Parameter Capital Management

Parameter Capital Management as of March 31, 2011

Portfolio Holdings for Parameter Capital Management

Parameter Capital Management holds 65 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
State Street Corporation (STT) 6.4 $20M 434k 44.94
Goldman Sachs (GS) 5.2 $16M 100k 158.47
Goldman Sachs Group Inc option 5.2 $16M 100k 158.47
Suntrust Banks Inc $1.00 Par Cmn 4.1 $13M 435k 28.84
Zions Bancorporation call 3.4 $10M 450k 23.06
Mastercard Inc option 3.3 $10M 40k 251.72
Ace Limited Cmn 2.9 $8.8M 136k 64.70
U.S. Bancorp (USB) 2.8 $8.6M 325k 26.43
Zions Bancorporation (ZION) 2.7 $8.1M 350k 23.06
Fifth Third Ban (FITB) 2.4 $7.3M 525k 13.88
Highwoods Properties (HIW) 2.0 $6.1M 175k 35.01
Assurant (AIZ) 2.0 $6.0M 156k 38.51
AFLAC Incorporated (AFL) 1.9 $5.8M 109k 52.78
Boston Properties (BXP) 1.9 $5.7M 60k 94.85
Health Care REIT 1.8 $5.4M 102k 52.44
Aon Corporation 1.7 $5.3M 100k 52.96
Aflac Inc option 1.7 $5.3M 100k 52.78
First Horizon National Corporation (FHN) 1.7 $5.2M 460k 11.21
Citi 1.6 $5.0M 1.1M 4.42
Goldman Sachs Group 1.6 $4.8M 30k 158.47
FedEx Corporation (FDX) 1.5 $4.7M 50k 93.56
Platinum Underwriter/ptp 1.5 $4.6M 120k 38.09
American Express Company (AXP) 1.5 $4.5M 100k 45.20
American Express Co option 1.5 $4.5M 100k 45.20
Visa (V) 1.4 $4.4M 60k 73.62
Apartment Investment and Management 1.4 $4.3M 170k 25.47
Simon Property (SPG) 1.4 $4.3M 40k 107.15
Anixter International 1.4 $4.2M 60k 69.88
Charles Schwab Corporation (SCHW) 1.3 $4.1M 225k 18.03
Axis Capital Holdings (AXS) 1.3 $4.0M 115k 34.92
Chubb Corp 1.3 $4.0M 65k 61.31
ENDURANCE SPECIALTY HOLDINGS LTD Common Stock cmn 1.3 $3.9M 80k 48.82
Renaissance Re Holdings Ltd Cmn (RNR) 1.2 $3.8M 55k 68.98
SPX Corporation 1.2 $3.8M 48k 79.39
Discover Finl Svcs put 1.2 $3.6M 150k 24.12
Franklin Resources (BEN) 1.1 $3.5M 28k 125.07
Textron (TXT) 1.1 $3.4M 125k 27.39
United Technologies Corporation 1.1 $3.4M 40k 84.65
Validus Holdings 1.0 $3.2M 95k 33.33
General Dynamics Corporation (GD) 1.0 $3.1M 40k 76.55
CBL & Associates Properties 1.0 $3.0M 175k 17.42
Honeywell International (HON) 1.0 $3.0M 50k 59.72
Old Dominion Freight Line (ODFL) 0.9 $2.8M 80k 35.09
Investment Technology Grp Ne option 0.9 $2.7M 150k 18.19
Taubman Centers 0.9 $2.7M 50k 53.58
Northern Tr Corp option 0.8 $2.5M 50k 50.76
Frontline Ltd call 0.8 $2.5M 100k 24.77
Popular 0.8 $2.4M 840k 2.91
Transatlantic Holdings 0.8 $2.4M 50k 48.68
Gardner Denver 0.8 $2.3M 30k 78.04
Host Hotels & Resorts (HST) 0.8 $2.3M 130k 17.61
City National Corporation 0.8 $2.3M 40k 57.05
Visa Inc option 0.7 $2.2M 30k 73.63
Caterpillar 0.7 $2.2M 20k 111.35
FirstMerit Corporation 0.7 $2.2M 127k 17.06
Owens-Illinois 0.7 $2.1M 70k 30.19
Fedex Corp option 0.6 $1.9M 20k 93.55
Kennametal (KMT) 0.6 $1.9M 48k 39.01
WestAmerica Ban (WABC) 0.6 $1.8M 35k 51.37
Lockheed Martin Corp option 0.5 $1.6M 20k 80.40
MB Financial 0.5 $1.6M 75k 20.96
Barclays (BCS) 0.5 $1.6M 88k 18.14
United Bankshares (UBSI) 0.5 $1.4M 53k 26.53
Hancock Holding Company (HWC) 0.4 $1.3M 40k 32.85
Endurance Specialty Hldgs Lt 0.2 $481k 9.9k 48.83