Parameter Capital Management

Parameter Capital Management as of June 30, 2011

Portfolio Holdings for Parameter Capital Management

Parameter Capital Management holds 70 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Simon Property (SPG) 3.5 $11M 95k 116.23
BlackRock 2.8 $8.7M 45k 191.81
JPMorgan Chase & Co. (JPM) 2.7 $8.6M 210k 40.94
Ishares Tr Index option 2.6 $8.3M 100k 82.80
Parker-Hannifin Corporation (PH) 2.6 $8.1M 90k 89.74
Spdr Series Trust put 2.2 $6.9M 100k 69.41
Wells Fargo & Company (WFC) 2.1 $6.5M 233k 28.06
Apartment Investment and Management 2.0 $6.4M 250k 25.53
Joy Global 2.0 $6.4M 67k 95.25
Highwoods Properties (HIW) 2.0 $6.3M 190k 33.13
Douglas Emmett (DEI) 2.0 $6.3M 315k 19.89
Jpmorgan Chase & Co option 1.9 $6.1M 150k 40.94
Invesco (IVZ) 1.9 $6.1M 260k 23.40
Ishares Tr dj us real est 1.9 $6.0M 100k 60.30
Taubman Centers 1.9 $5.9M 100k 59.20
CBL & Associates Properties 1.9 $5.9M 325k 18.13
Health Care REIT 1.8 $5.8M 110k 52.43
AvalonBay Communities (AVB) 1.8 $5.8M 45k 128.40
Terex Corporation (TEX) 1.8 $5.7M 200k 28.45
Affiliated Managers (AMG) 1.8 $5.6M 55k 101.45
Lincoln National Corporation (LNC) 1.8 $5.5M 194k 28.49
SL Green Realty 1.7 $5.4M 65k 82.88
Prudential Financial (PRU) 1.7 $5.4M 84k 63.59
Unum (UNM) 1.7 $5.4M 210k 25.48
Caterpillar 1.7 $5.3M 50k 106.46
Charles Schwab Corporation (SCHW) 1.6 $5.1M 308k 16.45
Honeywell International (HON) 1.6 $5.1M 85k 59.59
WESCO International (WCC) 1.6 $4.9M 90k 54.09
Axis Capital Holdings (AXS) 1.6 $4.9M 157k 30.96
Con-way 1.5 $4.9M 125k 38.81
Chubb Corp 1.5 $4.7M 75k 62.61
Everest Re Group (EG) 1.4 $4.4M 54k 81.75
Suntrust Banks Inc $1.00 Par Cmn 1.4 $4.2M 165k 25.80
Arkansas Best Corporation 1.3 $4.2M 175k 23.73
Deutsche Bank Ag-registered (DB) 1.3 $4.1M 69k 59.25
Everest Re Group Ltd Cmn Stock cmn 1.3 $4.1M 50k 81.76
Fifth Third Ban (FITB) 1.3 $4.0M 317k 12.75
Td Ameritrade Hldg Corp call 1.2 $3.9M 200k 19.51
Regions Financial Corporation (RF) 1.2 $3.6M 587k 6.20
Assurant Inc Common Stock cmn 1.1 $3.6M 100k 36.27
Federated Investors Inc-cl B cmn 1.1 $3.6M 150k 23.84
United Technologies Corporation 1.1 $3.5M 40k 88.50
Autoliv (ALV) 1.1 $3.5M 45k 78.44
Nucor Corporation (NUE) 1.1 $3.5M 85k 41.22
Knight Capital 1.1 $3.5M 315k 11.02
Starwood Property Trust (STWD) 1.1 $3.4M 165k 20.51
State Street Corporation (STT) 1.1 $3.4M 75k 45.09
Hartford Financial Services (HIG) 1.1 $3.3M 125k 26.37
Xl Group Plc call 1.1 $3.3M 150k 21.98
Zions Bancorporation (ZION) 1.0 $3.2M 132k 24.01
Textron (TXT) 1.0 $3.1M 132k 23.61
Aon Corporation 1.0 $3.1M 60k 51.30
Validus Holdings 1.0 $3.1M 100k 30.95
Susquehanna Bancshares 0.9 $3.0M 375k 8.00
Intl Paper Co option 0.9 $3.0M 100k 29.82
Kennametal (KMT) 0.9 $3.0M 70k 42.21
American Axle & Manufact. Holdings (AXL) 0.9 $2.8M 250k 11.38
Assurant (AIZ) 0.9 $2.7M 75k 36.27
Ingersoll-rand Co Ltd-cl A 0.9 $2.7M 60k 45.42
Discover Financial At New York cmn 0.8 $2.7M 100k 26.75
Allstate Corporation (ALL) 0.8 $2.6M 85k 30.53
Eaton Corp 0.8 $2.6M 50k 51.46
Nasdaq Omx (NDAQ) 0.8 $2.5M 100k 25.30
Everest Re Group Ltd option 0.8 $2.5M 30k 81.77
United Bankshares (UBSI) 0.7 $2.3M 95k 24.48
Walter Investment Management 0.7 $2.2M 100k 22.19
Platinum Underwriter/ptp 0.6 $2.0M 60k 33.23
GrafTech International 0.6 $1.9M 94k 20.27
MB Financial 0.6 $1.7M 90k 19.24
Brown & Brown (BRO) 0.5 $1.7M 65k 25.66