 130k | 69.11 | |
| Discover Financial At New York cmn | 1.6 | $8.3M | 175k | 47.64 | |
| First Niagara Financial | 1.5 | $8.1M | 800k | 10.07 | |
| City National Corporation | 1.5 | $7.9M | 125k | 63.37 | |
| JPMorgan Chase & Co. (JPM) | 1.5 | $7.9M | 150k | 52.79 | |
| Jpmorgan Chase & Co option | 1.5 | $7.9M | 150k | 52.79 | |
| Legg Mason | 1.5 | $7.8M | 250k | 31.01 | |
| Heartland Payment Systems | 1.4 | $7.5M | 200k | 37.25 | |
| Piper Jaffray Companies (PIPR) | 1.4 | $7.4M | 235k | 31.61 | |
| TCF Financial Corporation | 1.4 | $7.4M | 520k | 14.18 | |
| Prudential Financial | 1.4 | $7.3M | 100k | 73.03 | |
| Ishares Tr option | 1.4 | $7.3M | 110k | 66.39 | |
| Janus Capital | 1.3 | $7.0M | 820k | 8.51 | |
| Cme Group Inc option | 1.3 | $6.8M | 90k | 75.98 | |
| Kirby Corporation (KEX) | 1.2 | $6.5M | 82k | 79.54 | |
| United Technologies Corporation | 1.2 | $6.5M | 70k | 92.94 | |
| Unum (UNM) | 1.1 | $5.9M | 200k | 29.37 | |
| Raymond James Financial (RJF) | 1.1 | $5.8M | 135k | 42.98 | |
| Aflac Inc option | 1.1 | $5.8M | 100k | 58.12 | |
| AMERICAN INTL Group Inc option | 1.1 | $5.8M | 130k | 44.70 | |
| Hilltop Holdings (HTH) | 1.1 | $5.7M | 350k | 16.40 | |
| Key (KEY) | 1.1 | $5.5M | 500k | 11.04 | |
| Union Pac Corp option | 1.0 | $5.4M | 35k | 154.29 | |
| Lennox International (LII) | 1.0 | $5.2M | 80k | 64.54 | |
| Pentair | 1.0 | $5.2M | 90k | 57.69 | |
| AGCO Corporation (AGCO) | 1.0 | $5.1M | 102k | 50.19 | |
| BERKSHIRE HATHAWAYS - CLASS B Common Stock cmn | 1.0 | $5.0M | 45k | 111.91 | |
| Knight Capital | 0.9 | $4.9M | 1.4M | 3.59 | |
| Allstate Corporation (ALL) | 0.9 | $4.8M | 100k | 48.12 | |
| American Equity Investment Life Holding (AEL) | 0.9 | $4.7M | 300k | 15.70 | |
| Acuity Brands (AYI) | 0.9 | $4.5M | 60k | 75.52 | |
| Goldman Sachs Group | 0.9 | $4.5M | 30k | 151.27 | |
| Chubb Corporation | 0.8 | $4.2M | 50k | 84.66 | |
| Everest Re Group (EG) | 0.8 | $4.2M | 33k | 128.27 | |
| First Horizon National Corporation (FHN) | 0.8 | $4.3M | 380k | 11.20 | |
| Nationstar Mortgage | 0.8 | $4.1M | 110k | 37.44 | |
| Deere & Co option | 0.8 | $4.1M | 50k | 81.26 | |
| Invesco (IVZ) | 0.7 | $3.8M | 120k | 31.80 | |
| Visteon Corporation (VC) | 0.7 | $3.8M | 60k | 63.12 | |
| Hubbell Incorporated | 0.7 | $3.5M | 35k | 99.00 | |
| Martin Marietta Materials (MLM) | 0.7 | $3.4M | 35k | 98.41 | |
| Precision Castparts | 0.7 | $3.4M | 15k | 226.00 | |
| Watsco, Incorporated (WSO) | 0.6 | $3.4M | 40k | 83.95 | |
| Danaher Corporation (DHR) | 0.6 | $3.2M | 50k | 63.30 | |
| PrivateBan | 0.6 | $3.2M | 150k | 21.21 | |
| General Motors Company (GM) | 0.6 | $3.2M | 95k | 33.31 | |
| American Express Company (AXP) | 0.6 | $3.0M | 40k | 74.75 | |
| AFLAC Incorporated (AFL) | 0.6 | $2.9M | 50k | 58.12 | |
| Deutsche Bank Ag option | 0.6 | $2.9M | 70k | 41.96 | |
| Axis Capital Holdings (AXS) | 0.5 | $2.7M | 60k | 45.78 | |
| Ametek (AME) | 0.5 | $2.8M | 65k | 42.31 | |
| Joy Global | 0.5 | $2.7M | 55k | 48.53 | |
| State Str Corp option | 0.5 | $2.6M | 40k | 65.20 | |
| Redwood Trust (RWT) | 0.5 | $2.6M | 150k | 17.00 | |
| FedEx Corporation (FDX) | 0.5 | $2.5M | 25k | 98.60 | |
| Joy Global Inc call | 0.5 | $2.4M | 50k | 48.54 | |
| Citigroup (C) | 0.5 | $2.4M | 50k | 47.98 | |
| Citigroup Inc opt | 0.5 | $2.4M | 50k | 47.98 | |
| Chemtura Corporation | 0.5 | $2.3M | 115k | 20.30 | |
| MetLife (MET) | 0.4 | $2.3M | 50k | 45.76 | |
| A. O. Smith Corporation (AOS) | 0.4 | $2.3M | 64k | 36.28 | |
| Anixter International | 0.4 | $2.3M | 30k | 75.80 | |
| Agco Corp. Common Stock cmn | 0.4 | $2.0M | 40k | 50.20 | |
| Eaton Corp Plc put | 0.4 | $2.0M | 30k | 65.80 | |
| NATIONSTAR MORTGAGE Holdings cmn | 0.4 | $1.9M | 50k | 37.44 | |
| INTERCONTINENTALEXCHANGE INC Common Stock cmn | 0.3 | $1.8M | 10k | 177.80 | |
| PolyOne Corporation | 0.3 | $1.7M | 70k | 24.79 | |
| M&T Bank Corporation (MTB) | 0.3 | $1.7M | 15k | 111.73 | |
| Timken Company (TKR) | 0.3 | $1.7M | 30k | 56.27 | |
| Wabtec Corporation (WAB) | 0.3 | $1.7M | 32k | 53.43 | |
| Con-way | 0.3 | $1.6M | 40k | 38.95 | |
| Greenbrier Companies (GBX) | 0.3 | $1.3M | 55k | 24.36 | |
| USG Corporation | 0.2 | $1.1M | 48k | 23.06 | |
| Glacier Ban (GBCI) | 0.2 | $1.1M | 50k | 22.20 | |
| Axiall | 0.2 | $1.1M | 25k | 42.60 | |
| Validus Holdings Ltd option | 0.1 | $618k | 17k | 36.14 |
